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Advances in Network Analysis and its Applications / edited by Evangelos Kranakis
Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Reihen: Mathematics in Industry ; 18 | SpringerLink BücherVerlag: Berlin ; Heidelberg : Springer, 2013Beschreibung: Online-Ressource (XVI, 409 p. 95 illus., 39 illus. in color, digital)ISBN:- 9783642309045
- Komplexes System
- Netzwerk
- Mathematisches Modell
- Mathematics
- Computer Communication Networks
- Computer engineering
- Industrial organization (Economic theory)
- Computer communication systems
- Electrical engineering
- System theory
- Industrial organization
- Bioinformatics
- Network analysis (Planning)
- System theory
- 519
- Q295
Inhalte:
Zusammenfassung: FINANCIAL NETWORKS: 1. Mathematical modeling of systemic risk: H. Amini, A. Minca -- 2. Systemic risk in banking networks without Monte Carlo simulation: J. P. Gleeson, T. R. Hurd, S. Melnik, A. Hackett -- 3. Systemic Valuation of Banks — Interbank Equilibrium and Contagion: G. Hałaj -- 4. An Open Problem: J. B. Walsh -- II SECURITY NETWORKS: 5. Dynamic Trust Management: Network Profiling for High Assurance Resilience: M. Burmester , W. O. Redwood -- 6. Security Issues in Link State Routing Protocols for MANETs: G.Cervera, M.Barbeau, J. Garcia-Alfaro, E.Kranakis.-7. TCHo: a Code-based Cryptosystem: A. Duc , S. Vaudenay -- 8. Formal Method for (k)-Neighborhood Discovery Protocols: R.Jamet, P.Lafourcade -- 9. A Tutorial on White-box AES: J. A. Muir -- 10. Efficient 1-Round Almost-Perfect Secure Message Transmission Protocols with Flexible Connectivity: R. Safavi-Naini, M. Ashraful Alam Tuhin -- III SOCIAL NETWORKS: 11. Mathematical modelling to evaluate measures and control the spread of illicit drug use: A. Bakhtiari, A. Rutherford -- 12. Complex Networks and Social Networks: A. Bonato, A. Tian -- 13. NAVEL Gazing: Studying a Networked Scholarly Organization: D. Dimitrova, A. Gruzd, Z.Hayat, G. Ying Mo, D.Mok, Th. Robbins, B.Wellman, X. Zhuo -- 14. How Al Qaeda can use order theory to evade or defeat U.S. Forces: J.D.Farley -- 15. The ABCs of Designing Social Networks for Health Behaviour Change: The VivoSpace Social Network: N. Kamal, S. Fels, M. Blackstock, K. Ho -- 16. Evolution of an Open Source Community Network: N. Saraf, A. Seary, D. Chandrasekaran, P.Monge -- 17. SociQL: A Query Language for the SocialWeb: D. Serrano, E. Stroulia, D. Barbosa, V. Guana.Zusammenfassung: As well as highlighting potentially useful applications for network analysis, this volume identifies new targets for mathematical research that promise to provide insights into network systems theory as well as facilitating the cross-fertilization of ideas between sectors. Focusing on financial, security and social aspects of networking, the volume adds to the growing body of evidence showing that network analysis has applications to transportation, communication, health, finance, and social policy more broadly. It provides powerful models for understanding the behavior of complex systems that, in turn, will impact numerous cutting-edge sectors in science and engineering, such as wireless communication, network security, distributed computing and social networking, financial analysis, and cyber warfare. The volume offers an insider' s view of cutting-edge research in network systems, including methodologies with immense potential for interdisciplinary application. The contributors have all presented material at a series of workshops organized on behalf of Canada’s MITACS initiative, which funds projects and study grants in ‘mathematics for information technology and complex systems’. These proceedings include papers from workshops on financial networks, network security and cryptography, and social networks. MITACS has shown that the partly ghettoized nature of network systems research has led to duplicated work in discrete fields, and thus this initiative has the potential to save time and accelerate the pace of research in a number of areas of network systems research.PPN: PPN: 1651892466Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SXMS | ZDB-2-SMA
Advances in Network Analysis and its Applications; Preface; Contents; Part I Financial Networks; Chapter 1 Mathematical Modeling of Systemic Risk; 1.1 Introduction; 1.2 Financial Linkages and Contagion; 1.2.1 Financial Networks; 1.2.2 Insolvency Cascades; 1.2.3 Illiquidity Cascades; 1.2.3.1 Distinguishing Short-Term and Long-Term Claims; 1.2.3.2 Cash Flows and Illiquidity Cascades; 1.2.4 Liquidation and Price Feedback Effects; 1.3 Random Financial Network Models; 1.4 Asymptotic Analysis of Default Cascades; References; Chapter 2 Systemic Risk in Banking Networks Without Monte Carlo Simulation
2.1 Introduction2.2 Models of Contagion in Banking Networks; 2.2.1 Generating Model Networks; 2.2.2 Contagion Mechanisms; 2.2.2.1 Shock Transmission in the GK Model; 2.2.2.2 Shock Transmission in the NYYA Model; 2.2.3 Liquidity Risk; 2.2.4 Monte Carlo Simulations; 2.3 Theory; 2.3.1 Thresholds for Default; 2.3.2 General Theory; 2.4 Simplified Theory; 2.4.1 Simplified Theory for GK; 2.4.2 Frequency of Contagion Events; 2.5 Results; 2.5.1 GK Model; 2.5.2 NYYA Benchmark Case; 2.5.3 Networks with Fat-Tailed Degree Distributions; 2.6 Discussion; References
Chapter 3 Systemic Valuation of Banks: Interbank Equilibrium and Contagion3.1 Introduction; 3.2 The Model; 3.2.1 Valuation Fundamentals; 3.2.2 Interbank Liquidity and Funding; 3.2.3 Transfer of Credit Risk; 3.2.4 The Equilibrium; 3.2.5 Secondary Defaults: Domino Effect; 3.3 Existence of Equilibrium and Numerical Procedure; 3.3.1 How Does the Equilibrium Work? An Example; 3.4 Back to Bank Valuation Formula; 3.5 Valuation of US Banks; 3.5.1 Data; 3.5.2 Simulation; 3.5.3 Discussion; 3.6 Conclusions; 3.7 Isotone Ψ: The Proof; References; Chapter 4 An Open Problem; Part II Network Security
Chapter 5 Dynamic Trust Management: Network Profiling for High Assurance Resilience5.1 Introduction; 5.2 Overview of Related Work; 5.2.1 Access Control and Trust Management; 5.2.2 Intrusion Detection/Prevention Systems; 5.2.3 Signature Detection Systems; 5.2.4 Anomaly Detection Systems; 5.2.5 Binary Versus Graduated Response Mechanisms; 5.3 Threat Management; 5.3.1 A Dynamic Trust Management Infrastructure; 5.3.2 How the Threat Level Changes; 5.3.3 Feature Selection; 5.3.4 Threat Level Policies; 5.3.5 Rollback Access; 5.3.6 Equivocated Sanitization; 5.4 Mathematical Background
5.4.1 An Introduction to Markov Chains5.4.2 Properties of Markov Chains; 5.4.3 Markov Chains of Order m; 5.4.4 The Markov Evolution Function; 5.4.5 Hidden Markov Models; 5.4.6 Bayesian Inference; 5.4.7 Principal Component Analysis; 5.5 Understanding Network Profiling; 5.5.1 Scenario A: Defending an Enterprise Network Against Insider Privacy Attacks; 5.5.2 Scenario B: Defending an Open Network Against Insider Privacy Attacks; 5.6 Conclusion; References; Chapter 6 Security Issues in Link State Routing Protocols for MANETs; 6.1 Introduction; 6.2 Optimized Link State Routing (OLSR)
6.2.1 Related Work
FINANCIAL NETWORKS: 1. Mathematical modeling of systemic risk: H. Amini, A. Minca -- 2. Systemic risk in banking networks without Monte Carlo simulation: J. P. Gleeson, T. R. Hurd, S. Melnik, A. Hackett -- 3. Systemic Valuation of Banks - Interbank Equilibrium and Contagion: G. Hałaj -- 4. An Open Problem: J. B. Walsh -- II SECURITY NETWORKS: 5. Dynamic Trust Management: Network Profiling for High Assurance Resilience: M. Burmester , W. O. Redwood -- 6. Security Issues in Link State Routing Protocols for MANETs: G.Cervera, M.Barbeau, J. Garcia-Alfaro, E.Kranakis.-7. TCHo: a Code-based Cryptosystem: A. Duc , S. Vaudenay -- 8. Formal Method for (k)-Neighborhood Discovery Protocols: R.Jamet, P.Lafourcade -- 9. A Tutorial on White-box AES: J. A. Muir -- 10. Efficient 1-Round Almost-Perfect Secure Message Transmission Protocols with Flexible Connectivity: R. Safavi-Naini, M. Ashraful Alam Tuhin -- III SOCIAL NETWORKS: 11. Mathematical modelling to evaluate measures and control the spread of illicit drug use: A. Bakhtiari, A. Rutherford -- 12. Complex Networks and Social Networks: A. Bonato, A. Tian -- 13. NAVEL Gazing: Studying a Networked Scholarly Organization: D. Dimitrova, A. Gruzd, Z.Hayat, G. Ying Mo, D.Mok, Th. Robbins, B.Wellman, X. Zhuo -- 14. How Al Qaeda can use order theory to evade or defeat U.S. Forces: J.D.Farley -- 15. The ABCs of Designing Social Networks for Health Behaviour Change: The VivoSpace Social Network: N. Kamal, S. Fels, M. Blackstock, K. Ho -- 16. Evolution of an Open Source Community Network: N. Saraf, A. Seary, D. Chandrasekaran, P.Monge -- 17. SociQL: A Query Language for the SocialWeb: D. Serrano, E. Stroulia, D. Barbosa, V. Guana..
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