Vinko Zlatić - Academia.edu (original) (raw)

Papers by Vinko Zlatić

Motivated by detection of cascades of defaults in economy, we developed a detection framework for... more Motivated by detection of cascades of defaults in economy, we developed a detection framework for endogenous spreading based on causal motifs we define in this paper. We assume that vertex change of state can be triggered by endogenous or exogenous event, that underlying network is directed and that times when vertices changed their states are available. In addition to data of company defaults we use, we simulate cascades driven by different stochastic processes on different synthetic networks. We also extended an approximate master equation method to directed networks with temporal stamps in order to understand in which cases detection is possible. We show that some of the smallest motifs can robustly detect cascades.

A stream of unstructured news can be a valuable source of hidden relations between different enti... more A stream of unstructured news can be a valuable source of hidden relations between different entities, such as financial institutions, countries, or persons. We present an approach to continuously collect online news, recognize relevant entities in them, and extract time-varying networks. The nodes of the network are the entities, and the links are their co-occurrences. We present a method to estimate the significance of co-occurrences, and a benchmark model against which their robustness is evaluated. The approach is applied to a large set of financial news, collected over a period of two years. The entities we consider are 50 countries which issue sovereign bonds, and which are insured by Credit Default Swaps (CDS) in turn. We compare the country co-occurrence networks to the CDS networks constructed from the correlations between the CDS. The results show relatively small, but significant overlap between the networks extracted from the news and those from the CDS correlations.

Large scale traffic networks are an indispensable part of contemporary human mobility and interna... more Large scale traffic networks are an indispensable part of contemporary human mobility and international trade. Networks of airport travel or cargo ships movements are invaluable for the understanding of human mobility patternsGuimera2005, epidemic spreadingColizza2006, global tradeImo2006 and spread of invasive speciesRuiz2000. Universal features of such networks are necessary ingredients of their description and can point to important mechanisms of their formation. Different studiesBarthelemy2010 point to the universal character of some of the exponents measured in such networks. Here we show that exponents which relate i) the strength of nodes to their degree and ii) weights of links to degrees of nodes that they connect have a geometric origin. We present a simple robust model which exhibits the observed power laws and relates exponents to the dimensionality of 2D space in which traffic networks are embedded. The model is studied both analytically and in simulations and the condi...

Physical Review E

Evaluation of systemic risk in networks of financial institutions in general requires information... more Evaluation of systemic risk in networks of financial institutions in general requires information of inter-institution financial exposures. In the framework of Debt Rank algorithm, we introduce an approximate method of systemic risk evaluation which requires only node properties, such as total assets and liabilities, as inputs. We demonstrate that this approximation captures a large portion of systemic risk measured by Debt Rank. Furthermore, using Monte Carlo simulations, we investigate network structures that can amplify systemic risk. Indeed, while no topology in general sense is a priori more stable if the market is liquid [1], a larger complexity is detrimental for the overall stability [2]. Here we find that the measure of scalar assortativity correlates well with level of systemic risk. In particular, network structures with high systemic risk are scalar assortative, meaning that risky banks are mostly exposed to other risky banks. Network structures with low systemic risk are scalar disassortative, with interactions of risky banks with stable banks.

Periodicum Biologorum, 2005

Pregled bibliografske jedinice broj: 276118. Časopis. Autori: Martinis, Mladen; Vitale, Branko; Z... more Pregled bibliografske jedinice broj: 276118. Časopis. Autori: Martinis, Mladen; Vitale, Branko; Zlatić, Vinko; Dobrošević, Blaženka; Dodig, Katarina. Naslov: Mathematical model of B-cell chronic lymphocytic leukemia. Izvornik: Periodicum biologorum (0031-5362) 107 (2005); 445-450. Vrsta rada: članak. Ključne riječi: B-CLL, B-cell proliferation, T-cell proliferation. Sažetak: B-cell chronic lymphocytic leukemia can be. Projekt / tema: 0098143, 0098004. Izvorni jezik: ENG. Current Contents: NE. Citation Index: DA. Kategorija: Znanstveni. ...

Interdisciplinary Description of Complex Systems, 2006

For an organisation with a Pareto-like distribution of the relevant resources we determine the so... more For an organisation with a Pareto-like distribution of the relevant resources we determine the social free energy and related social quantities using thermodynamical formalism. Macroscopic dynamics of the organisation is linked with the changes in the attributed thermodynamical quantities through changes in resource distribution function. It is argued that quantities of thermodynamical origin form the optimised set of organisation's state indicators, which is reliable expression of micro-dynamics.

Bulletin of the American Physical Society, 2014

Sv. 22(2018)=knj. 57=knj. 534

Vertex coloring and multicoloring of graphs are a well known subject in graph theory, as well as ... more Vertex coloring and multicoloring of graphs are a well known subject in graph theory, as well as their applications. In vertex multicoloring, each vertex is assigned some subset of a given set of colors. Here we propose a new kind of vertex multicoloring, motivated by the situation of sharing a secret and securing it from the actions of some number of attackers. We name the multicoloring a highly a-resistant vertex k-multicoloring, where a is the number of the attackers, and k the number of colors. For small values a we determine what is the minimal number of vertices a graph must have in order to allow such a coloring, and what is the minimal number of colors needed.

Nonlinear Dynamics

Motivated by the many diverse responses of different countries to the COVID-19 emergency, here we... more Motivated by the many diverse responses of different countries to the COVID-19 emergency, here we develop a toy model of the dependence of the epidemics spreading on the availability of tests for disease. Our model, that we call SUDR+K, grounds on the usual SIR model, with the difference of splitting the total fraction of infected individuals in two components: patients that are still undetected and patients that have been already detected through tests. Moreover, we assume that available tests increase at a constant rate from the beginning of epidemics but are consumed to detect infected individuals. Strikingly, we find a bi-stable behavior between a phase with a giant fraction of infected and a phase with a very small fraction. We show that the separation between these two regimes is governed by a match between the rate of testing and a rate of infection spread at given time. We also show that the existence of two phases does not depend on the mathematical choice of the form of th...

Organic Electronics

Organic electrochemical transistors offer powerful functionalities for biosensors and neuroinspir... more Organic electrochemical transistors offer powerful functionalities for biosensors and neuroinspired electronics, with still much to understand on the time-dependent behavior of this electrochemical device. Here, we report on distributed-element modeling of the impedance of such micro-fabricated device, systematically performed under a large concentration variation for KCl (aq) and CaCl 2(aq). We propose a new model which takes into account three main deviations to ideality, that were systematically observed, caused by both the materials and the device complexity, over large frequency range (1 Hz to 1 MHz). More than introducing more freedom degree, the introduction of these non-redundant parameters and the study of their behaviors as function of the electrolyte concentration and applied voltage give a more detailed picture of the OECT working principles. This optimized model can be further useful for improving OECT performances in many applications (e.g. biosensors, neuro-inspired devices,…) and circuit simulations.

New Journal of Physics

We study secure message-passing in the presence of multiple adversaries in modular networks. We a... more We study secure message-passing in the presence of multiple adversaries in modular networks. We assume a dominant fraction of nodes in each module have the same vulnerability, i.e., the same entity spying on them. We find both analytically and via simulations that the links between the modules (interlinks) have effects analogous to a magnetic field in a spin-system in that for any amount of interlinks the system no longer undergoes a phase transition. We then define the exponents δ, which relates the order parameter (the size of the giant secure component) at the critical point to the field strength (average number of interlinks per node), and γ, which describes the susceptibility near criticality. These are found to be δ=2 and γ=1 (with the scaling of the order parameter near the critical point given by β=1). When two or more vulnerabilities are equally present in a module we find δ=1 and γ=0 (with β2). Apart from defining a previously unidentified universality class, these exponents show that increasing connections between modules is more beneficial for security than increasing connections within modules. We also measure the correlation critical exponent ν, and the upper critical dimension d c , finding that n = d 3 c as for ordinary percolation, suggesting that for secure message-passing d c = 6. These results provide an interesting analogy between secure message-passing in modular networks and the physics of magnetic spin-systems.

Physical Review X

In many complex systems representable as networks, nodes can be separated into different classes.... more In many complex systems representable as networks, nodes can be separated into different classes. Often these classes can be linked to a mutually shared vulnerability. Shared vulnerabilities may be due to a shared eavesdropper or correlated failures. In this paper, we show the impact of shared vulnerabilities on robust connectivity and how the heterogeneity of node classes can be exploited to maintain functionality by utilizing multiple paths. Percolation is the field of statistical physics that is generally used to analyze connectivity in complex networks, but in its existing forms, it cannot treat the heterogeneity of multiple vulnerable classes. To analyze the connectivity under these constraints, we describe each class as a color and develop a "color-avoiding" percolation. We present an analytic theory for random networks and a numerical algorithm for all networks, with which we can determine which nodes are color-avoiding connected and whether the maximal set percolates in the system. We find that the interaction of topology and color distribution implies a rich critical behavior, with critical values and critical exponents depending both on the topology and on the color distribution. Applying our physics-based theory to the Internet, we show how color-avoiding percolation can be used as the basis for new topologically aware secure communication protocols. Beyond applications to cybersecurity, our framework reveals a new layer of hidden structure in a wide range of natural and technological systems.

The European Physical Journal Special Topics, 2016

We use a simple model of distress propagation (the sandpile model) to show how financial systems ... more We use a simple model of distress propagation (the sandpile model) to show how financial systems are naturally subject to the risk of systemic failures. Taking into account possible network structures among financial institutions, we investigate if simple policies can limit financial distress propagation to avoid system-wide crises, i.e. to dampen systemic risk. We therefore compare different immunization policies (i.e. targeted helps to financial institutions) and find that the information coming from the network topology allows to mitigate systemic cascades by targeting just few institutions.

Physical Review E

Many real world networks have groups of similar nodes which are vulnerable to the same failure or... more Many real world networks have groups of similar nodes which are vulnerable to the same failure or adversary. Nodes can be colored in such a way that colors encode the shared vulnerabilities. Using multiple paths to avoid these vulnerabilities can greatly improve network robustness. Color-avoiding percolation provides a theoretical framework for analyzing this scenario, focusing on the maximal set of nodes which can be connected via multiple color-avoiding paths. In this paper we extend the basic theory of color-avoiding percolation that was published in [Krause et. al., Phys. Rev. X 6 (2016) 041022]. We explicitly account for the fact that the same particular link can be part of different paths avoiding different colors. This fact was previously accounted for with a heuristic approximation. We compare this approximation with a new, more exact theory and show that the new theory is substantially more accurate for many avoided colors. Further, we formulate our new theory with differentiated node functions, as senders/receivers or as transmitters. In both functions, nodes can be explicitly trusted or avoided. With only one avoided color we obtain standard percolation. With one by one avoiding additional colors, we can understand the critical behavior of color avoiding percolation. For heterogeneous color frequencies, we find that the colors with the largest frequencies control the critical threshold and exponent. Colors of small frequencies have only a minor influence on color avoiding connectivity, thus allowing for approximations.

Advances in Complex Systems, 2011

In this work we analyse the topological and dynamical properties of a simple model of complex foo... more In this work we analyse the topological and dynamical properties of a simple model of complex food webs, namely the niche model. In order to underline competition among species, we introduce "prey" and "predators" weighted overlap graphs derived from the niche model and compare synthetic food webs with real data. Doing so, we find new tests for the goodness of synthetic food web models and indicate a possible direction of improvement for existing ones. We then exploit the weighted overlap graphs to define a competition kernel for Lotka-Volterra population dynamics and find that for such a model the stability of food webs decreases with its ecological complexity.

EPL (Europhysics Letters), 2012

We study the dependence of the epidemic threshold in complex networks on their assortativity prop... more We study the dependence of the epidemic threshold in complex networks on their assortativity properties. We determine the thresholds by applying spectral analysis to the matrices associated with the networks. In order to produce networks with a given assortativity we introduce a procedure to sample the space of all the possible networks with a given degree sequence. Our analysis shows that while disassortative networks exhibit an higher epidemiological threshold and are therefore easier to immunize, in assortative networks there is a longer time for intervention before epidemic spreads. The former result can be extended to more general dynamical models. We show by computer simulations of a sandpile cascade model on networks of different assortativities that the results of different immunization procedures are consistent with our theoretical predictions.

Physical Review E

Periodicum Biologorum, 2005

Interdisciplinary Description of Complex Systems, 2006

Bulletin of the American Physical Society, 2014

Sv. 22(2018)=knj. 57=knj. 534

Nonlinear Dynamics

Organic Electronics

New Journal of Physics

Physical Review X

The European Physical Journal Special Topics, 2016

Physical Review E

Advances in Complex Systems, 2011

EPL (Europhysics Letters), 2012