Xingxing's starred repositories
Linear_Algebra_notes
Notes from [lectures](https://www.youtube.com/playlist?list=PLE7DDD91010BC51F8) taught by Prof. Gilbert Strang
wooldridge
The official R data package for "Introductory Econometrics: A Modern Approach". A vignette contains example models from each chapter.
thresholdmodel
Simulate a continuous-time Watts threshold model on static networks.
percolation-python
Define percolation in the grid, its type and threshold by different methods
python-igraph
Python interface for igraph
Random-Network-for-financial-risk-contagion
Basically, it's a model using random network to study how default risk would spread through the interbank system. Monte Carlo method is applied and I also compare three different categories of networks(random network, small world network, scale free network) in the model
network-simulations
Simulations to demonstrate the effect of core-periphery network structures on the stability of interbank networks.
BlackRhino
A flexible framework for multi-agent models in economics and finance
Complex-Networks-deployment-for-Power-Grid-Analysis
This project is about trying to find the nodes which are highly connected and then experiment on the effects the removal of such nodes might have and then testing different strategies to find another major node to power the blacked out region without overloading any nodes which might lead to cascading failures.
cascading-failure
Repository for ipython notebooks used in cascading failure project
nonlinear_debt_rank
This is (the essential) part of the code used to run the simulations for "Distress propagation in complex networks: the case of non-linear DebtRank", M. Bardoscia, F. Caccioli, J.I. Perotti, G. Vivaldo, G. Caldarelli (2016)
NetworkRiskMeasures
Implements risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.
Simulating-rare-events---Systemic-risk
Simulating rare event techniques applied to explain the Contagion phenomenon in Financial graphs.
graph-theory
Julia and Python complex system applications in ecology, epidemiology, sociology, economics & finance; network science models including Bianconi-Barabási, Barabási-Albert, Watts-Strogatz, Waxman Model & Erdős-Rényi; graph theory algorithms involving Gillespie, Bron Kerbosch, Ramsey, Bellman Ford, A*, Kruskal, Borůvka, Prim, Dijkstra, DSatur, Randomized Distributed, Vizing, Topological Sort, DFS, BFS
CapstoneThesis
Undergraduate Thesis Project on Systemic Risk Assessment in Interbank Lending Networks