[Forum SIS] Bocconi DEC Seminar Cirillo - December 17th

[Marco Bonetti]

> DEC Seminar
> Università Bocconi,
> Room N15
> Piazza Sraffa 13 - 1st floor
> Time: 12:30pm
>
> The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar
>
> Thursday, December 17th
>
> Pasquale Cirillo
> (University of Bern, Institute of Mathematical Statistics and  
> Actuarial Sciences)
>
> "A spatiotemporal urn-based shock model for studying infectious and  
> interacting phenomena"
>
> Abstract:
>
> In this paper we introduce a new urn model for the study of  
> infectious and interacting phenomena, i.e. cascading failures.
> We consider a network of interacting urns displaced over a grid or  
> lattice: every urn is Polya-like and its reinforcement rule
> is function of time (time contagion), of the behavior of the  
> neighboring urns (spatial contagion), and of a random component,
> which can both represent simple fate, but also the impact of  
> exogenous factors.
> The framework we present is quite general and can be used, in our  
> opinion, to study different phenomena: the spreading of flu,
> joint defaults in the financial systems, power outages, etc.
> The paper provides theoretical results and also a first simulation.
>
>

---
Marco Bonetti
Department of Decision Sciences
Bocconi University
Via Guglielmo Roentgen 1
20136 Milan, Italy
Tel +39 02 58365670
Fax +39 02 58365634

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