Abstract
Passive network reconstruction is the process of learning a structured (networked) representation of a dynamic system through the use of known information about the structure of the system as well as data collected by observing the inputs into a system along with the resultant outputs. This work demonstrates an improvement on an existing network reconstruction algorithm so that the algorithm is capable of consistently and perfectly reconstructing a network when system inputs and outputs are measured without error. This work then extends the improved network reconstruction algorithm so that it functions even in the presence of noise as well as the situation where inputs into the system are unknown. Furthermore, this work demonstrates the capability of the new extended algorithms by reconstructing financial networks from stock market data, and then performing an analysis to understand the vulnerabilities of the reconstructed network to destabilization through localized attacks. The creation of these improved and extended algorithms has opened many theoretical questions, paving the way for future research into network reconstruction.
Degree
MS
College and Department
Physical and Mathematical Sciences; Computer Science
Rights
http://lib.byu.edu/about/copyright/
BYU ScholarsArchive Citation
Woodbury, Nathan Scott, "Network Reconstruction and Vulnerability Analysis of Financial Networks" (2017). Theses and Dissertations. 6370.
https://scholarsarchive.byu.edu/etd/6370
Date Submitted
2017-05-01
Document Type
Thesis
Handle
http://hdl.lib.byu.edu/1877/etd9253
Keywords
network reconstruction, realization theory, system identification, vulnerability analysis, financial networks, partial structure representation, linear time-invariant systems
Language
english