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Stefan Thurner

Personal Details

First Name:Stefan
Middle Name:
Last Name:Thurner
Suffix:
RePEc Short-ID:pth386
[This author has chosen not to make the email address public]

Affiliation

Complexity Science Hub Vienna

Wien, Austria
https://www.csh.ac.at/
RePEc:edi:cshviat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. William Schueller & Christian Diem & Melanie Hinterplattner & Johannes Stangl & Beate Conrady & Markus Gerschberger & Stefan Thurner, 2022. "Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk," Papers 2201.13325, arXiv.org.
  2. Christian Diem & Andr'as Borsos & Tobias Reisch & J'anos Kert'esz & Stefan Thurner, 2021. "Quantifying firm-level economic systemic risk from nation-wide supply networks," Papers 2104.07260, arXiv.org.
  3. Tobias Reisch & Georg Heiler & Christian Diem & Stefan Thurner, 2021. "Inferring supply networks from mobile phone data to estimate the resilience of a national economy," Papers 2110.05625, arXiv.org.
  4. Poledna, Sebastian & Martínez-Jaramillo, Serafín & Caccioli, Fabio & Thurner, Stefan, 2021. "Quantification of systemic risk from overlapping portfolios in the financial system," LSE Research Online Documents on Economics 113734, London School of Economics and Political Science, LSE Library.
  5. Abhijit Chakraborty & Tobias Reisch & Christian Diem & Stefan Thurner, 2021. "Inequality in economic shock exposures across the global firm-level supply network," Papers 2112.00415, arXiv.org.
  6. Christian Diem & Anton Pichler & Stefan Thurner, 2019. "What is the Minimal Systemic Risk in Financial Exposure Networks?," Papers 1905.05931, arXiv.org.
  7. Peter Klimek & Sebastian Poledna & Stefan Thurner, 2019. "Economic resilience from input-output susceptibility improves predictions of economic growth and recovery," Papers 1903.03203, arXiv.org.
  8. Sebastian Poledna & Stefan Hochrainer-Stigler & Michael Gregor Miess & Peter Klimek & Stefan Schmelzer & Johannes Sorger & Elena Shchekinova & Elena Rovenskaya & JoAnne Linnerooth-Bayer & Ulf Dieckman, 2018. "When does a disaster become a systemic event? Estimating indirect economic losses from natural disasters," Papers 1801.09740, arXiv.org.
  9. Pichler, Anton & Poledna, Sebastian & Thurner, Stefan, 2018. "Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem," INET Oxford Working Papers 2018-11, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  10. Sebastian Poledna & Abraham Hinteregger & Stefan Thurner, 2018. "Identifying systemically important companies in the entire liability network of a small open economy," Papers 1801.10487, arXiv.org.
  11. Matt V. Leduc & Sebastian Poledna & Stefan Thurner, 2016. "Systemic Risk Management in Financial Networks with Credit Default Swaps," Papers 1601.02156, arXiv.org, revised Oct 2017.
  12. Sebastian Poledna & Olaf Bochmann & Stefan Thurner, 2016. "Basel III capital surcharges for G-SIBs fail to control systemic risk and can cause pro-cyclical side effects," Papers 1602.03505, arXiv.org.
  13. Matt V. Leduc & Stefan Thurner, 2016. "Incentivizing Resilience in Financial Networks," Papers 1606.03595, arXiv.org, revised Jun 2017.
  14. Peter Klimek & Michael Obersteiner & Stefan Thurner, 2015. "Systemic trade-risk of critical resources," Papers 1504.03508, arXiv.org.
  15. Sebastian Poledna & Jos'e Luis Molina-Borboa & Seraf'in Mart'inez-Jaramillo & Marco van der Leij & Stefan Thurner, 2015. "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Papers 1505.04276, arXiv.org.
  16. Peter Klimek & Sebastian Poledna & J. Doyne Farmer & Stefan Thurner, 2014. "To bail-out or to bail-in? Answers from an agent-based model," Papers 1403.1548, arXiv.org.
  17. Sebastian Poledna & Stefan Thurner, 2014. "Elimination of systemic risk in financial networks by means of a systemic risk transaction tax," Papers 1401.8026, arXiv.org, revised Feb 2016.
  18. Benedikt Fuchs & Stefan Thurner, 2014. "Behavioral and Network Origins of Wealth Inequality: Insights from a Virtual World," Papers 1403.6342, arXiv.org.
  19. Stefan Thurner & Sebastian Poledna, 2013. "DebtRank-transparency: Controlling systemic risk in financial networks," Papers 1301.6115, arXiv.org.
  20. Sebastian Poledna & Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2013. "Leverage-induced systemic risk under Basle II and other credit risk policies," Papers 1301.6114, arXiv.org, revised Jan 2014.
  21. Klimek, Peter & Hausmann, Ricardo & Thurner, Stefan, 2012. "Empirical Confirmation of Creative Destruction from World Trade Data," Scholarly Articles 9905685, Harvard Kennedy School of Government.
  22. Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2011.
  23. Stefan Thurner & Peter Klimek & Rudolf Hanel, 2009. "Schumpeterian economic dynamics as a quantifiable minimum model of evolution," Papers 0909.3482, arXiv.org.
  24. Christoly Biely & Klaus Dragosits & Stefan Thurner, 2006. "Emerging cooperation in the prisoner's dilemma on dynamic networks," Computing in Economics and Finance 2006 244, Society for Computational Economics.
  25. Christoly Biely & Stefan Thurner, 2006. "Random matrix ensembles of time-lagged correlation matrices: Derivation of eigenvalue spectra and analysis of financial time-series," Papers physics/0609053, arXiv.org.
  26. Michael Boss & Martin Summer & Stefan Thurner, 2004. "Contagion Flow Through Banking Networks," Papers cond-mat/0403167, arXiv.org.

Articles

  1. Jana Lasser & Johannes Sorger & Lukas Richter & Stefan Thurner & Daniela Schmid & Peter Klimek, 2022. "Assessing the impact of SARS-CoV-2 prevention measures in Austrian schools using agent-based simulations and cluster tracing data," Nature Communications, Nature, vol. 13(1), pages 1-17, December.
  2. Tuan Minh Pham & Jan Korbel & Rudolf Hanel & Stefan Thurner, 2022. "Empirical social triad statistics can be explained with dyadic homophylic interactions," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 119(6), pages 2121103119-, February.
  3. Michaela Kaleta & Jana Lasser & Elma Dervic & Liuhuaying Yang & Johannes Sorger & D. Ruggiero Lo Sardo & Stefan Thurner & Alexandra Kautzky-Willer & Peter Klimek, 2022. "Stress-testing the resilience of the Austrian healthcare system using agent-based simulation," Nature Communications, Nature, vol. 13(1), pages 1-10, December.
  4. Poledna, Sebastian & Martínez-Jaramillo, Serafín & Caccioli, Fabio & Thurner, Stefan, 2021. "Quantification of systemic risk from overlapping portfolios in the financial system," Journal of Financial Stability, Elsevier, vol. 52(C).
  5. Jan Korbel & Simon David Lindner & Rudolf Hanel & Stefan Thurner, 2021. "Thermodynamics of structure-forming systems," Nature Communications, Nature, vol. 12(1), pages 1-8, December.
  6. Pichler, Anton & Poledna, Sebastian & Thurner, Stefan, 2021. "Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem," Journal of Financial Stability, Elsevier, vol. 52(C).
  7. Nina Haug & Lukas Geyrhofer & Alessandro Londei & Elma Dervic & Amélie Desvars-Larrive & Vittorio Loreto & Beate Pinior & Stefan Thurner & Peter Klimek, 2020. "Ranking the effectiveness of worldwide COVID-19 government interventions," Nature Human Behaviour, Nature, vol. 4(12), pages 1303-1312, December.
  8. Stefan Thurner & Wenyuan Liu & Peter Klimek & Siew Ann Cheong, 2020. "The role of mainstreamness and interdisciplinarity for the relevance of scientific papers," PLOS ONE, Public Library of Science, vol. 15(4), pages 1-14, April.
  9. Diem, Christian & Pichler, Anton & Thurner, Stefan, 2020. "What is the minimal systemic risk in financial exposure networks?," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
  10. Rudolf Hanel & Stefan Thurner, 2020. "The role of grammar in transition-probabilities of subsequent words in English text," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-16, October.
  11. Peter Klimek & Sebastian Poledna & Stefan Thurner, 2019. "Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery," Nature Communications, Nature, vol. 10(1), pages 1-9, December.
  12. Wildemeersch, Matthias & Franklin, Oskar & Seidl, Rupert & Rogelj, Joeri & Moorthy, Inian & Thurner, Stefan, 2019. "Modelling the multi-scaled nature of pest outbreaks," Ecological Modelling, Elsevier, vol. 409(C), pages 1-1.
  13. Donald Ruggiero Lo Sardo & Stefan Thurner & Johannes Sorger & Georg Duftschmid & Gottfried Endel & Peter Klimek, 2019. "Quantification of the resilience of primary care networks by stress testing the health care system," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 116(48), pages 23930-23935, November.
  14. Maximilian Sadilek & Peter Klimek & Stefan Thurner, 2018. "Asocial balance—how your friends determine your enemies: understanding the co-evolution of friendship and enmity interactions in a virtual world," Journal of Computational Social Science, Springer, vol. 1(1), pages 227-239, January.
  15. Peter Klimek & Raúl Jiménez & Manuel Hidalgo & Abraham Hinteregger & Stefan Thurner, 2018. "Forensic analysis of Turkish elections in 2017–2018," PLOS ONE, Public Library of Science, vol. 13(10), pages 1-14, October.
  16. Leduc, Matt V. & Thurner, Stefan, 2017. "Incentivizing resilience in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 44-66.
  17. Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan, 2017. "Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 230-246.
  18. Rudolf Hanel & Bernat Corominas-Murtra & Bo Liu & Stefan Thurner, 2017. "Fitting power-laws in empirical data with estimators that work for all exponents," PLOS ONE, Public Library of Science, vol. 12(2), pages 1-15, February.
  19. Sebastian Poledna & Stefan Thurner, 2016. "Elimination of systemic risk in financial networks by means of a systemic risk transaction tax," Quantitative Finance, Taylor & Francis Journals, vol. 16(10), pages 1599-1613, October.
  20. Stefan Thurner & Benedikt Fuchs, 2015. "Physical Forces between Humans and How Humans Attract and Repel Each Other Based on Their Social Interactions in an Online World," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-13, July.
  21. Mryglod, O. & Fuchs, B. & Szell, M. & Holovatch, Yu. & Thurner, S., 2015. "Interevent time distributions of human multi-level activity in a virtual world," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 681-690.
  22. Klimek, Peter & Poledna, Sebastian & Doyne Farmer, J. & Thurner, Stefan, 2015. "To bail-out or to bail-in? Answers from an agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 144-154.
  23. Poledna, Sebastian & Molina-Borboa, José Luis & Martínez-Jaramillo, Serafín & van der Leij, Marco & Thurner, Stefan, 2015. "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Journal of Financial Stability, Elsevier, vol. 20(C), pages 70-81.
  24. Benedikt Fuchs & Stefan Thurner, 2014. "Behavioral and Network Origins of Wealth Inequality: Insights from a Virtual World," PLOS ONE, Public Library of Science, vol. 9(8), pages 1-13, August.
  25. Poledna, Sebastian & Thurner, Stefan & Farmer, J. Doyne & Geanakoplos, John, 2014. "Leverage-induced systemic risk under Basle II and other credit risk policies," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 199-212.
  26. Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2012. "Leverage causes fat tails and clustered volatility," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 695-707, February.
  27. Stefan Thurner & Michael Szell & Roberta Sinatra, 2012. "Emergence of Good Conduct, Scaling and Zipf Laws in Human Behavioral Sequences in an Online World," PLOS ONE, Public Library of Science, vol. 7(1), pages 1-7, January.
  28. Stefan Thurner & Guillaume Deffuant & Timoteo Carletti, 2012. "Editorial — Modeling Socio-Technical Complexity," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(06), pages 1-3.
  29. Peter Klimek & Ricardo Hausmann & Stefan Thurner, 2012. "Empirical Confirmation of Creative Destruction from World Trade Data," PLOS ONE, Public Library of Science, vol. 7(6), pages 1-9, June.
  30. Michael Szell & Stefan Thurner, 2012. "Social Dynamics In A Large-Scale Online Game," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(06), pages 1-18.
  31. Klimek, Peter & Bayer, Werner & Thurner, Stefan, 2011. "The blogosphere as an excitable social medium: Richter’s and Omori’s Law in media coverage," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3870-3875.
  32. S. Thurner & R. Hanel, 2011. "Peer-review in a world with rational scientists: Toward selection of the average," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 84(4), pages 707-711, December.
  33. Jon F. Wilkins & Stefan Thurner, 2010. "The Jerusalem Game: Cultural Evolution Of The Golden Rule," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(05), pages 635-641.
  34. Thurner, Stefan & Hanel, Rudolf & Klimek, Peter, 2010. "Physics of evolution: Selection without fitness," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(4), pages 747-753.
  35. Klimek, Peter & Hanel, Rudolf & Thurner, Stefan, 2009. "To how many politicians should government be left?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(18), pages 3939-3947.
  36. C. Biely & R. Hanel & S. Thurner, 2009. "Socio-economical dynamics as a solvable spin system on co-evolving networks," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 67(3), pages 285-289, February.
  37. R. Hanel & S. Thurner & C. Tsallis, 2009. "Limit distributions of scale-invariant probabilistic models of correlated random variables with the q-Gaussian as an explicit example," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 72(2), pages 263-268, November.
  38. F. Kyriakopoulos & S. Thurner & C. Puhr & S. W. Schmitz, 2009. "Network and eigenvalue analysis of financial transaction networks," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(4), pages 523-531, October.
  39. R. Hanel & S. Thurner, 2008. "Solution of the unanimity rule on exponential, uniform and scalefree networks: A simple model for biodiversity collapse in foodwebs," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 62(3), pages 327-330, April.
  40. Christoly Biely & Stefan Thurner, 2008. "Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series," Quantitative Finance, Taylor & Francis Journals, vol. 8(7), pages 705-722.
  41. Hanel, Rudolf & Thurner, Stefan, 2007. "Generalized Boltzmann factors and the maximum entropy principle: Entropies for complex systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 380(C), pages 109-114.
  42. J. Živković & B. Tadić & N. Wick & S. Thurner, 2006. "Statistical indicators of collective behavior and functional clusters in gene networks of yeast," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 50(1), pages 255-258, March.
  43. Hanel, Rudolf & Thurner, Stefan, 2006. "On the derivation of power-law distributions within classical statistical mechanics far from the thermodynamic limit," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 365(1), pages 162-166.
  44. Thurner, Stefan & Biely, Christoly, 2006. "Two statistical mechanics aspects of complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 372(2), pages 346-353.
  45. Sumiyoshi Abe & Stefan Thurner, 2006. "Hierarchical And Mixing Properties Of Static Complex Networks Emerging From Fluctuating Classical Random Graphs," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 17(09), pages 1303-1311.
  46. Abe, Sumiyoshi & Thurner, Stefan, 2005. "Anomalous diffusion in view of Einstein's 1905 theory of Brownian motion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 356(2), pages 403-407.
  47. Tadić, Bosiljka & Thurner, Stefan, 2005. "Search and topology aspects in transport on scale-free networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(1), pages 183-190.
  48. Hanel, Rudolf & Thurner, Stefan, 2005. "Derivation of power-law distributions within standard statistical mechanics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 351(2), pages 260-268.
  49. Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner, 2004. "Network topology of the interbank market," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 677-684.
  50. Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner, 2004. "An Empirical Analysis of the Network Structure of the Austrian Interbank Market," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 7, pages 77-87.
  51. Tadić, Bosiljka & Thurner, Stefan, 2004. "Information super-diffusion on structured networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 566-584.
  52. Thurner, Stefan & Wick, Nikolaus & Hanel, Rudolf & Sedivy, Roland & Huber, Lukas, 2003. "Anomalous diffusion on dynamical networks: a model for interacting epithelial cell migration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 320(C), pages 475-484.
  53. Stefan Thurner & Rudolf Hanel & Stefan Pichler, 2003. "Risk trading, network topology and banking regulation," Quantitative Finance, Taylor & Francis Journals, vol. 3(4), pages 306-319.
  54. Thurner, Stefan & Windischberger, Christian & Moser, Ewald & Walla, Peter & Barth, Markus, 2003. "Scaling laws and persistence in human brain activity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 326(3), pages 511-521.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (16) 2010-01-16 2013-02-03 2013-02-03 2014-02-08 2015-05-22 2016-01-18 2016-01-29 2016-03-06 2018-02-19 2018-02-19 2018-02-19 2019-05-20 2021-04-19 2022-01-03 2022-03-07 2022-03-21. Author is listed
  2. NEP-NET: Network Economics (10) 2013-02-03 2014-02-08 2015-04-19 2016-01-18 2016-01-29 2016-06-18 2021-10-18 2022-01-03 2022-03-07 2022-03-21. Author is listed
  3. NEP-BAN: Banking (5) 2010-01-16 2013-02-03 2013-02-03 2016-01-18 2016-06-18. Author is listed
  4. NEP-CMP: Computational Economics (5) 2014-03-15 2016-01-18 2016-01-29 2016-03-06 2018-02-12. Author is listed
  5. NEP-FMK: Financial Markets (5) 2010-01-16 2013-02-03 2014-02-08 2016-01-18 2019-05-20. Author is listed
  6. NEP-CBA: Central Banking (4) 2013-02-03 2014-02-08 2016-03-06 2022-03-21
  7. NEP-INT: International Trade (4) 2011-12-19 2012-06-13 2015-04-19 2022-01-03
  8. NEP-HME: Heterodox Microeconomics (2) 2011-12-19 2019-03-18
  9. NEP-MAC: Macroeconomics (2) 2010-01-16 2019-03-18
  10. NEP-TID: Technology and Industrial Dynamics (2) 2011-12-19 2012-06-13
  11. NEP-ACC: Accounting and Auditing (1) 2013-02-03
  12. NEP-BEC: Business Economics (1) 2019-05-20
  13. NEP-CBE: Cognitive and Behavioural Economics (1) 2014-03-30
  14. NEP-CTA: Contract Theory and Applications (1) 2016-01-18
  15. NEP-CWA: Central and Western Asia (1) 2022-03-21
  16. NEP-ENV: Environmental Economics (1) 2018-02-12
  17. NEP-EVO: Evolutionary Economics (1) 2014-03-30
  18. NEP-HPE: History and Philosophy of Economics (1) 2014-03-30
  19. NEP-PAY: Payment Systems and Financial Technology (1) 2021-10-18
  20. NEP-PKE: Post Keynesian Economics (1) 2019-03-18
  21. NEP-SBM: Small Business Management (1) 2018-02-19

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