Lectures on Fragile Networks

Below you will find the links to the lectures that comprised the invited tutorial on Fragile Networks that I presented with Dr. Qiang "Patrick" Qiang at the 2010 International Conference on Social Computing, Behavioral Modeling, & Prediction (SBP10), which took place at the National Institutes of Health (NIH) in Bethesda, MD, in March, 2010. The tutorial was delivered in three modules/lectures:

Module I - Module II - Module III

These lectures are in pdf format and should be of interest to anyone concerned about disaster and emergency preparedness as well as network vulnerability ranging from applications to transportation networks and the Internet to electric power grids and supply chains as well as financial networks. This tutorial is based on our book, Fragile Networks: Identifying Vulnerabilities and Synergies in an Uncertain World, published by John Wiley & Sons.

The Fragile Networks Tutorial at NIH

Today, Dr. Patrick Qiang and I gave our tutorial on Fragile Networks: Identifying Vulnerabilities and Synergies in an Uncertain World, which is also the title of our book published by John Wiley & Sons. The tutorial took place at the National Institutes of Health (NIH), which has a lovely campus in Bethesda, Maryland. The trees are blooming here and the tutorial was one of four delivered today. These tutorials precede the 2010 International Conference on Social Computing, Behavioral Modeling & Prediction (SBP2010), which begins tomorrow and at which about 500 delegates are expected. You may find our tutorial, which consisted of three distinct modules here.

Dr. Qiang and I had a wonderful time at our tutorial and the audience consisted of academics, consultants, and government employees, as well as researchers, and represented disciplines from computer science and applied mathematics to computational economics, medicine, and physics. The questions were great and the conversations truly stimulating. We met some marvelous people and saw some old friends. I am enjoying the collegial atmosphere and discussions tremendously. After our tutorial we had a wonderful dinner with a brilliant researcher who is trained as a physicist and who is now working in computer science and is from Hungary.

We are very much looking forward to hearing talks at the conference and Dr. Qiang and I will be giving a paper on Wednesday on knowledge collaboration networks. This paper is published in the conference proceedings volume, which we picked up today.

We thank the organizers of SBP 2010 for the opportunity to present the tutorial and for organizing such an exciting composition of speakers and presentations!

Fragile Networks Tutorial at NIH -- Good Timing!

Next Monday, Dr. Patrick Qiang and I will be giving a tutorial on Fragile Networks: Identifying Vulnerabilities and Synergies in an Uncertain World at the National Institutes of Health (NIH) in Bethesda, MD. This tutorial will take place immediately preceding the 2010 International Conference on Social Computing, Behavioral Modeling, and Prediction at NIH. Our tutorial is one of 4 invited ones.

Dr. Qiang and I have been hard at work preparing our tutorial which is organized into three different modules:

Module I - Network Fundamentals, Efficiency Measurement, and Vulnerability Analysis explores the theoretical and practical foundations for a new network efficiency measure in order to assess the importance of network components in various network systems. Methodologies for distinct decision-making behaviors are outlined, along with the tools for qualitative analysis, the algorithms for the computation of solutions, and a thorough discussion of the unified network efficient measure and network robustness with the unified measure.

Module II - Applications and Extensions examines the efficiency changes and the associated cost increments after network components are eliminated or partially damaged. A discussion of the recently established connections between transportation networks and different critical networks is provided, which demonstrates how the new network measures and robustness indices can be applied to different supply chain, financial, and dynamic networks, including the Internet and electric power networks.

Module III - Mergers and Acquisitions, Network Integration, and Synergies reveals the connections between transportation networks and different network systems and quantifies the synergies associated with the network systems, from total cost reduction to environmental impact assessment. In the case of mergers and acquisitions, the focus is on supply chain networks. A system-optimization perspective for supply chain networks will be presented. Also, we will formalize coalition formation using game theory with insights into the merger paradox. Applications to humanitarian logistics operations will also be presented.

The tutorial is based on our book by the same name.

This tutorial is well-timed given the growing interest in network vulnerability and robustness as reported in this article in The New York Times, which highlights the ramifications of a recent scientific article published in the journal Safety Science.

On the Same Page as Miss Manners, Margaret Atwood, Zadie Smith, and Tenley Albright

The Radcliffe Institute for Advanced Study at Harvard University has posted its 2010 Winter Newsmakers. It was a nice and very pleasant surprise to see my latest book, Fragile Networks: Identifying Vulnerabilities and Synergies in an Uncertain World, co-authored with Patrick Qiang, noted on the same page and between Miss Manners' most recent book and the latest novel by Margaret Atwood, The Year of the Flood. The list includes highlights also about Dr. Tenley Albright, the former Olympic figure skater and medical doctor (who had polio at age 11), as well as the award-winning novelist Zadie Smith.

Let's say that having been a Radcliffe Fellow in 2005-2006, I am certainly in some amazing "company!"

Cyber Security, Vulnerability Analysis, and CUTC Awards

The Cybersecurity Research and Education website at UMass Amherst is featuring the award that my most recent to graduate doctoral student, Dr. Patrick Qiang, received at the Council of University Transportation Centers (CUTC) in Washington DC last month.

Dr. Patrick Qiang received the Charles V. Wootan Award from the Council of University Transportation Centers for his doctoral dissertation, Network Efficiency / Performance Measurement with Vulnerability and Robustness Analysis with Application to Critical Infrastructure. He received this national dissertation award, which is given for the best doctoral dissertation in the transportation planning and policy.

More information on other award recipients from the CUTC can be found here. We congratulate all the awardees and their mentors for their terrific hard work!

Dr. Qiang has won additional awards, including the INFORMS Judith Liebman Award in 2009. He is actively involved in the profession, as he was the President of the University of Massachusetts Amherst Student Chapter of INFORMS from 2007 to 2008, and is an active member of INFORMS and the Decision Science Institute. Dr. Qiang joined the faculty of Penn State Great Valley in 2009. At Penn State Great Valley, he has taught Operations Management, a core course for all MBA students.

Dr. Qiang is the co-author with Professor Anna Nagurney, who was the chair of his doctoral dissertation committee, of the book, Fragile Networks: Identifying Vulnerabilities and Synergies in an Uncertain World, John Wiley & Sons (2009).

Dr. Qiang is a Center Associate of the Virtual Center for Supernetworks at the Isenberg School of Management.

You're Only as Good as Your Last Student

Frank Carroll, the coach of several Olympic figure skaters, including Evan Lysacek and Michelle Kwan, said it well: You are only as good as your last student. The New York Times had a recent terrific interview with him in which he was asked whether having one of his students get a gold medal at the 2010 Winter Olympics (in this case Evan Lysacek) would be meaningful to him -- something that has eluded him.

I do think that his quote has relevance also to a professor and especially when one considers one's most recent PhD student to graduate. My most recent PhD student, who received his PhD in May 2009 was Dr. Patrick Qiang. Above is an announcement for an upcoming talk of his at the university where he is now a faculty member.

Interestingly, another former PhD student of mine who received his PhD in 2006 from UMass Amherst, Dr. Dmytro Matsypura, also has some great news to report. He has received tenure from the University of Sydney in Australia where he has been on the Faculty of Economics and Business for the past 3 years. He is in the Discipline (something like a Department in a US-based university) of Operations Management and Econometrics. Plus, he has been granted a sabbatical. He will be coming back to his alma mater as a Visiting Scholar.

Being a professor is like being a coach and Frank Carroll said it brilliantly!

Council of University Transportation Centers Awards Banquet in Washington DC

The CUTC (Council of University Transportation Centers) awards banquet will take place tomorrow evening at the Omni Shoreham hotel in Washington, DC. My former doctoral student, Dr. Patrick Qiang, will be receiving the Charles V. Wootan award at this banquet for his dissertation, Network Efficiency / Performance Measurement with Vulnerability and Robustness Analysis with Application to Critical Infrastructure. At this banquet, others will also be honored.

It is thrilling to have one's doctoral student receive a national dissertation award and to have hard work recognized in this significant way. The Charles V. Wootan Award is for the best doctoral dissertation, based on a national competition, in the transportation planning and policy category. More information about the CUTC, the banquet, and associated awards can be found here.

This awards banquet precedes the Transportation Research Board meeting in Washington DC, to which thousands will be traveling (using all sorts of transportation modes). I wish everyone safe travels and very rewarding festivities and conference!

Some of the preceding press coverage of Dr. Qiang's award can be found here.

More information on Dr. Patrick Qiang is available on his website.

What a Day for Transportation -- Projects and a Prize!

I had just gotten off the phone with my former student, Dr. Patrick Qiang, shortly before 6PM last night since he was getting ready to teach his graduate class, when the email message arrived from Washington DC. The message stated that the sender could not reach Patrick and that she had some very good news, which she also shared with me. I told her that I would transmit the message to Patrick although I knew that he was teaching at that very moment. Propitiously, it was student project time, and he read the news on his laptop -- his dissertation was selected to receive the Charles V. Wootan Award from the Council of University Transportation Centers (CUTC) at a banquet in DC on January 9, 2010!

Needless to say, as the Chair of Patrick's dissertation committee at the University of Massachusetts Amherst, I was simply thrilled with this news and so honored and pleased to have his hard work and research recognized in this truly significant way with a national award.

The title of Dr. Qiang’s dissertation was: "Network Efficiency / Performance Measurement with Vulnerability and Robustness Analysis with Application to Critical Infrastructure." The other committee members were: Professor Ana Muriel of the Department of Mechanical and Industrial Engineering at UMass Amherst, Professor Sanjay Nawalka of the Department of Finance and Operations Management at the Isenberg School, and Professor June Dong of the School of Business at SUNY Oswego.

Dr. Qiang will receive the $2,000 award at the CUTC banquet to be held in Washington DC on January 9, 2010. He was notified of his selection for the award by Robert H. Plymale, President of the Council of University Transportation Centers, and Laura Spitz, the Member Services Program Manager of the American Road & Transportation Builders Association in Washington DC. CUTC was founded in 1979 by major transportation research centers and institutes in the United States. It serves as a forum for the universities and centers to interact with government and industry. Its members number over 70 of the nation’s premier university-based transportation research and education programs.

That is how my great Transportation Day ended and it began with four team project presentations in my undergrad transportation & logistics class at UMass Amherst. The undergrad student team projects that were presented yesterday were on the following topics (and they were simply terrific):

1. Smart Grids -- this project discusses the challenges with electric power generation and distribution and what problems the smart grid with associated technologies should help to overcome. It also relates this network applicationto the transportation network models discussed in the course. This project also describes the role that ISO -- New England plays in terms of reliability for power in New England.

2. Dubai -- this project discusses traffic congestion in this very unusual city and what is being done in terms of transportation planning and development from infrastructure development and enhancements, such as the new driverless metro to automated toll and fare collections to better integration of existing modes with new modes. It also discusses the impact of the economic crisis on Dubai and Dubai World. The project also highlights the use of hybrids for taxi services and the design of maritime routes for freight transport to/from the various man-made islands.

3. The San Francisco Bay bridge -- this project traces the history of the bridge, which is one of the most widely used in the US (close to 300,000 vehicles per day, when it is open). It also highlights certain dramatic closures of the bridge (such as due to the 1989 earthquake) and the most recent one, which occurred this past Fall, with 5,000 pounds of metal falling during the evening commute. The project describes the impact of the 6 day closure because of the structural failure and the impacts of ongoing repairs to the bridge, which include, interestingly, moving necessary parts for reconstruction by barge.

4. Obama's stimulus plan and effects on transportation infrastructure in MA -- this project lays out what are identifiable so-called improvements -- from road improvements, to bicycle lane additions and changes, to ferry port construction. The students did a massive investigation of transportation projects in the state and concluded that, in effect, except for some shovel-ready projects, some of which were "on the books" for about a decade, the results are disappointing.

Tomorrow, five more team project presentations will take place. The projects to be presented tomorrow include:

5. Calcutta traffic and what can be done about it -- Calcutta is the economic hub of east India. It is also the 8th largest city in the world and accommodates 15 million people. The transport system is a mix that includes mass transport and the old modalities such as rickshaws. The project will discuss the numerous problems, including the lack of traffic discipline, regular traffic jams, etc., and what can be done to reduce some of the congestion.

6. Traffic around UMass Amherst -- this project will use the network and will estimate the user travel time functions to determine the estimated travel times and optimal routes of travel. The most congested links will be determined based on different levels of travel demand.

7. The Sagamore bridge, repairs, and impacts -- this project is by a team that includes a student from Cape Cod with direct interest in this topic.

8. Gibraltar and different modes of transport, including air travel to this unique destination.

(There is 1 more presentation scheduled but I don't have my notes on it).

I will be posting this year's projects in a few days on the Virtual Center for Supernetworks website.

As for office hours, a former student, who is now in industry in Connecticut, drove up to surprise me and we chatted for about an hour. In the conversation, he mentioned the book, "Traffic," by Tom Vanderbilt, which I gave to all of the students in my last year's transportation and logistics class (it was smaller than this year's class and my chaired funds could afford it then). He had heard an interview with Vanderbilt recently and was thrilled that he had his terrific book.

Our Fragile Networks on Display in San Diego

Our book, Fragile Networks: Identifying Vulnerabilities and Synergies in an Uncertain World, was on display at our publisher's booth at the INFORMS San Diego conference. The editors and marketing folks at our publisher, John Wiley & Sons, have told my co-author, Dr. Patrick Qiang, and me, that the book is selling very well! We are delighted that many libraries have already acquired the book and it has also been doing very well in individual sales.

We thank all of the funding agencies and foundations as well as organizations, institutions, and colleagues and collaborators who made the research behind this book and the writing of it possible! We also thank our families for their support!

More information about the Fragile Networks book can be found here.

The Fora Awards breakfast at INFORMS San Diego

I would be remiss not to share some photos taken at the Fora awards breakfast in San Diego at the INFORMS conference on October 13, 2009. Above I have posted some photos of those in attendance as well as several of the award recipients.

I, again, congratulate all the INFORMS student chapters on their awards, as well as those individuals who were honored with the Judith Liebman award and the Moving Spirit award for Fora and for chapters.

My colleague, Professor Ana Muriel of the Mechanical and Engineering Department at UMass Amherst, received the Moving Spirit Award for Fora for her work with WORMS as its former President. My former doctoral student, Dr. Patrick Qiang, was a recipient of a Judith Liebman award.

Please see my post below for some photos of the WORMS luncheon in San Diego.

The Integration of Social Networks and Financial Networks: Read the Book and Our Papers

The New York Times has an article, Wall Street’s Math Wizards Forgot a Few Variables, which emphasizes that variables "were missed" in some of the financial models and this, in turn, helped to precipitate the financial crisis.

In particular, the article quotes Professor Figlewski of Cornell and Professor Andrew Lo of MIT, both of whom differ in how the financial models should have been extended and made more realistic, but do concur that important variables were missing in the math financial models.

The article also emphasizes that trust and relationships should have been incorporated and factored into the models since many financial problems/issues rely on social networks. In addition, more general representations of risk should have been incorporated.

Actually, in a series of publications, we did include additional variables, and quite general risk measures, and we demonstrated how social and financial networks can be modeled in an integrated manner! In social networks, the flows are relationships, whereas in financial networks, the flows are financial transactions.

In 2007, we (Dr. Anna Nagurney, Dr. Jose M. Cruz of the School of Business at UCONN, and Dr. Tina Wakolbinger, now at the Fogelman College of Business and Economics at the University of Memphis) wrote the invited chapter, The Co-Evolution and Emergence of Integrated International Financial Networks and Social Networks: Theory, Analysis, and Computations, which appeared in the book, Globalization and Regional Economic Modelling, edited by B. Cooper, K. Donaghy (now at Cornell), and G. Hewings. This paper extended the results in our paper, The Evolution and Emergence of Integrated Social and Financial Networks with Electronic Transactions: A Supernetwork Theory for the Modeling, Analysis, and Computation of Financial Flows and Relationship Levels, published in 2006 in the journal Computational Economics, to the international domain. Another related paper of ours is, Financial Engineering of the Integration of Global Supply Chain Networks and Social Networks with Risk Management, which appeared in the journal Naval Research Logistics in 2006.

In fact, Dr. Wakolbinger's 2007 doctoral dissertation was entitled, A Dynamic Theory for the Integration of Social and Economic Networks with Application to Supply Chain and Financial Networks. For the abstract and other relevant dissertation information, click here.

The NYTimes article also notes that an econophysics approach is being used at the Santa Fe Institute to study complex networks and contagion. Already in 2003, Dr. Ke and I published a paper on financial networks in Quantitative Finance, which is a journal published by the Institute of Physics.

Another aspect of the critical importance and relevance of our integrated social and financial network models is that one can then assess, in the case of disruptions, the effects of the failure of particular nodes (think: banks, households, etc.) as well as links, be they electronic or physical.

Our Fragile Networks book, see image above, reveals how one can also measure financial network efficiency as well as financial system vulnerability.

As for the degree of separation, we are delighted that Professor Andrew Lo will be speaking in our Speaker Series at the Isenberg School of Management on October 2, 2009. We will also be hosting Professor Sam Bowles of the Santa Fe Institute in November.

The Fragility of New York's Travel Network

The NY Times article that appeared yesterday had the terrific and terrifying title, "Bridge Fire Reveals the Fragility of New York's Travel Network," and demonstrated the major impact of a fire on July 10 (almost two weeks ago) started by a worker's blowtorch on the Throgs Neck Bridge that resulted not only in an immediate impact but one that has continued to this day. This bridge has been closed to traffic in both directions and this major artery that carries 112,000 vehicles on an average day between Queens and the Bronx severed. Our new book, "Fragile Networks: Identifying Vulnerabilities and Synergies in an Uncertain World," provides measures that identify the importance and rankings of nodes and links in transportation networks that capture the economic impact including the demands and flows (which here would include the 112,000 vehicles per day). Interestingly, throughout this NYTimes article key words from our book title, such as "fragile" and "vulnerability" kept on appearing.

UMass Amherst has a nice article on the publication of our book in In The Loop. The official press release was issued by UMass Amherst today.

With the deterioration of the infrastructure in the United States, it is time that we do the rebuilding and the building in a coherent, well-planned, transparent, and intelligent manner. The Throg's Neck Bridge incident is just another case of a local incident (the blowtorch fire) having a major impact on the network and its users! Let's identify what we need to protect and to secure, before it is too late.

Celebrating the 4th of July and the Fragile Networks book press release goes viral

Yesterday was a brilliant 4th of July in Amherst, Massachusetts and we celebrated the day by going to the town parade in which neighbors and friends who weren't lining the downtown streets marched. Amherst is celebrating its 250th anniversary so there was a float to commemorate this major anniversary as well as groups from the Knights of Columbus and from the League of Women voters to the local Kung Fu club. The parade began with town emergency vehicles from the police cars to the fire trucks and ambulances, complete with blaring sirens, and the parade even featured a group of dancing horses.

We watched the parade with my co-author of the Fragile Networks book, Dr. Qiang "Patrick" Qiang, who brought his infant son (who slept through it all in the very fresh air), wife, and mother-in-law, who had recently arrived from China. It was especially sweet and interesting to see her experience her first 4th of July parade in the USA. Last night the sky over Amherst lit up with the fireworks display, which was spectacular!

Friday, July 3, 2009, ResearchandMarkets issued a press release on our Fragile Networks book that was circulated through Business Wire and that went viral with the news posted on Forbes.com, Fox.com, cnbc.com, abc.com, and a spectrum of business, supply chain, finance, engineering, math, and other web sites. It was very exciting to see our book, published by Wiley, publicized in this way. We have captured some of the links here.

The Fragile Networks book is published

We are delighted to announce that the new book, Fragile Networks: Identifying Vulnerabilities and Synergies in an Uncertain World, has arrived. In the above photo we are holding the first of two copies that we, as authors, received. It's always a very exciting moment to see the book that has been worked on for a long, intensive period of time. The feeling is almost like holding a newborn child in one's arms. The official release date, according to the publisher, John Wiley & Sons, was June 2009, and the book is now out, right on schedule!

The book is a culmination of several years of research and provides a unified treatment of the vulnerabilities that exist in real-world network systems, along with tools to identify synergies for mergers and acquisitions. The book consists of three parts: Part I focuses on the network fundamentals, efficiency measurement, and vulnerability analysis. Part II discusses applications ranging from transportation networks and supply chains to electric power generation and distribution networks, the Internet, and even financial networks. It also examines the efficiency changes and the associated cost increments after network components are eliminated or partially damaged. Part III provides models and analyses for assessing mergers and acquisitions, network integration, and associated synergies.

According to the publisher, Fragile Networks, with its numerous network examples and real-world applications, is an excellent book for courses in network science, transportation science, operations management, and financial networks. It is also a valuable reference for researchers and practitioners in the areas of applied mathematics, computer science, operations research, management science, finance and economics, as well as industrial, systems, and civil engineering. Additional information about the book is available here.

My co-author, Dr. Patrick Qiang, just happened to be wearing his Isenberg School of Management t-shirt when our copies arrived on June 17, 2009. Colleagues have commented from as far away as Italy that the cover of the Fragile Networks book looks "stunning."

We thank the editors and the publication assistants at Wiley for all of their help during the writing and production of this book! Needless to say, given the deterioration in our critical infrastructure and the opportunities that now are being made possible because of President Obama's stimulus package, the book can assist in wise and appropriate investment decision-making for the nation's (and the world's) network systems.

Discover magazine, Infrastructure, The New York Times, and the Fragile Networks book

I am back from the World Science Festival (WSF) in NYC, which concluded yesterday with a science street fair. Photos from the numerous events have been posted on flickr.

There are also photos from the Traffic panel that I took part in last Friday evening.

The World Science Festival, which took place June 10-14, 2009, transformed NYC into a science mecca in which scientific research and exploration were recognized and celebrated. The atmosphere at the events, from the gala to yesterday's science fair, can only be described as electric -- the seats were filled at the various panels and events and I believe that many of those that participated will be looking at the world around us in new ways.

Megan Talkington, a journalist with Discover magazine, wrote a very nice article on the Traffic panel.

Now, it's time to reconnoiter and being on the Traffic panel at the World Science Festival has been the perfect segue for my new book with Patrick Qiang: Fragile Networks: Identifying Vulnerabilities and Synergies in an Uncertain World. Wiley, the book's publisher, has informed us that the book will be "released" this Friday, June 19, with worldwide distribution set for July 2009. Wiley issued a press release on the book in conjunction with my participation in the World Science Festival. The publication of this book is especially timely, given the interest surrounding infrastructure from transportation networks to the Internet and even electric power generation and distribution networks, plus financial networks. Indeed, the New York Times devoted yesterday its entire Sunday magazine to infrastructure. Plus, there have been recent OpEd pieces and major newspapers in the US highlighting the importance of complex networks and infrastructure. Our book provides an original synthesis of infrastructure networks and focuses on unique perspectives and solutions. The beauty and elegance of the book's approaches lie in a systematic analysis of networks, their resilience and robustness, as well as their vulnerability and the associated systemic risk. Fragile Networks identifies how to determine which nodes and links truly matter from economic and engineering perspectives. The book even formalizes mergers and acquisitions in a network framework!

UMass Amherst Graduations

Today and tomorrow the Amherst area will be filled with graduating students and their families and friends who will be taking part in the graduation ceremonies and festivities. Today at the Mullins Center, the graduate ceremony will be taking place, at which Master's degrees and PhD degrees will be awarded. My student, Patrick Qiang, will be receiving his doctoral diploma today. He is my 14th PhD student to graduate and he will be accompanied by his wife, many friends, and even his mother-in-law who traveled from China for this big occasion. My PhD students, whose dissertations I chaired, have assumed positions in industry from financial services to high technology and software development; others are now faculty members at universities in Connecticut, New York, Pennsylvania, Washington, Tennessee, Illinois, and even in Australia and Canada! Everywhere I go I get compliments on our wonderful students who have received their educations at UMass Amherst.

After the graduate ceremonies, later today, the Isenberg School will be honoring Senior Leaders with a reception in our gorgeous Isenberg School of Management atrium. Two of my Operations Management students, David Bennett and Kyle Johnson, whom I nominated for this award, will be recognized. These two students took my undergraduate Transportation & Logistics class last term and follow in a line of outstanding students that I have had the privilege to teach and to work with. In that class students have done projects as varied and as relevant as: analyzing local bus schedules and routes, addressing bicycle transportation to/from UMass for commuting purposes, studying pedestrian walkways and safety on campus, capturing traffic behavior around the world, including in New Delhi, and improving traffic flow for graduation - we were approached by the then Police Chief at UMass, Ms. Barbara OConnor, for this study; the results were implemented and there were no complaints!

Tomorrow, over 4,000 students will be receiving their undergraduate diplomas from UMass Amherst in ceremonies at McQuirk stadium.

Congratulations to all the most-deserving graduates and thanks to their families and friends for their support!

I end with a link to a commencement speech that I gave a few years back, which brings back many memories.