Using curvature to infer COVID-19 fractal epidemic network fragility and systemic risk

Danillo Barros de Souza; Fernando A N Santos; Everlon Figueiroa; Jailson B Correia; Hernande P da Silva; Jose Luiz de Lima Filho; Jones Albuquerque

Our idea is inspired by earlier results obtained for financial networks [14] , where the authors showed that it was possible to relate financial network fragility with the Ollivier-Ricci curvature of a network. Most importantly, the Ollivier-Ricci curvature emerged as a datadriven "crash hallmark" for major changes in stock markets over the past 15 years. In their study of market fragility, they used these geometric tools to analyse and characterize the interaction between the economic agents (the nodes of a financial network) and its correlation levels (which defines the edges' weights). In addition, these tools also allowed them to track the curvature of the financial network as a function of time, i.e. how the shape of the financial network changed according to a dynamic . CC-BY 4.0 International license It is made available under a author/funder, who has granted medRxiv a license to display the preprint in perpetuity.