Related papers: Topological structures in the equities market netw…

The use of methods borrowed from statistics and physics to analyze written texts has allowed the discovery of unprecedent patterns of human behavior and cognition by establishing links between models features and language structure. While…

The econophysics approach to socio-economic systems is based on the assumption of their complexity. Such assumption inevitably lead to another assumption, namely that underlying interconnections within socio-economic systems, particularly…

The local minima (inherent structures) of a system and their associated transition links give rise to a network. Here we consider the topological and distance properties of such a network in the context of spin glasses. We use steepest…

We propose a mapping from fracture systems consisting of intersecting fracture sheets in three dimensions to an abstract network consisting of nodes and links. This makes it possible to analyze fracture systems with the methods developed…

We develop a framework to track the structure of temporal networks with a signal processing approach. The method is based on the duality between networks and signals using a multidimensional scaling technique. This enables a study of the…

We investigate the planar maximally filtered graphs of the portfolio of the 300 most capitalized stocks traded at the New York Stock Exchange during the time period 2001-2003. Topological properties such as the average length of shortest…

Biological and social networks have recently attracted enormous attention between physicists. Among several, two main aspects may be stressed: A non trivial topology of the graph describing the mutual interactions between agents exists…

Due to the advent of the expressions of data other than tabular formats, the topological compositions which make samples interrelated came into prominence. Analogically, those networks can be interpreted as social connections, dataflow…

We study self-organized models for information transmission and herd behavior in financial markets. Existing models are generalized to take into account the effect of size-dependent fragmentation and coagulation probabilities of groups of…

From a complex network perspective, investigating the stock market holds paramount significance as it enables the systematic revelation of topological features inherent in the market. This approach is crucial in exploring market…

Complex network theory aims to model and analyze complex systems that consist of multiple and interdependent components. Among all studies on complex networks, topological structure analysis is of the most fundamental importance, as it…

The topological information of a network can be retrieved equivalently from its complement consisting of the same nodes but complementary edges. Hence the partition of a network into certain substructures based on given criteria should be…

We survey the application of a relatively new branch of statistical physics--"community detection"-- to data mining. In particular, we focus on the diagnosis of materials and automated image segmentation. Community detection describes the…

Networks have in recent years emerged as an invaluable tool for describing and quantifying complex systems in many branches of science. Recent studies suggest that networks often exhibit hierarchical organization, where vertices divide into…

Relationship between agents can be conveniently represented by graphs. When these relationships have different modalities, they are better modelled by multilayer graphs where each layer is associated with one modality. Such graphs arise…

We identify a robust structural signature of stock markets during exogenous shock events by analyzing collective return dynamics across G5 countries. Using Random Matrix Theory, we introduce the complexity gap, defined as the difference…

Topological materials have become the focus of intense research in recent years, since they exhibit fundamentally new physical phenomena with potential applications for novel devices and quantum information technology. One of the hallmarks…

Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore…

Natural and man-made transport webs are frequently dominated by dense sets of nested cycles. The architecture of these networks, as defined by the topology and edge weights, determines how efficiently the networks perform their function.…

In this study, we have investigated factors of determination which can affect the connected structure of a stock network. The representative index for topological properties of a stock network is the number of links with other stocks. We…