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To analyze the transport of information or material from a source to every node of a network we use two quantities introduced in the study of river networks: the cost and the flow. For a network with $K$ nodes and $M$ levels, we show that…

Physics and Society · Physics 2015-05-14 L. A. Barbosa , J. K. L. da Silva

We study the performance of Weibull and scale free Internet-like networks and compare them to a classical random graph based network. The scaling of the traffic load with the nodal degree is established, and confimed in a numerical…

Condensed Matter · Physics 2007-05-23 Gergely Peli , Gabor Papp

A large collection of daily time series for 60 world currencies' exchange rates is considered. The correlation matrices are calculated and the corresponding Minimal Spanning Tree (MST) graphs are constructed for each of those currencies…

Statistical Finance · Quantitative Finance 2009-11-13 A. Z. Gorski , S. Drozdz , J. Kwapien

Several fundamental properties of real complex networks, such as the small-world effect, the scale-free degree distribution, and recently discovered topological fractal structure, have presented the possibility of a unique growth mechanism…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Liuhua Zou , Wenjiang Pei , Tao Li , Zhenya He , Yiuming Cheung

Many real networks are complex and have power-law vertex degree distribution, short diameter, and high clustering. We analyze the network model based on thresholding of the summed vertex weights, which belongs to the class of networks…

Other Condensed Matter · Physics 2007-05-23 Naoki Masuda , Hiroyoshi Miwa , Norio Konno

This paper studies the statistical properties of the web of import-export relationships among world countries using a weighted-network approach. We analyze how the distributions of the most important network statistics measuring…

Physics and Society · Physics 2009-11-13 Giorgio Fagiolo , Javier Reyes , Stefano Schiavo

In this paper, we present a detailed analysis of the global clustering coefficient in scale-free graphs. Many observed real-world networks of diverse nature have a power-law degree distribution. Moreover, the observed degree distribution…

Social and Information Networks · Computer Science 2015-07-06 Liudmila Ostroumova Prokhorenkova

Exchange arrangements among different countries over the world are foundations of the world economy, which generally stand behind the daily economic evolution. As the first study of the world exchange arrangements web (WEAW), we built a…

Physics and Society · Physics 2011-02-19 Xiang Li , Yu Ying Jin , Guanrong Chen

The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole…

Statistical Finance · Quantitative Finance 2008-12-02 Zhi-Qiang Jiang , Wei Chen , Wei-Xing Zhou

The investigations of financial markets from a complex network perspective have unveiled many phenomenological properties, in which the majority of these studies map the financial markets into one complex network. In this work, we…

Statistical Finance · Quantitative Finance 2010-07-15 Meng-Cen Qian , Zhi-Qiang Jiang , Wei-Xing Zhou

We propose a network description of large market investments, where both stocks and shareholders are represented as vertices connected by weighted links corresponding to shareholdings. In this framework, the in-degree ($k_{in}$) and the sum…

Statistical Mechanics · Physics 2009-02-06 Diego Garlaschelli , Stefano Battiston , Maurizio Castri , Vito D. P. Servedio , Guido Caldarelli

We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on "Partition Decoupled Null Models,'' a new class of null models that…

Pricing of Securities · Quantitative Finance 2011-04-22 Greg Leibon , Scott D. Pauls , Daniel N. Rockmore , Robert Savell

We study the structure of inter-industry relationships using networks of money flows between industries in 20 national economies. We find these networks vary around a typical structure characterized by a Weibull link weight distribution,…

Physics and Society · Physics 2014-07-25 James McNerney , Brian D. Fath , Gerald Silverberg

Scaling behavior of scale-free evolving networks arising in communications, citations, collaborations, etc. areas is studied. We derive universal scaling relations describing properties of such networks and indicate limits of their…

Condensed Matter · Physics 2009-10-31 S. N. Dorogovtsev , J. F. F. Mendes

Economy, and consequently trade, is a fundamental part of human social organization which, until now, has not been studied within the network modelling framework. Networks are mathematical tools used in the modelling of a wide variety of…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Angeles Serrano , Marian Boguna

The rate equations are used to study the scale-free behavior of the weight distribution in evolving networks whose topology is determined only by degrees of preexisting vertices. An analysis of these equations shows that the degree…

Disordered Systems and Neural Networks · Physics 2007-05-23 W. Jezewski

Tools of the theory of critical phenomena, namely the scaling analysis and universality, are argued to be applicable to large complex web-like network structures. Using a detailed analysis of the real data of the International Trade Network…

General Finance · Quantitative Finance 2009-11-13 K. Bhattacharya , G. Mukherjee , J. Saramaki , K. Kaski , S. S. Manna

A complete understanding of real networks requires us to understand the consequences of the uneven interaction strengths between a system's components. Here we use the minimum spanning tree (MST) to explore the effect of weight assignment…

Disordered Systems and Neural Networks · Physics 2007-05-23 P. J. Macdonald , E. Almaas , A. -L. Barabasi

Many biological, ecological and economic systems are best described by weighted networks, as the nodes interact with each other with varying strength. However, most network models studied so far are binary, the link strength being either 0…

Disordered Systems and Neural Networks · Physics 2009-11-07 S. H. Yook , H. Jeong , A. -L. Barabasi , Y. Tu

We study two kinds of weighted networks, weighted small-world (WSW) and weighted scale-free (WSF). The weight $w_{ij}$ of a link between nodes $i$ and $j$ in the network is defined as the product of endpoint node degrees; that is…

Statistical Mechanics · Physics 2009-11-11 Xin-Jian Xu , Zhi-Xi Wu , Ying-Hai Wang
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