English
Related papers

Related papers: Scale free effects in world currency exchange netw…

200 papers

Cross-correlations in fluctuations of the daily exchange rates within the basket of the 100 highest-capitalization cryptocurrencies over the period October 1, 2015, through March 31, 2019, are studied. The corresponding dynamics…

Statistical Finance · Quantitative Finance 2020-02-12 Stanisław Drożdż , Ludovico Minati , Paweł Oświęcimka , Marek Stanuszek , Marcin Wątorek

Recent years have witnessed a surge of biological interest in the minimum spanning tree (MST) problem for its relevance to automatic model construction using the distances between data points. Despite the increasing use of MST algorithms…

Quantitative Methods · Quantitative Biology 2015-11-02 Momoko Hayamizu , Hiroshi Endo , Kenji Fukumizu

In this work we introduce an energy function in order to study finite scale free graphs generated with different models. The energy distribution has a fractal pattern and presents log periodic oscillations for high energies. This…

Disordered Systems and Neural Networks · Physics 2016-08-16 Matías Graña , Juan Pablo Pinasco

We study the percolation phase transition in hierarchical scale-free nets. Depending on the method of construction, the nets can be fractal or small-world (the diameter grows either algebraically or logarithmically with the net size),…

Statistical Mechanics · Physics 2009-11-13 Hernán D. Rozenfeld , Daniel ben-Avraham

We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of number of quotations (or number of…

Statistical Finance · Quantitative Finance 2012-04-03 Aki-Hiro Sato , Takaki Hayashi , Janusz A. Hołyst

We give algorithms for geometric graph problems in the modern parallel models inspired by MapReduce. For example, for the Minimum Spanning Tree (MST) problem over a set of points in the two-dimensional space, our algorithm computes a…

Data Structures and Algorithms · Computer Science 2014-01-07 Alexandr Andoni , Aleksandar Nikolov , Krzysztof Onak , Grigory Yaroslavtsev

Financial markets provide an ideal frame for the study of crossing or first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six futures markets are herein considered…

Statistical Finance · Quantitative Finance 2011-12-23 Josep Perelló , Mario Gutiérrez-Roig , Jaume Masoliver

We derive mean-field equations that describe the dynamics of a general model of rumor spreading on complex networks, and use analytical and numerical solutions of these equations to examine the threshold behavior and dynamics of the model…

Physics and Society · Physics 2007-05-23 Maziar Nekovee , Yamir Moreno , Ginestra Bianconi , Matteo Marsili

Barab\'asi-Albert's `Scale Free' model is the starting point for much of the accepted theory of the evolution of real world communication networks. Careful comparison of the theory with a wide range of real world networks, however,…

Physics and Society · Physics 2017-09-11 Philip Tee , Ian Wakeman , George Parisis , Jonathan Dawes , István Z. Kiss

In this paper we deal with the structural properties of weighted networks. Starting from an empirical analysis of a linguistic network, we analyse the differences between the statistical properties of a real and a shuffled network and we…

Data Analysis, Statistics and Probability · Physics 2009-09-07 A. P. Masucci , G. J. Rodgers

Many complex systems, such as communication networks, display a surprising degree of robustness: while key components regularly malfunction, local failures rarely lead to the loss of the global information-carrying ability of the network.…

Disordered Systems and Neural Networks · Physics 2009-10-31 Reka Albert , Hawoong Jeong , Albert-Laszlo Barabasi

Many complex natural and physical systems exhibit patterns of interconnection that conform, approximately, to a network structure referred to as scale-free. Preferential attachment is one of many algorithms that have been introduced to…

Physics and Society · Physics 2014-11-18 Linjun Zhang , Michael Small , Kevin Judd

Random walks are one of the best investigated dynamical processes on graphs. A particularly fascinating phenomenon is the scaling relationship of fluctuations $\sigma $ with the average flux $\langle f \rangle $. Here we analyze how network…

Physics and Society · Physics 2015-05-28 Kosmas Kosmidis , Moritz Beber , Marc-Thorsten Hütt

We study the independence structure of finitely exchangeable distributions over random vectors and random networks. In particular, we provide necessary and sufficient conditions for an exchangeable vector so that its elements are completely…

Statistics Theory · Mathematics 2020-06-15 Kayvan Sadeghi

The increased availability of data on real networks has favoured an explosion of activity in the elaboration of models able to reproduce both qualitatively and quantitatively the measured properties. What has been less explored is the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Thomas Petermann , Paolo De Los Rios

In this paper, we numerically investigate the robustness of cooperation clusters in prisoner's dilemma played on scale-free networks, where the network topologies change by continuous removal and addition of nodes. Each removal and addition…

Physics and Society · Physics 2013-11-14 Genki Ichinose , Yuto Tenguishi , Toshihiro Tanizawa

We show how scale-free degree distributions can emerge naturally from growing networks by using random walks for selecting vertices for attachment. This result holds for several variants of the walk algorithm and for a wide range of…

Statistical Mechanics · Physics 2007-05-23 T. S. Evans , J. P. Saramaki

We propose a deterministic weighted scale-free small-world model for considering pseudofractal web with the coevolution of topology and weight. In the model, we have the degree distribution exponent $\gamma$ restricted to a range between 2…

Statistical Mechanics · Physics 2011-02-03 Yichao Zhang , Zhongzhi Zhang , Shuigeng Zhou , Jihong Guan

This article investigates the performance of grid computing systems whose interconnections are given by random and scale-free complex network models. Regular networks, which are common in parallel computing architectures, are also used as a…

Statistical Mechanics · Physics 2009-11-10 Luciano da Fontoura Costa , Gonzalo Travieso , Carlos Antonio Ruggiero

We extend the previously observed scaling equation connecting the internode distances and nodes' degrees onto the case of weighted networks. We show that the scaling takes a similar form in the empirical data obtained from networks…

Physics and Society · Physics 2010-08-25 Julian Sienkiewicz , Janusz A. Holyst
‹ Prev 1 8 9 10 Next ›