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Financial markets are complex adaptive systems, and are commonly studied as complex networks. Most of such studies fall short in two respects: they do not account for non-linearity of the studied relationships, and they create one network…

Statistical Finance · Quantitative Finance 2014-10-01 Paweł Fiedor , Artur Hołda

We study scale free simple graphs with an exponent of the degree distribution $\gamma$ less than two. Generically one expects such extremely skewed networks -- which occur very frequently in systems of virtually or logically connected units…

Statistical Mechanics · Physics 2007-05-23 Hamed Seyed-allaei , Ginestra Bianconi , Matteo Marsili

Co-evolution exhibited by a network system, involving the intricate interplay between the dynamics of the network itself and the subsystems connected by it, is a key concept for understanding the self-organized, flexible nature of…

Physics and Society · Physics 2012-11-14 Takaaki Aoki , Toshio Aoyagi

Many complex systems--from social and communication networks to biological networks and the Internet--are thought to exhibit scale-free structure. However, prevailing explanations rely on the constant addition of new nodes, an assumption…

Adaptation and Self-Organizing Systems · Physics 2022-11-10 Christopher W. Lynn , Caroline M. Holmes , Stephanie E. Palmer

Processing graphs with temporal information (the temporal graphs) has become increasingly important in the real world. In this paper, we study efficient solutions to temporal graph applications using new algorithms for Incremental Minimum…

Data Structures and Algorithms · Computer Science 2025-05-13 Xiangyun Ding , Yan Gu , Yihan Sun

A thorough discussion of the statistical ensemble of scale-free connected random tree graphs is presented. Methods borrowed from field theory are used to define the ensemble and to study analytically its properties. The ensemble is…

Statistical Mechanics · Physics 2009-11-07 Z. Burda , J. D. Correia , A. Krzywicki

We introduce and study the general problem of finding a most "scale-free-like" spanning tree of a connected graph. It is motivated by a particular problem in epidemiology, and may be useful in studies of various dynamical processes in…

Combinatorics · Mathematics 2023-07-12 Yury Orlovich , Kirill Kukharenko , Volker Kaibel , Pavel Skums

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

We study the cross-correlations in stock price changes between the S&P 500 companies by introducing a weighted random graph, where all vertices (companies) are fully connected, and each edge is weighted. The weight assigned to each edge is…

Statistical Mechanics · Physics 2009-11-07 Hyun-Joo Kim , Youngki Lee , In-mook Kim , Byungnam Kahng

Using data from a sample of 28 representatives countries, we propose a classification of currency crises consequences based on the ultrametric analysis of the real exchange rate movements time series, without any further assumption. By…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Guillermo J. Ortega , David Matesanz

In the context of growing networks, we introduce a simple dynamical model that unifies the generic features of real networks: scale-free distribution of degree and the small world effect. While the average shortest path length increases…

Condensed Matter · Physics 2009-11-07 Konstantin Klemm , Victor M. Eguiluz

The Erdos-Renyi classical random graph is characterized by a fixed linking probability for all pairs of vertices. Here, this concept is generalized by drawing the linking probability from a certain distribution. Such a procedure is found to…

Statistical Mechanics · Physics 2009-11-11 Sumiyoshi Abe , Stefan Thurner

In the past few years, the discoveries of small-world and scale-free properties of many natural and artificial complex networks have stimulated significant advances in better understanding the relationship between the topology and the…

Disordered Systems and Neural Networks · Physics 2009-09-29 Xiang Li

Small-world architectures may be implicated in a range of phenomena from disease propagation to networks of neurons in the cerebral cortex. While most of the recent attention on small-world networks has focussed on the effect of introducing…

Disordered Systems and Neural Networks · Physics 2007-05-23 Rajesh Kasturirangan

Spanning trees are an important quantity characterizing the reliability of a network, however, explicitly determining the number of spanning trees in networks is a theoretical challenge. In this paper, we study the number of spanning trees…

Statistical Mechanics · Physics 2010-08-03 Zhongzhi Zhang , Hongxiao Liu , Bin Wu , Shuigeng Zhou

We find numerical and empirical evidence for dynamical, structural and topological phase transitions on the (German) Frankfurt Stock Exchange (FSE) in the temporal vicinity of the worldwide financial crash. Using the Minimal Spanning Tree…

Statistical Finance · Quantitative Finance 2015-06-12 M. Wiliński , A. Sienkiewicz , T. Gubiec , R. Kutner , Z. R. Struzik

Scale free dynamics are observed in a variety of physical and biological systems. These include neural activity in which evidence for scale freeness has been reported using a range of imaging modalities. Here, we derive the ways in which…

Complex networks in different areas exhibit degree distributions with heavy upper tail. A preferential attachment mechanism in a growth process produces a graph with this feature. We herein investigate a variant of the simple preferential…

Probability · Mathematics 2018-04-18 Angelica Pachon , Laura Sacerdote , Shuyi Yang

Scale-free networks are prevalently observed in a great variety of complex systems, which triggers various researches relevant to networked models of such type. In this work, we propose a family of growth tree networks $\mathcal{T}_{t}$,…

Combinatorics · Mathematics 2023-11-08 Fei Ma , Ping Wang

Exchange of resources among individual components of a system is fundamental to systems like a social network of humans and a network of cities and villages. For various reasons, the human society has come up with the notion of money as a…

Social and Information Networks · Computer Science 2022-08-29 Harshit Agrawal , Ashwin Lahorkar , Snehal M. Shekatkar