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The time dependence of the recently introduced minimum spanning tree description of correlations between stocks, called the ``asset tree'' have been studied to reflect the economic taxonomy. The nodes of the tree are identified with stocks…

Statistical Mechanics · Physics 2009-11-10 J. -P. Onnela , A. Chakraborti , K. Kaski , J. Kertesz , A. Kanto

Scale-free networks are ubiquitous in social, biological and technological networked systems. Dynamic Scale-free networks and their synchronizations are important to understand and predict the behavior of social, biological and…

Social and Information Networks · Computer Science 2024-09-16 Rakib Hassan Pran

We study a recently introduced class of scale-free networks showing a high clustering coefficient and non-trivial connectivity correlations. We find that the connectivity probability distribution strongly depends on the fine details of the…

Statistical Mechanics · Physics 2009-11-07 Alexei Vazquez , Marian Boguna , Yamir Moreno , Romualdo Pastor-Satorras , Alessandro Vespignani

In this paper we study a model of synchronization process on scale free networks with degree-degree correlations. This model was already studied on this kind of networks without correlations by Pastore y Piontti {\it et al.}, Phys. Rev. E…

Physics and Society · Physics 2012-02-15 Cristian E. La Rocca , Lidia A. Braunstein , Pablo A. Macri

Scale-free power law structure describes complex networks derived from a wide range of real world processes. The extensive literature focuses almost exclusively on networks with power law exponent strictly larger than 2, which can be…

Social and Information Networks · Computer Science 2015-09-29 Harry Crane , Walter Dempsey

The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where cross-border financial linkages play the fundamental role. It has also been emphasized that the relevance of…

Statistical Finance · Quantitative Finance 2015-06-03 Alessandro Spelta , Tanya Araújo

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

We study the time dependence of maximal spanning trees and asset graphs based on correlation matrices of stock returns. In these networks the nodes represent companies and links are related to the correlation coefficients between them.…

Physics and Society · Physics 2009-11-13 Tapio Heimo , Kimmo Kaski , Jari Saramaki

Scale independence is a ubiquitous feature of complex systems which implies a highly skewed distribution of resources with no characteristic scale. Research has long focused on why systems as varied as protein networks, evolution and stock…

Physics and Society · Physics 2016-02-08 Laurent Hébert-Dufresne , Antoine Allard , Jean-Gabriel Young , Louis J. Dubé

We define a statistical ensemble of non-degenerate graphs, i.e. graphs without multiple- and self-connections between nodes. The node degree distribution is arbitrary, but the nodes are assumed to be uncorrelated. This completes our earlier…

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

We study the relation between the minimal spanning tree (MST) on many random points and the "near-minimal" tree which is optimal subject to the constraint that a proportion $\delta$ of its edges must be different from those of the MST.…

Probability · Mathematics 2007-07-24 David Aldous , Charles Bordenave , Marc Lelarge

Contrary to many recent models of growing networks, we present a model with fixed number of nodes and links, where it is introduced a dynamics favoring the formation of links between nodes with degree of connectivity as different as…

Statistical Mechanics · Physics 2007-05-23 M. Baiesi , S. S. Manna

We have performed a detailed investigation on the world investment networks constructed from the Coordinated Portfolio Investment Survey (CPIS) data of the International Monetary Fund, ranging from 2001 to 2006. The distributions of degrees…

Physics and Society · Physics 2009-04-14 Dong-Ming Song , Zhi-Qiang Jiang , Wei-Xing Zhou

Synchronization problems in complex networks are very often studied by researchers due to its many applications to various fields such as neurobiology, e-commerce and completion of tasks. In particular, Scale Free networks with degree…

Physics and Society · Physics 2015-07-07 Débora Torres , Matías A. Di Muro , Cristian E. La Rocca , Lidia A. Braunstein

We report on parallel observations in two seemingly unrelated areas of dynamical network research. The one is the so-called small world phenomenon and/or the observation of scale freeness in certain types of large (empirical) networks and…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Manfred Requardt

In this paper, we present a simple model of scale-free networks that incorporates both preferential & random attachment and anti-preferential & random deletion at each time step. We derive the degree distribution analytically and show that…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Dinghua Shi , Xiang Zhu , Liming Liu

We use techniques from network science to study correlations in the foreign exchange (FX) market over the period 1991--2008. We consider an FX market network in which each node represents an exchange rate and each weighted edge represents a…

Trading and Market Microstructure · Quantitative Finance 2010-04-13 Daniel J. Fenn , Mason A. Porter , Peter J. Mucha , Mark McDonald , Stacy Williams , Neil F. Johnson , Nick S. Jones

We review the recent fast progress in statistical physics of evolving networks. Interest has focused mainly on the structural properties of random complex networks in communications, biology, social sciences and economics. A number of giant…

Statistical Mechanics · Physics 2015-06-24 S. N. Dorogovtsev , J. F. F. Mendes

A scale-free network is grown in the Euclidean space with a global directional bias. On a vertical plane, nodes are introduced at unit rate at randomly selected points and a node is allowed to be connected only to the subset of nodes which…

Statistical Mechanics · Physics 2009-11-10 S. S. Manna , G. Mukherjee , Parongama Sen

Activity or spin patterns on random scale-free network are studied by mean field analysis and computer simulations. These activity patterns evolve in time according to local majority-rule dynamics which is implemented using (i) parallel or…

Disordered Systems and Neural Networks · Physics 2007-05-23 Haijun Zhou , Reinhard Lipowsky
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