Related papers: Scale free effects in world currency exchange netw…
The concept of network efficiency, recently proposed to characterize the properties of small-world networks, is here used to study the effects of errors and attacks on scale-free networks. Two different kinds of scale-free networks, i.e.…
We study the dynamics of the linear and non-linear serial dependencies in financial time series in a rolling window framework. In particular, we focus on the detection of episodes of statistically significant two- and three-point…
Given an undirected, weighted graph, the minimum spanning tree (MST) is a tree that connects all of the vertices of the graph with minimum sum of edge weights. In real world applications, network designers often seek to quickly find a…
A random network is grown by introducing at unit rate randomly selected nodes on the Euclidean space. A node is randomly connected to its $i$-th predecessor of degree $k_i$ with a directed link of length $\ell$ using a probability…
We calculated the cross correlations between the half-hourly times series of the ten Dow Jones US economic sectors over the period February 2000 to August 2008, the two-year intervals 2002--2003, 2004--2005, 2008--2009, and also over 11…
In this paper, we address the logarithmic corrections to the leading power laws that govern thermodynamic quantities as a second-order phase transition point is approached. For phase transitions of spin systems on d-dimensional lattices,…
We derive the finite size dependence of the clustering coefficient of scale-free random graphs generated by the configuration model with degree distribution exponent $2<\gamma<3$. Degree heterogeneity increases the presence of triangles in…
We propose and study a model of scale-free growing networks that gives a degree distribution dominated by a power-law behavior with a model-dependent, hence tunable, exponent. The model represents a hybrid of the growing networks based on…
All networks can be analyzed at multiple scales. A higher scale of a network is made up of macro-nodes: subgraphs that have been grouped into individual nodes. Recasting a network at higher scales can have useful effects, such as decreasing…
A main focus in economics research is understanding the time series of prices of goods and assets. While statistical models using only the properties of the time series itself have been successful in many aspects, we expect to gain a better…
This paper is concerned with general spatially explicit versions of three stochastic models for the dynamics of money that have been introduced and studied numerically by statistical physicists: the uniform reshuffling model, the immediate…
Random graphs with power-law degrees can model scale-free networks as sparse topologies with strong degree heterogeneity. Mathematical analysis of such random graphs proved successful in explaining scale-free network properties such as…
The cover time of random walks on a graph has found wide practical applications in different fields of computer science, such as crawling and searching on the World Wide Web and query processing in sensor networks, with the application…
Consider~\(n\) nodes~\(\{X_i\}_{1 \leq i \leq n}\) independently distributed in the unit square~\(S,\) each according to a distribution~\(f.\) Nodes~\(X_i\) and~\(X_j\) are joined by an edge if the Euclidean distance~\(d(X_i,X_j)\) is less…
Scale-free (SF) network structures observed in many complex systems affect the size of epidemic spreading and the efficiency of communication, statistical properties of the degree-degree correlations are important for studying the average…
In this paper, we derive a topological pattern of urban street networks using a large sample (the largest so far to the best of our knowledge) of 40 U.S. cities and a few more from elsewhere of different sizes. It is found that all the…
We analyze the entropic equation of state for a many-particle interacting system in a scale-free network. The analysis is performed in terms of scaling functions which are of fundamental interest in the theory of critical phenomena and have…
A well-known open problem on the behavior of optimal paths in random graphs in the strong disorder regime, formulated by statistical physicists, and supported by a large amount of numerical evidence over the last decade [31,32,38,70] is as…
We consider the effects of the global financial crisis through a local Korean financial market around the 2008 crisis. We analyze 185 individual stock prices belonging to the KOSPI (Korea Composite Stock Price Index), cosidering three time…
Using a simple model with link removals as well as link additions, we show that an evolving network is scale free with a degree exponent in the range of (2, 4]. We then establish a relation between the network evolution and a set of…