Related papers: Structure and evolution of the foreign exchange ne…
We propose here a multiplex network approach to investigate simultaneously different types of dependency in complex data sets. In particular, we consider multiplex networks made of four layers corresponding respectively to linear,…
We study the evolution of networks when the creation and decay of links are based on the position of nodes in the network measured by their centrality. We show that the same network dynamics arises under various centrality measures, and…
Credit networks represent a way of modeling trust between entities in a network. Nodes in the network print their own currency and trust each other for a certain amount of each other's currency. This allows the network to serve as a…
A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…
The co-authorship network of scientists represents a prototype of complex evolving networks. By mapping the electronic database containing all relevant journals in mathematics and neuro-science for an eight-year period (1991-98), we infer…
In this work, we investigate the structure and evolution of a peer-to-peer (P2P) payment application. A unique aspect of the network under consideration is that the edges among nodes represent financial transactions among individuals who…
Trade networks, across which countries distribute their products, are crucial components of the globalized world economy. Their structure is strongly heterogeneous across products, given the different features of the countries which buy and…
We show that the amount of foreign exchange reserves (FER) in the world in a given currency is highly correlated with the GDP and military spending of that country for a set of western economies during the last 20 years. Taking into account…
We report on time-varying network connectedness within three banking systems: North America, the EU, and ASEAN. The original method by Diebold and Yilmaz is improved by using exponentially weighted daily returns and ridge regularization on…
We proposed an evolving network model constituted by the same nodes but different edges. The competition between nodes and different links were introduced. Scale free properties have been found in this model by continuum theory. Different…
Ego-networks are fundamental structures in social graphs, yet the process of their evolution is still widely unexplored. In an online context, a key question is how link recommender systems may skew the growth of these networks, possibly…
Node centrality is one of the most important and widely used concepts in the study of complex networks. Here, we extend the paradigm of node centrality in financial and economic networks to consider the changes of node "importance" produced…
We consider the influence of local noise on a generalized network of populations having positive and negative feedbacks. The population dynamics at the nodes is nonlinear, typically chaotic, and allows cessation of activity if the…
The World Trade Web (WTW) is a weighted network whose nodes correspond to countries with edge weights reflecting the value of imports and/or exports between countries. In this paper we introduce to this macroeconomic system the notion of…
The Internet is constantly changing, and its hierarchy was recently shown to become flatter. Recent studies of inter-domain traffic showed that large content providers drive this change by bypassing tier-1 networks and reaching closer to…
For decades, complex networks, such as social networks, biological networks, chemical networks, technological networks, have been used to study the evolution and dynamics of different kinds of complex systems. These complex systems can be…
This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\% of the total…
A quantitative check of weak efficiency in US dollar/German mark exchange rates is developed using high frequency data. We show the existence of long term return anomalies. We introduce a technique to measure the available information and…
With a steadily growing human population and rapid advancements in technology, the global human network is increasing in size and connection density. This growth exacerbates networked global threats and can lead to unexpected consequences…
Evolving Neural Networks (NNs) has recently seen an increasing interest as an alternative path that might be more successful. It has many advantages compared to other approaches, such as learning the architecture of the NNs. However, the…