Related papers: Structure and evolution of the foreign exchange ne…
We evaluate the average waiting time between observing the price of financial markets and the next price change, especially in an on-line foreign exchange trading service for individual customers via the internet. Basic technical idea of…
Over the last two decades, financial systems have been studied and analysed from the perspective of complex networks, where the nodes and edges in the network represent the various financial components and the strengths of correlations…
Evolutionary models are used to study the self-organisation of collective action, often incorporating population structure due to its ubiquitous presence and long-known impact on emerging phenomena. We investigate the evolution of…
The \emph{World Trade Web} (WTW), the network defined by the international import/export trade relationships, has been recently shown to display some important topological properties which are tightly related to the Gross Domestic Product…
We study the temporal co-variation of network co-evolution via the cross-link structure of networks, for which we take advantage of the formalism of hypergraphs to map cross-link structures back to network nodes. We investigate two sets of…
The prediction of foreign exchange rates, such as the US Dollar (USD) to Bangladeshi Taka (BDT), plays a pivotal role in global financial markets, influencing trade, investments, and economic stability. This study leverages historical…
Measuring the topological overlap of two graphs becomes important when assessing the changes between temporally adjacent graphs in a time-evolving network. Current methods depend on the fraction of nodes that have persisting edges. This…
We propose a model for the growth of weighted networks that couples the establishment of new edges and vertices and the weights' dynamical evolution. The model is based on a simple weight-driven dynamics and generates networks exhibiting…
The theory of complex networks and of disordered systems is used to study the stability and dynamical properties of a simple model of material flow networks defined on random graphs. In particular we address instabilities that are…
Global financial systems are undergoing strategic shifts as geopolitical tensions reshape international trade and payments. The United States (US)-China trade war, sanctions regimes, and rising concerns over the weaponization of financial…
We investigate the emergence and persistence of communities through a recently proposed mechanism of adaptive rewiring in coevolutionary networks. We characterize the topological structures arising in a coevolutionary network subject to an…
In economic and financial networks, the strength of each node has always an important economic meaning, such as the size of supply and demand, import and export, or financial exposure. Constructing null models of networks matching the…
There are few studies that look closely at how the topology of the Internet evolves over time; most focus on snapshots taken at a particular point in time. In this paper, we investigate the evolution of the topology of the Autonomous…
Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over 2010-2018 period are used to…
GDP/capita correlations are investigated in various time windows (TW), for the time interval 1990-2005. The target group of countries is the set of 25 EU members, 15 till 2004 plus the 10 countries which joined EU later on. The TW-means of…
Dynamical networks with time delays can pose a considerable challenge for mathematical analysis. Here, we extend the approach of generalized modeling to investigate the stability of large networks of delay-coupled delay oscillators. When…
This paper examines how shocks to currency volatilities predict exchange rates. Using option-implied volatilities, we construct a dynamic, directed network of volatility connections. Currencies that transmit more volatility shocks, which…
Complex networks have certain properties that distinguish them from their respective uniform or regular counterparts. One of these properties is the variation of topological properties along different hierarchical levels. In this work, we…
This work studies the symmetry between colloidal dynamics and the dynamics of the Euro--US Dollar currency exchange market (EURUSD). We consider the EURUSD price in the time range between 2001 and 2015, where we find significant qualitative…
Network science provides an indispensable theoretical framework for studying the structure and function of real complex systems. Different network models are often used for finding the rules that govern their evolution, whereby the correct…