Related papers: Dynamical Clustering of Exchange Rates
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Roughly speaking, clustering evolving networks aims at detecting structurally dense subgroups in networks that evolve over time. This implies that the subgroups we seek for also evolve, which results in many additional tasks compared to…
The definition of time is still an open question when one deals with high frequency time series. If time is simply the calendar time, prices can be modeled as continuous random processes and values resulting from transactions or given…
The identification of community structure in a social network is an important problem tackled in the literature of network analysis. There are many solutions to this problem using a static scenario, when facing a dynamic scenario some…
In the last years efforts in econophysics have been shifted to study how network theory can facilitate understanding of complex financial markets. Main part of these efforts is the study of correlation-based hierarchical networks. This is…
Cross-border migration brings economic and cultural impacts to the origin and destination, and is also a key to reflect the international relations of related countries. In fact, the migration relationships of countries are complex and…
We define a methodology to quantify market activity on a 24 hour basis by defining a scale, the so-called scale of market quakes (SMQ). The SMQ is designed within a framework where we analyse the dynamics of excess price moves from one…
Permutation approach is suggested as a method to investigate financial time series in micro scales. The method is used to see how high frequency trading in recent years has affected the micro patterns which may be seen in financial time…
In this paper we study a simple cascading process in a structured heterogeneous population, namely, a network composed of two loosely coupled communities. We demonstrate that under certain conditions the cascading dynamics in such a network…
Time series of graphs are increasingly prevalent in modern data and pose unique challenges to visual exploration and pattern extraction. This paper describes the development and application of matrix factorizations for exploration and…
Real-world complex systems such as ecological communities and neuron networks are essential parts of our everyday lives. These systems are composed of units which interact through intricate networks. The ability to predict sudden changes in…
Used to investigate the presence of distinctive recurrent behaviours in natural processes, the recurrence plots can be applied to the analysis of economic data, and, in particular, to the characterization of exchange rates of currencies…
Network science investigates the architecture of complex systems to understand their functional and dynamical properties. Structural patterns such as communities shape diffusive processes on networks. However, these results hold under the…
Stack Exchange, a question-and-answer(Q&A) platform, has exhibited signs of a declining user engagement. This paper investigates user engagement dynamics across various Stack Exchange communities including Data science, AI, software…
Achieving international food security requires improved understanding of how international trade networks connect countries around the world through the import-export flows of food commodities. The properties of food trade networks are…
This paper introduces new methods to study behaviours among the 52 largest cryptocurrencies between 01-01-2019 and 30-06-2021. First, we explore evolutionary correlation behaviours and apply a recently proposed turning point algorithm to…
High-frequency financial data of the foreign exchange market (EUR/CHF, EUR/GBP, EUR/JPY, EUR/NOK, EUR/SEK, EUR/USD, NZD/USD, USD/CAD, USD/CHF, USD/JPY, USD/NOK, and USD/SEK) are analyzed by utilizing the Kullback-Leibler divergence between…
Collective behaviours taking place in financial markets reveal strongly correlated states especially during a crisis period. A natural hypothesis is that trend reversals are also driven by mutual influences between the different stock…
In recent years, community structure has emerged as a key component of complex network analysis. As more data has been collected, researchers have begun investigating changing community structure across multiple networks. Several methods…
Our analysis focuses on the stock cryptocurrency market, by studying a group of nineteen cryptocurrencies where their capitalisation is about 99% of the total market. Specifically, it is examined this group of cryptocurrencies for the…