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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…

Statistical Finance · Quantitative Finance 2021-02-02 Areejit Samal , Sunil Kumar , Yasharth Yadav , Anirban Chakraborti

We study asynchronous dynamics in a network of interacting agents updating their binary states according to a time-varying threshold rule. Specifically, agents revise their state asynchronously by comparing the weighted average of the…

Computer Science and Game Theory · Computer Science 2023-02-01 Laura Arditti , Giacomo Como , Fabio Fagnani , Martina Vanelli

Conventional studies of network growth models mainly look at the steady state degree distribution of the graph. Often long time behavior is considered, hence the initial condition is ignored. In this contribution, the time evolution of the…

Physics and Society · Physics 2013-05-10 Babak Fotouhi , Michael Rabbat

We derive asymptotic properties for a stochastic dynamic network model in a stochastic dynamic population. In the model, nodes give birth to new nodes until they die, each node being equipped with a social index given at birth. During the…

Probability · Mathematics 2019-07-10 Tom Britton , Mathias Lindholm , Tatyana Turova

Previous efforts in complex networks research focused mainly on the topological features of such networks, but now also encompass the dynamics. In this Letter we discuss the relationship between structure and dynamics, with an emphasis on…

Empirical studies of graphs have contributed enormously to our understanding of complex systems. Known today as network science, what was originally a theoretical study of graphs has grown into a more scientific exploration of communities…

Quantitative Methods · Quantitative Biology 2020-01-01 Ryan E. Langendorf , Debra S. Goldberg

The control of complex systems is an ongoing challenge of complexity research. Recent advances using concepts of structural control deduce a wide range of control related properties from the network representation of complex systems. Here,…

Statistical Mechanics · Physics 2013-12-31 Márton Pósfai , Philipp Hövel

The relationship between network topology and system dynamics has significant implications for unifying our understanding of the interplay among metabolic, gene-regulatory, and ecosystem network architecures. Here we analyze the stability…

Populations and Evolution · Quantitative Biology 2015-06-17 Cameron Smith , Raymond S. Puzio , Aviv Bergman

We study a general set of models of social network evolution and dynamics. The models consist of both a dynamics on the network and evolution of the network. Links are formed preferentially between 'similar' nodes, where the similarity is…

Physics and Society · Physics 2009-11-11 George C. M. A. Ehrhardt , Matteo Marsili , Fernando Vega-Redondo

We exploit a continuous time random walk description of stock prices to obtain a fast and accurate evaluation of their volatility from intraday data. We show that financial markets are usefully described as open physical systems. Indeed we…

Other Condensed Matter · Physics 2008-12-02 Rosario Bartiromo

We develop a new method to find the number of volatility regimes in a nonstationary financial time series by applying unsupervised learning to its volatility structure. We use change point detection to partition a time series into locally…

Statistical Finance · Quantitative Finance 2022-11-15 Arjun Prakash , Nick James , Max Menzies , Gilad Francis

We study transient sequential dynamics of evolving dynamical networks, i.e., those having active nodes and links and activity-dependent topology. We show that such networks can generate sequences of metastable cluster states where each…

Chaotic Dynamics · Physics 2014-12-01 Oleg V. Maslennikov , Vladimir I. Nekorkin

We develop a topology data analysis-based method to detect early signs for critical transitions in financial data. From the time-series of multiple stock prices, we build time-dependent correlation networks, which exhibit topological…

Mathematical Finance · Quantitative Finance 2017-01-24 Marian Gidea

Existing studies on the degree correlation of evolving networks typically rely on differential equations and statistical analysis, resulting in only approximate solutions due to inherent randomness. To address this limitation, we propose an…

Computation · Statistics 2024-06-13 Yue Xiao , Xiaojun Zhang

We demonstrate using multi-layered networks, the existence of an empirical linkage between the dynamics of the financial network constructed from the market indices and the macroeconomic networks constructed from macroeconomic variables…

General Economics · Economics 2019-03-18 Kiran Sharma , Anindya S. Chakrabarti , Anirban Chakraborti

The topologies of predictable dynamic networks are continuously dynamic in terms of node position, network connectivity and link metric. However, their dynamics are almost predictable compared with the ad-hoc network. The existing routing…

Networking and Internet Architecture · Computer Science 2018-08-20 Zengyin Yang , Qian Wu , Zhize Li , Hewu Li , Jianping Wu

The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the fluctuations at different magnitudes have unique…

Statistical Finance · Quantitative Finance 2018-03-14 Longfeng Zhao , Wei Li , Andrea Fenu , Boris Podobnik , Yougui Wang , H. Eugene Stanley

Threshold rules of spreading in binary-state networks lead to cascades. We study persistent cascade-recovery dynamics on quasi-robust networks, i.e., networks which are robust against small trigger but may collapse for larger one. It is…

Physics and Society · Physics 2019-05-22 Nanxin Wei , Bo Fan

Dynamical processes taking place on real networks define on them evolving subnetworks whose topology is not necessarily the same of the underlying one. We investigate the problem of determining the emerging degree distribution, focusing on…

Physics and Society · Physics 2009-11-13 Luca Dall'Asta

The co-evolution of structure and dynamics, known as adaptivity, is a fundamental property in various systems and drives diverse emergent behaviors. However, the adaptivity in previous works is primarily stemmed from pairwise situations,…

Physics and Society · Physics 2025-08-22 Longzhao Liu , Hongwei Zheng , Zhihao Han , Xin Wang , Shaoting Tang