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Many real-world complex systems consist of a set of elementary units connected by relationships of different kinds. All such systems are better described in terms of multiplex networks, where the links at each layer represent a different…

The possibility of statistical evaluation of the market completeness and incompleteness is investigated for continuous time diffusion stock market models. It is known that the market completeness is not a robust property: small random…

This study attempts to investigate into the structure and features of global equity markets from a time-frequency perspective. An analysis grounded on this framework allows one to capture information from a different dimension, as opposed…

A crucial task in the analysis of on-line social-networking systems is to identify important people --- those linked by strong social ties --- within an individual's network neighborhood. Here we investigate this question for a particular…

We constructs a new network by superposition of hexahedron , which are scale-free, highly sparse,disassortative ,and maximal planar graphs. The network degree distribution, agglomeration coefficient and degree of correlation are computed…

By analyzing a large data set of daily returns with data clustering technique, we identify economic sectors as clusters of assets with a similar economic dynamics. The sector size distribution follows Zipf's law. Secondly, we find that…

I study the limit of a large random economy, where a set of consumers invests in financial instruments engineered by banks, in order to optimize their future consumption. This exercise shows that, even in the ideal case of perfect…

A good deal of current research in complex networks involves the characterization and/or classification of the topological properties of given structures, which has motivated several respective measurements. This letter proposes a framework…

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 multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series. The rich information derivable from the…

It has been discovered recently that many social, biological and ecological systems have the so-called small-world and scale-free features, which has provoked new research interest in the studies of various complex networks. Yet, most…

Measuring robustness is a fundamental task for analyzing the structure of complex networks. Indeed, several approaches to capture the robustness properties of a network have been proposed. In this paper we focus on spectral graph theory…

Many real-world complex networks contain a significant amount of structural redundancy, in which multiple vertices play identical topological roles. Such redundancy arises naturally from the simple growth processes which form and shape many…

Financial markets are of much interest to researchers due to their dynamic and stochastic nature. With their relations to world populations, global economies and asset valuations, understanding, identifying and forecasting trends and…

The worldwide trade network has been widely studied through different data sets and network representations with a view to better understanding interactions among countries and products. Here we investigate international trade through the…

We investigate the possibility of statistical evaluation of the market completeness for discrete time stock market models. It is known that the market completeness is not a robust property: small random deviations of the coefficients…

We demonstrate how sophisticated graph properties, such as small distances and scale-free degree distributions, arise naturally from a reinforcement mechanism on layered graphs. Every node is assigned an a-priori i.i.d. fitness with…

We compare correlations and coherent structures in nuclei and financial markets. In the nuclear physics part we review giant resonances which can be interpreted as a coherent structure embedded in chaos. With similar methods we investigate…

The field of Financial Networks is a paramount example of the novel applications of Statistical Physics that have made possible by the present data revolution. As the total value of the global financial market has vastly outgrown the value…

The understanding of complex social or economic systems is an important scientific challenge. Here we present a comprehensive study of the Spanish Stock Exchange showing that most financial firms trading in that market are characterized by…