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Different distance matrices are defined and applied to look for correlations between the gross domestic product of G7 countries. Results are illustrated through displays obtained from various graph methods. Significant similarities between…

Physics and Society · Physics 2012-10-03 Janusz Miskiewicz , Marcel Ausloos

The combination of the network theoretic approach with recently available abundant economic data leads to the development of novel analytic and computational tools for modelling and forecasting key economic indicators. The main idea is to…

General Finance · Quantitative Finance 2014-03-05 Andreas Joseph , Irena Vodenska , Eugene Stanley , Guanrong Chen

Since 2008, the network analysis of financial systems is one of the most important subjects in economics. In this paper, we have used the complexity approach and Random Matrix Theory (RMT) for analyzing the global banking network. By…

Statistical Finance · Quantitative Finance 2020-07-30 Ali Namaki , Jamshid Ardalankia , Reza Raei , Leila Hedayatifar , Ali Hosseiny , Emmanuel Haven , G. Reza Jafari

We propose a novel approach for analysing time series using complex network theory. We identify the recurrence matrix calculated from time series with the adjacency matrix of a complex network, and apply measures for the characterisation of…

Chaotic Dynamics · Physics 2009-10-17 N. Marwan , J. F. Donges , Y. Zou , R. V. Donner , J. Kurths

We introduce a scalable searching algorithm for finding nodes and contents in random networks with Power-Law (PL) and heavy-tailed degree distributions. The network is searched using a probabilistic broadcast algorithm, where a query…

Disordered Systems and Neural Networks · Physics 2007-05-23 Nima Sarshar , P. Oscar Boykin , Vwani P. Roychowdhury

Finding the important nodes in complex networks by topological structure is of great significance to network invulnerability. Several centrality measures have been proposed recently to evaluate the performance of nodes based on their…

Social and Information Networks · Computer Science 2021-02-23 Pengli Lu , Chen Dong , Yuhong Guo

In this paper we analyze the bipartite network of countries and products from UN data on country production. We define the country-country and product-product projected networks and introduce a novel method of filtering information based on…

Ten years ago we presented a modified version of Okun law for the biggest developed economies and reported its excellent predictive power. In this study, we revisit the original models using the estimates of real GDP per capita and…

General Economics · Economics 2021-04-13 Ivan Kitov

Stimulated by the growing interest in the applications of complex networks framework on time series analysis, we devise a network model in which each of $N$ nodes is associated with a random walk of length $L$. Connectivity between any two…

Physics and Society · Physics 2018-10-03 Harinder Pal , Thomas H. Seligman , Juan V. Escobar

In this research, a number of popular network measurement algorithms have been applied to several brain networks (based on applicability of algorithms) for finding out statistical correlation among these popular network measurements which…

Neurons and Cognition · Quantitative Biology 2023-03-30 Rakib Hassan Pran

The cross-correlations between the exchange rate fluctuations of 74 currencies over the period 1995-2012 are analyzed in this paper. The eigenvalue distribution of the cross-correlation matrix exhibits a bulk which approximately matches the…

Statistical Finance · Quantitative Finance 2013-05-02 Sitabhra Sinha , Uday Kovur

The main purpose of percolation theory is to model phase transitions in a variety of random systems, which is highly valuable in fields related to materials physics, biology, or otherwise unrelated areas like oil extraction or even quantum…

Statistical Mechanics · Physics 2025-01-28 Daniel García Solla

Two network measures known as the Economic Complexity Index (ECI) and Product Complexity Index (PCI) have provided important insights into patterns of economic development. We show that the ECI and PCI are equivalent to a spectral…

Economics · Quantitative Finance 2021-10-05 Penny Mealy , J. Doyne Farmer , Alexander Teytelboym

The paper applies some recent developments of network analysis in order to perform a comparative study of EU countries in relation with the fluctuations of some macroeconomic indicators. The statistical distances between countries,…

Physics and Society · Physics 2007-05-23 Mircea Gligor , Marcel Ausloos

Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently introduced mathematical techniques to study multivariate time series pertaining to country inflation (CPI),…

Statistical Finance · Quantitative Finance 2022-09-22 Nick James , Max Menzies , Kevin Chin

Different network models have been suggested for the topology underlying complex interactions in natural systems. These models are aimed at replicating specific statistical features encountered in real-world networks. However, it is rarely…

Physics and Society · Physics 2012-06-11 Stefano Cardanobile , Volker Pernice , Moritz Deger , Stefan Rotter

The relatedness between a country or a firm and a product is a measure of the feasibility of that economic activity. As such, it is a driver for investments at a private and institutional level. Traditionally, relatedness is measured using…

Machine Learning · Computer Science 2022-06-22 Giambattista Albora , Andrea Zaccaria

A significant problem in analysis of complex network is to reveal community structure, in which network nodes are tightly connected in the same communities, between which there are sparse connections. Previous algorithms for community…

Physics and Society · Physics 2018-04-25 Jingming Zhang , Jianjun Cheng , Xing Su , Xinhong Yin , Shiyan Zhao , Xiaoyun Chen

Correlation matrices contain a wide variety of spatio-temporal information about a dynamical system. Predicting correlation matrices from partial time series information of a few nodes characterizes the spatio-temporal dynamics of the…

Machine Learning · Computer Science 2023-03-14 Nikhil Easaw , Woo Seok Lee , Prashant Singh Lohiya , Sarika Jalan , Priodyuti Pradhan

We consider different methods, that do not rely on numerical simulations of the percolation process, to approximate percolation thresholds in networks. We perform a systematic analysis on synthetic graphs and a collection of 109 real…

Physics and Society · Physics 2015-01-16 Filippo Radicchi