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Using the new data from the OECD-WTO world network of economic activities we construct the Google matrix $G$ of this directed network and perform its detailed analysis. The network contains 58 countries and 37 activity sectors for years…

Statistical Finance · Quantitative Finance 2015-07-21 V. Kandiah , H. Escaith , D. L. Shepelyansky

Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of maximally random weighted networks, whose…

General Finance · Quantitative Finance 2015-05-27 Agata Fronczak , Piotr Fronczak

Projected Entangled Pair States (PEPS) are a promising ansatz for the study of strongly correlated quantum many-body systems in two dimensions. But due to their high computational cost, developing and improving PEPS algorithms is necessary…

Quantum Physics · Physics 2014-09-05 Michael Lubasch , J. Ignacio Cirac , Mari-Carmen Bañuls

We introduce an algorithm able to reconstruct the relevant network structure on which the time evolution of country-product bipartite networks takes place. The significant links are obtained by selecting the largest values of the projected…

Economics · Quantitative Finance 2014-12-24 Andrea Zaccaria , Matthieu Cristelli , Andrea Tacchella , Luciano Pietronero

Starting from the idea of Tsallis on non-extensive statistical mechanics and the {\it q-entropy} notion, we recall the Theil index $Th$ and transform it into the $Th_q$ index. Both indices can be used to map onto themselves any time series…

Data Analysis, Statistics and Probability · Physics 2012-08-31 Marcel Ausloos , Janusz Miskiewicz

Collaboration networks are studied as an example of growing bipartite networks. These have been previously observed to have structure such as positive correlations between nearest-neighbour degrees. However, a detailed understanding of the…

Physics and Society · Physics 2009-11-11 Matti Peltomaki , Mikko Alava

The Cluster Variation Method known in statistical mechanics and condensed matter is revived for weighted bipartite networks. The decomposition of a Hamiltonian through a finite number of components, whence serving to define variable…

Physics and Society · Physics 2010-03-16 Marcel Ausloos , Mircea Gligor

Correlation matrices inferred from stock return time series contain information on the behaviour of the market, especially on clusters of highly correlating stocks. Here we study a subset of New York Stock Exchange (NYSE) traded stocks and…

Physics and Society · Physics 2009-11-13 Tapio Heimo , Jari Saramaki , Jukka-Pekka Onnela , Kimmo Kaski

The Economic Complexity Index (ECI; Hidalgo & Hausmann, 2009) measures the complexity of national economies in terms of product groups. Analogously to ECI, a Patent Complexity Index (PatCI) can be developed on the basis of a matrix of…

Economics · Quantitative Finance 2019-12-18 Inga Ivanova , Oivind Strand , Duncan Kushnir , Loet Leydesdorff

Large-scale networks of human interaction, in particular country-wide telephone call networks, can be used to redraw geographical maps by applying algorithms of topological community detection. The geographic projections of the emerging…

Social and Information Networks · Computer Science 2013-12-23 Stanislav Sobolevsky , Michael Szell , Riccardo Campari , Thomas Couronné , Zbigniew Smoreda , Carlo Ratti

This paper introduces the concepts of spectral influence and spectral cyclicality, both derived from the largest eigenvalue of a graph's adjacency matrix. These two novel centrality measures capture both diffusion and interdependence from a…

Social and Information Networks · Computer Science 2024-11-28 Nizar Riane

We present a study on portfolio investments in financial applications. We describe a general modeling and simulation framework and study the impact on the use of different metrics to measure the correlation among assets. In particular,…

Computational Engineering, Finance, and Science · Computer Science 2022-07-25 Stefano Ferretti

Percolation is an important topic in climate, physics, materials science, epidemiology, finance, and so on. Prediction of percolation thresholds with machine learning methods remains challenging. In this paper, we build a powerful graph…

Statistical Mechanics · Physics 2023-04-10 Hua Tian , Lirong Zhang , Youjin Deng , Wanzhou Zhang

Theoretical computer science plays an important role in the understanding of social networks and their properties. We can model information rippling throughout social networks, or the opinions of social media users for example, using graph…

Discrete Mathematics · Computer Science 2024-06-11 Timothy Horscroft

The purpose of this paper is to develop a self-optimized association algorithm based on PGRL (Policy Gradient Reinforcement Learning), which is both scalable, stable and robust. The term robust means that performance degradation in the…

Networking and Internet Architecture · Computer Science 2013-06-12 Richard Combes , Ilham El Bouloumi , Stephane Senecal , Zwi Altman

Parametric Markov chains (pMC) are used to model probabilistic systems with unknown or partially known probabilities. Although (universal) pMC verification for reachability properties is known to be coETR-complete, there have been efforts…

Logic in Computer Science · Computer Science 2025-04-29 Kasper Engelen , Guillermo A. Pérez , Shrisha Rao

Deep neural networks exhibit empirical neural scaling laws, with error decreasing as a power law with increasing model or data size, across a wide variety of architectures, tasks, and datasets. This universality suggests that scaling laws…

Machine Learning · Computer Science 2024-12-12 Ari Brill

In this paper the web is analyzed as a graph aggregated by host and pay-level domain (PLD). The web graph datasets, publicly available, have been released by the Common Crawl Foundation and are based on a web crawl performed during the…

Social and Information Networks · Computer Science 2019-03-13 Agostino Funel

Understanding the structure of communities in a network has a great importance in the economic analysis. Communities are indeed characterized by specific properties, that are different from those of both the individual node and the whole…

Physics and Society · Physics 2021-10-20 Paolo Bartesaghi , Stefano Benati , Gian Paolo Clemente , Rosanna Grassi

We propose a method of analyzing multivariate time series data that investigates lead-lag relationships among economic indicators during the COVID-19 era with a weighted directed network of lagged variables. The analysis includes a stock…

Social and Information Networks · Computer Science 2024-06-03 Amanda Goodrick , Hiroki Sayama
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