Related papers: Structure of local interactions in complex financi…
In the past decade, cities have experienced rapid growth, expansion, and changes in their community structure. Many aspects of critical urban infrastructure are closely coupled with the human communities that they serve. Urban communities…
The significant role of space in maintaining species coexistence and determining community structure and function is well established. However, community ecology studies have mainly focused on simple competition and predation systems, and…
In complex financial systems, the sector structure and volatility clustering are respectively important features of the spatial and temporal correlations. However, the microscopic generation mechanism of the sector structure is not yet…
To investigate the universality of the structure of interactions in different markets, we analyze the cross-correlation matrix C of stock price fluctuations in the National Stock Exchange (NSE) of India. We find that this emerging market…
Various company interactions can be described by networks, for instance the ownership networks and the board membership networks. To understand the ecosystem of companies, these interactions cannot be seen in isolation. For this purpose we…
We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE) traded stocks with stocks corresponding to nodes and the links between them added one after the other, according to the strength of the…
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…
One of the most important features of capital markets as an adaptive complex networks is their collective behavior. In this paper, we have analyzed the banking sectors of 4 world stock markets,which composed of emerging and matures ones. By…
We study the structure of heterosexual dating markets in the United States through an analysis of the interactions of several million users of a large online dating web site, applying recently developed network analysis methods to the…
The correlation matrix formalism is used to study temporal aspects of the stock market evolution. This formalism allows to decompose the financial dynamics into noise as well as into some coherent repeatable intraday structures. The present…
This paper provides a general method to directly translate a classical economic framework with a large number of agents into a field-formalism model. This type of formalism allows the analytical treatment of economic models with an…
Recent research has shown the deep impact of the dynamics of human interactions (or temporal social networks) on the spreading of information, opinion formation, etc. In general, the bursty nature of human interactions lowers the…
We propose a group model for correlations in stock markets. In the group model the markets are composed of several groups, within which the stock price fluctuations are correlated. The spectral properties of empirical correlation matrices…
The contact structure of the population shapes the progression of epidemics. Nonetheless, the joint evolution of individual behavioral adaptations and disease dynamics on networks remains poorly understood. We use a…
In the age of globalization, it is natural that the stock market of each country is not independent form the other markets. In this case, collective behavior could be emerged form their dependency together. This article studies the…
Bacteria possess diverse mechanisms to regulate their motility in response to environmental and physiological signals, enabling them to navigate complex habitats and adapt their behavior. Among these mechanisms, interspecies recognition…
A minimal stochastic dynamical model of the interbank network is introduced, with linear interactions mediated by an integral of recent variations. Defining stress as the variance over the banks' states, the interaction correction to the…
We investigate the emergence of a structure in the correlation matrix of assets' returns as the time-horizon over which returns are computed increases from the minutes to the daily scale. We analyze data from different stock markets (New…
Random intersection graphs containing an underlying community structure are a popular choice for modelling real-world networks. Given the group memberships, the classical random intersection graph is obtained by connecting individuals when…
Following the financial crisis of 2007-2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topological features of network structures influence how easily…