Related papers: Structure of local interactions in complex financi…
Systems of dynamical interactions between competing species can be used to model many complex systems, and can be mathematically described by {\em random} networks. Understanding how patterns of activity arise in such systems is important…
Financial networks have become extremely useful in characterizing the structure of complex financial systems. Meanwhile, the time evolution property of the stock markets can be described by temporal networks. We utilize the temporal network…
Cities are typical dynamic complex systems that connect people and facilitate interactions. Revealing universal collective patterns behind spatio-temporal interactions between residents is crucial for various urban studies, of which we are…
Temporal networks model how the interaction between elements in a complex system evolve over time. Just like complex systems display collective dynamics, here we interpret temporal networks as trajectories performing a collective motion in…
We study a model ecosystem by means of dynamical techniques from disordered systems theory. The model describes a set of species subject to competitive interactions through a background of resources, which they feed upon. Additionally…
This research investigates the impact of dynamic, time-varying interactions on cooperative behaviour in social dilemmas. Traditional research has focused on deterministic rules governing pairwise interactions, yet the impact of interaction…
The theory of complex networks and of disordered systems is used to study the stability and dynamical properties of a simple model of material flow networks defined on random graphs. In particular we address instabilities that are…
The morphology of urban agglomeration is studied here in the context of information exchange between different spatio-temporal scales. Cities are multidimensional non-linear phenomena, so understanding the relationships and connectivity…
Among the various factors affecting the firms positioning and performance in modern day markets, capital structure of the firm has its own way of expressing itself as a crucial one. With the rapid changes in technology, firms are being…
We investigate the daily correlation present among market indices of stock exchanges located all over the world in the time period Jan 1996 - Jul 2009. We discover that the correlation among market indices presents both a fast and a slow…
We provide an overview of the relationship between financial networks and systemic risk. We present a taxonomy of different types of systemic risk, differentiating between direct externalities between financial organizations (e.g.,…
Community detection methods can be used to explore the structure of complex systems. The well-known modular configurations in complex financial systems indicate the existence of community structures. Here we analyze the community properties…
We model financial transactions as random walks on activity-driven temporal networks. By enforcing fund conservation, our framework analytically derives heavy-tailed distributions for the stationary balances and transaction sizes.…
Ecological communities with many species can be classified into dynamical phases. In systems with all-to-all interactions, a phase where a fixed point is always reached and a dynamically-fluctuating phase have been found. The dynamics when…
We present a numerical analysis of local community assembly through weak migration from a regional species pool. At equilibrium, the local community consists of a subset ("clique") of species from the regional community. Our analysis…
The measured correlations of financial time series in subsequent epochs change considerably as a function of time. When studying the whole correlation matrices, quasi-stationary patterns, referred to as market states, are seen by applying…
Many natural systems are organized as networks, in which the nodes (be they cells, individuals or populations) interact in a time-dependent fashion. The dynamic behavior of these networks depends on how these nodes are connected, which can…
Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the production of complex products, they may also…
From critical infrastructure, to physiology and the human brain, complex systems rarely occur in isolation. Instead, the functioning of nodes in one system often promotes or suppresses the functioning of nodes in another. Despite advances…
Financial stock returns correlations have been studied in the prism of random matrix theory, to distinguish the signal from the "noise". Eigenvalues of the matrix that are above the rescaled Marchenko Pastur distribution can be interpreted…