Related papers: Structure of local interactions in complex financi…
A great variety of systems in nature, society and technology -- from the web of sexual contacts to the Internet, from the nervous system to power grids -- can be modeled as graphs of vertices coupled by edges. The network structure,…
We explore the interplay of network structure, topology, and dynamic interactions between nodes using the paradigm of distributed synchronization in a network of coupled oscillators. As the network evolves to a global steady state,…
We demonstrate that future market correlation structure can be predicted with high out-of-sample accuracy using a multiplex network approach that combines information from social media and financial data. Market structure is measured by…
Many real-world complex systems including human interactions can be represented by temporal (or evolving) networks, where links activate or deactivate over time. Characterizing temporal networks is crucial to compare such systems and to…
We investigate the properties of correlation based networks originating from economic complex systems, such as the network of stocks traded at the New York Stock Exchange (NYSE). The weaker links (low correlation) of the system are found to…
Using data from world stock exchange indices prior to and during periods of global financial crises, clusters and networks of indices are built for different thresholds and diverse periods of time, so that it is then possible to analyze how…
Social interactions vary in time and appear to be driven by intrinsic mechanisms, which in turn shape the emerging structure of the social network. Large-scale empirical observations of social interaction structure have become possible only…
In the past years, network theory has successfully characterized the interaction among the constituents of a variety of complex systems, ranging from biological to technological, and social systems. However, up until recently, attention was…
Random intersection graphs model networks with communities, assuming an underlying bipartite structure of groups and individuals, where these groups may overlap. Group memberships are generated through the bipartite configuration model.…
We consider a model for population dynamics such as for the evolution of bacterial colonies which is of the Fisher type but where the competitive interaction among individuals is non-local, and show that spatial structures with interesting…
Network structure strongly constrains the range of dynamic behaviors available to a complex system. These system dynamics can be classified based on their response to perturbations over time into two distinct regimes, ordered or chaotic,…
We explore structural stability of weighted and unweighted networks of positively interacting agents against a negative external field. We study how the agents support the activity of each other to confront the negative field, which…
We investigate how the response of coupled dynamical systems is modified due to a structural alteration of the interaction. The majority of the literature focuses on additive perturbations and symmetrical interaction networks. Here, we…
Electronic databases, from phone to emails logs, currently provide detailed records of human communication patterns, offering novel avenues to map and explore the structure of social and communication networks. Here we examine the…
We study the structure of inter-industry relationships using networks of money flows between industries in 20 national economies. We find these networks vary around a typical structure characterized by a Weibull link weight distribution,…
In signed networks, some existing community detection methods treat negative connections as intercommunity links and positive ones as intracommunity links. However, it is important to recognize that negative links on real-world networks…
In complex systems, many different parts interact in non-obvious ways. Traditional research focuses on a few or a single aspect of the problem so as to analyze it with the tools available. To get a better insight of phenomena that emerge…
The concept of states of financial markets based on correlations has gained increasing attention during the last 10 years. We propose to retrace some important steps up to 2018, and then give a more detailed view of recent developments that…
We study the time dependence of maximal spanning trees and asset graphs based on correlation matrices of stock returns. In these networks the nodes represent companies and links are related to the correlation coefficients between them.…
Links in many real-world networks activate and deactivate in correspondence to the sporadic interactions between the elements of the system. The activation patterns may be irregular or bursty and play an important role on the dynamics of…