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We study the cluster dynamics of multichannel (multivariate) time series by representing their correlations as time-dependent networks and investigating the evolution of network communities. We employ a node-centric approach that allows us…

Physics and Society · Physics 2015-05-13 Daniel J. Fenn , Mason A. Porter , Mark McDonald , Stacy Williams , Neil F. Johnson , Nick S. Jones

Network science plays an increasingly important role to model complex data in many scientific disciplines. One notable feature of network organization is community structure, which refers to clusters of tightly interconnected nodes. A…

Social and Information Networks · Computer Science 2016-03-18 Dimitri Van De Ville

In this paper we revisit the concept of mobility entropy. Over time, the structure of spatial interactions among urban centres tends to become more complex and evolves from centralised models to more scattered origin and destination…

Physics and Society · Physics 2021-06-30 Valentina Marin , Carlos Molinero , Elsa Arcaute

Understanding how information flows through the financial networks is important, especially during times of market turbulence. Unlike traditional assumptions where information travels along the shortest paths, real-world diffusion processes…

Statistical Finance · Quantitative Finance 2025-09-12 Pawanesh Pawanesh , Charu Sharma , Niteesh Sahni

We present a modeling framework for dynamical and bursty contact networks made of agents in social interaction. We consider agents' behavior at short time scales, in which the contact network is formed by disconnected cliques of different…

Physics and Society · Physics 2010-03-09 Juliette Stehle , Alain Barrat , Ginestra Bianconi

A financial market is a system resulting from the complex interaction between participants in a closed economy. We propose a minimal microscopic model of the financial market economy based on the real economy's symmetry constraint and…

Physics and Society · Physics 2022-06-15 Liu Ziyin , Katsuya Ito , Kentaro Imajo , Kentaro Minami

The idea of a hierarchical spatial organization of society lies at the core of seminal theories in human geography that have strongly influenced our understanding of social organization. In the same line, the recent availability of…

Relations between users on social media sites often reflect a mixture of positive (friendly) and negative (antagonistic) interactions. In contrast to the bulk of research on social networks that has focused almost exclusively on positive…

Physics and Society · Physics 2010-03-15 Jure Leskovec , Daniel Huttenlocher , Jon Kleinberg

In evolving complex systems such as air traffic and social organizations, collective effects emerge from their many components' dynamic interactions. While the dynamic interactions can be represented by temporal networks with nodes and…

Social and Information Networks · Computer Science 2017-09-21 Tiago P. Peixoto , Martin Rosvall

We review some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and…

Physics and Society · Physics 2021-08-25 C. Coronnello , M. Tumminello , F. Lillo , S. Micciche` , R. N. Mantegna

In this article the problem of reconstructing the pattern of connection between agents from partial empirical data in a macro-economic model is addressed, given a set of behavioral equations. This systemic point of view puts the focus on…

General Economics · Economics 2019-01-30 Aurélien Hazan

We propose a minority route choice game to investigate the effect of the network structure on traffic network performance under the assumption of drivers' bounded rationality. We investigate ring-and-hub topologies to capture the nature of…

Multiagent Systems · Computer Science 2017-07-21 Toru Fujino , Yu Chen

Node centrality is one of the most important and widely used concepts in the study of complex networks. Here, we extend the paradigm of node centrality in financial and economic networks to consider the changes of node "importance" produced…

Mathematical Finance · Quantitative Finance 2020-06-05 Paolo Bartesaghi , Michele Benzi , Gian Paolo Clemente , Rosanna Grassi , Ernesto Estrada

This article introduces a novel method for detecting distinctive structural changes in economic data, particularly within frequency distribution tables. The approach identifies significant shifts in the distribution of a variable over time…

Applications · Statistics 2025-09-04 Joanna Dębicka , Edyta Mazurek

Financial transactions constitute connections between entities and through these connections a large scale heterogeneous weighted graph is formulated. In this labyrinth of interactions that are continuously updated, there exists a variety…

Machine Learning · Computer Science 2020-07-02 Antonia Gogoglou , Brian Nguyen , Alan Salimov , Jonathan Rider , C. Bayan Bruss

Interactions in natural communities can be highly heterogeneous, with any given species interacting appreciably with only some of the others, a situation commonly represented by sparse interaction networks. We study the consequences of…

Populations and Evolution · Quantitative Biology 2022-10-12 Stav Marcus , Ari M. Turner , Guy Bunin

Social systems are characterized by an enormous network of connections and factors that can influence the structure and dynamics of these systems. All financial markets, including the cryptocurrency market, belong to the economical sphere…

Statistical Finance · Quantitative Finance 2020-09-22 Stanisław Drożdż , Jarosław Kwapień , Paweł Oświęcimka , Tomasz Stanisz , Marcin Wątorek

Social systems are in a constant state of flux with dynamics spanning from minute-by-minute changes to patterns present on the timescale of years. Accurate models of social dynamics are important for understanding spreading of influence or…

Physics and Society · Physics 2017-01-02 Vedran Sekara , Arkadiusz Stopczynski , Sune Lehmann

Graphs are widely used in various fields of computer science. They have also found application in unrelated areas, leading to a diverse range of problems. These problems can be modeled as relationships between entities in various contexts,…

Data Structures and Algorithms · Computer Science 2024-05-20 Davide Rucci

Although the cluster theory literature is bountiful in economics and regional science, there is still a lack of understanding of how the geographical scales of analysis (neighbourhood, city, region) relate to one another and impact the…

Physics and Society · Physics 2019-05-14 Clémentine Cottineau , Elsa Arcaute