Related papers: Structure of local interactions in complex financi…
Interbank markets are often characterised in terms of a core-periphery network structure, with a highly interconnected core of banks holding the market together, and a periphery of banks connected mostly to the core but not internally. This…
The study of the properties and structure of a city's road network has for many years been the focus of much work, as has the mathematical modelling of the location of its retail activity and of the emergence of clustering in retail…
Complex systems such as ecological communities and neuron networks are essential parts of our everyday lives. These systems are composed of units which interact through intricate networks. The ability to predict sudden changes in the…
A simple spin model is studied, motivated by the dynamics of traders in a market where expectation bubbles and crashes occur. The dynamics is governed by interactions which are frustrated across different scales: While ferromagnetic…
We investigate a model of stratified economic interactions between agents when the notion of spatial location is introduced. The agents are placed on a network with near-neighbor connections. Interactions between neighbors can occur only if…
Over the last few years there has been a growing interest in using financial trading networks to understand the microstructure of financial markets. Most of the methodologies developed so far for this purpose have been based on the study of…
Human social interactions in local settings can be experimentally detected by recording the physical proximity and orientation of people. Such interactions, approximating face-to-face communications, can be effectively represented as time…
People tend to have their social interactions with members of their own community. Such group-structured interactions can have a profound impact on the behaviors that evolve. Group structure affects the way people cooperate, and how they…
Many models have been proposed to analyze the evolution of opinion structure due to the interaction of individuals in their social environment. Such models analyze the spreading of ideas both in completely interacting backgrounds and on…
Understanding of the mechanisms driving our daily face-to-face encounters is still limited; the field lacks large-scale datasets describing both individual behaviors and their collective interactions. However, here, with the help of travel…
Complex systems contain a lot of individuals and some interactions between them. The structure of interactions can be modeled to be a network: nodes represent individuals and links to be interaction between two individuals. This paper tries…
The analysis of multilayer networks is among the most active areas of network science, and there are now several methods to detect dense "communities" of nodes in multilayer networks. One way to define a community is as a set of nodes that…
A challenging problem in the study of complex systems is that of resolving, without prior information, the emergent, mesoscopic organization determined by groups of units whose dynamical activity is more strongly correlated internally than…
Studying how social contexts shape technology interactions and how we experience them is hard. One challenge is that social contexts are very dynamic and shaped by the situated practices of everyone involved. As a result, the same…
A class of systems is considered, where immobile species associated to distinct patches, the nodes of a network, interact both locally and at a long-range, as specified by an (interaction) adjacency matrix. Non local interactions are…
In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…
One of the most prominent properties in real-world networks is the presence of a community structure, i.e. dense and loosely interconnected groups of nodes called communities. In an attempt to better understand this concept, we study the…
The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of…
The stability analysis of socioeconomic systems has been centered on answering whether small perturbations when a system is in a given quantitative state will push the system permanently to a different quantitative state. However, typically…
Social interactions influence our thoughts, opinions and actions. In this paper, social interactions are studied within a group of individuals composed of influential social leaders and followers. Each person is assumed to maintain a social…