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We recently introduced a formalism for the modeling of temporal networks, that we call stream graphs. It emphasizes the streaming nature of data and allows rigorous definitions of many important concepts generalizing classical graphs. This…

Social and Information Networks · Computer Science 2021-11-24 Matthieu Latapy , Clémence Magnien , Tiphaine Viard

We introduce and study analogues of expander and hyperfinite graph sequences in the context of directed acyclic graphs, which we call "extender" and "hypershallow" graph sequences, respectively. Our main result is a probabilistic…

Combinatorics · Mathematics 2023-06-22 Endre Csóka , Łukasz Grabowski

Missing data is a pervasive problem in data analyses, resulting in datasets that contain censored realizations of a target distribution. Many approaches to inference on the target distribution using censored observed data, rely on missing…

Machine Learning · Statistics 2019-07-02 Rohit Bhattacharya , Razieh Nabi , Ilya Shpitser , James M. Robins

The standard way to parameterize the distributions represented by a directed acyclic graph is to insert a parametric family for the conditional distribution of each random variable given its parents. We show that when one's goal is to test…

Methodology · Statistics 2013-02-08 James M. Robins , Larry A. Wasserman

Traffic on a circular road is described by dynamic programming equations associated to optimal control problems. By solving the equations analytically, we derive the relation between the average car density and the average car flow, known…

Optimization and Control · Mathematics 2010-02-11 Nadir Farhi

Stock market returns are typically analyzed using standard regression, yet they reside on irregular domains which is a natural scenario for graph signal processing. To this end, we consider a market graph as an intuitive way to represent…

Portfolio Management · Quantitative Finance 2021-06-08 Alvaro Arroyo , Bruno Scalzo , Ljubisa Stankovic , Danilo P. Mandic

We provide complete source code for a front-end GUI and its back-end counterpart for a stock market visualization tool. It is built based on the "functional visualization" concept we discuss, whereby functionality is not sacrificed for…

Portfolio Management · Quantitative Finance 2018-04-03 Zura Kakushadze , Willie Yu

Directed acyclic graphs (DAGs) are commonly used to model causal relationships among random variables. In general, learning the DAG structure is both computationally and statistically challenging. Moreover, without additional information,…

Machine Learning · Statistics 2024-03-26 Ali Shojaie , Wenyu Chen

Motion planning is a fundamental problem of robotics with applications in many areas of computer science and beyond. Its restriction to graphs has been investigated in the literature for it allows to concentrate on the combinatorial problem…

Discrete Mathematics · Computer Science 2009-04-14 Zhilin Wu , Stephane Grumbach

One of the themes that have been approached more and more within the specialised literature is being represented by economic cycles. The analysis of these is very useful in the long term predictions, in finding solutions for the economic…

General Economics · Economics 2025-01-15 Cristina Tanasescu , Amelia Bucur , Camelia Oprean-Stan

Causal models in statistics are often described using acyclic directed mixed graphs (ADMGs), which contain directed and bidirected edges and no directed cycles. This article surveys various interpretations of ADMGs, discusses their…

Statistics Theory · Mathematics 2025-03-28 Qingyuan Zhao

We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…

Disordered Systems and Neural Networks · Physics 2012-03-12 E. S. Roberts , A. Annibale , A. C. C. Coolen

We report on the status of GNA --- a new framework for fitting large-scale physical models. GNA utilizes the data flow concept within which a model is represented by a directed acyclic graph. Each node is an operation on an array (matrix…

Mathematical Software · Computer Science 2019-10-02 Anna Fatkina , Maxim Gonchar , Anastasia Kalitkina , Liudmila Kolupaeva , Dmitry Naumov , Dmitry Selivanov , Konstantin Treskov

Directed acyclic graphs are the basic representation of the structure underlying Bayesian networks, which represent multivariate probability distributions. In many practical applications, such as the reverse engineering of gene regulatory…

Computation · Statistics 2013-11-15 Jack Kuipers , Giusi Moffa

In this paper, we study discrete Lyapunov models, which consist of steady-state distributions of first-order vector autoregressive models. The parameter matrix of such a model encodes a directed graph whose vertices correspond to the…

Despite the enormous success of graph neural networks (GNNs), most existing GNNs can only be applicable to undirected graphs where relationships among connected nodes are two-way symmetric (i.e., information can be passed back and forth).…

Machine Learning · Computer Science 2021-10-15 Zhuo Tan , Bin Liu , Guosheng Yin

New theoretical approaches about forecasting stock markets are proposed. A mathematization of the stock market in terms of arithmetical relations is given, where some simple (non-differential, non-fractal) expressions are also suggested as…

Physics and Society · Physics 2008-12-10 Caglar Tuncay

Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here, we show that a pairwise maximum entropy model (or auto-logistic model) is able to describe switches…

Statistical Finance · Quantitative Finance 2014-01-28 Thomas Bury

The pedestrian flow is one of the most complex systems, involving large populations of interacting agents. Models at microscopic and macroscopic scales offer different advantages for studying related problems. In general, microscopic models…

Adaptation and Self-Organizing Systems · Physics 2026-01-27 Liangze Yang , Hui Yu , Jie Du

Category theory has been recently used as a tool for constructing and modeling an information flow framework. Here, we show that the flow of information can be described using preradicals. We prove that preradicals generalize the notion of…

Category Theory · Mathematics 2021-12-14 Sebastian Pardo G. , Gabriel A. Silva