Related papers: Visualising stock flow consistent models as direct…
In some applications of matching, the structural or hierarchical properties of the two graphs being aligned must be maintained. The hierarchical properties are induced by the direction of the edges in the two directed graphs. These…
A market model in Stochastic Portfolio Theory is a finite system of strictly positive stochastic processes. Each process represents the capitalization of a certain stock. If at any time no stock dominates almost the entire market, which…
We present a method to derive macroscopic fluid-dynamic models from microscopic car-following models via a coarse-graining procedure. The method is first demonstrated for the optimal velocity model. The derived macroscopic model consists of…
The growing complexity of decision-making in public health and health care has motivated an increasing use of mathematical modeling. An important line of health modeling is based on stock & flow diagrams. Such modeling elevates transparency…
Symbolic models are abstract descriptions of continuous systems in which symbols represent aggregates of continuous states. In the last few years there has been a growing interest in the use of symbolic models as a tool for mitigating…
Causal models capture cause-effect relations both qualitatively - via the graphical causal structure - and quantitatively - via the model parameters. They offer a powerful framework for analyzing and constructing processes. Here, we…
We develop the theory of linear evolution equations associated with the adjacency matrix of a graph, focusing in particular on infinite graphs of two kinds: uniformly locally finite graphs as well as locally finite line graphs. We discuss…
We introduce the concept of compactly representing a large number of state sequences, e.g., sequences of activities, as a flow diagram. We argue that the flow diagram representation gives an intuitive summary that allows the user to detect…
In this paper we explore mathematical tools that can be used to relate directed and undirected random graph models to each other. We identify probability spaces on which a directed and an undirected graph model are equivalent, and…
In order to simulate the complex phenomena manifested in stock markets, we introduce a continuous asynchronous model in which millions of individual traders interact through a central orders matching mechanism, just as it happens in real…
We use the asymmetric simple exclusion process for describing vehicular traffic flow at the intersection of two streets. No traffic lights control the traffic flow. The approaching cars to the intersection point yield to each other to avoid…
A parameter of a mathematical model is structurally identifiable if it can be determined from noiseless experimental data. Here, we examine the identifiability properties of two important classes of linear compartmental models:…
We present a simple continuous-time model of clearing in financial networks. Financial firms are represented as "tanks" filled with fluid (money), flowing in and out. Once "pipes" connecting "tanks" are open, the system reaches the clearing…
We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market…
Several interesting properties of a special type of matrix that has a row sum equal to the column sum are shown with the proofs. Premagic matrix can be applied to strongly connected directed network graph due to its nodes conservation flow.…
Many numerical methods for evaluating matrix functions can be naturally viewed as computational graphs. Rephrasing these methods as directed acyclic graphs (DAGs) is a particularly effective approach to study existing techniques, improve…
We introduce a new class of graphical models that generalizes Lauritzen-Wermuth-Frydenberg chain graphs by relaxing the semi-directed acyclity constraint so that only directed cycles are forbidden. Moreover, up to two edges are allowed…
This paper proposes a simple procedure to decide whether the empirically-observed adjacency or weights matrix, which characterizes the graph underlying a socio-economic network, is sufficiently symmetric (respectively, asymmetric) to…
It is well received in the space syntax community that traffic flow is significantly correlated to a morphological property of streets, which are represented by axial lines, forming a so called axial map. The correlation co-efficient (R…
Directed acyclic graphs have been used fruitfully to represent causal strucures (Pearl 1988). However, in the social sciences and elsewhere models are often used which correspond both causally and statistically to directed graphs with…