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The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…

Probability · Mathematics 2015-09-03 Helena Ferreira , Luísa Pereira , Ana Paula Martins

The extreme values theory presents specific tools for modeling and predicting extreme phenomena. In particular, risk assessment is often analyzed through measures for tail dependence and high values clustering. Despite technological…

Statistics Theory · Mathematics 2020-03-23 Helena Ferreira , Marta Ferreira

In financial markets marked by inherent volatility, extreme events can result in substantial investor losses. This paper proposes a portfolio strategy designed to mitigate extremal risks. By applying extreme value theory, we evaluate the…

Portfolio Management · Quantitative Finance 2024-09-20 Qian Hui , Tiandong Wang

Network data sets are often constructed by some kind of thresholding procedure. The resulting networks frequently possess properties such as heavy-tailed degree distributions, clustering, large connected components and short average…

Social and Information Networks · Computer Science 2020-06-02 George T. Cantwell , Yanchen Liu , Benjamin F. Maier , Alice C. Schwarze , Carlos A. Serván , Jordan Snyder , Guillaume St-Onge

In (Deffuant et al., 2002), we proposed a simple model of opinion dynamics, which we used to simulate the influence of extremists in a population. Simulations were run without any specific interaction structure and varying the simulation…

Other Condensed Matter · Physics 2015-06-24 F. Amblard , G. Deffuant

This paper investigates the use of extreme value theory for modelling the distribution of demand-net-of-wind for capacity adequacy assessment. Extreme value theory approaches are well-established and mathematically justified methods for…

Applications · Statistics 2019-07-31 Amy L Wilson , Stan Zachary

We demonstrate how sophisticated graph properties, such as small distances and scale-free degree distributions, arise naturally from a reinforcement mechanism on layered graphs. Every node is assigned an a-priori i.i.d. fitness with…

Probability · Mathematics 2020-06-02 Markus Heydenreich , Christian Hirsch

Theoretical computer science plays an important role in the understanding of social networks and their properties. We can model information rippling throughout social networks, or the opinions of social media users for example, using graph…

Discrete Mathematics · Computer Science 2024-06-11 Timothy Horscroft

The structure of many complex networks includes edge directionality and weights on top of their topology. Network analysis that can seamlessly consider combination of these properties are desirable. In this paper, we study two important…

Social and Information Networks · Computer Science 2021-11-24 Frederique Oggier , Silivanxay Phetsouvanh , Anwitaman Datta

Time-limited states characterise many dynamical processes on networks: disease infected individuals recover after some time, people forget news spreading on social networks, or passengers may not wait forever for a connection. These…

Physics and Society · Physics 2023-06-13 Arash Badie-Modiri , Márton Karsai , Mikko Kivelä

This paper studies the problem of controlling complex networks, that is, the joint problem of selecting a set of control nodes and of designing a control input to steer a network to a target state. For this problem (i) we propose a metric…

Systems and Control · Computer Science 2014-03-04 Fabio Pasqualetti , Sandro Zampieri , Francesco Bullo

Controllability, a basic property of various networked systems, has gained profound theoretical applications in complex social, technological, biological, and brain networks. Yet, little attention has been given to the control trajectory…

Optimization and Control · Mathematics 2018-06-13 Aming Li , Long Wang , Frank Schweitzer

We present here two promising techniques for the application of the complex network approach to continuous spatio-temporal systems that have been developed in the last decade and show large potential for future application and development…

Data Analysis, Statistics and Probability · Physics 2015-07-19 Norbert Marwan , Jürgen Kurths

Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types…

Methodology · Statistics 2023-03-09 Graeme Auld , Ioannis Papastathopoulos

We model information dissemination as a susceptible-infected epidemic process and formulate a problem to jointly optimize seeds for the epidemic and time varying resource allocation over the period of a fixed duration campaign running on a…

Social and Information Networks · Computer Science 2017-06-29 Kundan Kandhway , Joy Kuri

For a reliable prediction of an epidemic or information spreading pattern in complex systems, well-defined measures are essential. In the susceptible-infected model on heterogeneous networks, the cluster of infected nodes in the…

Physics and Society · Physics 2019-04-10 Mi Jin Lee , Deok-Sun Lee

Temporal networks, whose links are activated or deactivated over time, are used to represent complex systems such as social interactions or collaborations occurring at specific times. Such networks facilitate the spread of information and…

Social and Information Networks · Computer Science 2025-02-27 Tianrui Mao , Shilun Zhang , Alan Hanjalic , Huijuan Wang

Nodes in real-world networks are usually organized in local modules. These groups, called communities, are intuitively defined as sub-graphs with a larger density of internal connections than of external links. In this work, we introduce a…

Physics and Society · Physics 2010-04-21 Andrea Lancichinetti , Filippo Radicchi , Jose J. Ramasco

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…

Statistics Theory · Mathematics 2021-04-23 Graeme Auld , Ioannis Papastathopoulos

Preferential attachment is an appealing edge generating mechanism for modeling social networks. It provides both an intuitive description of network growth and an explanation for the observed power laws in degree distributions. However,…

Methodology · Statistics 2017-12-21 Phyllis Wan , Tiandong Wang , Richard A. Davis , Sidney I. Resnick