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We examine the shapes attainable by the forward- and yield-curve in the widely-used Svensson family, including the Nelson-Siegel and Bliss subfamilies. We provide a complete classification of all attainable shapes and partition the…

Mathematical Finance · Quantitative Finance 2024-10-14 Martin Keller-Ressel , Felix Sachse

Network embeddings learn to represent nodes as low-dimensional vectors to preserve the proximity between nodes and communities of the network for network analysis. The temporal edges (e.g., relationships, contacts, and emails) in dynamic…

Social and Information Networks · Computer Science 2019-06-25 Chuanchang Chen , Yubo Tao , Hai Lin

The interplay between topology and dynamics in complex networks is a fundamental but widely unexplored problem. Here, we study this phenomenon on a prototype model in which the network is shaped by a dynamical variable. We couple the…

Statistical Mechanics · Physics 2008-06-13 Diego Garlaschelli , Andrea Capocci , Guido Caldarelli

We study spatial networks constructed by randomly placing nodes on a manifold and joining two nodes with an edge whenever their distance is less than a certain cutoff. We derive the general expression for the connectivity distribution of…

Disordered Systems and Neural Networks · Physics 2009-11-10 Carl Herrmann , Marc Barthelemy , Paolo Provero

A novel local evolution equation for one-dimensional interfaces is derived in the context of erosion by ion beam sputtering. We present numerical simulations of this equation which show interrupted coarsening in which an ordered cell…

Statistical Mechanics · Physics 2009-11-13 Javier Muñoz-García , Rodolfo Cuerno , Mario Castro

We introduce the model of two-dimensional continuous random interlacements, which is constructed using the Brownian trajectories conditioned on not hitting a fixed set (usually, a disk). This model yields the local picture of Wiener sausage…

Probability · Mathematics 2020-08-17 Francis Comets , Serguei Popov

One of the most important features of spatial networks such as transportation networks, power grids, Internet, neural networks, is the existence of a cost associated with the length of links. Such a cost has a profound influence on the…

Physics and Society · Physics 2013-06-04 Rémi Louf , Pablo Jensen , Marc Barthelemy

We investigate the emergence and persistence of communities through a recently proposed mechanism of adaptive rewiring in coevolutionary networks. We characterize the topological structures arising in a coevolutionary network subject to an…

Physics and Society · Physics 2015-06-22 J. C. González-Avella , M. G. Cosenza , J. L. Herrera , K. Tucci

We describe the evolution under the mean curvature flow of embedded Lagrangian spherical surfaces in the complex Euclidean plane $\mathbb{C}^2$. In particular, we answer the Question 4.7 addressed in [Ne10b] by A. Neves about finding out a…

Differential Geometry · Mathematics 2018-02-12 Ildefonso Castro , Ana M. Lerma , Vicente Miquel

The natural paramterization or length for the Schramm-Loewner evolution (SLE{\kappa}) is the candidate for the scaling limit of the length of discrete curves for \kappa < 8. We improve the proof of the existence of the parametrization and…

Probability · Mathematics 2012-09-13 Gregory F. Lawler , Mohammad A. Rezaei

We propose a simple growing model for the evolution of small-world networks. It is introduced as a modified BA model in which all the edges connected to the new nodes are made locally to the creator and its nearest neighbors. It is found…

Mathematical Physics · Physics 2009-11-13 Xinping Xu , Feng Liu , Wei Li

We consider an evolving network of a fixed number of nodes. The allocation of edges is a dynamical stochastic process inspired by biological reproduction dynamics, namely by deleting and duplicating existing nodes and their edges. The…

Statistical Mechanics · Physics 2007-09-14 Henrik Jeldtot Jensen

A common theme among the proposed models for network epidemics is the assumption that the propagating object, i.e., a virus or a piece of information, is transferred across the nodes without going through any modification or evolution.…

Physics and Society · Physics 2019-11-05 Rashad Eletreby , Yong Zhuang , Kathleen M. Carley , Osman Yağan , H. Vincent Poor

Network connectivity is usually addressed for convex domains where a direct line of sight exists between any two transmitting/receiving nodes. Here, we develop a general theory for the network connectivity properties across a small opening,…

Disordered Systems and Neural Networks · Physics 2013-12-13 Orestis Georgiou , Carl P. Dettmann , Justin Coon

Preferential attachment drives the evolution of many complex networks. Its analytical studies mostly consider the simplest case of a network that grows uniformly in time despite the accelerating growth of many real networks. Motivated by…

Physics and Society · Physics 2020-02-20 Jun Sun , Matúš Medo , Steffen Staab

A very popular class of models for networks posits that each node is represented by a point in a continuous latent space, and that the probability of an edge between nodes is a decreasing function of the distance between them in this latent…

Statistics Theory · Mathematics 2025-01-07 Cosma Rohilla Shalizi , Dena Marie Asta

In the last decades, many authors have used the susceptible-infected-recovered model to study the impact of the disease spreading on the evolution of the infected individuals. However, few authors focused on the temporal unfolding of the…

Physics and Society · Physics 2013-07-03 L. D. Valdez , P. A. Macri , L. A. Braunstein

Using a simple model with link removals as well as link additions, we show that an evolving network is scale free with a degree exponent in the range of (2, 4]. We then establish a relation between the network evolution and a set of…

Mathematical Physics · Physics 2007-05-23 Dinghua Shi , Liming Liu , Xiang Zhu , Huijie Zhou , Binbin Wang

Many complex systems can be described in terms of networks of interacting units. Recent studies have shown that a wide class of both natural and artificial nets display a surprisingly widespread feature: the presence of highly heterogeneous…

Disordered Systems and Neural Networks · Physics 2007-05-23 R. Ferrer i Cancho , R. V. Sole

We evolve network topology of an asymmetrically connected threshold network by a simple local rewiring rule: quiet nodes grow links, active nodes lose links. This leads to convergence of the average connectivity of the network towards the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Stefan Bornholdt , Thimo Rohlf