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Related papers: The multiplex dependency structure of financial ma…

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In order to extract hidden joint information from two possibly uncorrelated time-series, we explored the measures of network science. Alongside common methods in time-series analysis of the economic markets, mapping the joint structure of…

Computational Finance · Quantitative Finance 2021-02-03 Jamshid Ardalankia , Jafar Askari , Somaye Sheykhali , Emmanuel Haven , G. Reza Jafari

Complex network theory provides a powerful framework to statistically investigate the topology of local and non-local statistical interrelationships, i.e. teleconnections, in the climate system. Climate networks constructed from the same…

Data Analysis, Statistics and Probability · Physics 2009-07-27 Jonathan F. Donges , Yong Zou , Norbert Marwan , Jürgen Kurths

Complex multiplex networks consist of several subnetwork layers, which interact via pairwise inter-layer connections. Relay synchronization between distant layers which are not directly connected, but only via a relay layer, can be observed…

Adaptation and Self-Organizing Systems · Physics 2019-07-24 Marius Winkler , Jakub Sawicki , Iryna Omelchenko , Anna Zakharova , Vadim Anishchenko , Eckehard Schöll

Multiplex networks allow us to study a variety of complex systems where nodes connect to each other in multiple ways, for example friend, family, and co-worker relations in social networks. Link prediction is the branch of network analysis…

Social and Information Networks · Computer Science 2022-11-23 Michele Coscia , Christian Borgelt , Michael Szell

Human social networks are inherently multiplex, comprising overlapping layers of relationships. Different layers may have distinct structural properties and interpersonal dynamics, but also may interact to form complex interdependent…

Social and Information Networks · Computer Science 2025-10-22 Yongren Shi , Edo Airoldi , Nicholas A. Christakis

In the last decade, network science has shed new light both on the structural (anatomical) and on the functional (correlations in the activity) connectivity among the different areas of the human brain. The analysis of brain networks has…

Physics and Society · Physics 2017-04-18 Federico Battiston , Vincenzo Nicosia , Mario Chavez , Vito Latora

The study of complex networks that account for different types of interactions has become a subject of interest in the last few years, specially because its representational power in the description of users interactions in diverse online…

Physics and Society · Physics 2015-09-17 Albert Solé-Ribalta , Clara Granell , Sergio Gómez , Alex Arenas

The complexity of financial markets arise from the strategic interactions among agents trading stocks, which manifest in the form of vibrant correlation patterns among stock prices. Over the past few decades, complex financial markets have…

Statistical Finance · Quantitative Finance 2021-02-02 Areejit Samal , Hirdesh K. Pharasi , Sarath Jyotsna Ramaia , Harish Kannan , Emil Saucan , Jürgen Jost , Anirban Chakraborti

The financial market is a complex dynamical system composed of a large variety of intricate relationships between several entities, such as banks, corporations and institutions. At the heart of the system lies the stock exchange mechanism,…

Real-world systems in epidemiology, social sciences, power transportation, economics and engineering are often described as multilayer networks. Here we first define and compute the symmetries of multilayer networks, and then study the…

Chaotic Dynamics · Physics 2020-07-29 F. Della Rossa , L. Pecora , K. Blaha , A. Shirin , I. Klickstein , F. Sorrentino

The paradigm of layered networks is used to describe many real-world systems -- from biological networks, to social organizations and transportation systems. Recently there has been much progress in understanding the general properties of…

Physics and Society · Physics 2016-10-05 Márton Pósfai , Jianxi Gao , Sean P. Cornelius , Albert-László Barabási , Raissa M. D'Souza

Recent developments of the multiplex paradigm included efforts to understand the role played by the presence of several layers on the dynamics of processes running on these networks. The possible existence of new phenomena associated to the…

Physics and Society · Physics 2017-04-21 Marina Diakonova , Jose J. Ramasco , Victor M. Eguiluz

It has recently been suggested \cite{Radicchi2013} that in a two-level multiplex network, a gradual change in the value of the "interlayer" strength $p$ can provoke an abrupt structural transition. The critical point $p^*$ at which this…

Statistical Mechanics · Physics 2015-06-23 Nikolaos Bastas , Filippos Lazaridis , Panos Argyrakis , Michael Maragakis

We extend the observability model to multiplex networks. We present mathematical frameworks, valid under the treelike ansatz, able to describe the emergence of the macroscopic cluster of mutually observable nodes in both synthetic and…

Physics and Society · Physics 2018-04-18 Saeed Osat , Filippo Radicchi

In most natural and engineered systems, a set of entities interact with each other in complicated patterns that can encompass multiple types of relationships, change in time, and include other types of complications. Such systems include…

Physics and Society · Physics 2014-08-28 Mikko Kivelä , Alexandre Arenas , Marc Barthelemy , James P. Gleeson , Yamir Moreno , Mason A. Porter

We introduce a new class of latent process models for dynamic relational network data with the goal of detecting time-dependent structure. Network data are often observed over time, and static network models for such data may fail to…

Methodology · Statistics 2013-11-15 Lucy F. Robinson , Carey E. Priebe

We review the state of the art of clustering financial time series and the study of their correlations alongside other interaction networks. The aim of this review is to gather in one place the relevant material from different fields, e.g.…

Statistical Finance · Quantitative Finance 2021-04-14 Gautier Marti , Frank Nielsen , Mikołaj Bińkowski , Philippe Donnat

This paper introduces forward-looking measures of the network connectedness of fears in the financial system, arising due to the good and bad beliefs of market participants about uncertainty that spreads unequally across a network of banks.…

General Finance · Quantitative Finance 2020-10-27 Jozef Barunik , Mattia Bevilacqua , Radu Tunaru

Complex systems are characterized by multiple spatial and temporal scales. A natural framework to capture their multiscale nature is that of multilayer networks, where different layers represent distinct physical processes that often…

Statistical Mechanics · Physics 2024-04-29 Giorgio Nicoletti , Daniel Maria Busiello

Community structures in collaboration networks reflect the natural tendency of individuals to organize their work in groups in order to better achieve common goals. In most of the cases, individuals exploit their connections to introduce…

Physics and Society · Physics 2016-01-29 Federico Battiston , Jacopo Iacovacci , Vincenzo Nicosia , Ginestra Bianconi , Vito Latora
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