Related papers: The multiplex dependency structure of financial ma…
From transportation networks to complex infrastructures, and to social and economic networks, a large variety of systems can be described in terms of multiplex networks formed by a set of nodes interacting through different network layers.…
Evolving multiplex networks are a powerful model for representing the dynamics along time of different phenomena, such as social networks, power grids, biological pathways. However, exploring the structure of the multiplex network time…
Many real-world complex systems across natural, social, and economical domains consist of manifold layers to form multiplex networks. The multiple network layers give rise to nonlinear effect for the emergent dynamics of systems.…
Network robustness is a central point in network science, both from a theoretical and a practical point of view. In this paper, we show that layer degradation, understood as the continuous or discrete loss of links' weight, triggers a…
Interlayer link prediction aims at matching the same entities across different layers of the multiplex network. Existing studies attempt to predict more accurately, efficiently, or generically from the aspects of network structure,…
The characterization of various properties of real-world systems requires the knowledge of the underlying network of connections among the system's components. Unfortunately, in many situations the complete topology of this network is…
Investigating relation between various structural patterns found in real-world networks and stability of underlying systems is crucial to understand importance and evolutionary origin of such patterns. We evolve multiplex networks,…
Complex network theory aims to model and analyze complex systems that consist of multiple and interdependent components. Among all studies on complex networks, topological structure analysis is of the most fundamental importance, as it…
What do societies, the Internet, and the human brain have in common? They are all examples of complex relational systems, whose emerging behaviours are largely determined by the non-trivial networks of interactions among their constituents,…
Power systems are subject to fundamental changes due to the increasing infeed of decentralised renewable energy sources and storage. The decentralised nature of the new actors in the system requires new concepts for structuring the power…
From transportation networks to complex infrastructures, and to social and communication networks, a large variety of systems can be described in terms of multiplexes formed by a set of nodes interacting through different networks (layers).…
Elements of networks interact in many ways, so modeling them with graphs requires multiple types of edges (or network layers). Here we show that such multiplex networks are generically more vulnerable to global cascades than simplex…
The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. We analyze the time dependence of the…
We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…
We develop the theory of sparse multiplex networks with partially overlapping links based on their local tree-likeness. This theory enables us to find the giant mutually connected component in a two-layer multiplex network with arbitrary…
We demonstrate that future market correlation structure can be predicted with high out-of-sample accuracy using a multiplex network approach that combines information from social media and financial data. Market structure is measured by…
Multi-layered networks represent a major advance in the description of natural complex systems, and their study has shed light on new physical phenomena. Despite its importance, however, the role of the temporal dimension in their structure…
The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of…
This is a review about financial dependencies which merges efforts in econophysics and financial economics during the last few years. We focus on the most relevant contributions to the analysis of asset markets' dependencies, especially…
A multiplex social network captures multiple types of social relations among the same set of people, with each layer representing a distinct type of relationship. Understanding the structure of such systems allows us to identify how social…