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We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial system. Our model represents an extension of clearing models of interdependent liabilities to account for the…

Risk Management · Quantitative Finance 2020-06-03 Paolo Barucca , Marco Bardoscia , Fabio Caccioli , Marco D'Errico , Gabriele Visentin , Guido Caldarelli , Stefano Battiston

Given a set of snapshots from a temporal network we develop, analyze, and experimentally validate a so-called network interpolation scheme. Our method allows us to build a plausible, albeit random, sequence of graphs that transition between…

Social and Information Networks · Computer Science 2021-02-22 Thomas Reeves , Anil Damle , Austin R. Benson

Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…

Machine Learning · Statistics 2014-02-06 Scott W. Linderman , Ryan P. Adams

Correlation between nodes is found to be a common and important property in many complex networks. Here we investigate degree correlations of the Barabasi-Albert (BA) Scale-Free model with both analytical results and simulations, and find…

Statistical Mechanics · Physics 2009-11-10 Huang Zhuang-Xiong , Wang Xin-Ran , Zhu Han

Comparing networks is essential for a number of downstream tasks, from clustering to anomaly detection. Despite higher-order interactions being critical for understanding the dynamics of complex systems, traditional approaches for network…

Physics and Society · Physics 2025-11-03 Helcio Felippe , Alec Kirkley , Federico Battiston

We analyze the effect of correlations in a simple model of small world network by obtaining exact analytical expressions for the distribution of shortest paths in the network. We enter correlations into a simple model with a distinguished…

Disordered Systems and Neural Networks · Physics 2009-10-31 V. Karimipour , A. Ramezanpour

Network analysis has been applied to various correlation matrix data. Thresholding on the value of the pairwise correlation is probably the most straightforward and common method to create a network from a correlation matrix. However, there…

Physics and Society · Physics 2020-07-01 Sadamori Kojaku , Naoki Masuda

In order to use the advanced inference techniques available for Ising models, we transform complex data (real vectors) into binary strings, by local averaging and thresholding. This transformation introduces parameters, which must be varied…

Statistical Finance · Quantitative Finance 2015-06-17 Hongli Zeng , Rémi Lemoy , Mikko Alava

Most network studies rely on an observed network that differs from the underlying network which is obfuscated by measurement errors. It is well known that such errors can have a severe impact on the reliability of network metrics,…

Social and Information Networks · Computer Science 2020-01-09 Christoph Martin , Peter Niemeyer

Reconstructing the structural connectivity between interacting units from observed activity is a challenge across many different disciplines. The fundamental first step is to establish whether or to what extent the interactions between the…

Neurons and Cognition · Quantitative Biology 2016-11-02 Elliot A. Martin , Jaroslav Hlinka , Jörn Davidsen

The centrality in a network is often used to measure nodes' importance and model network effects on a certain outcome. Empirical studies widely adopt a two-stage procedure, which first estimates the centrality from the observed noisy…

Econometrics · Economics 2025-02-26 Junhui Cai , Dan Yang , Ran Chen , Wu Zhu , Haipeng Shen , Linda Zhao

We introduce a quantitative method to compare arbitrary pairs of graph centrality measures, based on the ordering of vertices induced by them. The proposed method is conceptually simple, mathematically elegant, and allows for a quantitative…

Social and Information Networks · Computer Science 2026-01-26 G. Exarchakos , R. van der Hofstad , O. Nagy , M. Pandey

Inference networks have a variety of important uses and are constructed by persons having quite different standpoints. Discussed in this paper are three different but complementary methods for generating and analyzing probabilistic…

Artificial Intelligence · Computer Science 2013-01-30 David A. Schum

This paper leverages linear systems theory to propose a principled measure of complexity for network systems. We focus on a network of first-order scalar linear systems interconnected through a directed graph. By locally filtering out the…

Systems and Control · Electrical Eng. & Systems 2025-07-10 Giacomo Baggio , Marco Fabris

We address the problem of link reciprocity, the non-random presence of two mutual links between pairs of vertices. We propose a new measure of reciprocity that allows the ordering of networks according to their actual degree of correlation…

Disordered Systems and Neural Networks · Physics 2007-05-23 Diego Garlaschelli , Maria I. Loffredo

Our work is motivated by and illustrated with application of association networks in computational biology, specifically in the context of gene/protein regulatory networks. Association networks represent systems of interacting elements,…

Applications · Statistics 2012-05-01 Natallia Katenka , Eric D. Kolaczyk

We present a general method to calculate the connected correlation function of random Ising chains at zero temperature. This quantity is shown to relate to the surviving probability of some one-dimensional, adsorbing random walker on a…

Condensed Matter · Physics 2009-10-22 Ferenc Igloi

Networks analysis has been commonly used to study the interactions between units of complex systems. One problem of particular interest is learning the network's underlying connection pattern given a single and noisy instantiation. While…

Machine Learning · Statistics 2021-06-08 Tianxi Li , Can M. Le

Network models are used to study interconnected systems across many physical, biological, and social disciplines. Such models often assume a particular network-generating mechanism, which when fit to data produces estimates of…

Social and Information Networks · Computer Science 2022-01-17 Ryan E. Langendorf , Matthew G. Burgess

In this paper we propose methodology for inference of binary-valued adjacency matrices from various measures of the strength of association between pairs of network nodes, or more generally pairs of variables. This strength of association…

Applications · Statistics 2016-05-16 Thomas E. Bartlett