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Hypergraphs offer an explicit formalism to describe multibody interactions in complex systems. To connect dynamics and function in systems with these higher-order interactions, network scientists have generalised random-walk models to…

Physics and Society · Physics 2022-06-02 Anton Eriksson , Daniel Edler , Alexis Rojas , Martin Rosvall

One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

We introduce the concepts of closed sets and closure operators as mathematical tools for the study of social networks. Dynamic networks are represented by transformations. It is shown that under continuous change/transformation, all…

Combinatorics · Mathematics 2012-12-13 John L. Pfaltz

We analyze the probability distribution for entropy production rates of trajectories evolving on a class of out-of-equilibrium kinetic networks. These networks can serve as simple models for driven dynamical systems, which are of particular…

Statistical Mechanics · Physics 2014-08-05 Suriyanarayanan Vaikuntanathan , Todd R. Gingrich , Phillip L. Geissler

We investigate the community structure of the global ownership network of transnational corporations. We find a pronounced organization in communities that cannot be explained by randomness. Despite the global character of this network,…

General Finance · Quantitative Finance 2015-06-12 Stefania Vitali , Stefano Battiston

Pairwise interactions between individuals are taken as fundamental drivers of collective behavior responsible for group cohesion and decision-making. While an individual directly influences only a few neighbors, over time indirect…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Sulimon Sattari , Udoy S. Basak , Ryan G. James , James P. Crutchfield , Tamiki Komatsuzaki

Information transfer between time series is calculated by using the asymmetric information-theoretic measure known as transfer entropy. Geweke's autoregressive formulation of Granger causality is used to find linear transfer entropy, and…

Data Analysis, Statistics and Probability · Physics 2023-03-24 Z. Keskin , T. Aste

How information spreads through a social network? Can we assume, that the information is spread only through a given social network graph? What is the correct way to compare the models of information flow? These are the basic questions we…

Social and Information Networks · Computer Science 2016-11-30 Andrzej Pacuk , Piotr Sankowski , Karol Wegrzycki , Piotr Wygocki

Over the past decade network theory has turned out to be a powerful methodology to investigate complex systems of various sorts. Through data analysis, modeling, and simulation quite an unparalleled insight into their structure, function,…

Physics and Society · Physics 2010-07-16 Kimmo Kaski

In network science complex systems are represented as a mathematical graphs consisting of a set of nodes representing the components and a set of edges representing their interactions. The framework of networks has led to significant…

Physics and Society · Physics 2022-04-07 Alexandre Bovet , Hernán A. Makse

To comprehend the multipartite organization of large-scale biological and social systems, we introduce a new information theoretic approach that reveals community structure in weighted and directed networks. The method decomposes a network…

Physics and Society · Physics 2008-02-13 M. Rosvall , C. T. Bergstrom

We present a detailed analytical and numerical study for the spreading of infections in complex population networks with acquired immunity. We show that the large connectivity fluctuations usually found in these networks strengthen…

Statistical Mechanics · Physics 2009-11-07 Yamir Moreno , Romualdo Pastor-Satorras , Alessandro Vespignani

We present a model in which we investigate the structure and evolution of a random network that connects agents capable of exchanging wealth. Economic interactions between neighbors can occur only if the difference between their wealth is…

Physics and Society · Physics 2015-06-19 A. Agreda , K. Tucci

Interactions between elements, which are usually represented by networks, have to delineate potentially unequal relationships in terms of their relative importance or direction. The intrinsic unequal relationships of such kind, however, are…

Physics and Society · Physics 2021-12-01 Mi Jin Lee , Eun Lee , Byunghwee Lee , Hawoong Jeong , Deok-Sun Lee , Sang Hoon Lee

In this paper we estimate the propagation of liquidity shocks through interbank markets when the information about the underlying credit network is incomplete. We show that techniques such as Maximum Entropy currently used to reconstruct…

Risk Management · Quantitative Finance 2013-10-08 Iacopo Mastromatteo , Elia Zarinelli , Matteo Marsili

Many real-world networks display a community structure. We study two random graph models that create a network with similar community structure as a given network. One model preserves the exact community structure of the original network,…

Physics and Society · Physics 2016-11-21 Clara Stegehuis , Remco van der Hofstad , Johan S. H. van Leeuwaarden

We present a study of information flow that takes into account the observation that an item relevant to one person is more likely to be of interest to individuals in the same social circle than those outside of it. This is due to the fact…

Statistical Mechanics · Physics 2009-11-10 Fang Wu , Bernardo A. Huberman , Lada A. Adamic , Joshua Tyler

This thesis applies entropy as a model independent measure to address three research questions concerning financial time series. In the first study we apply transfer entropy to drawdowns and drawups in foreign exchange rates, to study their…

Statistical Finance · Quantitative Finance 2018-07-26 Stephan Schwill

The interaction among spreading processes on a complex network is a nontrivial phenomenon of great importance. It has recently been realized that cooperative effects among infective diseases can give rise to qualitative changes in the…

Physics and Society · Physics 2020-02-25 Byungjoon Min , Claudio Castellano

For a simple model we derive analytic expressions of entropy exchange and coherent information, from which relations between them and the concurrence are drawn. We find that in the quantum evolution the entropy exchange exhibits behavior…

Quantum Physics · Physics 2009-11-13 Yang Xiang , Shi-Jie Xiong