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While market is a social field where information flows over the interacting agents, there have been not so many methods to observe the spreading information in the prices comprising the market. By incorporating the entropy transfer in…

Statistical Finance · Quantitative Finance 2015-10-19 Hokky Situngkir

Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivariate system and infers only about direct causality. However,…

Methodology · Statistics 2021-02-03 Angeliki Papana , Ariadni Papana-Dagiasis , Elsa Siggiridou

Graph mining to extract interesting components has been studied in various guises, e.g., communities, dense subgraphs, cliques. However, most existing works are based on notions of frequency and connectivity and do not capture subjective…

Social and Information Networks · Computer Science 2016-08-15 Hao Wu , Maoyuan Sun , Jilles Vreeken , Nikolaj Tatti , Chris North , Naren Ramakrishnan

We review three studies of information flow in social networks that help reveal their underlying social structure, how information spreads through them and why small world experiments work.

Disordered Systems and Neural Networks · Physics 2017-08-23 Bernardo A. Huberman , Lada A. Adamic

Quantifying the complexity of large graphs requires measures that extend beyond predefined structural features and scale efficiently with graph size. This work adopts a generative perspective, modeling large networks as exchangeable graphs…

Information Theory · Computer Science 2025-03-14 Anda Skeja , Sofia C. Olhede

Many complex systems can be represented as networks and separating a network into communities could simplify the functional analysis considerably. Recently, many approaches have been proposed for finding communities, but none of them can…

Physics and Society · Physics 2015-05-13 Yanqing Hu , Yuchao Nie , Hua Yang , Jie Cheng , Ying Fan , Zengru Di

The science of networks has revolutionised research into the dynamics of interacting elements. It could be argued that epidemiology in particular has embraced the potential of network theory more than any other discipline. Here we review…

Networks represent relationships between entities in many complex systems, spanning from online social interactions to biological cell development and brain connectivity. In many cases, relationships between entities are unambiguously…

Social and Information Networks · Computer Science 2018-01-23 Ivan Brugere , Brian Gallagher , Tanya Y. Berger-Wolf

Typically, for analysing and modelling social phenomena, networks are a convenient framework that allows for the representation of the interconnectivity of individuals. These networks are often considered transmission structures for…

Social and Information Networks · Computer Science 2025-03-31 Damian Serwata , Mateusz Nurek , Radoslaw Michalski

People and companies move money with every financial transaction they make. We aim to understand how such activity gives rise to large-scale patterns of monetary flow. In this work, we trace the movement of e-money through the accounts of a…

Physics and Society · Physics 2019-10-15 Carolina Mattsson

Probability theory is fundamental for modeling uncertainty, with traditional probabilities being real and non-negative. Complex probability extends this concept by allowing complex-valued probabilities, opening new avenues for analysis in…

Information Theory · Computer Science 2025-03-07 Chan Li , Hejun Xu , Zhu Cao

Here we present the entropic dynamics formalism for networks. That is, a framework for the dynamics of graphs meant to represent a network derived from the principle of maximum entropy and the rate of transition is obtained taking into…

Physics and Society · Physics 2021-04-29 Felipe Xavier Costa , Pedro Pessoa

Contagion processes on networks, including disease spreading, information diffusion, or social behaviors propagation, can be modeled as simple contagion, i.e. involving one connection at a time, or as complex contagion, in which multiple…

Physics and Society · Physics 2023-06-19 Giulia Cencetti , Diego Andrés Contreras , Marco Mancastroppa , Alain Barrat

R\'enyi transfer entropy (RTE) is a generalization of classical transfer entropy that replaces Shannon's entropy with R\'enyi's information measure. This, in turn, introduces a new tunable parameter $\alpha$, which accounts for sensitivity…

Pattern Formation and Solitons · Physics 2026-01-06 Zlata Tabachová , Petr Jizba , Hynek Lavička , Milan Paluš

The statistical inference of stochastic block models as emerged as a mathematicaly principled method for identifying communities inside networks. Its objective is to find the node partition and the block-to-block adjacency matrix of maximum…

Social and Information Networks · Computer Science 2020-12-17 Louis Duvivier , Rémy Cazabet , Céline Robardet

Random walks are fundamental tools for analyzing complex networked systems, including social networks, biological systems, and communication infrastructures. While classical random walks focus on pairwise interactions, many real-world…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Anqi Dong , Anzhi Sheng , Xin Mao , Can Chen

The concepts of information transfer and causal effect have received much recent attention, yet often the two are not appropriately distinguished and certain measures have been suggested to be suitable for both. We discuss two existing…

Adaptation and Self-Organizing Systems · Physics 2012-03-05 Joseph T. Lizier , Mikhail Prokopenko

This work uses the stocks of the 197 largest companies in the world, in terms of market capitalization, in the financial area in the study of causal relationships between them using Transfer Entropy, which is calculated using the stocks of…

General Finance · Quantitative Finance 2014-08-11 Leonidas Sandoval Junior

Living entities in a group communicate and transfer information to one another for a variety of reasons. It might be for foraging food, migration, or escaping threats and obstacles, etc. They do so by interacting with each other and also…

Biological Physics · Physics 2024-04-03 Md. Samsuzzaman , Mohammad Hasanuzzaman , Ahmed Sayeed , Arnab Saha

To infer information flow in any network of agents, it is important first and foremost to establish causal temporal relations between the nodes. Practical and automated methods that can infer causality are difficult to find, and the subject…

Neural and Evolutionary Computing · Computer Science 2024-12-11 Ali Tehrani-Saleh , Christoph Adami