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Empirical investor networks (EIN) proposed by \cite{Ozsoylev-Walden-Yavuz-Bildik-2014-RFS} are assumed to capture the information spreading path among investors. Here, we perform a comparative analysis between the EIN and the cellphone…
The way in which different types of dynamics unfold in complex networks is intrinsically related to the propagation of activation along nodes, which is strongly affected by the network connectivity. In this work we investigate to which…
We address the problem of efficiently gathering correlated data from a wired or a wireless sensor network, with the aim of designing algorithms with provable optimality guarantees, and understanding how close we can get to the known…
A growing set of applications consider the process of network formation by using subgraphs as a tool for generating the network topology. One of the pressing research challenges is thus to be able to use these subgraphs to understand the…
Many neural systems display cascading behavior characterized by uninterrupted sequences of neuronal firing. This gap precludes an understanding of how variations in network structure manifest in neural dynamics and either support or impinge…
We introduce a technique that is capable to filter out information from complex systems, by mapping them to networks, and extracting a subgraph with the strongest links. This idea is based on the Minimum Spanning Tree, and it can be applied…
The main aim of this work is to incorporate selected findings from behavioural finance into a Heterogeneous Agent Model using the Brock and Hommes (1998) framework. Behavioural patterns are injected into an asset pricing framework through…
Models of complex networks often incorporate node-intrinsic properties abstracted as hidden variables. The probability of connections in the network is then a function of these variables. Real-world networks evolve over time, and many…
Knowing the structure of an offline social network facilitates a variety of analyses, including studying the rate at which infectious diseases may spread and identifying a subset of actors to immunize in order to reduce, as much as…
To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring sentiment-based network risk. The algorithm ranks companies…
We study the statistics of earning forecasts of US, EU, UK and JP stocks during the period 1987-2004. We confirm, on this large data set, that financial analysts are on average over-optimistic and show a pronounced herding behavior. These…
The investigations of financial markets from a complex network perspective have unveiled many phenomenological properties, in which the majority of these studies map the financial markets into one complex network. In this work, we…
From families to nations, what binds individuals in social groups is the degree to which they share beliefs, norms, and memories. While local clusters of communicating individuals can sustain shared memories and norms, communities…
In recent years online social networks have become increasingly prominent in political campaigns and, concurrently, several countries have experienced shock election outcomes. This paper proposes a model that links these two phenomena. In…
Bootstrap percolation on a graph iteratively enlarges a set of occupied sites by adjoining points with at least $\theta$ occupied neighbors. The initially occupied set is random, given by a uniform product measure, and we say that spanning…
By investigating nonfungible tokens (NFTs), we provide the first systematic study of retail investor behavior through asset bubbles. Given that NFTs are recorded in public blockchains, we are able to track investor behavior over time,…
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,…
This work shows potentials for rapid self-organisation of sensor networks where nodes collaborate to relay messages to a common data collecting unit (sink node). The study problem is, in the sense of graph theory, to find a shortest path…
Investment herding, a phenomenon where households mimic the decisions of others rather than relying on their own analysis, has significant effects on financial markets and household behavior. Excessive investment herding may reduce…
We introduce a new spanning tree model called the random spanning tree in random environment (RSTRE), which interpolates between the uniform spanning tree and the minimum spanning tree as the inverse temperature (disorder strength) $\beta$…