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Many natural systems are organized as networks, in which the nodes (be they cells, individuals or populations) interact in a time-dependent fashion. The dynamic behavior of these networks depends on how these nodes are connected, which can…
Recent research has shown the deep impact of the dynamics of human interactions (or temporal social networks) on the spreading of information, opinion formation, etc. In general, the bursty nature of human interactions lowers the…
We present here a topological characterization of the minimal spanning tree that can be obtained by considering the price return correlations of stocks traded in a financial market. We compare the minimal spanning tree obtained from a large…
Contagions such as the spread of popular news stories, or infectious diseases, propagate in cascades over dynamic networks with unobservable topologies. However, "social signals" such as product purchase time, or blog entry timestamps are…
With the widespread use of mobile computing devices in contemporary society, our trajectories in the physical space and virtual world are increasingly closely connected. Using the anonymous smartphone data of $1 \times 10^5$ users in 30…
We uncover networks from news articles to study cross-sectional stock returns. By analyzing a huge dataset of more than 1 million news articles collected from the internet, we construct time-varying directed networks of the S&P500 stocks.…
In this paper we find an exact analytical expression for the number of spanning trees in Apollonian networks. This parameter can be related to significant topological and dynamic properties of the networks, including percolation, epidemic…
The cross-correlations between price fluctuations of 201 frequently traded stocks in the National Stock Exchange (NSE) of India are analyzed in this paper. We use daily closing prices for the period 1996-2006, which coincides with the…
We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based on topological data analysis (TDA). We use persistence…
In this work we evaluate the excitation and measurement patterns (EMP) for networks with tree topology. We investigate guidelines for the selection of the minimal EMPs, i.e. those with the least number of excited and measured nodes…
Using percolation statistics we, for the first time, demonstrate the universal character of a network pattern in the real space, mass distributions resulting from nonlinear gravitational instability of initial Gaussian fluctuations.…
Ensembles of coupled nonlinear oscillators are a popular paradigm and an ideal benchmark for analyzing complex collective behaviors. The onset of cluster synchronization is found to be at the core of various technological and biological…
The complex networks approach has been gaining popularity in analysing investor behaviour and stock markets, but within this approach, initial public offerings (IPO) have barely been explored. We fill this gap in the literature by analysing…
Stock networks, constructed from stock price time series, are a well-established tool for the characterization of complex behavior in stock markets. Following Mantegna's seminal paper, the linear Pearson's correlation coefficient between…
Traded corporations are required by law to have a majority of outside directors on their board. This requirement allows the existence of directors who sit on the board of two or more corporations at the same time, generating what is…
We investigate the properties of correlation based networks originating from economic complex systems, such as the network of stocks traded at the New York Stock Exchange (NYSE). The weaker links (low correlation) of the system are found to…
We present an analytical framework that allows the quantitative study of statistical dynamic properties of networks with adaptive nodes that have memory and is used to examine the emergence of oscillations in networks with response…
Understanding how local perturbations induce the transient dynamics of a network of coupled units is essential to control and operate such systems. Often a perturbation initiated in one unit spreads to other units whose dynamical state they…
Recent studies using data on social media and stock markets have mainly focused on predicting stock returns. Instead of predicting stock price movements, we examine the relation between Facebook data and investors' decision making in stock…
We show that power-law analyses of financial commentaries from newspaper web-sites can be used to identify stock market bubbles, supplementing traditional volatility analyses. Using a four-year corpus of 17,713 online, finance-related…