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This paper introduces a new methodology for constructing a network of companies called a dynamic asset graph. This is similar to the dynamic asset tree studied recently, as both are based on correlations between asset returns. However, the…
We present simulation results for the contact process on regular, cubic networks that are composed of a one-dimensional lattice and a set of long edges with unbounded length. Networks with different sets of long edges are considered, that…
Electronic databases, from phone to emails logs, currently provide detailed records of human communication patterns, offering novel avenues to map and explore the structure of social and communication networks. Here we examine the…
In computer simulations of spiking neural networks, often it is assumed that every two neurons of the network are connected by a probability of 2\%, 20\% of neurons are inhibitory and 80\% are excitatory. These common values are based on…
A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…
We investigate a factor that can affect the number of links of a specific stock in a network between stocks created by the minimal spanning tree (MST) method, by using individual stock data listed on the S&P500 and KOSPI. Among the common…
Mutual information minimum spanning trees are used to explore nonlinear dependencies on Brazilian equity network in the periods from June/01/2015 to January/26/2016, in which Brazil was under the government of President Dilma Rousseff, and…
Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using…
The number of spanning trees of a graph is an important invariant related to topological and dynamic properties of the graph, such as its reliability, communication aspects, synchronization, and so on. However, the practical enumeration of…
We investigated the network structures of the Japanese stock market through the minimum spanning tree. We defined grouping coefficient to test the validity of conventional grouping by industrial categories, and found a decreasing in trend…
In this article we review several techniques to extract information from stock market data. We discuss recurrence analysis of time series, decomposition of aggregate correlation matrices to study co-movements in financial data, stock level…
We investigate the sensitivity of epidemic behavior to a bounded susceptibility constraint -- susceptible nodes are infected by their neighbors via the regular SI/SIS dynamics, but subject to a cap on the infection rate. Such a constraint…
Although the threshold network is one of the most used tools to characterize the underlying structure of a stock market, the identification of the optimal threshold to construct a reliable stock network remains challenging. In this paper,…
We quantify the amount of information filtered by different hierarchical clustering methods on correlations between stock returns comparing it with the underlying industrial activity structure. Specifically, we apply, for the first time to…
A simple and elegant arrangement of stock components of a portfolio (market index-DJIA) in a recent paper [1], has led to the construction of crossing of stocks diagram. The crossing stocks method revealed hidden remarkable algebraic and…
National economies rest on networks of millions of customer-supplier relations. Some companies -- in the case of their default -- can trigger significant cascades of shock in the supply-chain network and are thus systemically risky. Up to…
Using a portfolio of stocks from the London Stock Exchange FTSE100 index (FTSE), we study both the time dependence of their correlations and the normalized tree length of the associated minimal spanning tree (MST). The first four moments of…
It is generally accepted that neighboring nodes in financial networks are negatively assorted with respect to the correlation between their degrees. This feature would play an important 'damping' role in the market during downturns (periods…
We investigate the timing of messages sent in two online communities with respect to growth fluctuations and long-term correlations. We find that the timing of sending and receiving messages comprises pronounced long-term persistence.…
Recently, we proposed polycontextural networks as a model of evolving systems of interacting beliefs. Here, we present an analysis of the phase transition as well as the scaling properties. The model contains interacting agents that strive…