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The concept of temporal networks provides a framework to understand how the interaction between system components changes over time. In empirical communication data, we often detect non-Poissonian, so-called bursty behavior in the activity…

Physics and Society · Physics 2020-04-29 Takayuki Hiraoka , Naoki Masuda , Aming Li , Hang-Hyun Jo

In social networks, bursts of activity often result from the imitative behavior between interacting agents. The Ising model, along with its variants in the social sciences, serves as a foundational framework to explain these phenomena…

Adaptation and Self-Organizing Systems · Physics 2023-08-29 Sornette Didier , Sandro Lera , Jianhong Lin , Ke Wu

The credit crisis roiling the world's financial markets will likely take years and entire careers to fully understand and analyze. A short empirical investigation of the current trends, however, demonstrates that the losses in certain…

Statistical Finance · Quantitative Finance 2015-05-13 Reginald D. Smith

Time-varying community structures widely exist in various real-world networks. However, the spreading dynamics on this kind of network has not been fully studied. To this end, we systematically study the effects of time-varying community…

Physics and Society · Physics 2017-05-17 Mian-Xin Liu , Wei Wang , Ying Liu , Ming Tang , Shi-Min Cai , Hai-Feng Zhang

We analyze a coupled anonymized dataset collecting the mobile phone communication and bank transactions history of a large number of individuals. After mapping the social structure and introducing indicators of socioeconomic status,…

Social and Information Networks · Computer Science 2017-12-25 Yannick Leo , Márton Karsai , Carlos Sarraute , Eric Fleury

We introduce the Speculative Influence Network (SIN) to decipher the causal relationships between sectors (and/or firms) during financial bubbles. The SIN is constructed in two steps. First, we develop a Hidden Markov Model (HMM) of…

Statistical Finance · Quantitative Finance 2015-10-29 Li Lin , Didier Sornette

We analyze information diffusion using empirical data that tracks online communication around two instances of mass political mobilization, including the year that lapsed in-between the protests. We compare the global properties of the…

Physics and Society · Physics 2015-06-16 Raquel A. Baños , Javier Borge-Holthoefer , Ning Wang , Yamir Moreno , Sandra González-Bailón

We investigate disease spreading on eight empirical data sets of human contacts (mostly proximity networks recording who is close to whom, at what time). We compare three levels of representations of these data sets: temporal networks,…

Populations and Evolution · Quantitative Biology 2016-09-14 Petter Holme

Cross-sectional signatures of market panic were recently discussed on daily time scales in [1], extended here to a study of cross-sectional properties of stocks on intra-day time scales. We confirm specific intra-day patterns of dispersion…

Statistical Finance · Quantitative Finance 2010-10-26 Lisa Borland , Yoan Hassid

Temporal networks come with a wide variety of heterogeneities, from burstiness of event sequences to correlations between timings of node and link activations. In this paper, we set to explore the latter by using greedy walks as probes of…

Physics and Society · Physics 2016-01-20 Jari Saramaki , Petter Holme

We study the complexity of finding communication trees with the lowest possible completion time for rooted, irregular gather and scatter collective communication operations in fully connected, $k$-ported communication networks under a…

Computational Complexity · Computer Science 2018-11-28 Jesper Larsson Träff

Neuronal networks constitute a special class of dynamical systems, as they are formed by individual geometrical components, namely the neurons. In the existing literature, relatively little attention has been given to the influence of…

Neurons and Cognition · Quantitative Biology 2015-05-13 Sebastian Ahnert , Luciano da Fontoura Costa

We compare three network portfolio selection methods; hierarchical clustering trees, minimum spanning trees and neighbor-Nets, with random and industry group selection methods on twelve years of data from the 30 Dow Jones Industrial Average…

Portfolio Management · Quantitative Finance 2015-12-08 Hannah Cheng Juan Zhan , William Rea , Alethea Rea

Cross-border equity and long-term debt securities portfolio investment networks are analysed from 2002 to 2012, covering the 2008 global financial crisis. They serve as network-proxies for measuring the robustness of the global financial…

General Finance · Quantitative Finance 2014-03-05 Andreas Joseph , Stephan Joseph , Guanrong Chen

Dynamic trees are mixtures of tree structured belief networks. They solve some of the problems of fixed tree networks at the cost of making exact inference intractable. For this reason approximate methods such as sampling or mean field…

Machine Learning · Computer Science 2013-01-18 Amos J. Storkey

The directed network of telephone subscribers is considered in the article. It can be described as a dynamic network with vertices that correspond to the subscribers of the telephone network and emerging directional edges that correspond to…

Physics and Society · Physics 2020-04-08 V. M. Danilevskiy , V. V. Yanovsky

Novel experimental techniques reveal the simultaneous activity of larger and larger numbers of neurons. As a result there is increasing interest in the structure of cooperative -- or correlated -- activity in neural populations, and in the…

Neurons and Cognition · Quantitative Biology 2015-05-30 James Trousdale , Yu Hu , Eric Shea-Brown , Krešimir Josić

The empirical study of network dynamics has been limited by the lack of longitudinal data. Here we introduce a quantitative indicator of link persistence to explore the correlations between the structure of a mobile phone network and the…

Physics and Society · Physics 2009-11-13 Cesar A. Hidalgo , C. Rodriguez-Sickert

Complex networks are used to depict topological features of complex systems. The structure of a network characterizes the interactions among elements of the system, and facilitates the study of many dynamical processes taking place on it.…

Physics and Society · Physics 2012-06-22 Yan Zhang , Lin Wang , Yi-Qing Zhang , Xiang Li

Based on solid theoretical foundations, we present strong evidences that a number of real-life networks, taken from different domains like Internet measurements, biological data, web graphs, social and collaboration networks, exhibit…

Social and Information Networks · Computer Science 2014-02-24 Muad Abu-Ata , Feodor F. Dragan