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We consider the influence of local noise on a generalized network of populations having positive and negative feedbacks. The population dynamics at the nodes is nonlinear, typically chaotic, and allows cessation of activity if the…

Chaotic Dynamics · Physics 2014-12-03 Anshul Choudhary , Vivek Kohar , Sudeshna sinha

Novelty attracts attention like popularity. Hence predicting novelty is as important as popularity. Novelty is the side effect of competition and aging in evolving systems. Recent behavior or recent link gain in networks plays an important…

Social and Information Networks · Computer Science 2017-06-13 Khushnood Abbas

A great variety of systems in nature, society and technology -- from the web of sexual contacts to the Internet, from the nervous system to power grids -- can be modeled as graphs of vertices coupled by edges. The network structure,…

Adaptation and Self-Organizing Systems · Physics 2012-10-10 Petter Holme , Jari Saramäki

We calculated the cross correlations between the half-hourly times series of the ten Dow Jones US economic sectors over the period February 2000 to August 2008, the two-year intervals 2002--2003, 2004--2005, 2008--2009, and also over 11…

Statistical Finance · Quantitative Finance 2015-05-20 Yiting Zhang , Gladys Hui Ting Lee , Jian Cheng Wong , Jun Liang Kok , Manamohan Prusty , Siew Ann Cheong

The dynamical processes taking place on a network depend on its topology. Influencing the growth process of a network therefore has important implications on such dynamical processes. We formulate the problem of influencing the growth of a…

Social and Information Networks · Computer Science 2016-12-28 Dominik Thalmeier , Vicenç Gómez , Hilbert J. Kappen

We study how the phenomenon of contagion can take place in the network of the world's stock exchanges due to the behavioral trait "blindeness to small changes". On large scale individual, the delay in the collective response may…

General Finance · Quantitative Finance 2016-02-25 Lucia Bellenzier , Jørgen Vitting Andersen , Giulia Rotundo

We consider a banking network represented by a system of stochastic differential equations coupled by their drift. We assume a core-periphery structure, and that the banks in the core hold a bubbly asset. The banks in the periphery have not…

Mathematical Finance · Quantitative Finance 2018-06-06 Francesca Biagini , Andrea Mazzon , Thilo Meyer-Brandis

Economic models with input-output networks assume that firm or sector (unit) growth is driven by a weighted sum of trade partners' growth and an independently-drawn idiosyncratic shock. I show that the idiosyncratic risk assumption in a…

General Economics · Economics 2022-08-03 Victor Sellemi

Temporal social networks of human interactions are preponderant in understanding the fundamental patterns of human behavior. In these networks, interactions occur locally between individuals (i.e., nodes) who connect with each other at…

Physics and Society · Physics 2022-10-11 Shaunette T. Ferguson , Teruyoshi Kobayashi

Traders adopt different trading strategies to maximize their returns in financial markets. These trading strategies not only results in specific topological structures in trading networks, which connect the traders with the pairwise…

Statistical Finance · Quantitative Finance 2015-06-29 Ming-Xia Li , Zhi-Qiang Jiang , Wen-Jie Xie , Xiong Xiong , Wei Zhang , Wei-Xing Zhou

The interest in non-Markovian dynamics within the complex systems community has recently blossomed, due to a new wealth of time-resolved data pointing out the bursty dynamics of many natural and human interactions, manifested in an…

Statistical Mechanics · Physics 2019-04-25 Antoine Moinet , Michele Starnini , Romualdo Pastor-Satorras

Buyer--seller relationships among firms can be regarded as a longitudinal network in which the connectivity pattern evolves as each firm receives productivity shocks. Based on a data set describing the evolution of buyer--seller links among…

General Finance · Quantitative Finance 2016-08-25 Ryohei Hisano , Tsutomu Watanabe , Takayuki Mizuno , Takaaki Ohnishi , Didier Sornette

We live in a computerized and networked society where many of our actions leave a digital trace and affect other people's actions. This has lead to the emergence of a new data-driven research field: mathematical methods of computer science,…

Statistical Finance · Quantitative Finance 2015-05-30 Ilaria Bordino , Stefano Battiston , Guido Caldarelli , Matthieu Cristelli , Antti Ukkonen , Ingmar Weber

The ability to achieve coordinated behavior --engineered or emergent-- on networked systems has attracted widespread interest over several fields. This has led to remarkable advances on the development of a theoretical understanding of the…

Systems and Control · Computer Science 2019-09-16 Hancheng Min , Enrique Mallada

Tree-based protocols are ubiquitous in distributed systems. They are flexible, they perform generally well, and, in static conditions, their analysis is mostly simple. Under churn, however, node joins and failures can have complex global…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-04-27 Supriya Krishnamurthy , John Ardelius , Erik Aurell , Mads Dam , Rolf Stadler , Fetahi Wuhib

To understand the structural dynamics of a large-scale social, biological or technological network, it may be useful to discover behavioral roles representing the main connectivity patterns present over time. In this paper, we propose a…

Social and Information Networks · Computer Science 2012-03-13 Ryan Rossi , Brian Gallagher , Jennifer Neville , Keith Henderson

We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…

Computational Finance · Quantitative Finance 2021-10-25 Douglas Castilho , Tharsis T. P. Souza , Soong Moon Kang , João Gama , André C. P. L. F. de Carvalho

Social networks are made out of strong and weak ties having very different structural and dynamical properties. But, what features of human interaction build a strong tie? Here we approach this question from an practical way by finding what…

Physics and Society · Physics 2017-06-21 Henry Navarro , Giovanna Miritello , Arturo Canales , Esteban Moro

The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. We analyze the time dependence of the…

Statistical Finance · Quantitative Finance 2010-11-18 Dion Harmon , Blake Stacey , Yavni Bar-Yam , Yaneer Bar-Yam

In numerous physical models on networks, dynamics are based on interactions that exclusively involve properties of a node's nearest neighbors. However, a node's local view of its neighbors may systematically bias perceptions of network…

Social and Information Networks · Computer Science 2016-12-28 Xin-Zeng Wu , Allon G. Percus , Kristina Lerman