Related papers: A dynamic network model with persistent links and …
Dynamic networks are structured interconnections of dynamical systems (modules) driven by external excitation and disturbance signals. In order to identify their dynamical properties and/or their topology consistently from measured data, we…
Given a set of snapshots from a temporal network we develop, analyze, and experimentally validate a so-called network interpolation scheme. Our method allows us to build a plausible, albeit random, sequence of graphs that transition between…
The study of dynamical systems on networks, describing complex interactive processes, provides insight into how network structure affects global behaviour. Yet many methods for network dynamics fail to cope with large or partially-known…
Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…
This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit…
The links between optimal control of dynamical systems and neural networks have proved beneficial both from a theoretical and from a practical point of view. Several researchers have exploited these links to investigate the stability of…
We develop an agent-based model of strategic link formation in Research and Development (R&D) networks. Empirical evidence has shown that the growth of these networks is driven by mechanisms which are both endogenous to the system (that is,…
Market instability has been extensively studied using mathematical approaches to characterize complex trading dynamics and detect structural change points. This study explores the potential for early warning of market instability by…
Two-sided online matching platforms are employed in various markets. However, agents' preferences in the current market are usually implicit and unknown, thus needing to be learned from data. With the growing availability of dynamic side…
Here we introduce a model in which individuals differ in the rate at which they seek new interactions with others, making rational decisions modeled as general symmetric two-player games. Once a link between two individuals has formed, the…
Many real-world complex systems are well represented as multilayer networks; predicting interactions in those systems is one of the most pressing problems in predictive network science. To address this challenge, we introduce two stochastic…
Capturing both the structural and temporal aspects of interactions is crucial for many real world datasets like contact between individuals. Using the link stream formalism to capture the dynamic of the systems, we tackle the issue of…
We introduce a new framework to model interactions among agents which seek to trade to minimize their risk with respect to some future outcome. We quantify this risk using the concept of risk measures from finance, and introduce a class of…
We introduce a method to infer lead-lag networks of agents' actions in complex systems. These networks open the way to both microscopic and macroscopic states prediction in such systems. We apply this method to trader-resolved data in the…
Financial networks help firms manage risk but also enable financial shocks to spread. Despite their importance, existing models of financial networks have several limitations. Prior works often consider a static network with a simple…
Statistical properties of binary complex networks are well understood and recently many attempts have been made to extend this knowledge to weighted ones. There is, however, a subtle difference between networks where weights are continuos…
Bayesian network models with latent variables are widely used in statistics and machine learning. In this paper we provide a complete algebraic characterization of Bayesian network models with latent variables when the observed variables…
We define a dynamic model of random networks, where new vertices are connected to old ones with a probability proportional to a sublinear function of their degree. We first give a strong limit law for the empirical degree distribution, and…
Two-sided matching markets have long existed to pair agents in the absence of regulated exchanges. A common example is school choice, where a matching mechanism uses student and school preferences to assign students to schools. In such…
Link prediction models are increasingly used to recommend interactions in evolving networks, yet their impact on network structure is typically assessed from static snapshots. In particular, observed homophily conflates intrinsic…