Related papers: A dynamic network model with persistent links and …
This paper considers nonlinear dynamic models where the main parameter of interest is a nonnegative matrix characterizing the network (contagion) effects. This network matrix is usually constrained either by assuming a limited number of…
We propose a non-parametric link prediction algorithm for a sequence of graph snapshots over time. The model predicts links based on the features of its endpoints, as well as those of the local neighborhood around the endpoints. This allows…
We live in a world increasingly dominated by networks -- communications, social, information, biological etc. A central attribute of many of these networks is that they are dynamic, that is, they exhibit structural changes over time. While…
Motivated by the idea that some characteristics are specific to the relations between individuals and not of the individuals themselves, we study a prototype model for the dynamics of the states of the links in a fixed network of…
We propose a covariate-dependent discrete graphical model for capturing dynamic networks among discrete random variables, allowing the dependence structure among vertices to vary with covariates. This discrete dynamic network encompasses…
We propose a framework for studying optimal market making policies in a limit order book (LOB). The bid-ask spread of the LOB is modelled by a Markov chain with finite values, multiple of the tick size, and subordinated by the Poisson…
Networks underpin systems that range from finance to biology, yet their structure is often only partially observed. Current reconstruction methods typically fit the parameters of a model anew to each snapshot, thus offering no guidance to…
We propose a conceptually novel method of reconstructing the topology of dynamical networks. By examining the correlation between the variable of one node and the derivative of another node, we derive a simple matrix equation yielding the…
Modeling biological networks serves as both a major goal and an effective tool of systems biology in studying mechanisms that orchestrate the activities of gene products in cells. Biological networks are context specific and dynamic in…
Recent studies from social, biological, and engineering network systems have drawn attention to the dynamics over signed networks, where each link is associated with a positive/negative sign indicating trustful/mistrustful,…
The performance of mobile ad hoc networks in general and that of the routing algorithm, in particular, can be heavily affected by the intrinsic dynamic nature of the underlying topology. In this paper, we build a new analytical/numerical…
In this work we present a strategic network formation model predicting the emergence of multigroup structures. Individuals decide to form or remove links based on the benefits and costs those connections carry; we focus on bilateral consent…
Assessing the stability of economic systems is a fundamental research focus in economics, that has become increasingly interdisciplinary in the currently troubled economic situation. In particular, much attention has been devoted to the…
While the vast majority of the literature on models for temporal networks focuses on binary graphs, often one can associate a weight to each link. In such cases the data are better described by a weighted, or valued, network. An important…
This paper introduces a new model for node behavior namely Correlated Node Behavior Model which is an extension of Node Behavior Model. The model adopts semi Markov process in continuous time which clusters the node that has correlation.…
Networked dynamic systems are ubiquitous in various domains, such as industrial processes, social networks, and biological systems. These systems produce high-dimensional data that reflect the complex interactions among the network nodes…
Distributed decision making in multi-agent networks has recently attracted significant research attention thanks to its wide applicability, e.g. in the management and optimization of computer networks, power systems, robotic teams, sensor…
Several works have outlined the fact that the mobility in intermittently connected wireless networks is strongly governed by human behaviors as they are basically human-centered. It has been shown that the users' moves can be correlated and…
There has been great interest in recent years on statistical models for dynamic networks. In this paper, I propose a stochastic block transition model (SBTM) for dynamic networks that is inspired by the well-known stochastic block model…
The theory of complex networks and of disordered systems is used to study the stability and dynamical properties of a simple model of material flow networks defined on random graphs. In particular we address instabilities that are…