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The vast majority of market impact studies assess each product individually, and the interactions between the different order flows are disregarded. This strong approximation may lead to an underestimation of trading costs and possible…
We introduce a simple model for addressing the controversy in the study of financial systems, sometimes taken as brownian-like processes and other as critical systems with fluctuations of arbitrary magnitude. The model considers a…
In order to use the advanced inference techniques available for Ising models, we transform complex data (real vectors) into binary strings, by local averaging and thresholding. This transformation introduces parameters, which must be varied…
With social media and the according social and ubiquitous applications finding their way into everyday life, there is a rapidly growing amount of user generated content yielding explicit and implicit network structures. We consider social…
Global and regional integration has grown significantly in recent decades, boosting intra-African trade and positively impacting national economies through trade diversification and sustainable development. However, existing measures of…
Multi-layered networks represent a major advance in the description of natural complex systems, and their study has shed light on new physical phenomena. Despite its importance, however, the role of the temporal dimension in their structure…
In the past few years, the discoveries of small-world and scale-free properties of many natural and artificial complex networks have stimulated significant advances in better understanding the relationship between the topology and the…
The interactions among the elementary components of many complex systems can be qualitatively different. Such systems are therefore naturally described in terms of multiplex or multi-layer networks, i.e. networks where each layer stands for…
In a stock market, the price fluctuations are interactive, that is, one listed company can influence others. In this paper, we seek to study the influence relationships among listed companies by constructing a directed network on the basis…
This paper characterises dynamic linkages arising from shocks with heterogeneous degrees of persistence. Using frequency domain techniques, we introduce measures that identify smoothly varying links of a transitory and persistent nature.…
We propose a method of analyzing multivariate time series data that investigates lead-lag relationships among economic indicators during the COVID-19 era with a weighted directed network of lagged variables. The analysis includes a stock…
The study of networks plays a crucial role in investigating the structure, dynamics, and function of a wide variety of complex systems in myriad disciplines. Despite the success of traditional network analysis, standard networks provide a…
The theory of multilayer networks is in its early stages, and its development provides vital methods for understanding complex systems. Multilayer networks, in their multiplex form, have been introduced within the last three years to…
Knowledge graphs play a central role for linking different data which leads to multiple layers. Thus, they are widely used in big data integration, especially for connecting data from different domains. Few studies have investigated the…
We analyse a coupled dataset collecting the mobile phone communications and bank transactions history of a large number of individuals living in a Latin American country. After mapping the social structure and introducing indicators of…
Statistical physics of complex systems exploits network theory not only to model, but also to effectively extract information from many dynamical real-world systems. A pivotal case of study is given by financial systems: market prediction…
Many natural, engineered, and social systems can be represented using the framework of a layered network, where each layer captures a different type of interaction between the same set of nodes. The study of such multiplex networks is a…
Multiplex networks (a system of multiple networks that have different types of links but share a common set of nodes) arise naturally in a wide spectrum of fields. Theoretical studies show that in such multiplex networks, correlated edge…
Cities are widely considered the lifeblood of a nations economy housing the bulk of industries, commercial and trade activities, and employment opportunities. Within this economic context, multinational corporations play an important role…
Network theory provides various tools for investigating the structural or functional topology of many complex systems found in nature, technology and society. Nevertheless, it has recently been realised that a considerable number of systems…