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It is a significant challenge to predict the network topology from a small amount of dynamical observations. Different from the usual framework of the node-based reconstruction, two optimization approaches (i.e., the global and partitioned…

Physics and Society · Physics 2016-03-03 Ming Xu , Chuan-Yun Xu , Huan Wang , Yong-Kui Li , Jing-Bo Hu , Ke-Fei Cao

Mechanistic network models specify the mechanisms by which networks grow and change, allowing researchers to investigate complex systems using both simulation and analytical techniques. Unfortunately, it is difficult to write likelihoods…

Methodology · Statistics 2023-07-19 Jonathan Larson , Jukka-Pekka Onnela

In many areas such as computational biology, finance or social sciences, knowledge of an underlying graph explaining the interactions between agents is of paramount importance but still challenging. Considering that these interactions may…

Signal Processing · Electrical Eng. & Systems 2021-04-29 Mircea Moscu , Ricardo A. Borsoi , Cédric Richard , José-Carlos M. Bermudez

The advent of comprehensive synaptic wiring diagrams of large neural circuits has created the field of connectomics and given rise to a number of open research questions. One such question is whether it is possible to reconstruct the…

Neurons and Cognition · Quantitative Biology 2023-02-20 Sebastian Goldt , Florent Krzakala , Lenka Zdeborová , Nicolas Brunel

In practice, many empirical networks, including co-authorship and collocation networks are unimodal projections of a bipartite data structure where one layer represents entities, the second layer consists of a number of sets representing…

Physics and Society · Physics 2016-07-07 Navid Dianati

The interactions between three or more random variables are often nontrivial, poorly understood, and yet, are paramount for future advances in fields such as network information theory, neuroscience, genetics and many others. In this work,…

Information Theory · Computer Science 2016-04-20 Fernando Rosas , Vasilis Ntranos , Christopher J. Ellison , Sofie Pollin , Marian Verhelst

When modeling a social dynamics with an agent-oriented approach, researchers have to describe the structure of interactions within the population. Given the intractability of extensive network collecting, they rely on random network…

Social and Information Networks · Computer Science 2020-03-05 Samuel Thiriot

The network structure (or topology) of a dynamical network is often unavailable or uncertain. Hence, we consider the problem of network reconstruction. Network reconstruction aims at inferring the topology of a dynamical network using…

Optimization and Control · Mathematics 2018-09-26 Henk J. van Waarde , Pietro Tesi , M. Kanat Camlibel

Asymmetric relational data is increasingly prevalent across diverse fields, underscoring the need for directed network models to address the complex challenges posed by their unique structures. Unlike undirected models, directed models can…

Methodology · Statistics 2024-11-21 Rui Feng , Chenlei Leng

Learning influence pathways of a network of dynamically related processes from observations is of considerable importance in many disciplines. In this article, influence networks of agents which interact dynamically via linear dependencies…

Systems and Control · Computer Science 2018-09-28 Saurav Talukdar , Deepjyoti Deka , Harish Doddi , Donatello Materassi , Misha Chertkov , Murti V. Salapaka

With the help of transfer entropy, we analyze information flows between communities of complex networks. We show that the transfer entropy provides a coherent description of interactions between communities, including non-linear…

Statistical Finance · Quantitative Finance 2019-11-18 Jan Korbel , Xiongfei Jiang , Bo Zheng

The entropy of a hierarchical network topology in an ensemble of sparse random networks with "hidden variables" associated to its nodes, is the log-likelihood that a given network topology is present in the chosen ensemble.We obtain a…

Disordered Systems and Neural Networks · Physics 2009-11-13 Ginestra Bianconi , Anthony C. C. Coolen , Conrad J. Perez Vicente

The interbank market has a natural multiplex network representation. We employ a unique database of supervisory reports of Italian banks to the Banca d'Italia that includes all bilateral exposures broken down by maturity and by the secured…

General Finance · Quantitative Finance 2013-11-20 Leonardo Bargigli , Giovanni di Iasio , Luigi Infante , Fabrizio Lillo , Federico Pierobon

In the context of state estimation under communication constraints, several notions of dynamical entropy play a fundamental role, among them: topological entropy and restoration entropy. In this paper, we present a theorem which…

Optimization and Control · Mathematics 2019-01-30 Christoph Kawan

Using a metric related to the returns correlation, a method is proposed to reconstruct an economic space from the market data. A reduced subspace, associated to the systematic structure of the market, is identified and its dimension related…

Statistical Mechanics · Physics 2016-08-16 R. Vilela Mendes , Tanya Araújo , Francisco Louçã

The econophysics approach to socio-economic systems is based on the assumption of their complexity. Such assumption inevitably lead to another assumption, namely that underlying interconnections within socio-economic systems, particularly…

Statistical Finance · Quantitative Finance 2023-07-19 Paweł Fiedor

We follow up on the study of correlations between GDP's of rich countries. We analyze web-downloaded data on GDP that we use as individual wealth signatures of the country economical state. We calculate the yearly fluctuations of the GDP.…

Physics and Society · Physics 2012-09-25 M. Ausloos , R. Lambiotte

Factor models characterize the joint behavior of large sets of financial assets through a smaller number of underlying drivers. We develop a network-based framework in which factors emerge naturally from the structure of interactions among…

Computational Finance · Quantitative Finance 2026-04-15 Jose Negrete , Jaime Joel Ramos

Many relationships requiring mutual agreement between pairs of actors produce observable networks that are symmetric and undirected. Nevertheless the unobserved, asymmetric network is often of primary scientific interest. We propose a…

Methodology · Statistics 2019-04-03 Arturas Rozenas , Shahryar Minhas , John Ahlquist

Understanding how network function constrains neural connectivity is a central challenge in neuroscience. An influential approach is to train neural networks with gradient descent on cognitive tasks and characterize the resulting…

Neurons and Cognition · Quantitative Biology 2026-05-26 Ludwig Hruza , Srdjan Ostojic