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Financial markets are nonlinear with complexity, where different types of assets are traded between buyers and sellers, each having a view to maximize their Return on Investment (ROI). Forecasting market trends is a challenging task since…
We present measures, models and link prediction algorithms based on the structural balance in signed social networks. Certain social networks contain, in addition to the usual 'friend' links, 'enemy' links. These networks are called signed…
Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…
With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…
Predicting investors reactions to financial and political news is important for the early detection of stock market jitters. Evidence from several recent studies suggests that online social media could improve prediction of stock market…
The financial market is a complex dynamical system composed of a large variety of intricate relationships between several entities, such as banks, corporations and institutions. At the heart of the system lies the stock exchange mechanism,…
Community structures in collaboration networks reflect the natural tendency of individuals to organize their work in groups in order to better achieve common goals. In most of the cases, individuals exploit their connections to introduce…
Structural balance theory predicts that triads in networks gravitate towards stable configurations. The theory has been verified for undirected graphs. Since real-world networks are often directed, we introduce a novel method for…
With the network methods and random matrix theory, we investigate the interaction structure of communities in financial markets. In particular, based on the random matrix decomposition, we clarify that the local interactions between the…
In the past decade, cities have experienced rapid growth, expansion, and changes in their community structure. Many aspects of critical urban infrastructure are closely coupled with the human communities that they serve. Urban communities…
So far, many network-structure-based link prediction methods have been proposed. However, these methods only highlight one or two structural features of networks, and then use the methods to predict missing links in different networks. The…
In the last years efforts in econophysics have been shifted to study how network theory can facilitate understanding of complex financial markets. Main part of these efforts is the study of correlation-based hierarchical networks. This is…
Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…
The mesoscopic organization of complex systems, from financial markets to the brain, is an intermediate between the microscopic dynamics of individual units (stocks or neurons, in the mentioned cases), and the macroscopic dynamics of the…
The modern age has seen an exponential growth of social network data available on the web. Analysis of these networks reveal important structural information about these networks in particular and about our societies in general. More often…
Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns.…
Given financial data from popular sites like Yahoo and the London Exchange, the presented paper attempts to model and predict stocks that can be considered "good investments". Stocks are characterized by 125 features ranging from gross…
Preventing traffic congestion by forecasting near time traffic flows is an important problem as it leads to effective use of transport resources. Social network provides information about activities of humans and social events. Thus, with…
Almost all real-world networks are subject to constant evolution, and plenty of evolving networks have been investigated to uncover the underlying mechanisms for a deeper understanding of the organization and development of them. Compared…
We applied Deep Q-Network with a Convolutional Neural Network function approximator, which takes stock chart images as input, for making global stock market predictions. Our model not only yields profit in the stock market of the country…