Related papers: Predicting future stock market structure by combin…
The stock market's ascent typically mirrors the flourishing state of the economy, whereas its decline is often an indicator of an economic downturn. Therefore, for a long time, significant correlation elements for predicting trends in…
The interbank market is considered one of the most important channels of contagion. Its network representation, where banks and claims/obligations are represented by nodes and links (respectively), has received a lot of attention in the…
Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of financial price dynamics resulting from the collective…
We investigate the emergence of a structure in the correlation matrix of assets' returns as the time-horizon over which returns are computed increases from the minutes to the daily scale. We analyze data from different stock markets (New…
The stock market is a crucial component of the financial market, playing a vital role in wealth accumulation for investors, financing costs for listed companies, and the stable development of the national macroeconomy. Significant…
Community structure analysis is a powerful tool for social networks, which can simplify their topological and functional analysis considerably. However, since community detection methods have random factors and real social networks obtained…
We show that the community structure of a network can be used as a coarse version of its embedding in a hidden space with hyperbolic geometry. The finding emerges from a systematic analysis of several real-world and synthetic networks. We…
Predicting financial returns accurately poses a significant challenge due to the inherent uncertainty in financial time series data. Enhancing prediction models' performance hinges on effectively capturing both social and financial…
In the social sciences, the debate over the structural foundations of social capital has long vacillated between two positions on the relative benefits associated with two types of social structures: closed structures, rich in third-party…
Social learning is a fundamental mechanism shaping decision-making across numerous social networks, including social trading platforms. In those platforms, investors combine traditional investing with copying the behavior of others.…
Large-scale human social network structure is typically inferred from digital trace samples of online social media platforms or mobile communication data. Instead, here we investigate the social network structure of a complete population,…
Link prediction is central to unraveling social network evolution and node relationships, as well as understanding the characteristic mechanisms of complex networks. Currently, research on link prediction for complex dynamic networks…
For most people, social contacts play an integral part in finding a new job. As observed by Granovetter's seminal study, the proportion of jobs obtained through social contacts is usually large compared to those obtained through postings or…
Recent years saw an increased interest in modeling and understanding the mechanisms of opinion and innovation spread through human networks. Using analysis of real-world social data, researchers are able to gain a better understanding of…
Financial market predictions utilize historical data to anticipate future stock prices and market trends. Traditionally, these predictions have focused on the statistical analysis of quantitative factors, such as stock prices, trading…
Several recent studies of online social networking platforms have found that adoption rates and engagement levels are positively correlated with structural diversity, the degree of heterogeneity among an individual's contacts as measured by…
With the rapid growth of online social network sites (SNS), it has become imperative for platform owners and online marketers to investigate what drives content production on these platforms. However, previous research has found it…
Many complex networks display a mesoscopic structure with groups of nodes sharing many links with the other nodes in their group and comparatively few with nodes of different groups. This feature is known as community structure and encodes…
People's interests and people's social relationships are intuitively connected, but understanding their interplay and whether they can help predict each other has remained an open question. We examine the interface of two decisive…
The intersection of social media, low-cost trading platforms, and naive investors has created an ideal situation for information-based market manipulations, especially pump&dumps. Manipulators accumulate small-cap stocks, disseminate false…