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We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on "Partition Decoupled Null Models,'' a new class of null models that…

Pricing of Securities · Quantitative Finance 2011-04-22 Greg Leibon , Scott D. Pauls , Daniel N. Rockmore , Robert Savell

We investigate the strength and the direction of information transfer in the U.S. stock market between the composite stock price index of stock market and prices of individual stocks using the transfer entropy. Through the directionality of…

Statistical Finance · Quantitative Finance 2008-12-02 Okyu Kwon , Jae-Suk Yang

Drawing on recent contributions inferring financial interconnectedness from market data, our paper provides new insights on the evolution of the US financial industry over a long period of time by using several tools coming from network…

Physics and Society · Physics 2018-07-04 Yérali Gandica , Marco Valerio Geraci , Sophie Béreau , Jean-Yves Gnabo

In a system containing a large number of interacting stochastic processes, there will typically be many non-zero correlation coefficients. This makes it difficult to either visualize the system's inter-dependencies, or identify its dominant…

Other Condensed Matter · Physics 2011-09-06 Mark McDonald , Omer Suleman , Stacy Williams , Sam Howison , Neil F. Johnson

Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…

Computational Engineering, Finance, and Science · Computer Science 2019-03-11 Ran Zhao , Yuntian Deng , Mark Dredze , Arun Verma , David Rosenberg , Amanda Stent

We develop a sparse autologistic model for investigating the impact of diversification and disintermediation strategies in the evolution of financial trading networks. In order to induce sparsity in the model estimates and address…

Applications · Statistics 2017-10-05 Brenda Betancourt , Abel Rodríguez , Naomi Boyd

In this paper we analyse the structure of Warsaw's stock market using complex systems methodology together with network science and information theory. We find minimal spanning trees for log returns on Warsaw's stock exchange for yearly…

Statistical Finance · Quantitative Finance 2013-11-19 Paweł Fiedor

We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of intrinsically dissected time series. Defining a method for…

Trading and Market Microstructure · Quantitative Finance 2014-02-11 Anton Golub , Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard

Interconnected networks describe the dynamics of important systems in a wide range such as biological systems and electrical power grids. Some important features of these systems were successfully studied and understood through simplified…

Systems and Control · Computer Science 2016-03-18 Thanh Long Vu , Konstantin Turitsyn

Human trafficking is a heartless crime that represents the second most profitable crime in the world. Mexico's geographical position makes it a country with high levels of human trafficking. Using the snowball sampling method, the major…

Social and Information Networks · Computer Science 2022-06-08 Sofía de la Mora Tostado , Mayra Núñez-López , Esteban A. Hernández-Vargas

The structure entropy is an important index to illuminate the structure property of the complex network. Most of the existing structure entropies are based on the degree distribution of the complex network. But the structure entropy based…

Social and Information Networks · Computer Science 2014-08-27 Qi Zhang , Meizhu Li , Yong Deng

During a financial crisis, the capital markets network frequently exhibits a high correlation between returns. We developed a network analysis framework based on daily returns from 42 countries to determine systemic stability. Our network…

Dynamical Systems · Mathematics 2022-01-06 Supanat Kamtue , Pongsak Luangaram , Sirawit Woramongkhon

This paper continues a series of studies of dependence patterns following from properties of the bivariate probability distribution P(x,y) of two consecutive price increments x (push) and y (response). The paper focuses on individual…

Physics and Society · Physics 2007-05-23 Andrei Leonidov , Vladimir Trainin , Alexander Zaitsev , Sergey Zaitsev

Financial stock returns correlations have been studied in the prism of random matrix theory, to distinguish the signal from the "noise". Eigenvalues of the matrix that are above the rescaled Marchenko Pastur distribution can be interpreted…

Statistical Finance · Quantitative Finance 2025-08-19 Ixandra Achitouv

Understanding non-linear relationships among financial instruments has various applications in investment processes ranging from risk management, portfolio construction and trading strategies. Here, we focus on interconnectedness among…

Computational Finance · Quantitative Finance 2022-07-18 Bhaskarjit Sarmah , Nayana Nair , Dhagash Mehta , Stefano Pasquali

We investigate a factor that can affect the number of links of a specific stock in a network between stocks created by the minimal spanning tree (MST) method, by using individual stock data listed on the S&P500 and KOSPI. Among the common…

Data Analysis, Statistics and Probability · Physics 2015-06-26 Cheoljun Eom , Gabjin Oh , Seunghwan Kim

We perform a comparative analysis of the Chinese stock market around the occurrence of the 2008 crisis based on the random matrix analysis of high-frequency stock returns of 1228 stocks listed on the Shanghai and Shenzhen stock exchanges.…

Statistical Finance · Quantitative Finance 2017-04-19 Rui-Qi Han , Wen-Jie Xie , Xiong Xiong , Wei Zhang , Wei-Xing Zhou

Traders in a stock market exchange stock shares and form a stock trading network. Trades at different positions of the stock trading network may contain different information. We construct stock trading networks based on the limit order…

Trading and Market Microstructure · Quantitative Finance 2016-12-06 Wen-Jie Xie , Ming-Xia Li , Hai-Chuan Xu , Wei Chen , Wei-Xing Zhou , H. E. Stanley

Scale invariance, collective behaviours and structural reorganization are crucial for portfolio management (portfolio composition, hedging, alternative definition of risk, etc.). This lack of any characteristic scale and such elaborated…

Statistical Finance · Quantitative Finance 2014-03-24 Thomas Bury

The human brain displays rich communication dynamics that are thought to be particularly well-reflected in its marked community structure. Yet, the precise relationship between community structure in structural brain networks and the…

Neurons and Cognition · Quantitative Biology 2020-12-23 Shubhankar P. Patankar , Jason Z. Kim , Fabio Pasqualetti , Danielle S. Bassett