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Until recently obtaining data on populations of networks was typically rare. However, with the advancement of automatic monitoring devices and the growing social and scientific interest in networks, such data has become more widely…
Understanding the functional roles of financial institutions within interconnected markets is critical for effective supervision, systemic risk assessment, and resolution planning. We propose an interpretable role-based clustering approach…
Stochastic network calculus is a newly developed theory for stochastic service guarantee analysis of computer networks. In the current stochastic network calculus literature, its fundamental models are based on the cumulative amount of…
The increasing interest in complex networks research has been a consequence of several intrinsic features of this area, such as the generality of the approach to represent and model virtually any discrete system, and the incorporation of…
In this paper, we consider the problem of assessing local clustering in complex networks. Various definitions for this measure have been proposed for the cases of networks having weighted edges, but less attention has been paid to both…
Most recent works model the market structure of the stock market as a correlation network of the stocks. They apply pre-defined patterns to extract correlation information from the time series of stocks. Without considering the influences…
Description of temporal networks and detection of dynamic communities have been hot topics of research for the last decade. However, no consensual answers to these challenges have been found due to the complexity of the task. Static…
Network data often represent multiple types of relations, which can also denote exchanged quantities, and are typically encompassed in a weighted multiplex. Such data frequently exhibit clustering structures, however, traditional clustering…
An analysis of the stylized facts in financial time series is carried out. We find that, instead of the heavy tails in asset return distributions, the slow decay behaviour in autocorrelation functions of absolute returns is actually…
We study the method for detecting relationship changes in financial markets and providing human-interpretable network visualization to support the decision-making of fund managers dealing with multi-assets. First, we construct co-occurrence…
Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…
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…
One of the most important challenges in network science is to quantify the information encoded in complex network structures. Disentangling randomness from organizational principles is even more demanding when networks have a multiplex…
Temporal networks model how the interaction between elements in a complex system evolve over time. Just like complex systems display collective dynamics, here we interpret temporal networks as trajectories performing a collective motion in…
Tensor networks (TNs) have been gaining interest as multiway data analysis tools owing to their ability to tackle the curse of dimensionality and to represent tensors as smaller-scale interconnections of their intrinsic features. However,…
Computing layer similarities is an important way of characterizing multiplex networks because various static properties and dynamic processes depend on the relationships between layers. We provide a taxonomy and experimental evaluation of…
The control of complex systems is an ongoing challenge of complexity research. Recent advances using concepts of structural control deduce a wide range of control related properties from the network representation of complex systems. Here,…
Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…
The clustering coefficient quantifies the abundance of connected triangles in a network and is a major descriptive statistics of networks. For example, it finds an application in the assessment of small-worldness of brain networks, which is…
Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…