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The investment on the stock market is prone to be affected by the Internet. For the purpose of improving the prediction accuracy, we propose a multi-task stock prediction model that not only considers the stock correlations but also…

Machine Learning · Computer Science 2018-05-22 Jieyun Huang , Yunjia Zhang , Jialai Zhang , Xi Zhang

A novel approach rooted on the notion of consensus clustering, a strategy developed for community detection in complex networks, is proposed to cope with the heterogeneity that characterizes connectivity matrices in health and disease. The…

Neurons and Cognition · Quantitative Biology 2017-05-09 Javier Rasero , Mario Pellicoro , Leonardo Angelini , Jesus M. Cortes , Daniele Marinazzo , Sebastiano Stramaglia

Understanding temporal patterns in online search behavior is crucial for real-time marketing and trend forecasting. Google Trends offers a rich proxy for public interest, yet the high dimensionality and noise of its time-series data present…

Machine Learning · Statistics 2025-06-25 Pola Bereta , Ioannis Diamantis

The local structure of unweighted networks can be characterized by the number of times a subgraph appears in the network. The clustering coefficient, reflecting the local configuration of triangles, can be seen as a special case of this…

Statistical Mechanics · Physics 2009-11-10 J. -P. Onnela , J. Saramäki , J. Kertész , K. Kaski

In the last decade, there has been a growing body of literature addressing the utilization of complex network methods for the characterization of dynamical systems based on time series. While both nonlinear time series analysis and complex…

Data Analysis, Statistics and Probability · Physics 2025-02-03 Yong Zou , Reik V. Donner , Norbert Marwan , Jonathan F. Donges , Jürgen Kurths

Based on an expert systems approach, the issue of community detection can be conceptualized as a clustering model for networks. Building upon this further, community structure can be measured through a clustering coefficient, which is…

Social and Information Networks · Computer Science 2019-04-12 Roy Cerqueti , Giovanna Ferraro , Antonio Iovanella

Mining Time Series data has a tremendous growth of interest in today's world. To provide an indication various implementations are studied and summarized to identify the different problems in existing applications. Clustering time series is…

Information Retrieval · Computer Science 2010-05-25 V. Kavitha , M. Punithavalli

We study the time dependence of maximal spanning trees and asset graphs based on correlation matrices of stock returns. In these networks the nodes represent companies and links are related to the correlation coefficients between them.…

Physics and Society · Physics 2009-11-13 Tapio Heimo , Kimmo Kaski , Jari Saramaki

Feature extraction from financial data is one of the most important problems in market prediction domain for which many approaches have been suggested. Among other modern tools, convolutional neural networks (CNN) have recently been applied…

Machine Learning · Computer Science 2018-10-23 Ehsan Hoseinzade , Saman Haratizadeh

Identifying the hidden organizational principles and relevant structures of networks representing complex physical systems is fundamental to understand their properties. To this aim, uncovering the structures involving a network's prominent…

Physics and Society · Physics 2022-08-17 Nicola Pedreschi , Demian Battaglia , Alain Barrat

Using data from world stock exchange indices prior to and during periods of global financial crises, clusters and networks of indices are built for different thresholds and diverse periods of time, so that it is then possible to analyze how…

Statistical Finance · Quantitative Finance 2014-09-02 Leonidas Sandoval Junior

In the era of widespread online content consumption, effective detection of coordinated efforts is crucial for mitigating potential threats arising from information manipulation. Despite advances in isolating inauthentic and automated…

Social and Information Networks · Computer Science 2025-12-23 Letizia Iannucci , Elisa Muratore , Antonis Matakos , Mikko Kivelä

In this perspective, we introduce recent research into the structure and function of complex investor networks supporting sustainability efforts. Using the case of solar, wind and hydro energy technologies, this perspective explores the…

Physics and Society · Physics 2023-09-29 Alexander P. Kartun-Giles , Nadia Ameli

In complex financial systems, the sector structure and volatility clustering are respectively important features of the spatial and temporal correlations. However, the microscopic generation mechanism of the sector structure is not yet…

General Finance · Quantitative Finance 2015-04-09 Jun-Jie Chen , Lei Tan , Bo Zheng

The representation of complex systems as networks is inappropriate for the study of certain problems. We show several examples of social, biological, ecological and technological systems where the use of complex networks gives very limited…

Physics and Society · Physics 2013-04-02 Ernesto Estrada , Juan A. Rodriguez-Velazquez

The global balance is a well-known indicator of the behavior of a signed network. Recent literature has introduced the concept of local balance as a measure of the contribution of a single node to the overall balance of the network. In the…

Portfolio Management · Quantitative Finance 2025-12-12 Paolo Bartesaghi , Rosanna Grassi , Pierpaolo Uberti

The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the notion of the existence of equilibrium and those which rely on statistical…

Trading and Market Microstructure · Quantitative Finance 2019-12-12 V. Sasidevan , Nils Bertschinger

Time series clustering is essential in scientific applications, yet methods for functional time series, collections of infinite-dimensional curves treated as random elements in a Hilbert space, remain underdeveloped. This work presents…

Methodology · Statistics 2025-04-03 Angel Lopez-Oriona , Ying Sun , Han Lin Shang

In recent work we presented a new approach to the analysis of weighted networks, by providing a straightforward generalization of any network measure defined on unweighted networks. This approach is based on the translation of a weighted…

Data Analysis, Statistics and Probability · Physics 2008-06-05 S. E. Ahnert , D. Garlaschelli , T. M. A. Fink , G. Caldarelli

In multivariate time series systems, it has been observed that certain groups of variables partially lead the evolution of the system, while other variables follow this evolution with a time delay; the result is a lead-lag structure amongst…

Machine Learning · Statistics 2022-01-21 Stefanos Bennett , Mihai Cucuringu , Gesine Reinert