Related papers: Community Detection in Cryptocurrencies with Poten…

Mining community structures from the complex network is an important problem across a variety of fields. Many existing community detection methods detect communities through optimizing a community evaluation function. However, most of these…

This paper presents a novel application of a clustering algorithm developed for constructing a phylogenetic network to the correlation matrix for 126 stocks listed on the Shanghai A Stock Market. We show that by visualizing the correlation…

Community and cluster detection is a popular field of social network analysis. Most algorithms focus on static graphs or series of snapshots. In this paper we present an algorithm, which detects communities in dynamic graphs. The method is…

Community detection is a commonly used technique for identifying groups in a network based on similarities in connectivity patterns. To facilitate community detection in large networks, we recast the network to be partitioned into a smaller…

Portfolio management is the decision-making process of allocating an amount of fund into different financial investment products. Cryptocurrencies are electronic and decentralized alternatives to government-issued money, with Bitcoin as the…

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

Performing analytic of household load curves (LCs) has significant value in predicting individual electricity consumption patterns, and hence facilitate developing demand-response strategy, and finally achieve energy efficiency improvement…

Cryptocurrencies are digital tokens built on blockchain technology, with thousands actively traded on centralized exchanges (CEXs). Unlike stocks, which are backed by real businesses, cryptocurrencies are recognized as a distinct class of…

This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a dataset of 39 publicly listed firms holding BTC, from their…

Communities play a crucial role to describe and analyse modern networks. However, the size of those networks has grown tremendously with the increase of computational power and data storage. While various methods have been developed to…

The amount of graph-structured data has recently experienced an enormous growth in many applications. To transform such data into useful information, fast analytics algorithms and software tools are necessary. One common graph analytics…

Community detection, which focuses on clustering nodes or detecting communities in (mostly) a single network, is a problem of considerable practical interest and has received a great deal of attention in the research community. While being…

We exploit a recent computational framework to model and detect financial crises in stock markets, as well as shock events in cryptocurrency markets, which are characterized by a sudden or severe drop in prices. Our method manages to detect…

Community detection is expensive, and the cost generally depends at least linearly on the number of vertices in the graph. We propose working with a reduced graph that has many fewer nodes but nonetheless captures key community structure.…

A community within a network is a group of vertices densely connected to each other but less connected to the vertices outside. The problem of detecting communities in large networks plays a key role in a wide range of research areas, e.g.…

Time series of price returns for 80 of the most liquid cryptocurrencies listed on Binance are investigated for the presence of detrended cross-correlations. A spectral analysis of the detrended correlation matrix and a topological analysis…

Cryptocurrencies gain trust in users by publicly disclosing the full creation and transaction history. In return, the transaction history faithfully records the whole spectrum of cryptocurrency user behaviors. This article analyzes and…

Extreme volatility, nonlinear dependencies, and systemic fragility are characteristics of cryptocurrency markets. The assumptions of normality and centralized control in traditional financial risk models frequently cause them to miss these…

Community structure is an important structural property that extensively exists in various complex networks. In the past decade, much attention has been paid to the design of community-detection methods, but analyzing the behaviors of the…

We compare some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory…