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Different weighted scale-free networks show weights-topology correlations indicated by the non linear scaling of the node strength with node connectivity. In this paper we show that networks with and without weight-topology correlations can…

Disordered Systems and Neural Networks · Physics 2009-11-10 Ginestra Bianconi

In this brief, we conduct a complex-network analysis of the Bitcoin transaction network. In particular, we design a new sampling method, namely random walk with flying-back (RWFB), to conduct effective data sampling. We then conduct a…

Social and Information Networks · Computer Science 2022-03-18 Bishenghui Tao , Hong-Ning Dai , Jiajing Wu , Ivan Wang-Hei Ho , Zibin Zheng , Chak Fong Cheang

In many studies, it is common to use binary (i.e., unweighted) edges to examine networks of entities that are either adjacent or not adjacent. Researchers have generalized such binary networks to incorporate edge weights, which allow one to…

Physics and Society · Physics 2024-02-29 Lucas Böttcher , Mason A. Porter

Balance theory explains the forces behind the structure of social systems, which are commonly modeled as static undirected signed networks. We expand this modeling approach to incorporate directionality of edges, and consider three levels…

Social and Information Networks · Computer Science 2020-07-21 Samin Aref , Ly Dinh , Rezvaneh Rezapour , Jana Diesner

Evaluation of systemic risk in networks of financial institutions in general requires information of inter-institution financial exposures. In the framework of Debt Rank algorithm, we introduce an approximate method of systemic risk…

Risk Management · Quantitative Finance 2021-04-14 Sebastian M. Krause , Hrvoje Štefančić , Vinko Zlatić , Guido Caldarelli

Recent advances in experimental neuroscience allow, for the first time, non-invasive studies of the white matter tracts in the human central nervous system, thus making available cutting-edge brain anatomical data describing these global…

Quantitative Methods · Quantitative Biology 2008-11-06 Jonathan J. Crofts , Desmond J. Higham

We study the international interbank market through a geometrical and a topological analysis of empirical data. The geometrical analysis of the time series of cross-country liabilities shows that the systematic information of the interbank…

Computational Finance · Quantitative Finance 2012-05-28 Alessandro Spelta , Tanya Araújo

Many social, technological, biological, and economical systems are best described by weighted networks, whose properties and dynamics depend not only on their structures but also on the connection weights among their nodes. However, most…

Disordered Systems and Neural Networks · Physics 2015-06-24 Chunguang Li , Guanrong Chen

It is becoming increasingly common to see large collections of network data objects -- that is, data sets in which a network is viewed as a fundamental unit of observation. As a result, there is a pressing need to develop network-based…

Statistics Theory · Mathematics 2019-02-08 Eric Kolaczyk , Lizhen Lin , Steven Rosenberg , Jie Xu , Jackson Walters

Most real-world networks are weighted graphs with the weight of the edges reflecting the relative importance of the connections. In this work, we study non degree dependent correlations between edge weights, generalizing thus the…

Statistical Mechanics · Physics 2009-11-11 Jose J. Ramasco , Bruno Goncalves

We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial system. Our model represents an extension of clearing models of interdependent liabilities to account for the…

Risk Management · Quantitative Finance 2020-06-03 Paolo Barucca , Marco Bardoscia , Fabio Caccioli , Marco D'Errico , Gabriele Visentin , Guido Caldarelli , Stefano Battiston

People and companies move money with every financial transaction they make. We aim to understand how such activity gives rise to large-scale patterns of monetary flow. In this work, we trace the movement of e-money through the accounts of a…

Physics and Society · Physics 2019-10-15 Carolina Mattsson

We model financial transactions as random walks on activity-driven temporal networks. By enforcing fund conservation, our framework analytically derives heavy-tailed distributions for the stationary balances and transaction sizes.…

Physics and Society · Physics 2026-02-25 Carolina E. Mattsson , Claudio Cellerini , Jaume Ojer , Michele Starnini

Through the distinction between ``real'' and ``virtual'' links between the nodes of a graph, we develop a set of simple rules leading to scale-free networks with a tunable degree distribution exponent. Albeit sharing some similarities with…

Statistical Mechanics · Physics 2007-05-23 F. Stauffer

We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specifically, we examine the distributions of (un)directed…

General Finance · Quantitative Finance 2015-03-10 Benjamin Vandermarliere , Alexei Karas , Jan Ryckebusch , Koen Schoors

In networks of independent entities that face similar predictive tasks, transfer machine learning enables to re-use and improve neural nets using distributed data sets without the exposure of raw data. As the number of data sets in business…

Machine Learning · Computer Science 2020-03-31 Robin Hirt , Akash Srivastava , Carlos Berg , Niklas Kühl

We use data on frequencies of bi-directional posts to define edges (or relationships) in two Facebook datasets and a Twitter dataset and use these to create ego-centric social networks. We explore the internal structure of these networks to…

Social and Information Networks · Computer Science 2022-05-30 R. I. M. Dunbar , Valerio Arnaboldi , Marco Conti , Andrea Passarella

Centrality measures have been defined to quantify the importance of a node in complex networks. The relative importance of a node can be measured using its centrality rank based on the centrality value. In the present work, we predict the…

Social and Information Networks · Computer Science 2016-11-29 Akrati Saxena , Vaibhav Malik , S. R. S. Iyengar

The rate equations are used to study the scale-free behavior of the weight distribution in evolving networks whose topology is determined only by degrees of preexisting vertices. An analysis of these equations shows that the degree…

Disordered Systems and Neural Networks · Physics 2007-05-23 W. Jezewski

Money launderers exploit the weaknesses in detection systems by purposefully placing their ill-gotten money into multiple accounts, at different banks. That money is then layered and moved around among mule accounts to obscure the origin…

Machine Learning · Computer Science 2025-01-03 Haseeb Tariq , Marwan Hassani