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Inflation is a major determinant for allocation decisions and its forecast is a fundamental aim of governments and central banks. However, forecasting inflation is not a trivial task, as its prediction relies on low frequency, highly…

Econometrics · Economics 2023-03-30 Maximilian Tschuchnig , Petra Tschuchnig , Cornelia Ferner , Michael Gadermayr

We propose a Statistical-Mechanics inspired framework for modeling economic systems. Each agent composing the economic system is characterized by a few variables of distinct nature (e.g. saving ratio, expectations, etc.). The agents…

Statistical Mechanics · Physics 2007-05-23 Tom Erez , Martin Hohnisch , Sorin Solomon

A probabilistic framework is introduced that represents stylized banking networks and aims to predict the size of contagion events. In contrast to previous work on random financial networks, which assumes independent connections between…

General Finance · Quantitative Finance 2011-10-20 Thomas R. Hurd , James P. Gleeson

Lifted probabilistic inference algorithms have been successfully applied to a large number of symmetric graphical models. Unfortunately, the majority of real-world graphical models is asymmetric. This is even the case for relational…

Artificial Intelligence · Computer Science 2014-12-02 Guy Van den Broeck , Mathias Niepert

Simulation with agent-based models is increasingly used in the study of complex socio-technical systems and in social simulation in general. This paradigm offers a number of attractive features, namely the possibility of modeling emergent…

Physics and Society · Physics 2015-10-27 Giovanni Luca Ciampaglia

Existing information-theoretic frameworks based on maximum entropy network ensembles are not able to explain the emergence of heterogeneity in complex networks. Here, we fill this gap of knowledge by developing a classical framework for…

Physics and Society · Physics 2020-07-08 Filippo Radicchi , Dmitri Krioukov , Harrison Hartle , Ginestra Bianconi

Graphs and networks provide a canonical representation of relational data, with massive network data sets becoming increasingly prevalent across a variety of scientific fields. Although tools from mathematics and computer science have been…

Methodology · Statistics 2014-08-11 Benjamin P. Olding , Patrick J. Wolfe

Motivated by the current global high inflation scenario, we aim to discover a dynamic multi-period allocation strategy to optimally outperform a passive benchmark while adhering to a bounded leverage limit. To this end, we formulate an…

Portfolio Management · Quantitative Finance 2023-05-26 Chendi Ni , Yuying Li , Peter A. Forsyth

The Platonic Representation Hypothesis suggests that representations from neural networks are converging to a common statistical model of reality. We show that the existing metrics used to measure representational similarity are confounded…

Machine Learning · Computer Science 2026-02-17 Fabian Gröger , Shuo Wen , Maria Brbić

Recurrence networks are a powerful nonlinear tool for time series analysis of complex dynamical systems. {While there are already many successful applications ranging from medicine to paleoclimatology, a solid theoretical foundation of the…

Data Analysis, Statistics and Probability · Physics 2012-04-12 Jonathan F. Donges , Jobst Heitzig , Reik V. Donner , Jürgen Kurths

In this paper, we study a model reduction technique for leader-follower networked multi-agent systems defined on weighted, undirected graphs with arbitrary linear multivariable agent dynamics. In the network graph of this network, nodes…

Optimization and Control · Mathematics 2016-10-11 Hidde-Jan Jongsma , Petar Mlinarić , Sara Grundel , Peter Benner , Harry L. Trentelman

In a given path with multiple branches, in principle, it can be expected that there are some fork points, where one branch is bifurcated into different branches, or various branches converge into one or several branches. In this paper, it…

High Energy Physics - Theory · Physics 2010-01-07 Sheng Li , Yang Liu , Yun-Song Piao

This paper studies the multi-cascade influence maximization problem, which explores strategies for launching one information cascade in a social network with multiple existing cascades. With natural extensions to the classic models, we…

Social and Information Networks · Computer Science 2019-12-03 Guangmo Tong , Ruiqi Wang , Zheng Dong

We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections between banks, whereas…

Physics and Society · Physics 2017-04-12 Thomas R. Hurd , James P. Gleeson , Sergey Melnik

Diffusion processes are instrumental to describe the movement of a continuous quantity in a generic network of interacting agents. Here, we present a probabilistic framework for diffusion in networks and propose to classify agent…

Social and Information Networks · Computer Science 2015-08-28 Wai Hong Ronald Chan , Matthias Wildemeersch , Tony Q. S. Quek

In our recent works, we developed a probabilistic framework for structural analysis in undirected networks. The key idea of that framework is to sample a network by a symmetric bivariate distribution and then use that bivariate distribution…

Social and Information Networks · Computer Science 2015-10-19 Cheng-Shang Chang , Duan-Shin Lee , Li-Heng Liou , Sheng-Min Lu , Mu-Huan Wu

In this paper, we develop a graphical modeling framework for the inference of networks across multiple sample groups and data types. In medical studies, this setting arises whenever a set of subjects, which may be heterogeneous due to…

A causal structure is a description of the functional dependencies between random variables. A distribution is compatible with a given causal structure if it can be realized by a process respecting these dependencies. Deciding whether a…

Quantum Physics · Physics 2024-03-25 Laurens T. Ligthart , Mariami Gachechiladze , David Gross

Causal inference provides an analytical framework to identify and quantify cause-and-effect relationships among a network of interacting agents. This paper offers a novel framework for analyzing cascading failures in power transmission…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Shiuli Subhra Ghosh , Anmol Dwivedi , Ali Tajer , Kyongmin Yeo , Wesley M. Gifford

Relationship between agents can be conveniently represented by graphs. When these relationships have different modalities, they are better modelled by multilayer graphs where each layer is associated with one modality. Such graphs arise…

Machine Learning · Statistics 2021-03-05 Guillaume Braun , Hemant Tyagi , Christophe Biernacki
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