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We review 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 and…
For centuries, bubbles have fascinated artists, engineers, and scientists alike. In spite of century-long research on them, new and often surprising bubble phenomena, features, and applications keep popping up. In this paper I sketch my…
The emergence of large-scale connectivity and synchronization are crucial to the structure, function and failure of many complex socio-technical networks. Thus, there is great interest in analyzing phase transitions to large-scale…
This paper serves as a brief technical examination of Net Neutrality and the Internet fundamentals relevant to the discussion. This document seeks to provide sufficient technical perspective that it may inform the political and economic…
In this work we present an overview of statistical learning, followed by a survey of robust streaming techniques and challenges, culminating in several rigorous results proving the relationship that we motivate and hint at throughout the…
Using percolation statistics we, for the first time, demonstrate the universal character of a network pattern in the real space, mass distributions resulting from nonlinear gravitational instability of initial Gaussian fluctuations.…
Over the past three decades, since its invention, the Internet has evolved in both its sheer volume and usage. The Internet's core protocol, Internet Protocol (IP), has proven its usability and effectiveness to support a communication…
Characterizing temporal evolution of stock markets is a fundamental and challenging problem. The literature on analyzing the dynamics of the markets has focused so far on macro measures with less predictive power. This paper addresses this…
In a set of experiments, Couder et. al. demonstrate that an oscillating fluid bed may propagate a bouncing droplet through the guidance of the surface waves. We present a dynamical systems model, in the form of an iterative map, for a…
We analyze a controlled price formation experiment in the laboratory that shows evidence for bubbles. We calibrate two models that demonstrate with high statistical significance that these laboratory bubbles have a tendency to grow faster…
In this paper we examine a number of methods for probing and understanding the large-scale structure of networks that evolve over time. We focus in particular on citation networks, networks of references between documents such as papers,…
The new interface of the Web of Science (of Thomson Reuters) enables users to retrieve sets larger than 100,000 documents in a single search. This makes it possible to compare publication trends for China, the USA, EU-27, and a number of…
The principal aim of this work is the evidence on empirical way that catastrophic bifurcation breakdowns or transitions, proceeded by flickering phenomenon, are present on notoriously significant and unpredictable financial markets.…
We analyze the quarterly average sale prices of new houses sold in the USA as a whole, in the northeast, midwest, south, and west of the USA, in each of the 50 states and the District of Columbia of the USA, to determine whether they have…
The urban networks of London and New York City are investigated as directed graphs within the paradigm of graph percolation. It has been recently observed that urban networks show a critical percolation transition when a fraction of edges…
We build and analyze the network of hundred top cited nodes (research papers and books from Google Scholar; strength or citation of the nodes range from about 44000 up to 100) starting early 1980 to till last year. These searched…
The aim of this paper is to compare statistical properties of stock price indices in periods of booms with those in periods of stagnations. We use the daily data of the four stock price indices in the major stock markets in the world: (i)…
The modern web is increasingly characterized by the pervasiveness of Surveillance Capitalism. This investigation employs an empirical approach to examine this phenomenon through the web tracking practices of major tech companies --…
The modern increase in data production is driven by multiple factors, and several stakeholders from various sectors contribute to it. Although drawing a comparison of the sizes at stake for different big data players is hard due to the lack…
Understanding the spectral and flavor composition of the astrophysical neutrino flux responsible for the recently observed ultra-high energy events at IceCube is of great importance for both astrophysics and particle physics. We perform a…