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A growing set of applications consider the process of network formation by using subgraphs as a tool for generating the network topology. One of the pressing research challenges is thus to be able to use these subgraphs to understand the…
Previous analyses of a large ensemble of stock markets have demonstrated that a log-periodic power law (LPPL) behavior of the prices constitutes a qualifying signature of speculative bubbles that often land with a crash. We detect such a…
This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…
In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock…
Topological models of empirical and formal inquiry are increasingly prevalent. They have emerged in such diverse fields as domain theory [1, 16], formal learning theory [18], epistemology and philosophy of science [10, 15, 8, 9, 2],…
The cumulative probability distribution of sparseness time interval in the Internet is studied by the method of data analysis. Round-trip time between a local host and a destination host through ten odd routers is measured using the Ping…
The rise of a single bubble confined between two vertical plates is investigated over a wide range of Reynolds numbers. In particular, we focus on the evolution of the bubble speed, aspect ratio and drag coefficient during the transition…
Dynamical processes taking place on real networks define on them evolving subnetworks whose topology is not necessarily the same of the underlying one. We investigate the problem of determining the emerging degree distribution, focusing on…
The possibility of facing critical phenomena in nuclear fragmentation is a topic of great interest. Different observables have been proposed to identify such a behavior, in particular, some related to the use of information entropy as a…
The domain of cluster analysis is a meeting point for a very rich multidisciplinary encounter, with cluster-analytic methods being studied and developed in discrete mathematics, numerical analysis, statistics, data analysis, data science,…
The main goal of this paper to introduce a new model of evolvement of narratives (common opinions, information bubble) on networks. Our main tools come from invariant mean theory and graph theory. The case, when the root set of the network…
In a recent Letter, Yang et al. [Phys. Rev. Lett. 109, 258701 (2012)] introduced the concept of observability transitions: the percolation-like emergence of a macroscopic observable component in graphs in which the state of a fraction of…
The development of modern electronics was to a large extent related to the advent and popularization of bipolar junction technology. The present work applies science of science concepts and methodologies in order to develop a relatively…
We present a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major US stock markets: (a) the New York Stock Exchange, (b) the…
We introduce a new diffusion process Xt to describe asset prices within an economic bubble cycle. The main feature of the process, which differs from existing models, is the drift term where a mean-reversion is taken based on an exponential…
We find a remarkable time persistence of various proxies for the kurtosis (p-kurtosis) of the intraday returns distribution for the S&P500 index and this permits a significant measure of their evolution from 1983 to 2004. There appears a…
We study the statistical properties of the recurrence intervals $\tau$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period…
Explosive Percolation describes the abrupt onset of large-scale connectivity that results from a simple random process designed to delay the onset of the transition on an underlying random network or lattice. Explosive percolation…
False vacuum decay in quantum mechanical first order phase transitions is a phenomenon with wide implications in cosmology, and presents interesting theoretical challenges. In the standard approach, it is assumed that false vacuum decay…
The financial crisis of 2008, which started with an initially well-defined epicenter focused on mortgage backed securities (MBS), has been cascading into a global economic recession, whose increasing severity and uncertain duration has led…