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Cross correlations between normal and downstream velocity fluctuations in a turbulent shear flow are shown to carry information about the non-normal amplification process. The creation of spanwise modulated streaks by downstream vortices…

Chaotic Dynamics · Physics 2007-05-23 Bruno Eckhardt , Arne Jachens , Jörg Schumacher

Input Output (IO) tables provide a standardised way of looking at monetary flows between all industries in an economy. IO tables can be thought of as networks - with the nodes being different industries and the edges being the flows between…

Physics and Society · Physics 2019-10-29 Emily P. Harvey , Dion R. J. O'Neale

We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by…

Statistical Finance · Quantitative Finance 2015-06-16 Giuseppe Buccheri , Stefano Marmi , Rosario N. Mantegna

It was recently recognized that interdependencies among different networks can play a crucial role in triggering cascading failures and hence system-wide disasters. A recent model shows how pairs of interdependent networks can exhibit an…

Physics and Society · Physics 2012-12-06 Di Zhou , Gregorio D'Agostino , Antonio Scala , H. Eugene Stanley

Graph embedding based on random-walks supports effective solutions for many graph-related downstream tasks. However, the abundance of embedding literature has made it increasingly difficult to compare existing methods and to identify…

Machine Learning · Computer Science 2021-10-26 Zexi Huang , Arlei Silva , Ambuj Singh

Firms having similar business activities are correlated. We analyze two different cross-correlation matrices C constructed from (i) 30-min price fluctuations of 1000 US stocks for the 2-year period 1994-95 and (ii) 1-day price fluctuations…

Statistical Mechanics · Physics 2008-12-02 Parameswaran Gopikrishnan , Bernd Rosenow , Vasiliki Plerou , H. Eugene Stanley

This paper studies the statistical properties of the web of import-export relationships among world countries using a weighted-network approach. We analyze how the distributions of the most important network statistics measuring…

Physics and Society · Physics 2009-11-13 Giorgio Fagiolo , Javier Reyes , Stefano Schiavo

Numerous complex systems, both natural and artificial, are characterized by the presence of intertwined supply and/or drainage networks. Here we present a minimalist model of such co-evolving networks in a spatially continuous domain, where…

Adaptation and Self-Organizing Systems · Physics 2021-07-08 Shashank Kumar Anand , Milad Hooshyar , Jan Martin Nordbotten , Amilcare Porporato

We introduce and study systems of randomly coupled maps (RCM) where the relevant parameter is the degree of connectivity in the system. Global (almost-) synchronized states are found (equivalent to the synchronization observed in globally…

Condensed Matter · Physics 2009-10-31 Susanna C. Manrubia , Alexander S. Mikhailov

We study how idiosyncratic firm-level shocks generate aggregate volatility and tail risk when they propagate through a production network under overlapping adjustment: new productivity draws arrive before the economy reaches the static…

Theoretical Economics · Economics 2026-03-06 Antoine Mandel , Vipin P. Veetil

We uncover a new anomaly in asset pricing that is linked to the remuneration: the more a company spends on salaries and benefits per employee, the better its stock performs, on average. Moreover, the companies adopting similar remuneration…

General Finance · Quantitative Finance 2016-10-17 Sebastien Valeyre , Denis Grebenkov , Sofiane Aboura , Francois Bonnin

In this paper we analyze the bipartite network of countries and products from UN data on country production. We define the country-country and product-product projected networks and introduce a novel method of filtering information based on…

An up-down chain is a Markov chain in which each transition is a two-step process that moves up to a larger object and then back down to an object of the original size. The first goal of this paper is to present a general framework for…

Probability · Mathematics 2025-12-24 Valentin Féray , Kelvin Rivera-Lopez

The relationships between diversity, productivity and scale determine much of the structure and robustness of complex biological and social systems. While arguments for the link between specialization and productivity are common, diversity…

Physics and Society · Physics 2014-06-24 Luís M. A. Bettencourt , Horacio Samaniego , HyeJin Youn

The growing need for affordable and accessible higher education is a major global challenge for the 21st century. Consequently, there is a need to develop a deeper understanding of the functionality and taxonomy of universities and colleges…

Computers and Society · Computer Science 2019-10-15 Ryan C. Taylor , Xiaofan Liang , Manfred D. Laubichler , Geoffrey B. West , Christopher P. Kempes , Marion Dumas

Modern macroeconomic theories were unable to foresee the last Great Recession and could neither predict its prolonged duration nor the recovery rate. They are based on supply-demand equilibria that do not exist during recessionary shocks.…

General Economics · Economics 2019-06-19 Peter Klimek , Sebastian Poledna , Stefan Thurner

The stationary distribution of a continuous-time Markov chain generally arises from a complicated global balance of probability fluxes. Nevertheless, empirical evidence shows that the effective potential, defined as the negative logarithm…

Probability · Mathematics 2025-08-07 Jacob Calvert , Dana Randall

We show that the natural scaling of measurement for a particular problem defines the most likely probability distribution of observations taken from that measurement scale. Our approach extends the method of maximum entropy to use…

Quantitative Methods · Quantitative Biology 2010-03-02 Steven A. Frank , D. Eric Smith

Production networks arise from supply and customer relations among firms. These systems are gaining growing attention as a consequence of disruptions due to natural or man-made disasters that happened in the last years, such as the Covid-19…

Physics and Society · Physics 2024-05-15 Massimiliano Fessina , Andrea Zaccaria , Giulio Cimini , Tiziano Squartini

We present an empirical analysis of the network formed by the trade relationships between all world countries, or World Trade Web (WTW). Each (directed) link is weighted by the amount of wealth flowing between two countries, and each…

Physics and Society · Physics 2009-02-06 D. Garlaschelli , T. Di Matteo , T. Aste , G. Caldarelli , M. I. Loffredo
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