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Multilayer networks proved to be suitable in extracting and providing dependency information of different complex systems. The construction of these networks is difficult and is mostly done with a static approach, neglecting time delayed…

Risk Management · Quantitative Finance 2020-04-14 Giuseppe Brandi , T. Di Matteo

In this article we present analytical results on the exact tensor network representations and correlation functions of the first examples of 2D ground states with quantum phase transitions between area law and extensive entanglement…

Quantum Physics · Physics 2025-03-26 Olai B. Mykland , Zhao Zhang

This tutorial covers a few recent papers in the field of network embedding. Network embedding is a collective term for techniques for mapping graph nodes to vectors of real numbers in a multidimensional space. To be useful, a good embedding…

Social and Information Networks · Computer Science 2019-10-17 Boaz Shmueli

Tensor robust principal component analysis (TRPCA) is a fundamental model in machine learning and computer vision. Recently, tensor train (TT) decomposition has been verified effective to capture the global low-rank correlation for tensor…

Machine Learning · Computer Science 2022-03-14 Yuning Qiu , Guoxu Zhou , Zhenhao Huang , Qibin Zhao , Shengli Xie

World currency network constitutes one of the most complex structures that is associated with the contemporary civilization. On a way towards quantifying its characteristics we study the cross correlations in changes of the daily foreign…

Statistical Finance · Quantitative Finance 2009-11-13 S. Drozdz , A. Z. Gorski , J. Kwapien

The topological information is essential for studying the relationship between nodes in a network. Recently, Network Representation Learning (NRL), which projects a network into a low-dimensional vector space, has been shown their…

Social and Information Networks · Computer Science 2019-02-19 Guoji Fu , Chengbin Hou , Xin Yao

This paper will propose a novel machine learning based portfolio management method in the context of the cryptocurrency market. Previous researchers mainly focus on the prediction of the movement for specific cryptocurrency such as the…

Machine Learning · Computer Science 2025-12-10 Zijiang Yang

Cryptocurrency markets are experiencing rapid growth, but this expansion comes with significant challenges, particularly in predicting cryptocurrency prices for traders in the U.S. In this study, we explore how deep learning and machine…

Machine Learning · Computer Science 2025-08-05 Md Zahidul Islam , Md Shafiqur Rahman , Md Sumsuzoha , Babul Sarker , Md Rafiqul Islam , Mahfuz Alam , Sanjib Kumar Shil

There is a significant expansion in both volume and range of applications along with the concomitant increase in the variety of data sources. These ever-expanding trends have highlighted the necessity for more versatile analysis tools that…

Numerical Analysis · Mathematics 2021-09-09 Ilya Kisil , Giuseppe G. Calvi , Kriton Konstantinidis , Yao Lei Xu , Danilo P. Mandic

We present an approach to tame the growth of entanglement during time evolution by tensor network methods. It combines time evolution in the complex plane with a perturbative and controlled reconstruction of correlation functions on the…

Strongly Correlated Electrons · Physics 2024-08-26 Xiaodong Cao , Yi Lu , E. Miles Stoudenmire , Olivier Parcollet

Accurate forecasting of Bitcoin (BTC) has always been a challenge because decentralized markets are non-linear, highly volatile, and have temporal irregularities. Existing deep learning models often struggle with interpretability and…

Machine Learning · Computer Science 2026-02-16 Raiz Ud Din , Saddam Hussain Khan

Analyzing large-scale time-series network data, such as social media and email communications, poses a significant challenge in understanding social dynamics, detecting anomalies, and predicting trends. In particular, the scalability of…

Social and Information Networks · Computer Science 2024-06-27 Cencheng Shen , Jonathan Larson , Ha Trinh , Xihan Qin , Youngser Park , Carey E. Priebe

The cross-correlations between the exchange rate fluctuations of 74 currencies over the period 1995-2012 are analyzed in this paper. The eigenvalue distribution of the cross-correlation matrix exhibits a bulk which approximately matches the…

Statistical Finance · Quantitative Finance 2013-05-02 Sitabhra Sinha , Uday Kovur

The properties of tokens within the Ethereum blockchain, such as their current prices, trade volumes, and potential future values, have been the subjects of numerous studies. Employing social networks and graphs, as powerful tools for…

Social and Information Networks · Computer Science 2023-10-24 Aryan Soltani Mohammadi , Moein Karami , Amir Pasha Motamed , Behnam Bahrak

The possibility to analyze everyday monetary transactions is limited by the scarcity of available data, as this kind of information is usually considered highly sensitive. Present econophysics models are usually employed on presumed random…

Physics and Society · Physics 2014-04-01 Dániel Kondor , Márton Pósfai , István Csabai , Gábor Vattay

Tensor networks have in recent years emerged as the powerful tools for solving the large-scale optimization problems. One of the most popular tensor network is tensor train (TT) decomposition that acts as the building blocks for the…

Numerical Analysis · Computer Science 2016-06-20 Qibin Zhao , Guoxu Zhou , Shengli Xie , Liqing Zhang , Andrzej Cichocki

Reservoir computing (RC), a particular form of recurrent neural network, is under explosive development due to its exceptional efficacy and high performance in reconstruction or/and prediction of complex physical systems. However, the…

Machine Learning · Computer Science 2023-05-10 Xing-Yue Duan , Xiong Ying , Si-Yang Leng , Jürgen Kurths , Wei Lin , Huan-Fei Ma

The intuitiveness of the tensor network graphical language is becoming well known through its use in numerical simulations using methods from tensor network algorithms. Recent times have also seen rapid progress in developing equations of…

Quantum Physics · Physics 2013-10-30 Sebastian Meznaric , Jacob Biamonte

Real-time calculations in tensor networks are strongly limited in time by entanglement growth, restricting the achievable frequency resolution of Green's functions, spectral functions, self-energies, and other related quantities. By…

Strongly Correlated Electrons · Physics 2024-08-01 M. Grundner , P. Westhoff , F. B. Kugler , O. Parcollet , U. Schollwöck

The embedding layers transforming input words into real vectors are the key components of deep neural networks used in natural language processing. However, when the vocabulary is large, the corresponding weight matrices can be enormous,…

Computation and Language · Computer Science 2020-02-20 Oleksii Hrinchuk , Valentin Khrulkov , Leyla Mirvakhabova , Elena Orlova , Ivan Oseledets