Related papers: Interbank network reconstruction enforcing density…
Interbank deposits (loans and credits) are quite common in banking system all over the world. Such interbank co-operation is profitable for banks but it can also lead to collective financial failures. In this paper we introduce a new model…
Graph embeddings learn the structure of networks and represent it in low-dimensional vector spaces. Community structure is one of the features that are recognized and reproduced by embeddings. We show that an iterative procedure, in which a…
In this paper we offer a novel type of network model which can capture the precise structure of a financial market based, for example, on empirical findings. With the attached stochastic framework it is further possible to study how an…
Information spreads across social and technological networks, but often the network structures are hidden from us and we only observe the traces left by the diffusion processes, called cascades. Can we recover the hidden network structures…
The theory of multilayer networks is in its early stages, and its development provides vital methods for understanding complex systems. Multilayer networks, in their multiplex form, have been introduced within the last three years to…
Network reconstruction consists in determining the unobserved pairwise couplings between $N$ nodes given only observational data on the resulting behavior that is conditioned on those couplings -- typically a time-series or independent…
Previous network models have imagined that connections change to promote structural balance, or to reflect hierarchies. We propose a model where agents adjust their connections to appear credible to an external observer. In particular, we…
Retractions undermine the reliability of scientific literature and the foundation of future research. Analyzing collaboration networks in retracted papers can identify risk factors, such as recurring co-authors or institutions. This study…
The evolutionary processes of complex systems contain critical information regarding their functional characteristics. The generation time of edges provides insights into the historical evolution of various networked complex systems, such…
Reciprocity in directed networks points to user's willingness to return favors in building mutual interactions. High reciprocity has been widely observed in many directed social media networks such as following relations in Twitter and…
We develop a model for contagion in reinsurance networks by which primary insurers' losses are spread through the network. Our model handles general reinsurance contracts, such as typical excess of loss contracts. We show that simpler…
Inspired by practical importance of social networks, economic networks, biological networks and so on, studies on large and complex networks have attracted a surge of attentions in the recent years. Link prediction is a fundamental issue to…
Understanding the dynamics of financial transactions among people is critical for various applications such as fraud detection. One important aspect of financial transaction networks is temporality. The order and repetition of transactions…
Repeating patterns of spike sequences from a neuronal network have been proposed to be useful in the reconstruction of the network topology. Reverberations in a physiologically realistic model with various physical connection topologies…
Social networks are of interest to researchers in part because they are thought to mediate the flow of information in communities and organizations. Here we study the temporal dynamics of communication using on-line data, including e-mail…
Financial markets are complex adaptive systems, and are commonly studied as complex networks. Most of such studies fall short in two respects: they do not account for non-linearity of the studied relationships, and they create one network…
We report on time-varying network connectedness within three banking systems: North America, the EU, and ASEAN. The original method by Diebold and Yilmaz is improved by using exponentially weighted daily returns and ridge regularization on…
Upstream reciprocity (also called generalized reciprocity) is a putative mechanism for cooperation in social dilemma situations with which players help others when they are helped by somebody else. It is a type of indirect reciprocity.…
A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…
Novel experimental techniques reveal the simultaneous activity of larger and larger numbers of neurons. As a result there is increasing interest in the structure of cooperative -- or correlated -- activity in neural populations, and in the…