Related papers: Anti-correlation network among China A-shares
In order to extract hidden joint information from two possibly uncorrelated time-series, we explored the measures of network science. Alongside common methods in time-series analysis of the economic markets, mapping the joint structure of…
Understanding the structure of communities in a network has a great importance in the economic analysis. Communities are indeed characterized by specific properties, that are different from those of both the individual node and the whole…
Assortativity, i.e. the tendency of a vertex to bond with another based on their similarity, such as degree, is an important network characteristic that is well-known to be relevant for the network's robustness against attacks. Commonly it…
The paper tackles the problem of deriving a topological structure among stock prices from high frequency historical values. Similar studies using low frequency data have already provided valuable insights. However, in those cases data need…
Degree correlation is an important topological property common to many real-world networks. In this paper, the statistical measures for characterizing the degree correlation in networks are investigated analytically. We give an exact proof…
In this paper, we studied the research areas of Chinese natural science basic research from a point view of complex network. Two research areas are considered to be connected if they appear in one fund proposal. The explicit network of such…
Complex networks describe a wide range of systems in nature and society, much quoted examples including the cell, a network of chemicals linked by chemical reactions, or the Internet, a network of routers and computers connected by physical…
Complex network theory provides an elegant and powerful framework to statistically investigate different types of systems such as society, brain or the structure of local and long-range dynamical interrelationships in the climate system.…
The problem of portfolio optimization is one of the most important issues in asset management. This paper proposes a new dynamic portfolio strategy based on the time-varying structures of MST networks in Chinese stock markets, where the…
There are non-vanishing price responses across different stocks in correlated financial markets. We further study this issue by performing different averages, which identify active and passive cross-responses. The two average…
We analyze the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson…
The rise of digital ecosystems has exposed the financial sector to evolving abuse and criminal tactics that share operational knowledge and techniques both within and across different environments (fiat-based, crypto-assets, etc.).…
The measured correlations of financial time series in subsequent epochs change considerably as a function of time. When studying the whole correlation matrices, quasi-stationary patterns, referred to as market states, are seen by applying…
Since the emergence of joint-stock companies, financial fraud by listed firms has repeatedly undermined capital markets. Fraud is difficult to detect because of covert tactics and the high labor and time costs of audits. Traditional…
A reliable inference of networks from data is of key interest in the Neurosciences. Several methods have been suggested in the literature to reliably determine links in a network. To decide about the presence of links, these techniques rely…
Connectivity correlations play an important role in the structure of scale-free networks. While several empirical studies exist, there is no general theoretical analysis that can explain the largely varying behavior of real networks. Here,…
Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a…
We propose an adaptive control strategy for the simultaneous estimation of topology and synchronization in complex dynamical networks with unknown, time-varying topology. Our approach transforms the problem of time-varying topology…
Numerous centrality measures have been proposed to evaluate the importance of nodes in networks, yet comparative analyses of these measures remain limited. Based on 80 real-world networks, we conducted an empirical analysis of 16…
We study the networks formed by the directors of the most important Swiss boards and the boards themselves for the year 2009. The networks are obtained by projection from the original bipartite graph. We highlight a number of important…