Related papers: Anti-correlation network among China A-shares
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Although recent studies show that both topological structures and human dynamics can strongly affect information spreading on social networks, the complicated interplay of the two significant factors has not yet been clearly described. In…
This paper studies the topological properties of the World Trade Web (WTW) and its evolution over time by employing a weighted network analysis. We show that the WTW, viewed as a weighted network, displays statistical features that are very…
We consider signed networks in which connections or edges can be either positive (friendship, trust, alliance) or negative (dislike, distrust, conflict). Early literature in graph theory theorized that such networks should display…
The time proximity of trades across stocks reveals interesting topological structures of the equity market in the United States. In this article, we investigate how such concurrent cross-stock trading behaviors, which we denote as…
A challenging problem in the study of complex systems is that of resolving, without prior information, the emergent, mesoscopic organization determined by groups of units whose dynamical activity is more strongly correlated internally than…
Due to the advent of the expressions of data other than tabular formats, the topological compositions which make samples interrelated came into prominence. Analogically, those networks can be interpreted as social connections, dataflow…
In this paper, we investigate the effect of the U.S.--China trade war on stock markets from a financial contagion perspective, based on high-frequency financial data. Specifically, to account for risk contagion between the U.S. and China…
Recent development of network structure analysis shows that it plays an important role in characterizing complex system of many branches of sciences. Different from previous network centrality measures, this paper proposes the notion of…
Spatially embedded networks are shaped by a combination of purely topological (space-independent) and space-dependent formation rules. While it is quite easy to artificially generate networks where the relative importance of these two…
In order to pursue the issue of the relation between the financial cross-correlations and the conventional Random Matrix Theory we analyse several characteristics of the stock market correlation matrices like the distribution of…
A new complex network model, called q-snapback network, is introduced. Basic topological characteristics of the network, such as degree distribution, average path length, clustering coefficient and Pearson correlation coefficient, are…
The high-frequency cross-correlation existing between pairs of stocks traded in a financial market are investigated in a set of 100 stocks traded in US equity markets. A hierarchical organization of the investigated stocks is obtained by…
Measurement and management of credit concentration risk is critical for banks and relevant for micro-prudential requirements. While several methods exist for measuring credit concentration risk within institutions, the systemic effect of…
Accurately extracting structured data from structure diagrams in financial announcements is of great practical importance for building financial knowledge graphs and further improving the efficiency of various financial applications. First,…
Manipulation is an important issue for both developed and emerging stock markets. For the study of manipulation, it is critical to analyze investor behavior in the stock market. In this paper, an analysis of the full transaction records of…
We investigate disease spreading on eight empirical data sets of human contacts (mostly proximity networks recording who is close to whom, at what time). We compare three levels of representations of these data sets: temporal networks,…
Recent research on temporal networks has highlighted the limitations of a static network perspective for our understanding of complex systems with dynamic topologies. In particular, recent works have shown that i) the specific order in…
We use rank correlations as distance functions to establish the interconnectivity between stock returns, building weighted signed networks for the stocks of seven European countries, the US and Japan. We establish the theoretical…
Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e.g. communication, engineering and industry. One of the interesting problems in analysing dynamic network structures is to monitor…