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The sensitivity of networks regarding the removal of vertices has been studied extensively within the last 15 years. A common approach to measure this sensitivity is (i) removing successively vertices by following a specific removal…

Social and Information Networks · Computer Science 2020-01-09 Christoph Martin , Peter Niemeyer

Portfolio optimization is a task that investors use to determine the best allocations for their investments, and fund managers implement computational models to help guide their decisions. While one of the most common portfolio optimization…

Portfolio Management · Quantitative Finance 2023-08-23 Kapil Panda

This work deals with the issue of assessing the influence of a node in the entire network and in the subnetwork to which it belongs as well, adapting the classical idea of vertex centrality. We provide a general definition of relative…

Physics and Society · Physics 2019-11-21 Roy Cerqueti , Gian Paolo Clemente , Rosanna Grassi

Random walk centrality is a fundamental metric in graph mining for quantifying node importance and influence, defined as the weighted average of hitting times to a node from all other nodes. Despite its ability to capture rich graph…

Artificial Intelligence · Computer Science 2025-10-24 Changan Liu , Zixuan Xie , Ahad N. Zehmakan , Zhongzhi Zhang

In the portfolio multiobjective optimization framework, we propose to compare and choose, among all feasible asset portfolios of a given market, the one that maximizes the product of the distances between its values of risk and gain and…

Optimization and Control · Mathematics 2018-01-16 Francesco Cesarone , Lorenzo Lampariello , Simone Sagratella

In opportunistic networks, the use of social metrics (e.g., degree, closeness and betweenness centrality) of human mobility network, has recently been shown to be an effective solution to improve the performance of opportunistic forwarding…

Networking and Internet Architecture · Computer Science 2017-09-26 Peiyan Yuan , Huadong Ma , Xiang-Yang Li , Shaojie Tang , Xufei Mao

Embedding graph nodes into a vector space can allow the use of machine learning to e.g. predict node classes, but the study of node embedding algorithms is immature compared to the natural language processing field because of a diverse…

Machine Learning · Computer Science 2018-02-20 Kento Nozawa , Masanari Kimura , Atsunori Kanemura

We investigate how and when to diversify capital over assets, i.e., the portfolio selection problem, from a signal processing perspective. To this end, we first construct portfolios that achieve the optimal expected growth in i.i.d.…

Portfolio Management · Quantitative Finance 2012-07-18 Sait Tunc , Mehmet A. Donmez , Suleyman S. Kozat

In this report, we talked about a new quantitative strategy for choosing the optimal(s) stock(s) to trade. The basic notions are generally very known by the financial community. The key here is to understand 1) the standard score applied to…

Trading and Market Microstructure · Quantitative Finance 2013-01-01 Younes Ben-Ghabrit

We introduce a new centrality measure that characterizes the participation of each node in all subgraphs in a network. Smaller subgraphs are given more weight than larger ones, which makes this measure appropriate for characterizing network…

Statistical Mechanics · Physics 2009-11-11 Ernesto Estrada , Juan A. Rodriguez-Velazquez

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

In this paper, we hope to bring closer graph theory and consensus algorithms. Firstly, we give a brief introduction to graph theory by listing a concise definition. Then we analyze and visualize some commonly used graphs. Secondly, we…

Discrete Mathematics · Computer Science 2021-01-27 Shen Zheng

In this paper, we propose a general bi-objective model for portfolio selection, aiming to maximize both a diversification measure and the portfolio expected return. Within this general framework, we focus on maximizing a diversification…

Portfolio Management · Quantitative Finance 2023-12-18 Francesco Cesarone , Rosella Giacometti , Manuel Luis Martino , Fabio Tardella

The portfolio optimization problem in which the variances of the return rates of assets are not identical is analyzed in this paper using the methodology of statistical mechanical informatics, specifically, replica analysis. We define two…

Portfolio Management · Quantitative Finance 2016-12-15 Takashi Shinzato

This paper studies the time-varying structure of the equity market with respect to market capitalization. First, we analyze the distribution of the 100 largest companies' market capitalizations over time, in terms of inequality,…

Mathematical Finance · Quantitative Finance 2025-02-21 Nick James , Max Menzies

Centrality metrics have been widely applied to identify the nodes in a graph whose removal is effective in decomposing the graph into smaller sub-components. The node--removal process is generally used to test network robustness against…

Social and Information Networks · Computer Science 2022-04-25 Lucia Cavallaro , Stefania Costantini , Pasquale De Meo , Antonio Liotta , Giovanni Stilo

As interconnected systems proliferate, safeguarding complex infrastructures against an escalating array of cyber threats has become an urgent challenge. The increasing number of vulnerabilities, combined with resource constraints, makes…

Cryptography and Security · Computer Science 2025-02-18 Yuning Jiang , Nay Oo , Qiaoran Meng , Hoon Wei Lim , Biplab Sikdar

Finding the important nodes in complex networks by topological structure is of great significance to network invulnerability. Several centrality measures have been proposed recently to evaluate the performance of nodes based on their…

Social and Information Networks · Computer Science 2021-02-23 Pengli Lu , Chen Dong , Yuhong Guo

Betweenness centrality is a fundamental centrality measure in social network analysis. Given a large-scale network, how can we find the most central nodes? This question is of key importance to numerous important applications that rely on…

Social and Information Networks · Computer Science 2016-09-06 Ahmad Mahmoody , Charalampos E. Tsourakakis , Eli Upfal

Crowding is widely regarded as one of the most important risk factors in designing portfolio strategies. In this paper, we analyze stock crowding using network analysis of fund holdings, which is used to compute crowding scores for stocks.…

Portfolio Management · Quantitative Finance 2023-06-16 Vadim Zlotnikov , Jiayu Liu , Igor Halperin , Fei He , Lisa Huang