Related papers: Complex network analysis of cryptocurrency market …
Link prediction is an open problem in the complex network, which attracts much research interest currently. However, little attention has been paid to the relation between network structure and the performance of prediction methods. In…
In temporal ordered clustering, given a single snapshot of a dynamic network in which nodes arrive at distinct time instants, we aim at partitioning its nodes into $K$ ordered clusters $\mathcal{C}_1 \prec \cdots \prec \mathcal{C}_K$ such…
Recently, De Martino et al have presented a general framework for the study of transportation phenomena on complex networks. One of their most significant achievements was a deeper understanding of the phase transition from the uncongested…
Despite the fact that cryptocurrencies themselves have experienced an astonishing rate of adoption over the last decade, cryptocurrency fraud detection is a heavily under-researched problem area. Of all fraudulent activity regarding…
We consider the effects of the 2008 global financial crisis on the global stock market before, during, and after the crisis. We generate complex networks from a cross-correlation matrix such as the threshold network (TN) and the minimal…
We study cascading failures in smart grids, where an attacker selectively compromises the nodes with probabilities proportional to their degrees, betweenness, or clustering coefficient. This implies that nodes with high degrees,…
The urban networks of London and New York City are investigated as directed graphs within the paradigm of graph percolation. It has been recently observed that urban networks show a critical percolation transition when a fraction of edges…
We investigate connectedness within and across two major groups or assets: i) five popular cryptocurrencies, and ii) six major asset classes plus two commonly employed risk factors. Granger-causality tests uncover six direct channels of…
This paper analyses the high-frequency intraday Bitcoin dataset from 2019 to 2022. During this time frame, the Bitcoin market index exhibited two distinct periods, 2019-20 and 2021-22, characterized by an abrupt change in volatility. The…
Recent experimental observations have supported the hypothesis that the cerebral cortex operates in a dynamical regime near criticality, where the neuronal network exhibits a mixture of ordered and disordered patterns. However, A…
Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propose AdaptiveTrend, a multi-component algorithmic trading…
Bitcoin's design promises resilience through decentralization, yet the physical infrastructure supporting the network creates hidden dependencies. We present the first longitudinal study of Bitcoin's resilience to submarine cable failures,…
We invoke a metric to quantify the correlation between any two earthquakes. This provides a simple and straightforward alternative to using space-time windows to detect aftershock sequences and obviates the need to distinguish main shocks…
Sketches are commonly used in computer systems and network monitoring tools to provide efficient query executions while maintaining a compact data representation. Switches and routers maintain sketches to track statistical characteristics…
Online social networks are increasingly being utilized for collective sense making and information processing in disasters. However, the underlying mechanisms that shape the dynamics of collective intelligence in online social networks…
Complex networks can be understood as graphs whose connectivity deviates from those of regular or near-regular graphs, which are understood as being `simple'. While a great deal of the attention so far dedicated to complex networks has been…
Distributed Denial of Service (DDoS) attacks remain a persistent threat to the availability of Internet services, edge networks, and cyber-physical infrastructure. Although recent AI-security work has increasingly focused on foundation…
A complex network processing information or physical flows is usually characterized by a number of macroscopic quantities such as the diameter and the betweenness centrality. An issue of significant theoretical and practical interest is how…
We propose a general method for the construction and analysis of unweighted $\epsilon$ - recurrence networks from chaotic time series. The selection of the critical threshold $\epsilon_c$ in our scheme is done empirically and we show that…
Distributed ledger technologies have opened up a wealth of fine-grained transaction data from cryptocurrencies like Bitcoin and Ethereum. This allows research into problems like anomaly detection, anti-money laundering, pattern mining and…