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Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…

Statistical Finance · Quantitative Finance 2021-08-27 Li Guo , Wolfgang Karl Härdle , Yubo Tao

Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…

Methodology · Statistics 2022-11-18 Li Guo , Wolfgang Karl Härdle , Yubo Tao

Money launderers exploit the weaknesses in detection systems by purposefully placing their ill-gotten money into multiple accounts, at different banks. That money is then layered and moved around among mule accounts to obscure the origin…

Machine Learning · Computer Science 2025-01-03 Haseeb Tariq , Marwan Hassani

Topology identification and inference of processes evolving over graphs arise in timely applications involving brain, transportation, financial, power, as well as social and information networks. This chapter provides an overview of graph…

Signal Processing · Electrical Eng. & Systems 2025-12-12 Gonzalo Mateos , Yanning Shen , Georgios B. Giannakis , Ananthram Swami

Community structure is of paramount importance for the understanding of complex networks. Consequently, there is a tremendous effort in order to develop efficient community detection algorithms. Unfortunately, the issue of a fair assessment…

Social and Information Networks · Computer Science 2017-11-28 Jebabli Malek , Cherifi Hocine , Cherifi Chantal , Hamouda Atef

We investigate classes of systems based on different interaction patterns with the aim of achieving distributability. As our system model we use Petri nets. In Petri nets, an inherent concept of simultaneity is built in, since when a…

Logic in Computer Science · Computer Science 2009-01-05 Rob van Glabbeek , Ursula Goltz , Jens-Wolfhard Schicke

Revealing the structural features of a complex system from the observed collective dynamics is a fundamental problem in network science. In order to compute the various topological descriptors commonly used to characterize the structure of…

Data Analysis, Statistics and Probability · Physics 2021-02-16 Sebastian Raimondo , Manlio De Domenico

This paper introduces advanced techniques of Topological Data Analysis (TDA) for unsupervised anomaly detection and customer segmentation in banking data. Using the Mapper algorithm and persistent homology, we develop unsupervised…

Machine Learning · Computer Science 2025-08-21 Leonardo Aldo Alejandro Barberi , Linda Maria De Cave

Nowadays, when crashes and crises are rather frequent events, an effective monitoring system for the international financial market is needed. Modern nonlinear methods, such as Recurrence Quantification Analysis (RQA), demonstrate the…

Statistical Finance · Quantitative Finance 2011-12-02 Sergii Piskun , Oleksandr Piskun , Dmitry Chabanenko

Unlike classical centrality measures, recently developed community-aware centrality measures use a network's community structure to identify influential nodes in complex networks. This paper investigates their relationship on a set of fifty…

Social and Information Networks · Computer Science 2022-02-01 Stephany Rajeh , Marinette Savonnet , Eric Leclercq , Hocine Cherifi

Cloud computing has become an important means to speed up computing. One problem influencing heavily the performance of such systems is the choice of nodes as servers responsible for executing the users' tasks. In this article we report how…

Recent years have witnessed the availability of richer and richer datasets in a variety of domains, where signals often have a multi-modal nature, blending temporal, relational and semantic information. Within this context, several works…

Social and Information Networks · Computer Science 2023-03-21 Haaroon Yousaf , Naomi A. Arnold , Renaud Lambiotte , Timothy LaRock , Richard G. Clegg , Peijie Zhong , Alhamza Alnaimi , Ben Steer

We provide a phenomenological theory for topological transitions in restructuring networks. In this statistical mechanical approach energy is assigned to the different network topologies and temperature is used as a quantity referring to…

Statistical Mechanics · Physics 2016-08-31 Gergely Palla , Imre Derenyi , Illes Farkas , Tamas Vicsek

Trophic coherence, a measure of a graph's hierarchical organisation, has been shown to be linked to a graph's structural and dynamical aspects such as cyclicity, stability and normality. Trophic levels of vertices can reveal their…

Physics and Society · Physics 2020-10-08 Giannis Moutsinas , Choudhry Shuaib , Weisi Guo , Stephen Jarvis

Networks are universally considered as complex structures of interactions of large multi-component systems. In order to determine the role that each node has inside a complex network, several centrality measures have been developed. Such…

Physics and Society · Physics 2019-08-20 Malbor Asllani , Bruno Requiao da Cunha , Ernesto Estrada , James P. Gleeson

This chapter explores neural networks, topological data analysis, and topological deep learning techniques, alongside statistical Bayesian methods, for processing images, time series, and graphs to maximize the potential of artificial…

Machine Learning · Computer Science 2026-02-12 Sarah Harkins Dayton , Layal Bou Hamdan , Ioannis D. Schizas , David L. Boothe , Vasileios Maroulas

Our analysis focuses on the stock cryptocurrency market, by studying a group of nineteen cryptocurrencies where their capitalisation is about 99% of the total market. Specifically, it is examined this group of cryptocurrencies for the…

Physics and Society · Physics 2025-08-29 Stergios Intzes , Georgios D. Papadopoulos , Lykourgos Magafas

Constructing networks from empirical time series data is often faced with the as yet unsolved issue of how to avoid potentially superfluous network constituents. Such constituents can result, e.g., from spatial and temporal oversampling of…

Physics and Society · Physics 2023-06-21 Timo Bröhl , Klaus Lehnertz

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.).…

Machine Learning · Computer Science 2025-09-17 Francesco Zola , Jon Ander Medina , Andrea Venturi , Amaia Gil , Raul Orduna

In this paper, we propose a concept to design, track, and compare application-specific feature definitions expressed as sets of critical points. Our work has been inspired by the observation that in many applications a large variety of…

Machine Learning · Computer Science 2020-11-18 Wito Engelke , Talha Bin Masood , Jakob Beran , Rodrigo Caballero , Ingrid Hotz
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