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The propagation structure of fake news has been shown to be an important cue for detecting it; yet, existing propagation-based fake news detection methods have mainly relied on ad hoc topological features, and a unified view of cascade…
In social network, a person located at the periphery region (marginal node) is likely to be treated unfairly when compared with the persons at the center. While existing fairness works on graphs mainly focus on protecting sensitive…
A generic communication model of a boolean network with transmission errors is proposed to explore the power-law scaling of states' evolution in small-world networks. In the model, the power spectrum of the population difference between…
Let $N$ local decision makers in a sensor network communicate with their neighbors to reach a decision \emph{consensus}. Communication is local, among neighboring sensors only, through noiseless or noisy links. We study the design of the…
We show that results from the theory of random matrices are potentially of great interest to understand the statistical structure of the empirical correlation matrices appearing in the study of price fluctuations. The central result of the…
Stock price movements are influenced by many factors, and alongside historical price data, tex-tual information is a key source. Public news and social media offer valuable insights into market sentiment and emerging events. These sources…
We develop a topology data analysis-based method to detect early signs for critical transitions in financial data. From the time-series of multiple stock prices, we build time-dependent correlation networks, which exhibit topological…
We consider the question of determining how the topological structure influences a consensus dynamical process taking place on a network. By considering a large dataset of real-world networks we first determine that the removal of edges…
Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using…
The structure of real-world social networks in large part determines the evolution of social phenomena, including opinion formation, diffusion of information and influence, and the spread of disease. Globally, network structure is…
Share valuations are known to adjust to new information entering the market, such as regulatory disclosures. We study whether the language of such news items can improve short-term and especially long-term (24 months) forecasts of stock…
Financial markets are interconnected, with micro-currents propagating across global markets and shaping economic trends. This paper moves beyond traditional stock market indices to examine cross-sectional return distributions-15 in our…
In this paper we develop a novel hidden Markov graphical model to investigate time-varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and…
In the aftermath of the financial crisis, the growing literature on financial networks has widely documented the predictive power of topological characteristics (e.g. degree centrality measures) to explain the systemic impact or systemic…
Nowadays, we live in a society where people often form their opinion by accessing and discussing contents shared on social networking websites. While these platforms have fostered information access and diffusion, they represent optimal…
In order to conduct analyses of networked systems where connections between individuals take on a range of values - counts, continuous strengths or ordinal rankings - a common technique is to dichotomize the data according to their…
This study investigates the transmission of monetary policy narratives to Bitcoin prices, distinguishing the impact of ex-ante expectations from ex-post interest rate implementation. We introduce a high-frequency Monetary Policy…
In this paper we deal with the structural properties of weighted networks. Starting from an empirical analysis of a linguistic network, we analyse the differences between the statistical properties of a real and a shuffled network and we…
The topological (or graph) structures of real-world networks are known to be predictive of multiple dynamic properties of the networks. Conventionally, a graph structure is represented using an adjacency matrix or a set of hand-crafted…
The spread of fake news has long been a social issue and the necessity of identifying it has become evident since its dangers are well recognized. In addition to causing uneasiness among the public, it has even more devastating…