Related papers: Modeling financial transactions via random walks o…
We propose some kinetic models of wealth exchange and investigate their behavior on directed networks though numerical simulations. We observe that network topology and directedness yields a variety of interesting features in these models.…
We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times, the number of transactions in time unit, the traded…
A great variety of systems in nature, society and technology -- from the web of sexual contacts to the Internet, from the nervous system to power grids -- can be modeled as graphs of vertices coupled by edges. The network structure,…
We propose the Temporal Walk Centrality, which quantifies the importance of a node by measuring its ability to obtain and distribute information in a temporal network. In contrast to the widely-used betweenness centrality, we assume that…
Complex numbers define the relationship between entities in many situations. A canonical example would be the off-diagonal terms in a Hamiltonian matrix in quantum physics. Recent years have seen an increasing interest to extend the tools…
In this thesis we contribute to the understanding of the pivotal role of the temporal dimension in networked social systems, previously neglected and now uncovered by the data revolution recently blossomed in this field. To this aim, we…
We present an agent-based model of microscopic wealth exchange in a dynamic network to study the topological features associated with economic inequality. The model evolves through two alternating processes, the conservative exchange of…
We investigate unimodular random networks. Our motivations include their characterization via reversibility of an associated random walk and their similarities to unimodular quasi-transitive graphs. We extend various theorems concerning…
The ever increasing adoption of mobile technologies and ubiquitous services allows to sense human behavior at unprecedented levels of details and scale. Wearable sensors are opening up a new window on human mobility and proximity at the…
We investigate the dynamics of random walks on weighted networks. Assuming that the edge's weight and the node's strength are used as local information by a random walker, we study two kinds of walks, weight-dependent walk and…
We study exploration properties of a random walk on a network. For a fully connected network we find that the problem can be mapped to the well known coupon collector problem, thus allowing us to estimate form of $P(S,t)$: the distribution…
In this paper, we investigate asymptotic properties of a consensus protocol taking place in a class of temporal (i.e., time-varying) networks called the activity driven network. We first show that a standard methodology provides us with an…
In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…
Representing social systems as networks, starting from the interactions between individuals, sheds light on the mechanisms governing their dynamics. However, networks encode only pairwise interactions, while most social interactions occur…
We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice between `active' and `inactive' strategies is subordinated…
We investigate random walks on complex networks and derive an exact expression for the mean first passage time (MFPT) between two nodes. We introduce for each node the random walk centrality $C$, which is the ratio between its coordination…
In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…
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…
In the past decade, the use of ordinal patterns in the analysis of time series and dynamical systems has become an important and rich tool. Ordinal patterns (otherwise known as a permutation patterns) are found in time series by taking $n$…
Much of economic theory is built on observations of aggregate, rather than individual, behavior. Here, we present novel findings on human shopping patterns at the resolution of a single purchase. Our results suggest that much of our…