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We investigate the relative information efficiency of financial markets by measuring the entropy of the time series of high frequency data. Our tool to measure efficiency is the Shannon entropy, applied to 2-symbol and 3-symbol…

Statistical Finance · Quantitative Finance 2016-09-15 Lucio Maria Calcagnile , Fulvio Corsi , Stefano Marmi

In engineering applications, one of the major challenges today is to develop reliable and robust control algorithms for complex networked systems. Controllability and observability of such systems play a crucial role in the design process.…

Numerical Analysis · Mathematics 2016-11-14 Michael Dellnitz , Stefan Klus

A majority of real life networks are weighted and sparse. The present article aims at characterization of weighted networks based on sparsity, as a measure of inherent diversity, of different network parameters. It utilizes sparsity index…

Discrete Mathematics · Computer Science 2021-01-12 Swati Goswami , Asit K. Das , Subhas C. Nandy

Biological systems (among others) may respond to a large variety of distinct external stimuli, or signals. These perturbations will generally be presented to the system not singly, but in various combinations, so that a proper understanding…

Quantitative Methods · Quantitative Biology 2011-06-24 Dennis Wylie

The hierarchical small-world network is a real-world network. It models well the benefit transmission web of the pyramid selling in China and many other countries. In this paper, by applying the spectral graph theory, we study three…

Methodology · Statistics 2023-03-23 Yunhua Liao , Mohamed Maama , M. A. Aziz-Alaoui

Traffic flows in a distributed computing network require both transmission and processing, and can be interdicted by removing either communication or computation resources. We study the robustness of a distributed computing network under…

Networking and Internet Architecture · Computer Science 2021-11-29 Jianan Zhang , Hyang-Won Lee , Eytan Modiano

Network service providers and customers are often concerned with aggregate performance measures that span multiple network paths. Unfortunately, forming such network-wide measures can be difficult, due to the issues of scale involved. In…

Networking and Internet Architecture · Computer Science 2011-11-09 David B. Chua , Eric D. Kolaczyk , Mark Crovella

We introduce "entanglement", a novel metric to measure how synchronized communication between team members is. This measure calculates the Euclidean distance among team members' social network metrics timeseries. We validate the metric with…

Social and Information Networks · Computer Science 2021-12-02 P. A. Gloor , M. P. Zylka , A. Fronzetti Colladon , M. Makai

We derive a monotonicity property for general, transient flows of a commodity transferred throughout a network, where the flow is characterized by density and mass flux dynamics on the edges with density continuity and mass balance…

Optimization and Control · Mathematics 2016-03-31 Anatoly Zlotnik , Sidhant Misra , Marc Vuffray , Michael Chertkov

The statistical mechanical approach to complex networks is the dominant paradigm in describing natural and societal complex systems. The study of network properties, and their implications on dynamical processes, mostly focus on locally…

Statistical Mechanics · Physics 2013-06-27 Giovanni Petri , Martina Scolamiero , Irene Donato , Francesco Vaccarino

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

The network traffic matrix is widely used in network operation and management. It is therefore of crucial importance to analyze the components and the structure of the network traffic matrix, for which several mathematical approaches such…

Networking and Internet Architecture · Computer Science 2015-03-19 Zhe Wang , Kai Hu , Ke Xu , Baolin Yin , Xiaowen Dong

When circuits are set up and dismantled dynamically in elastic optical networks, spectrum tends to become fragmented in the fiber links. The fragmentation limits the available path choices and may lead to significant blocking of connection…

Networking and Internet Architecture · Computer Science 2022-11-07 Anjali Sharma , Varsha Lohani , Yatindra Nath Singh

As a quantification of the main bottleneck to flow over a graph, the network property of conductance plays an important role in the process of synchronization of network-coupled dynamical systems. Diffusive coupling terms serve not only to…

Physics and Society · Physics 2025-10-29 C. Tyler Diggans

Network coherence generally refers to the emergence of simple aggregated dynamical behaviours, despite heterogeneity in the dynamics of the subsystems that constitute the network. In this paper, we develop a general frequency domain…

Systems and Control · Electrical Eng. & Systems 2023-02-17 Hancheng Min , Richard Pates , Enrique Mallada

This paper uses two hierarchical techniques, a minimal spanning tree and an ultrametric hierarchical tree, to extract a topological influence map for major currencies from the ultrametric distance matrix for 1996-2001. We find that these…

Physics and Society · Physics 2009-11-13 Michael J. Naylor , Lawrence C. Rose , Brendan J. Moyle

Collecting and analyzing of network traffic data (network telemetry) plays a critical role in managing modern networks. Network administrators analyze their traffic to troubleshoot performance and reliability problems, and to detect and…

Networking and Internet Architecture · Computer Science 2025-02-06 Shir Landau Feibish , Zaoxing Liu , Jennifer Rexford

An approach for real-time network monitoring in terms of numerical time-dependant functions of protocol parameters is suggested. Applying complex systems theory for information f{l}ow analysis of networks, the information traffic is…

Cryptography and Security · Computer Science 2007-05-23 Vladimir Gudkov , Joseph E. Johnson

This study addresses the challenge of accurately identifying multi-task contention types in high-dimensional system environments and proposes a unified contention classification framework that integrates representation transformation,…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-29 Xiao Yang , Yinan Ni , Yuqi Tang , Zhimin Qiu , Chen Wang , Tingzhou Yuan

Synchronization of networked oscillators is known to depend fundamentally on the interplay between the dynamics of the graph's units and the microscopic arrangement of the network's structure. For non identical elements, the lack of…

Adaptation and Self-Organizing Systems · Physics 2016-01-20 A. Navas , J. A. Villacorta-Atienza , I. Leyva , J. A. Almendral , I. Sendiña-Nadal , S. Boccaletti