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We propose a novel machine learning approach for forecasting the distribution of stock returns using a rich set of firm-level and market predictors. Our method combines a two-stage quantile neural network with spline interpolation to…

General Finance · Quantitative Finance 2025-08-05 Jozef Barunik , Martin Hronec , Ondrej Tobek

This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…

Machine Learning · Computer Science 2026-04-07 Stefano Goria , Levent A. Mengütürk , Murat C. Mengütürk , Berkan Sesen

A generalization of the random geometric graph (RGG) model is proposed by considering a set of points uniformly and independently distributed on a rectangle of unit area instead of on a unit square [0,1]^2. The topological properties of the…

Physics and Society · Physics 2015-05-20 Ernesto Estrada , Matthew Sheerin

We study a class models of correlated random networks in which vertices are characterized by \textit{hidden variables} controlling the establishment of edges between pairs of vertices. We find analytical expressions for the main topological…

Disordered Systems and Neural Networks · Physics 2009-11-10 Marian Boguna , Romualdo Pastor-Satorras

Self-organizing networks such as Neural Gas, Growing Neural Gas and many others have been adopted in actual applications for both dimensionality reduction and manifold learning. Typically, in these applications, the structure of the adapted…

Neural and Evolutionary Computing · Computer Science 2015-03-23 Marco Piastra

Polymerization and formation of crosslinked polymer networks are important processes in manufacturing, materials fabrication, and in the case of hydrated polymer networks, synthesis of biomedical materials, drug delivery, and tissue…

Soft Condensed Matter · Physics 2022-12-15 Sam C. P. Norris , Andrea M. Kasko , Tom Chou , Maria R. D'Orsogna

Phylogenetic networks generalise phylogenetic trees and allow for the accurate representation of the evolutionary history of a set of present-day species whose past includes reticulate events such as hybridisation and lateral gene transfer.…

Populations and Evolution · Quantitative Biology 2018-09-05 Joan Carles Pons , Charles Semple , Mike Steel

A population of complete subgraphs or cliques in a network evolving via duplication-divergence is considered. We find that a number of cliques of each size scales linearly with the size of the network. We also derive a clique population…

Molecular Networks · Quantitative Biology 2009-11-11 I. Ispolatov , P. L. Krapivsky , I. Mazo , A. Yuryev

We develop random graph models where graphs are generated by connecting not only pairs of vertices by edges but also larger subsets of vertices by copies of small atomic subgraphs of arbitrary topology. This allows the for the generation of…

Statistics Theory · Mathematics 2021-04-21 Anatol E. Wegner , Sofia Olhede

A network as a substrate for dynamic processes may have its own dynamics. We propose a model for networks which evolve together with diffusing particles through a coupled dynamics, and investigate emerging structural property. The model…

Statistical Mechanics · Physics 2009-11-10 Sang-Woo Kim , Jae Dong Noh

The organizational development of growing random networks is investigated. These growing networks are built by adding nodes successively and linking each to an earlier node of degree k with attachment probability A_k. When A_k grows slower…

Statistical Mechanics · Physics 2009-10-31 P. L. Krapivsky , S. Redner

Networks observed in real world like social networks, collaboration networks etc., exhibit temporal dynamics, i.e. nodes and edges appear and/or disappear over time. In this paper, we propose a generative, latent space based, statistical…

Social and Information Networks · Computer Science 2018-11-08 Shubham Gupta , Gaurav Sharma , Ambedkar Dukkipati

Real-world networks process structured connections since they have non-trivial vertex degree correlation and clustering. Here we propose a toy model of structure formation in real-world weighted network. In our model, a network evolves by…

Physics and Society · Physics 2015-06-26 C. C. Leung , H. F. Chau

We extend the standard scale-free network model to include a ``triad formation step''. We analyze the geometric properties of networks generated by this algorithm both analytically and by numerical calculations, and find that our model…

Disordered Systems and Neural Networks · Physics 2009-11-07 Petter Holme , Beom Jun Kim

We investigate the dynamic formation of regular random graphs. In our model, we pick a pair of nodes at random and connect them with a link if both of their degrees are smaller than d. Starting with a set of isolated nodes, we repeat this…

Statistical Mechanics · Physics 2011-11-16 E. Ben-Naim , P. L. Krapivsky

This paper presents a statistically sound method for measuring the accuracy with which a probabilistic model reflects the growth of a network, and a method for optimising parameters in such a model. The technique is data-driven, and can be…

Networking and Internet Architecture · Computer Science 2009-04-07 Richard Clegg , Raul Landa , Uli Harder , Miguel Rio

Feedforward neural networks with random hidden nodes suffer from a problem with the generation of random weights and biases as these are difficult to set optimally to obtain a good projection space. Typically, random parameters are drawn…

Machine Learning · Computer Science 2019-09-18 Grzegorz Dudek

We propose a local strategy for constructing scale-free networks of arbitrary degree distributions, based on the redirection method of Krapivsky and Redner [Phys. Rev. E 63, 066123 (2001)]. Our method includes a set of external parameters…

Disordered Systems and Neural Networks · Physics 2009-11-10 Hernan Rozenfeld , Daniel ben-Avraham

A network evolution with predicted tail and extremal indices of PageRank and the Max-Linear Model used as node influence indices in random graphs is considered. The tail index shows a heaviness of the distribution tail. The extremal index…

Statistics Theory · Mathematics 2022-11-28 Natalia Markovich

Biased (degree-dependent) percolation was recently shown to provide new strategies for turning robust networks fragile and vice versa. Here we present more detailed results for biased edge percolation on scale-free networks. We assume a…