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Model reduction of Markov processes is a basic problem in modeling state-transition systems. Motivated by the state aggregation approach rooted in control theory, we study the statistical state compression of a discrete-state Markov chain…

Machine Learning · Statistics 2019-11-26 Anru Zhang , Mengdi Wang

We propose a method of analyzing multivariate time series data that investigates lead-lag relationships among economic indicators during the COVID-19 era with a weighted directed network of lagged variables. The analysis includes a stock…

Social and Information Networks · Computer Science 2024-06-03 Amanda Goodrick , Hiroki Sayama

The standard framing treats structured human-data work as transitional, a bridge between today's imperfect models and a future state where automation is complete. We challenge this view by modeling structured human data as a persistent…

General Economics · Economics 2026-03-03 Ali Ansari , Mark Esposito , Ava Fitoussy , Liu Zhang

We study the competition for partners in two-sided matching markets with heterogeneous agent preferences, with a focus on how the equilibrium outcomes depend on the connectivity in the market. We model random partially connected markets,…

Computer Science and Game Theory · Computer Science 2023-01-12 Yash Kanoria , Seungki Min , Pengyu Qian

A multilevel network is defined as the junction of two interaction networks, one level representing the interactions between individuals and the other the interactions between organizations. The levels are linked by an affiliation…

Methodology · Statistics 2023-12-04 Saint-Clair Chabert-Liddell , Pierre Barbillon , Sophie Donnet , Emmanuel Lazega

Epidemic dynamics in a stochastic network of interacting epidemic centers is considered. The epidemic and migration processes are modelled by Markov's chains. Explicit formulas for probability distribution of the migration process are…

Populations and Evolution · Quantitative Biology 2015-05-05 Igor Sazonov , Mark Kelbert

We study how the connectivity within a recurrent neural network determines and is determined by the multistable solutions of network activity. To gain analytic tractability we let neural activation be a non-smooth Heaviside step function.…

Neural and Evolutionary Computing · Computer Science 2023-03-09 Magnus Tournoy , Brent Doiron

We consider estimation of worker skills from worker-task interaction data (with unknown labels) for the single-coin crowd-sourcing binary classification model in symmetric noise. We define the (worker) interaction graph whose nodes are…

Machine Learning · Computer Science 2017-06-22 Yao Ma , Alex Olshevsky , Venkatesh Saligrama , Csaba Szepesvari

Rather than directly predicting future prices or returns, we follow a more recent trend in asset management and classify the state of a market based on labels. We use numerous standard labels and even construct our own ones. The labels rely…

Trading and Market Microstructure · Quantitative Finance 2020-12-08 Michal Balcerak , Thomas Schmelzer

This paper proposes an approach for segmenting a task consisting of compliant motions into phases, learning a primitive for each segmented phase of the task, and reproducing the task by sequencing primitives online based on the learned…

Robotics · Computer Science 2018-09-05 Tesfamichael Marikos Hagos , Markku Suomalainen , Ville Kyrki

In networking applications, one often wishes to obtain estimates about the number of objects at different parts of the network (e.g., the number of cars at an intersection of a road network or the number of packets expected to reach a node…

Social and Information Networks · Computer Science 2020-06-22 Harshal A. Chaudhari , Michael Mathioudakis , Evimaria Terzi

In this paper, we consider Markov chain and linear quadratic models for deep structured teams with discounted and time-average cost functions under two non-classical information structures, namely, deep state sharing and no sharing. In deep…

Multiagent Systems · Computer Science 2021-02-09 Jalal Arabneydi , Masoud Roudneshin , Amir G. Aghdam

Dynamic networks are used in a variety of fields to represent the structure and evolution of the relationships between entities. We present a model which embeds longitudinal network data as trajectories in a latent Euclidean space. A Markov…

Methodology · Statistics 2020-05-19 Daniel K. Sewell , Yuguo Chen

This article proposes a spatial dynamic structural equation model for the analysis of housing prices at the State level in the USA. The study contributes to the existing literature by extending the use of dynamic factor models to the…

Applications · Statistics 2013-12-23 Pasquale Valentini , Luigi Ippoliti , Lara Fontanella

The rapid growth of the digital platform economy is transforming labor markets, offering new employment opportunities with promises of flexibility and accessibility. However, these benefits often come at the expense of increased economic…

Computers and Society · Computer Science 2025-10-23 Clara Punzi

Understanding and potentially predicting or even controlling urban labour markets represents a great challenge for workers and policy makers alike. Cities are effective engines of economic growth and prosperity and incubate complex dynamics…

Physics and Society · Physics 2022-02-28 Xiangnan Feng , Alex Rutherford

Complex networks have played an important role in describing real complex systems since the end of the last century. Recently, research on real-world data sets reports intermittent interaction among social individuals. In this paper, we pay…

Social and Information Networks · Computer Science 2025-11-25 Ziyan Zeng , Minyu Feng , Jürgen Kurths

Despite the popular narrative that the United States is a "land of mobility," the country may have become a "rooted America" after a decades-long decline in migration rates. This article interrogates the lingering question about the social…

Social and Information Networks · Computer Science 2023-12-12 Peng Huang , Carter T. Butts

We identify a robust structural signature of stock markets during exogenous shock events by analyzing collective return dynamics across G5 countries. Using Random Matrix Theory, we introduce the complexity gap, defined as the difference…

Statistical Finance · Quantitative Finance 2026-04-22 Kundan Mukhia , Imran Ansari , Md. Nurujjaman

This paper investigates optimal portfolio strategies in a market where the drift is driven by an unobserved Markov chain. Information on the state of this chain is obtained from stock prices and expert opinions in the form of signals at…

Portfolio Management · Quantitative Finance 2016-02-03 Rüdiger Frey , Abdelali Gabih , Ralf Wunderlich