Related papers: Correlation Networks Among Currencies
With globalization, countries are more connected than before by trading flows, which currently amount to at least 36 trillion dollars. Interestingly, approximately 30-60 percent of global exports consist of intermediate products. Therefore,…
Clustering is the propensity of nodes that share a common neighbour to be connected. It is ubiquitous in many networks but poses many modelling challenges. Clustering typically manifests itself by a higher than expected frequency of…
Many empirical networks display an inherent tendency to cluster, i.e. to form circles of connected nodes. This feature is typically measured by the clustering coefficient (CC). The CC, originally introduced for binary, undirected graphs,…
Based on the high-frequency recordings from Kraken, a cryptocurrency exchange and professional trading platform that aims to bring Bitcoin and other cryptocurrencies into the mainstream, the multiscale cross-correlations involving the…
Community detection, which focuses on clustering nodes or detecting communities in (mostly) a single network, is a problem of considerable practical interest and has received a great deal of attention in the research community. While being…
International food trade is a growing complement to gaps in domestic food supply and demand, but it is vulnerable to disruptions due to some unforeseen shocks. This paper assembles the international crop trade networks using maize, rice,…
Rooted acyclic graphs appear naturally when the phylogenetic relationship of a set $X$ of taxa involves not only speciations but also recombination, horizontal transfer, or hybridization, that cannot be captured by trees. A variety of…
It appears that the dynamical status of clusters and groups of galaxies is related to the large-scale structure of the Universe. A few interesting trends have been established: (1) The Cluster Substructure - Alignment Connection, by which…
The rapidly increasing availability of large amounts of granular financial data, paired with the advances of big data related technologies induces the need of suitable analytics that can represent and extract meaningful information from…
Pesticides are a kind of agricultural input, whose use can greatly reduce yield loss, regulate plant growth, effectively liberate agricultural productivity, and improve food security. The availability of pesticides in economies all over the…
We investigate the properties of the spanning trees of various real-world and model networks. The spanning tree representing the communication kernel of the original network is determined by maximizing total weight of edges, whose weights…
A random network model which allows for tunable, quite general forms of clustering, degree correlation and degree distribution is defined. The model is an extension of the configuration model, in which stubs (half-edges) are paired to form…
Hierarchical networks actually have many applications in the real world. Firstly, we propose a new class of hierarchical networks with scale-free and fractal structure, which are the networks with triangles compared to traditional…
This paper analyzes correlations in patterns of trading of different members of the London Stock Exchange. The collection of strategies associated with a member institution is defined by the sequence of signs of net volume traded by that…
We study the frictions in the patterns of trades in the Euro money market. We characterize the structure of lending relations during the period of recent financial turmoil. We use network-topology method on data from overnight transactions…
A commonly used characteristic of statistical dependence of adjacency relations in real networks, the clustering coefficient, evaluates chances that two neighbours of a given vertex are adjacent. An extension is obtained by considering…
We develop a statistical theory of networks. A network is a set of vertices and links given by its adjacency matrix $\c$, and the relevant statistical ensembles are defined in terms of a partition function $Z=\sum_{\c} \exp {[}-\beta \H(\c)…
Different definitions of links in climate networks may lead to considerably different network topologies. We construct a network from climate records of surface level atmospheric temperature in different geographical sites around the globe…
A cluster tree provides a highly-interpretable summary of a density function by representing the hierarchy of its high-density clusters. It is estimated using the empirical tree, which is the cluster tree constructed from a density…
Using a metric related to the returns correlation, a method is proposed to reconstruct an economic space from the market data. A reduced subspace, associated to the systematic structure of the market, is identified and its dimension related…