Related papers: Complexity characteristics of currency networks
The number of users approaching the world of cryptocurrencies exploded in the last years, and consequently the daily interactions on their underlying distributed ledgers have intensified. In this paper, we analyze the flow of these digital…
We empirically analyze the scaling properties of daily Foreign Exchange rates, Stock Market indices and Bond futures across different financial markets. We study the scaling behaviour of the time series by using a generalized Hurst exponent…
The study of the sub-structure of complex networks is of major importance to relate topology and functionality. Many efforts have been devoted to the analysis of the modular structure of networks using the quality function known as…
Network modeling based on ensemble averages tacitly assumes that the networks meant to be modeled are typical in the ensemble. Previous research on network eigenvalues, which govern a range of dynamical phenomena, has shown that this is…
We have presented a novel technique of detecting intermittencies in a financial time series of the foreign exchange rate data of U.S.- Euro dollar(US/EUR) using a combination of both statistical and spectral techniques. This has been…
We study complex networks formed by triangulations and higher-dimensional simplicial complexes representing closed evolving manifolds. In particular, for triangulations, the set of possible transformations of these networks is restricted by…
Complex networks can be understood as graphs whose connectivity deviates from those of regular or near-regular graphs, which are understood as being `simple'. While a great deal of the attention so far dedicated to complex networks has been…
Economy, and consequently trade, is a fundamental part of human social organization which, until now, has not been studied within the network modelling framework. Networks are mathematical tools used in the modelling of a wide variety of…
This chapter aims at reviewing complex networks models and methods that were either developed for or applied to socioeconomic issues, and pertinent to the theme of New Economic Geography. After an introduction to the foundations of the…
Complex networks of real-world systems are believed to be controlled by common phenomena, producing structures far from regular or random. These include scale-free degree distributions, small-world structure and assortative mixing by…
A fundamental property of complex networks is the tendency for edges to cluster. The extent of the clustering is typically quantified by the clustering coefficient, which is the probability that a length-2 path is closed, i.e., induces a…
Cryptocurrency is a well-developed blockchain technology application that is currently a heated topic throughout the world. The public availability of transaction histories offers an opportunity to analyze and compare different…
Over the last two decades, financial systems have been studied and analysed from the perspective of complex networks, where the nodes and edges in the network represent the various financial components and the strengths of correlations…
We consider the effects of the global financial crisis through a local Korean financial market around the 2008 crisis. We analyze 185 individual stock prices belonging to the KOSPI (Korea Composite Stock Price Index), cosidering three time…
We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE) traded stocks with stocks corresponding to nodes and the links between them added one after the other, according to the strength of the…
Apart from the role the clustering coefficient plays in the definition of the small-world phenomena, it also has great relevance for practical problems involving networked dynamical systems. To study the impact of the clustering coefficient…
Inspired by empirical studies of networked systems such as the Internet, social networks, and biological networks, researchers have in recent years developed a variety of techniques and models to help us understand or predict the behavior…
The structure of many real networks is not locally tree-like and hence, network analysis fails to characterise their bond percolation properties. In a recent paper [P. Mann, V. A. Smith, J. B. O. Mitchell, and S. Dobson, Percolation in…
There is great significance in evaluating a node's Influence ranking in complex networks. Over the years, many researchers have presented different measures for quantifying node interconnectedness within networks. Therefore, this paper…
We propose here a multiplex network approach to investigate simultaneously different types of dependency in complex data sets. In particular, we consider multiplex networks made of four layers corresponding respectively to linear,…