English
Related papers

Related papers: Complexity characteristics of currency networks

200 papers

The clustering coefficient is a valuable tool for understanding the structure of complex networks. It is widely used to analyze social networks, biological networks, and other complex systems. While there is generally a single common…

Physics and Society · Physics 2024-01-09 Alexander I Nesterov

The worldwide trade network has been widely studied through different data sets and network representations with a view to better understanding interactions among countries and products. Here we investigate international trade through the…

Physics and Society · Physics 2018-12-12 Luiz G. A. Alves , Giuseppe Mangioni , Francisco A. Rodrigues , Pietro Panzarasa , Yamir Moreno

Many applications produce massive complex networks whose analysis would benefit from parallel processing. Parallel algorithms, in turn, often require a suitable network partition. For solving optimization tasks such as graph partitioning on…

Data Structures and Algorithms · Computer Science 2014-02-14 Roland Glantz , Henning Meyerhenke , Christian Schulz

The recent high level of interest in weighted complex networks gives rise to a need to develop new measures and to generalize existing ones to take the weights of links into account. Here we focus on various generalizations of the…

Statistical Mechanics · Physics 2013-05-29 J. Saramaki , M. Kivela , J. -P. Onnela , K. Kaski , J. Kertesz

We propose a model of random diffusion to investigate flow fluctuations in complex networks. We derive an analytical law showing that the dependence of fluctuations with the mean traffic in a network is ruled by the delicate interplay of…

Physics and Society · Physics 2008-05-21 S. Meloni , J. Gomez-Gardenes , V. Latora , Y. Moreno

Predicting the direction of assets have been an active area of study and a difficult task. Machine learning models have been used to build robust models to model the above task. Ensemble methods is one of them showing results better than a…

Machine Learning · Statistics 2019-02-25 Avinash Barnwal , Hari Pad Bharti , Aasim Ali , Vishal Singh

The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the fluctuations at different magnitudes have unique…

Statistical Finance · Quantitative Finance 2018-03-14 Longfeng Zhao , Wei Li , Andrea Fenu , Boris Podobnik , Yougui Wang , H. Eugene Stanley

In this paper, we study the form over the minimum spanning tree problem (MST) from which we will derive an intuitively generalized model and new methods with the upper bound of runtimes of logarithm. The new pattern we made has taken…

Discrete Mathematics · Computer Science 2017-06-26 Yong Tan

Many real networks are complex and have power-law vertex degree distribution, short diameter, and high clustering. We analyze the network model based on thresholding of the summed vertex weights, which belongs to the class of networks…

Other Condensed Matter · Physics 2007-05-23 Naoki Masuda , Hiroyoshi Miwa , Norio Konno

The clustering coefficient quantifies the abundance of connected triangles in a network and is a major descriptive statistics of networks. For example, it finds an application in the assessment of small-worldness of brain networks, which is…

Physics and Society · Physics 2018-06-28 Naoki Masuda , Michiko Sakaki , Takahiro Ezaki , Takamitsu Watanabe

Structure and dynamics of complex networks usually deal with degree distributions, clustering, shortest path lengths and other graph properties. Although these concepts have been analysed for graphs on abstract spaces, many networks happen…

Statistical Mechanics · Physics 2009-11-13 M. O. Hase , J. F. F. Mendes

We study the properties of metrics aimed at the characterization of grid-like ordering in complex networks. These metrics are based on the global and local behavior of cycles of order four, which are the minimal structures able to identify…

Statistical Mechanics · Physics 2007-05-23 Guido Caldarelli , Romualdo Pastor-Satorras , Alessandro Vespignani

The large-scale shape and function of metabolic networks are intriguing topics of systems biology. Such networks are on one hand commonly regarded as modular (i.e. built by a number of relatively independent subsystems), but on the other…

Molecular Networks · Quantitative Biology 2011-11-10 Mikael Huss , Petter Holme

Recently, self-similarity of complex networks have attracted much attention. Fractal dimension of complex network is an open issue. Hub repulsion plays an important role in fractal topologies. This paper models the repulsion among the nodes…

Social and Information Networks · Computer Science 2014-04-03 Haixin Zhang , Daijun Wei , Yong Hu , Xin Lan , Yong Deng

Numerical analysis of data from international trade and ecological networks has shown that the non-linear fitness-complexity metric is the best candidate to rank nodes by importance in bipartite networks that exhibit a nested structure.…

Economics · Quantitative Finance 2018-06-04 Rui-Jie Wu , Gui-Yuan Shi , Yi-Cheng Zhang , Manuel Sebastian Mariani

Network or graph structures are ubiquitous in the study of complex systems. Often, we are interested in complexity trends of these system as it evolves under some dynamic. An example might be looking at the complexity of a food web as…

Information Theory · Computer Science 2012-01-23 Russell K. Standish

Large graphs are sometimes studied through their degree sequences (power law or regular graphs). We study graphs that are uniformly chosen with a given degree sequence. Under mild conditions, it is shown that sequences of such graphs have…

Probability · Mathematics 2011-08-31 Sourav Chatterjee , Persi Diaconis , Allan Sly

Each complex network (or class of networks) presents specific topological features which characterize its connectivity and highly influence the dynamics of processes executed on the network. The analysis, discrimination, and synthesis of…

Disordered Systems and Neural Networks · Physics 2009-09-29 Luciano da F. Costa , Francisco A. Rodrigues , Gonzalo Travieso , P. R. Villas Boas

We consider different levels of complexity which are observed in the empirical investigation of financial time series. We discuss recent empirical and theoretical work showing that statistical properties of financial time series are rather…

Statistical Mechanics · Physics 2009-11-07 Giovanni Bonanno , Fabrizio Lillo , Rosario N. Mantegna

The cluster analysis methods are used in order to perform a comparative study of 15 EU countries in relation with the fluctuations of some basic macroeconomic indicators. The statistical distances between countries are calculated for…

General Finance · Quantitative Finance 2010-03-16 Mircea Gligor , Marcel Ausloos