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Motivated by results of Henry, Pralat and Zhang (PNAS 108.21 (2011): 8605-8610), we propose a general scheme for evolving spatial networks in order to reduce their total edge lengths. We study the properties of the equilbria of two networks…
Although species longevity is subject to a diverse range of selective forces, the mortality curves of a wide variety of organisms are rather similar. We argue that aging and its universal characteristics may have evolved by means of a…
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…
This paper is a contribution to interweaving two lines of research that have progressed in separate ways: network analyses of international trade and the literature on African trade and development. Gathering empirical data on African…
The cross-correlation matrix of daily returns of stock market indices in a diverse set of 37 countries worldwide was analyzed. Comparison of the spectrum of this matrix with predictions of random matrix theory provides an empirical evidence…
We study the various sectors of the Bombay Stock Exchange(BSE) for a period of 8 years from April 2006 - March 2014. Using the data of daily returns of a period of eight years we make a direct model free analysis of the pattern of the…
The level of systemic risk in economic and financial systems is strongly determined by the structure of the underlying networks of interdependent entities that can propagate shocks and stresses. Since changes in network structure imply…
The interactive effect is significant in the Chinese stock market, exacerbating the abnormal market volatilities and risk contagion. Based on daily stock returns in the Shanghai Stock Exchange (SSE) A-shares, this paper divides the period…
Although the threshold network is one of the most used tools to characterize the underlying structure of a stock market, the identification of the optimal threshold to construct a reliable stock network remains challenging. In this paper,…
We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with…
We study an agent-based model of evolution of wealth distribution in a macro-economic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We…
Investigating relation between various structural patterns found in real-world networks and stability of underlying systems is crucial to understand importance and evolutionary origin of such patterns. We evolve multiplex networks,…
We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by…
We follow the main stocks belonging to the New York Stock Exchange and to Nasdaq from 2003 to 2012, through years of normality and of crisis, and study the dynamics of networks built on two measures expressing relations between those…
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…
We describe two different bootstrap methods applied to the detection of a minimum spanning tree obtained from a set of multivariate variables. We show that two different bootstrap procedures provide partly distinct information that can be…
The minimum linear arrangement problem on a network consists of finding the minimum sum of edge lengths that can be achieved when the vertices are arranged linearly. Although there are algorithms to solve this problem on trees in polynomial…
A spanning tree of an unweighted graph is a minimum average stretch spanning tree if it minimizes the ratio of sum of the distances in the tree between the end vertices of the graph edges and the number of graph edges. We consider the…
The Minimum Spanning Tree with Conflicting Edge Pairs is a generalization that adds conflict constraints to a classical optimization problem on graphs used to model several real-world applications. In the last few years several approaches,…
The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability…