Related papers: Topology of Foreign Exchange Markets using Hierarc…
Topological data analysis can reveal higher-order structure beyond pairwise connections between vertices in complex networks. We present a new method based on discrete Morse theory to study topological properties of unweighted and…
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…
Money launderers exploit the weaknesses in detection systems by purposefully placing their ill-gotten money into multiple accounts, at different banks. That money is then layered and moved around among mule accounts to obscure the origin…
Many complex networks demonstrate a phenomenon of striking degree correlations, i.e., a node tends to link to other nodes with similar (or dissimilar) degrees. From the perspective of degree correlations, this paper attempts to characterize…
Off-chain transaction channels represent one of the leading techniques to scale the transaction throughput in cryptocurrencies such as Bitcoin. They allow multiple agents to route payments through one another. So far, the topology and…
We consider the problem of inferring the topology of a network using the measurements available at the end nodes, without cooperation from the internal nodes. To this end, we provide a simple method to obtain path interference which…
To provide a phenomenological theory for the various interesting transitions in restructuring networks we employ a statistical mechanical approach with detailed balance satisfied for the transitions between topological states. This enables…
A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are constructed for USD, EUR and PLZ used as the base currencies. The triangle rule is interpreted as constraints reducing the number of…
Wireless network topologies change over time and maintaining routes requires frequent updates. Updates are costly in terms of consuming throughput available for data transmission, which is precious in wireless networks. In this paper, we…
Although neural networks are capable of reaching astonishing performances on a wide variety of contexts, properly training networks on complicated tasks requires expertise and can be expensive from a computational perspective. In industrial…
Following the financial crisis of 2007-2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topological features of network structures influence how easily…
A fundamental problem in studying and modeling economic and financial systems is represented by privacy issues, which put severe limitations on the amount of accessible information. Here we introduce a novel, highly nontrivial method to…
Financial networks are typically estimated by applying standard time series analyses to price-based economic variables collected at low-frequency (e.g., daily or monthly stock returns or realized volatility). These networks are used for…
We investigate the relative market efficiency in financial market data, using the approximate entropy(ApEn) method for a quantification of randomness in time series. We used the global foreign exchange market indices for 17 countries during…
The influence of the network's structure on the dynamics of spreading processes has been extensively studied in the last decade. Important results that partially answer this question show a weak connection between the macroscopic behavior…
The statistical mechanical approach to complex networks is the dominant paradigm in describing natural and societal complex systems. The study of network properties, and their implications on dynamical processes, mostly focus on locally…
Using each node's degree as a proxy for its importance, the topological hierarchy of a complex network is introduced and quantified. We propose a simple dynamical process used to construct networks which are either maximally or minimally…
World currency network constitutes one of the most complex structures that is associated with the contemporary civilization. On a way towards quantifying its characteristics we study the cross correlations in changes of the daily foreign…
We propose a mapping from fracture systems consisting of intersecting fracture sheets in three dimensions to an abstract network consisting of nodes and links. This makes it possible to analyze fracture systems with the methods developed…
Transportation and distribution networks are a class of spatial networks that have been of interest in recent years. These networks are often characterized by the presence of complex structures such as central loops paired with peripheral…