Related papers: Topology of Foreign Exchange Markets using Hierarc…
This paper leverages the framework of algorithms-with-predictions to design data structures for two fundamental dynamic graph problems: incremental topological ordering and cycle detection. In these problems, the input is a directed graph…
We provide a phenomenological theory for topological transitions in restructuring networks. In this statistical mechanical approach energy is assigned to the different network topologies and temperature is used as a quantity referring to…
Complex systems are difficult to study not only because they are nonlinear, multiscale, and often nonstationary, but because their scientifically relevant organization is often invisible at the level of individual components, pairwise…
Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over 2010-2018 period are used to…
Understanding how individual learning behavior and structural dynamics interact is essential to modeling emergent phenomena in socioeconomic networks. While bounded rationality and network adaptation have been widely studied, the role of…
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…
Constructing systems that exhibit time-scales much longer than those of the underlying components, as well as emergent dynamical and collective behavior, is a key goal in fields such as synthetic biology and materials self-assembly.…
The paper deals with the problem of reconstructing the topological structure of a network of dynamical systems. A distance function is defined in order to evaluate the "closeness" of two processes and a few useful mathematical properties…
We study a simple exchange model in which price is fixed and the amount of a good transferred between actors depends only on the actors' respective budgets and the existence of a link between transacting actors. The model induces a…
Methods connecting dynamical systems and graph theory have attracted increasing interest in the past few years, with applications ranging from a detailed comparison of different kinds of dynamics to the characterisation of empirical data.…
A complete understanding of real networks requires us to understand the consequences of the uneven interaction strengths between a system's components. Here we use the minimum spanning tree (MST) to explore the effect of weight assignment…
Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…
Topological spaces, represented by simplicial complexes, capture richer relationships than graphs by modeling interactions not only between nodes but also among higher-order entities, such as edges or triangles. This motivates the…
Many complex networks, ranging from social to biological systems, exhibit structural patterns consistent with an underlying hyperbolic geometry. Revealing the dimensionality of this latent space can disentangle the structural complexity of…
Many systems of different nature exhibit scale free behaviors. Economic systems with power law distribution in the wealth is one of the examples. To better understand the working behind the complexity, we undertook an empirical study…
We present a statistical analysis of different metrics characterizing the topological properties of Internet maps, collected at two different resolution scales: the router and the autonomous system level. The metrics we consider allow us to…
Topology identification and inference of processes evolving over graphs arise in timely applications involving brain, transportation, financial, power, as well as social and information networks. This chapter provides an overview of graph…
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,…
Spatially embedded networks are shaped by a combination of purely topological (space-independent) and space-dependent formation rules. While it is quite easy to artificially generate networks where the relative importance of these two…
In this paper, we introduce a matrix-valued time series model for foreign exchange market. We then formulate trading matrices, foreign exchange options and return options (matrices), as well as on-line portfolio strategies. Moreover, we…