Related papers: Topology of Foreign Exchange Markets using Hierarc…
Ethernet topology discovery has gained increasing interest in the recent years. This trend is motivated mostly by increasing number of carrier Ethernet networks as well as the size of these networks, and consequently the increasing sales of…
Traders adopt different trading strategies to maximize their returns in financial markets. These trading strategies not only results in specific topological structures in trading networks, which connect the traders with the pairwise…
The topology of many real complex networks has been conjectured to be embedded in hidden metric spaces, where distances between nodes encode their likelihood of being connected. Besides of providing a natural geometrical interpretation of…
An ultrametric topology formalizes the notion of hierarchical structure. An ultrametric embedding, referred to here as ultrametricity, is implied by a hierarchical embedding. Such hierarchical structure can be global in the data set, or…
Many network analysis and graph learning techniques are based on models of random walks which require to infer transition matrices that formalize the underlying stochastic process in an observed graph. For weighted graphs, it is common to…
We demonstrate using multi-layered networks, the existence of an empirical linkage between the dynamics of the financial network constructed from the market indices and the macroeconomic networks constructed from macroeconomic variables…
Transaction data from digital payment systems can be used to study economic processes in such detail that was not possible previously. Here, data from the Sarafu token network, a Community Inclusion Currency in Kenya, is analysed. During…
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…
Network architecture design is very important for the optimization of industrial networks. The type of network architecture can be divided into small-scale network and large-scale network according to its scale. Graph theory is an efficient…
Building on topological data analysis and expert knowledge, this study introduces a Mapper-based approach to cluster agents based on their tendency to be influenced by information spread. The context of our paper is financial markets with…
There is intense interest in understanding the stochastic and dynamical properties of the global Foreign Exchange (FX) market, whose daily transactions exceed one trillion US dollars. This is a formidable task since the FX market is…
Measuring the topological overlap of two graphs becomes important when assessing the changes between temporally adjacent graphs in a time-evolving network. Current methods depend on the fraction of nodes that have persisting edges. This…
We find numerical and empirical evidence for dynamical, structural and topological phase transitions on the (German) Frankfurt Stock Exchange (FSE) in the temporal vicinity of the worldwide financial crash. Using the Minimal Spanning Tree…
Financial markets are complex adaptive systems, and are commonly studied as complex networks. Most of such studies fall short in two respects: they do not account for non-linearity of the studied relationships, and they create one network…
Cryptocurrencies such as Bitcoin and Ethereum have recently gained a lot of popularity, not only as a digital form of currency but also as an investment vehicle. Online marketplaces and exchanges allow users across the world to convert…
High dimensional, sparsely populated data spaces have been characterized in terms of ultrametric topology. This implies that there are natural, not necessarily unique, tree or hierarchy structures defined by the ultrametric topology. In…
The structure of real-world networks is usually difficult to characterize owing to the variation of topological scales, the nondyadic complex interactions, and the fluctuations in the network. We aim to address these problems by introducing…
Network topology plays a key role in many phenomena, from the spreading of diseases to that of financial crises. Whenever the whole structure of a network is unknown, one must resort to reconstruction methods that identify the least biased…
We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-GBP-USD and GBP-CHF-JPY. It is shown that…
Studies of the effect of network structure on performance have, thus far, been restricted to examining ensembles of synthetic networks generated by canonical models from the Network Science literature, which do not plausibly represent real…