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Financial markets are well known examples of multi-fractal complex systems that have garnered much interest in their characterization through complex network theory. The recent studies have used correlation based distance metrics for…

统计金融 · 定量金融 2012-05-09 Sayantan Ghosh , Uwe Jaekel , Francesco Petruccione

Spectral clustering is a celebrated algorithm that partitions objects based on pairwise similarity information. While this approach has been successfully applied to a variety of domains, it comes with limitations. The reason is that there…

统计理论 · 数学 2018-05-24 Kwangjun Ahn , Kangwook Lee , Changho Suh

We study spectra of directed networks with inhibitory and excitatory couplings. We investigate in particular eigenvector localization properties of various model networks for different value of correlation among their entries. Spectra of…

无序系统与神经网络 · 物理学 2015-05-20 Sarika Jalan , Guimei Zhu , Baowen Li

Observational data usually comes with a multimodal nature, which means that it can be naturally represented by a multi-layer graph whose layers share the same set of vertices (users) with different edges (pairwise relationships). In this…

机器学习 · 计算机科学 2015-08-31 Xiaowen Dong , Pascal Frossard , Pierre Vandergheynst , Nikolai Nefedov

We propose and analyse a general tensor-based framework for incorporating second order features into network measures. This approach allows us to combine traditional pairwise links with information that records whether triples of nodes are…

社会与信息网络 · 计算机科学 2021-03-17 Francesca Arrigo , Desmond J. Higham , Francesco Tudisco

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

无序系统与神经网络 · 物理学 2016-12-21 Alexander Kuczala , Tatyana O. Sharpee

We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…

Clustering is an essential technique for network analysis, with applications in a diverse range of fields. Although spectral clustering is a popular and effective method, it fails to consider higher-order structure and can perform poorly on…

社会与信息网络 · 计算机科学 2020-09-14 William George Underwood , Andrew Elliott , Mihai Cucuringu

In high-dimensional principal component analysis, important inferential targets include both leading spikes and the associated principal eigenspaces. Such problems arise naturally in high-dimensional factor models, where leading principal…

统计理论 · 数学 2026-03-26 Yanqing Yin , Wang Zhou

We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on "Partition Decoupled Null Models,'' a new class of null models that…

证券定价 · 定量金融 2011-04-22 Greg Leibon , Scott D. Pauls , Daniel N. Rockmore , Robert Savell

Many natural and social systems develop complex networks, that are usually modelled as random graphs. The eigenvalue spectrum of these graphs provides information about their structural properties. While the semi-circle law is known to…

统计力学 · 物理学 2009-11-07 Illes J. Farkas , Imre Derenyi , Albert-Laszlo Barabasi , Tamas Vicsek

We study the time dependence of maximal spanning trees and asset graphs based on correlation matrices of stock returns. In these networks the nodes represent companies and links are related to the correlation coefficients between them.…

物理与社会 · 物理学 2009-11-13 Tapio Heimo , Kimmo Kaski , Jari Saramaki

We study the properties of 2D fibre clusters and networks formed by deposition processes. We first examine the growth and scaling properties of single clusters. We then consider a network of such clusters, whose spatial distribution obeys…

凝聚态物理 · 物理学 2009-10-28 N. Provatas , T. Ala-Nissila , M. J. Alava

Complex numbers define the relationship between entities in many situations. A canonical example would be the off-diagonal terms in a Hamiltonian matrix in quantum physics. Recent years have seen an increasing interest to extend the tools…

社会与信息网络 · 计算机科学 2023-07-06 Yu Tian , Renaud Lambiotte

The eigenvalues and eigenvectors of the connectivity matrix of complex networks contain information about its topology and its collective behavior. In particular, the spectral density $\rho(\lambda)$ of this matrix reveals important network…

适应与自组织系统 · 物理学 2009-11-10 M. A. M. de Aguiar , Y. Bar-Yam

We study p-Laplacians and spectral clustering for a recently proposed hypergraph model that incorporates edge-dependent vertex weights (EDVW). These weights can reflect different importance of vertices within a hyperedge, thus conferring…

机器学习 · 计算机科学 2023-02-17 Yu Zhu , Santiago Segarra

This paper focuses on large neural networks whose synaptic connectivity matrices are randomly chosen from certain random matrix ensembles. The dynamics of these networks can be characterized by the eigenvalue spectra of their connectivity…

无序系统与神经网络 · 物理学 2015-06-05 Yi Wei

Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance…

统计力学 · 物理学 2010-01-15 Z. Burda , A. Goerlich , A. Jarosz , J. Jurkiewicz

Modern network analysis often involves multi-layer network data in which the nodes are aligned, and the edges on each layer represent one of the multiple relations among the nodes. Current literature on multi-layer network data is mostly…

统计理论 · 数学 2024-06-18 Wenqing Su , Xiao Guo , Xiangyu Chang , Ying Yang

The spectrum of the nonbacktracking matrix associated to a network is known to contain fundamental information regarding percolation properties of the network. Indeed, the inverse of its leading eigenvalue is often used as an estimate for…

物理与社会 · 物理学 2025-01-30 James Martin , Tim Rogers , Luca Zanetti