相关论文: Will the US Economy Recover in 2010? A Minimal Spa…

A well-known open problem on the behavior of optimal paths in random graphs in the strong disorder regime, formulated by statistical physicists, and supported by a large amount of numerical evidence over the last decade [31,32,38,70] is as…

The competition between local and global driving forces is significant in a wide variety of naturally occurring branched networks. We have investigated the impact of a global minimization criterion versus a local one on the structure of…

We identify temporal investor networks for Nokia stock by constructing networks from correlations between investor-specific net-volumes and analyze changes in the networks around dot-com bubble. We conduct the analysis separately for…

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…

We introduce a new structure for a set of points in the plane and an angle $\alpha$, which is similar in flavor to a bounded-degree MST. We name this structure $\alpha$-MST. Let $P$ be a set of points in the plane and let $0 < \alpha \le…

Modern macroeconomic theories were unable to foresee the last Great Recession and could neither predict its prolonged duration nor the recovery rate. They are based on supply-demand equilibria that do not exist during recessionary shocks.…

Using a metric related to the returns correlation, a method is proposed to reconstruct an economic space from the market data. A reduced subspace, associated to the systematic structure of the market, is identified and its dimension related…

Given a set of points in the Euclidean plane, the Euclidean \textit{$\delta$-minimum spanning tree} ($\delta$-MST) problem is the problem of finding a spanning tree with maximum degree no more than $\delta$ for the set of points such the…

A remarkable similarity in the behavior of the US S&P500 index from 1996 to August 2002 and of the Japanese Nikkei index from 1985 to 1992 (11 years shift) is presented, with particular emphasis on the structure of the bearish phases.…

The US stock market experienced instability following the recession (2007-2009). COVID-19 poses a significant challenge to US stock traders and investors. Traders and investors should keep up with the stock market. This is to mitigate risks…

Using the Panel Study of Income Dynamics data on the period 1982-1992, this paper investigates some mechanisms of the labor market in the United States. This market is analyzed as a stable structure constituted of segments which present…

In this paper we analyze the US Patient Referral Network (also called the Shared Patient Network) and various subnetworks for the years 2009--2015. In these networks two physicians are linked if a patient encounters both of them within a…

Characterizing temporal evolution of stock markets is a fundamental and challenging problem. The literature on analyzing the dynamics of the markets has focused so far on macro measures with less predictive power. This paper addresses this…

In this paper we analyzed dependencies in commodity markets investigating correlations of future contracts for commodities over the period 1998.09.01 - 2007.12.14. We constructed a minimal spanning tree based on the correlation matrix. The…

Using data from 92 indices of stock exchanges worldwide, I analize the cluster formation and evolution from 2007 to 2010, which includes the Subprime Mortgage Crisis of 2008, using asset graphs based on distance thresholds. I also study the…

We present improved learning-augmented algorithms for finding an approximate minimum spanning tree (MST) for points in an arbitrary metric space. Our work follows a recent framework called metric forest completion (MFC), where the learned…

In recent years economics agents and systems have became more and more interacting and juxtaposed, therefore the social sciences need to rely on the studies of physical sciences to analyze this complexity in the relationships. According to…

We study the problem of finding small trees. Classical network design problems are considered with the additional constraint that only a specified number $k$ of nodes are required to be connected in the solution. A prototypical example is…

The correlation function of a financial index of the New York stock exchange, the S&P 500, is analyzed at 1 min intervals over the 13-year period, Jan 84 -- Dec 96. We quantify the correlations of the absolute values of the index increment.…

This paper investigates the dynamics of in the S&P500 index from daily returns for the last 30 years. Using a stochastic geometry technique, each S&P500 yearly batch of data is embedded in a subspace that can be accurately described by a…