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

Based on our "finance-prediction-oriented" methodology which involves such elements as log-periodic self-similarity, the universal preferred scaling factor lambda=2, and allows a phenomenon of the "super-bubble" we analyze the 2009 world…

Financial data has been extensively studied for correlations using Pearson's cross-correlation coefficient {\rho} as the point of departure. We employ an estimator based on recurrence plots --- the Correlation of Probability of Recurrence…

The fractal dimension of minimal spanning trees on percolation clusters is estimated for dimensions $d$ up to $d=5$. A robust analysis technique is developed for correlated data, as seen in such trees. This should be a robust method…

An resilience optimal evaluation of financial portfolios implies having plausible hypotheses about the multiple interconnections between the macroeconomic variables and the risk parameters. In this paper, we propose a graphical model for…

Minimum Spanning Tree (MST) is an important graph algorithm that has wide ranging applications in the areas of computer networks, VLSI routing, wireless communications among others. Today virtually every computer is built out of multi-core…

Transport in weighted networks is dominated by the minimum spanning tree (MST), the tree connecting all nodes with the minimum total weight. We find that the MST can be partitioned into two distinct components, having significantly…

A multi-regional input-output table (MRIOT) containing the transactions among the region-sectors in an economy defines a weighted and directed network. Using network analysis tools, we analyze the regional and sectoral structure of the…

This paper is part of the research on the interlinkages between insurers and their contribution to systemic risk on the insurance market. Its main purpose is to present the results of the analysis of linkage dynamics and systemic risk in…

In this work, we introduce a quantitative methodology to define what is the main trunk and what are the significant branches of a minimum spanning tree (MST). We apply it to the pulsar tree, i.e. the MST of the pulsar population constructed…

For a set of red and blue points in the plane, a minimum bichromatic spanning tree (MinBST) is a shortest spanning tree of the points such that every edge has a red and a blue endpoint. A MinBST can be computed in $O(n\log n)$ time where…

The financial markets are understood as complex dynamical systems whose dynamics is analysed mostly using nonstationary and brief data sets that usually come from stock markets. For such data sets, a reliable method of analysis is based on…

Consider the minimum spanning tree (MST) of the complete graph with n vertices, when edges are assigned independent random weights. Endow this tree with the graph distance renormalized by n^{1/3} and with the uniform measure on its…

A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…

We study the noise sensitivity of the minimum spanning tree (MST) of the $n$-vertex complete graph when edges are assigned independent random weights. It is known that when the graph distance is rescaled by $n^{1/3}$ and vertices are given…

We analyze the statistical dependency structure of the S&P 500 constituents in the 4-year period from 2007 to 2010 using intraday data from the New York Stock Exchange's TAQ database. With a copula-based approach, we find that the…

We present the clustering analysis of the financial markets of S&P 500 (USA) and Nikkei 225 (JPN) markets over a period of 2006-2019 as an example of a complex system. We investigate the statistical properties of correlation matrices…

The recent financial crisis of 2008 and the 2011 indebtedness of Greece highlight the importance of understanding the structure of the global financial network. In this paper we set out to analyze and characterize this network, as captured…

A central problem in the study of human mobility is that of migration systems. Typically, migration systems are defined as a set of relatively stable movements of people between two or more locations over time. While these emergent systems…

We study how the graph structure of the Internet at the Autonomous Systems (AS) level evolved during a decade. For each year of the period 2008-2017 we consider a snapshot of the AS graph and examine how many features related to structure,…

We use rank correlations as distance functions to establish the interconnectivity between stock returns, building weighted signed networks for the stocks of seven European countries, the US and Japan. We establish the theoretical…