相关论文: Information flow networks of Chinese stock market …

We present a methodology to extract the backbone of complex networks based on the weight and direction of links, as well as on nontopological properties of nodes. We show how the methodology can be applied in general to networks in which…

We investigate structural change in the PR China during a period of particularly rapid growth 1998-2014. For this, we utilize sectoral data from the World Input-Output Database and firm-level data from the Chinese Industrial Enterprise…

Production networks arise from supply and customer relations among firms. These systems are gaining growing attention as a consequence of disruptions due to natural or man-made disasters that happened in the last years, such as the Covid-19…

Understanding how network function constrains neural connectivity is a central challenge in neuroscience. An influential approach is to train neural networks with gradient descent on cognitive tasks and characterize the resulting…

Financial market resilience reflects the ability of a financial market to withstand external shocks and to recover from them, while its measurement has yet to be standardized. Accordingly, this paper quantifies the adaptability and…

In this paper we study the high frequency dynamic of financial volumes of traded stocks by using a semi-Markov approach. More precisely we assume that the intraday logarithmic change of volume is described by a weighted-indexed semi-Markov…

Recent works have shown that social media platforms are able to influence the trends of stock price movements. However, existing works have majorly focused on the U.S. stock market and lacked attention to certain emerging countries such as…

It is well known that entropy production is a proxy to the detection of non-equilibrium, i.e. of the absence of detailed balance; however, due to the global character of this quantity, its knowledge does not allow to identify spatial…

The theory of complex networks and of disordered systems is used to study the stability and dynamical properties of a simple model of material flow networks defined on random graphs. In particular we address instabilities that are…

To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures…

We investigate correlations in information carriers, e.g. texts and pieces of music, which are represented by strings of letters. For information carrying strings generated by one source (i.e. a novel or a piece of music) we find…

Intrinsic computation refers to how dynamical systems store, structure, and transform historical and spatial information. By graphing a measure of structural complexity against a measure of randomness, complexity-entropy diagrams display…

Identifying the central people in information flow networks is essential to understanding how people communicate and coordinate as well as who controls the information flows in the network. However, the appropriate usage of centrality…

The generic feature of traffic in a network of flowing electronic data packets is a phase transition from a stationary free-flow phase to a continuously growing congested non-stationary phase. In the most simple network of directed oriented…

We theoretically investigate how information flows when two particles interact with each other. Understanding the physical mechanisms of directional information flow is crucial for advancing information thermodynamics and stochastic…

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…

Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in financial markets. Yet, the large literature studying information transmission mechanisms ignores the fact that bad and…

Summarized by the efficient market hypothesis, the idea that stock prices fully reflect all available information is always confronted with the behavior of real-world markets. While there is plenty of evidence indicating and quantifying the…

In this paper we analyze how market prices change in response to information processing among the market participants and how non-linear information dynamics drive market price movement. We analyze historical data of the SP 500 market for…

We propose an entropy measure for the analysis of chaotic attractors through recurrence networks which are un-weighted and un-directed complex networks constructed from time series of dynamical systems using specific criteria. We show that…