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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…

数据分析、统计与概率 · 物理学 2015-06-09 Rossana Mastrandrea , Tiziano Squartini , Giorgio Fagiolo , Diego Garlaschelli

The cross-correlations between the exchange rate fluctuations of 74 currencies over the period 1995-2012 are analyzed in this paper. The eigenvalue distribution of the cross-correlation matrix exhibits a bulk which approximately matches the…

统计金融 · 定量金融 2013-05-02 Sitabhra Sinha , Uday Kovur

Large scale hierarchies characterize complex networks in different domains. Elements at their top, usually the most central or influential, may show multipolarization or tend to club forming tightly interconnected communities. The rich-club…

无序系统与神经网络 · 物理学 2009-11-13 M. Angeles Serrano

Manipulation is an important issue for both developed and emerging stock markets. For the study of manipulation, it is critical to analyze investor behavior in the stock market. In this paper, an analysis of the full transaction records of…

交易与市场微观结构 · 定量金融 2011-10-12 Xiao-Qian Sun , Xue-Qi Cheng , Hua-Wei Shen , Zhao-Yang Wang

Most real complex networks -- such as protein interactions, social contacts, the internet -- are only partially known and available to us. While the process of exploring such networks in many cases resembles a random walk, it becomes a key…

物理与社会 · 物理学 2007-09-19 Luciano da Fontoura Costa

The Bitcoin Lightning Network (BLN) was launched in 2018 to scale up the number of transactions between Bitcoin owners. Although several contributions concerning the analysis of the BLN binary structure have recently appeared in the…

物理与社会 · 物理学 2023-01-02 Jian-Hong Lin , Emiliano Marchese , Claudio J. Tessone , Tiziano Squartini

Many systems in nature, society and technology can be described as networks, where the vertices are the system's elements and edges between vertices indicate the interactions between the corresponding elements. Edges may be weighted if the…

物理与社会 · 物理学 2011-04-18 Filippo Radicchi , José J. Ramasco , Santo Fortunato

Spatial networks, in which nodes and edges are embedded in space, play a vital role in the study of complex systems. For example, many social networks attach geo-location information to each user, allowing the study of not only topological…

社会与信息网络 · 计算机科学 2014-03-05 Nicholas D. Larusso , Brian E. Ruttenberg , Ambuj Singh

Banks in the interbank network can not assess the true risks associated with lending to other banks in the network, unless they have full information on the riskiness of all the other banks. These risks can be estimated by using network…

风险管理 · 定量金融 2013-01-28 Stefan Thurner , Sebastian Poledna

Many complex networks display a mesoscopic structure with groups of nodes sharing many links with the other nodes in their group and comparatively few with nodes of different groups. This feature is known as community structure and encodes…

物理与社会 · 物理学 2009-07-31 Andrea Lancichinetti , Santo Fortunato

The weight of links in a network is often related to the similarity of the nodes. Here, we introduce a simple tunable measure for analysing the similarity of nodes across different link weights. In particular, we use the measure to analyze…

社会与信息网络 · 计算机科学 2016-06-21 Anders Mollgaard , Ingo Zettler , Jesper Dammeyer , Mogens H. Jensen , Sune Lehmann , Joachim Mathiesen

We study the topological properties of the multinetwork of commodity-specific trade relations among world countries over the 1992-2003 period, comparing them with those of the aggregate-trade network, known in the literature as the…

综合金融 · 定量金融 2010-06-22 Matteo Barigozzi , Giorgio Fagiolo , Diego Garlaschelli

We investigate the behavior of limit order books on the meso-scale motivated by order execution scheduling algorithms. To do so we carry out empirical analysis of the order flows from market and limit order submissions, aggregated from…

交易与市场微观结构 · 定量金融 2017-08-10 Kyle Bechler , Michael Ludkovski

Numerous centrality measures have been proposed to evaluate the importance of nodes in networks, yet comparative analyses of these measures remain limited. Based on 80 real-world networks, we conducted an empirical analysis of 16…

其他统计学 · 统计学 2025-08-14 Yilin Bi , Xinshan Jiao , Tao Zhou

Orphan transactions are those whose parental income-sources are missing at the time that they are processed. These transactions are not propagated to other nodes until all of their missing parents are received, and they thus end up…

密码学与安全 · 计算机科学 2020-03-13 Muhammad Anas Imtiaz , David Starobinski , Ari Trachtenberg

Blockchain interoperability protocols enable cross-chain asset transfers or data retrievals between isolated chains, which are considered as the core infrastructure for Web 3.0 applications such as decentralized finance protocols. However,…

密码学与安全 · 计算机科学 2024-11-04 Yinfeng Cao , Jiannong Cao , Dongbin Bai , Long Wen , Yang Liu , Ruidong Li

There are many networks in real life which exist as form of Scale-free networks such as World Wide Web, protein-protein interaction network, semantic networks, airline networks, interbank payment networks, etc. If we want to analyze these…

社会与信息网络 · 计算机科学 2026-03-23 Rakib Hassan Pran

The DebtRank algorithm has been increasingly investigated as a method to estimate the impact of shocks in financial networks, as it overcomes the limitations of the traditional default-cascade approaches. Here we formulate a dynamical…

风险管理 · 定量金融 2018-11-21 Marco Bardoscia , Stefano Battiston , Fabio Caccioli , Guido Caldarelli

A statistically principled way of conducting weighted network analysis is still lacking. Comparison of different populations of weighted networks is hard because topology is inherently dependent on wiring cost, where cost is defined as the…

分子网络 · 定量生物学 2015-05-27 Cedric E. Ginestet , Thomas E. Nichols , Ed T. Bullmore , Andrew Simmons

Payment channel networks, such as Bitcoin's Lightning Network, promise to improve the scalability of blockchain systems by processing the majority of transactions off-chain. Due to the design, the positioning of nodes in the network…

网络与互联网体系结构 · 计算机科学 2021-02-19 Kimberly Lange , Elias Rohrer , Florian Tschorsch
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