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The global financial crisis in 2007-2009 demonstrated that systemic risk can spread all over the world through a complex web of financial linkages, yet we still lack fundamental knowledge about the evolution of the financial web. In…

统计金融 · 定量金融 2018-06-11 Teruyoshi Kobayashi , Taro Takaguchi

Timestamped relational datasets consisting of records between pairs of entities are ubiquitous in data and network science. For applications like peer-to-peer communication, email, social network interactions, and computer network security,…

数据结构与算法 · 计算机科学 2023-11-20 Michael Ostroski , Geoffrey Sanders , Trevor Steil , Roger Pearce

We study the performance of Weibull and scale free Internet-like networks and compare them to a classical random graph based network. The scaling of the traffic load with the nodal degree is established, and confimed in a numerical…

凝聚态物理 · 物理学 2007-05-23 Gergely Peli , Gabor Papp

We study a novel economic network (supply chain) comprised of wire transfers (electronic payment transactions) among the universe of firms in Brazil (6.2 million firms). We construct a directed and weighted network in which vertices…

社会与信息网络 · 计算机科学 2020-08-12 Thiago C. Silva , Diego R. Amancio , Benjamin M. Tabak

Bitcoin, as well as many of its successors, require the whole transaction record to be reliably acquired by all nodes to prevent double-spending. Recently, many blockchains have been proposed to achieve scale-out throughput by letting nodes…

分布式、并行与集群计算 · 计算机科学 2018-05-18 Zhijie Ren , Kelong Cong , Taico V. Aerts , Bart A. P. de Jonge , Alejandro F. Morais , Zekeriya Erkin

The topological properties of interbank networks have been discussed widely in the literature mainly because of their relevance for systemic risk. Here we propose to use the Stochastic Block Model to investigate and perform a model…

风险管理 · 定量金融 2017-10-25 Paolo Barucca , Fabrizio Lillo

We provide an empirical analysis of the network structure of the Austrian interbank market based on a unique data set of the Oesterreichische Nationalbank (OeNB). We show that the contract size distribution follows a power law over more…

凝聚态物理 · 物理学 2007-05-23 Michael Boss , Helmut Elsinger , Martin Summer , Stefan Thurner

We have performed a detailed investigation on the world investment networks constructed from the Coordinated Portfolio Investment Survey (CPIS) data of the International Monetary Fund, ranging from 2001 to 2006. The distributions of degrees…

物理与社会 · 物理学 2009-04-14 Dong-Ming Song , Zhi-Qiang Jiang , Wei-Xing Zhou

Transaction data from digital payment systems can be used to study economic processes in such detail that was not possible previously. Here, data from the Sarafu token network, a Community Inclusion Currency in Kenya, is analysed. During…

综合经济学 · 经济学 2025-04-04 Teodoro Criscione

We study the statistical properties of the sampled scale-free networks, deeply related to the proper identification of various real-world networks. We exploit three methods of sampling and investigate the topological properties such as…

无序系统与神经网络 · 物理学 2009-11-24 Sang Hoon Lee , Pan-Jun Kim , Hawoong Jeong

Financial networks are typically estimated by applying standard time series analyses to price-based economic variables collected at low-frequency (e.g., daily or monthly stock returns or realized volatility). These networks are used for…

统计金融 · 定量金融 2022-08-09 Kara Karpman , Sumanta Basu , David Easley

Since its advent in 2009, Bitcoin (BTC) has garnered increasing attention from both academia and industry. However, due to the massive transaction volume, no systematic study has quantitatively measured the asset decentralization degree…

统计金融 · 定量金融 2024-11-22 Ling Cheng , Qian Shao , Fengzhu Zeng , Feida Zhu

A large number of complex systems find a natural abstraction in the form of weighted networks whose nodes represent the elements of the system and the weighted edges identify the presence of an interaction and its relative strength. In…

物理与社会 · 物理学 2009-04-23 M. Angeles Serrano , Marian Boguna , Alessandro Vespignani

To investigate the actual phenomena of transport on a complex network, we analysed empirical data for an inter-firm trading network, which consists of about one million Japanese firms and the sales of these firms (a sale corresponds to the…

综合金融 · 定量金融 2015-03-19 Hayafumi Watanabe , Hideki Takayasu , Misako Takayasu

Cryptocurrencies such as Bitcoin and Ethereum have recently gained a lot of popularity, not only as a digital form of currency but also as an investment vehicle. Online marketplaces and exchanges allow users across the world to convert…

离散数学 · 计算机科学 2018-07-17 Francesco Bortolussi , Zeger Hoogeboom , Frank W. Takes

Two competing types of interactions often play an important part in shaping system behavior, such as activatory or inhibitory functions in biological systems. Hence, signed networks, where each connection can be either positive or negative,…

社会与信息网络 · 计算机科学 2024-01-09 Yu Tian , Renaud Lambiotte

In this work, we investigate a simple nonequilibrium system with many interconnected, open subsystems, each exchanging a globally conserved resource with an external reserve. The system is represented by a random graph, where nodes…

适应与自组织系统 · 物理学 2025-12-30 Shreeman Auromahima , Sitangshu Bikas Santra , Biplab Bose

Nowadays, the emergence of online services provides various multi-relation information to support the comprehensive understanding of the epidemic spreading process. In this Letter, we consider the edge weights to represent such multi-role…

物理与社会 · 物理学 2015-06-16 Ye Sun , Chuang Liu , Chu-Xu Zhang , Zi-Ke Zhang

European Monetary Union continues to be characterised by significant macroeconomic imbalances. Germany has shown increasing current account surpluses at the expense of the other member states (especially the European periphery). Since the…

综合经济学 · 经济学 2022-09-21 Giovanni Carnazza , Pierluigi Vellucci

The structure of many financial networks is protected by privacy and has to be inferred from aggregate observables. Here we consider one of the most successful network reconstruction methods, producing random graphs with desired link…

物理与社会 · 物理学 2024-03-21 Andrea Gabrielli , Valentina Macchiati , Diego Garlaschelli