相关论文: Analyzing Communicability and Connectivity in the …

A fundamental problem in the study of complex networks is to provide quantitative measures of correlation and information flow between different parts of a system. To this end, several notions of communicability have been introduced and…

We propose a new framework for measuring connectedness among financial variables that arises due to heterogeneous frequency responses to shocks. To estimate connectedness in short-, medium-, and long-term financial cycles, we introduce a…

Many topological and dynamical properties of complex networks are defined by assuming that most of the transport on the network flows along the shortest paths. However, there are different scenarios in which non-shortest paths are used to…

We analyse the flow of information in multiplex networks by means of the communicability function. First, we generalize this measure from its definition from simple graphs to multiplex networks. Then, we study its relevance for the analysis…

Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using…

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…

Over the last two decades, financial systems have been studied and analysed from the perspective of complex networks, where the nodes and edges in the network represent the various financial components and the strengths of correlations…

The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where cross-border financial linkages play the fundamental role. It has also been emphasized that the relevance of…

Wireless sensor networks are an important technology for making distributed autonomous measures in hostile or inaccessible environments. Among the challenges they pose, the way data travel among them is a relevant issue since their…

In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock…

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…

Social networks are of interest to researchers in part because they are thought to mediate the flow of information in communities and organizations. Here we study the temporal dynamics of communication using on-line data, including e-mail…

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…

A growing body of studies on systemic risk in financial markets has emphasized the key importance of taking into consideration the complex interconnections among financial institutions. Much effort has been put in modeling the contagion…

The complexity of financial markets arise from the strategic interactions among agents trading stocks, which manifest in the form of vibrant correlation patterns among stock prices. Over the past few decades, complex financial markets have…

In recent times, the functioning of various aspects of modern society---ranging from the various infrastructural utilities such as electrical power, water to socio-economical aspects such as telecommunications, business, commerce,…

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 credit crisis roiling the world's financial markets will likely take years and entire careers to fully understand and analyze. A short empirical investigation of the current trends, however, demonstrates that the losses in certain…

We use real-world contact sequences, time-ordered lists of contacts from one person to another, to study how fast information or disease can spread across network of contacts. Specifically we measure the reachability time -- the average…

Following the financial crisis of 2007-2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topological features of network structures influence how easily…