相关论文: Core-Periphery Dynamics in Market-Conditioned Fina…

This paper explores the mechanisms behind extreme financial events, specifically market crashes, by employing the theoretical framework of phase transitions. We focus on endogenous crashes, driven by internal market dynamics, and model…

Correlations among stock returns during volatile markets differ substantially compared to those from quieter markets. During times of financial crisis, it has been observed that traditional dependency in global markets breaks down. However,…

Processing graphs with temporal information (the temporal graphs) has become increasingly important in the real world. In this paper, we study efficient solutions to temporal graph applications using new algorithms for Incremental Minimum…

In this article we review several techniques to extract information from stock market data. We discuss recurrence analysis of time series, decomposition of aggregate correlation matrices to study co-movements in financial data, stock level…

The main objective of this study is to check short term stress of COVID-19 on the American, European, Asian, and Pacific stock market indices, furthermore, the correlation between all the stock markets during the pandemic. Secondary data of…

Recent studies increasingly adopt simulation-based machine learning (ML) models to analyze critical infrastructure system resilience. For realistic applications, these ML models consider the component-level characteristics that influence…

The emergence of the COVID-19 pandemic, a new and novel risk factor, leads to the stock price crash due to the investors' rapid and synchronous sell-off. However, within a short period, the quality sectors start recovering from the bottom.…

Scale invariance, collective behaviours and structural reorganization are crucial for portfolio management (portfolio composition, hedging, alternative definition of risk, etc.). This lack of any characteristic scale and such elaborated…

The idea of minimum curvilinearity (MC) is that the hidden geometry of complex networks, in particular when they are sufficiently sparse, clustered, small-world and heterogeneous, can be efficiently navigated using the minimum spanning tree…

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…

Modern financial networks exhibit a high degree of interconnectedness and determining the causes of instability and contagion in financial networks is necessary to inform policy and avoid future financial collapse. In the American Economic…

Random Threshold Networks with sparse, asymmetric connections show complex dynamical behavior similar to Random Boolean Networks, with a transition from ordered to chaotic dynamics at a critical average connectivity $K_c$. In this type of…

This paper proves an instability theorem for dynamical systems. As one adds interactions between subystems in a complex system, structured or random, a threshold of connectivity is reached beyond which the overall dynamics inevitably goes…

Assessing the resilience of the economy requires accounting for its intrinsic multi-layer nature, by assessing for instance how disruptions at the firm level spread through the production network and propagate to the banking sector. Methods…

The origin of weakly bound objects like clusters and hypernuclei, observed in heavy-ion collisions, is of theoretical and experimental interest. It is in the focus of the experiments at RHIC and LHC since it is not evident how such weakly…

Accurately assessing building damage is critical for disaster response and recovery. However, many existing models for detecting building damage have poor prediction accuracy due to their limited capabilities of identifying detailed,…

We investigate hierarchical structures of the European countries by using debt as a percentage of Gross Domestic Product (GDP) of the countries as they change over a certain period of time. We obtain the topological properties among the…

Herding behavior has become a familiar phenomenon to investors, with potential dangers of both undervaluing and overvaluing assets, while also threatening market stability. This study contributes to the literature on herding behavior by…

Arctic warming threatens over 100 billion in permafrost-dependent infrastructure across Northern territories, yet existing risk assessment frameworks lack spatiotemporal validation, uncertainty quantification, and operational…

Network infrastructures are essential for the distribution of resources such as electricity and water. Typical strategies to assess their resilience focus on the impact of a sequence of random or targeted failures of network nodes or links.…