相关论文: Network Structure in UK Payment Flows: Evidence on…
It is generally accepted that neighboring nodes in financial networks are negatively assorted with respect to the correlation between their degrees. This feature would play an important 'damping' role in the market during downturns (periods…
Interbank markets are often characterised in terms of a core-periphery network structure, with a highly interconnected core of banks holding the market together, and a periphery of banks connected mostly to the core but not internally. This…
Data streams (streaming data) consist of transiently observed, evolving in time, multidimensional data sequences that challenge our computational and/or inferential capabilities. In this paper we propose user friendly approaches for robust…
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…
There is increasing evidence to suggest functional connectivity networks are non-stationary. This has lead to the development of novel methodologies with which to accurately estimate time-varying functional connectivity networks. Many of…
Competitive balance is the subject of much interest in the sports analytics literature and beyond. In this paper, we develop a statistical network model based on an extension of the stochastic block model to assess the balance between teams…
Making the connection between the function and structure of networked systems is one of the fundamental issues in complex systems and network science. Urban traffic flows are related to various problems in cities and can be represented as a…
We discovered that past changes in the market correlation structure are significantly related with future changes in the market volatility. By using correlation-based information filtering networks we device a new tool for forecasting the…
The COVID-19 pandemic and related restrictions forced many to work, learn, and socialize from home over the internet. There appears to be consensus that internet infrastructure in the developed world handled the resulting traffic surge…
Macroeconomic factors have a critical impact on banking credit risk, which cannot be directly controlled by banks, and therefore, there is a need for an early credit risk warning system based on the macroeconomy. By comparing different…
Initially designed to predict and explain the economic trajectories of countries, cities, and regions, economic complexity has been found applicable in diverse contexts such as ecology and chess openings. The success of economic complexity…
The role of Network Theory in the study of the financial crisis has been widely spotted in the latest years. It has been shown how the network topology and the dynamics running on top of it can trigger the outbreak of large systemic crisis.…
Hardware acceleration in modern networks creates monitoring blind spots by offloading flows to a non-observable state, hindering real-time service degradation (SD) detection. To address this, we propose and formalize a novel inter-flow…
This paper provides the first empirical network analysis of the Argentine interbank money market. Its main topological features are examined applying graph theory, focusing on the unsecured overnight loans settled from 2003 to 2017. The…
The temporal component of social networks is often neglected in their analysis, and statistical measures are typically performed on a "static" representation of the network. As a result, measures of importance (like betweenness centrality)…
Resilient intermodal freight networks are vital for sustaining supply chains amid increasing threats from natural hazards and cyberattacks. While transportation resilience has been widely studied, understanding how random and targeted…
Links in most real networks often change over time. Such temporality of links encodes the ordering and causality of interactions between nodes and has a profound effect on network dynamics and function. Empirical evidences have shown that…
Spatially embedded networks are shaped by a combination of purely topological (space-independent) and space-dependent formation rules. While it is quite easy to artificially generate networks where the relative importance of these two…
The topological structure of complex networks has fascinated researchers for several decades, resulting in the discovery of many universal properties and reoccurring characteristics of different kinds of networks. However, much less is…
The topological structure of complex networks has fascinated researchers for several decades, resulting in the discovery of many universal properties and reoccurring characteristics of different kinds of networks. However, much less is…