相关论文: Scale-free Network in Financial Correlations

For many complex networks present in nature only a single instance, usually of large size, is available. Any measurement made on this single instance cannot be repeated on different realizations. In order to detect significant patterns in a…

A new methodology has been introduced to clean the correlation matrix of single stocks returns based on a constrained principal component analysis using financial data. Portfolios were introduced, namely "Fundamental Maximum Variance…

We consider a recently introduced generalization of the Ising model in which individual spin strength can vary. The model is intended for analysis of ordering in systems comprising agents which, although matching in their binarity (i.e.,…

A random graph evolution based on the interactions of N vertices is studied. During the evolution both the preferential attachment method and the uniform choice of vertices are allowed. The weight of a vertex means the number of its…

Power law distribution is common in real-world networks including online social networks. Many studies on complex networks focus on the characteristics of vertices, which are always proved to follow the power law. However, few researches…

Using a model of wealth distribution where traders are characterized by quenched random saving propensities and trade among themselves by bipartite transactions, we mimic the enhanced rates of trading of the rich by introducing the…

Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades $N$,…

We are interested in the probability that two randomly selected neighbors of a random vertex of degree (at least) $k$ are adjacent. We evaluate this probability for a power law random intersection graph, where each vertex is prescribed a…

Different weighted scale-free networks show weights-topology correlations indicated by the non linear scaling of the node strength with node connectivity. In this paper we show that networks with and without weight-topology correlations can…

We present empirical evidence that land values are scale-free and introduce a network model that reproduces the observations. The network approach to urban modelling is based on the assumption that the market dynamics that generates land…

Investigations of inverse statistics (a concept borrowed from turbulence) in stock markets, exemplified with filtered Dow Jones Industrial Average, S&P 500, and NASDAQ, have uncovered a novel stylized fact that the distribution of exit time…

In this article, the long-term behavior of the stock market index of the New York Stock Exchange is studied, for the period 1950 to 2013. Specifically, the CRSP Value-Weighted and CRSP Equal-Weighted index are analyzed in terms of market…

We show how scale-free degree distributions can emerge naturally from growing networks by using random walks for selecting vertices for attachment. This result holds for several variants of the walk algorithm and for a wide range of…

Previous studies of the stock price response to trades focused on the dynamics of single stocks, i.e. they addressed the self-response. We empirically investigate the price response of one stock to the trades of other stocks in a correlated…

Scaling behavior of scale-free evolving networks arising in communications, citations, collaborations, etc. areas is studied. We derive universal scaling relations describing properties of such networks and indicate limits of their…

We consider weighted directed networks for analysing, over the period 2000-2013, the interdependencies between volatilities of a large panel of stocks belonging to the S\&P100 index. In particular, we focus on the so-called {\it Long-Run…

Given a network represented by a weighted directed graph G, we consider the problem of finding a bounded cost set of nodes S such that the influence spreading from S in G, within a given time bound, is as large as possible. The dynamic that…

We study an inhomogeneous random connection model in the connectivity regime. The vertex set of the graph is a homogeneous Poisson point process $\mathcal{P}_s$ of intensity $s>0$ on the unit cube…

We propose a possible relation between complex networks and gravity. Our guide in our proposal is the power-law distribution of the node degree in network theory and the information approach to gravity. The established bridge may allow us…

Random network models generated using sparse exchangeable graphs have provided a mechanism to study a wide variety of complex real-life networks. In particular, these models help with investigating power-law properties of degree…