相关论文: Scale-free Network in Financial Correlations

We introduce a new family of models for growing networks. In these networks new edges are attached preferentially to vertices with higher number of connections, and new vertices are created by already existing ones, inheriting part of their…

How and why stock prices move is a centuries-old question still not answered conclusively. More recently, attention shifted to higher frequencies, where trades are processed piecewise across different timescales. Here we reveal that price…

The presence of significant cross-correlations between the synchronous time evolution of a pair of equity returns is a well-known empirical fact. The Pearson correlation is commonly used to indicate the level of similarity in the price…

We consider the following question. We have a dense regular graph $G$ with degree $\alpha n$, where $\alpha>0$ is a constant. We add $m=o(n^2)$ random edges. The edges of the augmented graph $G(m)$ are given independent edge weights $X(e)$,…

Real-life networks often encounter vertex dysfunctions, which are usually followed by recoveries after appropriate maintenances. In this paper we present our research on a model of scale-free networks whose vertices are regularly removed…

Traffic fluctuation has so far been studied on unweighted networks. However many real traffic systems are better represented as weighted networks, where nodes and links are assigned a weight value representing their physical properties such…

We prove a metric space scaling limit for a critical random graph with independent and identically distributed degrees having power-law tail behaviour with exponent $\alpha+1$, where $\alpha \in (1,2)$. The limiting components are…

A widely studied process of influence diffusion in social networks posits that the dynamics of influence diffusion evolves as follows: Given a graph $G=(V,E)$, representing the network, initially \emph{only} the members of a given…

In this paper, we present a detailed analysis of the global clustering coefficient in scale-free graphs. Many observed real-world networks of diverse nature have a power-law degree distribution. Moreover, the observed degree distribution…

We analyze about two hundred naturally occurring networks with distinct dynamical origins to formally test whether the commonly assumed hypothesis of an underlying scale-free structure is generally viable. This has recently been questioned…

The statistical properties of the multipliers of the absolute returns are investigated using one-minute high-frequency data of financial time series. The multiplier distribution is found to be independent of the box size $s$ when $s$ is…

We introduce the stochastic multiplicative point process modelling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f) ~ 1/f**beta, scaled as power of frequency for various values of beta…

The degree-degree correlation is important in understanding the structural organization of a network and the dynamics upon a network. Such correlation is usually measured by the assortativity coefficient $r$, with natural bounds $r \in…

Co-evolution exhibited by a network system, involving the intricate interplay between the dynamics of the network itself and the subsystems connected by it, is a key concept for understanding the self-organized, flexible nature of…

We show that the load at each node in a preferential attachment network scales as a power of the degree of the node. For a network whose degree distribution is p(k) ~ k^(-gamma), we show that the load is l(k) ~ k^eta with eta = gamma - 1,…

Tools of the theory of critical phenomena, namely the scaling analysis and universality, are argued to be applicable to large complex web-like network structures. Using a detailed analysis of the real data of the International Trade Network…

Spatial random graphs capture several important properties of real-world networks. We prove quenched results for the continuum space version of scale-free percolation introduced in [DW18]. This is an undirected inhomogeneous random graph…

We study the mean length $\ell(k)$ of the shortest paths between a vertex of degree $k$ and other vertices in growing networks, where correlations are essential. In a number of deterministic scale-free networks we observe a power-law…

We investigate random graphs on the points of a Poisson process in $d$-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point carries an independent random mark and given marks and…

We investigate the daily correlation present among market indices of stock exchanges located all over the world in the time period Jan 1996 - Jul 2009. We discover that the correlation among market indices presents both a fast and a slow…