相关论文: Financial Networks in the Korean Stock Exchange Ma…

The herd behaviors of returns for the won-dollar exchange rate and the KOSPI are analyzed in Korean financial markets. It is shown that the probability distribution $P(R)$ of price returns $R$ for three values of the herding parameter tends…

It seems to be very unlikely that all relevant information in the stock market could be fully encoded in a geometrical shape. Still,the present paper will reveal the geometry behind the stock market transactions. The prices of market index…

While market is a social field where information flows over the interacting agents, there have been not so many methods to observe the spreading information in the prices comprising the market. By incorporating the entropy transfer in…

This paper investigates the effect of cross-shareholding on stock price synchronicity, as a measure of price informativeness, of the listed firms in the Chinese stock market. We gauge firms' levels of cross-shareholdings in terms of…

Complex systems, ranging from soft materials to wireless communication, are often organised as random geometric networks in which nodes and edges evenly fill up the volume of some space. Studying such networks is difficult because they…

We present a methodology to extract the backbone of complex networks based on the weight and direction of links, as well as on nontopological properties of nodes. We show how the methodology can be applied in general to networks in which…

We conduct a market experiment with human agents in order to explore the structure of transaction networks and to study the dynamics of wealth accumulation. The experiment is carried out on our platform for 97 days with 2,095 effective…

Recent work on the internet, social networks, and the power grid has addressed the resilience of these networks to either random or targeted deletion of network nodes. Such deletions include, for example, the failure of internet routers or…

Traders in a stock market exchange stock shares and form a stock trading network. Trades at different positions of the stock trading network may contain different information. We construct stock trading networks based on the limit order…

Most real-world networks display not only a heterogeneous distribution of degrees, but also a heterogeneous distribution of weights in the strengths of the connections. Each of these heterogeneities alone has been shown to suppress…

We analyze the threshold network model in which a pair of vertices with random weights are connected by an edge when the summation of the weights exceeds a threshold. We prove some convergence theorems and central limit theorems on the…

Many weighted scale-free networks are known to have a power-law correlation between strength and degree of nodes, which, however, has not been well explicated. We investigate the dynamic behaviors of resource/traffic flow on scale-free…

We consider distributed networks, such as peer-to-peer networks, whose structure can be manipulated by adjusting the rules by which vertices enter and leave the network. We focus in particular on degree distributions and show that, with…

Many real networks are complex and have power-law vertex degree distribution, short diameter, and high clustering. We analyze the network model based on thresholding of the summed vertex weights, which belongs to the class of networks…

The global financial system is highly complex, with cross-border interconnections and interdependencies. In this highly interconnected environment, local financial shocks and events can be easily amplified and turned into global events.…

Our analysis focuses on the stock cryptocurrency market, by studying a group of nineteen cryptocurrencies where their capitalisation is about 99% of the total market. Specifically, it is examined this group of cryptocurrencies for the…

Degree correlation is an important topological property common to many real-world networks. In this paper, the statistical measures for characterizing the degree correlation in networks are investigated analytically. We give an exact proof…

To investigate the actual phenomena of transport on a complex network, we analysed empirical data for an inter-firm trading network, which consists of about one million Japanese firms and the sales of these firms (a sale corresponds to the…

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…

Most real-world networks are weighted graphs with the weight of the edges reflecting the relative importance of the connections. In this work, we study non degree dependent correlations between edge weights, generalizing thus the…