相关论文: Correlation Networks Among Currencies

Standard agglomerative clustering suggests establishing a new reliable linkage at every step. However, in order to provide adaptive, density-consistent and flexible solutions, we study extracting all the reliable linkages at each step,…

A word over an ordered alphabet is said to be clustering if identical letters appear adjacently in its Burrows-Wheeler transform. Such words are strictly related to (discrete) interval exchange transformations. We use an extended version of…

We propose a new approach for defining and searching clusters in graphs that represent real technological or transaction networks. In contrast to the standard way of finding dense parts of a graph, we concentrate on the structure of edges…

Hierarchical structure is ubiquitous in data across many domains. There are many hierarchical clustering methods, frequently used by domain experts, which strive to discover this structure. However, most of these methods limit discoverable…

We have discovered 12 independent new empirical scaling laws in foreign exchange data-series that hold for close to three orders of magnitude and across 13 currency exchange rates. Our statistical analysis crucially depends on an…

We investigate sets of financial non-redundant and nonsynchronously recorded time series. The sets are composed by a number of stock market indices located all over the world in five continents. By properly selecting the time horizon of…

We study numerically a model of nonequilibrium networks where nodes and links are added at each time step with aging of nodes and connectivity- and age-dependent attachment of links. By varying the effects of age in the attachment…

Handwritten numerals of different languages have various characteristics. Similarities and dissimilarities of the languages can be measured by analyzing the extracted features of the numerals. Handwritten numeral datasets are available and…

The large-scale organization of the world economies is exhibiting increasingly levels of local heterogeneity and global interdependency. Understanding the relation between local and global features calls for analytical tools able to uncover…

The so called "globalization" process (i.e. the inexorable integration of markets, currencies, nation-states, technologies and the intensification of consciousness of the world as a whole) has a behavior exactly equivalent to a system that…

All networks can be analyzed at multiple scales. A higher scale of a network is made up of macro-nodes: subgraphs that have been grouped into individual nodes. Recasting a network at higher scales can have useful effects, such as decreasing…

During his state visit to China in April 2023, Brazilian President Lula proposed the creation of a trade currency supported by the BRICS countries. Using the United Nations Comtrade database, providing the frame of the world trade network…

This paper investigates arbitrage chains involving four currencies and four foreign exchange trader-arbitrageurs. In contrast with the three-currency case, we find that arbitrage operations when four currencies are present may appear…

If each node of an idealized network has an equal capacity to efficiently exchange benefits, then the network's capacity to use energy is scaled by the average amount of energy required to connect any two of its nodes. The scaling factor…

Given a set of variables and the correlations among them, we develop a method for finding clustering among the variables. The method takes advantage of information implicit in higher-order (not just pairwise) correlations. The idea is to…

Large-scale networks of human interaction, in particular country-wide telephone call networks, can be used to redraw geographical maps by applying algorithms of topological community detection. The geographic projections of the emerging…

A random intersection graph is constructed by assigning independently to each vertex a subset of a given set and drawing an edge between two vertices if and only if their respective subsets intersect. In this paper a model is developed in…

In an ideal distributed computing infrastructure, users would be able to use diverse distributed computing resources in a simple coherent way, with guaranteed security and efficient use of shared resources in accordance with the wishes of…

In this paper we consider a transformation which converts uncorrelated networks to correlated ones(here by correlation we mean that coordination numbers of two neighbors are not independent). We show that this transformation, which converts…

Tropical rainforests exhibit a rich repertoire of spatial patterns emerging from the intricate relationship between the microscopic interaction between species. In particular, the distribution of vegetation clusters can shed much light on…