Community detection in graphs

S Fortunato - Physics reports, 2010 - Elsevier
The modern science of networks has brought significant advances to our understanding of
complex systems. One of the most relevant features of graphs representing real systems is …

The trees and the forest: characterization of complex brain networks with minimum spanning trees

CJ Stam, P Tewarie, E Van Dellen… - International journal of …, 2014 - Elsevier
In recent years there has been a shift in focus from the study of local, mostly task-related
activation to the exploration of the organization and functioning of large-scale structural and …

Explain systemic risk of commodity futures market by dynamic network

C He, K Huang, J Lin, T Wang, Z Zhang - International Review of Financial …, 2023 - Elsevier
Since inflation of commodities is becoming more and more severe recently caused by many
macro events, such as COVID-19 and Russian-Ukrainian conflict, systemic risk of commodity …

A tool for filtering information in complex systems

M Tumminello, T Aste, T Di Matteo… - Proceedings of the …, 2005 - National Acad Sciences
We introduce a technique to filter out complex data sets by extracting a subgraph of
representative links. Such a filtering can be tuned up to any desired level by controlling the …

Dynamics of market correlations: Taxonomy and portfolio analysis

JP Onnela, A Chakraborti, K Kaski, J Kertesz, A Kanto - Physical Review E, 2003 - APS
The time dependence of the recently introduced minimum spanning tree description of
correlations between stocks, called the “asset tree” has been studied in order to reflect the …

Disrupted modularity and local connectivity of brain functional networks in childhood-onset schizophrenia

AF Alexander-Bloch, N Gogtay, D Meunier… - Frontiers in systems …, 2010 - frontiersin.org
Modularity is a fundamental concept in systems neuroscience, referring to the formation of
local cliques or modules of densely intra-connected nodes that are sparsely inter-connected …

Econophysics review: I. Empirical facts

A Chakraborti, IM Toke, M Patriarca… - Quantitative …, 2011 - Taylor & Francis
This article and the companion paper aim at reviewing recent empirical and theoretical
developments usually grouped under the term Econophysics. Since the name was coined in …

Networks of equities in financial markets

G Bonanno, G Caldarelli, F Lillo, S Micciche… - The European Physical …, 2004 - Springer
We review the recent approach of correlation based networks of financial equities. We
investigate portfolio of stocks at different time horizons, financial indices and volatility time …

Web search queries can predict stock market volumes

I Bordino, S Battiston, G Caldarelli, M Cristelli… - PloS one, 2012 - journals.plos.org
We live in a computerized and networked society where many of our actions leave a digital
trace and affect other people's actions. This has lead to the emergence of a new data-driven …

Clustering and information in correlation based financial networks

JP Onnela, K Kaski, J Kertész - The European Physical Journal B, 2004 - Springer
Networks of companies can be constructed by using return correlations. A crucial issue in
this approach is to select the relevant correlations from the correlation matrix. In order to …