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 …
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
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 …
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 …
macro events, such as COVID-19 and Russian-Ukrainian conflict, systemic risk of commodity …
A tool for filtering information in complex systems
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 …
representative links. Such a filtering can be tuned up to any desired level by controlling the …
Dynamics of market correlations: Taxonomy and portfolio analysis
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 …
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 …
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 …
developments usually grouped under the term Econophysics. Since the name was coined in …
Networks of equities in financial markets
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 …
investigate portfolio of stocks at different time horizons, financial indices and volatility time …
Web search queries can predict stock market volumes
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 …
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
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 …
this approach is to select the relevant correlations from the correlation matrix. In order to …