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Register a new userDynamic analysis of influential stocks based on conserved networks
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Characterizing temporal evolution of stock markets is a fundamental and challenging problem. The literature on analyzing the dynamics of the markets has focused so far on macro measures with less predictive power. This paper addresses this issue from a micro point of view. Given an investigating period, a series of stock networks are constructed first by the moving-window method and the significance test of stock correlations. Then, several conserved networks are generated to extract different backbones of the market under different states. Finally, influential stocks and corresponding sectors are identified from each conserved network, based on which the longitudinal analysis is performed to describe the evolution of the market. The application of the above procedure to stocks belonging to Standard & Pools 500 Index from January 2006 to April 2010 recovers the 2008 financial crisis from the evolutionary perspective.
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Many real-world complex systems have small-world topology characterized by the high clustering of nodes and short path lengths.It is well-known that higher clustering drives localization while shorter path length supports delocalization of the eigenvectors of networks. Using multifractals technique, we investigate localization properties of the eigenvectors of the adjacency matrices of small-world networks constructed using Watts-Strogatz algorithm. We find that the central part of the eigenvalue spectrum is characterized by strong multifractality whereas the tail part of the spectrum have Dq->1. Before the onset of the small-world transition, an increase in the random connections leads to an enhancement in the eigenvectors localization, whereas just after the onset, the eigenvectors show a gradual decrease in the localization. We have verified an existence of sharp change in the correlation dimension at the localization-delocalization transition
Identifying influential nodes that can jointly trigger the maximum influence spread in networks is a fundamental problem in many applications such as viral marketing, online advertising, and disease control. Most existing studies assume that social influence is static and they fail to capture the dynamics of influence in reality. In this work, we address the dynamic influence challenge by designing efficient streaming methods that can identify influential nodes from highly dynamic node interaction streams. We first propose a general time-decaying dynamic interaction network (TDN) model to model node interaction streams with the ability to smoothly discard outdated data. Based on the TDN model, we design three algorithms, i.e., SieveADN, BasicReduction, and HistApprox. SieveADN identifies influential nodes from a special kind of TDNs with efficiency. BasicReduction uses SieveADN as a basic building block to identify influential nodes from general TDNs. HistApprox significantly improves the efficiency of BasicReduction. More importantly, we theoretically show that all three algorithms enjoy constant factor approximation guarantees. Experiments conducted on various real interaction datasets demonstrate that our approach finds near-optimal solutions with speed at least $5$ to $15$ times faster than baseline methods.
Complex networks characterized by global transport processes rely on the presence of directed paths from input to output nodes and edges, which organize in characteristic linked components. The analysis of such network-spanning structures in the framework of percolation theory, and in particular the key role of edge interfaces bridging the communication between core and periphery, allow us to shed light on the structural properties of real and theoretical flow networks, and to define criteria and quantities to characterize their efficiency at the interplay between structure and functionality. In particular, it is possible to assess that an optimal flow network should look like a hairy ball, so to minimize bottleneck effects and the sensitivity to failures. Moreover, the thorough analysis of two real networks, the Internet customer-provider set of relationships at the autonomous system level and the nervous system of the worm Caenorhabditis elegans --that have been shaped by very different dynamics and in very different time-scales--, reveals that whereas biological evolution has selected a structure close to the optimal layout, market competition does not necessarily tend toward the most customer efficient architecture.
We compare phase transition and critical phenomena of bond percolation on Euclidean lattices, nonamenable graphs, and complex networks. On a Euclidean lattice, percolation shows a phase transition between the nonpercolating phase and percolating phase at the critical point. The critical point is stretched to a finite region, called the critical phase, on nonamenable graphs. To investigate the critical phase, we introduce a fractal exponent, which characterizes a subextensive order of the system. We perform the Monte Carlo simulations for percolation on two nonamenable graphs - the binary tree and the enhanced binary tree. The former shows the nonpercolating phase and the critical phase, whereas the latter shows all three phases. We also examine the possibility of critical phase in complex networks. Our conjecture is that networks with a growth mechanism have only the critical phase and the percolating phase. We study percolation on a stochastically growing network with and without a preferential attachment mechanism, and a deterministically growing network, called the decorated flower, to show that the critical phase appears in those models. We provide a finite-size scaling by using the fractal exponent, which would be a powerful method for numerical analysis of the phase transition involving the critical phase.
We review results on the scaling of the optimal path length in random networks with weighted links or nodes. In strong disorder we find that the length of the optimal path increases dramatically compared to the known small world result for the minimum distance. For ErdH{o}s-Renyi (ER) and scale free networks (SF), with parameter $lambda$ ($lambda >3$), we find that the small-world nature is destroyed. We also find numerically that for weak disorder the length of the optimal path scales logaritmically with the size of the networks studied. We also review the transition between the strong and weak disorder regimes in the scaling properties of the length of the optimal path for ER and SF networks and for a general distribution of weights, and suggest that for any distribution of weigths, the distribution of optimal path lengths has a universal form which is controlled by the scaling parameter $Z=ell_{infty}/A$ where $A$ plays the role of the disorder strength, and $ell_{infty}$ is the length of the optimal path in strong disorder. The relation for $A$ is derived analytically and supported by numerical simulations. We then study the minimum spanning tree (MST) and show that it is composed of percolation clusters, which we regard as super-nodes, connected by a scale-free tree. We furthermore show that the MST can be partitioned into two distinct components. One component the {it superhighways}, for which the nodes with high centrality dominate, corresponds to the largest cluster at the percolation threshold which is a subset of the MST. In the other component, {it roads}, low centrality nodes dominate. We demonstrate the significance identifying the superhighways by showing that one can improve significantly the global transport by improving a very small fraction of the network.
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