Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Vandermarliere, Benjamin"'
Publikováno v:
2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr)
Quantifying the similarity between a group of companies has proven to be useful for several purposes, including company benchmarking, fraud detection, and searching for investment opportunities. This exercise can be done using a variety of data sourc
Externí odkaz:
http://arxiv.org/abs/2112.07598
Autor:
Belaza, Andres M., Ryckebusch, Jan, Bramson, Aaron, Casert, Corneel, Hoefman, Kevin, Schoors, Koen, Heuvel, Milan van den, Vandermarliere, Benjamin
Publikováno v:
Physica A: Statistical Mechanics and its Applications, Volume 518, 2019, Pages 270-284
Structural balance in social network theory starts from signed networks with active relationships (friendly or hostile) to establish a hierarchy between four different types of triadic relationships. The lack of an active link also provides informati
Externí odkaz:
http://arxiv.org/abs/1807.09042
Using detailed statistical analyses of the size distribution of a universe of equity exchange-traded funds (ETFs), we discover a discrete hierarchy of sizes, which imprints a log-periodic structure on the probability distribution of ETF sizes that do
Externí odkaz:
http://arxiv.org/abs/1608.08582
Identifying key agents for the transmission of diseases (ideas, technology, etc.) across social networks has predominantly relied on measures of centrality on a static base network or a temporally flattened graph of agent interactions. Various measur
Externí odkaz:
http://arxiv.org/abs/1602.05744
Publikováno v:
J. Stat. Mech.(2016) 113302
A framework based on generalized hierarchical random graphs (GHRGs) for the detection of change points in the structure of temporal networks has recently been developed by Peel and Clauset [1]. We build on this methodology and extend it to also inclu
Externí odkaz:
http://arxiv.org/abs/1602.00661
Network dynamics are typically presented as a time series of network properties captured at each period. The current approach examines the dynamical properties of transmission via novel measures on an integrated, temporally extended network represent
Externí odkaz:
http://arxiv.org/abs/1501.03049
Publikováno v:
Physica A: Statistical Mechanics and its Applications Volume 428, (2015), pp. 443-457
We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specifically, we examine the distributions of (un)directed (un)weighted degr
Externí odkaz:
http://arxiv.org/abs/1409.3738
Autor:
Belaza, Andres M., Ryckebusch, Jan, Bramson, Aaron, Casert, Corneel, Hoefman, Kevin, Schoors, Koen, van den Heuvel, Milan, Vandermarliere, Benjamin
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 15 March 2019 518:270-284
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 15 June 2015 428:443-457
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