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David JJ, Sabhahit NG, Stramaglia S, Matteo TD, Boccaletti S, Jalan S. Functional Hypergraphs of Stock Markets. ENTROPY (BASEL, SWITZERLAND) 2024; 26:848. [PMID: 39451925 PMCID: PMC11507234 DOI: 10.3390/e26100848] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/21/2024] [Revised: 09/25/2024] [Accepted: 10/01/2024] [Indexed: 10/26/2024]
Abstract
In stock markets, nonlinear interdependencies between various companies result in nontrivial time-varying patterns in stock prices. A network representation of these interdependencies has been successful in identifying and understanding hidden signals before major events like stock market crashes. However, these studies have revolved around the assumption that correlations are mediated in a pairwise manner, whereas, in a system as intricate as this, the interactions need not be limited to pairwise only. Here, we introduce a general methodology using information-theoretic tools to construct a higher-order representation of the stock market data, which we call functional hypergraphs. This framework enables us to examine stock market events by analyzing the following functional hypergraph quantities: Forman-Ricci curvature, von Neumann entropy, and eigenvector centrality. We compare the corresponding quantities of networks and hypergraphs to analyze the evolution of both structures and observe features like robustness towards events like crashes during the course of a time period.
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Affiliation(s)
- Jerry Jones David
- Complex Systems Lab, Department of Physics, Indian Institute of Technology Indore, Khandwa Road, Indore 453552, India;
| | | | - Sebastiano Stramaglia
- Dipartimento Interateneo di Fisica, Universitá degli Studi di Bari Aldo Moro and INFN, 70125 Bari, Italy;
| | - T. Di Matteo
- Department of Mathematics, King’s College London, Strand, London WC2R 2LS, UK;
- Museo Storico della Fisica e Centro Studi e Ricerche Enrico Fermi, Via Panisperna 89 A, 00184 Rome, Italy
- Complexity Science Hub Vienna, Josefstädter Straße 39, 1080 Vienna, Austria
| | - Stefano Boccaletti
- CNR—Institute of Complex Systems, Via Madonna del Piano 10, 50019 Sesto Fiorentino, Italy;
| | - Sarika Jalan
- Complex Systems Lab, Department of Physics, Indian Institute of Technology Indore, Khandwa Road, Indore 453552, India;
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Network structure of the Wisconsin Schizotypy Scales-Short Forms: Examining psychometric network filtering approaches. Behav Res Methods 2019. [PMID: 29520631 DOI: 10.3758/s13428-018-1032-9] [Citation(s) in RCA: 37] [Impact Index Per Article: 6.2] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/15/2022]
Abstract
Schizotypy is a multidimensional construct that provides a useful framework for understanding the etiology, development, and risk for schizophrenia-spectrum disorders. Past research has applied traditional methods, such as factor analysis, to uncovering common dimensions of schizotypy. In the present study, we aimed to advance the construct of schizotypy, measured by the Wisconsin Schizotypy Scales-Short Forms (WSS-SF), beyond this general scope by applying two different psychometric network filtering approaches-the state-of-the-art approach (lasso), which has been employed in previous studies, and an alternative approach (information-filtering networks; IFNs). First, we applied both filtering approaches to two large, independent samples of WSS-SF data (ns = 5,831 and 2,171) and assessed each approach's representation of the WSS-SF's schizotypy construct. Both filtering approaches produced results similar to those from traditional methods, with the IFN approach producing results more consistent with previous theoretical interpretations of schizotypy. Then we evaluated how well both filtering approaches reproduced the global and local network characteristics of the two samples. We found that the IFN approach produced more consistent results for both global and local network characteristics. Finally, we sought to evaluate the predictability of the network centrality measures for each filtering approach, by determining the core, intermediate, and peripheral items on the WSS-SF and using them to predict interview reports of schizophrenia-spectrum symptoms. We found some similarities and differences in their effectiveness, with the IFN approach's network structure providing better overall predictive distinctions. We discuss the implications of our findings for schizotypy and for psychometric network analysis more generally.
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Härtner F, Andrade-Navarro MA, Alanis-Lobato G. Geometric characterisation of disease modules. APPLIED NETWORK SCIENCE 2018; 3:10. [PMID: 30839777 PMCID: PMC6214295 DOI: 10.1007/s41109-018-0066-3] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/30/2018] [Accepted: 05/28/2018] [Indexed: 05/07/2023]
Abstract
There is an increasing accumulation of evidence supporting the existence of a hyperbolic geometry underlying the network representation of complex systems. In particular, it has been shown that the latent geometry of the human protein network (hPIN) captures biologically relevant information, leading to a meaningful visual representation of protein-protein interactions and translating challenging systems biology problems into measuring distances between proteins. Moreover, proteins can efficiently communicate with each other, without global knowledge of the hPIN structure, via a greedy routing (GR) process in which hyperbolic distances guide biological signals from source to target proteins. It is thanks to this effective information routing throughout the hPIN that the cell operates, communicates with other cells and reacts to environmental changes. As a result, the malfunction of one or a few members of this intricate system can disturb its dynamics and derive in disease phenotypes. In fact, it is known that the proteins associated with a single disease agglomerate non-randomly in the same region of the hPIN, forming one or several connected components known as the disease module (DM). Here, we present a geometric characterisation of DMs. First, we found that DM positions on the two-dimensional hyperbolic plane reflect their fragmentation and functional heterogeneity, rendering an informative picture of the cellular processes that the disease is affecting. Second, we used a distance-based dissimilarity measure to cluster DMs with shared clinical features. Finally, we took advantage of the GR strategy to study how defective proteins affect the transduction of signals throughout the hPIN.
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Affiliation(s)
- Franziska Härtner
- Faculty for Physics, Mathematics and Computer Science, Johannes Gutenberg Universität, Institute of Computer Science, Staudingerweg 7, Mainz, 55128 Germany
| | - Miguel A. Andrade-Navarro
- Faculty of Biology, Johannes Gutenberg Universität, Institute of Molecular Biology, Ackermannweg 4, Mainz, 55128 Germany
| | - Gregorio Alanis-Lobato
- Faculty of Biology, Johannes Gutenberg Universität, Institute of Molecular Biology, Ackermannweg 4, Mainz, 55128 Germany
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Alanis-Lobato G, Mier P, Andrade-Navarro MA. Manifold learning and maximum likelihood estimation for hyperbolic network embedding. APPLIED NETWORK SCIENCE 2016; 1:10. [PMID: 30533502 PMCID: PMC6245200 DOI: 10.1007/s41109-016-0013-0] [Citation(s) in RCA: 17] [Impact Index Per Article: 1.9] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/01/2016] [Accepted: 10/25/2016] [Indexed: 05/23/2023]
Abstract
The Popularity-Similarity (PS) model sustains that clustering and hierarchy, properties common to most networks representing complex systems, are the result of an optimisation process in which nodes seek to form ties, not only with the most connected (popular) system components, but also with those that are similar to them. This model has a geometric interpretation in hyperbolic space, where distances between nodes abstract popularity-similarity trade-offs and the formation of scale-free and strongly clustered networks can be accurately described. Current methods for mapping networks to hyperbolic space are based on maximum likelihood estimations or manifold learning. The former approach is very accurate but slow; the latter improves efficiency at the cost of accuracy. Here, we analyse the strengths and limitations of both strategies and assess the advantages of combining them to efficiently embed big networks, allowing for their examination from a geometric perspective. Our evaluations in artificial and real networks support the idea that hyperbolic distance constraints play a significant role in the formation of edges between nodes. This means that challenging problems in network science, like link prediction or community detection, could be more easily addressed under this geometric framework.
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Affiliation(s)
- Gregorio Alanis-Lobato
- Institute of Molecular Biology, Ackermannweg 4, Mainz, 55128 Germany
- Faculty of Biology, Johannes Gutenberg Universität, Gresemundweg 2, Mainz, 55128 Germany
| | - Pablo Mier
- Institute of Molecular Biology, Ackermannweg 4, Mainz, 55128 Germany
- Faculty of Biology, Johannes Gutenberg Universität, Gresemundweg 2, Mainz, 55128 Germany
| | - Miguel A. Andrade-Navarro
- Institute of Molecular Biology, Ackermannweg 4, Mainz, 55128 Germany
- Faculty of Biology, Johannes Gutenberg Universität, Gresemundweg 2, Mainz, 55128 Germany
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Alanis-Lobato G, Mier P, Andrade-Navarro MA. Efficient embedding of complex networks to hyperbolic space via their Laplacian. Sci Rep 2016; 6:30108. [PMID: 27445157 PMCID: PMC4957117 DOI: 10.1038/srep30108] [Citation(s) in RCA: 29] [Impact Index Per Article: 3.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/16/2016] [Accepted: 06/29/2016] [Indexed: 11/09/2022] Open
Abstract
The different factors involved in the growth process of complex networks imprint valuable information in their observable topologies. How to exploit this information to accurately predict structural network changes is the subject of active research. A recent model of network growth sustains that the emergence of properties common to most complex systems is the result of certain trade-offs between node birth-time and similarity. This model has a geometric interpretation in hyperbolic space, where distances between nodes abstract this optimisation process. Current methods for network hyperbolic embedding search for node coordinates that maximise the likelihood that the network was produced by the afore-mentioned model. Here, a different strategy is followed in the form of the Laplacian-based Network Embedding, a simple yet accurate, efficient and data driven manifold learning approach, which allows for the quick geometric analysis of big networks. Comparisons against existing embedding and prediction techniques highlight its applicability to network evolution and link prediction.
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Affiliation(s)
- Gregorio Alanis-Lobato
- Faculty of Biology, Johannes Gutenberg Universität, Institute of Molecular Biology, Ackermannweg 4, 55128 Mainz, Germany
| | - Pablo Mier
- Faculty of Biology, Johannes Gutenberg Universität, Institute of Molecular Biology, Ackermannweg 4, 55128 Mainz, Germany
| | - Miguel A Andrade-Navarro
- Faculty of Biology, Johannes Gutenberg Universität, Institute of Molecular Biology, Ackermannweg 4, 55128 Mainz, Germany
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Krüger B, Mecke K. Genus dependence of the number of (non-)orientable surface triangulations. Int J Clin Exp Med 2016. [DOI: 10.1103/physrevd.93.085018] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/07/2022]
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Bianconi G, Rahmede C. Network geometry with flavor: From complexity to quantum geometry. Phys Rev E 2016; 93:032315. [PMID: 27078374 DOI: 10.1103/physreve.93.032315] [Citation(s) in RCA: 39] [Impact Index Per Article: 4.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/23/2015] [Indexed: 06/05/2023]
Abstract
Network geometry is attracting increasing attention because it has a wide range of applications, ranging from data mining to routing protocols in the Internet. At the same time advances in the understanding of the geometrical properties of networks are essential for further progress in quantum gravity. In network geometry, simplicial complexes describing the interaction between two or more nodes play a special role. In fact these structures can be used to discretize a geometrical d-dimensional space, and for this reason they have already been widely used in quantum gravity. Here we introduce the network geometry with flavor s=-1,0,1 (NGF) describing simplicial complexes defined in arbitrary dimension d and evolving by a nonequilibrium dynamics. The NGF can generate discrete geometries of different natures, ranging from chains and higher-dimensional manifolds to scale-free networks with small-world properties, scale-free degree distribution, and nontrivial community structure. The NGF admits as limiting cases both the Bianconi-Barabási models for complex networks, the stochastic Apollonian network, and the recently introduced model for complex quantum network manifolds. The thermodynamic properties of NGF reveal that NGF obeys a generalized area law opening a new scenario for formulating its coarse-grained limit. The structure of NGF is strongly dependent on the dimensionality d. In d=1 NGFs grow complex networks for which the preferential attachment mechanism is necessary in order to obtain a scale-free degree distribution. Instead, for NGF with dimension d>1 it is not necessary to have an explicit preferential attachment rule to generate scale-free topologies. We also show that NGF admits a quantum mechanical description in terms of associated quantum network states. Quantum network states evolve by a Markovian dynamics and a quantum network state at time t encodes all possible NGF evolutions up to time t. Interestingly the NGF remains fully classical but its statistical properties reveal the relation to its quantum mechanical description. In fact the δ-dimensional faces of the NGF have generalized degrees that follow either the Fermi-Dirac, Boltzmann, or Bose-Einstein statistics depending on the flavor s and the dimensions d and δ.
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Affiliation(s)
- Ginestra Bianconi
- School of Mathematical Sciences, Queen Mary University of London, London E1 4NS, United Kingdom
| | - Christoph Rahmede
- Rome International Centre for Material Science Superstripes RICMASS, via dei Sabelli 119A, 00185 Rome, Italy
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Complex Quantum Network Manifolds in Dimension d > 2 are Scale-Free. Sci Rep 2015; 5:13979. [PMID: 26356079 PMCID: PMC4564853 DOI: 10.1038/srep13979] [Citation(s) in RCA: 19] [Impact Index Per Article: 1.9] [Reference Citation Analysis] [Abstract] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 07/03/2015] [Accepted: 08/11/2015] [Indexed: 11/08/2022] Open
Abstract
In quantum gravity, several approaches have been proposed until now for the quantum description of discrete geometries. These theoretical frameworks include loop quantum gravity, causal dynamical triangulations, causal sets, quantum graphity, and energetic spin networks. Most of these approaches describe discrete spaces as homogeneous network manifolds. Here we define Complex Quantum Network Manifolds (CQNM) describing the evolution of quantum network states, and constructed from growing simplicial complexes of dimension . We show that in d = 2 CQNM are homogeneous networks while for d > 2 they are scale-free i.e. they are characterized by large inhomogeneities of degrees like most complex networks. From the self-organized evolution of CQNM quantum statistics emerge spontaneously. Here we define the generalized degrees associated with the -faces of the -dimensional CQNMs, and we show that the statistics of these generalized degrees can either follow Fermi-Dirac, Boltzmann or Bose-Einstein distributions depending on the dimension of the -faces.
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Bianconi G, Rahmede C, Wu Z. Complex quantum network geometries: Evolution and phase transitions. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 92:022815. [PMID: 26382462 DOI: 10.1103/physreve.92.022815] [Citation(s) in RCA: 21] [Impact Index Per Article: 2.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/16/2015] [Indexed: 06/05/2023]
Abstract
Networks are topological and geometric structures used to describe systems as different as the Internet, the brain, or the quantum structure of space-time. Here we define complex quantum network geometries, describing the underlying structure of growing simplicial 2-complexes, i.e., simplicial complexes formed by triangles. These networks are geometric networks with energies of the links that grow according to a nonequilibrium dynamics. The evolution in time of the geometric networks is a classical evolution describing a given path of a path integral defining the evolution of quantum network states. The quantum network states are characterized by quantum occupation numbers that can be mapped, respectively, to the nodes, links, and triangles incident to each link of the network. We call the geometric networks describing the evolution of quantum network states the quantum geometric networks. The quantum geometric networks have many properties common to complex networks, including small-world property, high clustering coefficient, high modularity, and scale-free degree distribution. Moreover, they can be distinguished between the Fermi-Dirac network and the Bose-Einstein network obeying, respectively, the Fermi-Dirac and Bose-Einstein statistics. We show that these networks can undergo structural phase transitions where the geometrical properties of the networks change drastically. Finally, we comment on the relation between quantum complex network geometries, spin networks, and triangulations.
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Affiliation(s)
- Ginestra Bianconi
- School of Mathematical Sciences, Queen Mary University of London, London E1 4NS, United Kingdom
| | - Christoph Rahmede
- Institute for Theoretical Physics, Karlsruhe Institute of Technology, 76128 Karlsruhe, Germany
| | - Zhihao Wu
- School of Computer and Information Technology, Beijing Jiaotong University, Beijing 100044, China
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Lee JF, Baek SK. Bounds of percolation thresholds on hyperbolic lattices. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 86:062105. [PMID: 23367990 DOI: 10.1103/physreve.86.062105] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/24/2012] [Indexed: 06/01/2023]
Abstract
We analytically study bond percolation on hyperbolic lattices obtained by tiling a hyperbolic plane with constant negative Gaussian curvature. The quantity of our main concern is p(c2), the value of occupation probability where a unique unbounded cluster begins to emerge. By applying the substitution method to known bounds of the order-5 pentagonal tiling, we show that p(c2) ≥ 0.382508 for the order-5 square tiling, p(c2) ≥ 0.472043 for its dual, and p(c2)≥ 0.275768 for the order-5-4 rhombille tiling.
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Affiliation(s)
- Junghoon F Lee
- School of Computational Sciences, Korea Institute for Advanced Study, Seoul 130-722, Korea
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