Two types of densification scaling in the evolution of temporal networks

Many real-world social networks constantly change their global properties over time, such as the number of edges, size and density. While temporal and local properties of social networks have been extensively studied, the origin of their dynamical nature is not yet well understood. Networks may grow or shrink if a) the total population of nodes changes and/or b) the chance of two nodes being connected varies over time. Here, we develop a method that allows us to classify the source of time-varying nature of temporal networks. In doing so, we first show empirical evidence that real-world dynamical systems could be categorized into two classes, the difference of which is characterized by the way the number of edges grows with the number of active nodes, i.e., densification scaling. We develop a dynamic hidden-variable model to formally characterize the two dynamical classes. The model is fitted to the empirical data to identify whether the origin of scaling comes from a changing population in the system or shifts in the connecting probabilities.Comment: 12 pages, 6 figures (plus 7 figures in SI

Learning to Play Othello with N-Tuple Systems

This paper investigates the use of n-tuple systems as position value functions for the game of Othello. The architecture is described, and then evaluated for use with temporal difference learning. Performance is compared with previously de-veloped weighted piece counters and multi-layer perceptrons. The n-tuple system is able to defeat the best performing of these after just five hundred games of self-play learning. The conclusion is that n-tuple networks learn faster and better than the other more conventional approaches

Comparing deep learning models for volatility prediction using multivariate data

This study aims at comparing several deep learning-based forecasters in the task of volatility prediction using multivariate data, proceeding from simpler or shallower to deeper and more complex models and compare them to the naive prediction and variations of classical GARCH models. Specifically, the volatility of five assets (i.e., S\&P500, NASDAQ100, gold, silver, and oil) was predicted with the GARCH models, Multi-Layer Perceptrons, recurrent neural networks, Temporal Convolutional Networks, and the Temporal Fusion Transformer. In most cases the Temporal Fusion Transformer followed by variants of Temporal Convolutional Network outperformed classical approaches and shallow networks. These experiments were repeated, and the difference between competing models was shown to be statistically significant, therefore encouraging their use in practice