Market ecology of active and passive investors

We study the role of active and passive investors in an investment market with uncertainties. Active investors concentrate on a single or a few stocks with a given probability of determining the quality of them. Passive investors spread their investment uniformly, resembling buying the market index. In this toy market stocks are introduced as good and bad. If a stock receives sufficient investment it will survive, otherwise die. Active players exert a selective pressure since they can determine to an extent the investment quality. We show that the active players provide the driving force whereas the passive ones act as free riders. While their gains do not differ too much, we show that the active players enjoy an edge. Their presence also provides better gains to the passive players and stocks themselves.Comment: 16 pages, 4 figure

Sex-Oriented stable matchings of the Marriage Problem with correlated and incomplete information

In the Stable Marriage Problem two sets of agents must be paired according to mutual preferences, which may happen to conflict. We present two generalizations of its sex-oriented version, aiming to take into account correlations between the preferences of agents and costly information. Their effects are investigated both numerically and analytically.Comment: 5 pages, 2 figures, Proceedings of the NATO ARW on Application of Physics in Economic Modelling, Prague 200

Number of loops of size h in growing scale-free networks

The hierarchical structure of scale-free networks has been investigated focusing on the scaling of the number $N_h(t)$ of loops of size h as a function of the system size. In particular we have found the analytic expression for the scaling of $N_h(t)$ in the Barab\'asi-Albert (BA) scale-free network. We have performed numerical simulations on the scaling law for $N_h(t)$ in the BA network and in other growing scale free networks, such as the bosonic network (BN) and the aging nodes (AN) network. We show that in the bosonic network and in the aging node network the phase transitions in the topology of the network are accompained by a change in the scaling of the number of loops with the system size.Comment: 4 pages, 3 figure

Quantitative description and modeling of real networks

In this letter we present data analysis and modeling of two particular cases of study in the field of growing networks. We analyze WWW data set and authorship collaboration networks in order to check the presence of correlation in the data. The results are reproduced with a pretty good agreement through a suitable modification of the standard AB model of network growth. In particular, intrinsic relevance of sites plays a role in determining the future degree of the vertex.Comment: 4 pages, 3 figure

Growing dynamics of Internet providers

In this paper we present a model for the growth and evolution of Internet providers. The model reproduces the data observed for the Internet connection as probed by tracing routes from different computers. This problem represents a paramount case of study for growth processes in general, but can also help in the understanding the properties of the Internet. Our main result is that this network can be reproduced by a self-organized interaction between users and providers that can rearrange in time. This model can then be considered as a prototype model for the class of phenomena of aggregation processes in social networks

Folksonomies and clustering in the collaborative system CiteULike

We analyze CiteULike, an online collaborative tagging system where users bookmark and annotate scientific papers. Such a system can be naturally represented as a tripartite graph whose nodes represent papers, users and tags connected by individual tag assignments. The semantics of tags is studied here, in order to uncover the hidden relationships between tags. We find that the clustering coefficient reflects the semantical patterns among tags, providing useful ideas for the designing of more efficient methods of data classification and spam detection.Comment: 9 pages, 5 figures, iop style; corrected typo

Self-organized network evolution coupled to extremal dynamics

The interplay between topology and dynamics in complex networks is a fundamental but widely unexplored problem. Here, we study this phenomenon on a prototype model in which the network is shaped by a dynamical variable. We couple the dynamics of the Bak-Sneppen evolution model with the rules of the so-called fitness network model for establishing the topology of a network; each vertex is assigned a fitness, and the vertex with minimum fitness and its neighbours are updated in each iteration. At the same time, the links between the updated vertices and all other vertices are drawn anew with a fitness-dependent connection probability. We show analytically and numerically that the system self-organizes to a non-trivial state that differs from what is obtained when the two processes are decoupled. A power-law decay of dynamical and topological quantities above a threshold emerges spontaneously, as well as a feedback between different dynamical regimes and the underlying correlation and percolation properties of the network.Comment: Accepted version. Supplementary information at http://www.nature.com/nphys/journal/v3/n11/suppinfo/nphys729_S1.htm