879 research outputs found
Clustering and information in correlation based financial networks
Networks of companies can be constructed by using return correlations. A
crucial issue in this approach is to select the relevant correlations from the
correlation matrix. In order to study this problem, we start from an empty
graph with no edges where the vertices correspond to stocks. Then, one by one,
we insert edges between the vertices according to the rank of their correlation
strength, resulting in a network called asset graph. We study its properties,
such as topologically different growth types, number and size of clusters and
clustering coefficient. These properties, calculated from empirical data, are
compared against those of a random graph. The growth of the graph can be
classified according to the topological role of the newly inserted edge. We
find that the type of growth which is responsible for creating cycles in the
graph sets in much earlier for the empirical asset graph than for the random
graph, and thus reflects the high degree of networking present in the market.
We also find the number of clusters in the random graph to be one order of
magnitude higher than for the asset graph. At a critical threshold, the random
graph undergoes a radical change in topology related to percolation transition
and forms a single giant cluster, a phenomenon which is not observed for the
asset graph. Differences in mean clustering coefficient lead us to conclude
that most information is contained roughly within 10% of the edges.Comment: 11 pages including 14 figures. Uses REVTeX4. To be published in a
special volume of EPJ on network
Limited resolution and multiresolution methods in complex network community detection
Detecting community structure in real-world networks is a challenging
problem. Recently, it has been shown that the resolution of methods based on
optimizing a modularity measure or a corresponding energy is limited;
communities with sizes below some threshold remain unresolved. One possibility
to go around this problem is to vary the threshold by using a tuning parameter,
and investigate the community structure at variable resolutions. Here, we
analyze the resolution limit and multiresolution behavior for two different
methods: a q-state Potts method proposed by Reichard and Bornholdt, and a
recent multiresolution method by Arenas, Fernandez, and Gomez. These methods
are studied analytically, and applied to three test networks using simulated
annealing.Comment: 6 pages, 2 figures.Minor changes from previous version, shortened a
couple of page
Dynamics of polymer ejection from capsid
Polymer ejection from a capsid through a nanoscale pore is an important
biological process with relevance to modern biotechnology. Here, we study
generic capsid ejection using Langevin dynamics. We show that even when the
ejection takes place within the drift-dominated region there is a very high
probability for the ejection process not to be completed. Introducing a small
aligning force at the pore entrance enhances ejection dramatically. Such a pore
asymmetry is a candidate for a mechanism by which a viral ejection is
completed. By detailed high-resolution simulations we show that such capsid
ejection is an out-of-equilibrium process that shares many common features with
the much studied driven polymer translocation through a pore in a wall or a
membrane. We find that the escape times scale with polymer length, . We show that for the pore without the asymmetry the previous
predictions corroborated by Monte Carlo simulations do not hold. For the pore
with the asymmetry the scaling exponent varies with the initial monomer density
(monomers per capsid volume) inside the capsid. For very low densities
the polymer is only weakly confined by the capsid, and we
measure , which is close to obtained for polymer
translocation. At intermediate densities the scaling exponents
and for and , respectively. These scalings are in
accord with a crude derivation for the lower limit . For the
asymmetrical pore precise scaling breaks down, when the density exceeds the
value for complete confinement by the capsid, . The
high-resolution data show that the capsid ejection for both pores, analogously
to polymer translocation, can be characterized as a multiplicative stochastic
process that is dominated by small-scale transitions.Comment: 10 pages, 6 figure
The “broken escalator” phenomenon: Vestibular dizziness interferes with locomotor adaptation
BACKGROUND: Although vestibular lesions degrade postural control we do not know the relative contributions of the magnitude of the vestibular loss and subjective vestibular symptoms to locomotor adaptation. OBJECTIVE: To study how dizzy symptoms interfere with adaptive locomotor learning. METHODS: We examined patients with contrasting peripheral vestibular deficits, vestibular neuritis in the chronic stable phase (n = 20) and strongly symptomatic unilateral Meniere’s disease (n = 15), compared to age-matched healthy controls (n = 15). We measured locomotor adaptive learning using the “broken escalator” aftereffect, simulated on a motorised moving sled. RESULTS: Patients with Meniere’s disease had an enhanced “broken escalator” postural aftereffect. More generally, the size of the locomotor aftereffect was related to how symptomatic patients were across both groups. Contrastingly, the degree of peripheral vestibular loss was not correlated with symptom load or locomotor aftereffect size. During the MOVING trials, both patient groups had larger levels of instability (trunk sway) and reduced adaptation than normal controls. CONCLUSION: Dizziness symptoms influence locomotor adaptation and its subsequent expression through motor aftereffects. Given that the unsteadiness experienced during the “broken escalator” paradigm is internally driven, the enhanced aftereffect found represents a new type of self-generated postural challenge for vestibular/unsteady patients
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Progression of endothelial dysfunction, atherosclerosis, and arterial stiffness in stable kidney transplant patients: a pilot study.
BACKGROUND: Kidney transplant patients suffer from vascular abnormalities and high cardiovascular event rates, despite initial improvements post-transplantation. The nature of the progression of vascular abnormalities in the longer term is unknown. This pilot study investigated changes in vascular abnormalities over time in stable kidney transplant patients long after transplantation. METHODS: Brachial artery flow-mediated dilation (FMD), nitroglycerin-mediated dilation, carotid-femoral pulse wave velocity (cf-PWV), ankle-brachial pressure index, and common carotid artery intima-media thickness (CCA-IMT) were assessed in 18 kidney transplant patients and 17 controls at baseline and 3-6 months after. RESULTS: There was no difference in age (51 ± 13 vs. 46 ± 11; P = 0.19), body mass index (26 ± 5 vs. 25 ± 3; P = 0.49), serum cholesterol (4.54 ± 0.96 vs. 5.14 ± 1.13; P = 0.10), systolic blood pressure (BP) (132 ± 12 vs. 126 ± 12; P = 0.13), diastolic BP (82 ± 9 vs. 77 ± 8; P = 0.10), or diabetes status (3 vs. 0; P = 0.08) between transplant patients and controls. No difference existed in vascular markers between patients and controls at baseline. In transplant patients, FMD decreased (- 1.52 ± 2.74; P = 0.03), cf-PWV increased (0.62 ± 1.06; P = 0.03), and CCA-IMT increased (0.35 ± 0.53; P = 0.02). No changes were observed in controls. CONCLUSION: Markers of vascular structure and function worsen in the post-transplant period on long-term follow-up, which may explain the continued high cardiovascular event rates in this population
Dynamic asset trees and Black Monday
The minimum spanning tree, based on the concept of ultrametricity, is
constructed from the correlation matrix of stock returns. The dynamics of this
asset tree can be characterised by its normalised length and the mean
occupation layer, as measured from an appropriately chosen centre called the
`central node'. We show how the tree length shrinks during a stock market
crisis, Black Monday in this case, and how a strong reconfiguration takes
place, resulting in topological shrinking of the tree.Comment: 6 pages, 3 eps figues. Elsevier style. Will appear in Physica A as
part of the Bali conference proceedings, in pres
The International Trade Network: weighted network analysis and modelling
Tools of the theory of critical phenomena, namely the scaling analysis and
universality, are argued to be applicable to large complex web-like network
structures. Using a detailed analysis of the real data of the International
Trade Network we argue that the scaled link weight distribution has an
approximate log-normal distribution which remains robust over a period of 53
years. Another universal feature is observed in the power-law growth of the
trade strength with gross domestic product, the exponent being similar for all
countries. Using the 'rich-club' coefficient measure of the weighted networks
it has been shown that the size of the rich-club controlling half of the
world's trade is actually shrinking. While the gravity law is known to describe
well the social interactions in the static networks of population migration,
international trade, etc, here for the first time we studied a non-conservative
dynamical model based on the gravity law which excellently reproduced many
empirical features of the ITN.Comment: 5 pages, 5 figure
Dynamics of fracture in dissipative systems
Dynamics of fracture in two-dimensional systems is studied with a dissipative network model by including the local relaxation of the force field via Maxwellian viscoelasticity. In addition to disorder the fundamentals of crack formation and propagation depend on the strength of dissipation compared to the loading rate. We investigate the dynamics of a single crack and the role of stress reduction at the crack tip when dissipation is increased. As a consequence, the crack starts to propagate slowly and it reaches terminal velocity later. If the relaxation of local forces is strong enough compared with crack velocity, crack arrest takes place. For a disordered system, the presence of strong dissipation in local dynamics is reflected as ductility and as an increase in the damage, accumulated during the fracture process.Peer reviewe
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