3,803 research outputs found

    Community detection in temporal multilayer networks, with an application to correlation networks

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    Networks are a convenient way to represent complex systems of interacting entities. Many networks contain "communities" of nodes that are more densely connected to each other than to nodes in the rest of the network. In this paper, we investigate the detection of communities in temporal networks represented as multilayer networks. As a focal example, we study time-dependent financial-asset correlation networks. We first argue that the use of the "modularity" quality function---which is defined by comparing edge weights in an observed network to expected edge weights in a "null network"---is application-dependent. We differentiate between "null networks" and "null models" in our discussion of modularity maximization, and we highlight that the same null network can correspond to different null models. We then investigate a multilayer modularity-maximization problem to identify communities in temporal networks. Our multilayer analysis only depends on the form of the maximization problem and not on the specific quality function that one chooses. We introduce a diagnostic to measure \emph{persistence} of community structure in a multilayer network partition. We prove several results that describe how the multilayer maximization problem measures a trade-off between static community structure within layers and larger values of persistence across layers. We also discuss some computational issues that the popular "Louvain" heuristic faces with temporal multilayer networks and suggest ways to mitigate them.Comment: 42 pages, many figures, final accepted version before typesettin

    Temporal Evolution of Financial Market Correlations

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    We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible with uncorrelated random price changes. We then identify the principal components of these correlation matrices and demonstrate that a small number of components accounts for a large proportion of the variability of the markets that we consider. We then characterize the time-evolving relationships between the different assets by investigating the correlations between the asset price time series and principal components. Using this approach, we uncover notable changes that occurred in financial markets and identify the assets that were significantly affected by these changes. We show in particular that there was an increase in the strength of the relationships between several different markets following the 2007--2008 credit and liquidity crisis.Comment: 15 pages, 10 figures, 1 table. Accepted for publication in Phys. Rev. E. v2 includes additional section

    The sources and characteristics of electronic evidence and artificial intelligence

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    In this updated edition of the well-established practitioner text, Stephen Mason and Daniel Seng have brought together a team of experts in the field to provide an exhaustive treatment of electronic evidence and electronic signatures. This fifth edition continues to follow the tradition in English evidence text books by basing the text on the law of England and Wales, with appropriate citations of relevant case law and legislation from other jurisdictions

    De Novo assembly of a high-quality reference genome for the horned lark (Eremophila alpestris)

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    Copyright © 2020 Mason et al. The Horned Lark (Eremophila alpestris) is a small songbird that exhibits remarkable geographic variation in appearance and habitat across an expansive distribution. While E. alpestris has been the focus of many ecological and evolutionary studies, we still lack a highly contiguous genome assembly for the Horned Lark and related taxa (Alaudidae). Here, we present CLO_EAlp_1.0, a highly contiguous assembly for E. alpestris generated from a blood sample of a wild, male bird captured in the Altiplano Cundiboyacense of Colombia. By combining short-insert and mate-pair libraries with the ALLPATHS-LG genome assembly pipeline, we generated a 1.04 Gb assembly comprised of 2713 scaffolds, with a largest scaffold size of 31.81 Mb, a scaffold N50 of 9.42 Mb, and a scaffold L50 of 30. These scaffolds were assembled from 23685 contigs, with a largest contig size of 1.69 Mb, a contig N50 of 193.81 kb, and a contig L50 of 1429. Our assembly pipeline also produced a single mitochondrial DNA contig of 14.00 kb. After polishing the genome, we identified 94.5% of single-copy gene orthologs from an Aves data set and 97.7% of single-copy gene orthologs from a vertebrata data set, which further demonstrates the high quality of our assembly. We anticipate that this genomic resource will be useful to the broader ornithological community and those interested in studying the evolutionary history and ecological interactions of larks, which comprise a widespread, yet understudied lineage of songbirds

    The Effects of Isokinetic Contraction Velocity on the Concentric to Eccentric Strength Relationship of the Biceps Brachii

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    The purpose of this investigation was to determine the influence of contraction velocity on the eccentric (ECC) and concentric (CON) torque production of the biceps brachii. After performing warm-up procedures, each male subject (n = 11) completed 3 sets of 5 maximal bilateral CON and ECC isokinetic contractions of the biceps at three different speeds on a Biodex System 3 dynamometer. The men received a 3-minute rest between sets and the order of exercises was randomized. Peak torque (Nm) values were obtained for CON and ECC contractions at each speed. Peak torque scores (ECC vs. CON) were compared using a t-test at each speed. A repeated measures analysis of variance was used to determine differences between speeds. ECC peak torque scores were greater than CON peak torque scores at each given speed. No differences were found between the ECC peak torque scores (p = 0.62) at any of the speeds. Differences were found among the CON scores (p = 0.004). Post hoc analysis revealed differences. The data suggests that ECC contractions of the biceps brachii were somewhat resistant to a force decrement as the result of an increase in velocity, whereas CON muscular actions of the biceps brachii were unable to maintain force as velocity increased

    Dynamic communities in multichannel data: An application to the foreign exchange market during the 2007--2008 credit crisis

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    We study the cluster dynamics of multichannel (multivariate) time series by representing their correlations as time-dependent networks and investigating the evolution of network communities. We employ a node-centric approach that allows us to track the effects of the community evolution on the functional roles of individual nodes without having to track entire communities. As an example, we consider a foreign exchange market network in which each node represents an exchange rate and each edge represents a time-dependent correlation between the rates. We study the period 2005-2008, which includes the recent credit and liquidity crisis. Using dynamical community detection, we find that exchange rates that are strongly attached to their community are persistently grouped with the same set of rates, whereas exchange rates that are important for the transfer of information tend to be positioned on the edges of communities. Our analysis successfully uncovers major trading changes that occurred in the market during the credit crisis.Comment: 8 pages, 6 figures, accepted for publication in Chao

    Selection of the scaling solution in a cluster coalescence model

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    The scaling properties of the cluster size distribution of a system of diffusing clusters is studied in terms of a simple kinetic mean field model. It is shown that a one parameter family of mathematically valid scaling solutions exists. Despite this, the kinetics reaches a unique scaling solution independent of initial conditions. This selected scaling solution is marginally physical; i.e., it is the borderline solution between the unphysical and physical branches of the family of solutions.Comment: 4 pages, 5 figure
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