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

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

The Mirage of Triangular Arbitrage in the Spot Foreign Exchange Market

We investigate triangular arbitrage within the spot foreign exchange market using high-frequency executable prices. We show that triangular arbitrage opportunities do exist, but that most have short durations and small magnitudes. We find intra-day variations in the number and length of arbitrage opportunities, with larger numbers of opportunities with shorter mean durations occurring during more liquid hours. We demonstrate further that the number of arbitrage opportunities has decreased in recent years, implying a corresponding increase in pricing efficiency. Using trading simulations, we show that a trader would need to beat other market participants to an unfeasibly large proportion of arbitrage prices to profit from triangular arbitrage over a prolonged period of time. Our results suggest that the foreign exchange market is internally self-consistent and provide a limited verification of market efficiency

Fetal atrial septal aneurysm: A cause of fetal atrial arrhythmias

AbstractAtrial arrhythmias are commonly found during fetal echocardiography performed during pregnancy to evaluate fetal arrhythmias. An association between atrial arrhythmias and an atrial septal aneurysm has been noted in children and adults. In this study, 105 fetuses were evaluated by fetal echocardiography, 39 (37%) referred to evaluate fetal arrhythmia and 66 (63%) to rule out congenital heart disease. An atrial septal aneurysm was found in 42 (40%) of the fetuses and an atrial arrhythmia in 37 (35%). An atrial septal aneurysm was found in 25 (64%) of the 39 fetuses referred to evaluate a fetal arrhythmia compared with only 17 (26%) of the 66 fetuses referred to rule out congenital heart disease. In this study, the association of an atrial septal aneurysm with an atrial arrhythmia was highly significant (p < 0.001)

Proposal for a low cost close air support aircraft for the year 2000: The Raptor

The Raptor is a proposed low cost Close Air Support (CAS) aircraft for the U.S. Military. The Raptor incorporates a 'cranked arrow' wing planform, and uses canards instead of a traditional horizontal tail. The Raptor is designed to be capable of responsive delivery of effective ordnance in close proximity to friendly ground forces during the day, night, and 'under the weather' conditions. Details are presented of the Raptor's mission, configuration, performance, stability and control, ground support, manufacturing, and overall cost to permit engineering evaluation of the proposed design. A description of the design process and analysis methods used is also provided

Nitrogen fertilizer driven nitrous and nitric oxide production is decoupled from microbial genetic potential in low carbon, semi-arid soil

IntroductionNitrous oxide (N2O) emission from soil is a major concern due to its contribution to global climate change and its function as a loss mechanism of plant-available nitrogen (N) from the soil. This is especially true in intensive agricultural soils with high rates of N fertilizer application such as those on the semi-arid Southern High Plains, USA.MethodsThis study examined emissions of N2O, pore-space concentrations of N2O and nitric oxide (NO), soil chemical properties, water content, and the genetic potential for N cycling five years after conservation system and N management implementation.ResultsFor these semi-arid soils with low N, carbon, and water contents, large soil N2O emissions (up to 8 mL N2O-N m-2 day-1) are directly related to the application of N fertilizer which overwhelms the N2O reducing capacity of the soil. When this fertilizer N is depleted, N2O flux is either low, non-existent, or net-negative and has been observed as early as mid-season for preplant applied N fertilizer (-0.1 mL N2O-N m-2 day-1). Soil pore-space gas concentrations (N2O and NO) remained relatively constant across the growing season (average N2O: 0.78 µL N2O L-1 soil air; NO: 3.3 µL NO L-1 soil air, indicating a base-level of N-cycle activity, but was not directly related to surface emissions of N2O which decreased across the growing season. In addition, genetic potential for N cycle activities increased across the growing season simultaneously with stagnant/reduced N cycle activity. This reflects the difficulty in relating genetic potential to in-situ activity in field research.ConclusionIt is likely that in a nutrient and carbon-poor soil, such as the semi-arid agricultural soil in this study, the microbial processes associated with N cycling are mostly limited by inorganic-N and less directly related to genetic potential at the time of sampling

Dechlorinative Oligomerization of Multiply Chlorinated Methanes Catalyzed by Activated Carbon Supported Pt-Co

The hydrodechlorination of dichloromethane, trichloromethane, and their mixtures catalyzed by a Pt- Co/C catalyst has been investigated in an effort to elucidate the chemistry associated with the generation of hydrocarbon oligomerization products. In the reaction of dichloromethane with hydrogen, the catalyst did not exhibit deactivation and maintained the steady-state activity within 18 h on stream at 523 K; whereas, when trichloromethane was added or converted in the absence of dichloromethane, significant deactivation occurred within the first 5 h on stream. Hydrocarbon oligomerization products were observed with all three reaction mixtures; the selectivity followed the order dichloromethane + dihydrogen < trichloromethane + dihydrogen < dichloromethane + trichloromethane + dihydrogen. The generation of ethane and propane was virtually independent of the reaction mixture composition. However, selectivity toward ethylene and propylene was significantly greater with the trichloromethane + dihydrogen and dichloromethane + trichloromethane + dihydrogen mixtures compared to the dichloromethane + dihydrogen feed. It was concluded that the saturated hydrocarbon products are formed by means of the alkyl mechanism of hydrocarbon chain growth; whereas, the alkenyl mechanism is responsible for the formation of the unsaturated hydrocarbons.Изучено дегидрохлорирование дихлорметана, трихлорметана и их смесей в присутствии Pt-Co/C катализатора с целью выяснения механизма образования высших углеводородов. Установлено, что в реакции дихлорметана с водородом при 523 К катализатор не подвергается дезактивации и сохраняет постоянную активность в течение, по крайней мере, 18 ч, в то время как присутствие трихлорметана в реакционной смеси вызывает значительную дезактивацию катализатора в течение первых 5 ч работы. Углеводородные продукты наблюдались во всех реакционных смесях с селективностью дихлорметан + водород < трихлорметан + водород < дихлорметан + трихлорметан + водород. При этом селективность по этану и пропану не зависела от состава реакционной смеси. В то же время селективность по этилену и пропилену была существенно выше в случае дехлорирования трихлорметана и дехлорирования смеси дихлорметана и трихлорметана, чем в случае дехлорирования дихлорметана. На основании полученных результатов сделано заключение, что насыщенные углеводороды образуются в соответствии с так называемым алкильным механизмом роста цепи, в то время как непредельные углеводороды образуются по алкенильному механизму

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

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