134 research outputs found

    Exploring the landscape of dismantling strategies based on the community structure of networks

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    Network dismantling is a relevant research area in network science, gathering attention both from a theoretical and an operational point of view. Here, we propose a general framework for dismantling that prioritizes the removal of nodes that bridge together different network communities. The strategies we detect are not unique, as they depend on the specific realization of the community detection algorithm considered. However, when applying the methodology to some synthetic benchmark and real-world networks we find that the dismantling performances are strongly robust, and do not depend on the specific algorithm. Thus, the stochasticity inherently present in many community detection algorithms allows to identify several strategies that have comparable effectiveness but require the removal of distinct subsets of nodes. This feature is highly relevant in operational contexts in which the removal of nodes is costly and allows to identify the least expensive strategy that still holds high effectiveness

    Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis

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    We review some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a set of stocks traded at the New York Stock Exchange. The investigated time series are recorded at a daily time horizon. All the considered methods are able to detect economic information and the presence of clusters characterized by the economic sector of stocks. However, different methodologies provide different information about the considered set. Our comparative analysis suggests that the application of just a single method could not be able to extract all the economic information present in the correlation coefficient matrix of a set of stocks.Comment: 13 pages, 8 figures, 2 Table

    Networks of equities in financial markets

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    We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the method can be used to falsify widespread market models by directly comparing the topological properties of networks of real and artificial markets.Comment: 9 pages, 8 figures. Accepted for publication in EPJ

    ComplexWorld Position Paper

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    The Complex ATM Position Paper is the common research vehicle that defines the high-level, strategic scientific vision for the ComplexWorld Network. The purpose of this document is to provide an orderly and consistent scientific framework for the WP-E complexity theme. The specific objectives of the position paper are to: - analyse the state of the art within the different research areas relevant to the network, identifying the major accomplishments and providing a comprehensive set of references, including the main publications and research projects; - include a complete list of , a list of application topics, and an analysis of which techniques are best suited to each one of those applications; - identify and perform an in-depth analysis of the most promising research avenues and the major research challenges lying at the junction of ATM and complex systems domains, with particular attention to their impact and potential benefits for the ATM community; - identify areas of common interest and synergies with other SESAR activities, with special attention to the research topics covered by other WP-E networks. An additional goal for future versions of this position paper is to develop an indicative roadmap on how these research challenges should be accomplished, providing a guide on how to leverage on different aspects of the complexity research in Air Transport

    Statistical Regularities in ATM: network properties, trajectory deviations and delays

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    One of the key enabler to the productivity and efficiency shift foreseen by SESAR will be the business-trajectory concept. The path to a deep understanding of how this new concept impacts on the future SESAR Air Traffic Management scenario goes through a better understanding of the actual air traffic network, and this will be done in the present paper by analyzing traffic data within the framework of complex network analysis. In this paper we will consider flights trajectory data from the Data Demand Repository database. In a first investigation, we perform a network study of the air traffic infrastructure starting from the airports and then refining our analysis at the level of navigation points in order to understand what are the main features that may help explaining why some nodes of the network happen to be found in the same community, i.e. cluster. In a second investigation we perform a study at the level of flight trajectories with the aim of identify statistical regularities in the spatio-temporal deviations of flights between their planned and actual 4D trajectories

    Morphological variability of upper paleolithic and mesolithic skulls from Sicily

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    Scenarios for the dispersal of Homo sapiens in Southern Europe and in the Mediterranean basin have been uncertain, given the scarceness of osteological samples and the simplicity of the proposed archaeologically-based settlement hypotheses. According to available data, the first anatomically modern humans entered Sicily during the Late Pleistocene, coming from the Italian peninsula. A presumably small Late Epigravettian population colonised coastal sites. Later, North-Western archaeological horizons gave hospitality to a significant Mesolithic expansion. In order to verify a hypothesis of continuity in the peopling of the island, we analyzed Sicilian skulls from the Late Epigravettian site of San Teodoro, Eastern Sicily (AMS14C dated at 14,500 BP) and from the Mesolithic period (14C dated from 9,500 to 8,500 BP) coming from various sites (Uzzo, Molara, Grotta d’Oriente) located on the North Western coast of the island. The aims were to test the biological variability through time within the island as well as to evaluate the relationships of Sicilian Pleistocene hunter-gatherers with Old World populations. We also evaluated the Sicilian Mesolithic uniformity especially between the Uzzo and Grotta d’Oriente sites, given their vicinity and accessibility during the Early Holocene. We applied 3D geometric morphometric methods to assess shape variation as well as geographic and diachronic morphological patterns. All analyzed specimens, plus a comparative sample from the Old World dated from the Upper Paleolithic to recent periods, were transformed in digital images and standard craniofacial landmarks were extracted from the 3D models. Our results underline a high variability among the Mesolithic specimens, as well as a large craniometric distance from the presumed founder Paleolithic settler representatives (San Teodoro specimens) that have closer morphological affinities with other European Upper Paleolithic specimens

    An Agent Based Model of Air Traffic Management

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    The WP-E ELSA project aims at developing an empirically grounded agent based model that describes some of the stylized facts observed in the Air Traffic Management of the European airspace. The model itself has two main parts: (i) The strategic layer, focused on the interaction between the Network Manager and the Airline Operators and (ii) the tactical layer, focused on aircraft and controllers behaviour in Air Traffic Control (ATC) sectors. The preliminary results for the strategic layer show that when we have a mixing of re-routing and shifting companies, the overall satisfaction can even increase together with the number of flights, which is an effect not observed when only one type of companies is present. The preliminary results for the tactical layer indicate that when shocks in the system are confined in small areas, the interplay between the re-routing and change of flight level strategies may even lead to trajectory modifications that give smaller average delays as long as the number of shocks increases

    The extensions of gravitational soliton solutions with real poles

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    We analyse vacuum gravitational "soliton" solutions with real poles in the cosmological context. It is well known that these solutions contain singularities on certain null hypersurfaces. Using a Kasner seed solution, we demonstrate that these may contain thin sheets of null matter or may be simple coordinate singularities, and we describe a number of possible extensions through them.Comment: 14 pages, LaTeX, 6 figures included using graphicx; to appear in Gen. Rel. Gra

    Alexithymia and personality traits of patients with inflammatory bowel disease

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    Psychological factors, specific lifestyles and environmental stressors may influence etiopathogenesis and evolution of chronic diseases. We investigate the association between Chronic Inflammatory Bowel Diseases (IBD) and psychological dimensions such as personality traits, defence mechanisms, and Alexithymia, i.e. deficits of emotional awareness with inability to give a name to emotional states. We analyzed a survey of 100 patients with IBD and a control group of 66 healthy individuals. The survey involved filling out clinical and anamnestic forms and administering five psychological tests. These were then analyzed by using a network representation of the system by considering it as a bipartite network in which elements of one set are the 166 individuals, while the elements of the other set are the outcome of the survey. We then run an unsupervised community detection algorithm providing a partition of the 166 participants into clusters. That allowed us to determine a statistically significant association between psychological factors and IBD. We find clusters of patients characterized by high neuroticism, alexithymia, impulsivity and severe physical conditions and being of female gender. We therefore hypothesize that in a population of alexithymic patients, females are inclined to develop psychosomatic diseases like IBD while males might eventually develop behavioral disorders

    Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model

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    Path integral techniques for the pricing of financial options are mostly based on models that can be recast in terms of a Fokker-Planck differential equation and that, consequently, neglect jumps and only describe drift and diffusion. We present a method to adapt formulas for both the path-integral propagators and the option prices themselves, so that jump processes are taken into account in conjunction with the usual drift and diffusion terms. In particular, we focus on stochastic volatility models, such as the exponential Vasicek model, and extend the pricing formulas and propagator of this model to incorporate jump diffusion with a given jump size distribution. This model is of importance to include non-Gaussian fluctuations beyond the Black-Scholes model, and moreover yields a lognormal distribution of the volatilities, in agreement with results from superstatistical analysis. The results obtained in the present formalism are checked with Monte Carlo simulations.Comment: 9 pages, 2 figures, 1 tabl
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