Characteristics of Real Futures Trading Networks

Futures trading is the core of futures business, and it is considered as one of the typical complex systems. To investigate the complexity of futures trading, we employ the analytical method of complex networks. First, we use real trading records from the Shanghai Futures Exchange to construct futures trading networks, in which nodes are trading participants, and two nodes have a common edge if the two corresponding investors appear simultaneously in at least one trading record as a purchaser and a seller respectively. Then, we conduct a comprehensive statistical analysis on the constructed futures trading networks. Empirical results show that the futures trading networks exhibit features such as scale-free behavior with interesting odd-even-degree divergence in low-degree regions, small-world effect, hierarchical organization, power-law betweenness distribution, disassortative mixing, and shrinkage of both the average path length and the diameter as network size increases. To the best of our knowledge, this is the first work that uses real data to study futures trading networks, and we argue that the research results can shed light on the nature of real futures business.Comment: 18 pages, 9 figures. Final version published in Physica

Link Prediction in Complex Networks: A Survey

Link prediction in complex networks has attracted increasing attention from both physical and computer science communities. The algorithms can be used to extract missing information, identify spurious interactions, evaluate network evolving mechanisms, and so on. This article summaries recent progress about link prediction algorithms, emphasizing on the contributions from physical perspectives and approaches, such as the random-walk-based methods and the maximum likelihood methods. We also introduce three typical applications: reconstruction of networks, evaluation of network evolving mechanism and classification of partially labelled networks. Finally, we introduce some applications and outline future challenges of link prediction algorithms.Comment: 44 pages, 5 figure

On distance sets, box-counting and Ahlfors-regular sets

We obtain box-counting estimates for the pinned distance sets of (dense subsets of) planar discrete Ahlfors-regular sets of exponent $s>1$. As a corollary, we improve upon a recent result of Orponen, by showing that if $A$ is Ahlfors-regular of dimension $s>1$, then almost all pinned distance sets of $A$ have lower box-counting dimension $1$. We also show that if $A,B\subset\mathbb{R}^2$ have Hausdorff dimension $>1$ and $A$ is Ahlfors-regular, then the set of distances between $A$ and $B$ has modified lower box-counting dimension $1$, which taking $B=A$ improves Orponen's result in a different direction, by lowering packing dimension to modified lower box-counting dimension. The proofs involve ergodic-theoretic ideas, relying on the theory of CP-processes and projections.Comment: 22 pages, no figures. v2: added Corollary 1.5 on box dimension of pinned distance sets. v3: numerous fixes and clarifications based on referee report

Bi-parameter Potential theory and Carleson measures for the Dirichlet space on the bidisc

We characterize the Carleson measures for the Dirichlet space on the bidisc, hence also its multiplier space. Following Maz'ya and Stegenga, the characterization is given in terms of a capacitary condition. We develop the foundations of a bi-parameter potential theory on the bidisc and prove a Strong Capacitary Inequality. In order to do so, we have to overcome the obstacle that the Maximum Principle fails in the bi-parameter theory.Comment: 44 pages, 5 figures, title changed, minor editin

A sharp threshold for van der Waerden's theorem in random subsets

We establish sharpness for the threshold of van der Waerden's theorem in random subsets of $\mathbb{Z}/n\mathbb{Z}$. More precisely, for $k\geq 3$ and $Z\subseteq \mathbb{Z}/n\mathbb{Z}$ we say $Z$ has the van der Waerden property if any two-colouring of $Z$ yields a monochromatic arithmetic progression of length $k$. R\"odl and Ruci\'nski (1995) determined the threshold for this property for any k and we show that this threshold is sharp. The proof is based on Friedgut's criteria (1999) for sharp thresholds, and on the recently developed container method for independent sets in hypergraphs by Balogh, Morris and Samotij (2015) and by Saxton and Thomason (2015).Comment: 19 pages, third version updated to format of Discrete Analysi

On automorphism groups of Toeplitz subshifts

In this article we study automorphisms of Toeplitz subshifts. Such groups are abelian and any finitely generated torsion subgroup is finite and cyclic. When the complexity is non superlinear, we prove that the automorphism group is, modulo a finite cyclic group, generated by a unique root of the shift. In the subquadratic complexity case, we show that the automorphism group modulo the torsion is generated by the roots of the shift map and that the result of the non superlinear case is optimal. Namely, for any $\varepsilon > 0$ we construct examples of minimal Toeplitz subshifts with complexity bounded by $C n^{1+\epsilon}$ whose automorphism groups are not finitely generated. Finally, we observe the coalescence and the automorphism group give no restriction on the complexity since we provide a family of coalescent Toeplitz subshifts with positive entropy such that their automorphism groups are arbitrary finitely generated infinite abelian groups with cyclic torsion subgroup (eventually restricted to powers of the shift)