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Université de Fribourg

How do the global stock markets influence one another? Evidence from finance big data and Granger causality directed network

Tang, Yong ; Xiong, Jason Jie ; Luo, Yong ; Zhang, Yi-Cheng

In: International Journal of Electronic Commerce, 2019, vol. 23, no. 1, p. 85–109

The recent financial network analysis approach reveals that the topologies of financial markets have an important influence on market dynamics. However, the majority of existing Finance Big Data networks are built as undirected networks without information on the influence directions among prices. Rather than understanding the correlations, this research applies the Granger causality test to...

Université de Fribourg

Complexities in financial network topological dynamics: modeling of emerging and developed stock markets

Tang, Yong ; Xiong, Jason Jie ; Jia, Zi-Yang ; Zhang, Yi-Cheng

In: Complexity, 2018, p. -

Policy makings and regulations of financial markets rely on a good understanding of the complexity of financial markets. There have been recent advances in applying data-driven science and network theory into the studies of social and financial systems. Financial assets and institutions are strongly connected and influence each other. It is essential to study how the topological structures of...

Université de Fribourg

Social signature identification of dynamical social networks

Li, Ren-De ; Liu, Jian-Guo ; Guo, Qiang ; Zhang, Yi-Cheng

In: Physica A: Statistical Mechanics and its Applications, 2018, vol. 508, p. 213–222

Understanding the social relation of dynamical online social networks (OSNs) is significant for identifying the strong and weak ties. In this paper, we empirically investigate the evolution characteristics of Facebook and Wiki users’ social signature, capturing the distribution of frequency of interactions between different alters over time in ego network. The statistical results show that...

Université de Fribourg

Structure-oriented prediction in complex networks

Ren, Zhuo-Ming ; Zeng, An ; Zhang, Yi-Cheng

In: Physics Reports, 2018, vol. 750, p. 1–51

Complex systems are extremely hard to predict due to its highly nonlinear interactions and rich emergent properties. Thanks to the rapid development of network science, our understanding of the structure of real complex systems and the dynamics on them has been remarkably deepened, which meanwhile largely stimulates the growth of effective prediction approaches on these systems. In this...

Université de Fribourg

Collective iteration behavior for online social networks

Liu, Jian-Guo ; Li, Ren-De ; Guo, Qiang ; Zhang, Yi-Cheng

In: Physica A: Statistical Mechanics and its Applications, 2018, vol. 499, p. 490–497

Understanding the patterns of collective behavior in online social network (OSNs) is critical to expanding the knowledge of human behavior and tie relationship. In this paper, we investigate a specific pattern called social signature in Facebook and Wiki users’ online communication behaviors, capturing the distribution of frequency of interactions between different alters over time in the...

Université de Fribourg

Uncovering the popularity mechanisms for Facebook applications

Li, Sheng-Nan ; Guo, Qiang ; Yang, Kai ; Liu, Jian-Guo ; Zhang, Yi-Cheng

In: Physica A: Statistical Mechanics and its Applications, 2018, vol. 494, p. 422–429

Understanding the popularity dynamics of online application(App) is significant for the online social systems. In this paper, by dividing the Facebook Apps into different groups in terms of their popularities, we empirically investigate the popularity dynamics for different kinds of Facebook Apps. Then, taking into account the influence of cumulative and recent popularities on the user...

Université de Fribourg

Quantitative learning strategies based on word networks

Zhao, Yue-Tian-Yi ; Jia, Zi-Yang ; Tang, Yong ; Xiong, Jason Jie ; Zhang, Yi-Cheng

In: Physica A: Statistical Mechanics and its Applications, 2018, vol. 491, p. 898–911

Learning English requires a considerable effort, but the way that vocabulary is introduced in textbooks is not optimized for learning efficiency. With the increasing population of English learners, learning process optimization will have significant impact and improvement towards English learning and teaching. The recent developments of big data analysis and complex network science provide...

Université de Fribourg

Recovery rate affects the effective epidemic threshold with synchronous updating

Shu, Panpan ; Wang, Wei ; Tang, Ming ; Zhao, Pengcheng ; Zhang, Yi-Cheng

In: Chaos: An Interdisciplinary Journal of Nonlinear Science, 2016, vol. 26, no. 6, p. 63108

Accurate identification of effective epidemic threshold is essential for understanding epidemic dynamics on complex networks. In this paper, we systematically study how the recovery rate affects the susceptible-infected-removed spreading dynamics on complex networks, where synchronous and asynchronous updating processes are taken into account. We derive the theoretical effective epidemic...

Université de Fribourg

Dynamics of social contagions with limited contact capacity

Wang, Wei ; Shu, Panpan ; Zhu, Yu-Xiao ; Tang, Ming ; Zhang, Yi-Cheng

In: Chaos: An Interdisciplinary Journal of Nonlinear Science, 2015, vol. 25, no. 10, p. 103102

Individuals are always limited by some inelastic resources, such as time and energy, which restrict them to dedicate to social interaction and limit their contact capacities. Contact capacity plays an important role in dynamics of social contagions, which so far has eluded theoretical analysis. In this paper, we first propose a non-Markovian model to understand the effects of contact capacity on...

Université de Fribourg

Statistical mechanics of competitive resource allocation using agent-based models

Chakraborti, Anirban ; Challet, Damien ; Chatterjee, Arnab ; Marsili, Matteo ; Zhang, Yi-Cheng ; Chakrabarti, Bikas K.

In: Physics Reports, 2015, vol. 552, p. 1–25

Demand outstrips available resources in most situations, which gives rise to competition, interaction and learning. In this article, we review a broad spectrum of multi-agent models of competition (El Farol Bar problem, Minority Game, Kolkata Paise Restaurant problem, Stable marriage problem, Parking space problem and others) and the methods used to understand them analytically. We emphasize the...