IMT Institutional Repository: No conditions. Results ordered -Date Deposited.
2019-10-14T18:35:09Z
EPrints
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2018-03-09T13:47:11Z
2018-03-09T13:47:11Z
http://eprints.imtlucca.it/id/eprint/4040
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/4040
2018-03-09T13:47:11Z
Covariance structure behind breaking of ensemble equivalence in random graphs
For a random graph subject to a topological constraint, the microcanonical ensemble requires the constraint to be met by every realisation of the graph (`hard constraint'), while the canonical ensemble requires the constraint to be met only on average (`soft constraint'). It is known that breaking of ensemble equivalence may occur when the size of the random graph tends to infinity, signalled by a non-zero specific relative entropy of the two ensembles. In this paper we analyse a formula for the relative entropy of generic random discrete structures recently put forward by Squartini and Garlaschelli. We consider the case of random graphs with given degree sequence (configuration model) and show that this formula correctly predicts that the specific relative entropy in the dense regime is determined by the matrix of canonical covariances of the constraints. The formula also correctly predicts that an extra correction term is required in the sparse regime and the ultra-dense regime. We further show that the different expressions correspond to the degrees in the canonical ensemble being asymptotically Gaussian in the dense regime and asymptotically Poisson in the sparse and the ultra-dense regime, as we found in earlier work. In general, we show that the degrees follow a multivariate version of the Poisson- Binomial distribution in the canonical ensemble.
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Frank den Hollander
Andrea Roccaverde
2018-03-09T13:45:20Z
2018-03-09T13:45:20Z
http://eprints.imtlucca.it/id/eprint/4039
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/4039
2018-03-09T13:45:20Z
Enhanced Gravity Model of trade: reconciling macroeconomic and network models
The structure of the International Trade Network (ITN), whose nodes and links represent world countries and their trade relations respectively, affects key economic processes worldwide, including globalization, economic integration, industrial production, and the propagation of shocks and instabilities. Characterizing the ITN via a simple yet accurate model is an open problem. The traditional Gravity Model successfully reproduces the volume of trade between connected countries, using macroeconomic properties such as GDP, geographic distance, and possibly other factors. However, it predicts a network with complete or homogeneous topology, thus failing to reproduce the highly heterogeneous structure of the ITN. On the other hand, recent maximum-entropy network models successfully reproduce the complex topology of the ITN, but provide no information about trade volumes. Here we integrate these two currently incompatible approaches via the introduction of an Enhanced Gravity Model (EGM) of trade. The EGM is the simplest model combining the Gravity Model with the network approach within a maximum-entropy framework. Via a unified and principled mechanism that is transparent enough to be generalized to any economic network, the EGM provides a new econometric framework wherein trade probabilities and trade volumes can be separately controlled by any combination of dyadic and country-specific macroeconomic variables. The model successfully reproduces both the global topology and the local link weights of the ITN, parsimoniously reconciling the conflicting approaches. It also indicates that the probability that any two countries trade a certain volume should follow a geometric or exponential distribution with an additional point mass at zero volume.
Assaf Almog
Rhys Bird
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2018-03-09T13:43:01Z
2018-03-09T13:43:01Z
http://eprints.imtlucca.it/id/eprint/4038
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/4038
2018-03-09T13:43:01Z
Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks
Reconstructing patterns of interconnections from partial information is one of the most important issues in the statistical physics of complex networks. A paramount example is provided by financial networks. In fact, the spreading and amplification of financial distress in capital markets are strongly affected by the interconnections among financial institutions. Yet, while the aggregate balance sheets of institutions are publicly disclosed, information on single positions is mostly confidential and, as such, unavailable. Standard approaches to reconstruct the network of financial interconnection produce unrealistically dense topologies, leading to a biased estimation of systemic risk. Moreover, reconstruction techniques are generally designed for monopartite networks of bilateral exposures between financial institutions, thus failing in reproducing bipartite networks of security holdings (e.g., investment portfolios). Here we propose a reconstruction method based on constrained entropy maximization, tailored for bipartite financial networks. Such a procedure enhances the traditional capital-asset pricing model (CAPM) and allows us to reproduce the correct topology of the network. We test this enhanced CAPM (ECAPM) method on a dataset, collected by the European Central Bank, of detailed security holdings of European institutional sectors over a period of six years (2009–2015). Our approach outperforms the traditional CAPM and the recently proposed maximum-entropy CAPM both in reproducing the network topology and in estimating systemic risk due to fire sales spillovers. In general, ECAPM can be applied to the whole class of weighted bipartite networks described by the fitness model.
Tiziano Squartini
tiziano.squartini@imtlucca.it
Assaf Almog
Guido Caldarelli
guido.caldarelli@imtlucca.it
Iman van Lelyveld
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Giulio Cimini
giulio.cimini@imtlucca.it
2018-03-09T13:39:09Z
2018-03-09T13:39:09Z
http://eprints.imtlucca.it/id/eprint/4036
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2018-03-09T13:39:09Z
Irreducible network backbones: unbiased graph filtering via maximum entropy
Networks provide an informative, yet non-redundant description of complex systems only if links represent truly dyadic relationships that cannot be directly traced back to node-specific properties such as size, importance, or coordinates in some embedding space. In any real-world network, some links may be reducible, and others irreducible, to such local properties. This dichotomy persists despite the steady increase in data availability and resolution, which actually determines an even stronger need for filtering techniques aimed at discerning essential links from non-essential ones. Here we introduce a rigorous method that, for any desired level of statistical significance, outputs the network backbone that is irreducible to the local properties of nodes, i.e. their degrees and strengths. Unlike previous approaches, our method employs an exact maximum-entropy formulation guaranteeing that the filtered network encodes only the links that cannot be inferred from local information. Extensive empirical analysis confirms that this approach uncovers essential backbones that are otherwise hidden amidst many redundant relationships and inaccessible to other methods. For instance, we retrieve the hub-and-spoke skeleton of the US airport network and many specialised patterns of international trade. Being irreducible to local transportation and economic constraints of supply and demand, these backbones single out genuinely higher-order wiring principles.
Valerio Gemmetto
Alessio Cardillo
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2018-03-09T13:37:21Z
2018-03-09T13:37:21Z
http://eprints.imtlucca.it/id/eprint/4035
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2018-03-09T13:37:21Z
Maximum-Entropy Networks: pattern detection, network reconstruction, and graph combinatorics
This book is an introduction to maximum-entropy models of random graphs with given topological properties and their applications. Its original contribution is the reformulation of many seemingly different problems in the study of both real networks and graph theory within the unified framework of maximum entropy. Particular emphasis is put on the detection of structural patterns in real networks, on the reconstruction of the properties of networks from partial information, and on the enumeration and sampling of graphs with given properties. After a first introductory chapter explaining the motivation, focus, aim and message of the book, chapter 2 introduces the formal construction of maximum-entropy ensembles of graphs with local topological constraints. Chapter 3 focuses on the problem of pattern detection in real networks and provides a powerful way to disentangle nontrivial higher-order structural features from those that can be traced back to simpler local constraints. Chapter 4 focuses on the problem of network reconstruction and introduces various advanced techniques to reliably infer the topology of a network from partial local information. Chapter 5 is devoted to the reformulation of certain “hard” combinatorial operations, such as the enumeration and unbiased sampling of graphs with given constraints, within a “softened” maximum-entropy framework. A final chapter offers various overarching remarks and take-home messages.By requiring no prior knowledge of network theory, the book targets a broad audience ranging from PhD students approaching these topics for the first time to senior researchers interested in the application of advanced network techniques to their field.
Tiziano Squartini
tiziano.squartini@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2018-03-09T13:34:41Z
2018-03-09T13:34:41Z
http://eprints.imtlucca.it/id/eprint/4034
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/4034
2018-03-09T13:34:41Z
Modularities maximization in multiplex network analysis using Many-Objective Optimization
Nowadays, social network analysis receives big attention from academia, industries and governments. Some practical applications such as community detection and centrality in economic networks have become main issues in this research area. Community detection algorithm for complex network analysis is mainly accomplished by the Louvain Method that seeks to find communities by heuristically finding a partitioning with maximal modularity. Traditionally, community detection applied for a network that has homogeneous semantics, for instance indicating friend relationship between people or import-export relationships between countries etc. However we increasingly deal with more complex network and also with so-called multiplex networks. In a multiplex network the set of nodes stays the same, while there are multiple sets of edges. In the analysis we would like to identify communities, but different edge sets give rise to different modularity optimizing partitions into communities. We propose to view community detection of such multilayer networks as a many-objective optimization problem. For this apply Evolutionary Many Objective Optimization and compute the Pareto fronts between different modularity layers. Then we group the objective functions into community in order to better understand the relationship and dependence between different layers (conflict, indifference, complementarily). As a case study, we compute the Pareto fronts for model problems and for economic data sets in order to show how to find the network modularity tradeoffs between different layers.
Asep Maulana
Valerio Gemmetto
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Iryna Yevesyeva
Michael Emmerich
2018-03-09T13:30:20Z
2018-03-09T13:30:20Z
http://eprints.imtlucca.it/id/eprint/4033
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/4033
2018-03-09T13:30:20Z
Reconnecting statistical physics and combinatorics beyond ensemble equivalence
In statistical physics, the challenging combinatorial enumeration of the configurations of a system subject to hard constraints (microcanonical ensemble) is mapped to a mathematically easier calculation where the constraints are softened (canonical ensemble). However, the mapping is exact only when the size of the system is infinite and if the property of ensemble equivalence (EE), i.e. the asymptotic identity of canonical and microcanonical large deviations, holds. For finite systems, or when EE breaks down, statistical physics is currently believed to provide no answer to the combinatorial problem. In contrast with this expectation, here we establish exact relationships connecting conjugate ensembles in full generality, even for finite system size and when EE does not hold. We also show that in the thermodynamic limit the ensembles are directly related through the matrix of canonical (co)variances of the constraints, plus a correction term that survives only if this matrix has an infinite number of finite eigenvalues. These new relationships restore the possibility of enumerating microcanonical configurations via canonical probabilities, thus reconnecting statistical physics and combinatorics in realms where they were believed to be no longer in mutual correspondence.
Tiziano Squartini
tiziano.squartini@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2018-03-09T13:27:37Z
2018-03-09T13:27:37Z
http://eprints.imtlucca.it/id/eprint/4032
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2018-03-09T13:27:37Z
Reconstruction of multiplex networks with correlated layers
The characterization of various properties of real-world systems requires the knowledge of the underlying network of connections among the system's components. Unfortunately, in many situations the complete topology of this network is empirically inaccessible, and one has to resort to probabilistic techniques to infer it from limited information. While network reconstruction methods have reached some degree of maturity in the case of single-layer networks (where nodes can be connected only by one type of links), the problem is practically unexplored in the case of multiplex networks, where several interdependent layers, each with a different type of links, coexist. Even the most advanced network reconstruction techniques, if applied to each layer separately, fail in replicating the observed inter-layer dependencies making up the whole coupled multiplex. Here we develop a methodology to reconstruct a class of correlated multiplexes which includes the World Trade Multiplex as a specific example we study in detail. Our method starts from any reconstruction model that successfully reproduces some desired marginal properties, including node strengths and/or node degrees, of each layer separately. It then introduces the minimal dependency structure required to replicate an additional set of higher-order properties that quantify the portion of each node's degree and each node's strength that is shared and/or reciprocated across pairs of layers. These properties are found to provide empirically robust measures of inter-layer coupling. Our method allows joint multi-layer connection probabilities to be reliably reconstructed from marginal ones, effectively bridging the gap between single-layer properties and truly multiplex information.
Valerio Gemmetto
Diego Garlaschelli
2018-03-09T13:25:14Z
2018-03-09T13:25:14Z
http://eprints.imtlucca.it/id/eprint/4030
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/4030
2018-03-09T13:25:14Z
ScienceWISE: Topic Modeling over Scientific Literature Networks
We provide an up-to-date view on the knowledge management system ScienceWISE (SW) and address issues related to the automatic assignment of articles to research topics. So far, SW has been proven to be an effective platform for managing large volumes of technical articles by means of ontological concept-based browsing. However, as the publication of research articles accelerates, the expressivity and the richness of the SW ontology turns into a double-edged sword: a more fine-grained characterization of articles is possible, but at the cost of introducing more spurious relations among them. In this context, the challenge of continuously recommending relevant articles to users lies in tackling a network partitioning problem, where nodes represent articles and co-occurring concepts create edges between them. In this paper, we discuss the three research directions we have taken for solving this issue: i) the identification of generic concepts to reinforce inter-article similarities; ii) the adoption of a bipartite network representation to improve scalability; iii) the design of a clustering algorithm to identify concepts for cross-disciplinary articles and obtain fine-grained topics for all articles.
Andrea Martini
Artem Lutov
Valerio Gemmetto
Andrii Magalich
Alessio Cardillo
Alex Constantin
Vasyl Palchykov
Mourad Khayati
Philippe Cudre-Mauroux
Alexey Boyarsky
Oleg Ruchayskiy
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Paolo De De Rios
Karl Aberer
2018-03-09T13:22:21Z
2018-03-09T13:22:25Z
http://eprints.imtlucca.it/id/eprint/4028
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/4028
2018-03-09T13:22:21Z
Signs of universality in the structure of culture
Understanding the dynamics of opinions, preferences and of culture as whole requires more use of empirical data than has been done so far. It is clear that an important role in driving this dynamics is played by social influence, which is the essential ingredient of many quantitative models. Such models require that all traits are fixed when specifying the “initial cultural state”. Typically, this initial state is randomly generated, from a uniform distribution over the set of possible combinations of traits. However, recent work has shown that the outcome of social influence dynamics strongly depends on the nature of the initial state. If the latter is sampled from empirical data instead of being generated in a uniformly random way, a higher level of cultural diversity is found after long-term dynamics, for the same level of propensity towards collective behavior in the short-term. Moreover, if the initial state is randomized by shuffling the empirical traits among people, the level of long-term cultural diversity is in-between those obtained for the empirical and uniformly random counterparts. The current study repeats the analysis for multiple empirical data sets, showing that the results are remarkably similar, although the matrix of correlations between cultural variables clearly differs across data sets. This points towards robust structural properties inherent in empirical cultural states, possibly due to universal laws governing the dynamics of culture in the real world. The results also suggest that this dynamics might be characterized by criticality and involve mechanisms beyond social influence.
Alexandru-Ionut Babeanu
Leandros Talman
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2018-03-09T13:18:32Z
2018-03-09T13:18:32Z
http://eprints.imtlucca.it/id/eprint/3999
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3999
2018-03-09T13:18:32Z
Synchronization of phase oscillators on the hierarchical lattice
Synchronization of neurons forming a network with a hierarchical structure is essential for the brain to be able to function optimally. In this paper we study synchronization of phase oscillators on the most basic example of such a network, namely, the hierarchical lattice. Each oscillator has a natural frequency, drawn independently from a common probability distribution. In addition, pairs of oscillators interact with each other at a strength that depends on their hierarchical distance, modulated by a sequence of interaction parameters. We look at block averages of the oscillators on successive hierarchical scales, which we think of as block communities. Also these block communities are given a natural frequency, drawn independently from a common probability distribution that depends on their hierarchical scale. In the limit as the number of oscillators per community tends to infinity, referred to as the hierarchical mean-field limit, we find a separation of time scales, i.e., each block community behaves like a single oscillator evolving on its own time scale. We show that the evolution of the block communities is given by a renormalized mean-field noisy Kuramoto equation, with a synchronization level that depends on the hierarchical scale of the block community. We identify three universality classes for the synchronization levels on successive hierarchical scales, with explicit characterizations in terms of the sequence of interaction parameters and the sequence of natural frequency probability distributions. We show that disorder reduces synchronization when the natural frequency probability distributions are symmetric and unimodal, with the reduction gradually vanishing as the hierarchical scale goes up.
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Frank den Hollander
Janusz Meylahn
Benthen Zeegers
2018-03-09T13:15:51Z
2018-03-09T13:15:52Z
http://eprints.imtlucca.it/id/eprint/3998
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3998
2018-03-09T13:15:51Z
The double role of GDP in shaping the structure of the International Trade Network
The International Trade Network (ITN) is the network formed by trade relationships between world countries. The complex structure of the ITN impacts important economic processes such as globalization, competitiveness, and the propagation of instabilities. Modeling the structure of the ITN in terms of simple macroeconomic quantities is therefore of paramount importance. While traditional macroeconomics has mainly used the Gravity Model to characterize the magnitude of trade volumes, modern network theory has predominantly focused on modeling the topology of the ITN. Combining these two complementary approaches is still an open problem. Here we review these approaches and emphasize the double role played by GDP in empirically determining both the existence and the volume of trade linkages. Moreover, we discuss a unified model that exploits these patterns and uses only the GDP as the relevant macroeconomic factor for reproducing both the topology and the link weights of the ITN.
Assaf Almog
Tiziano Squartini
tiziano.squartini@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2018-03-09T13:13:21Z
2018-03-09T13:13:21Z
http://eprints.imtlucca.it/id/eprint/3997
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3997
2018-03-09T13:13:21Z
Uncovering functional brain signature via random matrix theory
The brain is organized in a modular way, serving multiple functionalities. This multiplicity requires that both positive (e.g. excitatory, phase-coherent) and negative (e.g. inhibitory, phase-opposing) interactions take place across brain modules. Unfortunately, most methods to detect modules from time series either neglect or convert to positive any measured negative correlation. This may leave a significant part of the sign-dependent functional structure undetected. Here we present a novel method, based on random matrix theory, for the identification of sign-dependent modules in the brain. Our method filters out the joint effects of local (unit-specific) noise and global (system-wide) dependencies that empirically obfuscate such structure. The method is guaranteed to identify an optimally contrasted functional `signature', i.e. a partition into modules that are positively correlated internally and negatively correlated across. The method is purely data-driven, does not use any arbitrary threshold or network projection, and outputs only statistically significant structure. In measurements of neuronal gene expression in the biological clock of mice, the method systematically uncovers two otherwise undetectable, negatively correlated modules whose relative size and mutual interaction strength are found to depend on photoperiod. The neurons alternating between the two modules define a candidate region of functional plasticity for circadian modulation.
Assaf Almog
Ori Roethler
Renate Buijink
Stephan Michel
Johanna H Meijer
Jos H T Rohling
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2018-03-09T13:10:49Z
2018-03-09T13:10:49Z
http://eprints.imtlucca.it/id/eprint/3996
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3996
2018-03-09T13:10:49Z
Complexity in Neural and Financial Systems: From Time-Series to Networks (editorial)
Tiziano Squartini
tiziano.squartini@imtlucca.it
Andrea Gabrielli
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Tommaso Gili
Angelo Bifone
Fabio Caccioli
2018-03-09T13:08:26Z
2018-03-09T13:08:26Z
http://eprints.imtlucca.it/id/eprint/3995
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3995
2018-03-09T13:08:26Z
Ultrametricity increases the predictability of cultural dynamics
A quantitative understanding of societies requires useful combinations of empirical data and mathematical models. Models of cultural dynamics aim at explaining the emergence of culturally homogeneous groups through social influence. Traditionally, the initial cultural traits of individuals are chosen uniformly at random, the emphasis being on characterizing the model outcomes that are independent of these (`annealed') initial conditions. Here, motivated by an increasing interest in forecasting social behavior in the real world, we reverse the point of view and focus on the effect of specific (`quenched') initial conditions, including those obtained from real data, on the final cultural state. We study the predictability, rigorously defined in an information-theoretic sense, of the \emphsocial content of the final cultural groups (i.e. who ends up in which group) from the knowledge of the initial cultural traits. We find that, as compared to random and shuffled initial conditions, the hierarchical ultrametric-like organization of empirical cultural states significantly increases the predictability of the final social content by largely confining cultural convergence within the lower levels of the hierarchy. Moreover, predictability correlates with the compatibility of short-term social coordination and long-term cultural diversity, a property that has been recently found to be strong and robust in empirical data. We also introduce a null model generating initial conditions that retain the ultrametric representation of real data. Using this ultrametric model, predictability is highly enhanced with respect to the random and shuffled cases, confirming the usefulness of the empirical hierarchical organization of culture for forecasting the outcome of social influence models.
Alexandru-Ionut Babeanu
Jorinde van de Vis
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2018-03-08T17:16:02Z
2018-03-08T17:16:02Z
http://eprints.imtlucca.it/id/eprint/3977
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3977
2018-03-08T17:16:02Z
Evidence for Mixed Rationalities in Preference Formation
Understanding the mechanisms underlying the formation of cultural traits is an open challenge. This is intimately connected to
cultural dynamics, which has been the focus of a variety of quantitative models. Recent studies have emphasized the importance of
connecting thosemodels to empirically accessible snapshots of cultural dynamics. In particular, it has been suggested that empirical
cultural states, which differ systematically from randomized counterparts, exhibit properties that are universally present. Hence, a
question about the mechanism responsible for the observed patterns naturally arises. This study proposes a stochastic structural
model for generating cultural states that retain those robust empirical properties. One ingredient of the model assumes that every
individual’s set of traits is partly dictated by one of several universal “rationalities,” informally postulated by several social science
theories.The second, new ingredient assumes that, apart from a dominant rationality, each individual also has a certain exposure
to the other rationalities. It is shown that both ingredients are required for reproducing the empirical regularities. This suggests
that the effects of cultural dynamics in the real world can be described as an interplay of multiple, mixing rationalities, providing
indirect evidence for the class of social science theories postulating such a mixing.
Alexandru-Ionuț Băbeanu
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2018-01-16T09:53:09Z
2018-01-16T09:53:09Z
http://eprints.imtlucca.it/id/eprint/3859
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3859
2018-01-16T09:53:09Z
A Complex Network Approach for the Estimation of the Energy Demand of Electric Mobility
We study how renewable energy impacts regional infrastructures considering the full deployment of electric mobility at that scale. We use the Sardinia Island in Italy as a paradigmatic case study of a semi-closed system both by energy and mobility point of view. Human mobility patterns are estimated by means of census data listing the mobility dynamics of about 700,000 vehicles, the energy demand is estimated by modeling the charging behavior of electric vehicle owners. Here we show that current renewable energy production of Sardinia is able to sustain the commuter mobility even in the theoretical case of a full switch from internal combustion vehicles to electric ones. Centrality measures from network theory on the reconstructed network of commuter trips allows to identify the most important areas (hubs) involved in regional mobility. The analysis of the expected energy flows reveals long-range effects on infrastructures outside metropolitan areas and points out that the most relevant unbalances are caused by spatial segregation between production and consumption areas. Finally, results suggest the adoption of planning actions supporting the installation of renewable energy plants in areas mostly involved by the commuting mobility, avoiding spatial segregation between consumption and generation areas.
Mario Mureddu
Angelo Facchini
angelo.facchini@imtlucca.it
Antonio Scala
Guido Caldarelli
guido.caldarelli@imtlucca.it
Alfonso Damiano
2018-01-15T08:04:11Z
2018-01-15T08:04:11Z
http://eprints.imtlucca.it/id/eprint/3857
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3857
2018-01-15T08:04:11Z
Spatio-Temporal Patterns of the International Merger and Acquisition Network
This paper analyses the world web of mergers and acquisitions (M&As) using a complex network approach. We use data of
M&As to build a temporal sequence of binary and weighted-directed networks for the period 1995-2010 and 224 countries
(nodes) connected according to their M&As flows (links). We study different geographical and temporal aspects of the international
M&A network (IMAN), building sequences of filtered sub-networks whose links belong to specific intervals of distance
or time. Given that M&As and trade are complementary ways of reaching foreign markets, we perform our analysis using
statistics employed for the study of the international trade network (ITN), highlighting the similarities and differences between
the ITN and the IMAN. In contrast to the ITN, the IMAN is a low density network characterized by a persistent giant component
with many external nodes and low reciprocity. Clustering patterns are very heterogeneous and dynamic. High-income
economies are the main acquirers and are characterized by high connectivity, implying that most countries are targets of a few
acquirers. Like in the ITN, geographical distance strongly impacts the structure of the IMAN: link-weights and node degrees
have a non-linear relation with distance, and an assortative pattern is present at short distances.
Marco Duenas
Rossana Mastrandrea
rossana.mastrandrea@imtlucca.it
Matteo Barigozzi
Giorgio Fagiolo
2017-10-31T09:00:18Z
2017-10-31T09:00:18Z
http://eprints.imtlucca.it/id/eprint/3806
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3806
2017-10-31T09:00:18Z
Long-term EVA degradation simulation: climatic zones comparison and possible revision of accelerated tests
Mariacristina Gagliardi
mariacristina.gagliardi@imtlucca.it
Marco Paggi
marco.paggi@imtlucca.it
2017-10-31T08:52:42Z
2017-11-29T12:57:03Z
http://eprints.imtlucca.it/id/eprint/3823
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3823
2017-10-31T08:52:42Z
Time-and Solvent-Dependent Self-Assembly of Photochromic Crystallites
Molecular self-assembly provides complex structures and enables the tuning of system features on the nanoscale. Guided assembly, induced by external stimuli, gives hierarchical but static arrangements, limiting the exploitation in several fields. A dynamic arrangement can confer improved and smarter properties, but adaptive self-assembly requires new molecules and the knowledge of kinetics effects. The interest in adaptive self-assembly is constantly growing and comprises environmental-, chemical-, and field-adaptive molecules. Thus reversible adaptive self-assembly systems, which can be build and destroyed for several times, attract large attention. To contribute in this field, we report the particular post-solvato-control on solid habit morphology of the vinyl-terminated spiropyran derivative named 1-(5-hexenyl)-3,3-dimethyl-6′-nitro-1,3-dihydrospiro[2H-indole-2,2′-[2H][1]benzopyran. For this molecule, the formation of supramolecular structures is solvent- and time-governed and exhibited reversible isomerization upon UV irradiation. We observed different solid habits by varying solvent polarity as well as an increasing degree of arrangement with time. Light-induced precipitation in nonpolar solvent afforded spherical merocyanine aggregates under mild conditions. This example of kinetics-controlled photochromic system has the potential to drive toward adaptive and dynamic self-assembly systems, with application in material science and for polymer functionalization.
Mariacristina Gagliardi
mariacristina.gagliardi@imtlucca.it
Francesca Pignatelli
Virgilio Mattoli
2017-09-28T06:29:05Z
2017-09-28T06:29:05Z
http://eprints.imtlucca.it/id/eprint/3811
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3811
2017-09-28T06:29:05Z
Evolution of fatigue damage in flexible photovoltaic modules
Claudia Borri
claudia.borri@imtlucca.it
Mariacristina Gagliardi
mariacristina.gagliardi@imtlucca.it
Marco Paggi
marco.paggi@imtlucca.it
2017-08-07T10:39:49Z
2018-03-08T16:56:22Z
http://eprints.imtlucca.it/id/eprint/3763
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3763
2017-08-07T10:39:49Z
A generation-attraction model for renewable energy flows in Italy: A complex network approach
In recent years, in Italy, the trend of the electricity demand and the need to connect a large number of renewable energy power generators to the power-grid, developed a novel type of energy transmission/distribution infrastructure. The Italian Transmission System Operator (TSO) and the Distribution System Operator (DSO), worked on a new infrastructural model, based on electronic meters and information technology. In pursuing this objective it is crucial importance to understand how even more larger shares of renewable energy can be fully integrated, providing a constant and reliable energy background over space and time. This is particularly true for intermittent sources as photovoltaic installations due to the fine-grained distribution of them across the Country. In this work we use an over-simplified model to characterize the Italian power grid as a graph whose nodes are Italian municipalities and the edges cross the administrative boundaries between a selected municipality and its first neighbours, following a Delaunay triangulation. Our aim is to describe the power flow as a diffusion process over a network, and using open data on the solar irradiation at the ground level, we estimate the production of photovoltaic energy in each node. An attraction index was also defined using demographic data, in accordance with average per capita energy consumption data. The available energy on each node was calculated by finding the stationary state of a generation-attraction model.
Luca Valori
Giovanni Luca Giannuzzi
Angelo Facchini
angelo.facchini@imtlucca.it
Tiziano Squartini
tiziano.squartini@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Riccardo Basosi
2017-08-04T11:01:58Z
2017-08-04T11:01:58Z
http://eprints.imtlucca.it/id/eprint/3754
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3754
2017-08-04T11:01:58Z
Model-based evaluation of scientific impact indicators
Using bibliometric data artificially generated through a model of citation dynamics calibrated on empirical data, we compare several indicators for the scientific impact of individual researchers. The use of such a controlled setup has the advantage of avoiding the biases present in real databases, and it allows us to assess which aspects of the model dynamics and which traits of individual researchers a particular indicator actually reflects. We find that the simple average citation count of the authored papers performs well in capturing the intrinsic scientific ability of researchers, regardless of the length of their career. On the other hand, when productivity complements ability in the evaluation process, the notorious h and g indices reveal their potential, yet their normalized variants do not always yield a fair comparison between researchers at different career stages. Notably, the use of logarithmic units for citation counts allows us to build simple indicators with performance equal to that of h and g. Our analysis may provide useful hints for a proper use of bibliometric indicators. Additionally, our framework can be extended by including other aspects of the scientific production process and citation dynamics, with the potential to become a standard tool for the assessment of impact metrics.
Matúš Medo
Giulio Cimini
giulio.cimini@imtlucca.it
2017-08-04T10:38:09Z
2018-03-08T16:56:04Z
http://eprints.imtlucca.it/id/eprint/3749
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3749
2017-08-04T10:38:09Z
Network reconstruction via density sampling
Reconstructing weighted networks from partial information is necessary in many important circumstances, e.g. for a correct estimation of systemic risk. It has been shown that, in order to achieve an accurate reconstruction, it is crucial to reliably replicate the empirical degree sequence, which is however unknown in many realistic situations. More recently, it has been found that the knowledge of the degree sequence can be replaced by the knowledge of the strength sequence, which is typically accessible, complemented by that of the total number of links, thus considerably relaxing the observational requirements. Here we further relax these requirements and devise a procedure valid when even the the total number of links is unavailable. We assume that, apart from the heterogeneity induced by the degree sequence itself, the network is homogeneous, so that its (global) link density can be estimated by sampling subsets of nodes with representative density. We show that the best way of sampling nodes is the random selection scheme, any other procedure being biased towards unrealistically large, or small, link densities. We then introduce our core technique for reconstructing both the topology and the link weights of the unknown network in detail. When tested on real economic and financial data sets, our method achieves a remarkable accuracy and is very robust with respect to the sampled subsets, thus representing a reliable practical tool whenever the available topological information is restricted to small portions of nodes.
Tiziano Squartini
tiziano.squartini@imtlucca.it
Giulio Cimini
giulio.cimini@imtlucca.it
Andrea Gabrielli
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2017-08-04T08:43:58Z
2017-08-04T08:43:58Z
http://eprints.imtlucca.it/id/eprint/3738
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3738
2017-08-04T08:43:58Z
River Networks and Optimal Channel Networks
River networks represent a perfect example of a physical
phenomenon that can be described by means of graph theory.
Water collected by rainfall flows from one point to another
one (downstream) in the river basin creates a spanning (water
flows uniformly on the terrain and therefore from every point
of the basin we have water flow) tree (water cannot flow uphill).
Rivers on Earth and even those that might have been
present on Mars all display similar statistical properties
thereby calling for a model based on basic properties.
A class of models named Optimal Channel Networks (OCN) derive
the final configuration by minimising a given cost function.
The physical inspiration for the minimization problem traces
back to the ideas of Nobel laureate Prigogine on a general
theory of irreversible processes in open dissipative systems.
Actually, theoretical results from OCN allowed to provide an
explanation to universal allometric behaviour in a variety
of different physical situations from species distribution to food webs optimisation alternative to the traditional
approach. In the specific case of river networks, the OCN
model postulates that the total gravitational energy loss in the
system is minimised. Empirical and theoretical works focus
generally on two dimensional case, while recently (inspired by
vascular systems) also the three dimensional case has been
analysed.
Here we devise some new analytical results that illustrate
the role and the properties of the structure that minimises
the cost function proposed in the ABM and we also provide
some insight about the structure of the absolute minimum by varying some of the parameters of the model. In what follows we will give a theoretical characterization of river networks and provide a simple rule to distinguish spanning trees from natural river trees. Furthermore, we extend the study of OCNs embedded on a lattice finding a lower and upper bound for the energy of an OCN in any dimension D.
Paul Balister
Jószef Balogh
Béla Bollobás
Guido Caldarelli
guido.caldarelli@imtlucca.it
Rossana Mastrandrea
rossana.mastrandrea@imtlucca.it
Rob Morris
2017-08-04T07:29:15Z
2017-08-04T07:29:15Z
http://eprints.imtlucca.it/id/eprint/3737
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3737
2017-08-04T07:29:15Z
Who's who in global value chains? A weighted
network approach
This paper represents global value chains (GVCs) as weighted networks of foreign value
added in exports, which allows for the identification of the specific roles of countries and
for the quantification of their relative importance over time. A major structural change
occurred in the beginning of the century as GVCs steadily turned into global networks,
amid an unprecedented growth of value-added flows and the rise of China as a major
player. First-order network metrics highlight the vital but also distinct roles of Germany,
the US, China and Japan in the international organisation of production. Germany is very relevant both as a user and as a supplier of foreign inputs, while the US acts mostly as a supplier of value added to other countries. Second-order properties of networks shed light on the complex architecture of GVCs, notably in terms of cyclical triangular relationships. Germany's GVCs mostly root in direct relationships, while Japanese ones typically involve more than two countries.
João Amador
Sónia Cabral
Rossana Mastrandrea
rossana.mastrandrea@imtlucca.it
Franco Ruzzenenti
2017-08-03T07:18:17Z
2017-08-03T07:18:17Z
http://eprints.imtlucca.it/id/eprint/3732
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3732
2017-08-03T07:18:17Z
Organization and hierarchy of the human functional brain network lead to a chain-like core
The brain is a paradigmatic example of a complex system: its functionality emerges as a global property of local mesoscopic and microscopic interactions. Complex network theory allows to elicit the functional architecture of the brain in terms of links (correlations) between nodes (grey matter regions) and to extract information out of the noise. Here we present the analysis of functional magnetic resonance imaging data from forty healthy humans at rest for the investigation of the basal scaffold of the functional brain network organization. We show how brain regions tend to coordinate by forming ahighly hierarchical chain-like structure of homogeneously clustered anatomical areas. A maximum spanning tree approach revealed the centrality of the occipital cortex and the peculiar aggregation of
cerebellar regions to form a closed core. We also report the hierarchy of network segregation and the level of clusters integration as a function of the connectivity strength between brain regions.
Rossana Mastrandrea
rossana.mastrandrea@imtlucca.it
Andrea Gabrielli
Fabrizio Piras
Gianfranco Spalletta
Guido Caldarelli
guido.caldarelli@imtlucca.it
Tommaso Gili
2016-10-04T12:24:38Z
2016-10-04T12:24:38Z
http://eprints.imtlucca.it/id/eprint/3555
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3555
2016-10-04T12:24:38Z
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics
The new digital revolution of big data is deeply changing our capability of understanding society and forecasting the outcome of many social and economic systems. Unfortunately, information can be very heterogeneous in the importance, relevance, and surprise it conveys, affecting severely the predictive power of semantic and statistical methods. Here we show that the aggregation of web users’ behavior can be elicited to overcome this problem in a hard to predict complex system, namely the financial market. Specifically, our in-sample analysis shows that the combined use of sentiment analysis of news and browsing activity of users of Yahoo! Finance greatly helps forecasting intra-day and daily price changes of a set of 100 highly capitalized US stocks traded in the period 2012–2013. Sentiment analysis or browsing activity when taken alone have very small or no predictive power. Conversely, when considering a news signal where in a given time interval we compute the average sentiment of the clicked news, weighted by the number of clicks, we show that for nearly 50% of the companies such signal Granger-causes hourly price returns. Our result indicates a “wisdom-of-the-crowd” effect that allows to exploit users’ activity to identify and weigh properly the relevant and surprising news, enhancing considerably the forecasting power of the news sentiment.
Wei-Xing Zhou
Gabriele Ranco
gabriele.ranco@imtlucca.it
Ilaria Bordino
Giacomo Bormetti
Guido Caldarelli
guido.caldarelli@imtlucca.it
Fabrizio Lillo
Michele Treccani
2016-10-04T11:19:22Z
2016-10-04T11:19:22Z
http://eprints.imtlucca.it/id/eprint/3554
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3554
2016-10-04T11:19:22Z
Users Polarization on Facebook and Youtube
On social media algorithms for content promotion, accounting for users preferences, might limit the exposure to unsolicited contents. In this work, we study how the same contents (videos) are consumed on different platforms -- i.e. Facebook and YouTube -- over a sample of 12M of users. Our findings show that the same content lead to the formation of echo chambers, irrespective of the online social network and thus of the algorithm for content promotion. Finally, we show that the users' commenting patterns are accurate early predictors for the formation of echo-chambers.
Alessandro Bessi
Fabiana Zollo
fabiana.zollo@imtlucca.it
Michela Del Vicario
michela.delvicario@imtlucca.it
Michelangelo Puliga
michelangelo.puliga@imtlucca.it
Antonio Scala
Guido Caldarelli
guido.caldarelli@imtlucca.it
Brian Uzzi
Walter Quattrociocchi
walter.quattrociocchi@imtlucca.it
2016-10-04T11:13:27Z
2016-10-04T11:13:27Z
http://eprints.imtlucca.it/id/eprint/3553
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3553
2016-10-04T11:13:27Z
Hierarchical organization of functional connectivity in the mouse brain: a complex network approach
This paper represents a contribution to the study of the brain functional connectivity from the perspective of complex networks theory. More specifically, we apply graph theoretical analyses to provide evidence of the modular structure of the mouse brain and to shed light on its hierarchical organization. We propose a novel percolation analysis and we apply our approach to the analysis of a resting-state functional MRI data set from 41 mice. This approach reveals a robust hierarchical structure of modules persistent across different subjects. Importantly, we test this approach against a statistical benchmark (or null model) which constrains only the distributions of empirical correlations. Our results unambiguously show that the hierarchical character of the mouse brain modular structure is not trivially encoded into this lower-order constraint. Finally, we investigate the modular structure of the mouse brain by computing the Minimal Spanning Forest, a technique that identifies subnetworks characterized by the strongest internal correlations. This approach represents a faster alternative to other community detection methods and provides a means to rank modules on the basis of the strength of their internal edges.
Giampiero Bardella
Angelo Bifone
Andrea Gabrielli
Alessandro Gozzi
Tiziano Squartini
tiziano.squartini@imtlucca.it
2016-10-04T10:57:25Z
2016-10-04T11:02:28Z
http://eprints.imtlucca.it/id/eprint/3552
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3552
2016-10-04T10:57:25Z
The price of complexity in financial networks
Financial institutions form multilayer networks by engaging in contracts with each other and by holding exposures to common assets. As a result, the default probability of one institution depends on the default probability of all of the other institutions in the network. Here, we show how small errors on the knowledge of the network of contracts can lead to large errors in the probability of systemic defaults. From the point of view of financial regulators, our findings show that the complexity of financial networks may decrease the ability to mitigate systemic risk, and thus it may increase the social cost of financial crises.
Stefano Battiston
Guido Caldarelli
guido.caldarelli@imtlucca.it
Robert M. May
Tarik Roukny
Joseph E. Stiglitz
2016-10-04T10:46:24Z
2016-10-04T10:46:24Z
http://eprints.imtlucca.it/id/eprint/3551
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3551
2016-10-04T10:46:24Z
Statistically validated network of portfolio overlaps and systemic risk
Common asset holding by financial institutions, namely portfolio overlap, is nowadays regarded as an important channel for financial contagion with the potential to trigger fire sales and thus severe losses at the systemic level. In this paper we propose a method to assess the statistical significance of the overlap between pairs of heterogeneously diversified portfolios, which then allows us to build a validated network of financial institutions where links indicate potential contagion channels due to realized portfolio overlaps. The method is implemented on a historical database of institutional holdings ranging from 1999 to the end of 2013, but can be in general applied to any bipartite network where the presence of similar sets of neighbors is of interest. We find that the proportion of validated network links (i.e., of statistically significant overlaps) increased steadily before the 2007-2008 global financial crisis and reached a maximum when the crisis occurred. We argue that the nature of this measure implies that systemic risk from fire sales liquidation was maximal at that time. After a sharp drop in 2008, systemic risk resumed its growth in 2009, with a notable acceleration in 2013, reaching levels not seen since 2007. We finally show that market trends tend to be amplified in the portfolios identified by the algorithm, such that it is possible to have an informative signal about financial institutions that are about to suffer (enjoy) the most significant losses (gains).
Stanislao Gualdi
Giulio Cimini
giulio.cimini@imtlucca.it
Kevin Primicerio
Riccardo Di Clemente
Damien Challet
2016-10-04T10:38:55Z
2016-10-04T10:38:55Z
http://eprints.imtlucca.it/id/eprint/3550
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3550
2016-10-04T10:38:55Z
Pathways towards instability in financial networks
There is growing consensus that processes of market integration and risk diversification may come at the price of more systemic risk. Indeed, financial institutions are interconnected in a network of contracts where distress can either be amplified or dampened. However, a mathematical understanding of instability in relation to the network topology is still lacking. In a model financial network, we show that the origin of instability resides in the presence of specific types of cyclical structures, regardless of many of the details of the distress propagation mechanism. In particular, we show the existence of trajectories in the space of graphs along which a complex network turns from stable to unstable, although at each point along the trajectory its nodes satisfy constraints that would apparently make them individually stable. In the financial context, our findings have important implications for policies aimed at increasing financial stability. We illustrate the propositions on a sample dataset for the top 50 EU listed banks between 2008 and 2013. More in general, our results shed light on previous findings on the instability of model ecosystems and are relevant for a broad class of dynamical processes on complex networks.
Marco Bardoscia
Stefano Battiston
Fabio Caccioli
Guido Caldarelli
guido.caldarelli@imtlucca.it
2016-10-04T10:25:49Z
2016-10-04T10:25:49Z
http://eprints.imtlucca.it/id/eprint/3549
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3549
2016-10-04T10:25:49Z
Cascades in interdependent flow networks
In this manuscript, we investigate the abrupt breakdown behavior of coupled distribution grids under load growth. This scenario mimics the ever-increasing customer demand and the foreseen introduction of energy hubs interconnecting the different energy vectors. We extend an analytical model of cascading behavior due to line overloads to the case of interdependent networks and find evidence of first order transitions due to the long-range nature of the flows. Our results indicate that the foreseen increase in the couplings between the grids has two competing effects: on the one hand, it increases the safety region where grids can operate without withstanding systemic failures; on the other hand, it increases the possibility of a joint systems’ failure.
Antonio Scala
Pier Giorgio De Sanctis Lucentini
Guido Caldarelli
guido.caldarelli@imtlucca.it
Gregorio D’Agostino
2016-10-04T10:15:14Z
2016-10-04T10:15:14Z
http://eprints.imtlucca.it/id/eprint/3548
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3548
2016-10-04T10:15:14Z
Concurrent enhancement of percolation and synchronization in adaptive networks
Co-evolutionary adaptive mechanisms are not only ubiquitous in nature, but also beneficial for the functioning of a variety of systems. We here consider an adaptive network of oscillators with a stochastic, fitness-based, rule of connectivity, and show that it self-organizes from fragmented and incoherent states to connected and synchronized ones. The synchronization and percolation are associated to abrupt transitions, and they are concurrently (and significantly) enhanced as compared to the non-adaptive case. Finally we provide evidence that only partial adaptation is sufficient to determine these enhancements. Our study, therefore, indicates that inclusion of simple adaptive mechanisms can efficiently describe some emergent features of networked systems' collective behaviors, and suggests also self-organized ways to control synchronization and percolation in natural and social systems.
Young-Ho Eom
youngho.eom@imtlucca.it
Stefano Boccaletti
Guido Caldarelli
guido.caldarelli@imtlucca.it
2016-06-28T13:34:12Z
2016-06-28T13:34:12Z
http://eprints.imtlucca.it/id/eprint/3508
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3508
2016-06-28T13:34:12Z
How to estimate epidemic risk from incomplete contact
diaries data?
Social interactions shape the patterns of spreading processes in a population. Techniques such as diaries or proximity sensors allow to collect data about encounters and to build networks of contacts
between individuals. The contact networks obtained from these different techniques are however quantitatively different. Here, we first show how these discrepancies affect the prediction of the
epidemic risk when these data are fed to numerical models of epidemic spread: low participation rate, under-reporting of contacts and overestimation of contact durations in contact diaries with
respect to sensor data determine indeed important differences in the outcomes of the corresponding simulations with for instance an enhanced sensitivity to initial conditions. Most importantly, we
investigate if and how information gathered from contact diaries can be used in such simulations in order to yield an accurate description of the epidemic risk, assuming that data from sensors represent the ground truth. The contact networks built from contact sensors and diaries present indeed several structural similarities: this suggests the possibility to construct, using only the contact diary network information, a surrogate contact network such that simulations using this surrogate network give the same estimation of the epidemic risk as simulations using the contact sensor network. We present and compare several methods to build such surrogate data, and show
that it is indeed possible to obtain a good agreement between the outcomes of simulations using surrogate and sensor data, as long as the contact diary information is complemented by publicly
available data describing the heterogeneity of the durations of human contacts.
Rossana Mastrandrea
rossana.mastrandrea@imtlucca.it
Alain Barrat
2016-05-20T11:37:46Z
2016-06-30T12:58:47Z
http://eprints.imtlucca.it/id/eprint/3486
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3486
2016-05-20T11:37:46Z
A foraminiferal δ18O record covering the last 2,200 years
Thanks to the precise core dating and the high sedimentation rate of the drilling site (Gallipoli Terrace, Ionian Sea) we were able to measure a foraminiferal δ18O series covering the last 2,200 years with a time resolution shorter than 4 years. In order to support the quality of this data-set we link the δ18O values measured in the foraminifera shells to temperature and salinity measurements available for the last thirty years covered by the core. Moreover, we describe in detail the dating procedures based on the presence of volcanic markers along the core and on the measurement of 210Pb and 137Cs activity in the most recent sediment layers. The high time resolution allows for detecting a δ18O decennial-scale oscillation, together with centennial and multicentennial components. Due to the dependence of foraminiferal δ18O on environmental conditions, these oscillations can provide information about temperature and salinity variations in past millennia. The strategic location of the drilling area makes this record a unique tool for climate and oceanographic studies of the Central Mediterranean.
Carla Taricco
Silvia Maria Alessio
Sara Rubinetti
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
Salvatore Mancuso
2016-04-07T09:17:11Z
2016-04-07T09:17:11Z
http://eprints.imtlucca.it/id/eprint/3392
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3392
2016-04-07T09:17:11Z
Bootstrapping Topological Properties and Systemic Risk of Complex Networks Using the Fitness Model
In this paper we present a novel method to reconstruct global topological properties of a complex network starting from limited information. We assume to know for all the nodes a non-topological quantity that we interpret as fitness. In contrast, we assume to know the degree, i.e. the number of connections, only for a subset of the nodes in the network. We then use a fitness model, calibrated on the subset of nodes for which degrees are known, in order to generate ensembles of networks. Here, we focus on topological properties that are relevant for processes of contagion and distress propagation in networks, i.e. network density and k-core structure, and
Nicolò Musmeci
Stefano Battiston
Guido Caldarelli
guido.caldarelli@imtlucca.it
Michelangelo Puliga
michelangelo.puliga@imtlucca.it
Andrea Gabrielli
2016-04-07T09:10:32Z
2016-04-07T09:10:32Z
http://eprints.imtlucca.it/id/eprint/3390
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3390
2016-04-07T09:10:32Z
Competitors' communities and taxonomy of products according to export fluxes
In this paper we use Complex Network Theory to quantitatively characterize and synthetically describe the complexity of trade between nations. In particular, we focus our attention on export fluxes. Starting from the bipartite countries-products network defined by export fluxes, we define two complementary graphs projecting the original network on countries and products respectively. We define, in both cases, a distance matrix amongst countries and products. Specifically, two countries are similar if they export similar products. This relationship can be quantified by building the Minimum Spanning Tree and the Minimum Spanning Forest from the distance matrices for products and countries. Through this simple and scalable method we are also able to carry out a community analysis. It is not gone unnoticed that in this way we can produce an effective categorization for products providing several advantages with respect to traditional classifications of COMTRADE 1. Finally, the forests of countries allows for the detection of competitors' community and for the analysis of the evolution of these communities.
Matthieu Cristelli
Andrea Tacchella
Andrea Gabrielli
Luciano Pietronero
Antonio Scala
Guido Caldarelli
guido.caldarelli@imtlucca.it
2016-03-15T08:52:08Z
2016-03-18T11:01:35Z
http://eprints.imtlucca.it/id/eprint/3232
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3232
2016-03-15T08:52:08Z
Contribution of Tore Supra in preparation of ITER
Tore Supra routinely addresses the physics and technology of very long-duration plasma discharges, thus bringing precious information on critical issues of long pulse operation of ITER. A new ITER relevant lower hybrid current drive (LHCD) launcher has allowed coupling to the plasma a power level of 2.7 MW for 78 s, corresponding to a power density close to the design value foreseen for an ITER LHCD system. In accordance with the expectations, long distance (10 cm) power coupling has been obtained. Successive stationary states of the plasma current profile have been controlled in real-time featuring (i) control of sawteeth with varying plasma parameters, (ii) obtaining and sustaining a 'hot core' plasma regime, (iii) recovery from a voluntarily triggered deleterious magnetohydrodynamic regime. The scrape-off layer (SOL) parameters and power deposition have been documented during L-mode ramp-up phase, a crucial point for ITER before the X-point formation. Disruption mitigation studies have been conducted with massive gas injection, evidencing the difference between He and Ar and the possible role of the q = 2 surface in limiting the gas penetration. ICRF assisted wall conditioning in the presence of magnetic field has been investigated, culminating in the demonstration that this conditioning scheme allows one to recover normal operation after disruptions. The effect of the magnetic field ripple on the intrinsic plasma rotation has been studied, showing the competition between turbulent transport processes and ripple toroidal friction. During dedicated dimensionless experiments, the effect of varying the collisionality on turbulence wavenumber spectra has been documented, giving new insight into the turbulence mechanism. Turbulence measurements have also allowed quantitatively comparing experimental results with predictions by 5D gyrokinetic codes: numerical results simultaneously match the magnitude of effective heat diffusivity, rms values of density fluctuations and wavenumber spectra. A clear correlation between electron temperature gradient and impurity transport in the very core of the plasma has been observed, strongly suggesting the existence of a threshold above which transport is dominated by turbulent electron modes. Dynamics of edge turbulent fluctuations has been studied by correlating data from fast imaging cameras and Langmuir probes, yielding a coherent picture of transport processes involved in the SOL. Corrections were made to this article on 6 January 2012. Some of the letters in the text were missing.
B. Saoutic
J. Abiteboul
L. Allegretti
S. Allfrey
J.M. Ané
T. Aniel
A. Argouarch
J.F. Artaud
M.H. Aumenier
S. Balme
V. Basiuk
O. Baulaigue
P. Bayetti
A. Bécoulet
M. Bécoulet
M.S. Benkadda
F. Benoit
G. Berger-by
J.M. Bernard
B. Bertrand
P. Beyer
A. Bigand
J. Blum
D. Boilson
G. Bonhomme
H. Bottollier-Curtet
C. Bouchand
F. Bouquey
C. Bourdelle
S. Bourmaud
C. Brault
S. Brémond
C. Brosset
J. Bucalossi
Y. Buravand
P. Cara
V. Catherine-Dumont
A. Casati
M. Chantant
M. Chatelier
G. Chevet
D. Ciazynski
G. Ciraolo
F. Clairet
M. Coatanea-Gouachet
L. Colas
L. Commin
E. Corbel
Y. Corre
X. Courtois
R. Dachicourt
M. Dapena Febrer
M. Davi Joanny
R. Daviot
H. De Esch
Joan Decker
P. Decool
P. Delaporte
E. Delchambre
E. Delmas
L. Delpech
C. Desgranges
P. Devynck
T. Dittmar
L. Doceul
D. Douai
H. Dougnac
J.L. Duchateau
B. Dugué
N. Dumas
R. Dumont
A. Durocher
F.X. Duthoit
A. Ekedahl
D. Elbeze
M. El Khaldi
F. Escourbiac
F. Faisse
G. Falchetto
M. Farge
J.L. Farjon
M. Faury
N. Fedorczak
C. Fenzi-Bonizec
M. Firdaouss
Y. Frauel
X. Garbet
J. Garcia
J.L. Gardarein
L. Gargiulo
P. Garibaldi
E. Gauthier
O. Gaye
A. Géraud
M. Geynet
P. Ghendrih
I. Giacalone
S. Gibert
C. Gil
G. Giruzzi
M. Goniche
V. Grandgirard
C. Grisolia
G. Gros
A. Grosman
R. Guigon
D. Guilhem
B. Guillerminet
R. Guirlet
J. Gunn
O. Gurcan
S. Hacquin
J.C. Hatchressian
P. Hennequin
C. Hernandez
P. Hertout
S. Heuraux
J. Hillairet
G.T. Hoang
C. Honore
M. Houry
T. Hutter
P. Huynh
G. Huysmans
F. Imbeaux
E. Joffrin
J. Johner
L. Jourd'Heuil
Y.S. Katharria
D. Keller
S.H. Kim
M. Kocan
M. Kubic
B. Lacroix
V. Lamaison
G. Latu
Y. Lausenaz
C. Laviron
F. Leroux
L. Letellier
M. Lipa
X. Litaudon
T. Loarer
P. Lotte
S. Madeleine
P. Magaud
P. Maget
R. Magne
L. Manenc
Y. Marandet
G. Marbach
J.L. Maréchal
L. Marfisi
C. Martin
G. Martin
V. Martin
A. Martinez
J.P. Martins
R. Masset
D. Mazon
N. Mellet
L. Mercadier
A. Merle
D. Meshcheriakov
O. Meyer
L. Million
M. Missirlian
P. Mollard
V. Moncada
P. Monier-Garbet
D. Moreau
P. Moreau
Lorenzo Morini
lorenzo.morini@imtlucca.it
M. Nannini
M. Naiim Habib
E. Nardon
H. Nehme
C. Nguyen
S. Nicollet
R. Nouilletas
T. Ohsako
M. Ottaviani
S. Pamela
H. Parrat
P. Pastor
A.L. Pecquet
B. Pégourié
Y. Peysson
I. Porchy
C. Portafaix
M. Preynas
M. Prou
J.M. Raharijaona
N. Ravenel
C. Reux
P. Reynaud
M. Richou
H. Roche
P. Roubin
R. Sabot
F. Saint-Laurent
S. Salasca
F. Samaille
A. Santagiustina
Y. Sarazin
A. Semerok
J. Schlosser
M. Schneider
M. Schubert
F. Schwander
J.L. Ségui
G. Selig
P. Sharma
J. Signoret
A. Simonin
S. Song
E. Sonnendruker
F. Sourbier
P. Spuig
P. Tamain
M. Tena
J.M. Theis
D. Thouvenin
A. Torre
J.M. Travère
E. Tsitrone
J.C. Vallet
E. Van Der Plas
A. Vatry
J.M. Verger
L. Vermare
F. Villecroze
D. Villegas
R. Volpe
K. Vulliez
J. Wagrez
T. Wauters
L. Zani
D. Zarzoso
X.L. Zou
2016-03-15T08:47:07Z
2016-03-15T08:47:07Z
http://eprints.imtlucca.it/id/eprint/3231
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3231
2016-03-15T08:47:07Z
RF current drive and plasma fluctuations
The role played by electron density fluctuations near the plasma edge on rf current drive in tokamaks is assessed quantitatively. For this purpose, a general framework for incorporating density fluctuations in existing modelling tools has been developed. It is valid when rf power absorption takes place far from the fluctuating region of the plasma. The ray-tracing formalism is modified in order to take into account time-dependent perturbations of the density, while the Fokker–Planck solver remains unchanged. The evolution of the electron distribution function in time and space under the competing effects of collisions and quasilinear diffusion by rf waves is determined consistently with the time scale of fluctuations described as a statistical process. Using the ray-tracing code C3PO and the 3D linearized relativistic bounce-averaged Fokker–Planck solver LUKE, the effect of electron density fluctuations on the current driven by the lower hybrid (LH) and the electron cyclotron (EC) waves is estimated quantitatively. A thin fluctuating layer characterized by electron drift wave turbulence at the plasma edge is considered. The effect of fluctuations on the LH wave propagation is equivalent to a random scattering process with a broadening of the poloidal mode spectrum proportional to the level of the perturbation. However, in the multipass regime, the LH current density profile remains sensitive to the ray chaotic behaviour, which is not averaged by fluctuations. The effect of large amplitude fluctuations on the EC driven current is found to be similar to an anomalous radial transport of the fast electrons. The resulting lower current drive efficiency and broader current profile are in
Yves Peysson
Joan Decker
Lorenzo Morini
lorenzo.morini@imtlucca.it
S. Coda
2016-03-15T08:44:33Z
2016-03-18T10:58:52Z
http://eprints.imtlucca.it/id/eprint/3230
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3230
2016-03-15T08:44:33Z
A versatile ray-tracing code for studying rf wave propagation in toroidal magnetized plasmas
A new ray-tracing code named C 3 PO has been developed to study the propagation of arbitrary electromagnetic radio-frequency (rf) waves in magnetized toroidal plasmas. Its structure is designed for maximum flexibility regarding the choice of coordinate system and dielectric model. The versatility of this code makes it particularly suitable for integrated modeling systems. Using a coordinate system that reflects the nested structure of magnetic flux surfaces in tokamaks, fast and accurate calculations inside the plasma separatrix can be performed using analytical derivatives of a spline-Fourier interpolation of the axisymmetric toroidal MHD equilibrium. Applications to reverse field pinch magnetic configuration are also included. The effects of 3D perturbations of the axisymmetric toroidal MHD equilibrium, due to the discreteness of the magnetic coil system or plasma fluctuations in an original quasi-optical approach, are also studied. Using a Runge–Kutta–Fehlberg method for solving the set of ordinary differential equations, the ray-tracing code is extensively benchmarked against analytical models and other codes for lower hybrid and electron cyclotron waves.
Y. Peysson
Joan Decker
Lorenzo Morini
lorenzo.morini@imtlucca.it
2016-02-12T11:34:27Z
2016-02-12T11:34:27Z
http://eprints.imtlucca.it/id/eprint/3059
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3059
2016-02-12T11:34:27Z
Radiotherapy dose enhancement using {BNCT} in conventional {LINACs} high-energy treatment: Simulation and experiment
AbstractAim To employ the thermal neutron background that affects the patient during a traditional high-energy radiotherapy treatment for {BNCT} (Boron Neutron Capture Therapy) in order to enhance radiotherapy effectiveness. Background Conventional high-energy (15–25 MV) linear accelerators (LINACs) for radiotherapy produce fast secondary neutrons in the gantry with a mean energy of about 1 MeV due to (γ, n) reaction. This neutron flux, isotropically distributed, is considered as an unavoidable undesired dose during the treatment. Considering the moderating effect of human body, a thermal neutron fluence is localized in the tumour area: this neutron background could be employed for {BNCT} by previously administering 10B-Phenyl-Alanine (10BPA) to the patient. Materials and methods Monte Carlo simulations (MCNP4B-GN code) were performed to estimate the total amount of neutrons outside and inside human body during a traditional X-ray radiotherapy treatment. Moreover, a simplified tissue equivalent anthropomorphic phantom was used together with bubble detectors for thermal and fast neutron to evaluate the moderation effect of human body. Results Simulation and experimental results confirm the thermal neutron background during radiotherapy of 1.55E07 cm−2 Gy−1. The {BNCT} equivalent dose delivered at 4 cm depth in phantom is 1.5 mGy-eq/Gy, that is about 3 Gy-eq (4 of X-rays dose) for a 70 Gy {IMRT} treatment. Conclusions The thermal neutron component during a traditional high-energy radiotherapy treatment could produce a localized {BNCT} effect, with a localized therapeutic dose enhancement, corresponding to 4 or more of photon dose, following tumour characteristics. This {BNCT} additional dose could thus improve radiotherapy, acting as a localized radio-sensitizer.
Katia Alikaniotis
Oscar Borla
Valeria Monti
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
Alba Zanini
Gianrossano Giannini
2016-02-12T11:30:36Z
2016-04-05T11:54:38Z
http://eprints.imtlucca.it/id/eprint/3058
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3058
2016-02-12T11:30:36Z
Design and simulation of an optimized e-linac based neutron source for {BNCT} research
Abstract The paper is focused on the study of a novel photo-neutron source for {BNCT} preclinical research based on medical electron Linacs. Previous studies by the authors already demonstrated the possibility to obtain a mixed thermal and epithermal neutron flux of the order of 107 cm−2 s−1. This paper investigates possible Linac’s modifications and a new photo-converter design to rise the neutron flux above 5 107 cm−2 s−1, also reducing the gamma contamination.
E. Durisi
Katia Alikaniotis
Oscar Borla
F. Bragato
Mauro Costagli
Gianrossano Giannini
Valeria Monti
L. Visca
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
Alba Zanini
2016-02-12T11:24:59Z
2016-02-12T11:24:59Z
http://eprints.imtlucca.it/id/eprint/3057
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3057
2016-02-12T11:24:59Z
A novel algorithm for the calculation of physical and biological irradiation quantities in scanned ion beam therapy: the beamlet superposition approach
The calculation algorithm of a modern treatment planning system for ion-beam radiotherapy should ideally be able to deal with different ion species (e.g. protons and carbon ions), to provide relative biological effectiveness (RBE) evaluations and to describe different beam lines. In this work we propose a new approach for ion irradiation outcomes computations, the beamlet superposition (BS) model, which satisfies these requirements. This model applies and extends the concepts of previous fluence-weighted pencil-beam algorithms to quantities of radiobiological interest other than dose, i.e. RBE- and LET-related quantities. It describes an ion beam through a beam-line specific, weighted superposition of universal beamlets. The universal physical and radiobiological irradiation effect of the beamlets on a representative set of water-like tissues is evaluated once, coupling the per-track information derived from FLUKA Monte Carlo simulations with the radiobiological effectiveness provided by the microdosimetric kinetic model and the local effect model. Thanks to an extension of the superposition concept, the beamlet irradiation action superposition is applicable for the evaluation of dose, RBE and LET distributions. The weight function for the beamlets superposition is derived from the beam phase space density at the patient entrance. A general beam model commissioning procedure is proposed, which has successfully been tested on the CNAO beam line. The BS model provides the evaluation of different irradiation quantities for different ions, the adaptability permitted by weight functions and the evaluation speed of analitical approaches. Benchmarking plans in simple geometries and clinical plans are shown to demonstrate the model capabilities.
G. Russo
A. Attili
G. Battistoni
D. Bertrand
F. Bourhaleb
F. Cappucci
M. Ciocca
A. Mairani
F. M. Milian
S. Molinelli
M. C. Morone
S. Muraro
T. Orts
V. Patera
P. Sala
E. Schmitt
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
F. Marchetto
2016-01-20T15:45:46Z
2016-04-06T09:41:29Z
http://eprints.imtlucca.it/id/eprint/3027
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/3027
2016-01-20T15:45:46Z
Crack propagation in graphene
The crack initiation and growth mechanisms in an 2D graphene lattice structure are studied based on molecular dynamics simulations. Crack growth in an initial edge crack model in the arm-chair and the zig-zag lattice configurations of graphene are considered. Influence of the time steps on the post yielding behaviour of graphene is studied. Based on the results, a time step of 0.1 fs is recommended for consistent and accurate simulation of crack propagation. Effect of temperature on the crack propagation in graphene is also studied, considering adiabatic and isothermal conditions. Total energy and stress fields are analyzed. A systematic study of the bond stretching and bond reorientation phenomena is performed, which shows that the crack propagates after significant bond elongation and rotation in graphene. Variation of the crack speed with the change in crack length is estimated.
Pattabhi R. Budarapu
pattabhi.budarapu@imtlucca.it
Brahmanandam Javvaji
V. K. Sutrakar
D. Roy Mahapatra
Goangseup Zi
Timon Rabczuk
2015-12-03T15:37:21Z
2018-03-08T17:02:20Z
http://eprints.imtlucca.it/id/eprint/2966
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2966
2015-12-03T15:37:21Z
Optimal Scales in Weighted Networks
The analysis of networks characterized by links with heterogeneous intensity or weight suffers from two long-standing problems of arbitrariness. On one hand, the definitions of topological properties introduced for binary graphs can be generalized in non-unique ways to weighted networks. On the other hand, even when a definition is given, there is no natural choice of the (optimal) scale of link intensities (e.g. the money unit in economic networks). Here we show that these two seemingly independent problems can be regarded as intimately related, and propose a common solution to both. Using a formalism that we recently proposed in order to map a weighted network to an ensemble of binary graphs, we introduce an information-theoretic approach leading to the least biased generalization of binary properties to weighted networks, and at the same time fixing the optimal scale of link intensities. We illustrate our method on various social and economic networks.
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Sebastian E. Ahnert
Thomas M.A. Fink
Guido Caldarelli
guido.caldarelli@imtlucca.it
2015-11-16T15:52:14Z
2015-11-16T15:52:14Z
http://eprints.imtlucca.it/id/eprint/2906
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2906
2015-11-16T15:52:14Z
Patching up II A singularities
In the context of supergravity, the Romans mass is a scalar flux which has been shown to have peculiar properties as avoiding uplifting to M-theory; moreover, in several models it has been used in order to fix moduli. We show that the singularity in SuperGravity due to the O6 plane, that for a vanishing Romas mass is resolved in M-theory, is canceled by the presence of the Romans mass. The result has been obtained using the Generalized Complex Geometry formalism in SuperGravity. The same phenomenon is shown from the gauge theory point of view: the metric near the O6 in the massless case is the moduli space of the Seiberg-Witten model reduced to 3 dimensions. The deformation induced by the Romans mass is introduced by a Chern-Simons term in the Lagrangian.
Fabio Saracco
fabio.saracco@imtlucca.it
2015-11-16T15:47:37Z
2015-11-16T15:47:37Z
http://eprints.imtlucca.it/id/eprint/2905
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2905
2015-11-16T15:47:37Z
Nonlinear matter spectra in coupled quintessence
We consider cosmologies in which a dark-energy scalar field interacts with cold dark matter. The growth of perturbations is followed beyond the linear level by means of the time-renormalization-group method, which is extended to describe a multicomponent matter sector. Even in the absence of the extra interaction, a scale-dependent bias is generated as a consequence of the different initial conditions for baryons and dark matter after decoupling. The effect is enhanced significantly by the extra coupling and can be at the 2%–3% level in the range of scales of baryonic acoustic oscillations. We compare our results with N-body simulations, finding very good agreement.
Fabio Saracco
fabio.saracco@imtlucca.it
M. Pietroni
N. Tetradis
V. Pettorino
G. Robbers
2015-11-16T15:41:42Z
2015-11-16T15:41:42Z
http://eprints.imtlucca.it/id/eprint/2904
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2904
2015-11-16T15:41:42Z
Localized O6-plane solutions with Romans mass
Orientifold solutions have an unphysical region around their source; for the O6, the singularity is resolved in M-theory by the Atiyah-Hitchin metric. Massive IIA, however, does not admit an eleven-dimensional lift, and one wonders what happens to the O6 there. In this paper, we find evidence for the existence of localized (unsmeared) O6 solutions in presence of Romans mass, in the context of four-dimensional compactifications. As a first step, we show that for generic supersymmetric compactifications, the Bianchi identity for the F 4 RR field follows from constancy of F 0. Using this, we find a procedure to deform any O6-D6 Minkowski compactification at first order in F 0. For a single O6, some of the symmetries of the massless solution are broken, but what is left is still enough to obtain a system of ODEs with as many variables as equations. Numerical analysis indicates that Romans mass makes the unphysical region disappear.
Fabio Saracco
fabio.saracco@imtlucca.it
Alessandro Tomasiello
2015-11-16T15:36:27Z
2015-11-16T15:36:27Z
http://eprints.imtlucca.it/id/eprint/2903
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2903
2015-11-16T15:36:27Z
Topological resolution of gauge theory singularities
Some gauge theories with Coulomb branches exhibit singularities in perturbation theory, which are usually resolved by nonperturbative physics. In string theory this corresponds to the resolution of timelike singularities near the core of orientifold planes by effects from F or M theory. We propose a new mechanism for resolving Coulomb branch singularities in three-dimensional gauge theories, based on Chern-Simons interactions. This is illustrated in a supersymmetric SU(2) Yang-Mills-Chern-Simons theory. We calculate the one-loop corrections to the Coulomb branch of this theory and find a result that interpolates smoothly between the high-energy metric (that would exhibit the singularity) and a regular singularity-free low-energy result. We suggest possible applications to singularity resolution in string theory and speculate a relationship to a similar phenomenon for the orientifold six-plane in massive IIA supergravity.
Fabio Saracco
fabio.saracco@imtlucca.it
Alessandro Tomasiello
Gonzalo Torroba
2015-11-16T09:10:37Z
2015-11-16T09:10:37Z
http://eprints.imtlucca.it/id/eprint/2900
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2900
2015-11-16T09:10:37Z
Memory Kernel in the Expertise of Chess Players
In this work we investigate a mechanism for the emergence of long-range time correlations observed in a chronologically ordered database of chess games. We analyze a modified Yule-Simon preferential growth process proposed by Cattuto et al., which includes memory effects by means of a probabilistic kernel. According to the Hurst exponent of different constructed time series from the record of games, artificially generated databases from the model exhibit similar long-range correlations. In addition, the inter-event time frequency distribution is well reproduced by the model for realistic parameter values. In particular, we find the inter-event time distribution properties to be correlated with the expertise of the chess players through the memory kernel extension. Our work provides new information about the strategies implemented by players with different levels of expertise, showing an interesting example of how popularities and long-range correlations build together during a collective learning process.
Ana L. Schaigorodsky
alschaigorodsky@gmail.com
Juan I. Perotti
juanignacio.perotti@imtlucca.it
Orlando V. Billoni
alschaigorodsky@gmail.com
2015-11-16T09:04:49Z
2015-11-16T09:04:49Z
http://eprints.imtlucca.it/id/eprint/2899
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2899
2015-11-16T09:04:49Z
Correlated bursts and the role of memory range
Inhomogeneous temporal processes in natural and social phenomena have been described by bursts that are rapidly occurring events within short time periods alternating with long periods of low activity. In addition to the analysis of heavy-tailed inter-event time distributions, higher-order correlations between inter-event times, called correlated bursts, have been studied only recently. As the possible mechanisms underlying such correlated bursts are far from being fully understood, we devise a simple model for correlated bursts by using a self-exciting point process with variable memory range. Here the probability that a new event occurs is determined by a memory function that is the sum of decaying memories of the past events. In order to incorporate the noise and/or limited memory capacity of systems, we apply two memory loss mechanisms, namely either fixed number or variable number of memories. By using theoretical analysis and numerical simulations we find that excessive amount of memory effect may lead to a Poissonian process, which implies that for memory effect there exists an intermediate range that will generate correlated bursts of magnitude comparable to empirical findings. Hence our results provide deeper understanding of how long-range memory affects correlated bursts.
Hang-Hyun Jo
Juan I. Perotti
juanignacio.perotti@imtlucca.it
Kimmo Kaski
János Kertész
2015-11-06T12:10:19Z
2015-11-06T12:10:19Z
http://eprints.imtlucca.it/id/eprint/2846
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2846
2015-11-06T12:10:19Z
The Role of Taste Affinity in Agent-Based Models for Social Recommendation
In the Internet era, online social media emerged as the main tool for sharing opinions and information among individuals. In this work, we study an adaptive model of a social network where directed links connect users with similar tastes, and over which information propagates through social recommendation. Agent-based simulations of two different artificial settings for modeling user tastes are compared with patterns seen in real data, suggesting that users differing in their scope of interests is a more realistic assumption than users differing only in their particular interests. We further introduce an extensive set of similarity metrics based on users' past assessments, and evaluate their use in the given social recommendation model with both artificial simulations and real data. Superior recommendation performance is observed for similarity metrics that give preference to users with small scope — who thus act as selective filters in social recommendation.
Giulio Cimini
giulio.cimini@imtlucca.it
An Zeng
Matúš Medo
Duanbing Chen
2015-11-06T11:14:47Z
2015-11-06T11:14:47Z
http://eprints.imtlucca.it/id/eprint/2844
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2844
2015-11-06T11:14:47Z
Removing spurious interactions in complex networks
Identifying and removing spurious links in complex networks is meaningful for many real applications and is crucial for improving the reliability of network data, which, in turn, can lead to a better understanding of the highly interconnected nature of various social, biological, and communication systems. In this paper, we study the features of different simple spurious link elimination methods, revealing that they may lead to the distortion of networks’ structural and dynamical properties. Accordingly, we propose a hybrid method that combines similarity-based index and edge-betweenness centrality. We show that our method can effectively eliminate the spurious interactions while leaving the network connected and preserving the network's functionalities.
An Zeng
Giulio Cimini
giulio.cimini@imtlucca.it
2015-11-06T11:09:48Z
2015-11-06T11:09:48Z
http://eprints.imtlucca.it/id/eprint/2843
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2843
2015-11-06T11:09:48Z
Enhancing topology adaptation in information-sharing social networks
The advent of the Internet and World Wide Web has led to unprecedent growth of the information available. People usually face the information overload by following a limited number of sources which best fit their interests. It has thus become important to address issues like who gets followed and how to allow people to discover new and better information sources. In this paper we conduct an empirical analysis of different online social networking sites and draw inspiration from its results to present different source selection strategies in an adaptive model for social recommendation. We show that local search rules which enhance the typical topological features of real social communities give rise to network configurations that are globally optimal. These rules create networks which are effective in information diffusion and resemble structures resulting from real social systems.
Giulio Cimini
giulio.cimini@imtlucca.it
Duanbing Chen
Matúš Medo
Linyuan Lü
Yi-Cheng Zhang
Tao Zhou
2015-11-06T11:01:14Z
2015-11-06T11:01:14Z
http://eprints.imtlucca.it/id/eprint/2840
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2840
2015-11-06T11:01:14Z
Effective mechanism for social recommendation of news
Recommender systems represent an important tool for news distribution on the Internet. In this work we modify a recently proposed social recommendation model in order to deal with no explicit ratings of users on news. The model consists of a network of users which continually adapts in order to achieve an efficient news traffic. To optimize the network’s topology we propose different stochastic algorithms that are scalable with respect to the network’s size. Agent-based simulations reveal the features and the performance of these algorithms. To overcome the resultant drawbacks of each method we introduce two improved algorithms and show that they can optimize the network’s topology almost as fast and effectively as other not-scalable methods that make use of much more information.
Dong Wei
Tao Zhou
Giulio Cimini
giulio.cimini@imtlucca.it
Pei Wu
Weiping Liu
Yi-Cheng Zhang
2015-11-06T10:56:49Z
2016-04-06T10:36:53Z
http://eprints.imtlucca.it/id/eprint/2839
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2839
2015-11-06T10:56:49Z
Heterogeneity, quality, and reputation in an adaptive recommendation model
Recommender systems help people cope with the problem of information overload. A recently proposed adaptive news recommender model [M. Medo, Y.-C. Zhang, T. Zhou, Europhys. Lett. 88, 38005 (2009)] is based on epidemic-like spreading of news in a social network. By means of agent-based simulations we study a “good get richer” feature of the model and determine which attributes are necessary for a user to play a leading role in the network. We further investigate the filtering efficiency of the model as well as its robustness against malicious and spamming behaviour. We show that incorporating user reputation in the recommendation process can substantially improve the outcome.
Giulio Cimini
giulio.cimini@imtlucca.it
Matúš Medo
Tao Zhou
Dong Wei
Yi-Cheng Zhang
2015-11-06T10:51:58Z
2015-11-06T10:51:58Z
http://eprints.imtlucca.it/id/eprint/2838
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2838
2015-11-06T10:51:58Z
Dynamics of movie competition and popularity spreading in recommender systems
We introduce a simple model to study movie competition in recommender systems. Movies of heterogeneous quality compete against each other through viewers’ reviews and generate interesting dynamics at the box office. By assuming mean-field interactions between the competing movies, we show that the runaway effect of popularity spreading is triggered by defeating the average review score, leading to box-office hits: Popularity rises and peaks before fade-out. The average review score thus characterizes the critical movie quality necessary for transition from box-office bombs to blockbusters. The major factors affecting the critical review score are examined. By iterating the mean-field dynamical equations, we obtain qualitative agreements with simulations and real systems in the dynamical box-office forms, revealing the significant role of competition in understanding box-office dynamics.
C. H. Yeung
Giulio Cimini
giulio.cimini@imtlucca.it
C.-H. Jin
2015-11-05T15:07:16Z
2018-03-08T16:58:21Z
http://eprints.imtlucca.it/id/eprint/2836
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2836
2015-11-05T15:07:16Z
Multiplexity and multireciprocity in directed multiplexes
In recent years, the study of multi-layer networks has received much attention. Here, we provide new measures of dependency between directed links across different layers of multiplex networks. We show that this operation requires more than a straightforward extension of the corresponding multiplexity measures that have been developed for undirected multiplexes. In particular, one should take into account the effects of reciprocity, i.e. the tendency of pairs of vertices to establish mutual connections. We extend this quantity to multiplexes and introduce the notion of multireciprocity, defined as the tendency of links in one layer to be reciprocated by links in a different layer. While ordinary reciprocity reduces to a scalar quantity, multireciprocity requires a square matrix generated by all the possible pairs of layers. We introduce multireciprocity metrics valid for both binary and weighted networks and then measure these quantities on the World Trade Multiplex (WTM), representing the import-export relationships between world countries in different products. We show that several pairs of layers exhibit strong multiplexity, an effect which can however be largely encoded into the degree or strength sequences of individual layers. We also find that most pairs of commodities are characterised by positive multireciprocity, and that such values are significantly lower than the usual reciprocity measured on the aggregated network. We finally identify robust empirical patterns that allow us to use the multireciprocity matrix to retrieve the two-layer reciprocated degree (strength) of a node from the ordinary in-degree (in-strength) in a single layer and to reconstruct joint multi-layer connection probabilities from marginal ones, hence bridging the gap between single-layer properties and truly multiplex information.
Valerio Gemmetto
Tiziano Squartini
tiziano.squartini@imtlucca.it
Francesco Picciolo
Franco Ruzzenenti
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T15:04:15Z
2018-03-08T16:57:32Z
http://eprints.imtlucca.it/id/eprint/2835
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2835
2015-11-05T15:04:15Z
Breaking of ensemble equivalence in networks
It is generally believed that, in the thermodynamic limit, the microcanonical description as a function of energy coincides with the canonical description as a function of temperature. However, various examples of systems for which the microcanonical and canonical ensembles are not equivalent have been identified. A complete theory of this intriguing phenomenon is still missing. Here we show that ensemble nonequivalence can manifest itself also in random graphs with topological constraints. We find that, while graphs with a given number of links are ensemble-equivalent, graphs with a given degree sequence are not. This result holds irrespective of whether the energy is nonadditive (as in unipartite graphs) or additive (as in bipartite graphs). In contrast with previous expectations, our results show that: (1) physically, nonequivalence can be induced by an extensive number of local constraints, and not necessarily by long-range interactions or nonadditivity; (2) mathematically, nonquivalence is determined by a different large-deviation behaviour of microcanonical and canonical probabilities for a single microstate, and not necessarily for almost all microstates. The latter criterion, which is entirely local, is not restricted to networks and holds in general
Tiziano Squartini
tiziano.squartini@imtlucca.it
Joey de Mol
Frank den Hollander
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T14:49:22Z
2015-11-05T14:49:22Z
http://eprints.imtlucca.it/id/eprint/2833
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2833
2015-11-05T14:49:22Z
Conformism-driven phases of opinion formation on heterogeneous networks: the q -voter model case
The q -voter model, a variant of the classic voter model, has been analyzed by several authors. While allowing us to study opinion dynamics, this model is also believed to be one of the most representative among the many defined in the wide field of sociophysics. Here, we investigate the consequences of conformity on the consensus reaching process, by numerically simulating a q -voter model with agents behaving either as conformists or nonconformists, embedded on heterogeneous network topologies (as small-world and scale-free). In fact, although it is already known that conformity enhances the reaching of consensus, the related process is often studied only on fully-connected networks, thus strongly limiting our full understanding of it. This paper represents a first step in the direction of analyzing more realistic social models, showing that different opinion formation phases, driven by the conformist agents density, are observable. As a result, we identify threshold values of the density of conformist agents, varying across different topologies and separating different regimes of our system, ranging from a disordered phase, where different opinions coexist, to a gradually more ordered phase, where consensus is eventually reached.
Marco Alberto Javarone
Tiziano Squartini
tiziano.squartini@imtlucca.it
2015-11-05T14:34:43Z
2018-03-08T16:56:43Z
http://eprints.imtlucca.it/id/eprint/2832
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2015-11-05T14:34:43Z
Estimating topological properties of weighted networks from limited information
A problem typically encountered when studying complex systems is the limitedness of the information available on their topology, which hinders our understanding of their structure and of the dynamical processes taking place on them. A paramount example is provided by financial networks, whose data are privacy protected: Banks publicly disclose only their aggregate exposure towards other banks, keeping individual exposures towards each single bank secret. Yet, the estimation of systemic risk strongly depends on the detailed structure of the interbank network. The resulting challenge is that of using aggregate information to statistically reconstruct a network and correctly predict its higher-order properties. Standard approaches either generate unrealistically dense networks, or fail to reproduce the observed topology by assigning homogeneous link weights. Here, we develop a reconstruction method, based on statistical mechanics concepts, that makes use of the empirical link density in a highly nontrivial way. Technically, our approach consists in the preliminary estimation of node degrees from empirical node strengths and link density, followed by a maximum-entropy inference based on a combination of empirical strengths and estimated degrees. Our method is successfully tested on the international trade network and the interbank money market, and represents a valuable tool for gaining insights on privacy-protected or partially accessible systems.
Giulio Cimini
giulio.cimini@imtlucca.it
Tiziano Squartini
tiziano.squartini@imtlucca.it
Andrea Gabrielli
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T14:03:25Z
2018-03-08T16:58:46Z
http://eprints.imtlucca.it/id/eprint/2827
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2827
2015-11-05T14:03:25Z
Unbiased sampling of network ensembles
Sampling random graphs with given properties is a key step in the analysis of networks, as random ensembles represent basic null models required to identify patterns such as communities and motifs. An important requirement is that the sampling process is unbiased and efficient. The main approaches are microcanonical, i.e. they sample graphs that match the enforced constraints exactly. Unfortunately, when applied to strongly heterogeneous networks (like most real-world examples), the majority of these approaches become biased and/or time-consuming. Moreover, the algorithms defined in the simplest cases, such as binary graphs with given degrees, are not easily generalizable to more complicated ensembles. Here we propose a solution to the problem via the introduction of a ‘Maximize and Sample’ (‘Max & Sam’ for short) method to correctly sample ensembles of networks where the constraints are ‘soft’, i.e. realized as ensemble averages. Our method is based on exact maximum-entropy distributions and is therefore unbiased by construction, even for strongly heterogeneous networks. It is also more computationally efficient than most microcanonical alternatives. Finally, it works for both binary and weighted networks with a variety of constraints, including combined degree-strength sequences and full reciprocity structure, for which no alternative method exists. Our canonical approach can in principle be turned into an unbiased microcanonical one, via a restriction to the relevant subset. Importantly, the analysis of the fluctuations of the constraints suggests that the microcanonical and canonical versions of all the ensembles considered here are not equivalent. We show various real-world applications and provide a code implementing all our algorithms.
Tiziano Squartini
tiziano.squartini@imtlucca.it
Rossana Mastrandrea
rossana.mastrandrea@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T13:51:23Z
2018-03-08T16:57:47Z
http://eprints.imtlucca.it/id/eprint/2826
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2826
2015-11-05T13:51:23Z
A GDP-driven model for the binary and weighted structure of the International Trade Network
Recent events such as the global financial crisis have renewed the interest in the topic of economic networks. One of the main channels of shock propagation among countries is the International Trade Network (ITN). Two important models for the ITN structure, the classical gravity model of trade (more popular among economists) and the fitness model (more popular among networks scientists), are both limited to the characterization of only one representation of the ITN. The gravity model satisfactorily predicts the volume of trade between connected countries, but cannot reproduce the missing links (i.e. the topology). On the other hand, the fitness model can successfully replicate the topology of the ITN, but cannot predict the volumes. This paper tries to make an important step forward in the unification of those two frameworks, by proposing a new gross domestic product (GDP) driven model which can simultaneously reproduce the binary and the weighted properties of the ITN. Specifically, we adopt a maximum-entropy approach where both the degree and the strength of each node are preserved. We then identify strong nonlinear relationships between the GDP and the parameters of the model. This ultimately results in a weighted generalization of the fitness model of trade, where the GDP plays the role of a ‘macroeconomic fitness’ shaping the binary and the weighted structure of the ITN simultaneously. Our model mathematically explains an important asymmetry in the role of binary and weighted network properties, namely the fact that binary properties can be inferred without the knowledge of weighted ones, while the opposite is not true.
Assaf Almog
Tiziano Squartini
tiziano.squartini@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T13:48:25Z
2018-03-08T16:59:14Z
http://eprints.imtlucca.it/id/eprint/2825
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2825
2015-11-05T13:48:25Z
Reconstructing the world trade multiplex: The role of intensive and extensive biases
In economic and financial networks, the strength of each node has always an important economic meaning, such as the size of supply and demand, import and export, or financial exposure. Constructing null models of networks matching the observed strengths of all nodes is crucial in order to either detect interesting deviations of an empirical network from economically meaningful benchmarks or reconstruct the most likely structure of an economic network when the latter is unknown. However, several studies have proved that real economic networks and multiplexes topologically differ from configurations inferred only from node strengths. Here we provide a detailed analysis of the world trade multiplex by comparing it to an enhanced null model that simultaneously reproduces the strength and the degree of each node. We study several temporal snapshots and almost 100 layers (commodity classes) of the multiplex and find that the observed properties are systematically well reproduced by our model. Our formalism allows us to introduce the (static) concept of extensive and intensive bias, defined as a measurable tendency of the network to prefer either the formation of extra links or the reinforcement of link weights, with respect to a reference case where only strengths are enforced. Our findings complement the existing economic literature on (dynamic) intensive and extensive trade margins. More generally, they show that real-world multiplexes can be strongly shaped by layer-specific local constraints.
Rossana Mastrandrea
rossana.mastrandrea@imtlucca.it
Tiziano Squartini
tiziano.squartini@imtlucca.it
Giorgio Fagiolo
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T13:08:20Z
2018-03-08T17:00:11Z
http://eprints.imtlucca.it/id/eprint/2823
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2823
2015-11-05T13:08:20Z
Enhanced reconstruction of weighted networks from strengths and degrees
Network topology plays a key role in many phenomena, from the spreading of diseases to that of financial crises. Whenever the whole structure of a network is unknown, one must resort to reconstruction methods that identify the least biased ensemble of networks consistent with the partial information available. A challenging case, frequently encountered due to privacy issues in the analysis of interbank flows and Big Data, is when there is only local (node-specific) aggregate information available. For binary networks, the relevant ensemble is one where the degree (number of links) of each node is constrained to its observed value. However, for weighted networks the problem is much more complicated. While the naïve approach prescribes to constrain the strengths (total link weights) of all nodes, recent counter-intuitive results suggest that in weighted networks the degrees are often more informative than the strengths. This implies that the reconstruction of weighted networks would be significantly enhanced by the specification of both strengths and degrees, a computationally hard and bias-prone procedure. Here we solve this problem by introducing an analytical and unbiased maximum-entropy method that works in the shortest possible time and does not require the explicit generation of reconstructed samples. We consider several real-world examples and show that, while the strengths alone give poor results, the additional knowledge of the degrees yields accurately reconstructed networks. Information-theoretic criteria rigorously confirm that the degree sequence, as soon as it is non-trivial, is irreducible to the strength sequence. Our results have strong implications for the analysis of motifs and communities and whenever the reconstructed ensemble is required as a null model to detect higher-order patterns.
Rossana Mastrandrea
rossana.mastrandrea@imtlucca.it
Tiziano Squartini
tiziano.squartini@imtlucca.it
Giorgio Fagiolo
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T12:59:14Z
2018-03-08T16:59:55Z
http://eprints.imtlucca.it/id/eprint/2821
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2821
2015-11-05T12:59:14Z
Disentangling spatial and non-spatial effects in real networks
Tiziano Squartini
tiziano.squartini@imtlucca.it
Francesco Picciolo
Franco Ruzzenenti
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Riccardo Basosi
2015-11-05T12:53:17Z
2018-03-08T17:00:27Z
http://eprints.imtlucca.it/id/eprint/2820
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2015-11-05T12:53:17Z
Jan Tinbergen’s Legacy for Economic Networks: From the Gravity Model to Quantum Statistics
Jan Tinbergen, the first recipient of the Nobel Memorial Prize in Economics in 1969, obtained his PhD in physics at the University of Leiden under the supervision of Paul Ehrenfest in 1929. Among many achievements as an economist after his training as a physicist, Tinbergen proposed the so-called Gravity Model of international trade. The model predicts that the intensity of trade between two countries is described by a formula similar to Newton's law of gravitation, where mass is replaced by Gross Domestic Product. Since Tinbergen's proposal, the Gravity Model has become the standard model of non-zero trade flows in macroeconomics. However, its intrinsic limitation is the prediction of a completely connected network, which fails to explain the observed intricate topology of international trade. Recent network models overcome this limitation by describing the real network as a member of a maximum-entropy statistical ensemble. The resulting expressions are formally analogous to quantum statistics: the international trade network is found to closely follow the Fermi-Dirac statistics in its purely binary topology, and the recently proposed mixed Bose-Fermi statistics in its full (binary plus weighted) structure. This seemingly esoteric result is actually a simple effect of the heterogeneity of world countries, that imposes strong structural constraints on the network. Our discussion highlights similarities and differences between macroeconomics and statistical-physics approaches to economic networks.
Tiziano Squartini
tiziano.squartini@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T12:03:38Z
2018-03-08T17:01:28Z
http://eprints.imtlucca.it/id/eprint/2819
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2819
2015-11-05T12:03:38Z
Early-warning signals of topological collapse in interbank networks
The financial crisis clearly illustrated the importance of characterizing the level of ‘systemic’ risk associated with an entire credit network, rather than with single institutions. However, the interplay between financial distress and topological changes is still poorly understood. Here we analyze the quarterly interbank exposures among Dutch banks over the period 1998–2008, ending with the crisis. After controlling for the link density, many topological properties display an abrupt change in 2008, providing a clear – but unpredictable – signature of the crisis. By contrast, if the heterogeneity of banks' connectivity is controlled for, the same properties show a gradual transition to the crisis, starting in 2005 and preceded by an even earlier period during which anomalous debt loops could have led to the underestimation of counter-party risk. These early-warning signals are undetectable if the network is reconstructed from partial bank-specific data, as routinely done. We discuss important implications for bank regulatory policies.
Tiziano Squartini
tiziano.squartini@imtlucca.it
Iman van Lelyveld
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T11:58:38Z
2018-03-08T17:02:35Z
http://eprints.imtlucca.it/id/eprint/2818
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2818
2015-11-05T11:58:38Z
Reciprocity of weighted networks
In directed networks, reciprocal links have dramatic effects on dynamical processes, network growth, and higher-order structures such as motifs and communities. While the reciprocity of binary networks has been extensively studied, that of weighted networks is still poorly understood, implying an ever-increasing gap between the availability of weighted network data and our understanding of their dyadic properties. Here we introduce a general approach to the reciprocity of weighted networks, and define quantities and null models that consistently capture empirical reciprocity patterns at different structural levels. We show that, counter-intuitively, previous reciprocity measures based on the similarity of mutual weights are uninformative. By contrast, our measures allow to consistently classify different weighted networks according to their reciprocity, track the evolution of a network's reciprocity over time, identify patterns at the level of dyads and vertices, and distinguish the effects of flux (im)balances or other (a)symmetries from a true tendency towards (anti-)reciprocation.
Tiziano Squartini
tiziano.squartini@imtlucca.it
Francesco Picciolo
Franco Ruzzenenti
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T11:43:19Z
2018-03-08T17:01:55Z
http://eprints.imtlucca.it/id/eprint/2816
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2816
2015-11-05T11:43:19Z
Null models of economic networks: the case of the world trade web
In all empirical-network studies, the observed properties of economic networks are informative only if compared with a well-defined null model that can quantitatively predict the behavior of such properties in constrained graphs. However, predictions of the available null-model methods can be derived analytically only under assumptions (e.g., sparseness of the network) that are unrealistic for most economic networks like the world trade web (WTW). In this paper we study the evolution of the WTW using a recently-proposed family of null network models. The method allows to analytically obtain the expected value of any network statistic across the ensemble of networks that preserve on average some local properties, and are otherwise fully random. We compare expected and observed properties of the WTW in the period 1950–2000, when either the expected number of trade partners or total country trade is kept fixed and equal to observed quantities. We show that, in the binary WTW, node-degree sequences are sufficient to explain higher-order network properties such as disassortativity and clustering-degree correlation, especially in the last part of the sample. Conversely, in the weighted WTW, the observed sequence of total country imports and exports are not sufficient to predict higher-order patterns of the WTW. We discuss some important implications of these findings for international-trade models.
Giorgio Fagiolo
Tiziano Squartini
tiziano.squartini@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T11:38:15Z
2018-03-08T17:03:33Z
http://eprints.imtlucca.it/id/eprint/2815
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2815
2015-11-05T11:38:15Z
Complex Networks Approach to the Italian Photovoltaic Energy Distribution System
One problem in the study of the Italian electric energy supply scenario is determining the ability of
photovoltaic production to provide a constant and stable energy background over space and time. Knowing
how the photovoltaic energy produced in a given node diffuses on the power grid is of crucial importance. A
smart grid able to face peaks of load must be designed. Approached here from a complex systems point of
view, the network of energy supply might be represented by a graph in which nodes are Italian municipalities
and edges cross the administrative boundaries from a municipality to its first neighbours. Using datasets
from ISTAT, GSE and ENEA, the node production and attraction of photovoltaic energy have been estimated
with high accuracy. The attraction index was built using demographic data, in accordance with medium per
capita energy consumption data. Moreover, the energy produced in each node could be determined using
data on the installed photovoltaic power and on local solar radiation. The available energy on each node was
calculated by running a distributive model assuming that the energy produced in one node which diffuses to
its first neighbours is proportional to the attraction index of the latter. Therefore the available energy at each
node is the sum of many contributions, coming from topological paths involving all the other nodes across
the network. The availability of cross temporal data on the photovoltaic power installed on the Italian territory
also make it possible to understand the evolution of the available photovoltaic energy landscape over time.
Luca Valori
Giovanni Luca Giannuzzi
Tiziano Squartini
tiziano.squartini@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Riccardo Basosi
2015-11-05T11:16:04Z
2018-03-08T17:04:19Z
http://eprints.imtlucca.it/id/eprint/2813
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2813
2015-11-05T11:16:04Z
Randomizing world trade. II. A weighted network analysis
Based on the misleading expectation that weighted network properties always offer a more complete description than purely topological ones, current economic models of the International Trade Network (ITN) generally aim at explaining local weighted properties, not local binary ones. Here we complement our analysis of the binary projections of the ITN by considering its weighted representations. We show that, unlike the binary case, all possible weighted representations of the ITN (directed and undirected, aggregated and disaggregated) cannot be traced back to local country-specific properties, which are therefore of limited informativeness. Our two papers show that traditional macroeconomic approaches systematically fail to capture the key properties of the ITN. In the binary case, they do not focus on the degree sequence and hence cannot characterize or replicate higher-order properties. In the weighted case, they generally focus on the strength sequence, but the knowledge of the latter is not enough in order to understand or reproduce indirect effects.
Tiziano Squartini
tiziano.squartini@imtlucca.it
Giorgio Fagiolo
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T11:14:29Z
2018-03-08T17:04:07Z
http://eprints.imtlucca.it/id/eprint/2812
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2812
2015-11-05T11:14:29Z
Randomizing world trade. I. A binary network analysis
The international trade network (ITN) has received renewed multidisciplinary interest due to recent advances in network theory. However, it is still unclear whether a network approach conveys additional, nontrivial information with respect to traditional international-economics analyses that describe world trade only in terms of local (first-order) properties. In this and in a companion paper, we employ a recently proposed randomization method to assess in detail the role that local properties have in shaping higher-order patterns of the ITN in all its possible representations (binary or weighted, directed or undirected, aggregated or disaggregated by commodity) and across several years. Here we show that, remarkably, the properties of all binary projections of the network can be completely traced back to the degree sequence, which is therefore maximally informative. Our results imply that explaining the observed degree sequence of the ITN, which has not received particular attention in economic theory, should instead become one the main focuses of models of trade.
Tiziano Squartini
tiziano.squartini@imtlucca.it
Giorgio Fagiolo
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T11:11:57Z
2015-11-05T11:11:57Z
http://eprints.imtlucca.it/id/eprint/2811
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2811
2015-11-05T11:11:57Z
Surface modification of titanium alloy with the Ti3Al + TiB2/TiN composite coatings
Laser cladding of the Ti3Al + TiB2 pre-placed alloy powder on the Ti–6Al–4 V alloy in nitrogen protective atmosphere can form the Ti3Al + TiB2/TiN composite coating, which can dramatically improve the wear resistance of the Ti–6Al–4 V alloy surface. In this study, the Ti3Al + TiB2/TiN composite coatings on the Ti–6Al–4 V alloy have been researched by means of X-ray diffraction, SEM and energy dispersive spectrometry. It was found that there is a metallurgical combination between the Ti3Al + TiB2/TiN composite coating and the substrate. The microhardness of the Ti3Al + TiB2/TiN composite coatings were 3 ~ 4 times higher than that of the Ti–6Al–4 V alloy because of the actions of the Ti3Al + TiB2/TiN hard phases and the grain refinement strengthening. Moreover, the wear mass losses of the Ti3Al + TiB2/TiN composite coatings were much lower than that of the substrate. Copyright © 2011 John Wiley & Sons, Ltd.
J. N. Li
C. Z. Chen
B. B. Cui
Tiziano Squartini
tiziano.squartini@imtlucca.it
2015-11-05T11:00:59Z
2018-03-08T17:04:31Z
http://eprints.imtlucca.it/id/eprint/2810
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2810
2015-11-05T11:00:59Z
Analytical maximum-likelihood method to detect patterns in real networks
In order to detect patterns in real networks, randomized graph ensembles that preserve only part of the topology of an observed network are systematically used as fundamental null models. However, the generation of them is still problematic. Existing approaches are either computationally demanding and beyond analytic control or analytically accessible but highly approximate. Here, we propose a solution to this long-standing problem by introducing a fast method that allows one to obtain expectation values and standard deviations of any topological property analytically, for any binary, weighted, directed or undirected network. Remarkably, the time required to obtain the expectation value of any property analytically across the entire graph ensemble is as short as that required to compute the same property using the adjacency matrix of the single original network. Our method reveals that the null behavior of various correlation properties is different from what was believed previously, and is highly sensitive to the particular network considered. Moreover, our approach shows that important structural properties (such as the modularity used in community detection problems) are currently based on incorrect expressions, and provides the exact quantities that should replace them.
Tiziano Squartini
tiziano.squartini@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-05T10:55:36Z
2015-11-05T10:55:36Z
http://eprints.imtlucca.it/id/eprint/2809
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2809
2015-11-05T10:55:36Z
Phase constituents and microstructure of laser cladding Al2O3/Ti3Al reinforced ceramic layer on titanium alloy
Laser cladding of the Fe3Al + TiB2/Al2O3 pre-placed alloy powder on Ti–6Al–4V alloy can form the Ti3Al/Fe3Al + TiB2/Al2O3 ceramic layer, which can greatly increase wear resistance of titanium alloy. In this study, the Ti3Al/Fe3Al + TiB2/Al2O3 ceramic layer has been researched by means of electron probe, X-ray diffraction, scanning electron microscope and micro-analyzer. In cladding process, Al2O3 can react with TiB2 leading to formation of amount of Ti3Al and B. This principle can be used to improve the Fe3Al + TiB2 laser cladded coating, it was found that with addition of Al2O3, the microstructure performance and micro-hardness of the coating was obviously improved due to the action of the Al–Ti–B system and hard phases.
Jianing Li
Chuanzhong Chen
Zhaoqing Lin
Tiziano Squartini
tiziano.squartini@imtlucca.it
2015-11-05T10:51:18Z
2015-11-05T10:51:18Z
http://eprints.imtlucca.it/id/eprint/2808
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2808
2015-11-05T10:51:18Z
A study on wear resistance and microcrack of the Ti3Al/TiAl + TiC ceramic layer deposited by laser cladding on Ti–6Al–4V alloy
Laser cladding of the Al + TiC alloy powder on Ti–6Al–4V alloy can form the Ti3Al/TiAl + TiC ceramic layer. In this study, TiC particle-dispersed Ti3Al/TiAl matrix ceramic layer on the Ti–6Al–4V alloy by laser cladding has been researched by means of X-ray diffraction, scanning electron microscope, electron probe micro-analyzer, energy dispersive spectrometer. The main difference from the earlier reports is that Ti3Al/TiAl has been chosen as the matrix of the composite coating. The wear resistance of the Al + 30 wt. TiC and the Al + 40 wt. TiC cladding layer was approximately 2 times greater than that of the Ti–6Al–4V substrate due to the reinforcement of the Ti3Al/TiAl + TiC hard phases. However, when the TiC mass percent was above 40 wt., the thermal stress value was greater than the materials yield strength limit in the ceramic layer, the microcrack was present and its wear resistance decreased.
Jianing Li
Chuanzhong Chen
Tiziano Squartini
tiziano.squartini@imtlucca.it
Qingshan He
2015-11-05T10:48:48Z
2018-03-08T17:05:17Z
http://eprints.imtlucca.it/id/eprint/2807
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2807
2015-11-05T10:48:48Z
Weighted Random Graph
Tiziano Squartini
tiziano.squartini@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2015-11-03T10:10:07Z
2015-11-03T10:10:07Z
http://eprints.imtlucca.it/id/eprint/2805
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2805
2015-11-03T10:10:07Z
Generalized Erdos Numbers for network analysis
In this paper we consider the concept of `closeness' between nodes in a weighted network that can be defined topologically even in the absence of a metric. The Generalized Erd\H{o}s Numbers (GENs) satisfy a number of desirable properties as a measure of topological closeness when nodes share a finite resource between nodes as they are real-valued and non-local, and can be used to create an asymmetric matrix of connectivities. We show that they can be used to define a personalized measure of the importance of nodes in a network with a natural interpretation that leads to a new global measure of centrality and is highly correlated with Page Rank. The relative asymmetry of the GENs (due to their non-metric definition) is linked also to the asymmetry in the mean first passage time between nodes in a random walk, and we use a linearized form of the GENs to develop a continuum model for `closeness' in spatial networks. As an example of their practicality, we deploy them to characterize the structure of static networks and show how it relates to dynamics on networks in such situations as the spread of an epidemic.
Greg Morrison
greg.morrison@imtlucca.it
Levi Dudte
L. Mahadevan
2015-11-02T13:32:38Z
2015-11-02T13:32:38Z
http://eprints.imtlucca.it/id/eprint/2792
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2792
2015-11-02T13:32:38Z
Hyperbolicity measures democracy in real-world networks
In this work, we analyze the hyperbolicity of real-world networks, a geometric quantity that measures if a space is negatively curved. We provide two improvements in our understanding of this quantity: first of all, in our interpretation, a hyperbolic network is “aristocratic”, since few elements “connect” the system, while a non-hyperbolic network has a more “democratic” structure with a larger number of crucial elements. The second contribution is the introduction of the average hyperbolicity of the neighbors of a given node. Through this definition, we outline an “influence area” for the vertices in the graph. We show that in real networks the influence area of the highest degree vertex is small in what we define “local” networks (i.e., social or peer-to-peer networks), and large in “global” networks (i.e., power grid, metabolic networks, or autonomous system networks).
Michele Borassi
Alessandro Chessa
alessandro.chessa@imtlucca.it
Guido Caldarelli
guido.caldarelli@imtlucca.it
2015-10-08T08:06:56Z
2017-03-27T14:23:19Z
http://eprints.imtlucca.it/id/eprint/2764
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2764
2015-10-08T08:06:56Z
Evolution of the free volume between rough surfaces in contact
The free volume comprised between rough surfaces in contact governs the fluid/gas transport properties across networks of cracks and the leakage/percolation phenomena in seals. In this study, a fundamental insight into the evolution of the free volume depending on the mean plane separation, on the real contact area and on the applied pressure is gained in reference to fractal surfaces whose contact response is solved using the boundary element method. Particular attention is paid to the effect of the surface fractal dimension and of the surface resolution on the predicted results. The free volume domains corresponding to different threshold levels are found to display fractal spatial distributions whose bounds to their fractal dimensions are theoretically derived. A synthetic formula based on the probability distribution function of the free volumes is proposed to synthetically interpret the numerically observed trends.
Marco Paggi
marco.paggi@imtlucca.it
Qi-Chang He
2015-05-21T10:00:39Z
2016-04-07T09:49:34Z
http://eprints.imtlucca.it/id/eprint/2698
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2698
2015-05-21T10:00:39Z
Default Cascades in Complex Networks: Topology and Systemic Risk
The recent crisis has brought to the fore a crucial question that remains still open: what would be the optimal architecture of financial systems? We investigate the stability of several benchmark topologies in a simple default cascading dynamics in bank networks. We analyze the interplay of several crucial drivers, i.e., network topology, banks' capital ratios, market illiquidity, and random vs targeted shocks. We find that, in general, topology matters only – but substantially – when the market is illiquid. No single topology is always superior to others. In particular, scale-free networks can be both more robust and more fragile than homogeneous architectures. This finding has important policy implications. We also apply our methodology to a comprehensive dataset of an interbank market from 1999 to 2011.
Tarik Roukny
Hugues Bersini
Hugues Pirotte
Guido Caldarelli
guido.caldarelli@imtlucca.it
Stefano Battiston
2015-05-19T10:05:19Z
2015-05-19T10:05:19Z
http://eprints.imtlucca.it/id/eprint/2683
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2683
2015-05-19T10:05:19Z
Trend of Narratives in the Age of Misinformation
Social media enabled a direct path from producer to consumer of contents changing the way users get informed, debate, and shape their worldviews. Such a {\em disintermediation} weakened consensus on social relevant issues in favor of rumors, mistrust, and fomented conspiracy thinking -- e.g., chem-trails inducing global warming, the link between vaccines and autism, or the New World Order conspiracy.
In this work, we study through a thorough quantitative analysis how different conspiracy topics are consumed in the Italian Facebook. By means of a semi-automatic topic extraction strategy, we show that the most discussed contents semantically refer to four specific categories: {\em environment}, {\em diet}, {\em health}, and {\em geopolitics}. We find similar patterns by comparing users activity (likes and comments) on posts belonging to different semantic categories. However, if we focus on the lifetime -- i.e., the distance in time between the first and the last comment for each user -- we notice a remarkable difference within narratives -- e.g., users polarized on geopolitics are more persistent in commenting, whereas the less persistent are those focused on diet related topics. Finally, we model users mobility across various topics finding that the more a user is active, the more he is likely to join all topics. Once inside a conspiracy narrative users tend to embrace the overall corpus.
Alessandro Bessi
Fabiana Zollo
fabiana.zollo@imtlucca.it
Michela Del Vicario
michela.delvicario@imtlucca.it
Antonio Scala
Guido Caldarelli
guido.caldarelli@imtlucca.it
Walter Quattrociocchi
walter.quattrociocchi@imtlucca.it
2015-05-19T09:56:38Z
2016-04-06T09:52:55Z
http://eprints.imtlucca.it/id/eprint/2682
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2682
2015-05-19T09:56:38Z
Twitter-based analysis of the dynamics of collective attention to political parties
Large-scale data from social media have a significant potential to describe complex phenomena in real world and to anticipate collective behaviors such as information spreading and social trends. One specific case of study is represented by the collective attention to the action of political parties. Not surprisingly, researchers and stakeholders tried to correlate parties' presence on social media with their performances in elections. Despite the many efforts, results are still inconclusive since this kind of data is often very noisy and significant signals could be covered by (largely unknown) statistical fluctuations.
In this paper we consider the number of tweets (tweet volume) of a party as a proxy of collective attention to the party, we identify the dynamics of the volume, and show that this quantity has some information on the elections outcome. We find that the distribution of the tweet volume for each party follows a log-normal distribution with a positive autocorrelation over short terms. Furthermore, by measuring the ratio of two consecutive daily tweet volumes, we find that the evolution of the daily volume of a party can be described by means of a geometric Brownian motion. Finally, we determine the optimal period of averaging tweet volume for reducing fluctuations and extracting short-term tendencies. We conclude that the tweet volume is a good indicator of parties' success in the elections when considered over an optimal time window. Our study identifies the statistical nature of collective attention to political issues and sheds light on how to model the dynamics of collective attention in social media.
Young-Ho Eom
youngho.eom@imtlucca.it
Michelangelo Puliga
michelangelo.puliga@imtlucca.it
Jasmina Smailović
Igor Mozetič
Guido Caldarelli
guido.caldarelli@imtlucca.it
2015-03-30T07:48:44Z
2015-03-30T07:48:44Z
http://eprints.imtlucca.it/id/eprint/2653
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2653
2015-03-30T07:48:44Z
The assessment of space radiation exposure of biology experiments during two short-term missions
The assessment of space radiation exposure on plants, animals, cell cultures, as well as the astronauts, is crucial not only because it is very different from that to which they are subjected on the earth, but also to understand the combined effects of exposure to space radiation under microgravity. In particular, we evaluated the equivalent dose due to neutrons and charged particles for biology experiments, in two short-term missions, FOTON M3 and STS-34 mission, using Thermo Luminescence Dosimeters (TLDs) to evaluate the charged particles dosimetry and a set of passive neutron bubbles detectors for neutron dosimetry. In STS-34 mission, stack bismuth track dosimeter was used in addition to bubbles detectors to evaluate the dose equivalent rate due to neutrons in a wide energy range (0.025 eV-200 GeV). Considering a total dose due to both radiation types particles, a value of about 1 mSv/day is obtained. The neutron component represents about 18 of the total.
Mariagabriella Pugliese
Filomena Loffredo
Maria Quarto
Vincenzo Roca
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
Alba Zanini
2015-03-09T09:41:23Z
2018-03-08T16:57:03Z
http://eprints.imtlucca.it/id/eprint/2629
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2629
2015-03-09T09:41:23Z
Reconstructing topological properties of complex networks using the fitness model
A major problem in the study of complex socioeconomic systems is represented by privacy issues—that can put severe limitations on the amount of accessible information, forcing to build models on the basis of incomplete knowledge. In this paper we investigate a novel method to reconstruct global topological properties of a complex network starting from limited information. This method uses the knowledge of an intrinsic property of the nodes (indicated as fitness), and the number of connections of only a limited subset of nodes, in order to generate an ensemble of exponential random graphs that are representative of the real systems and that can be used to estimate its topological properties. Here we focus in particular on reconstructing the most basic properties that are commonly used to describe a network: density of links, assortativity, clustering. We test the method on both benchmark synthetic networks and real economic and financial systems, finding a remarkable robustness with respect to the number of nodes used for calibration. The method thus represents a valuable tool for gaining insights on privacy-protected systems.
Giulio Cimini
giulio.cimini@imtlucca.it
Tiziano Squartini
tiziano.squartini@imtlucca.it
Nicolò Musmeci
Michelangelo Puliga
michelangelo.puliga@imtlucca.it
Andrea Gabrielli
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Stefano Battiston
Guido Caldarelli
guido.caldarelli@imtlucca.it
2015-02-05T10:17:38Z
2015-02-05T10:17:38Z
http://eprints.imtlucca.it/id/eprint/2554
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2554
2015-02-05T10:17:38Z
Memory effects in stock price dynamics: evidences of technical trading
Technical trading represents a class of investment strategies for Financial Markets based on the analysis of trends and recurrent patterns in price time series. According standard economical theories these strategies should not be used because they cannot be profitable. On the contrary, it is well-known that technical traders exist and operate on different time scales. In this paper we investigate if technical trading produces detectable signals in price time series and if some kind of memory effects are introduced in the price dynamics. In particular, we focus on a specific figure called supports and resistances. We first develop a criterion to detect the potential values of supports and resistances. Then we show that memory effects in the price dynamics are associated to these selected values. In fact we show that prices more likely re-bounce than cross these values. Such an effect is a quantitative evidence of the so-called self-fulfilling prophecy, that is the self-reinforcement of agents' belief and sentiment about future stock prices' behavior.
Federico Garzarelli
Matthieu Cristelli
Gabriele Pompa
gabriele.pompa@imtlucca.it
Andrea Zaccaria
Luciano Pietronero
2014-12-10T14:41:25Z
2014-12-10T14:41:25Z
http://eprints.imtlucca.it/id/eprint/2407
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2407
2014-12-10T14:41:25Z
Schroedinger-like PageRank equation and localization in the WWW
The WorldWide Web is one of the most important communication systems we use in our everyday life. Despite its central role, the growth and the development of the WWW is not controlled by any central authority. This situation has created a huge ensemble of connections whose complexity can be fruitfully described and quantified by network theory. One important application that allows to sort out the information present in these connections is given by the PageRank alghorithm. Computation of this quantity is usually made iteratively with a large use of computational time. In this paper we show that the PageRank can be expressed in terms of a wave function obeying a Schroedinger-like equation. In particular the topological disorder given by the unbalance of outgoing and ingoing links between pages, induces wave function and potential structuring. This allows to directly localize the pages with the largest score. Through this new representation we can now compute the PageRank without iterative techniques. For most of the cases of interest our method is faster than the original one. Our results also clarify the role of topology in the diffusion of information within complex networks. The whole approach opens the possibility to novel techniques inspired by quantum physics for the analysis of the WWW properties.
Nicola Perra
Vinko Zlatic
Alessandro Chessa
alessandro.chessa@imtlucca.it
Claudio Conti
Debora Donato
Guido Caldarelli
guido.caldarelli@imtlucca.it
2014-12-10T14:37:10Z
2014-12-10T14:37:10Z
http://eprints.imtlucca.it/id/eprint/2406
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2406
2014-12-10T14:37:10Z
The structure of inter-urban traffic: a weighted network analysis
We study the structure of the network representing the interurban commuting traffic of the Sardinia region, Italy, which amounts to 375 municipalities and 1,600,000 inhabitants. We use a weighted network representation where vertices correspond to towns and the edges to the actual commuting flows among those. We characterize quantitatively both the topological and weighted properties of the resulting network. Interestingly, the statistical properties of commuting traffic exhibit complex features and non-trivial relations with the underlying topology. We characterize quantitatively the traffic backbone among large cities and we give evidences for a very high heterogeneity of the commuter flows around large cities. We also discuss the interplay between the topological and dynamical properties of the network as well as their relation with socio-demographic variables such as population and monthly income. This analysis may be useful at various stages in environmental planning and provides analytical tools for a wide spectrum of applications ranging from impact evaluation to decision-making and planning support.
Andrea De Montis
Marc Barthélemy
Alessandro Chessa
alessandro.chessa@imtlucca.it
Alessandro Vespignani
2014-12-04T11:11:25Z
2014-12-04T11:11:25Z
http://eprints.imtlucca.it/id/eprint/2404
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2404
2014-12-04T11:11:25Z
Temporal network sparsity and the slowing down of spreading
nteractions in time-varying complex systems are often very heterogeneous at the topological level (who interacts with whom) and at the temporal level (when interactions occur and how often). While it is known that temporal heterogeneities often have strong effects on dynamical processes, e.g. the burstiness of contact sequences is associated with slower spreading dynamics, the picture is far from complete. In this paper, we show that temporal heterogeneities result in temporal sparsity} at the time scale of average inter-event times, and that temporal sparsity determines the amount of slowdown of Susceptible-Infectious (SI) spreading dynamics on temporal networks. This result is based on the analysis of several empirical temporal network data sets. An approximate solution for a simple network model confirms the association between temporal sparsity and slowdown of SI spreading dynamics. Since deterministic SI spreading always follows the fastest temporal paths, our results generalize -- paths are slower to traverse because of temporal sparsity, and therefore all dynamical processes are slower as well.
Juan I. Perotti
juanignacio.perotti@imtlucca.it
Hang-Hyun Jo
Peter Holme
Jari Saramäki
2014-12-04T11:05:47Z
2014-12-04T11:45:24Z
http://eprints.imtlucca.it/id/eprint/2403
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2403
2014-12-04T11:05:47Z
Analytically solvable model of spreading dynamics with non-Poissonian processes
Non-Poissonian bursty processes are ubiquitous in natural and social phenomena, yet little is known about their effects on the large-scale spreading dynamics. In order to characterize these effects, we devise an analytically solvable model of susceptible-infected spreading dynamics in infinite systems for arbitrary inter-event time distributions and for the whole time range. Our model is stationary from the beginning, and the role of the lower bound of inter-event times is explicitly considered. The exact solution shows that for early and intermediate times, the burstiness accelerates the spreading as compared to a Poisson-like process with the same mean and same lower bound of inter-event times. Such behavior is opposite for late-time dynamics in finite systems, where the power-law distribution of inter-event times results in a slower and algebraic convergence to a fully infected state in contrast to the exponential decay of the Poisson-like process. We also provide an intuitive argument for the exponent characterizing algebraic convergence.
Hang-Hyun Jo
Juan I. Perotti
juanignacio.perotti@imtlucca.it
Kimmo Kaski
János Kertész
2014-12-04T10:56:07Z
2014-12-04T10:56:07Z
http://eprints.imtlucca.it/id/eprint/2402
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2402
2014-12-04T10:56:07Z
Innovation and nested preferential growth in chess playing behavior
Complexity develops via the incorporation of innovative properties. Chess is one of the most complex strategy games, where expert contenders exercise decision making by imitating old games or introducing innovations. In this work, we study innovation in chess by analyzing how different move sequences are played at the population level. It is found that the probability of exploring a new or innovative move decreases as a power law with the frequency of the preceding move sequence. Chess players also exploit already known move sequences according to their frequencies, following a preferential growth mechanism. Furthermore, innovation in chess exhibits Heaps' law suggesting similarities with the process of vocabulary growth. We propose a robust generative mechanism based on nested Yule-Simon preferential growth processes that reproduces the empirical observations. These results, supporting the self-similar nature of innovations in chess are important in the context of decision making in a competitive scenario, and extend the scope of relevant findings recently discovered regarding the emergence of Zipf's law in chess.
Juan I. Perotti
juanignacio.perotti@imtlucca.it
Hang-Hyun Jo
Ana L. Schaigorodsky
Orlando V. Billoni
2014-12-04T10:44:08Z
2014-12-04T10:52:18Z
http://eprints.imtlucca.it/id/eprint/2401
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2401
2014-12-04T10:44:08Z
Memory and long-range correlations in chess games
In this paper we report the existence of long-range memory in the opening moves of a chronologically ordered set of chess games using an extensive chess database. We used two mapping rules to build discrete time series and analyzed them using two methods for detecting long-range correlations; rescaled range analysis and detrended fluctuation analysis. We found that long-range memory is related to the level of the players. When the database is filtered according to player levels we found differences in the persistence of the different subsets. For high level players, correlations are stronger at long time scales; whereas in intermediate and low level players they reach the maximum value at shorter time scales. This can be interpreted as a signature of the different strategies used by players with different levels of expertise. These results are robust against the assignation rules and the method employed in the analysis of the time series.
Ana L. Schaigorodsky
Juan I. Perotti
juanignacio.perotti@imtlucca.it
Orlando V. Billoni
2014-12-04T10:01:07Z
2016-04-06T09:23:39Z
http://eprints.imtlucca.it/id/eprint/2400
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2400
2014-12-04T10:01:07Z
Contextual analysis framework for bursty dynamics
To understand the origin of bursty dynamics in natural and social processes we provide a general analysis framework in which the temporal process is decomposed into subprocesses and then the bursts in subprocesses, called contextual bursts, are combined to collective bursts in the original process. For the combination of subprocesses, it is required to consider the distribution of different contexts over the original process. Based on minimal assumptions for interevent time statistics, we present a theoretical analysis for the relationship between contextual and collective interevent time distributions. Our analysis framework helps to exploit contextual information available in decomposable bursty dynamics.
Hang-Hyun Jo
Raj K. Pan
Juan I. Perotti
juanignacio.perotti@imtlucca.it
Kimmo Kaski
2014-12-04T09:48:08Z
2014-12-04T11:46:07Z
http://eprints.imtlucca.it/id/eprint/2399
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2399
2014-12-04T09:48:08Z
Smart random walkers: the cost of knowing the path
In this work we study the problem of targeting signals in networks using entropy information measurements to quantify the cost of targeting. We introduce a penalization rule that imposes a restriction on the long paths and therefore focuses the signal to the target. By this scheme we go continuously from fully random walkers to walkers biased to the target. We found that the optimal degree of penalization is mainly determined by the topology of the network. By analyzing several examples, we have found that a small amount of penalization reduces considerably the typical walk length, and from this we conclude that a network can be efficiently navigated with restricted information.
Juan I. Perotti
juanignacio.perotti@imtlucca.it
Orlando V. Billoni
2014-12-04T09:41:14Z
2014-12-04T09:41:14Z
http://eprints.imtlucca.it/id/eprint/2398
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2398
2014-12-04T09:41:14Z
Stability as a natural selection mechanism on interacting networks
Biological networks of interacting agents exhibit similar topological properties for a wide range of scales, from cellular to ecological levels, suggesting the existence of a common evolutionary origin. A general evolutionary mechanism based on global stability has been proposed recently [J I Perotti, et al., Phys. Rev. Lett. 103, 108701 (2009)]. This mechanism was incorporated into a model of a growing network of interacting agents in which each new agent's membership in the network is determined by the agent's effect on the network's global stability. In this work, we analyze different quantities that characterize the topology of the emerging networks, such as global connectivity, clustering and average nearest neighbors degree, showing that they reproduce scaling behaviors frequently observed in several biological systems. The influence of the stability selection mechanism on the dynamics associated to the resulting network, as well as the interplay between some topological and functional features are also analyzed.
Sergio A. Cannas
Juan I. Perotti
juanignacio.perotti@imtlucca.it
Orlando V. Billoni
Francisco A. Tamarit
2014-12-04T09:22:00Z
2016-04-06T09:57:54Z
http://eprints.imtlucca.it/id/eprint/2397
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2397
2014-12-04T09:22:00Z
Emergent self-organized complex network topology out of stability constraints
Although most networks in nature exhibit complex topologies, the origins of such complexity remain unclear. We propose a general evolutionary mechanism based on global stability. This mechanism is incorporated into a model of a growing network of interacting agents in which each new agent’s membership in the network is determined by the agent’s effect on the network’s global stability. It is shown that out of this stability constraint complex topological properties emerge in a self-organized manner, offering an explanation for their observed ubiquity in biological networks.
Juan I. Perotti
juanignacio.perotti@imtlucca.it
Orlando V. Billoni
Francisco A. Tamarit
Dante Chialvo
Sergio A. Cannas
2014-12-04T09:16:12Z
2014-12-04T09:16:12Z
http://eprints.imtlucca.it/id/eprint/2396
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2396
2014-12-04T09:16:12Z
A scale-free neural network for modelling neurogenesis
In this work we introduce a neural network model for associative memory based on a diluted Hopfield model, which grows through a neurogenesis algorithm that guarantees that the final network is a small-world and scale-free one. We also analyze the storage capacity of the network and prove that its performance is larger than that measured in a randomly dilute network with the same connectivity.
Juan I. Perotti
juanignacio.perotti@imtlucca.it
Francisco A. Tamarit
Sergio A. Cannas
2014-12-03T14:06:34Z
2014-12-18T13:53:56Z
http://eprints.imtlucca.it/id/eprint/2394
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2394
2014-12-03T14:06:34Z
Tail-scope: using friends to estimate heavy tails of degree distributions in large-scale complex networks
Many complex networks in natural and social phenomena have often been characterized by heavy-tailed degree distributions. However, due to rapidly growing size of network data and concerns on privacy issues about using these data, it becomes more difficult to analyze complete data sets. Thus, it is crucial to devise effective and efficient estimation methods for heavy tails of degree distributions in large-scale networks only using local information of a small fraction of sampled nodes. Here we propose a tail-scope method based on local observational bias of the friendship paradox. We show that the tail-scope method outperforms the uniform node sampling for estimating heavy tails of degree distributions, while the opposite tendency is observed in the range of small degrees. In order to take advantages of both sampling methods, we devise the hybrid method that successfully recovers the whole range of degree distributions. Our tail-scope method shows how structural heterogeneities of large-scale complex networks can be used to effectively reveal the network structure only with limited local information
Young-Ho Eom
youngho.eom@imtlucca.it
Hang-Hyun Jo
2014-12-03T14:04:42Z
2014-12-18T13:53:39Z
http://eprints.imtlucca.it/id/eprint/2393
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2393
2014-12-03T14:04:42Z
Interactions of cultures and top people of Wikipedia from ranking of 24 language editions
Wikipedia is a huge global repository of human knowledge, that can be leveraged to investigate interwinements between cultures. With this aim, we apply methods of Markov chains and Google matrix, for the analysis of the hyperlink networks of 24 Wikipedia language editions, and rank all their articles by PageRank, 2DRank and CheiRank algorithms. Using automatic extraction of people names, we obtain the top 100 historical figures, for each edition and for each algorithm. We investigate their spatial, temporal, and gender distributions in dependence of their cultural origins. Our study demonstrates not only the existence of skewness with local figures, mainly recognized only in their own cultures, but also the existence of global historical figures appearing in a large number of editions. By determining the birth time and place of these persons, we perform an analysis of the evolution of such figures through 35 centuries of human history for each language, thus recovering interactions and entanglement of cultures over time. We also obtain the distributions of historical figures over world countries, highlighting geographical aspects of cross-cultural links. Considering historical figures who appear in multiple editions as interactions between cultures, we construct a network of cultures and identify the most influential cultures according to this network.
Young-Ho Eom
youngho.eom@imtlucca.it
Pablo Aragón
David Laniado
Andreas Kaltenbrunner
Sebastiano Vigna
Dima L. Shepelyansky
2014-12-03T13:52:55Z
2014-12-18T13:54:20Z
http://eprints.imtlucca.it/id/eprint/2392
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2392
2014-12-03T13:52:55Z
Generalized friendship paradox in networks with tunable degree-attribute correlation
One of the interesting phenomena due to topological heterogeneities in complex networks is the friendship paradox: Your friends have on average more friends than you do. Recently, this paradox has been generalized for arbitrary node attributes, called the generalized friendship paradox (GFP). The origin of GFP at the network level has been shown to be rooted in positive correlations between degrees and attributes. However, how the GFP holds for individual nodes needs to be understood in more detail. For this, we first analyze a solvable model to characterize the paradox holding probability of nodes for the uncorrelated case. Then we numerically study the correlated model of networks with tunable degree-degree and degree-attribute correlations. In contrast to the network level, we find at the individual level that the relevance of degree-attribute correlation to the paradox holding probability may depend on whether the network is assortative or dissortative. These findings help us to understand the interplay between topological structure and node attributes in complex networks.
Hang-Hyun Jo
Young-Ho Eom
youngho.eom@imtlucca.it
2014-12-03T13:43:24Z
2014-12-18T13:54:35Z
http://eprints.imtlucca.it/id/eprint/2391
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2391
2014-12-03T13:43:24Z
Google matrix of the citation network of Physical Review
We study the statistical properties of spectrum and eigenstates of the Google matrix of the citation network of Physical Review for the period 1893–2009. The main fraction of complex eigenvalues with largest modulus is determined numerically by different methods based on high-precision computations with up to p=16384 binary digits that allow us to resolve hard numerical problems for small eigenvalues. The nearly nilpotent matrix structure allows us to obtain a semianalytical computation of eigenvalues. We find that the spectrum is characterized by the fractal Weyl law with a fractal dimension df≈1. It is found that the majority of eigenvectors are located in a localized phase. The statistical distribution of articles in the PageRank-CheiRank plane is established providing a better understanding of information flows on the network. The concept of ImpactRank is proposed to determine an influence domain of a given article. We also discuss the properties of random matrix models of Perron-Frobenius operators.
Klaus M. Frahm
Young-Ho Eom
youngho.eom@imtlucca.it
Dima L. Shepelyansky
2014-12-03T11:47:33Z
2014-12-18T13:54:51Z
http://eprints.imtlucca.it/id/eprint/2390
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2390
2014-12-03T11:47:33Z
Generalized friendship paradox in complex networks: the case of scientific collaboration
The friendship paradox states that your friends have on average more friends than you have. Does the paradox “hold” for other individual characteristics like income or happiness? To address this question, we generalize the friendship paradox for arbitrary node characteristics in complex networks. By analyzing two coauthorship networks of Physical Review journals and Google Scholar profiles, we find that the generalized friendship paradox (GFP) holds at the individual and network levels for various characteristics, including the number of coauthors, the number of citations, and the number of publications. The origin of the GFP is shown to be rooted in positive correlations between degree and characteristics. As a fruitful application of the GFP, we suggest effective and efficient sampling methods for identifying high characteristic nodes in large-scale networks. Our study on the GFP can shed lights on understanding the interplay between network structure and node characteristics in complex networks.
Young-Ho Eom
youngho.eom@imtlucca.it
Hang-Hyun Jo
2014-12-03T11:36:48Z
2014-12-18T13:55:22Z
http://eprints.imtlucca.it/id/eprint/2389
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2389
2014-12-03T11:36:48Z
Time evolution of Wikipedia network ranking
We study the time evolution of ranking and spectral properties of the Google matrix of English Wikipedia hyperlink network during years 2003–2011. The statistical properties of ranking of Wikipedia articles via PageRank and CheiRank probabilities, as well as the matrix spectrum, are shown to be stabilized for 2007–2011. A special emphasis is done on ranking of Wikipedia personalities and universities. We show that PageRank selection is dominated by politicians while 2DRank, which combines PageRank and CheiRank, gives more accent on personalities of arts. The Wikipedia PageRank of universities recovers 80% of top universities of Shanghai ranking during the considered time period.
Young-Ho Eom
youngho.eom@imtlucca.it
Klaus M. Frahm
András Benczúr
Dima L. Shepelyansky
2014-12-03T11:20:09Z
2014-12-18T13:55:06Z
http://eprints.imtlucca.it/id/eprint/2388
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2388
2014-12-03T11:20:09Z
Highlighting entanglement of cultures via ranking of multilingual Wikipedia articles
How different cultures evaluate a person? Is an important person in one culture is also important in the other culture? We address these questions via ranking of multilingual Wikipedia articles. With three ranking algorithms based on network structure of Wikipedia, we assign ranking to all articles in 9 multilingual editions of Wikipedia and investigate general ranking structure of PageRank, CheiRank and 2DRank. In particular, we focus on articles related to persons, identify top 30 persons for each rank among different editions and analyze distinctions of their distributions over activity fields such as politics, art, science, religion, sport for each edition. We find that local heroes are dominant but also global heroes exist and create an effective network representing entanglement of cultures. The Google matrix analysis of network of cultures shows signs of the Zipf law distribution. This approach allows to examine diversity and shared characteristics of knowledge organization between cultures. The developed computational, data driven approach highlights cultural interconnections in a new perspective.
Young-Ho Eom
youngho.eom@imtlucca.it
Dima L. Shepelyansky
2014-12-03T11:12:58Z
2014-12-18T13:55:51Z
http://eprints.imtlucca.it/id/eprint/2387
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2387
2014-12-03T11:12:58Z
Consistent community identification in complex networks
We have found that known community identification algorithmsproduce inconsistent communities when the node ordering changes atinput. We propose two metrics to quantify the level of consistencyacross multiple runs of an algorithm: pairwise membershipprobability and consistency. Based on these two metrics, weaddress the consistency problem without compromising themodularity. Our solution uses pairwise membership probabilitiesas link weights and generates consistent communities within six orfewer cycles. It offers a new tool in the study of communitystructures and their evolutions.
Haewoon Kwak
Sue Moon
Young-Ho Eom
youngho.eom@imtlucca.it
Yoonchan Choi
Hawoong Jeong
2014-12-02T15:39:26Z
2014-12-18T13:55:36Z
http://eprints.imtlucca.it/id/eprint/2386
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2386
2014-12-02T15:39:26Z
Characterizing and modeling citation dynamics
Citation distributions are crucial for the analysis and modeling of the activity of scientists. We investigated bibliometric data of papers published in journals of the American Physical Society, searching for the type of function which best describes the observed citation distributions. We used the goodness of fit with Kolmogorov-Smirnov statistics for three classes of functions: log-normal, simple power law and shifted power law. The shifted power law turns out to be the most reliable hypothesis for all citation networks we derived, which correspond to different time spans. We find that citation dynamics is characterized by bursts, usually occurring within a few years since publication of a paper, and the burst size spans several orders of magnitude. We also investigated the microscopic mechanisms for the evolution of citation networks, by proposing a linear preferential attachment with time dependent initial attractiveness. The model successfully reproduces the empirical citation distributions and accounts for the presence of citation bursts as well.
Young-Ho Eom
youngho.eom@imtlucca.it
Santo Fortunato
2014-12-02T15:33:39Z
2014-12-18T13:56:05Z
http://eprints.imtlucca.it/id/eprint/2385
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2385
2014-12-02T15:33:39Z
How citation boosts promote scientific paradigm shifts and Nobel Prizes
Nobel Prizes are commonly seen to be among the most prestigious achievements of our times. Based on mining several million citations, we quantitatively analyze the processes driving paradigm shifts in science. We find that groundbreaking discoveries of Nobel Prize Laureates and other famous scientists are not only acknowledged by many citations of their landmark papers. Surprisingly, they also boost the citation rates of their previous publications. Given that innovations must outcompete the rich-gets-richer effect for scientific citations, it turns out that they can make their way only through citation cascades. A quantitative analysis reveals how and why they happen. Science appears to behave like a self-organized critical system, in which citation cascades of all sizes occur, from continuous scientific progress all the way up to scientific revolutions, which change the way we see our world. Measuring the “boosting effect” of landmark papers, our analysis reveals how new ideas and new players can make their way and finally triumph in a world dominated by established paradigms. The underlying “boost factor” is also useful to discover scientific breakthroughs and talents much earlier than through classical citation analysis, which by now has become a widespread method to measure scientific excellence, influencing scientific careers and the distribution of research funds. Our findings reveal patterns of collective social behavior, which are also interesting from an attention economics perspective. Understanding the origin of scientific authority may therefore ultimately help to explain how social influence comes about and why the value of goods depends so strongly on the attention they attract.
Amin Mazloumian
Young-Ho Eom
youngho.eom@imtlucca.it
Dirk Helbing
Sergi Lozano
Santo Fortunato
2014-12-02T15:15:35Z
2014-12-18T13:56:23Z
http://eprints.imtlucca.it/id/eprint/2384
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2384
2014-12-02T15:15:35Z
Mining communities in networks
Online social networks pose significant challenges to computer scientists, physicists, and sociologists alike, for their massive size, fast evolution, and uncharted potential for social computing. One particular problem that has interested us is community identification. Many algorithms based on various metrics have been proposed for communities in networks [18, 24], but a few algorithms scale to very large networks. Three recent community identification algorithms, namely CNM [16], Wakita [59], and Louvain [10], stand out for their scalability to a few millions of nodes. All of them use modularity as the metric of optimization. However, all three algorithms produce inconsistent communities every time the ordering of nodes to the algorithms changes.
We propose two quantitative metrics to represent the level of consistency across multiple runs of an algorithm: pairwise membership probability and consistency. Based on these two metrics, we propose a solution that improves the consistency without compromising the modularity. We demonstrate that our solution to use pairwise membership probabilities as link weights generates consistent communities within six or fewer cycles for most networks. However, our iterative, pairwise membership reinforcing approach does not deliver convergence for Flickr, Orkut, and Cyworld networks as well for the rest of the networks. Our approach is empirically driven and is yet to be shown to produce consistent output analytically. We leave further investigation into the topological structure and its impact on the consistency as future work.
In order to evaluate the quality of clustering, we have looked at 3 of the 48 communities identified in the AS graph. Surprisingly, all have either hierarchical, geographical, or topological interpretations to their groupings. Our preliminary evaluation of the quality of communities is promising. We plan to conduct more thorough evaluation of the communities and study network structures and their evolutions using our approach.
Haewoon Kwak
Yoonchan Choi
Young-Ho Eom
youngho.eom@imtlucca.it
Hawoong Jeong
Sue Moon
2014-12-02T15:12:14Z
2014-12-18T13:56:58Z
http://eprints.imtlucca.it/id/eprint/2383
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2383
2014-12-02T15:12:14Z
Comparison of online social relations in volume vs interaction
Online social networking services are among the most popular Internet services according to Alexa.com and have become a key feature in many Internet services. Users interact through various features of online social networking services: making friend relationships, sharing their photos, and writing comments. These friend relationships are expected to become a key to many other features in web services, such as recommendation engines, security measures, online search, and personalization issues. However, we have very limited knowledge on how much interaction actually takes place over friend relationships declared online. A friend relationship only marks the beginning of online interaction.
Does the interaction between users follow the declaration of friend relationship? Does a user interact evenly or lopsidedly with friends? We venture to answer these questions in this work. We construct a network from comments written in guestbooks. A node represents a user and a directed edge a comments from a user to another. We call this network an activity network. Previous work on activity networks include phone-call networks [34, 35] and MSN messenger networks [27]. To our best knowledge, this is the first attempt to compare the explicit friend relationship network and implicit activity network.
We have analyzed structural characteristics of the activity network and compared them with the friends network. Though the activity network is weighted and directed, its structure is similar to the friend relationship network. We report that the in-degree and out-degree distributions are close to each other and the social interaction through the guestbook is highly reciprocated. When we consider only those links in the activity network that are reciprocated, the degree correlation distribution exhibits much more pronounced assortativity than the friends network and places it close to known social networks. The k-core analysis gives yet another corroborating evidence that the friends network deviates from the known social network and has an unusually large number of highly connected cores.
We have delved into the weighted and directed nature of the activity network, and investigated the reciprocity, disparity, and network motifs. We also have observed that peer pressure to stay active online stops building up beyond a certain number of friends.
The activity network has shown topological characteristics similar to the friends network, but thanks to its directed and weighted nature, it has allowed us more in-depth analysis of user interaction.
Hyunwoo Chun
Haewoon Kwak
Young-Ho Eom
youngho.eom@imtlucca.it
Yong-Yeol Ahn
Sue Moon
Hawoong Jeong
2014-12-02T15:06:28Z
2014-12-18T13:56:40Z
http://eprints.imtlucca.it/id/eprint/2382
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2382
2014-12-02T15:06:28Z
Evolution of weighted scale-free networks in empirical data
Weighted scale-free networks exhibit two types of degree-strength relationship: linear and nonlinear relationships between them. To understand the mechanism underlying such empirical relationships, theoretical evolution models for weighted scale-free networks have been introduced for each case. However, those models have not yet been tested with empirical data. In this study, we collect temporal records of several online bulletin board systems and a movie actor network. We measure the growth rates of degree and strength of each vertex and weight of each edge within the framework of preferential attachment (PA). We also measure the probability of creating new edges between unconnected pairs of vertices. Then, based on the measured rates, linear and nonlinear growth models are constructed. We find that indeed the dynamics of creating new edges and adding weight to existing edges in a nonlocal manner is essential to reproduce the nonlinear degree-strength relationship. We also find that the degree-driven PA rule is more appropriate to real systems rather than the strength-driven one used for the linear model.
Young-Ho Eom
youngho.eom@imtlucca.it
Chanil Jeon
Hawoong Jeong
Byungnam Kahng
2014-12-02T14:58:09Z
2014-12-18T13:57:14Z
http://eprints.imtlucca.it/id/eprint/2381
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2381
2014-12-02T14:58:09Z
Are better conductors more rigid?
The variation of the bending stiffness of various materials is studied from the point of view of the electronic band characteristics. As far as the electronically generated bending stiffness κe (which we refer to as electro-stiffness) is concerned, the relevant factors are the orbital overlap t, the gap width u between the valence band and the conduction band, and the electron filling fraction γ. A perturbative calculation leads to the approximate expression κe ~ t2/√u2 + t2. This shows that materials with a large overlap and narrow band gap should be stiffer. The electro-stiffness also depends on the electron filling-fraction. We find that κe(γ) ≤ κe(1/2). These kinds of behavior are confirmed by numerical calculations. In addition, we study the variation in the projected length of flexible molecules under a voltage bias. The nonlinear variation of the bending rigidity is shown to give rise to a length contraction or dilation, depending on the voltage bias.
Young-Ho Eom
youngho.eom@imtlucca.it
Hawoong Jeong
Henri Orland
Juyeon Yi
2014-12-02T14:40:33Z
2014-12-18T13:57:42Z
http://eprints.imtlucca.it/id/eprint/2380
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2380
2014-12-02T14:40:33Z
Structure and evolution of online social relationships: heterogeneity in unrestricted discussions
With the advancement in the information age, people are using electronic media more frequently for communications, and social relationships are also increasingly resorting to online channels. While extensive studies on traditional social networks have been carried out, little has been done on online social networks. Here we analyze the structure and evolution of online social relationships by examining the temporal records of a bulletin board system (BBS) in a university. The BBS dataset comprises of 1908 boards, in which a total of 7446 students participate. An edge is assigned to each dialogue between two students, and it is defined as the appearance of the name of a student in the from- and to-field in each message. This yields a weighted network between the communicating students with an unambiguous group association of individuals. In contrast to a typical community network, where intracommunities (intercommunities) are strongly (weakly) tied, the BBS network contains hub members who participate in many boards simultaneously but are strongly tied, that is, they have a large degree and betweenness centrality and provide communication channels between communities. On the other hand, intracommunities are rather homogeneously and weakly connected. Such a structure, which has never been empirically characterized in the past, might provide a new perspective on the social opinion formation in this digital era.
Kwang-Il Goh
Young-Ho Eom
youngho.eom@imtlucca.it
Hawoong Jeong
Byungnam Kahng
Dong-Hee Kim
2014-12-02T14:19:38Z
2014-12-18T13:57:27Z
http://eprints.imtlucca.it/id/eprint/2379
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2379
2014-12-02T14:19:38Z
Exploring local structural organization of metabolic networks using subgraph patterns
Metabolic networks of many cellular organisms share global statistical features. Their connectivity distributions follow the long-tailed power law and show the small-world property. In addition, their modular structures are organized in a hierarchical manner. Although the global topological organization of metabolic networks is well understood, their local structural organization is still not clear. Investigating local properties of metabolic networks is necessary to understand the nature of metabolism in living organisms. To identify the local structural organization of metabolic networks, we analysed the subgraphs of metabolic networks of 43 organisms from three domains of life. We first identified the network motifs of metabolic networks and identified the statistically significant subgraph patterns. We then compared metabolic networks from different domains and found that they have similar local structures and that the local structure of each metabolic network has its own taxonomical meaning. Organisms closer in taxonomy showed similar local structures. In addition, the common substrates of 43 metabolic networks were not randomly distributed, but were more likely to be constituents of cohesive subgraph patterns.
Young-Ho Eom
youngho.eom@imtlucca.it
Soojin Lee
Hawoong Jeong
2014-12-02T14:12:11Z
2014-12-18T13:57:58Z
http://eprints.imtlucca.it/id/eprint/2378
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2378
2014-12-02T14:12:11Z
Underlying scale-free trees in complex networks
We investigate the properties of two relatively different spanning trees of complex networks, so-called “communication kernel" and “response network". First, for the communication kernel, we construct spanning trees carrying a maximum total weight of edges that is given by average traffic, which is defined as edge betweenness centrality. It is found that the resulting spanning tree plays an important role in communication between vertices. We also find that the degree distribution of spanning trees shows scale-free behavior for many model and real-world networks and the degree of the spanning trees has strong correlation with their original network topology. For the response network, we launch an attack on a single vertex which can drastically change the communication pattern between vertices of networks. By using minimum spanning tree technique, we construct the response network based on the measurement of the betweenness centrality changes due to a vertex removal. We find that the degree distribution of the response network indicates the scale-free behavior as well as that of the communication kernel. Interestingly, these two minimum spanning trees from different methods not only have same scale-free behavior but overlap each other in their structures. This fact indicates that the complex network has a concrete skeleton, scale-free tree, as a basic structure.
Dong-Hee Kim
Seung-Woo Son
Yong-Yeol Ahn
P.-J. Kim
Young-Ho Eom
youngho.eom@imtlucca.it
Hawoong Jeong
2014-12-01T10:28:46Z
2014-12-01T10:28:46Z
http://eprints.imtlucca.it/id/eprint/2377
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2377
2014-12-01T10:28:46Z
Complex networks for data-driven medicine: the case of Class III dentoskeletal disharmony
In the last decade, the availability of innovative algorithms derived from complexity theory has inspired the development of highly detailed models in various fields, including physics, biology, ecology, economy, and medicine. Due to the availability of novel and ever more sophisticated diagnostic procedures, all biomedical disciplines face the problem of using the increasing amount of information concerning each patient to improve diagnosis and prevention. In particular, in the discipline of orthodontics the current diagnostic approach based on clinical and radiographic data is problematic due to the complexity of craniofacial features and to the numerous interacting co-dependent skeletal and dentoalveolar components. In this study, we demonstrate the capability of computational methods such as network analysis and module detection to extract organizing principles in 70 patients with excessive mandibular skeletal protrusion with underbite, a condition known in orthodontics as Class III malocclusion. Our results could possibly constitute a template framework for organising the increasing amount of medical data available for patients' diagnosis.
Antonio Scala
Pietro Auconi
Marco Scazzocchio
Guido Caldarelli
guido.caldarelli@imtlucca.it
James A. McNamara
Lorenzo Franchi
2014-11-11T14:40:09Z
2015-03-31T13:54:26Z
http://eprints.imtlucca.it/id/eprint/2368
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2368
2014-11-11T14:40:09Z
A high-resolution δ18O record and Mediterranean climate variability
A high-resolution, well-dated foraminiferal δ18O record from a shallow-water core drilled from the Gallipoli Terrace in the Gulf of Taranto (Ionian Sea), previously measured over the last two millennia, has been extended to cover 707 BC–1979 AD. Spectral analysis of this series, performed by Singular Spectrum Analysis (SSA) and other classical and advanced methods, strengthens the results obtained analysing the shorter δ18O profile, detecting the same highly significant oscillations of about 600 yr, 380 yr, 170 yr, 130 yr, and 11 yr, respectively explaining about 12%, 7%, 5%, 2% and 2% of the time series total variance, plus a millennial trend (18% of the variance). The comparison with the results of Multi-channel Singular Spectrum Analysis (MSSA) applied to a data set of 26 Northern Hemisphere (NH) temperature-proxy records shows that NH temperature anomalies share with our local record a long-term trend and a bicentennial cycle. These two variability modes, previously identified as temperature-driven, are the most powerful modes in the NH temperature data set. Both the long-term trends and the bicentennial oscillations, when reconstructed locally and hemispherically, show coherent phases. Also the corresponding local and hemispheric amplitudes are comparable, if changes in the precipitation-evaporation balance of the Ionian sea, presumably associated with temperature changes, are taken into account.
Carla Taricco
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
Silvia Alessio
Sara Rubinetti
Salvatore Mancuso
2014-11-11T14:34:06Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2367
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2367
2014-11-11T14:34:06Z
Temperature and precipitation in Northeast China during the last 150 years: relationship to large-scale climatic variability
The analysis of two historical time series of temperature and precipitation in Northeast China, spanning, respectively, 1870–2004 and 1841–2004, performed by continuous wavelet transform and other classical and advanced spectral methods, is presented here. Both variables show a particular trend and oscillations of about 85, 60, 35 and 20 years that are highly significant, with a phase opposition at the centennial scale and at the 20-year scale. The analysis of the four temperature series relative to single seasons shows that the 20-year cycle is typical of the summer monsoon season, while the 35-year cycle is most evident in winter. The cycles of ~ 60 years and longer are present in all seasons. The centennial variation of temperature and precipitation describes well the 1970–1980 transition between a period of relatively strong East Asian Summer Monsoon (EASM), corresponding to high precipitation and relatively cool temperatures in Northeast China, and a conditions of weak EASM (low precipitation and warm temperatures). The connection of the detected local variations with large-scale climatic variability is deduced from the comparison with different climatic records (Northern Hemisphere temperature, Pacific Decadal Oscillation and Atlantic Multidecadal Oscillation indexes).
Silvia Alessio
Carla Taricco
Sara Rubinetti
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
Salvatore Mancuso
2014-11-10T14:21:24Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2364
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2364
2014-11-10T14:21:24Z
Low gamma activity measurement of meteorites using HPGe–NaI detector system
The radioactivity in natural samples like cosmogenic isotopes in meteorites, in Moon samples, in earth and ice in Antarctica, produced by protons, neutrons, μ mesons and other charged particles, is very low, usually below 0.001 disintegration per minute per gram. Therefore, very special techniques are required, particularly if the sample cannot be destroyed for chemical separation and system must have possibility of counting large amount of sample. For this purpose we have developed a highly selective Ge–NaI coincidence spectrometer, operating in the underground Laboratory of Monte dei Cappuccini (INAF) in Torino. We have then improved it by developing a multiparametric acquisition system, which allows better selectivity of the coincidence windows (e.g., in meteorites, to disentangle cosmogenic 44Ti signal from overlapping 214Bi, originated by naturally occurring 238U). Applications of this system to the study of meteorites (chondrite, achondrite and iron samples) are described.
Paolo Colombetti
Carla Taricco
Narendra Bhandari
Neeharika Sinha
M. Di Martino
A Cora
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
2014-11-10T14:03:01Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2363
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2363
2014-11-10T14:03:01Z
Climate variability and amplification revealed from indicators in the Gulf of Taranto
A well-dated, high-resolution core (GT90-3), extracted from the Gallipoli Terrace in the Ionian Sea, is used to deduce information about climate variability during the last millennia and in particular before 1000 AD, where few
proxy records are available. We present the foraminiferal δ18O record measured in this core and covering the last 2200 years, whose spectral analysis, performed by
several advanced methods, reveals highly significant oscillatory components with periods of about 600, 350, 200, 125 and 11 years. These components are discussed
also in comparison with those deduced from other archives, concluding that the overall trend and the 200 y component together are very likely temperature-driven. On the contrary, concerning the decadal range the situation is not so clear and salinity and circulation effects probably cannot be completely neglected.
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
2014-11-10T13:49:31Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2362
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2362
2014-11-10T13:49:31Z
Natural variability and anthropogenic effects in a Central Mediterranean core
We evaluate the contribution of natural variability to the modern decrease in foraminiferal δ18O by relying on a 2200-yr-long, high-resolution record of oxygen isotopic ratio from a Central Mediterranean sediment core. Pre-industrial values are used to train and test two sets of algorithms that are able to forecast the natural variability in δ18O over the last 150 yr. These algorithms are based on autoregressive models and neural networks, respectively; they are applied separately to each of the δ18O series' significant variability components, rather than to the complete series. The separate components are extracted by singular-spectrum analysis and have narrow-band spectral content, which reduces the forecast error. By comparing the sum of the predicted low-frequency components to its actual values during the Industrial Era, we deduce that the natural contribution to these components of the modern δ18O variation decreased gradually, until it reached roughly 40%, as early as the end of the 1970s.
Silvia Alessio
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
Carla Taricco
Michael Ghil
2014-11-10T13:34:02Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2361
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2361
2014-11-10T13:34:02Z
Almahata Sitta meteorite: gamma-activity measurements at Monte dei Cappuccini Laboratory in Torino
The asteroid 2008 TC3 was telescopically seen prior to entering Earth’s atmosphere
and was predicted to fall in Sudan on October 7, 2008, as it actually happened.
Subsequently, many fragments were collected from the Nubian desert. At Monte
dei Cappuccini Laboratory (IFSI, INAF) in Torino, using a selective gamma spectrometer
we measured gamma rays from fragment #15, one of the largest retrieved, a ureilite of mass
75 g. Six cosmogenic radionuclides have been measured (46Sc, 57Co, 54Mn, 22Na, 60Co and
26Al). 60Co and 26Al activities allowed us to deduce that the fragment was located at a depth
of 41�14 cm inside the 1.5–2m radius asteroid. Moreover, 22Na activity is slightly greater
than expected on the basis of the average cosmic ray flux and this could be ascribed to the
prolonged solar minimum preceding the meteorite fall.
Carla Taricco
Narendra Bhandari
Paolo Colombetti
Alberto Romero
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
Neeharika Sinha
Peter Jenniskens
Muawia H. Shaddad
2014-11-10T13:11:37Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2360
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2360
2014-11-10T13:11:37Z
Cosmogenic radioisotopes in the Almahata Sitta ureilite
Asteroid 2008 TC3 was predicted to fall in Sudan on October 7, 2008, and 2 months later, 15 meteorite fragments were recovered from the Nubian Desert. Most of these fragments were classified as polymict ureilites. In the largest ureilitic fragment #15, weighing 75 g, we have measured six gamma emitting radionuclides (46Sc, 57Co, 54Mn, 22Na, 60Co, and 26Al) by nondestructive whole rock counting using a sensitive gamma-ray spectrometer. The activities of 60Co, produced mainly by neutron capture in cobalt, and 26Al indicate that fragment #15 was located at a depth of 41 ± 14 cm inside the 1.5–2 m radius asteroid. The activity of other radionuclides is also consistent with this shielding depth within the asteroid. The 22Na/26Al activity ratio is higher than expected for the average cosmic ray flux, probably due to the unusually prolonged solar minimum before the fall.
Carla Taricco
Narendra Bhandari
Paolo Colombetti
Alberto Romero
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
Neeharika Sinha
Peter Jenniskens
Muawia H. Shaddad
G. M. Ballabh
2014-11-10T13:01:12Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2358
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2358
2014-11-10T13:01:12Z
A multiparametric HPGe-Nal acquisition system for low gamma activity measurements of meteorites
The study of long-term solar activity variations in the past requires the use of radioisotopic
data planetary reservoirs. At the Laboratory of Monte dei Cappuccini in Torino
(IFSI-Torino, INAF) for many years we have been studying radioisotopes in meteorites,
because their production, which is related to galactic cosmic ray flux in the heliosphere, is
anticorrelated with the heliospheric magnetic field variations. We have developed very sensitive
gamma detection techniques, in particular to measure 44Ti activity in meteorites; due
to its half-life (t1=2 = 59:2 years), this radioisotope is an ideal index to reveal the imprint of
solar activity variations on the centennial scale. Recently we have improved the spectrometer
by a new multiparametric acquisition system, which allows to extract efficiently the 44Ti
peak from the natural background.
Carla Taricco
Narendra Bhandari
Paolo Colombetti
I. Mariani
Neeharika Verma
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
2014-11-10T12:00:01Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2357
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2357
2014-11-10T12:00:01Z
Two millennia of climate variability in the Central Mediterranean
This experimental work addresses the need for high-resolution, long and homogeneous climatic time series that facilitate the study of climate variability over time scales of decades to millennia. We present a high-resolution record of foraminiferal δ18O from a Central-Mediterranean sediment core that covers the last two millennia. The record was analyzed using advanced spectral methods and shows highly significant oscillatory components with periods of roughly 600, 350, 200, 125 and 11 years. Over the last millennium, our data show several features related to known climatic periods, such as the Medieval Optimum, the Little Ice Age and a recent steep variation since the beginning of the Industrial Era. During the preceding millennium, the δ18O series also reveals a surprising maximum at about 0 AD, suggesting low temperatures at that time. This feature contradicts widely held ideas about the Roman Classical Period; it is, therefore, discussed at some length, by reviewing the somewhat contradictory evidence about this period.
We compare the δ18O record with an alkenone-derived sea surface temperature time series, obtained from cores extracted in the same Central-Mediterranean area (Gallipoli Terrace, Ionian Sea), as well as with Italian and other European temperature reconstructions over the last centuries. Based on this comparison, we show that the long-term trend and the 200-y oscillation in the records are temperature driven and have a dominant role in describing temperature variations over the last two millennia.
Carla Taricco
Michael Ghil
Silvia Alessio
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
2014-11-10T11:48:40Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2356
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2356
2014-11-10T11:48:40Z
Accurate dating of Gallipoli Terrace (Ionian Sea) sediments: historical eruptions and climate records
The radiometric and tephro-analysis dating of shallow-water Ionian Sea cores is summarized. The 2-kyr series of volcanic pyroxene grains provides information on the volcanic activity of the Campanian area for the period that precedes detailed documentation of eruptions.
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
Carla Taricco
Silvia Alessio
Michael Ghil
2014-11-07T13:18:22Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2349
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2349
2014-11-07T13:18:22Z
Sequence of eruptive events in the Vesuvio area recorded in shallow-water Ionian Sea sediments
The dating of the cores we drilled from the Gallipoli terrace in the Gulf of Taranto (Ionian Sea), previously obtained by tephroanalysis, is checked by applying a method to objectively recognize volcanic events. This automatic statistical procedure allows identifying pulse-like features in a series and evaluating quantitatively the confidence level at which the significant peaks are detected. We applied it to the 2000-years-long pyroxenes series of the GT89-3 core, on which the dating is based. The method confirms the dating previously performed by detecting at a high confidence level the peaks originally used and indicates a few possible undocumented eruptions. Moreover, a spectral analysis, focussed on the long-term variability of the pyroxenes series and performed by several advanced methods, reveals that the volcanic pulses are superimposed to a millennial trend and a 400 years oscillation.
Carla Taricco
Silvia Alessio
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
2014-11-07T13:09:42Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2348
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2348
2014-11-07T13:09:42Z
Experimental set-up and optimization of a gamma-ray spectrometer for measurement of cosmogenic radionuclides in meteorites
We have developed a highly efficient and selective gamma-ray spectrometer with extremely low background for activity measurement of gamma emitting cosmogenic radionuclides in meteorites. This spectrometer can operate in specific modes to match decay scheme of a particular radionuclide and is specially suited for measurement of positron emitters. The system consists of a hyperpure Ge detector (3 kg, 147 relative efficiency), operating in coincidence with an umbrella of NaI(Tl) scintillator (90 kg) in order to achieve low background. The system is tuned such that strong interference due to naturally occurring uranium daughters, e.g. 214Bi present in the meteorites and in the laboratory environment, is minimized. It enables us to measure 44Ti ( T 1 / 2 = 59.2 y ) which is ideal for studying centennial scale variations of cosmic ray flux in the interplanetary space with good reliability. The specific configuration of the coincidence system and electronics are described here.
Carla Taricco
Narendra Bhandari
Paolo Colombetti
Neeharika Verma
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
2014-11-07T13:04:39Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2347
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2347
2014-11-07T13:04:39Z
Experimental set-up for gamma-activity measurements of astromaterials
The most important proxies of past solar activity are radionuclides produced by nuclear interactions of cosmic rays in the Earth’s atmosphere, in meteorites and in planetary surfaces. In fact, the production of these radioisotopes depends on the cosmic ray flux and energy spectrum and vary in the heliosphere because of solar modulation. Therefore the study of cosmogenic isotopes in terrestrial archives and in meteorites, which fell at different times, gives information on solar activity in the past. Because of its half life, 44Ti (T½ = 59.2 years) in meteorites has been proposed as an ideal index for the study of centennial scale solar activity variations. The main experimental difficulties are related to the very low (∼1 dpm/kg) 44Ti γ activity in meteorites and to the strong interference by 214Bi γ’s from the decay chain of the naturally occurring 238U. On the basis of the decay scheme of 44Ti, we have set up a low background spectrometer, whose high specificity derives from a selective coincidence between the principal HPGe detector and the active shield of NaI(Tl). Using this spectrometer we have reconstructed the solar activity over the past 235 years by measuring 44Ti and 26Al in meteorite falls; in particular we have shown that the intensity of cosmic rays has linearly decreased during this period, in agreement with some models proposed for the past solar activity. In order to improve the Ge-NaI coincidence spectrometer, we have recently developed a multiparametric acquisition system, allowing better selectivity in the choice of the coincidence windows, crucial for the 44Ti detection. A background measurement of the apparatus, taken for about a month, shows efficient elimination of the 214Bi γ signal in coincidence mode. Moreover the coincidence spectrum of Dhajala meteorite (fall, 1976) shows a - - good 44Ti γ peak.
Paolo Colombetti
Carla Taricco
Narendra Bhandari
Alberto Romero
Neeharika Verma
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
2014-11-06T14:31:07Z
2015-03-25T09:16:39Z
http://eprints.imtlucca.it/id/eprint/2346
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2346
2014-11-06T14:31:07Z
A large cavity gamma ray spectrometer for measurement of cosmogenic radionuclides in astromaterials by whole rock counting
For resolving the ongoing debate that the Earth's climate may respond to solar activity variations, it is necessary to reconstruct a high resolution time series of heliospheric magnetic field in the past and correlate it to climatic records. The solar magnetic activity modulates the galactic cosmic ray flux, which is responsible for producing radioactive nuclides in rocks on planetary surfaces and in meteorites. To measure the minute quantity of γ emitting cosmogenic radionuclides, we have set up a low background, highly specific and selective γ-ray spectrometer. Using this spectrometer, we have reconstructed the solar activity over the past 3 centuries by measuring 44Ti and 26Al in meteorite falls; in particular we have shown that the intensity of cosmic rays has linearly decreased, in agreement with some models proposed for the past solar activity. In order to improve the Ge-NaI coincidence spectrometer, crucial for selective 44Ti detection, we have developed a multiparametric acquisition system. The flexibility of optimizing appropriate energy channels allows more reliable measurement of the small activity present in meteorites.
Carla Taricco
Paolo Colombetti
Neeharika Verma
Gianna Vivaldo
gianna.vivaldo@imtlucca.it
Narendra Bhandari
2014-07-02T10:54:06Z
2014-07-02T10:54:06Z
http://eprints.imtlucca.it/id/eprint/2231
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2231
2014-07-02T10:54:06Z
On the Predictability of Future Impact in Science
Correctly assessing a scientist’s past research impact and potential for future impact is key in recruitment decisions and other evaluation processes. While a candidate’s future impact is the main concern for these decisions, most measures only quantify the impact of previous work. Recently, it has been argued that linear regression models are capable of predicting a scientist’s future impact. By applying that future impact model to 762 careers drawn from three disciplines: physics, biology, and mathematics, we identify a number of subtle, but critical, flaws in current models. Specifically, cumulative non-decreasing measures like the h-index contain intrinsic autocorrelation, resulting in significant overestimation of their ‘‘predictive power’’. Moreover, the predictive power of these models depend heavily upon scientists’ career age, producing least accurate estimates for young researchers. Our results place in doubt the suitability of such models, and indicate further investigation is required before they can be used in recruiting decisions.
Orion Penner
orion.penner@imtlucca.it
Raj K. Pan
Alexander M. Petersen
alexander.petersen@imtlucca.it
Kimmo Kaski
Santo Fortunato
2014-07-02T10:51:50Z
2014-07-02T10:51:50Z
http://eprints.imtlucca.it/id/eprint/2232
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2232
2014-07-02T10:51:50Z
A quantitative perspective on ethics in large team science
The gradual crowding out of singleton and small team science by large team endeavors is challenging key features of research culture. It is therefore important for the future of scientific practice to reflect upon the individual scientist's ethical responsibilities within teams. To facilitate this reflection we show labor force trends in the US revealing a skewed growth in academic ranks and increased levels of competition for promotion within the system; we analyze teaming trends across disciplines and national borders demonstrating why it is becoming difficult to distribute credit and to avoid conflicts of interest; and we use more than a century of Nobel prize data to show how science is outgrowing its old institutions of singleton awards. Of particular concern within the large team environment is the weakening of the mentor-mentee relation, which undermines the cultivation of virtue ethics across scientific generations. These trends and emerging organizational complexities call for a universal set of behavioral norms that transcend team heterogeneity and hierarchy. To this end, our expository analysis provides a survey of ethical issues in team settings to inform science ethics education and science policy.
Alexander M. Petersen
alexander.petersen@imtlucca.it
Ioannis Pavlidis
Ioanna Semendeferi
2014-06-26T12:39:17Z
2014-06-26T12:39:17Z
http://eprints.imtlucca.it/id/eprint/2211
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2211
2014-06-26T12:39:17Z
An economic and financial exploratory
This paper describes the vision of a European Exploratory for economics and finance using an interdisciplinary consortium of economists, natural scientists, computer scientists and engineers, who will combine their expertise to address the enormous challenges of the 21st century. This Academic Public facility is intended for economic modelling, investigating all aspects of risk and stability, improving financial technology, and evaluating proposed regulatory and taxation changes. The European Exploratory for economics and finance will be constituted as a network of infrastructure, observatories, data repositories, services and facilities and will foster the creation of a new cross-disciplinary research community of social scientists, complexity scientists and computing (ICT) scientists to collaborate in investigating major issues in economics and finance. It is also considered a cradle for training and collaboration with the private sector to spur spin-offs and job creations in Europe in the finance and economic sectors. The Exploratory will allow Social Scientists and Regulators as well as Policy Makers and the private sector to conduct realistic investigations with real economic, financial and social data. The Exploratory will (i) continuously monitor and evaluate the status of the economies of countries in their various components, (ii) use, extend and develop a large variety of methods including data mining, process mining, computational and artificial intelligence and every other computer and complex science techniques coupled with economic theory and econometric, and (iii) provide the framework and infrastructure to perform what-if analysis, scenario evaluations and computational, laboratory, field and web experiments to inform decision makers and help develop innovative policy, market and regulation designs.
Silvano Cincotti
Didler Sornette
Philip Treleaven
Stefano Battiston
Guido Caldarelli
guido.caldarelli@imtlucca.it
Cars H. Hommes
Alan Kirman
2014-06-16T12:27:41Z
2014-09-02T09:53:17Z
http://eprints.imtlucca.it/id/eprint/2205
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2205
2014-06-16T12:27:41Z
Power grids, smart grids and complex networks
We present some possible Complex Networks approaches to study and understand Power Grids and to improve them into Smart Grids . We first sketch the general properties of the Electric System with an attention to the effects of Distributed Generation. We then analyse the effects of renewable power sources on Voltage Controllability. Afterwords, we study the impact of electric line overloads on the nature of Blackouts. Finally, we discuss the possibility of implementing Self Healing capabilities into Power Grids through the use of Routing Protocols.
Antonio Scala
Guido Caldarelli
guido.caldarelli@imtlucca.it
Alessandro Chessa
alessandro.chessa@imtlucca.it
Alfonso Damiano
Mario Mureddu
Sakshi Pahwa
Caterina Scoglio
Walter Quattrociocchi
2014-06-16T12:17:10Z
2016-04-07T09:39:52Z
http://eprints.imtlucca.it/id/eprint/2204
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2204
2014-06-16T12:17:10Z
Measuring the intangibles: a metrics for the economic complexity of countries and products
We investigate a recent methodology we have proposed to extract valuable information on the competitiveness of countries and complexity of products from trade data. Standard economic theories predict a high level of specialization of countries in specific industrial sectors. However, a direct analysis of the official databases of exported products by all countries shows that the actual situation is very different. Countries commonly considered as developed ones are extremely diversified, exporting a large variety of products from very simple to very complex. At the same time countries generally considered as less developed export only the products also exported by the majority of countries. This situation calls for the introduction of a non-monetary and non-income-based measure for country economy complexity which uncovers the hidden potential for development and growth. The statistical approach we present here consists of coupled non-linear maps relating the competitiveness/fitness of countries to the complexity of their products. The fixed point of this transformation defines a metrics for the fitness of countries and the complexity of products. We argue that the key point to properly extract the economic information is the non-linearity of the map which is necessary to bound the complexity of products by the fitness of the less competitive countries exporting them. We present a detailed comparison of the results of this approach directly with those of the Method of Reflections by Hidalgo and Hausmann, showing the better performance of our method and a more solid economic, scientific and consistent foundation.
Matthieu Cristelli
Andrea Gabrielli
Andrea Tacchella
Guido Caldarelli
guido.caldarelli@imtlucca.it
Luciano Pietronero
2014-06-16T12:06:17Z
2014-06-16T12:06:17Z
http://eprints.imtlucca.it/id/eprint/2202
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2202
2014-06-16T12:06:17Z
Systemic risk in financial networks
Financial inter-linkages play an important role in the emergence of financial instabilities and the formulation of systemic risk can greatly benefit from a network approach. In this paper, we focus on the role of linkages along the two dimensions of contagion and liquidity, and we discuss some insights that have recently emerged from network models. With respect to the issue of the determination of the optimal architecture of the financial system, models suggest that regulators have to look at the interplay of network topology, capital requirements, and market liquidity. With respect to the issue of the determination of systemically important financial institutions the findings indicate that both from the point of view of contagion and from the point of view of liquidity provision, there is more to systemic importance than just size. In particular for contagion, the position of institutions in the network matters and their impact can be computed through stress tests even when there are no defaults in the system.topology, capital requirements, and market liquidity. With respect to the issue of the determination of systemically important financial institutions the findings indicate that both from the point of view of contagion and from the point of view of liquidity provision, there is more to systemic importance than just size. In particular for contagion, the position of institutions in the network matters and their impact can be computed through stress tests even when there are no defaults in the system.
Stefano Battiston
Guido Caldarelli
guido.caldarelli@imtlucca.it
2014-06-16T11:23:49Z
2018-03-08T17:01:43Z
http://eprints.imtlucca.it/id/eprint/2201
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2201
2014-06-16T11:23:49Z
Low-Temperature behaviour of social and economic networks
Real-world social and economic networks typically display a number of particular topological properties, such as a giant connected component, a broad degree distribution, the small-world property and the presence of communities of densely interconnected nodes. Several models, including ensembles of networks, also known in social science as Exponential Random Graphs, have been proposed with the aim of reproducing each of these properties in isolation. Here, we define a generalized ensemble of graphs by introducing the concept of graph temperature, controlling the degree of topological optimization of a network. We consider the temperature-dependent version of both existing and novel models and show that all the aforementioned topological properties can be simultaneously understood as the natural outcomes of an optimized, low-temperature topology. We also show that seemingly different graph models, as well as techniques used to extract information from real networks are all found to be particular low-temperature cases of the same generalized formalism. One such technique allows us to extend our approach to real weighted networks. Our results suggest that a low graph temperature might be a ubiquitous property of real socio-economic networks, placing conditions on the diffusion of information across these systems.
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Sebastian E. Ahnert
Thomas M.A. Fink
Guido Caldarelli
guido.caldarelli@imtlucca.it
2014-06-16T11:16:52Z
2014-07-07T10:28:55Z
http://eprints.imtlucca.it/id/eprint/2200
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2014-06-16T11:16:52Z
Bootstrapping topological properties and systemic risk of complex networks using the fitness model
In this paper we present a novel method to reconstruct global topological properties of a complex network starting from limited information. We assume to know for all the nodes a non-topological quantity that we interpret as fitness. In contrast, we assume to know the degree, i.e. the number of connections, only for a subset of the nodes in the network. We then use a fitness model, calibrated on the subset of nodes for which degrees are known, in order to generate ensembles of networks. Here, we focus on topological properties that are relevant for processes of contagion and distress propagation in networks, i.e. network density and k-core structure, and we study how well these properties can be estimated as a function of the size of the subset of nodes utilized for the calibration. Finally, we also study how well the resilience to distress propagation in the network can be estimated using our method. We perform a first test on ensembles of synthetic networks generated with the Exponential Random Graph model, which allows to apply common tools from statistical mechanics. We then perform a second test on empirical networks taken from economic and financial contexts. In both cases, we find that a subset as small as 10 % of nodes can be enough to estimate the properties of the network along with its resilience with an error of 5 %.
Nicolò Musmeci
Stefano Battiston
Guido Caldarelli
guido.caldarelli@imtlucca.it
Michelangelo Puliga
michelangelo.puliga@imtlucca.it
Andrea Gabrielli
2014-03-27T14:26:48Z
2014-03-27T14:26:48Z
http://eprints.imtlucca.it/id/eprint/2186
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2186
2014-03-27T14:26:48Z
Structure and growth of weighted networks
We develop a simple theoretical framework for the evolution of weighted networks that is consistent with a number of stylized features of real-world data. In our framework, the Barabási–Albert model of network evolution is extended by assuming that link weights evolve according to a geometric Brownian motion. Our model is verified by means of simulations and real-world trade data. We show that the model correctly predicts the intensity and growth distribution of links, the size–variance relationship of the growth of link weights, the relationship between the degree and strength of nodes, and the scale-free structure of the network.
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
Stefano Schiavo
2014-01-24T14:01:24Z
2014-12-11T13:27:37Z
http://eprints.imtlucca.it/id/eprint/2125
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2014-01-24T14:01:24Z
Self-healing networks: redundancy and structure
We introduce the concept of self-healing in the field of complex networks modelling; in particular, self-healing capabilities are implemented through distributed communication protocols that exploit redundant links to recover the connectivity of the system. We then analyze the effect of the level of redundancy on the resilience to multiple failures; in particular, we measure the fraction of nodes still served for increasing levels of network damages. Finally, we study the effects of redundancy under different connectivity patterns—from planar grids, to small-world, up to scale-free networks—on healing performances. Small-world topologies show that introducing some long-range connections in planar grids greatly enhances the resilience to multiple failures with performances comparable to the case of the most resilient (and least realistic) scale-free structures. Obvious applications of self-healing are in the important field of infrastructural networks like gas, power, water, oil distribution systems.
Walter Quattrociocchi
walter.quattrociocchi@imtlucca.it
Guido Caldarelli
guido.caldarelli@imtlucca.it
Antonio Scala
2014-01-24T13:57:52Z
2014-01-24T13:57:52Z
http://eprints.imtlucca.it/id/eprint/2124
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/2124
2014-01-24T13:57:52Z
Influence of media on collective debates
The information system (T.V., newspapers, blogs, social network platforms) and its inner dynamics play a fundamental role on the evolution of collective debates and thus on the public opinion. In this work we address such a process focusing on how the current inner strategies of the information system (competition, customer satisfaction) once combined with the gossip may affect the opinions dynamics. A reinforcement effect is particularly evident in the social network platforms where several and incompatible cultures coexist (e.g, pro or against the existence of chemical trails and reptilians, the new world order conspiracy and so forth). We introduce a computational model of opinion dynamics which accounts for the coexistence of media and gossip as separated but interdependent mechanisms influencing the opinions evolution. Individuals may change their opinions under the contemporary pressure of the information supplied by the media and the opinions of their social contacts. We stress the effect of the media communication patterns by considering both the simple case where each medium mimics the behavior of the most successful one (in order to maximize the audience) and the case where there is polarization and thus competition among media reported information (in order to preserve and satisfy their segmented audience). Finally, we first model the information cycle as in the case of traditional main stream media (i.e, when every medium knows about the format of all the others) and then, to account for the effect of the Internet, on more complex connectivity patterns (as in the case of the web based information). We show that multiple and polarized information sources lead to stable configurations where several and distant opinions coexist.
Walter Quattrociocchi
walter.quattrociocchi@imtlucca.it
Guido Caldarelli
guido.caldarelli@imtlucca.it
Antonio Scala
2013-11-12T15:34:25Z
2014-01-28T15:09:22Z
http://eprints.imtlucca.it/id/eprint/1906
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1906
2013-11-12T15:34:25Z
Recent development of complex network analysis in spatial planning
In the last years, we acknowledge a great scientific interest on complex network analysis, a method able to characterise systems with very large numbers of entities (the nodes or vertices) interlaced by a series of connections/relationships (the links or edges). The objects of analyses as such are biological (predator-pray); information (internet); social (actor-in the same movie); transportation (railway and road networks) systems. While in general a network is an abstract (topo) logical object, spatial networks belong to an important class of systems that includes nodes and edges with a clear reference to space. Recently the interest of scientists has focused on methods able to define and investigate on communities emerging from the structure of a network. In this respect the spatial factor can emerge both as the result of the topological community structure that maps back onto geography in the form of sensible spatial regions, or just as spatial clusterisation of nodes in principle embedded in space. In this essay, the authors aim at presenting a state of the art summary of the last advances in the field of network community detection methodologies with a detailed view to the case of spatial networks. Secondly, the paper will report on a case study concerning a major issue for policy makers and planners: the delimitation of sub-regional domains showing a sufficient level of homogeneity with respect to some specific territorial features. We compare some intermediate body partitions of the island of Sardinia (Italy) with the patterns of the communities of workers and students, by applying grouping methodologies based on the characterisation of the Sardinian commuters’ system as a complex weighted network.
Andrea De Montis
Simone Caschili
Alessandro Chessa
alessandro.chessa@imtlucca.it
2013-11-12T15:01:15Z
2014-12-18T15:16:06Z
http://eprints.imtlucca.it/id/eprint/1905
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1905
2013-11-12T15:01:15Z
Community core detection in transportation networks
This work analyzes methods for the identification and the stability under perturbation of a territorial community structure with specific reference to transportation networks. We considered networks of commuters for a city and an insular region. In both cases, we have studied the distribution of commuters’ trips (i.e., home-to-work trips and vice versa). The identification and stability of the communities’ cores are linked to the land-use distribution within the zone system, and therefore their proper definition may be useful to transport planners.
Vincenzo De Leo
Giovanni Santoboni
Federica Cerina
Mario Mureddu
Luca Secchi
Alessandro Chessa
alessandro.chessa@imtlucca.it
2013-11-12T14:42:43Z
2013-11-20T09:15:24Z
http://eprints.imtlucca.it/id/eprint/1903
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1903
2013-11-12T14:42:43Z
Distributed Generation and Resilience in Power Grids
We study the effects of the allocation of distributed generation on the resilience of power grids. We find that an unconstrained allocation and growth of the distributed generation can drive a power grid beyond its design parameters. In order to overcome such a problem, we propose a topological algorithm derived from the field of Complex Networks to allocate distributed generation sources in an existing power grid.
Antonio Scala
Mario Mureddu
Alessandro Chessa
alessandro.chessa@imtlucca.it
Guido Caldarelli
guido.caldarelli@imtlucca.it
Alfonso Damiano
2013-11-12T14:28:23Z
2013-11-20T09:13:10Z
http://eprints.imtlucca.it/id/eprint/1902
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1902
2013-11-12T14:28:23Z
Commuter networks and community detection: a method for planning sub regional areas
A major issue for policy makers and planners is the definition of “ideal” regional partitions, i.e. the delimitation of sub-regional domains showing a sufficient level of homogeneity with respect to some specific territorial features. In this paper, we compare some intermediate body partitions of Sardinia, Italy, with patterns that emerge from the workers and students’ commuting. We apply grouping methodologies based on the characterization of Sardinian commuting system as a complex weighted network. We adopt an algorithm based on the maximization of the weighted modularity of this network and detect productive basins composed by municipalities with degree of cohesiveness in terms of commuters’ flows. The results of this study lead us to conclude that the recently instituded provinces in Sardinia have been designed -even unconsciously- as labour basins of municipalities with similar commuting behaviour.
Andrea De Montis
Simone Caschili
Alessandro Chessa
alessandro.chessa@imtlucca.it
2013-11-12T14:09:37Z
2014-12-10T14:32:52Z
http://eprints.imtlucca.it/id/eprint/1901
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1901
2013-11-12T14:09:37Z
Spatial Correlations in Attribute Communities
Community detection is an important tool for exploring and classifying the properties of large complex networks and should be of great help for spatial networks. Indeed, in addition to their location, nodes in spatial networks can have attributes such as the language for individuals, or any other socio-economical feature that we would like to identify in communities. We discuss in this paper a crucial aspect which was not considered in previous studies which is the possible existence of correlations between space and attributes. Introducing a simple toy model in which both space and node attributes are considered, we discuss the effect of space-attribute correlations on the results of various community detection methods proposed for spatial networks in this paper and in previous studies. When space is irrelevant, our model is equivalent to the stochastic block model which has been shown to display a detectability-non detectability transition. In the regime where space dominates the link formation process, most methods can fail to recover the communities, an effect which is particularly marked when space-attributes correlations are strong. In this latter case, community detection methods which remove the spatial component of the network can miss a large part of the community structure and can lead to incorrect results.
Federica Cerina
Vincenzo De Leo
Marc Barthélemy
Alessandro Chessa
alessandro.chessa@imtlucca.it
2013-11-12T13:57:12Z
2013-11-12T13:57:12Z
http://eprints.imtlucca.it/id/eprint/1900
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1900
2013-11-12T13:57:12Z
Community structure in large-scale cortical networks during motor acts
The purpose of the present work is to evaluate the community structure of the cortical network subserving the neurophysiologic processes in simple motor acts. To this end, we studied the topological properties of the functional brain connectivity in the frequency domain. The functional networks were estimated by means of the imaginary coherence from a dataset of high-resolution {EEG} recordings (4094 cortical sources) in a group of healthy subjects (n = 10) during a finger extension task. The analysis of the community structure was addressed through a particular detection algorithm that optimizes the modularity, a function related to the level of internal clustering inside the communities in the network. The principal results indicate that the cortical network changes its structural organization during the motor execution with respect to a baseline condition. Notably in the Beta band (12.5–30 Hz), the level of intra-module connectivity decreases, while inter-module connectivity increases reflecting the need for a neural integration of distant regions. Notably, this distributed interaction involves anatomical regions belonging to both the hemispheres including pre-motor and primary motor areas in the frontal and central part of the cortex as well as parietal associative regions, which are related to the planning, selection and execution of actions.
Fabrizio De Vico Fallani
Alessandro Chessa
alessandro.chessa@imtlucca.it
Miguel Valencia
Mario Chavez
Laura Astolfi
Febo Cincotti
Donatella Mattia
Fabio Babiloni
2013-11-12T12:18:51Z
2013-11-12T12:18:51Z
http://eprints.imtlucca.it/id/eprint/1899
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1899
2013-11-12T12:18:51Z
Spatial Complex Network Analysis and Accessibility Indicators: the Case of Municipal Commuting in Sardinia, Italy
In this paper a contribution is presented with respect to accessibility indicators modelling for commuters moving through the municipalities of Sardinia, in Italy. In this case, spatial complex network analysis is integrated into the construction of accessibility measures: one of the most relevant outcomes of the first tool –the detection of shortest road paths and distances- is adopted as an input for the second in modelling accessibility indicators. Instead of Euclidean distances often adopted in the literature, shortest road distances are chosen, as commuting implies movements that are usually repeated daily and very likely subjected, even unconsciously, to space and time minimization strategies.
In particular, two commuter accessibility indicators are constructed according to approaches based on a travel cost and a spatial interaction model with impedance function calibrated in exponential and in power form. The accessibility indicators are confronted each other and with relevant socio-economic and infrastructure characteristics of Sardinia.
In addition, they are described, with respect to their spatial distribution and their different implications, when adopted in decision-making and planning. The travel cost based accessibility indicator has a municipal spatial distribution strongly influenced by the main road infrastructure of the Island. By contrast, spatial interaction model based accessibility indicators are more reliable, with respect to their capacity to confirm a leading socio-economic role of the municipalities comprehended in the metropolitan area of the capital town Cagliari.
Andrea De Montis
Simone Caschili
Alessandro Chessa
alessandro.chessa@imtlucca.it
2013-11-12T11:54:55Z
2013-11-12T11:54:55Z
http://eprints.imtlucca.it/id/eprint/1898
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1898
2013-11-12T11:54:55Z
Time evolution of complex networks: commuting systems in insular Italy
The aim of this paper is to study the dynamics of the commuting system of two insular regions of Italy, Sardinia and Sicily, inspected as complex networks. The authors refer to a 20-year time period and take into account three census data sets about the work and study-driven inter-municipal origin-destination movements of residential inhabitants in 1981, 1991 and 2001. Since it is likely that the number of municipalities (in this case, the vertices of the system) does not display sharp variations, the authors direct the study to the variation of the properties emerging through both a topological and a weighted network representation of commuting in the time periods indicated.
Andrea De Montis
Simone Caschili
Alessandro Chessa
alessandro.chessa@imtlucca.it
2013-11-12T11:26:16Z
2013-11-12T11:26:16Z
http://eprints.imtlucca.it/id/eprint/1897
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1897
2013-11-12T11:26:16Z
Disentangling the proteome: re-evaluations of topological insights from yeast protein interaction networks
To understand living cells one must study them as systems rather than as a collection of individual molecules. The abstract representation of intracellular systems as „networks‟ is fruitful, because it provides the ability to study these systems as a whole by ignoring details of individual components, but retaining the complexity of the interactions. This chapter will review the discoveries made through application of approaches from „the science of complex networks‟ to Protein Interaction Networks, i.e. undirected networks in which the nodes represent proteins, and pairs are connected by edges if the proteins physically interact. Over the last decade the experimental techniques for measuring protein interactions has been highly improved and large numbers of new protein interactions have been elucidated. Therefore, along with the reviewed concepts and discoveries, we provide a re-evaluation of several previous conclusions by analyzing a set of high quality networks from the organism S. cerevisiae (baker's yeast), based on recent experimental data. These interaction networks are obtained from three distinct experimental methodologies: 1) literature curation (LC; by combining low-throughput experiments), 2) affinity-purification followed by mass spectrometry (AP-MS), and 3) the yeast two-hybrid system (Y2H). Through the analysis of these new quality networks we wish to demonstrate which of the previous conclusions (some dating back from almost a decade ago) still hold anno 2010, and to highlight the differences in Protein Interaction Networks obtained by different experimental techniques. Indeed, we find very distinct topological properties in these different networks, in accordance with other papers who have reported contradictory results when analyzing different datasets. Previous conclusions mainly hold for the new high quality data from Y2H experiments. We end with a discussion on which experimental technique provides the most relevant interaction data for the purpose of constructing wiring diagrams of the proteome, i.e. Protein Interaction Networks.
Vincenzo De Leo
Francesco Ricci
Nicola Soranzo
Alessandro Chessa
alessandro.chessa@imtlucca.it
Alberto de la Fuente
2013-11-08T10:18:45Z
2013-11-08T10:18:45Z
http://eprints.imtlucca.it/id/eprint/1895
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1895
2013-11-08T10:18:45Z
Integrating the electric grid and the commuter network through a 'Veichle to Grid' concept: a Complex Networks Theory approach
Alfonso Damiano
Guido Caldarelli
guido.caldarelli@imtlucca.it
Alessandro Chessa
alessandro.chessa@imtlucca.it
Antonio Scala
2013-11-08T10:00:18Z
2013-11-08T10:00:18Z
http://eprints.imtlucca.it/id/eprint/1894
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1894
2013-11-08T10:00:18Z
Modeling commuting systems through a complex network analysis: a study of the Italian islands of Sardinia and Sicily
This study analyzes the inter-municipal commuting systems of the Italian islands of Sardinia and Sicily, employing weighted network analysis technique. Based on the results obtained for the Sardinian commuting network, the network analysis is used to identify similarities and dissimilarities between the two systems.
Andrea De Montis
Alessandro Chessa
alessandro.chessa@imtlucca.it
Michele Campagna
Simone Caschili
Giancarlo Deplano
2013-11-08T09:23:45Z
2013-11-08T09:23:45Z
http://eprints.imtlucca.it/id/eprint/1893
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1893
2013-11-08T09:23:45Z
Urban management in the face of complexity: commuting networks in insular Italy
Complex networks theory allows researchers to deal with systems characterised by uncertainty and unpredictability. It also enables investigating interactions between transport networks and their topology. Recently it has been used to analyse socio-economic processes in urban, regional, and environmental planning. In the light of these advances, the aim of this paper is to present the results of the application of complex networks theory techniques to the characterisation of topological, traffic and spatial properties of commuters' systems in insular Italy.
Andrea De Montis
Simone Caschili
Alessandro Chessa
alessandro.chessa@imtlucca.it
Michele Campagna
2013-11-08T08:53:20Z
2014-07-07T10:30:16Z
http://eprints.imtlucca.it/id/eprint/1891
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1891
2013-11-08T08:53:20Z
Complex network analysis on a cloud computing architecture
Vincenzo De Leo
Gianni Fenu
Michelangelo Puliga
michelangelo.puliga@imtlucca.it
Luca Secchi
Lorenzo Zolesio
Alessandro Chessa
alessandro.chessa@imtlucca.it
2013-11-07T13:17:48Z
2013-11-07T13:17:48Z
http://eprints.imtlucca.it/id/eprint/1888
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1888
2013-11-07T13:17:48Z
Group Recommendation with Automatic Identification of Users Communities
Recommender systems usually propose items to single users. However, in some domains like Mobile IPTV or Satellite Systems it might be impossible to generate a program schedule for each user, because of bandwidth limitations. A few approaches were proposed to generate group recommendations. However, these approaches take into account that groups of users already exist and no recommender system is able to detect intrinsic users communities. This paper describes an algorithm that detects groups of users whose preferences are similar and predicts recommendations for such groups. Groups of different granularities are generated through a modularity-based Community Detection algorithm, making it possible for a content provider to explore the trade off between the level of personalization of the recommendations and the number of channels. Experimental results show that the quality of group recommendations increases linearly with the number of groups created.
Ludovico Boratto
Salvatore Carta
Alessandro Chessa
alessandro.chessa@imtlucca.it
Maurizio Agelli
M. Laura Clemente
2013-11-07T12:05:18Z
2014-09-02T09:50:59Z
http://eprints.imtlucca.it/id/eprint/1887
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1887
2013-11-07T12:05:18Z
Weighted networks and community detection: planning productive districts in Sardinia
We study the patterns of the communities of workers and students of Sardinia, by applying grouping methodologies based on the characterization of the Sardinian commuting system as a complex weighted network. The algorithm is based on a heuristic method able to optimize a quality function called modularity, as proposed by Newman et al. [01]. Its adoption allows us to detect productive basins geographically located, as composed by towns and their territories showing a certain degree of similarity. We compare the spatial distributions of communities with relevant historical and provincial boundaries, investigate on their discrepancies and correspondences, and propose possible perspectives for local policy making and planning.
Simone Caschili
Andrea De Montis
Alessandro Chessa
alessandro.chessa@imtlucca.it
Giancarlo Deplano
2013-11-07T11:56:34Z
2014-09-02T09:50:30Z
http://eprints.imtlucca.it/id/eprint/1886
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1886
2013-11-07T11:56:34Z
Macro e micro simulazioni di mercati
Alessandro Chessa
alessandro.chessa@imtlucca.it
Gianni Mula
2013-11-07T11:37:12Z
2013-11-07T11:37:12Z
http://eprints.imtlucca.it/id/eprint/1885
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1885
2013-11-07T11:37:12Z
A complex network analysis of a health organization
The analysis of organizational structures of healthcare organizations such as University teaching hospitals is a fundamental step toward improving health care services and making more efficient use of available resources. In this study, discharge abstract data from the University of Cagliari teaching hospital was analysed by using techniques borrowed from the theory of complex networks. A bipartite network was constructed by linking the physician and diagnosis fields of the discharge abstract data. The unipartite projection network was then constructed by quantifying the number of diagnoses the connected physicians had in common in one year. Community detection algorithms were then used to identify the 'best' community structure (i.e. organizational subdivisions) for the hospital organization. The identified community structure could lead to improved efficiency with respect to existing departmental divisions. Results show how the theory of complex networks can be a very powerful data mining tool with very promising implications for research in the fields of health care organizations and social networks.
Luigi Minerba
Alessandro Chessa
alessandro.chessa@imtlucca.it
Rosa Cristina Coppola
Gianni Mula
Giancarlo Cappellini
2013-11-07T11:19:34Z
2013-11-07T11:19:34Z
http://eprints.imtlucca.it/id/eprint/1884
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1884
2013-11-07T11:19:34Z
Accessibility in commuting systems network based performance indicators
The aim of this paper is to contribute to the discussion on accessibility by adopting complex network analysis as a base for constructing accessibility indicators. In this case, a contribution is offered in construction of two groups of indicators: travel cost and gravity based indexes. A case study is proposed on the level of accessibility of two towns of commuters in the island of Sardinia, Italy.
Andrea De Montis
Simone Caschili
Michele Campagna
Alessandro Chessa
alessandro.chessa@imtlucca.it
Giancarlo Deplano
2013-11-07T11:03:39Z
2013-11-20T09:08:17Z
http://eprints.imtlucca.it/id/eprint/1883
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1883
2013-11-07T11:03:39Z
The structure of interurban traffic: a weighted network analysis
We study the structure of the network representing the interurban commuting traffic of the Sardinia region, Italy, which amounts to 375 municipalities and 1 600 000 inhabitants. We use a weighted network representation in which vertices correspond to towns and the edges correspond to the actual commuting flows among those towns. We characterize quantitatively both the topological and weighted properties of the resulting network. Interestingly, the statistical properties of the commuting traffic exhibit complex features and nontrivial relations with the underlying topology. We characterize quantitatively the traffic backbone among large cities and we give evidence for a very high heterogeneity of the commuter flows around large cities. We also discuss the interplay between the topological and dynamical properties of the network as well as their relation with sociodemographic variables such as population and monthly income. This analysis may be useful at various stages in environmental planning and provides analytical tools for a wide spectrum of applications ranging from impact evaluation to decision making and planning support.
Andrea De Montis
Marc Barthélemy
Alessandro Chessa
alessandro.chessa@imtlucca.it
Alessandro Vespignani
2013-11-07T10:58:11Z
2013-11-07T10:58:11Z
http://eprints.imtlucca.it/id/eprint/1882
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1882
2013-11-07T10:58:11Z
Complex Networks Analysis of Commuting: Recent Advances and a Research Agenda
The emerging new science of networks is providing an elegant paradigm for the characterization of the broad area of complex systems. New research perspectives have been opened in the study of many real phenomena and processes, and recently fields like urban, regional, and environmental sciences have gained new insights from the tools provided by network science. The complex networks analysis (CNA) becomes a useful framework in these fields to disentangle problems of a complex and unpredictable nature.
At the end of the last millennium, the availability of large data sets and the parallel explosion of computer processing power have made a systematic and intensive application of CNA to the study of very large networks(Pastor-Satorras and Vespignani 2004; Albert and Barabási 2002) possible. According to CNA, complex behaviours are signalled by the emergence of some characteristics that can be featured in terms of statistical properties
Andrea De Montis
Alessandro Chessa
alessandro.chessa@imtlucca.it
Michele Campagna
Simone Caschili
Giancarlo Deplano
2013-11-07T10:46:55Z
2013-11-07T11:21:11Z
http://eprints.imtlucca.it/id/eprint/1881
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1881
2013-11-07T10:46:55Z
Complex networks theory for policy making and planning: a research agenda
The emerging new Science of Networks is providing an elegant paradigm for the characterization of the broad area of Complex Systems. New research perspectives have been opened in the study of many real phenomena and processes, and recently fields like urban, regional, and environmental sciences have gained new insights from the tools provided
by Network Science. The complex networks analysis becomes a useful framework in these fields to disentangle problems of a complex and unpredictable nature.
This paper presents a research agenda on a number of operative tools borrowed from complex network analysis for regional studies: the comparative analysis of commuting systems, the investigation on the influence of spatial properties on complex networks, the detection of
communities in commuting systems and the integration between network analysis and geographical information systems.
Andrea De Montis
Alessandro Chessa
alessandro.chessa@imtlucca.it
Michele Campagna
Simone Caschili
Giancarlo Deplano
2013-11-06T16:01:22Z
2014-09-02T09:48:04Z
http://eprints.imtlucca.it/id/eprint/1880
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1880
2013-11-06T16:01:22Z
Grouping complex systems: a weighted network comparative analysis
In this study, the authors compare two inter-municipal commuting networks (MCN) pertaining to the Italian islands of Sardinia and Sicily, by approaching their characterization through a weighted network analysis. They develop on
the results obtained for the MCN of Sardinia (De Montis et al. 2007) and attempt to use network analysis as a mean of detection of similarities or dissimilarities between the systems at hand.
Andrea De Montis
Alessandro Chessa
alessandro.chessa@imtlucca.it
Michele Campagna
Simone Caschili
Giancarlo Deplano
2013-11-06T15:47:22Z
2013-11-06T15:47:22Z
http://eprints.imtlucca.it/id/eprint/1879
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1879
2013-11-06T15:47:22Z
Modeling commuters dynamics as complex network: the influence of the space
This study extends previous works developed by the authors analysing the interplay between the dynamics and the economics of the real network underlying the
regional intermunicipal commuting system of Sardinia, Italy. Further insights have been earned into the influence of the network spatial properties, by means of network
modeling in GIS environment, which takes into account the intermunicipal distance features of the corresponding physical transport network. The authors discuss how modelling complex networks in a GIS environment may be
considered an innovative approach in the field, as it allows to better think spatially about complex network models. In this perspective, they outlook a a working
framework on the possible integration settings between GIS and complex networks models.
Michele Campagna
Simone Caschili
Alessandro Chessa
alessandro.chessa@imtlucca.it
Andrea De Montis
Giancarlo Deplano
2013-11-06T14:46:17Z
2013-11-07T11:20:32Z
http://eprints.imtlucca.it/id/eprint/1878
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1878
2013-11-06T14:46:17Z
Inspecting the influence of space on a real complex network
The paradigm of complex network provides the analysts with the opportunity to model real systems by invoking the interaction properties between elements and their topology. Recently, many scholars have applied network analysis when studying socio-economic processes in urban, regional, and environmental planning. Within this realms, complex
network theory can be interpreted as an innovative analytical framework for analysing and planning systems characterised by uncertainty and unpredictability.
After this introductory remarks, the aim of this paper is to present and comment results obtained by applying complex network analysis to the characterization of topological, traffic and spatial properties of commuters’ systems of insular Italy.
Michele Campagna
Simone Caschili
Alessandro Chessa
alessandro.chessa@imtlucca.it
Andrea De Montis
Giancarlo Deplano
2013-11-06T12:10:36Z
2013-11-20T09:03:02Z
http://eprints.imtlucca.it/id/eprint/1877
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1877
2013-11-06T12:10:36Z
From Minority Games to real markets
We address the question of market efficiency using the Minority Game (MG) model. First we show that removing unrealistic features of the MG leads to models which reproduce a scaling behaviour close to what is observed in real markets. In particular we find that (i) fat tails and clustered volatility arise at the phase transition point and that (ii) the crossover to random walk behaviour of prices is a finite-size effect. This, on one hand, suggests that markets operate close to criticality, where the market is marginally efficient. On the other it allows one to measure the distance from criticality of real markets, using cross-over times. The artificial market described by the MG is then studied as an ecosystem with different species of traders. This clarifies the nature of the interaction and the particular role played by the various populations.
Damien Challet
Alessandro Chessa
alessandro.chessa@imtlucca.it
Matteo Marsili
Yi-Cheng Zhang
2013-11-06T11:50:13Z
2016-04-06T09:55:08Z
http://eprints.imtlucca.it/id/eprint/1876
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1876
2013-11-06T11:50:13Z
Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions
We model the time series of the S&P500 index by a combined process, the AR+GARCH process, where {AR} denotes the autoregressive process which we use to account for the short-range correlations in the index changes and {GARCH} denotes the generalized autoregressive conditional heteroskedastic process which takes into account the long-range correlations in the variance. We study the AR+GARCH process with an initial distribution of truncated Lévy form. We find that this process generates a new probability distribution with a crossover from a Lévy stable power law to a power law with an exponent outside the Lévy range, beyond the truncation cutoff. We analyze the sum of n variables of the AR+GARCH process, and find that due to the correlations the AR+GARCH process generates a probability distribution which exhibits stable behavior in the tails for a broad range of values n—a feature which is observed in the probability distribution of the S&P500 index. We find that this power-law stability depends on the characteristic scale in the correlations. We also find that inclusion of short-range correlations through the {AR} process is needed to obtain convergence to a limiting Gaussian distribution for large n as observed in the data.
Boris Podobnik
Kaushik Matia
Alessandro Chessa
alessandro.chessa@imtlucca.it
Plamen Ch. Ivanov
Youngki Lee
H. Eugene Stanley
2013-11-06T11:44:31Z
2013-11-20T09:00:49Z
http://eprints.imtlucca.it/id/eprint/1875
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1875
2013-11-06T11:44:31Z
Systems with correlations in the variance: Generating power law tails in probability distributions
We study how the presence of correlations in physical variables contributes to the form of probability distributions. We investigate a process with correlations in the variance generated by i) a Gaussian or ii) a truncated Lévy distribution. For both i) and ii), we find that due to the correlations in the variance, the process "dynamically" generates power law tails in the distributions, whose exponents can be controlled through the way the correlations in the variance are introduced. For ii), we find that the process can extend a truncated distribution beyond the truncation cutoff, which leads to a crossover between a Lévy stable power law and the present "dynamically generated" power law. We show that the process can explain the crossover behavior recently observed in the S&P500 stock index.
Boris Podobnik
Plamen Ch. Ivanov
Youngki Lee
Alessandro Chessa
alessandro.chessa@imtlucca.it
H. Eugene Stanley
2013-11-06T11:15:38Z
2013-11-20T08:56:18Z
http://eprints.imtlucca.it/id/eprint/1874
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1874
2013-11-06T11:15:38Z
Critical exponents in stochastic sandpile models
We present large scale simulations of a stochastic sandpile model in two dimensions. We use momentum analysis to evaluate critical exponents and finite size scaling method to consistently test the obtained results. The general picture resulting from our analysis allows us to characterize the large scale behavior of the present model with great accuracy.
Alessandro Chessa
alessandro.chessa@imtlucca.it
Alessandro Vespignani
Stefano Zapperi
2013-11-06T11:04:52Z
2013-11-20T08:54:23Z
http://eprints.imtlucca.it/id/eprint/1872
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1872
2013-11-06T11:04:52Z
Universality in sandpiles
We perform extensive numerical simulations of different versions of the sandpile model. We find that previous claims about universality classes are unfounded, since the method previously employed to analyze the data suffered from a systematic bias. We identify the correct scaling behavior and provide evidences suggesting that sandpiles with stochastic and deterministic toppling rules belong to the same universality class.
Alessandro Chessa
alessandro.chessa@imtlucca.it
H. Eugene Stanley
Alessandro Vespignani
Stefano Zapperi
2013-11-06T11:00:00Z
2013-11-20T08:53:06Z
http://eprints.imtlucca.it/id/eprint/1871
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1871
2013-11-06T11:00:00Z
Mean-field behavior of the sandpile model below the upper critical dimension
We present results of large scale numerical simulations of the Bak, Tang, and Wiesenfeld [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] sandpile model. We analyze the critical behavior of the model in Euclidean dimensions 2<~d<~6. We consider a dissipative generalization of the model and study the avalanche size and duration distributions for different values of the lattice size and dissipation. We find that the scaling exponents in d=4 significantly differ from mean-field predictions, thus suggesting an upper critical dimension dc>~5. Using the relations among the dissipation rate ε and the finite lattice size L, we find that a subset of the exponents displays mean-field values below the upper critical dimensions. This behavior is explained in terms of conservation laws.
Alessandro Chessa
alessandro.chessa@imtlucca.it
Enzo Marinari
Alessandro Vespignani
Stefano Zapperi
2013-11-06T10:56:50Z
2014-12-05T09:45:08Z
http://eprints.imtlucca.it/id/eprint/1870
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1870
2013-11-06T10:56:50Z
Energy constrained sandpile models
We study two driven dynamical systems with conserved energy. The two automata contain the basic dynamical rules of the Bak, Tang, and Wiesenfeld sandpile model. In addition a global constraint on the energy contained in the lattice is imposed. In the limit of an infinitely slow driving of the system, the conserved energy E becomes the only parameter governing the dynamical behavior of the system. Both models show scale-free behavior at a critical value Ec of the fixed energy. The scaling with respect to the relevant scaling field points out that the developing of critical correlations is in a different universality class than self-organized critical sandpiles. Despite this difference, the activity (avalanche) probability distributions appear to coincide with the one of the standard self-organized critical sandpile.
Alessandro Chessa
alessandro.chessa@imtlucca.it
Enzo Marinari
Alessandro Vespignani
2013-10-04T11:04:59Z
2013-10-04T11:04:59Z
http://eprints.imtlucca.it/id/eprint/1829
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1829
2013-10-04T11:04:59Z
Discovering Communities through Friendship
We introduce a new method for detecting communities of arbitrary size in an undirected weighted network. Our approach is based on tracing the path of closest‐friendship between nodes in the network using the recently proposed Generalized Erds Numbers. This method does not require the choice of any arbitrary parameters or null models, and does not suffer from a system‐size resolution limit. Our closest‐friend community detection is able to accurately reconstruct the true network structure for a large number of real world and artificial benchmarks, and can be adapted to study the multi‐level structure of hierarchical communities as well. We also use the closeness between nodes to develop a degree of robustness for each node, which can assess how robustly that node is assigned to its community. To test the efficacy of these methods, we deploy them on a variety of well known benchmarks, a hierarchal structured artificial benchmark with a known community and robustness structure, as well as real‐world networks of coauthorships between the faculty at a major university and the network of citations of articles published in Physical Review. In all cases, microcommunities, hierarchy of the communities, and variable node robustness are all observed, providing insights into the structure of the network.
Greg Morrison
greg.morrison@imtlucca.it
L. Mahadevan
2013-10-04T10:35:35Z
2013-10-04T11:05:22Z
http://eprints.imtlucca.it/id/eprint/1826
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1826
2013-10-04T10:35:35Z
Robust error correction in infofuses
An infofuse is a combustible fuse in which information is encoded through the patterning of metallic salts, with transmission in the optical range simply associated with burning. The constraints, advantages and unique error statistics of physical chemistry require us to rethink coding and decoding schemes for these systems. We take advantage of the non-binary nature of our signal with a single bit representing one of N=7 states to produce a code that, using a single or pair of intensity thresholds, allows the recovery of the intended signal with an arbitrarily high recovery probability, given reasonable assumptions about the distribution of errors in the system. An analysis of our experiments with infofuses shows that the code presented is consistent with these schemes, and encouraging for the field of chemical communication and infochemistry given the vast permutations and combinations of allowable non-binary signals.
Greg Morrison
greg.morrison@imtlucca.it
Samuel W. Thomas III
Christopher N. LaFratta
Jian Guo
Manuel A. Palacios
Sameer Sonkusale
David R. Walt
George M. Whitesides
L. Mahadevan
2013-10-04T10:29:32Z
2014-12-05T09:20:01Z
http://eprints.imtlucca.it/id/eprint/1825
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1825
2013-10-04T10:29:32Z
Compaction and tensile forces determine the accuracy of folding landscape parameters from single molecule pulling experiments
We establish a framework for assessing whether the transition state location of a biopolymer, which can be inferred from single molecule pulling experiments, corresponds to the ensemble of structures that have equal probability of reaching either the folded or unfolded states (Pfold=0.5). Using results for the forced unfolding of a RNA hairpin, an exactly soluble model, and an analytic theory, we show that Pfold is solely determined by s, an experimentally measurable molecular tensegrity parameter, which is a ratio of the tensile force and a compaction force that stabilizes the folded state. Applications to folding landscapes of DNA hairpins and a leucine zipper with two barriers provide a structural interpretation of single molecule experimental data. Our theory can be used to assess whether molecular extension is a good reaction coordinate using measured free energy profiles.
Greg Morrison
greg.morrison@imtlucca.it
Changbong Hyeon
Michael Hinczewski
D. Thirumalai
2013-10-04T10:20:55Z
2013-10-04T10:20:55Z
http://eprints.imtlucca.it/id/eprint/1824
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1824
2013-10-04T10:20:55Z
Asymmetric network connectivity using weighted harmonic averages
We propose a non-metric measure of the "closeness" felt between two nodes in an undirected, weighted graph using a simple weighted harmonic average of connectivity, that is a real-valued Generalized Erdös Number (GEN). While our measure is developed with a collaborative network in mind, the approach can be of use in a variety of artificial and real-world networks. We are able to distinguish between network topologies that standard distance metrics view as identical, and use our measure to study some simple analytically tractable networks. We show how this might be used to look at asymmetry in authorship networks such as those that inspired the integer Erdös numbers in mathematical coauthorships. We also show the utility of our approach to devise a ratings scheme that we apply to the data from the NetFlix prize, and find a significant improvement using our method over a baseline.
Greg Morrison
greg.morrison@imtlucca.it
L. Mahadevan
2013-10-04T10:11:06Z
2013-11-21T12:19:48Z
http://eprints.imtlucca.it/id/eprint/1823
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1823
2013-10-04T10:11:06Z
Theoretical Perspectives on Protein Folding
Understanding how monomeric proteins fold under in vitro conditions is crucial to describing their functions in the cellular context. Significant advances in theory and experiments have resulted in a conceptual framework for describing the folding mechanisms of globular proteins. The sizes of proteins in the denatured and folded states, cooperativity of the folding transition, dispersions in the melting temperatures at the residue level, and timescales of folding are, to a large extent, determined by N, the number of residues. The intricate details of folding as a function of denaturant concentration can be predicted by using a novel coarse-grained molecular transfer model. By watching one molecule fold at a time, using single-molecule methods, investigators have established the validity of the theoretically anticipated heterogeneity in the folding routes and the N-dependent timescales for the three stages in the approach to the native state. Despite the successes of theory, of which only a few examples are documented here, we conclude that much remains to be done to solve the protein folding problem in the broadest sense.
D. Thirumalai
Edward P. O'Brien
Greg Morrison
greg.morrison@imtlucca.it
Changbong Hyeon
2013-10-04T10:07:03Z
2013-10-04T10:07:03Z
http://eprints.imtlucca.it/id/eprint/1822
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1822
2013-10-04T10:07:03Z
How accurate are polymer models in the analysis of Förster resonance energy transfer experiments on proteins?
Single molecule Förster resonance energy transfer (FRET) experiments are used to infer the properties of the denatured state ensemble (DSE) of proteins. From the measured average FRET efficiency, 〈E〉, the distance distribution P(R) is inferred by assuming that the DSE can be described as a polymer. The single parameter in the appropriate polymer model (Gaussian chain, wormlike chain, or self-avoiding walk) for P(R) is determined by equating the calculated and measured 〈E〉. In order to assess the accuracy of this “standard procedure,” we consider the generalized Rouse model (GRM), whose properties [〈E〉 and P(R)] can be analytically computed, and the Molecular Transfer Model for protein L for which accurate simulations can be carried out as a function of guanadinium hydrochloride (GdmCl) concentration. Using the precisely computed 〈E〉 for the GRM and protein L, we infer P(R) using the standard procedure. We find that the mean end-to-end distance can be accurately inferred (less than 10% relative error) using 〈E〉 and polymer models for P(R). However, the value extracted for the radius of gyration (Rg) and the persistence length (lp) are less accurate. For protein L, the errors in the inferred properties increase as the GdmCl concentration increases for all polymer models. The relative error in the inferred Rg and lp, with respect to the exact values, can be as large as 25% at the highest GdmCl concentration. We propose a self-consistency test, requiring measurements of 〈E〉 by attaching dyes to different residues in the protein, to assess the validity of describing DSE using the Gaussian model. Application of the self-consistency test to the GRM shows that even for this simple model, which exhibits an order→disorder transition, the Gaussian P(R) is inadequate. Analysis of experimental data of FRET efficiencies with dyes at several locations for the cold shock protein, and simulations results for protein L, for which accurate FRET efficiencies between various locations were computed, shows that at high GdmCl concentrations there are significant deviations in the DSE P(R) from the Gaussian model.
Edward P. O’Brien
Greg Morrison
greg.morrison@imtlucca.it
Bernard R. Brooks
D. Thirumalai
2013-10-04T10:03:20Z
2014-12-18T15:39:58Z
http://eprints.imtlucca.it/id/eprint/1821
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1821
2013-10-04T10:03:20Z
Semiflexible chains in confined spaces
We develop an analytical method for studying the properties of a noninteracting wormlike chain (WLC) in confined geometries. The mean-field-like theory replaces the rigid constraints of confinement with average constraints, thus allowing us to develop a tractable method for treating a WLC wrapped on the surface of a sphere, and fully encapsulated within it. The efficacy of the theory is established by reproducing the exact correlation functions for a WLC confined to the surface of a sphere. In addition, the coefficients in the free energy are exactly calculated. We also describe the behavior of a surface-confined chain under external tension that is relevant for single molecule experiments on histone-DNA complexes. The force-extension curves display spatial oscillations, and the extension of the chain, whose maximum value is bounded by the sphere diameter, scales as f−1 at large forces, in contrast to the unconfined chain that approaches the contour length as f−1∕2. A WLC encapsulated in a sphere, that is relevant for the study of the viral encapsulation of DNA, can also be treated using the mean-field approach. The predictions of the theory for various correlation functions are in excellent agreement with Langevin simulations. We find that strongly confined chains are highly structured by examining the correlations using a local winding axis. The predicted pressure of the system is in excellent agreement with simulations but, as is known, is significantly lower than the pressures seen for DNA packaged in viral capsids.
Greg Morrison
greg.morrison@imtlucca.it
D. Thirumalai
2013-10-04T09:56:41Z
2013-11-21T12:19:10Z
http://eprints.imtlucca.it/id/eprint/1820
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1820
2013-10-04T09:56:41Z
Refolding dynamics of stretched biopolymers upon force quench
Single-molecule force spectroscopy methods can be used to generate folding trajectories of biopolymers from arbitrary regions of the folding landscape. We illustrate the complexity of the folding kinetics and generic aspects of the collapse of RNA and proteins upon force quench by using simulations of an RNA hairpin and theory based on the de Gennes model for homopolymer collapse. The folding time, τF, depends asymmetrically on δfS = f S − f m and δf Q = f m − f Q where f S (f Q) is the stretch (quench) force and f m is the transition midforce of the RNA hairpin. In accord with experiments, the relaxation kinetics of the molecular extension, R(t), occurs in three stages: A rapid initial decrease in the extension is followed by a plateau and finally, an abrupt reduction in R(t) occurs as the native state is approached. The duration of the plateau increases as λ = τ Q/τ F decreases (where τ Q is the time in which the force is reduced from f S to f Q). Variations in the mechanisms of force-quench relaxation as λ is altered are reflected in the experimentally measurable time-dependent entropy, which is computed directly from the folding trajectories. An analytical solution of the de Gennes model under tension reproduces the multistage stage kinetics in R(t). The prediction that the initial stages of collapse should also be a generic feature of polymers is validated by simulation of the kinetics of toroid (globule) formation in semiflexible (flexible) homopolymers in poor solvents upon quenching the force from a fully stretched state. Our findings give a unified explanation for multiple disparate experimental observations of protein folding.
Changbong Hyeon
Greg Morrison
greg.morrison@imtlucca.it
David L. Pincus
D. Thirumalai
2013-10-04T09:15:39Z
2013-11-21T12:17:44Z
http://eprints.imtlucca.it/id/eprint/1816
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1816
2013-10-04T09:15:39Z
Force-dependent hopping rates of RNA hairpins can be estimated from accurate measurement of the folding landscapes
The sequence-dependent folding landscapes of nucleic acid hairpins reflect much of the complexity of biomolecular folding. Folding trajectories, generated by using single-molecule force-clamp experiments by attaching semiflexible polymers to the ends of hairpins, have been used to infer their folding landscapes. Using simulations and theory, we study the effect of the dynamics of the attached handles on the handle-free RNA free-energy profile Foeq(zm), where zm is the molecular extension of the hairpin. Accurate measurements of Foeq(zm) requires stiff polymers with small L/lp, where L is the contour length of the handle, and lp is the persistence length. Paradoxically, reliable estimates of the hopping rates can only be made by using flexible handles. Nevertheless, we show that the equilibrium free-energy profile Foeq(zm) at an external tension fm, the force (f) at which the folded and unfolded states are equally populated, in conjunction with Kramers' theory, can provide accurate estimates of the force-dependent hopping rates in the absence of handles at arbitrary values of f. Our theoretical framework shows that zm is a good reaction coordinate for nucleic acid hairpins under tension.
Changbong Hyeon
Greg Morrison
greg.morrison@imtlucca.it
D. Thirumalai
2013-10-04T09:04:06Z
2014-12-05T09:21:38Z
http://eprints.imtlucca.it/id/eprint/1815
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1815
2013-10-04T09:04:06Z
Role of internal chain dynamics on the rupture kinetic of adhesive contacts
We study the forced rupture of adhesive contacts between monomers that are not covalently linked in a
Rouse chain. When the applied force (f) to the chain end is less than the critical force for rupture (fc), the
reversible rupture process is coupled to the internal Rouse modes. If f=fc > 1 the rupture is irreversible.
In both limits, the nonexponential distribution of contact lifetimes, which depends sensitively on the
location of the contact, follows the double-exponential (Gumbel) distribution. When two contacts are well
separated along the chain, the rate limiting step in the sequential rupture kinetics is the disruption of the
contact that is in the chain interior. If the two contacts are close to each other, they cooperate to sustain the
stress, which results in an ‘‘all-or-none’’ transition.
Valeri Barsegov
Greg Morrison
greg.morrison@imtlucca.it
D. Thirumalai
2013-10-03T11:24:17Z
2013-10-04T11:07:28Z
http://eprints.imtlucca.it/id/eprint/1813
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1813
2013-10-03T11:24:17Z
The shape of a flexible polymer in a cylindrical pore
We calculate the mean end-to-end distance R of a self-avoiding polymer encapsulated in an infinitely long cylinder with radius D. A self-consistent perturbation theory is used to calculate R as a function of D for impenetrable hard walls and soft walls. In both cases, R obeys the predicted scaling behavior in the limit of large and small D. The crossover from the three-dimensional behavior (D→∞) to the fully stretched one-dimensional case (D→0) is nonmonotonic. The minimum value of R is found at D ∼ 0.46RF, where RF is the Flory radius of R at D→∞. The results for soft walls map onto the hard wall case with a larger cylinder radius.
Greg Morrison
greg.morrison@imtlucca.it
D. Thirumalai
2013-04-29T10:06:00Z
2016-04-07T09:55:54Z
http://eprints.imtlucca.it/id/eprint/1554
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1554
2013-04-29T10:06:00Z
Economic complexity: Conceptual grounding of a new metrics for global competitiveness
The availability of data corresponding to the products exported by all countries provides an excellent dataset to test economic ideas and extract new information about the process of economic development. The matrix of countries and exported products shows a marked triangular structure instead of the block-diagonal structure expected from Ricardian arguments of specialization. This observation points to the fact that diversification is instead the dominant effect in the globalized market. We discuss how to define a suitable non-monetary metrics for the value of diversification and the effective complexity of products. We discuss in detail the previous proposed approaches to assess this challenge and their limitations. We introduce a new approach to the definition of these metrics which seems to overcome the previous problems and we test it in a series of model systems.
Andrea Tacchella
Matthieu Cristelli
Guido Caldarelli
guido.caldarelli@imtlucca.it
Andrea Gabrielli
Luciano Pietronero
2013-04-15T13:48:49Z
2016-04-07T09:38:58Z
http://eprints.imtlucca.it/id/eprint/1543
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1543
2013-04-15T13:48:49Z
Evolution of controllability in interbank networks
The Statistical Physics of Complex Networks has recently provided new theoretical tools for policy makers. Here we extend the notion of network controllability to detect the financial institutions, i.e. the drivers, that are most crucial to the functioning of an interbank market. The system we investigate is a paradigmatic case study for complex networks since it undergoes dramatic structural changes over time and links among nodes can be observed at several time scales. We find a scale-free decay of the fraction of drivers with increasing time resolution, implying that policies have to be adjusted to the time scales in order to be effective. Moreover, drivers are often not the most highly connected “hub” institutions, nor the largest lenders, contrary to the results of other studies. Our findings contribute quantitative indicators which can support regulators in developing more effective supervision and intervention policies.
Danilo Delpini
Stefano Battiston
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
Giampaolo Gabbi
Fabio Pammolli
f.pammolli@imtlucca.it
Guido Caldarelli
guido.caldarelli@imtlucca.it
2013-03-05T09:14:39Z
2016-04-07T09:51:13Z
http://eprints.imtlucca.it/id/eprint/1504
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1504
2013-03-05T09:14:39Z
Complex derivatives
The intrinsic complexity of the financial derivatives market has emerged as both an incentive to engage in it, and a key source of its inherent instability. Regulators now faced with the challenge of taming this beast may find inspiration in the budding science of complex systems.
Stefano Battiston
Guido Caldarelli
guido.caldarelli@imtlucca.it
Co-Pierre Georg
Robert May
Joseph Stiglitz
2013-03-05T09:11:29Z
2016-04-07T09:54:12Z
http://eprints.imtlucca.it/id/eprint/1503
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1503
2013-03-05T09:11:29Z
Reconstructing a credit network
The science of complex networks can be usefully applied in finance, although there is limited data available with which to develop our understanding. All is not lost, however: ideas from statistical physics make it possible to reconstruct details of a financial network from partial sets of information.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Alessandro Chessa
alessandro.chessa@imtlucca.it
Fabio Pammolli
f.pammolli@imtlucca.it
Andrea Gabrielli
Michelangelo Puliga
michelangelo.puliga@imtlucca.it
2013-03-04T08:37:55Z
2016-04-07T09:57:58Z
http://eprints.imtlucca.it/id/eprint/1495
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1495
2013-03-04T08:37:55Z
Weighted Networks as Randomly Reinforced Urn Processes
We analyze weighted networks as randomly reinforced urn processes, in which the edge-total weights are determined by a reinforcement mechanism. We develop a new statistical test and a new procedure, based on it, to study the evolution of networks over time, detecting the “dominance”
of some edges with respect to the others and then assessing if a given instance of the network is taken at its steady state or not. Distance from the steady state can be considered as a measure of the relevance of the observed properties of the network. Our results are quite general, in the sense that they are not based on a particular probability distribution or functional form of the
random weights. Moreover, the proposed tool can be applied also to dense networks, which have received little attention by network community so far since they are often problematic. We apply our procedure in the context of the International Trade Network, determining a core of “dominant
edges”.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Alessandro Chessa
alessandro.chessa@imtlucca.it
Irene Crimaldi
irene.crimaldi@imtlucca.it
Fabio Pammolli
f.pammolli@imtlucca.it
2013-01-08T11:21:19Z
2014-07-07T10:28:37Z
http://eprints.imtlucca.it/id/eprint/1459
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1459
2013-01-08T11:21:19Z
DebtRank a centrality measure for financial systems and beyond
Use of network theory made possible to measure quantitatively many features of social and technological systems. In this spirit, inspired by traditional measures of centrality we introduce DebtRank a novel measure of systemic impact. We that we intend the risk of default of a large portion of the financial system, depends on the network of financial exposures among institutions. As an application, we analyse a new and unique dataset on the USD 1.2 trillion FED emergency loans program to global financial institutions during 2008--2010. We find that a group of 22 institutions, which received most of the funds, form a strongly connected graph where each of the nodes becomes systemically important at the peak of the crisis. Moreover, a systemic default could have been triggered even by small dispersed shocks. Other application to different systems are also presented.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Stefano Battiston
Michelangelo Puliga
michelangelo.puliga@imtlucca.it
Rahul Kaushik
Paolo Tasca
2012-10-22T07:27:04Z
2016-04-07T09:28:16Z
http://eprints.imtlucca.it/id/eprint/1422
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1422
2012-10-22T07:27:04Z
A Network Analysis of Countries’ Export Flows: Firm Grounds for the Building Blocks of the Economy
In this paper we analyze the bipartite network of countries and products from UN data on country production. We define the country-country and product-product projected networks and introduce a novel method of filtering information based on elements’ similarity. As a result we find that country clustering reveals unexpected socio-geographic links among the most competing countries. On the same footings the products clustering can be efficiently used for a bottom-up classification of produced goods. Furthermore we mathematically reformulate the “reflections method” introduced by Hidalgo and Hausmann as a fixpoint problem; such formulation highlights some conceptual weaknesses of the approach. To overcome such an issue, we introduce an alternative methodology (based on biased Markov chains) that allows to rank countries in a conceptually consistent way. Our analysis uncovers a strong non-linear interaction between the diversification of a country and the ubiquity of its products, thus suggesting the possible need of moving towards more efficient and direct non-linear fixpoint algorithms to rank countries and products in the global market.</p>
Guido Caldarelli
guido.caldarelli@imtlucca.it
Matthieu Cristelli
Andrea Gabrielli
Luciano Pietronero
Antonio Scala
Andrea Tacchella
2012-10-16T12:55:08Z
2016-04-07T09:23:37Z
http://eprints.imtlucca.it/id/eprint/1403
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1403
2012-10-16T12:55:08Z
A New Metrics for Countries' Fitness and Products' Complexity
Classical economic theories prescribe specialization of countries industrial production. Inspection of the country databases of exported products shows that this is not the case: successful countries are extremely diversified, in analogy with biosystems evolving in a competitive dynamical environment. The challenge is assessing quantitatively the non-monetary competitive advantage of diversification which represents the hidden potential for development and growth. Here we develop a new statistical approach based on coupled non-linear maps, whose fixed point defines a new metrics for the country Fitness and product Complexity. We show that a non-linear iteration is necessary to bound the complexity of products by the fitness of the less competitive countries exporting them. We show that, given the paradigm of economic complexity, the correct and simplest approach to measure the competitiveness of countries is the one presented in this work. Furthermore our metrics appears to be economically well-grounded.
Andrea Tacchella
Matthieu Cristelli
Guido Caldarelli
guido.caldarelli@imtlucca.it
Andrea Gabrielli
Luciano Pietronero
2012-09-19T09:58:53Z
2016-04-07T09:01:21Z
http://eprints.imtlucca.it/id/eprint/1367
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1367
2012-09-19T09:58:53Z
The Longevity of Rankings
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-09-19T09:32:42Z
2012-09-19T09:32:42Z
http://eprints.imtlucca.it/id/eprint/1366
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1366
2012-09-19T09:32:42Z
Progress in the physics of complex networks
Guido Caldarelli
guido.caldarelli@imtlucca.it
Giorgio Kaniadakis
Anotnio M. Scarfone
2012-09-19T09:16:35Z
2012-09-19T09:16:35Z
http://eprints.imtlucca.it/id/eprint/1365
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1365
2012-09-19T09:16:35Z
Competitors’ communities and taxonomy of products according to export fluxes
In this paper we use Complex Network Theory to quantitatively characterize and synthetically describe the complexity of trade between nations. In particular, we focus our attention on export fluxes. Starting from the bipartite countries-products network defined by export fluxes, we define two complementary graphs projecting the original network on countries and products respectively. We define, in both cases, a distance matrix amongst countries and products. Specifically, two countries are similar if they export similar products. This relationship can be quantified by building the Minimum Spanning Tree and the Minimum Spanning Forest from the distance matrices for products and countries. Through this simple and scalable method we are also able to carry out a community analysis. It is not gone unnoticed that in this way we can produce an effective categorization for products providing several advantages with respect to traditional classifications of COMTRADE 1. Finally, the forests of countries allows for the detection of competitors’ community and for the analysis of the evolution of these communities.
Matthieu Cristelli
Andrea Tacchella
Andrea Gabrielli
Luciano Pietronero
Antonio Scala
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-08-07T07:49:34Z
2016-04-07T08:28:50Z
http://eprints.imtlucca.it/id/eprint/1331
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1331
2012-08-07T07:49:34Z
DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk
Systemic risk, here meant as the risk of default of a large portion of the financial system, depends on the network of financial exposures among institutions. However, there is no widely accepted methodology to determine the systemically important nodes in a network. To fill this gap, we introduce, DebtRank, a novel measure of systemic impact inspired by feedback-centrality. As an application, we analyse a new and unique dataset on the USD 1.2 trillion FED emergency loans program to global financial institutions during 2008–2010. We find that a group of 22 institutions, which received most of the funds, form a strongly connected graph where each of the nodes becomes systemically important at the peak of the crisis. Moreover, a systemic default could have been triggered even by small dispersed shocks. The results suggest that the debate on too-big-to-fail institutions should include the even more serious issue of too-central-to-fail.
Stefano Battiston
Michelangelo Puliga
michelangelo.puliga@imtlucca.it
Rahul Kaushik
Paolo Tasca
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-07-30T11:14:52Z
2016-04-07T09:29:17Z
http://eprints.imtlucca.it/id/eprint/1328
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1328
2012-07-30T11:14:52Z
Web Search Queries Can Predict Stock Market Volumes
We live in a computerized and networked society where many of our actions leave a digital trace and affect other people’s actions. This has lead to the emergence of a new data-driven research field: mathematical methods of computer science, statistical physics and sociometry provide insights on a wide range of disciplines ranging from social science to human mobility. A recent important discovery is that search engine traffic (i.e., the number of requests submitted by users to search engines on the www) can be used to track and, in some cases, to anticipate the dynamics of social phenomena. Successful examples include unemployment levels, car and home sales, and epidemics spreading. Few recent works applied this approach to stock prices and market sentiment. However, it remains unclear if trends in financial markets can be anticipated by the collective wisdom of on-line users on the web. Here we show that daily trading volumes of stocks traded in NASDAQ-100 are correlated with daily volumes of queries related to the same stocks. In particular, query volumes anticipate in many cases peaks of trading by one day or more. Our analysis is carried out on a unique dataset of queries, submitted to an important web search engine, which enable us to investigate also the user behavior. We show that the query volume dynamics emerges from the collective but seemingly uncoordinated activity of many users. These findings contribute to the debate on the identification of early warnings of financial systemic risk, based on the activity of users of the www.
Ilaria Bordino
Stefano Battiston
Guido Caldarelli
guido.caldarelli@imtlucca.it
Matthieu Cristelli
Antti Ukkonen
Ingmar Weber
2012-07-26T07:51:58Z
2014-07-28T09:35:47Z
http://eprints.imtlucca.it/id/eprint/1326
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1326
2012-07-26T07:51:58Z
Statistical agent based modelization of the phenomenon of drug abuse
We introduce a statistical agent based model to describe the phenomenon of drug abuse and its dynamical evolution at the individual and global level. The agents are heterogeneous with respect to their intrinsic inclination to drugs, to their budget attitude and social environment. The various levels of drug use were inspired by the professional description of the phenomenon and this permits a direct comparison with all available data. We show that certain elements have a great importance to start the use of drugs, for example the rare events in the personal experiences which permit to overcame the barrier of drug use occasionally. The analysis of how the system reacts to perturbations is very important to understand its key elements and it provides strategies for effective policy making. The present model represents the first step of a realistic description of this phenomenon and can be easily generalized in various directions.
Riccardo Di Clemente
riccardo.diclemente@alumni.imtlucca.it
Luciano Pietronero
2012-07-20T09:51:02Z
2012-07-23T13:40:35Z
http://eprints.imtlucca.it/id/eprint/1320
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1320
2012-07-20T09:51:02Z
Can persistent Epstein–Barr virus infection induce chronic fatigue syndrome as a Pavlov reflex of the immune response?
Chronic fatigue syndrome is a protracted illness condition (lasting even years) appearing with strong flu symptoms and systemic defiances by the immune system. Here, by means of statistical mechanics techniques, we study the most widely accepted picture for its genesis, namely a persistent acute mononucleosis infection, and we show how such infection may drive the immune system towards an out-of-equilibrium etastable state displaying chronic activation of both humoral and cellular responses (a state of full inflammation without a direct ‘causes–effect’ reason). By exploiting a bridge with a neural scenario, we mirror killer lymphocytes TK and B cells to neurons and helper lymphocytes and to synapses, hence showing that the immune system may experience the Pavlov conditional reflex phenomenon: if the exposition to a stimulus (Epstein–Barr virus antigens) lasts for too long, strong internal correlations among B,TK and TH may develop ultimately resulting in a persistent activation even though the stimulus itself is removed. These outcomes are corroborated by several experimental findings.
Elena Agliari
Adriano Barra
Kristian Vidal Gervasi
kristian.gervasi@imtlucca.it
Francesco Guerra
2012-07-04T08:57:29Z
2012-07-04T08:57:29Z
http://eprints.imtlucca.it/id/eprint/1311
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1311
2012-07-04T08:57:29Z
Effect of dielectric polarization on the properties of charged point defects in insulating crystals: the nitrogen vacancy in AlN
Large unit cell calculations of the properties of charged point defects in insulators largely neglect dielectric polarization of the crystal, because the periodically repeated cells are so small. Embedded quantum cluster calculations with shell-model crystals, representing a single defect in a large crystal, are able to represent the polarization more realistically. For such embedded quantum clusters, we evaluate the optical excitation energy for the nitrogen vacancy in charge state (+3): vN3+ in AlN. This is done with and without dielectric polarization of the embedding crystal. A discrepancy of a few per cent is found, when both ground and excited state orbitals are well-localized within the vacancy. We show that the discrepancy rises rapidly as the excited state becomes more diffuse. We conclude that an embedded cluster approach will be required for transitions that involve even somewhat diffuse states. The investigation is based on a new model for AlN that shows promise for quantitative accuracy.
John M Vail
Daniel Schindel
A. Yang
Orion Penner
orion.penner@imtlucca.it
Ravi Pandey
Huitian Jiang
Miguel Álvarez Blanco
Aurora Costales
Qing Chun Qiu
Y. Xu
2012-07-03T12:03:34Z
2012-07-03T12:03:34Z
http://eprints.imtlucca.it/id/eprint/1309
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1309
2012-07-03T12:03:34Z
Sequence alignment, mutual information, and dissimilarity measures for constructing phylogenies
Background:
Existing sequence alignment algorithms use heuristic scoring schemes based on biological expertise, which cannot be used as objective distance metrics. As a result one relies on crude measures, like the p- or log-det distances, or makes explicit, and often too simplistic, a priori assumptions about sequence evolution. Information theory provides an alternative, in the form of mutual information (MI). MI is, in principle, an objective and model independent similarity measure, but it is not widely used in this context and no algorithm for extracting MI from a given alignment (without assuming an evolutionary model) is known. MI can be estimated without alignments, by concatenating and zipping sequences, but so far this has only produced estimates with uncontrolled errors, despite the fact that the normalized compression distance based on it has shown promising results.
Results:
We describe a simple approach to get robust estimates of MI from global pairwise alignments. Our main result uses algorithmic (Kolmogorov) information theory, but we show that similar results can also be obtained from Shannon theory. For animal mitochondrial DNA our approach uses the alignments made by popular global alignment algorithms to produce MI estimates that are strikingly close to estimates obtained from the alignment free methods mentioned above. We point out that, due to the fact that it is not additive, normalized compression distance is not an optimal metric for phylogenetics but we propose a simple modification that overcomes the issue of additivity. We test several versions of our MI based distance measures on a large number of randomly chosen quartets and demonstrate that they all perform better than traditional measures like the Kimura or log-det (resp. paralinear) distances.
Conclusions:
Several versions of MI based distances outperform conventional distances in distance-based phylogeny. Even a simplified version based on single letter Shannon entropies, which can be easily incorporated in existing software packages, gave superior results throughout the entire animal kingdom. But we see the main virtue of our approach in a more general way. For example, it can also help to judge the relative merits of different alignment algorithms, by estimating the significance of specific alignments. It strongly suggests that information theory concepts can be exploited further in sequence analysis.
Orion Penner
orion.penner@imtlucca.it
Peter Grassberger
Maya Paczuski
2012-04-02T07:22:55Z
2012-04-02T07:22:55Z
http://eprints.imtlucca.it/id/eprint/1253
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1253
2012-04-02T07:22:55Z
Statistical Laws Governing Fluctuations in Word Use from Word Birth to Word Death
We analyze the dynamic properties of 107 words recorded in English, Spanish and Hebrew over the period 1800–2008 in order to gain insight into the coevolution of language and culture. We report language independent patterns useful as benchmarks for theoretical models of language evolution. A significantly decreasing (increasing) trend in the birth (death) rate of words indicates a recent shift in the selection laws governing word use. For new words, we observe a peak in the growth-rate fluctuations around 40 years after introduction, consistent with the typical entry time into standard dictionaries and the human generational
timescale. Pronounced changes in the dynamics of language during periods of war shows that word correlations, occurring across time and between words, are largely influenced by coevolutionary social,technological, and political factors. We quantify cultural memory by analyzing the long-term correlations in the use of individual words using detrended fluctuation analysis.
Alexander M. Petersen
alexander.petersen@imtlucca.it
Joel Tenenbaum
Shlomo Havlin
H. Eugene Stanley
2012-03-26T07:46:36Z
2016-04-07T09:48:48Z
http://eprints.imtlucca.it/id/eprint/1239
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1239
2012-03-26T07:46:36Z
Robustness and assortativity for diffusion-like processes in scale-free networks
By analysing the diffusive dynamics of epidemics and of distress in complex networks, we study the effect of the assortativity on the robustness of the networks. We first determine by spectral analysis the thresholds above which epidemics/failures can spread; we then calculate the slowest diffusional times. Our results shows that disassortative networks exhibit a higher epidemiological threshold and are therefore easier to immunize, while in assortative networks there is a longer time for intervention before epidemic/failure spreads. Moreover, we study by computer simulations the sandpile cascade model, a diffusive model of distress propagation (financial contagion). We show that, while assortative networks are more prone to the propagation of epidemic/failures, degree-targeted immunization policies increases their resilience to systemic risk.
Gregorio D'Agostino
Antonio Scala
Vinko Zlatic
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-27T13:30:59Z
2018-03-08T17:03:15Z
http://eprints.imtlucca.it/id/eprint/1196
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1196
2012-02-27T13:30:59Z
Networks with arbitrary edge multiplicities
One of the main characteristics of real-world networks is their large clustering. Clustering is one aspect of a more general but much less studied structural organization of networks, i.e. edge multiplicity, defined as the number of triangles in which edges, rather than vertices, participate. Here we show that the multiplicity distribution of real networks is in many cases scale free, and in general very broad. Thus, besides the fact that in real networks the number of edges attached to vertices often has a scale-free distribution, we find that the number of triangles attached to edges can have a scale-free distribution as well. We show that current models, even when they generate clustered networks, systematically fail to reproduce the observed multiplicity distributions. We therefore propose a generalized model that can reproduce networks with arbitrary distributions of vertex degrees and edge multiplicities, and study many of its properties analytically.
Vinko Zlatic
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-27T13:18:13Z
2012-02-27T13:18:13Z
http://eprints.imtlucca.it/id/eprint/1195
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1195
2012-02-27T13:18:13Z
A network approach to orthodontic diagnosis
Background – Network analysis, a recent advancement in complexity science, enables understanding of the properties of complex biological processes characterized by the interaction, adaptive regulation, and coordination of a large number of participating components.
Objective – We applied network analysis to orthodontics to detect and visualize the most interconnected clinical, radiographic, and functional data pertaining to the orofacial system.
Materials and Methods – The sample consisted of 104 individuals from 7 to 13 years of age in the mixed dentition phase without previous orthodontic intervention. The subjects were divided according to skeletal class; their clinical, radiographic, and functional features were represented as vertices (nodes) and links (edges) connecting them.
Results – Class II subjects exhibited few highly connected orthodontic features (hubs), while Class III patients showed a more compact network structure characterized by strong co-occurrence of normal and abnormal clinical, functional, and radiological features. Restricting our analysis to the highest correlations, we identified critical peculiarities of Class II and Class III malocclusions.
Conclusions – The topology of the dentofacial system obtained by network analysis could allow orthodontists to visually evaluate and anticipate the co-occurrence of auxological anomalies during individual craniofacial growth and possibly localize reactive sites for a therapeutic approach to malocclusion.
Pietro Auconi
Guido Caldarelli
guido.caldarelli@imtlucca.it
Antonio Scala
Gaetano Ierardo
Antonella Polimeni
2012-02-27T11:58:34Z
2012-02-27T11:58:34Z
http://eprints.imtlucca.it/id/eprint/1194
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1194
2012-02-27T11:58:34Z
The fractal properties of internet
In this paper we show that the Internet web, from a user’s perspective, manifests robust scaling properties of the type P(n)∝n−r where n is the size of the basin connected to a given point, P represents the density of probability of finding a basin of size n connected and τ = 1.9±0.1 is a characteristic universal exponent. The connection between users and providers are studied and modeled as branches of a world spanning tree. This scale-free structure is the result of the spontaneous growth of the web, but is not necessarily the optimal one for efficient transport. We introduce an appropriate figure of merit and suggest that a planning of few big links, acting as information highways, may noticeably increase the efficiency of the net without affecting its robustness.
Riccardo Marchetti
Guido Caldarelli
guido.caldarelli@imtlucca.it
Luciano Pietronero
2012-02-27T11:18:53Z
2012-02-27T12:02:28Z
http://eprints.imtlucca.it/id/eprint/1192
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1192
2012-02-27T11:18:53Z
Introduction to complex networks
We present here an introduction to the ideas and models that physicist developed in order to describe the graph or network structure in a variety of different systems. Firstly we give a very basic list of definition that can be of some help in approaching this field. After that we present a brief review of the state of art for the models. © 2003 American Institute of Physics
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-27T10:32:54Z
2012-02-27T10:32:54Z
http://eprints.imtlucca.it/id/eprint/1190
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1190
2012-02-27T10:32:54Z
Networks in cell biology
The science of complex biological networks is transforming research in areas ranging from evolutionary biology to medicine. This is the first book on the subject, providing a comprehensive introduction to complex network science and its biological applications. With contributions from key leaders in both network theory and modern cell biology, this book discusses the network science that is increasingly foundational for systems biology and the quantitative understanding of living systems. It surveys studies in the quantitative structure and dynamics of genetic regulatory networks, molecular networks underlying cellular metabolism, and other fundamental biological processes. The book balances empirical studies and theory to give a unified overview of this interdisciplinary science. It is a key introductory text for graduate students and researchers in physics, biology and biochemistry, and presents ideas and techniques from fields outside the reader's own area of specialization.
Mark Buchanan
Guido Caldarelli
guido.caldarelli@imtlucca.it
Paolo De Los Rios
Francesco Rao
Michele Vendruscolo
2012-02-27T09:59:42Z
2012-10-31T10:31:13Z
http://eprints.imtlucca.it/id/eprint/1189
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1189
2012-02-27T09:59:42Z
Networks: a very short introduction
From ecosystems to Facebook, from the Internet to the global financial market, some of the most important and familiar natural systems and social phenomena are based on a networked structure. It is impossible to understand the spread of an epidemic, a computer virus, large-scale blackouts, or massive extinctions without taking into account the network structure that underlies all these phenomena.
In this Very Short Introduction, Guido Caldarelli and Michele Catanzaro discuss the nature and variety of networks, using everyday examples from society, technology, nature, and history to explain and understand the science of network theory. They show the ubiquitous role of networks; how networks self-organize; why the rich get richer; and how networks can spontaneously collapse. They conclude by highlighting how the findings of complex network theory have very wide and important applications in genetics, ecology, communications, economics, and sociology.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Michele Catanzaro
2012-02-27T09:34:29Z
2012-02-27T09:34:29Z
http://eprints.imtlucca.it/id/eprint/1188
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1188
2012-02-27T09:34:29Z
Fractal and topological properties of directed fractures
We use the Born model for the energy of elastic networks to simulate ‘‘directed’’ fracture growth. We define directed fractures as crack patterns showing a preferential evolution direction imposed by the type of stress and boundary conditions applied. This type of fracture allows a more realistic description of some kinds of experimental cracks and presents several advantages in order to distinguish between the various growth regimes. By choosing this growth geometry it is also possible to use without ambiguity the box-counting method to obtain the fractal dimension for different subsets of the patterns and for a wide range of the internal parameters of the model. We find a continuous dependence of the fractal dimension of the whole patterns and of their backbones on the ratio between the central- and noncentral-force contributions. For the chemical distance we find a one-dimensional behavior independent of the relevant parameters, which seems to be a common feature for fractal growth processes.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Claudio Castellano
Alessandro Vespignani
2012-02-27T09:29:04Z
2012-02-27T09:29:04Z
http://eprints.imtlucca.it/id/eprint/1187
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1187
2012-02-27T09:29:04Z
Fixed scale transformation for fracture growth processes governed by vectorial fields
We use the Fixed Scale Transformation (FST) approach to study the problem of fractal growth in fracture patterns generated by using the Born Model. The application of the method to this model is very complex because of the vectorial nature of the system considered. In particular, the implementation of this scheme requires a careful choice of the fracture path and the identification of the appropriate way to take into account screening effects. The good agreements of our results with computer simulations shows the validity and flexibility of the FST method which represents a general theoretical approach for the study of fractal patterns evolution.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Alessandro Vespignani
Luciano Pietronero
2012-02-27T09:19:37Z
2012-02-27T09:19:37Z
http://eprints.imtlucca.it/id/eprint/1186
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1186
2012-02-27T09:19:37Z
Fixed scale transformation approach for born model of fractures
We use the Fixed Scale Transformation theoretical approach to study the problem of fractal growth in fractures generated by using the Born Model. In this case the application of the method is more complex because of the vectorial nature of the model considered. In particular, one needs a careful choice of the lattice path integral for the fracture evolution and the identification of the appropriate way to take effectively into account screening effects. The good agreement of our results with computer simulations shows the validity and flexibility of the FST method in the study of fractal patterns evolution.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Alessandro Vespignani
2012-02-27T09:08:26Z
2012-02-27T09:08:26Z
http://eprints.imtlucca.it/id/eprint/1185
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1185
2012-02-27T09:08:26Z
Self-organized critical scaling at surfaces
At dissipative boundaries, models of self-organized criticality show peculiar scalings, different from the bulk ones, in the distributions characterizing avalanches. For Abelian models with Dirichlet boundary conditions, evidence of this is obtained by a mean field approach to semi-infinite sandpiles, and by numerical simulations in two and three dimensions. On the other hand, within the mean field description, closed Neumann conditions restore bulk scaling exponents also at the border. Numerical results are consistent with this property also at finite d.
Attilio Stella
Claudio Tebaldi
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-27T08:52:38Z
2012-02-27T08:52:38Z
http://eprints.imtlucca.it/id/eprint/1184
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1184
2012-02-27T08:52:38Z
Quenched disorder, memory, and self-organization
We use a stochastic description of models with a dynamic in quenched disorder to analyze the mechanism of their self-organization to a critical state in terms of memory effects. We introduce a framework to characterize both memory effects and avalanche events which suggests that self-organization can result in general from memory. This issue is settled by the introduction and the analysis of a model that contains explicitly memory and generalizes the corresponding dynamics in quenched disorder. The model displays a rich behavior and self-organized critical properties for a whole range of the exponent that tunes the strength of memory.
Matteo Marsili
Guido Caldarelli
guido.caldarelli@imtlucca.it
Michele Vendruscolo
2012-02-27T08:49:31Z
2012-02-27T08:49:31Z
http://eprints.imtlucca.it/id/eprint/1183
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1183
2012-02-27T08:49:31Z
Optimal path and directed percolation
An efficient transfer matrix technique is introduced to study directed optimal paths in two and three dimensions. The roughness exponent ζ is 0.6325±0.0007 for the two-dimensional case and ζ=0.555±0.008 for the three-dimensional one, in agreement with the recent conjecture ζ=ν⊥/ν∥, where ν⊥ and ν∥ are the correlation length exponents of directed percolation. Exactly solvable examples are also analyzed.
Paolo Rios
Guido Caldarelli
guido.caldarelli@imtlucca.it
Amos Maritan
Flavio Seno
2012-02-27T08:44:42Z
2014-12-05T09:47:55Z
http://eprints.imtlucca.it/id/eprint/1182
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1182
2012-02-27T08:44:42Z
Branching processes and evolution at the ends of a food chain
In a critically self-organized model of punctuated equilibrium, boundaries determine peculiar scaling of the size distribution of evolutionary avalanches. This is derived by an inhomogeneous generalization of standard branching processes, extending previous mean field descriptions and yielding ν = 1/2 together with τ′ = 7/4, as distribution exponent of avalanches starting from species at the ends of a food chain. For the nearest neighbor chain one obtains numerically τ′ = 1.25±0.01, and τfirst′ = 1.35±0.01 for the first return times of activity, again distinct from bulk exponents.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Claudio Tebaldi
Attilio Stella
2012-02-27T08:34:39Z
2014-12-05T09:46:23Z
http://eprints.imtlucca.it/id/eprint/1181
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1181
2012-02-27T08:34:39Z
Self-organization and annealed disorder in a fracturing process
We show that a vectorial model for inhomogeneous elastic media self-organizes under external stress. An onset of crack avalanches of every duration and length scale compatible with the lattice size is observed. The behavior is driven by the introduction of annealed disorder, i.e., by lowering the breaking threshold in the neighborhood of a bond broken by the stress, with a process similar to self-organized criticality. A further comparison with experimental results of acoustic emission (AE), shows that the stability of the elastic potential energy of the system in the AE regime is a sufficient condition for reproducing the algebraic distribution of the energy released during cracks formation.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Francesco Di Tolla
Alberto Petri
2012-02-24T13:48:37Z
2012-02-24T13:48:37Z
http://eprints.imtlucca.it/id/eprint/1179
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1179
2012-02-24T13:48:37Z
Hot sandpiles
A temperature-like parameter is introduced in ordinary sandpiles models. A temperature-dependent probability distribution is assigned for the sand toppling on sites of any height. In mean-field theory criticality is obtained for all the values of temperature and no characteristic avalanche size appears. Numerical simulations support the existence of criticality at any temperature with apparently continuously varying critical exponents.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Amos Maritan
Michele Vendruscolo
2012-02-24T13:39:36Z
2012-02-24T13:39:36Z
http://eprints.imtlucca.it/id/eprint/1178
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1178
2012-02-24T13:39:36Z
Randomly pinned landscape evolution
A simple scheme for the evolution of a fluvial landscape in heterogeneous environments is critically examined to capture the essential mechanism responsible for the recurrent scale-free landforms in the river basin. It is shown that, regardless of boundary and initial conditions, geomorphological constraints in the form of quenched randomly pinned regions play a key role in the robust emergence of aggregation patterns with a scaling behavior in agreement with that of real river basins.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Achille Giacometti
Amos Maritan
Ignacio Rodriguez-Iturbe
Andrea Rinaldo
2012-02-24T13:19:35Z
2012-02-27T15:00:59Z
http://eprints.imtlucca.it/id/eprint/1177
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1177
2012-02-24T13:19:35Z
Surface effects in invasion percolation
Boundary effects for invasion percolation are introduced and discussed here. The presence of boundaries determines a set of critical exponents characteristic of the boundary. In this paper we present numerical simulations showing a remarkably different fractal dimension for the region of the percolating cluster near the boundary. In fact, near the surface we find a value of $D^{sur}=1.65\pm 0.02$,(for IP with trapping $D_{tr}^{sur}=1.59\pm 0.03$), compared with the bulk value of $D_{sur}=1.88\pm 0.02$ ($D_{tr}^{sur}=1.85\pm 0.02$). We ﬁnd a logarithmic
crossover from surface to bulk fractal properties, as one would expect from the ﬁnite-size theory
of critical systems. The distribution of the quenched variables on the growing interface near
the boundary self-organizes into an asymptotic shape characterized by a discontinuity at a value $x_c=0.5$, which coincides with the bulk critical threshold. The exponent $\tau^{sur}$ of the boundary
avalanche distribution for IP without trapping is $\tau^{sur}=1.56\pm 0.05$; this value is very near
to the bulk one. Then we conclude that only the geometrical properties (fractal dimension) of
the model are affected by the presence of a boundary, while other statistical and dynamical
properties are unchanged. Furthermore, we are able to present a theoretical computation of the
relevant critical exponents near the boundary. This analysis combines two recently introduced
theoretical tools, the ﬁxed scale transformation and the run time statistics, which are particularly
suited for the study of irreversible self-organized growth models with quenched disorder. Our
theoretical results are in rather good agreement with numerical data.
Raffaele Cafiero
Guido Caldarelli
guido.caldarelli@imtlucca.it
Andrea Gabrielli
2012-02-24T13:15:33Z
2012-02-24T13:15:33Z
http://eprints.imtlucca.it/id/eprint/1176
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1176
2012-02-24T13:15:33Z
Scaling in currency exchange
We study the scaling behavior in currency exchange rates. Our results suggest that they satisfy scaling with an exponent close to 0.5, but that it differs qualitatively from that of a simple random walk. Indeed price variations cannot be considered as independent variables and subtle correlations are present. Furthermore, we introduce a novel statistical analysis for economic data which makes the physical properties of a signal more evident and eliminates the systematic effects of time periodicity.
Stefano Galluccio
Guido Caldarelli
guido.caldarelli@imtlucca.it
Matteo Marsili
Yi-Cheng Zhang
2012-02-24T13:11:10Z
2013-11-20T13:15:01Z
http://eprints.imtlucca.it/id/eprint/1175
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1175
2012-02-24T13:11:10Z
A prototype model of stock exchange
A prototype model of stock market is introduced and studied numerically. In this self-organized system, we consider only the interaction among traders without external influences. Agents trade according to their own strategy, to accumulate their assets by speculating on the price's fluctuations which are produced by themselves. The model reproduced rather realistic price histories whose statistical properties are also similar to those observed in real markets.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Matteo Marsili
Yi-Cheng Zhang
2012-02-24T13:05:00Z
2012-02-24T13:05:00Z
http://eprints.imtlucca.it/id/eprint/1174
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1174
2012-02-24T13:05:00Z
Mean field theory for ordinary and hot sandpiles
A mean field theory is discussed for a sandpile model, a cellular automaton prototype of systems showing self-organized criticality. The previous formulation of the mean field does not take into account the dissipation effects that take place on boundaries. This gives rise to some inconsistencies that are eliminated by carefully considering the boundaries effects, as it is shown in this paper. We present here a revised version of the MF equations. The main result is that criticality arises in the thermodynamic limit for sandpile systems, confirming numerical observations on the behavior of the order parameter.
The mean field approach is also generalized by applying it to the more general case of sandpiles in thermal equilibrium where a temperature-like parameter T is introduced. In this case we show that criticality is not destroyed at T> 0.
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-24T13:00:55Z
2013-11-20T13:17:17Z
http://eprints.imtlucca.it/id/eprint/1173
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1173
2012-02-24T13:00:55Z
Dynamics of fractures in quenched disordered media
We introduce a model for fractures in quenched disordered media. This model has a deterministic extremal dynamics, driven by the energy function of a network of springs (Born Hamiltonian). The breakdown is the result of the cooperation between the external field and the quenched disorder. This model can be considered as describing the low-temperature limit for crack propagation in solids. To describe the memory effects in this dynamics and then to study the resistance properties of the system we realized some numerical simulations of the model. The model exhibits interesting geometric and dynamical properties, with a strong reduction of the fractal dimension of the clusters and of their backbone, with respect to the case in which thermal fluctuations dominate. This result can be explained by a recently introduced theoretical tool as a screening enhancement due to memory effects induced by the quenched disorder.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Raffaele Cafiero
Andrea Gabrielli
2012-02-24T12:56:03Z
2013-11-20T13:19:15Z
http://eprints.imtlucca.it/id/eprint/1172
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1172
2012-02-24T12:56:03Z
Stationary self-organized fractal structures in an open, dissipative electrical system
We study the stationary state of a Poisson problem for a system of N perfectly conducting metal balls driven by electric forces to move within a medium of very low electrical conductivity onto which charges are sprayed from outside. When grounded at a confining boundary, the system of metal balls is experimentally known to self-organize into stable fractal aggregates. We simulate the dynamical conditions leading to the formation of such aggregated patterns and analyse the fractal properties. From our results and those obtained for steady-state systems that obey minimum total energy dissipation (and potential energy of the system as a whole), we suggest a possible dynamical rule for the emergence of scale-free structures in nature.
Marco Marani
Jayanth R Banavar
Guido Caldarelli
guido.caldarelli@imtlucca.it
Amos Maritan
Andrea Rinaldo
2012-02-24T12:50:55Z
2013-11-20T13:16:24Z
http://eprints.imtlucca.it/id/eprint/1171
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1171
2012-02-24T12:50:55Z
Modelling coevolution in multispecies communities
We introduce the Webworld model, which links together the ecological modelling of food web structure with the evolutionary modelling of speciation and extinction events. The model describes dynamics of ecological communities on an evolutionary time-scale. Species are defined as sets of characteristic features, and these features are used to determine interaction scores between species. A simple rule is used to transfer resources from the external environment through the food web to each of the species, and to determine mean population sizes. A time step in the model represents a speciation event. A new species is added with features similar to those of one of the existing species and a new food web structure is than calculated. The new species may (i) add stably to the web, (ii) become extinct immediately because it is poorly adapted, or (iii) cause one or more other species to become extinct due to competition for resources.
We measure various properties of the model webs and compare these with data on real food webs. These properties include the proportions of basal, intermediate and top species, the number of links per species and the number of trophic levels. We also study the evolutionary dynamics of the model ecosystem by following the fluctuations in the total number of species in the web. Extinction avalanches occur when novel organisms arise which are significantly better adapted than existing ones. We discuss these results in relation to the observed extinction events in the fossil record, and to the theory of self-organized criticality.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Paul G. Higgs
Alan J. McKane
2012-02-24T12:07:20Z
2013-11-20T13:28:33Z
http://eprints.imtlucca.it/id/eprint/1170
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1170
2012-02-24T12:07:20Z
Theory of boundary effects in invasion percolation
We study the boundary effects in invasion percolation (IP) with and without trapping. We find that the presence of boundaries introduces a new set of surface critical exponents, as in the case of standard percolation. Numerical simulations show a fractal dimension, for the region of the percolating cluster near the boundary, remarkably different from the bulk one. In fact, on the surface we find a value of (for IP with trapping ), compared with the bulk value of . We find a logarithmic crossover from surface to bulk fractal properties, as one would expect from the finite-size theory of critical systems. The distribution of the quenched variables on the growing interface near the boundary self-organizes into an asymptotic shape characterized by a discontinuity at a value , which coincides with the bulk critical threshold. The exponent of the boundary avalanche distribution for IP without trapping is ; this value is very near to the bulk one. Then we conclude that only the geometrical properties (fractal dimension) of the model are affected by the presence of a boundary, while other statistical and dynamical properties are unchanged. Furthermore, we are able to present a theoretical computation of the relevant critical exponents near the boundary. This analysis combines two recently introduced theoretical tools, the fixed scale transformation and the run time statistics, which are particularly suited for the study of irreversible self-organized growth models with quenched disorder. Our theoretical results are in rather good agreement with numerical data.
Andrea Gabrielli
Raffaele Cafiero
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-24T11:30:08Z
2013-11-20T13:30:21Z
http://eprints.imtlucca.it/id/eprint/1169
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1169
2012-02-24T11:30:08Z
Statistical properties of fractures in damaged materials
We introduce a model for the dynamics of mud cracking in the limit of of extremely thin layers. In this model the growth of fracture proceeds by selecting the part of the material with the smallest (quenched) breaking threshold. In addition, weakening affects the area of the sample neighbour to the crack. Due to the simplicity of the model, it is possible to derive some analytical results. In particular, we find that the total time to break down the sample grows with the dimension L of the lattice as L2 even though the percolating cluster has a non-trivial fractal dimension. Furthermore, we obtain a formula for the mean weakening with time of the whole sample.
Andrea Gabrielli
Raffaele Cafiero
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-24T11:25:05Z
2014-12-05T09:42:48Z
http://eprints.imtlucca.it/id/eprint/1168
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1168
2012-02-24T11:25:05Z
Comment on “First-Order Transition in the Breakdown of Disordered Media”
Guido Caldarelli
guido.caldarelli@imtlucca.it
Alberto Petri
2012-02-24T11:21:03Z
2012-02-24T11:21:03Z
http://eprints.imtlucca.it/id/eprint/1167
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1167
2012-02-24T11:21:03Z
Criticality in models for fracture in disordered media
It has been recently noticed that heterogeneous media undergoing a fracturing process display a set of properties characteristic of systems at the critical state. In the present work we focus on the way in which the critical regime is reached. It is possible to define a branching ratio, for the breaking processses in the material, that represents the probability to trigger future breakdowns given an initial failure. This probability takes the value 1 when the system is critical thereby representing a measure of the distance of the system from the critical state. We show that, although the models considered in literature become really critical only in correspondence of the global failure, different dynamical rules may drive the system close to the critical state at different rates, such that the duration of the “quasi-critical” stage largely varies from model to model.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Claudio Castellano
Alberto Petri
2012-02-24T11:11:55Z
2012-02-24T11:11:55Z
http://eprints.imtlucca.it/id/eprint/1166
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1166
2012-02-24T11:11:55Z
Critical behaviour in the fracture of disordered media
Abstract In this paper we investigate the influence of different boundary conditions on the final breakdown of a lattice model for the fracture of heterogeneous media. Experimental evidence shows that disordered media subject to stress display some features that are characteristic of critical systems, therefore suggesting an interpretation of the global breakdown of the system as a kind of critical transition. Many of the observed features are well reproduced at least at a qualitative level by lattice models; however, mechanisms at the base of the onset of criticality are not well understood. Besides disorder, there are many parameters that seem to influence the critical properties of the system. The system size and the boundary conditions are among these. We find that the statistical properties of the final breakdown are strongly influenced by the boundary condition. In particular constant-stress relaxation leads to a final breakdown always involving the breaking of a finite number of bonds, which is also large if compared with the number of bonds broken during the formation of each localized crack preceding the final breakdown. When the lattice undergoes constant-strain relaxation instead, the breakdown may involve a vanishingly smali number of bond-breaking events.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Claudio Castellano
Alberto Petri
2012-02-24T10:49:38Z
2013-11-20T14:02:02Z
http://eprints.imtlucca.it/id/eprint/1165
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1165
2012-02-24T10:49:38Z
Roughness of fracture surfaces
We study the roughness of fracture surfaces of three-dimensional samples through numerical simulations of a model for quasi-static cracks known as Born Model. We find for the roughness exponent a value ζ simeq 0.5 measured for "small length scales" in microfracturing experiments. Our simulations confirm that at small length scales the fracture can be considered as quasi-static. The isotropy of the roughness exponent on the crack surface is also showed. Finally, considering the crack front, we compute the roughness exponents of longitudinal and transverse fluctuations of the crack line (ζpar ~ ζ⊥ ~ 0.5). They result in agreement with experimental data, and support the possible application of the model of line depinning in the case of long-range interactions.
Andrea Parisi
Guido Caldarelli
guido.caldarelli@imtlucca.it
Luciano Pietronero
2012-02-24T10:07:42Z
2013-11-20T14:03:52Z
http://eprints.imtlucca.it/id/eprint/1164
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1164
2012-02-24T10:07:42Z
The fractal properties of Internet
In this paper we show that the Internet web, from a user's perspective, manifests robust scaling properties of the type P(n) propto n−τ, where n is the size of the basin connected to a given point, P represents the density of probability of finding n points downhill and τ = 1.9 ± 0.1 s a characteristic universal exponent. This scale-free structure is a result of the spontaneous growth of the web, but is not necessarily the optimal one for efficient transport. We introduce an appropriate figure of merit and suggest that a planning of few big links, acting as information highways, may noticeably increase the efficiency of the net without affecting its robustness.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Riccardo Marchetti
Luciano Pietronero
2012-02-24T09:50:48Z
2014-12-05T09:37:29Z
http://eprints.imtlucca.it/id/eprint/1163
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1163
2012-02-24T09:50:48Z
Discretized diffusion processes
We study the properties of the “rigid Laplacian” operator; that is we consider solutions of the Laplacian equation in the presence of fixed truncation errors. The dynamics of convergence to the correct analytical solution displays the presence of a metastable set of numerical solutions, whose presence can be related to granularity. We provide some scaling analysis in order to determine the value of the exponents characterizing the process. We believe that this prototype model is also suitable to provide an explanation of the widespread presence of power law in a social and economic system where information and decision diffuse, with errors and delay from agent to agent.
Stefano Ciliberti
Guido Caldarelli
guido.caldarelli@imtlucca.it
Paolo De Los Rios
Luciano Pietronero
Yi-Cheng Zhang
2012-02-24T09:39:55Z
2012-02-24T09:39:55Z
http://eprints.imtlucca.it/id/eprint/1161
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1161
2012-02-24T09:39:55Z
Self-affine properties of fractures in brittle materials
We present the result of numerical simulations for a fracturing process in a three-dimensional solid subjected to a mode-I load in a quasi-static regime. The solid is described using the Born model on an FCC lattice with a starting notch. We obtain a value of the roughness exponent ζ≃0.5 in agreement with the value measured in microfracturing experiments. Our result supports the idea that at small length scales the fracturing process can be considered as quasi-static, which is the basic of the possible application of the model of line depinning to the case of fractures.
Andrea Parisi
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-23T11:26:35Z
2014-12-05T09:35:17Z
http://eprints.imtlucca.it/id/eprint/1160
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1160
2012-02-23T11:26:35Z
Angular structure of lacunarity, and the renormalization group
We formulate the angular structure of lacunarity in fractals, in terms of a symmetry reduction of the three point correlation function. This provides a rich probe of universality, and first measurements yield new evidence in support of the equivalence between self-avoiding walks (SAW's) and percolation perimeters in two dimensions. We argue that the lacunarity reveals much of the renormalization group in real space. This is supported by exact calculations for random walks and measured data for percolation clusters and SAW's. Relationships follow between exponents governing inward and outward propagating perturbations, and we also find a very general test for the contribution of long-range interactions.
Robin C. Ball
Guido Caldarelli
guido.caldarelli@imtlucca.it
Alessandro Flammini
2012-02-23T11:15:18Z
2013-11-20T14:01:16Z
http://eprints.imtlucca.it/id/eprint/1159
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1159
2012-02-23T11:15:18Z
Damage and cracking in thin mud layers
We present a detailed study of a two-dimensional lattice model introduced to describe mud cracking in the limit of extremely thin layers. In this model to each bond in the lattice is assigned a (quenched) random breaking threshold. Fractures proceed by selecting the `weakest' part of the material (i.e. the smallest value of the threshold). A local damage rule is also implemented, by using two different types of weakening of the neighbouring sites, corresponding to different physical situations. We present the results of numerical simulations on this model. We also derive some analytical results through a probabilistic approach known as run time statistics. In particular, we find that the total time to divide the sample scales with the square power L2 of the linear size L of the lattice. This result is not straightforward since the percolating cluster has a non-trivial fractal dimension. Furthermore, we present here a formula for the mean weakening of the whole sample during the evolution.
Raffaele Cafiero
Guido Caldarelli
guido.caldarelli@imtlucca.it
Andrea Gabrielli
2012-02-23T10:47:10Z
2013-11-20T13:59:43Z
http://eprints.imtlucca.it/id/eprint/1157
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1157
2012-02-23T10:47:10Z
Invasion percolation with temperature and the nature of self-organized criticality in real systems
In this paper we present a theoretical approach that allows us to describe the transition between critical and noncritical behavior when stocastic noise is introduced in extremal models with disorder. Namely, we show that the introduction of thermal noise in invasion percolation (IP) brings the system outside the critical point. This result suggests a possible definition of self-organized criticality systems as ordinary critical systems where the critical point corresponds to set to 0 one of the parameters. We recover both the IP and Eden models for T⃗0 and T⃗∞, respectively. For small T we find a dynamical second-order transition with correlation length diverging when T⃗0.
Andrea Gabrielli
Guido Caldarelli
guido.caldarelli@imtlucca.it
Luciano Pietronero
2012-02-23T10:19:33Z
2013-11-20T14:16:49Z
http://eprints.imtlucca.it/id/eprint/1156
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1156
2012-02-23T10:19:33Z
Putting proteins back into water
We introduce a simplified protein model where the solvent (water) degrees of freedom appear explicitly (although in an extremely simplified fashion). Using this model we are able to recover the thermodynamic phenomenology of proteins over a wide range of temperatures. In particular we describe both the warm and the cold protein denaturation within a single framework, while addressing important issues about the structure of model proteins.
Paolo De Los Rios
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-23T10:16:47Z
2013-11-20T14:18:23Z
http://eprints.imtlucca.it/id/eprint/1155
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1155
2012-02-23T10:16:47Z
Cellular models for river networks
A cellular model introduced for the evolution of the fluvial landscape is revisited using extensive numerical and scaling analyses. The basic network shapes and their recurrence especially in the aggregation structure are then addressed. The roles of boundary and initial conditions are carefully analyzed as well as the key effect of quenched disorder embedded in random pinning of the landscape surface. It is found that the above features strongly affect the scaling behavior of key morphological quantities. In particular, we conclude that randomly pinned regions (whose structural disorder bears much physical meaning mimicking uneven landscape-forming rainfall events, geological diversity or heterogeneity in surficial properties like vegetation, soil cover or type) play a key role for the robust emergence of aggregation patterns bearing much resemblance to real river networks.
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-23T10:12:18Z
2012-02-23T10:12:18Z
http://eprints.imtlucca.it/id/eprint/1154
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1154
2012-02-23T10:12:18Z
Cold and warm swelling of hydrophobic polymers
We introduce a polymer model where the transition from swollen to compact configurations is due to interactions between the monomers and the solvent. These interactions are the origin of the effective attractive interactions between hydrophobic amino acids in proteins. We find that in the low and high temperature phases polymers are swollen, and there is an intermediate phase where the most favorable configurations are compact. We argue that such a model captures in a single framework both the cold and the warm denaturation experimentally detected for thermosensitive polymers and for proteins.
Paolo De Los Rios
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-22T16:33:38Z
2013-11-20T14:03:00Z
http://eprints.imtlucca.it/id/eprint/1152
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1152
2012-02-22T16:33:38Z
Beauty and distance in the stable marriage problem
The stable marriage problem has been introduced in order to describe a complex system where individuals attempt to optimise their own satisfaction, subject to mutually conflicting constraints. Due to the potential large applicability of such model to describe all the situation where different objects has to be matched pairwise, the statistical properties of this model have been extensively studied. In this paper, we present a generalisation of this model, introduced in order to take into account the presence of correlations in the lists and the effects of distance when the players are supposed to be represented by a position in space.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Andrea Capocci
2012-02-22T16:18:26Z
2014-12-05T09:31:58Z
http://eprints.imtlucca.it/id/eprint/1151
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1151
2012-02-22T16:18:26Z
Perturbative approach to the Bak-Sneppen model
We study the Bak-Sneppen model in the probabilistic framework of the run time statistics (RTS). This model has attracted a large interest for its simplicity being a prototype for the whole class of models showing self-organized criticality. The dynamics is characterized by a self-organization of almost all the species fitnesses above a nontrivial threshold value, and by a lack of spatial and temporal characteristic scales. This results in avalanches of activity power law distributed. In this Letter we use the RTS approach to compute the value of xc, the value of the avalanche exponent τ, and the asymptotic distribution of minimal fitnesses.
Maddalena Felici
Guido Caldarelli
guido.caldarelli@imtlucca.it
Andrea Gabrielli
Luciano Pietronero
2012-02-22T10:59:34Z
2012-02-22T10:59:34Z
http://eprints.imtlucca.it/id/eprint/1145
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1145
2012-02-22T10:59:34Z
Growing dynamics of Internet providers
In this paper we present a model for the growth and evolution of Internet providers. The model reproduces the data observed for the Internet connection as probed by tracing routes from different computers. This problem represents a paramount case of study for growth processes in general, but can also help in the understanding the properties of the Internet. Our main result is that this network can be reproduced by a self-organized interaction between users and providers that can rearrange in time. This model can then be considered as a prototype model for the class of phenomena of aggregation processes in social networks.
Andrea Capocci
Guido Caldarelli
guido.caldarelli@imtlucca.it
Riccardo Marchetti
Luciano Pietronero
2012-02-22T10:36:35Z
2013-11-20T14:15:03Z
http://eprints.imtlucca.it/id/eprint/1144
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1144
2012-02-22T10:36:35Z
Fractal growth from local instabilities
We study, both with numerical simulations and theoretical methods, a cellular automata model for surface growth in the presence of a local instability, driven by an external flux of particles. The growing tip is selected with probability proportional to the local curvature. A probability p of developing overhangs through lateral growth is also introduced. For small external fluxes, we find a fractal regime of growth. The value of p determines the fractal dimension of the aggregate. Furthermore, for each value of p a crossover between two different fractal dimensions is observed. The roughness exponent χ of the aggregates, instead, does not depend on p (χ simeq 0.5). A Fixed Scale Transformation (FST) approach is applied to compute theoretically the fractal dimension for one of the branches of the structure.
Raffaele Cafiero
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-21T13:36:05Z
2013-11-20T14:23:53Z
http://eprints.imtlucca.it/id/eprint/1143
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1143
2012-02-21T13:36:05Z
Percolation in real wildfires
This paper focuses on the statistical properties of wild-land fires and, in particular, investigates if spread dynamics relates to simple invasion model. The fractal dimension and lacunarity of three fire scars classified from satellite imagery are analysed. Results indicate that the burned clusters behave similarly to percolation clusters on boundaries and look denser in their core. We show that Dynamical Percolation reproduces this behaviour and can help to describe the fire evolution. By mapping fire dynamics onto the percolation models, the strategies for fire control might be improved.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Raffaella Frondoni
Andrea Gabrielli
Marco Montuori
Rebecca Retzlaff
Carlo Ricotta
2012-02-21T13:08:49Z
2013-11-20T14:27:32Z
http://eprints.imtlucca.it/id/eprint/1142
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1142
2012-02-21T13:08:49Z
Cold and warm denaturation of proteins
We introduce a simplified protein model where the water degrees of freedom appear explicitly (although in an extremely simplified fashion). Using this model we are able to recover both the warm and the cold protein denaturation within a single framework, while addressing important issues about the structure of model proteins.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Paolo De Los Rios
2012-02-21T12:03:48Z
2012-02-21T14:06:17Z
http://eprints.imtlucca.it/id/eprint/1140
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1140
2012-02-21T12:03:48Z
Probabilistic approach to the Bak-Sneppen model
We study here the Bak-Sneppen model, a prototype model for the study of self-organized criticality. In this model several species interact and undergo extinction with a power-law distribution of activity bursts. Species are defined through their “fitness” whose distribution in the system is uniform above a certain threshold. Run time statistics is introduced for the analysis of the dynamics in order to explain the peculiar properties of the model. This approach based on conditional probability theory, takes into account the correlations due to memory effects. In this way, we may compute analytically the value of the fitness threshold with the desired precision. This represents a substantial improvement with respect to the traditional mean field approach.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Maddalena Felici
Andrea Gabrielli
Luciano Pietronero
2012-02-21T11:53:24Z
2012-02-21T14:07:19Z
http://eprints.imtlucca.it/id/eprint/1139
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1139
2012-02-21T11:53:24Z
Local rigidity in sandpile models
We address the problem of the role of the concept of local rigidity in the family of sandpile systems. We define rigidity as the ratio between the critical energy and the amplitude of the external perturbation and we show, in the framework of the dynamically driven renormalization group, that any finite value of the rigidity in a generalized sandpile model renormalizes to an infinite value at the fixed point, i.e., on a large scale. The fixed-point value of the rigidity allows then for a nonambiguous distinction between sandpilelike systems and diffusive systems. Numerical simulations support our analytical results.
Stefano Ciliberti
Guido Caldarelli
guido.caldarelli@imtlucca.it
Vittorio Loreto
Luciano Pietronero
2012-02-21T11:14:52Z
2012-02-21T11:16:19Z
http://eprints.imtlucca.it/id/eprint/1138
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1138
2012-02-21T11:14:52Z
Reply to the Comment by H. Tephany and J. Nahmias on “Percolation in real wildfires” by G. Caldarelli et al.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Raffaella Frondoni
Andrea Gabrielli
Marco Montuori
Rebecca Retzlaff
Carlo Ricotta
2012-02-21T10:52:51Z
2014-12-05T09:27:10Z
http://eprints.imtlucca.it/id/eprint/1137
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1137
2012-02-21T10:52:51Z
Scale-Free networks from varying vertex intrinsic fitness
A new mechanism leading to scale-free networks is proposed in this Letter. It is shown that, in many cases of interest, the connectivity power-law behavior is neither related to dynamical properties nor to preferential attachment. Assigning a quenched fitness value xi to every vertex, and drawing links among vertices with a probability depending on the fitnesses of the two involved sites, gives rise to what we call a good-get-richer mechanism, in which sites with larger fitness are more likely to become hubs (i.e., to be highly connected).
Guido Caldarelli
guido.caldarelli@imtlucca.it
Andrea Capocci
Paolo De Los Rios
Miguel A. Muñoz
2012-02-21T10:37:14Z
2012-02-27T10:37:03Z
http://eprints.imtlucca.it/id/eprint/1136
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1136
2012-02-21T10:37:14Z
Multi-layer model for the web graph
This paper studies stochastic graph models of the WebGraph. We present a new model that describes the WebGraph as an ensemble of different regions generated by independent stochastic processes (in the spirit of a recent paper by Dill et al. [VLDB 2001]). Models such as the Copying Model [17] and Evolving Networks Model [3] are simulated and compared on several relevant measures such as degree and clique distribution.
Luigi Laura
Stefano Leonardi
Guido Caldarelli
guido.caldarelli@imtlucca.it
Paolo De Los Rios
2012-02-20T13:54:38Z
2018-03-08T17:08:28Z
http://eprints.imtlucca.it/id/eprint/1135
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1135
2012-02-20T13:54:38Z
Universal scaling relations in food webs
The structure of ecological communities is usually represented by food webs. In these webs, we describe species by means of vertices connected by links representing the predations. We can therefore study different webs by considering the shape (topology) of these networks. Comparing food webs by searching for regularities is of fundamental importance, because universal patterns would reveal common principles underlying the organization of different ecosystems. However, features observed in small food webs are different from those found in large ones. Furthermore, food webs (except in isolated cases) do not share general features with other types of network (including the Internet, the World Wide Web and biological webs). These features are a small-world character and a scale-free (power-law) distribution of the degree (the number of links per vertex). Here we propose to describe food webs as transportation networks by extending to them the concept of allometric scaling (how branching properties change with network size). We then decompose food webs in spanning trees and loop-forming links. We show that, whereas the number of loops varies significantly across real webs, spanning trees are characterized by universal scaling relations.
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Guido Caldarelli
guido.caldarelli@imtlucca.it
Luciano Pietronero
2012-02-20T13:43:10Z
2013-11-20T14:30:41Z
http://eprints.imtlucca.it/id/eprint/1134
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1134
2012-02-20T13:43:10Z
Topology of correlation-based minimal spanning trees in real and model markets
We compare the topological properties of the minimal spanning tree obtained from a large group of stocks traded at the New York Stock Exchange during a 12-year trading period with the one obtained from surrogated data simulated by using simple market models. We find that the empirical tree has features of a complex network that cannot be reproduced, even as a first approximation, by a random market model and by the widespread one-factor model.
Giovanni Bonanno
Guido Caldarelli
guido.caldarelli@imtlucca.it
Fabrizio Lillo
Rosario Nunzio Mantegna
2012-02-20T13:38:39Z
2018-03-08T17:08:41Z
http://eprints.imtlucca.it/id/eprint/1133
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1133
2012-02-20T13:38:39Z
Food web structure and the evolution of complex networks
In addition to traditional properties such as the degree distribution P(k), in this work we propose two other useful quantities that can help in characterizing the topology of food webs quantitatively, namely the allometric scaling relations C(A) and the branch size distribution P(A) which are defined on the spanning tree of the webs. These quantities, whose use has proved relevant in characterizing other different networks appearing in nature (such as river basins, Internet, and vascular systems), are related (in the context of food webs) to the efficiency in the resource transfer and to the stability against species removal. We present the analysis of the data for both real food webs and numerical simulations of a growing network model. Our results allow us to conclude that real food webs display a high degree of both efficiency and stability due to the evolving character of their topology.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Luciano Pietronero
2012-02-15T16:25:31Z
2012-02-21T13:54:41Z
http://eprints.imtlucca.it/id/eprint/1130
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1130
2012-02-15T16:25:31Z
Quantitative description and modeling of real networks
We present data analysis and modeling of two particular cases of study in the field of growing networks. We analyze World Wide Web data set and authorship collaboration networks in order to check the presence of correlation in the data. The results are reproduced with good agreement through a suitable modification of the standard Albert-Barabási model of network growth. In particular, intrinsic relevance of sites plays a role in determining the future degree of the vertex.
Andrea Capocci
Guido Caldarelli
guido.caldarelli@imtlucca.it
Paolo De Los Rios
2012-02-15T16:22:57Z
2013-11-20T14:28:27Z
http://eprints.imtlucca.it/id/eprint/1129
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1129
2012-02-15T16:22:57Z
Dynamic fracture model for acoustic emission
We study the acoustic emission produced by micro-cracks using a two-dimensional disordered lattice model of dynamic fracture, which allows to relate the acoustic response to the internal damage of the sample. We find that the distributions of acoustic energy bursts decays as a power law in agreement with experimental observations. The scaling exponents measured in the present dynamic model can related to those obtained in the quasi-static random fuse model.
Manuela Minozzi
Guido Caldarelli
guido.caldarelli@imtlucca.it
Luciano Pietronero
Stefano Zapperi
2012-02-15T16:12:41Z
2013-11-21T09:02:22Z
http://eprints.imtlucca.it/id/eprint/1128
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1128
2012-02-15T16:12:41Z
Widespread occurrence of the inverse square distribution in social sciences and taxonomy
The widespread occurrence of an inverse square relation in the hierarchical distribution of subcommunities within communities (or subspecies within species) has been recently invoked as a signature of hierarchical self-organization within social and ecological systems. Here we show that, whether such systems are self-organized or not, this behavior is the consequence of the treelike classification method. Different treelike classifications (both of real and truly random systems) display a similar statistical behavior when considering the sizes of their sub-branches.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Cécile Caretta Cartozo
Paolo De Los Rios
Vito D. P. Servedio
2012-02-15T16:02:44Z
2012-02-15T16:02:44Z
http://eprints.imtlucca.it/id/eprint/1127
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1127
2012-02-15T16:02:44Z
Structure of cycles and local ordering in complex networks
We study the properties of quantities aimed at the characterization of grid-like ordering in complex networks. These quantities are based on the global and local behavior of cycles of order four, which are the minimal structures able to identify rectangular clustering. The analysis of data from real networks reveals the ubiquitous presence of a statistically high level of grid-like ordering that is non-trivially correlated with the local degree properties. These observations provide new insights on the hierarchical structure of complex networks.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Romualdo Pastor-Satorras
Alessandro Vespignani
2012-02-15T15:54:46Z
2012-02-15T15:54:46Z
http://eprints.imtlucca.it/id/eprint/1126
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1126
2012-02-15T15:54:46Z
Preface on "Applications of Networks"
Guido Caldarelli
guido.caldarelli@imtlucca.it
Ayşe Erzan
Alessandro Vespignani
2012-02-15T15:49:49Z
2012-02-15T15:49:49Z
http://eprints.imtlucca.it/id/eprint/1125
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1125
2012-02-15T15:49:49Z
Virtual Round Table on ten leading questions for network research
The following discussion is an edited summary of the public debate started during the conference "Growing Networks and Graphs in Statistical Physics, Finance, Biology and Social Systems" held in Rome in September 2003. Drafts documents were circulated electronically among experts in the field and additions and follow-up to the original discussion have been included. Among the scientists participating to the discussion L.A.N. Amaral, A. Barrat, A.L. Barabasi, G. Caldarelli, P. De Los Rios, A. Erzan, B. Kahng, R. Mantegna, J.F.F. Mendes, R. Pastor-Satorras, A. Vespignani are acknowledged for their contributions and editing.
Luis A. N. Amaral
Alain Barrat
Guido Caldarelli
guido.caldarelli@imtlucca.it
Albert-László Barabási
Paolo De Los Rios
Ayşe Erzan
Byungnam Kahng
Rosario Nunzio Mantegna
Josè F. F. Mendes
Romualdo Pastor-Satorras
Alessandro Vespignani
2012-02-15T15:33:23Z
2012-02-15T15:33:23Z
http://eprints.imtlucca.it/id/eprint/1124
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1124
2012-02-15T15:33:23Z
Networks of equities in financial markets
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.
Giovanni Bonanno
Guido Caldarelli
guido.caldarelli@imtlucca.it
Fabrizio Lillo
Salvatore Miccichè
Nicolas Vandewalle
Rosario Nunzio Mantegna
2012-02-15T14:23:12Z
2012-02-15T14:23:12Z
http://eprints.imtlucca.it/id/eprint/1123
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1123
2012-02-15T14:23:12Z
Statistical features of drainage basins in mars channel networks: can one guess from the landscape the past presence of water?
Erosion by flowing water is one of the major forces shaping the surface of Earth. Studies in the last decade have shown, in particular, that the drainage region of rivers, where water is collected, exhibits scale invariant features characterized by exponents that are the same for rivers around the world. Here we show that from the data obtained by the MOLA altimeter of the Mars Global Surveyor one can perform the same analysis for mountain sides on Mars. We then show that in some regions fluid erosion might have played a role in the present martian landscape.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Paolo De Los Rios
Marco Montuori
Vito D. P. Servedio
2012-02-14T14:36:31Z
2013-11-21T09:03:40Z
http://eprints.imtlucca.it/id/eprint/1121
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1121
2012-02-14T14:36:31Z
Preferential exchange: strengthening connections in complex networks
Many social, technological, and biological interactions involve network relationships whose outcome intimately depends on the structure of the network and on the strengths of the connections. Yet, although much information is now available concerning the structure of many networks, the strengths are more difficult to measure. Here we show that, for one particular social network, notably the e-mail network, a suitable measure of the strength of the connections can be available. We also propose a simple mechanism, based on positive feedback and reciprocity, that can explain the observed behavior and that hints toward specific dynamics of formation and reinforcement of network connections. Network data from contexts different from social sciences indicate that power-law, and generally broad, distributions of the connection strength are ubiquitous, and the proposed mechanism has a wide range of applicability.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Fabrizio Coccetti
Paolo De Los Rios
2012-02-14T14:31:41Z
2013-11-20T14:32:59Z
http://eprints.imtlucca.it/id/eprint/1120
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1120
2012-02-14T14:31:41Z
Assortative model for social networks
In this Brief Report we present a version of a network growth model, generalized in order to describe the behavior of social networks. The case of study considered is the preprint archive at cul.arxiv.org. Each node corresponds to a scientist, and a link is present whenever two authors wrote a paper together. This graph is a nice example of degree-assortative network, that is, to say a network where sites with similar degree are connected to each other. The model presented is one of the few able to reproduce such behavior, giving some insight on the microscopic dynamics at the basis of the graph structure.
Michele Catanzaro
Guido Caldarelli
guido.caldarelli@imtlucca.it
Luciano Pietronero
2012-02-14T14:21:09Z
2013-11-20T14:58:49Z
http://eprints.imtlucca.it/id/eprint/1119
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1119
2012-02-14T14:21:09Z
Vertex intrinsic fitness: How to produce arbitrary scale-free networks
We study a recent model of random networks based on the presence of an intrinsic character of the vertices called fitness. The vertex fitnesses are drawn from a given probability distribution density. The edges between pairs of vertices are drawn according to a linking probability function depending on the fitnesses of the two vertices involved. We study here different choices for the probability distribution densities and the linking functions. We find that, irrespective of the particular choices, the generation of scale-free networks is straightforward. We then derive the general conditions under which scale-free behavior appears. This model could then represent a possible explanation for the ubiquity and robustness of such structures.
Vito D. P. Servedio
Guido Caldarelli
guido.caldarelli@imtlucca.it
Paolo Buttà
2012-02-14T13:52:35Z
2018-03-08T17:08:11Z
http://eprints.imtlucca.it/id/eprint/1118
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1118
2012-02-14T13:52:35Z
Emergence of complexity in financial networks
We present here a brief summary of the various possible applications of network theory in the field of finance. Since we want to characterize different systems by means of simple and universal features, graph theory could represent a rather powerful methodology. In the following we report our activity in three different subfields, namely the board and director networks, the networks formed by prices correlations and the stock ownership networks. In most of the cases these three kind of networks display scale-free properties making them interesting in their own. Nevertheless, we want to stress here that the main utility of this methodology is to provide new measures of the real data sets in order to validate the different models.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Stefano Battiston
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Michele Catanzaro
2012-02-14T13:25:27Z
2012-02-14T13:25:27Z
http://eprints.imtlucca.it/id/eprint/1117
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1117
2012-02-14T13:25:27Z
The corporate boards networks
In this work we apply network theory to detect in a quantitative fashion some of the characters of the system composed by companies and their boards of directors. Modelling this as a bipartite graph, we can derive two networks (one for the companies and one for the directors) and apply to them the standard graph analysis instruments. The emerging picture shows an environment where the exchange of information and mutual influences, conveyed by interlocks between boards, is predominant. Such a result should be taken into account when modelling this system.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Michele Catanzaro
2012-02-14T13:19:55Z
2012-02-14T13:19:55Z
http://eprints.imtlucca.it/id/eprint/1116
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1116
2012-02-14T13:19:55Z
Social network growth with assortative mixing
Networks representing social systems display specific features that put them apart from biological and technological ones. In particular, the number of links attached to a node is positively correlated to that of its nearest neighbours. We develop a model that reproduces this feature, starting from microscopical mechanisms of growth. The statistical properties arising from the simulations are in good agreement with those of the real-world social networks of scientists co-authoring papers in condensed matter physics. Moreover, the model highlights the determinant role of correlations in shaping the network's topology.
Michele Catanzaro
Guido Caldarelli
guido.caldarelli@imtlucca.it
Luciano Pietronero
2012-02-13T13:48:45Z
2018-03-08T17:07:31Z
http://eprints.imtlucca.it/id/eprint/1112
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1112
2012-02-13T13:48:45Z
Food-web topology: universal scaling in food-web structure? (reply)
Although Camacho and Arenas raise potentially interesting points, we believe that some of their arguments are flawed or undermined by poor statistics, and therefore that they do not invalidate our result.
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Guido Caldarelli
guido.caldarelli@imtlucca.it
Luciano Pietronero
2012-02-03T15:01:41Z
2013-11-21T09:06:06Z
http://eprints.imtlucca.it/id/eprint/1111
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1111
2012-02-03T15:01:41Z
Loops structure of the Internet at the autonomous system level
We present here a study of the clustering and loops in a graph of the Internet at the autonomous systems level. We show that, even if the whole structure is changing with time, the statistical distributions of loops of order 3, 4, and 5 remain stable during the evolution. Moreover, we will bring evidence that the Internet graphs show characteristic Markovian signatures, since the structure is very well described by two-point correlations between the degrees of the vertices. This indeed proves that the Internet belongs to a class of network in which the two-point correlation is sufficient to describe their whole local (and thus global) structure. Data are also compared to present Internet models.
Ginestra Bianconi
Guido Caldarelli
guido.caldarelli@imtlucca.it
Andrea Capocci
2012-02-03T13:56:18Z
2018-03-08T17:07:02Z
http://eprints.imtlucca.it/id/eprint/1108
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1108
2012-02-03T13:56:18Z
Graph Theory and Food Webs
Recently the study of complex networks has received great attention. One of the most interesting applications of these concepts is found in the study of food webs. Food webs provide fascinating examples of biological organization in ecological communities and display characteristic and unexpected statistical properties. In particular, comparison to other complex networks shows that food webs lack the scale-free properties observed in almost all other artificial and natural networks. That is, the frequency distribution for the degree (numer of different predators per species) does not display scale-free behavior. Nevertheless, we show here that self-similiar and universal behavior are still present. By considering food webs as transportation networks (for the flow of resources between species), we can recover scaling properties typical of other transportation system, such as vascular and river networks. The importance of these properties for models of structure in food webs is discussed.
Cécile Caretta Cartozo
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-01T16:12:55Z
2014-12-18T15:56:24Z
http://eprints.imtlucca.it/id/eprint/1107
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1107
2012-02-01T16:12:55Z
Fitness model for the Italian interbank money market
We use the theory of complex networks in order to quantitatively characterize the formation of communities in a particular financial market. The system is composed by different banks exchanging on a daily basis loans and debts of liquidity. Through topological analysis and by means of a model of network growth we can determine the formation of different group of banks characterized by different business strategy. The model based on Pareto’s law makes no use of growth or preferential attachment and it reproduces correctly all the various statistical properties of the system. We believe that this network modeling of the market could be an efficient way to evaluate the impact of different policies in the market of liquidity.
Giulia De Masi
Giulia Iori
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-01T16:07:06Z
2018-03-08T17:07:17Z
http://eprints.imtlucca.it/id/eprint/1106
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1106
2012-02-01T16:07:06Z
Temperature in complex networks
Various statistical-mechanics approaches to complex networks have been proposed to describe expected topological properties in terms of ensemble averages. Here we extend this formalism by introducing the fundamental concept of graph temperature, controlling the degree of topological optimization of a network. We recover the temperature-dependent version of various important models as particular cases of our approach, and show examples where, remarkably, the onset of a percolation transition, a scale-free degree distribution, correlations and clustering can be understood as natural properties of an optimized (low-temperature) topology. We then apply our formalism to real weighted networks and we compute their temperature, finding that various techniques used to extract information from complex networks are again particular cases of our approach.
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Sebastian E. Ahnert
Thomas M.A. Fink
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-01T15:59:45Z
2013-11-21T09:19:40Z
http://eprints.imtlucca.it/id/eprint/1105
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1105
2012-02-01T15:59:45Z
Trading strategies in the Italian interbank market
Using a data set which includes all transactions among banks in the Italian money market, we study their trading strategies and the dependence among them. We use the Fourier method to compute the variance–covariance matrix of trading strategies. Our results indicate that well defined patterns arise. Two main communities of banks, which can be coarsely identified as small and large banks, emerge.
Giulia Iori
Renato Renò
Giulia De Masi
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-01T15:39:59Z
2018-03-08T17:09:14Z
http://eprints.imtlucca.it/id/eprint/1104
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1104
2012-02-01T15:39:59Z
Ensemble approach to the analysis of weighted networks
We present an approach to the analysis of weighted networks, by providing a straightforward generalization of any network measure defined on unweighted networks, such as the average degree of the nearest neighbors, the clustering coefficient, the “betweenness,” the distance between two nodes, and the diameter of a network. All these measures are well established for unweighted networks but have hitherto proven difficult to define for weighted networks. Our approach is based on the translation of a weighted network into an ensemble of edges. Further introducing this approach we demonstrate its advantages by applying the clustering coefficient constructed in this way to two real-world weighted networks.
Sebastian E. Ahnert
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Thomas M.A. Fink
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-01T15:35:22Z
2018-03-08T17:09:24Z
http://eprints.imtlucca.it/id/eprint/1103
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1103
2012-02-01T15:35:22Z
Interplay between topology and dynamics in the World Trade Web
We present an empirical analysis of the network formed by the trade relationships between all world countries, or World Trade Web (WTW). Each (directed) link is weighted by the amount of wealth flowing between two countries, and each country is characterized by the value of its Gross Domestic Product (GDP). By analysing a set of year-by-year data covering the time interval 1950–2000, we show that the dynamics of all GDP values and the evolution of the WTW (trade flow and topology) are tightly coupled. The probability that two countries are connected depends on their GDP values, supporting recent theoretical models relating network topology to the presence of a `hidden' variable (or fitness). On the other hand, the topology is shown to determine the GDP values due to the exchange between countries. This leads us to a new framework where the fitness value is a dynamical variable determining, and at the same time depending on, network topology in a continuous feedback.
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Tiziana Di Matteo
Tomaso Aste
Guido Caldarelli
guido.caldarelli@imtlucca.it
Maria Immacolata Loffredo
2012-02-01T14:07:02Z
2014-12-18T15:51:42Z
http://eprints.imtlucca.it/id/eprint/1102
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1102
2012-02-01T14:07:02Z
Uncovering the topology of configuration space networks
The configuration space network (CSN) of a dynamical system is an effective approach to represent the ensemble of configurations sampled during a simulation and their dynamic connectivity. To elucidate the connection between the CSN topology and the underlying free-energy landscape governing the system dynamics and thermodynamics, an analytical solution is provided to explain the heavy tail of the degree distribution, neighbor connectivity, and clustering coefficient. This derivation allows us to understand the universal CSN topology observed in systems ranging from a simple quadratic well to the native state of the beta3s peptide and a two-dimensional lattice heteropolymer. Moreover, CSNs are shown to fall in the general class of complex networks described by the fitness model.
David Gfeller
David Morton de Lachapelle
Paolo De Los Rios
Guido Caldarelli
guido.caldarelli@imtlucca.it
Francesco Rao
2012-02-01T14:01:47Z
2018-03-08T17:09:03Z
http://eprints.imtlucca.it/id/eprint/1101
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1101
2012-02-01T14:01:47Z
Self-organized network evolution coupled to extremal dynamics
The interplay between topology and dynamics in complex networks is a fundamental but widely unexplored problem. Here, we study this phenomenon on a prototype model in which the network is shaped by a dynamical variable. We couple the dynamics of the Bak–Sneppen evolution model with the rules of the so-called fitness network model for establishing the topology of a network; each vertex is assigned a 'fitness', and the vertex with minimum fitness and its neighbours are updated in each iteration. At the same time, the links between the updated vertices and all other vertices are drawn anew with a fitness-dependent connection probability. We show analytically and numerically that the system self-organizes to a non-trivial state that differs from what is obtained when the two processes are decoupled. A power-law decay of dynamical and topological quantities above a threshold emerges spontaneously, as well as a feedback between different dynamical regimes and the underlying correlation and percolation properties of the network.
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Andrea Capocci
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-01T13:17:52Z
2013-11-21T09:07:26Z
http://eprints.imtlucca.it/id/eprint/1099
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1099
2012-02-01T13:17:52Z
Spectral methods cluster words of the same class in a syntactic dependency network
We analyze here a particular kind of linguistic network where vertices represent words and edges stand for syntactic relationships between words. The statistical properties of these networks have been recently studied and various features such as the small-world phenomenon and a scale-free distribution of degrees have been found. Our work focuses on four classes of words: verbs, nouns, adverbs and adjectives. Here, we use spectral methods sorting vertices. We show that the ordering clusters words of the same class. For nouns and verbs, the cluster size distribution clearly follows a power-law distribution that cannot be explained by a null hypothesis. Long-range correlations are found between vertices in the ordering provided by the spectral method. The findings support the use of spectral methods for detecting community structure.
Ramon Ferrer I Cancho
Andrea Capocci
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-01T11:47:12Z
2012-02-01T11:47:52Z
http://eprints.imtlucca.it/id/eprint/1097
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1097
2012-02-01T11:47:12Z
Taxonomy and clustering in collaborative systems: the case of the on-line encyclopedia Wikipedia
In this paper we investigate the nature and structure of the relation between imposed classifications and real clustering in a particular case of a scale-free network given by the on-line encyclopedia Wikipedia. We find a statistical similarity in the distributions of community sizes both by using the top-down approach of the categories division present in the archive and in the bottom-up procedure of community detection given by an algorithm based on the spectral properties of the graph. Regardless of the statistically similar behaviour, the two methods provide a rather different division of the articles, thereby signaling that the nature and presence of power laws is a general feature for these systems and cannot be used as a benchmark to evaluate the suitability of a clustering method.
Andrea Capocci
Francesco Rao
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-01T11:43:36Z
2013-11-21T09:43:01Z
http://eprints.imtlucca.it/id/eprint/1096
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1096
2012-02-01T11:43:36Z
Folksonomies and clustering in the collaborative system CiteULike
We analyze CiteULike, an online collaborative tagging system where users bookmark and annotate scientific papers. Such a system can be naturally represented as a tri-partite graph whose nodes represent papers, users and tags connected by individual tag assignments. The semantics of tags is studied here, in order to uncover the hidden relationships between tags. We find that the clustering coefficient can be used to analyze the semantical patterns among tags.
Andrea Capocci
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-01T11:39:20Z
2018-03-08T17:06:00Z
http://eprints.imtlucca.it/id/eprint/1095
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1095
2012-02-01T11:39:20Z
Quantifying the taxonomic diversity in real species communities
We analyze several florae (collections of plant species populating specific areas) in different geographic and climatic regions. For every list of species we produce a taxonomic classification tree and we consider its statistical properties. We find that regardless of the geographical location, the climate and the environment all species collections have universal statistical properties that we show to be also robust in time. We then compare observed data sets with simulated communities obtained by randomly sampling a large pool of species from all over the world. We find differences in the behavior of the statistical properties of the corresponding taxonomic trees. Our results suggest that it is possible to distinguish quantitatively real species assemblages from random collections and thus demonstrate the existence of correlations between species.
Cécile Caretta Cartozo
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Carlo Ricotta
Marc Barthélemy
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-01T11:33:12Z
2018-03-08T17:05:45Z
http://eprints.imtlucca.it/id/eprint/1094
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1094
2012-02-01T11:33:12Z
Applying weighted network measures to microarray distance matrices
In recent work we presented a new approach to the analysis of weighted networks, by providing a straightforward generalization of any network measure defined on unweighted networks. This approach is based on the translation of a weighted network into an ensemble of edges, and is particularly suited to the analysis of fully connected weighted networks. Here we apply our method to several such networks including distance matrices, and show that the clustering coefficient, constructed by using the ensemble approach, provides meaningful insights into the systems studied. In the particular case of two datasets from microarray experiments the clustering coefficient identifies a number of biologically significant genes, outperforming existing identification approaches.
Sebastian E. Ahnert
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Thomas M.A. Fink
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-02-01T11:21:00Z
2013-11-06T10:33:36Z
http://eprints.imtlucca.it/id/eprint/1093
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1093
2012-02-01T11:21:00Z
Complex Networks: from Biology to Information Technology - Preface
Alain Barrat
Stefano Boccaletti
Guido Caldarelli
guido.caldarelli@imtlucca.it
Alessandro Chessa
alessandro.chessa@imtlucca.it
Vito Latora
Adilson E. Motter
2012-02-01T11:07:59Z
2018-03-08T17:06:15Z
http://eprints.imtlucca.it/id/eprint/1092
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1092
2012-02-01T11:07:59Z
A self-organized model for network evolution
Here we provide a detailed analysis, along with some extensions and additonal investigations, of a recently proposed [1] self-organized model for the evolution of complex networks. Vertices of the network are characterized by a fitness variable evolving through an extremal dynamics process, as in the Bak-Sneppen [2] model representing a prototype of Self-Organized Criticality. The network topology is in turn shaped by the fitness variable itself, as in the fitness network model [3]. The system self-organizes to a nontrivial state, characterized by a power-law decay of dynamical and topological quantities above a critical threshold. The interplay between topology and dynamics in the system is the key ingredient leading to an unexpected behaviour of these quantities.
Guido Caldarelli
guido.caldarelli@imtlucca.it
Andrea Capocci
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
2012-02-01T10:59:01Z
2018-03-08T17:05:00Z
http://eprints.imtlucca.it/id/eprint/1091
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1091
2012-02-01T10:59:01Z
On the rich-club effect in dense and weighted networks
For many complex networks present in nature only a single instance, usually of large size, is available. Any measurement made on this single instance cannot be repeated on different realizations. In order to detect significant patterns in a real-world network it is therefore crucial to compare the measured results with a null model counterpart. Here we focus on dense and weighted networks, proposing a suitable null model and studying the behaviour of the degree correlations as measured by the rich-club coefficient. Our method solves an existing problem with the randomization of dense unweighted graphs, and at the same time represents a generalization of the rich-club coefficient to weighted networks which is complementary to other recently proposed ones.
Vinko Zlatic
Ginestra Bianconi
Albert Díaz-Guilera
Diego Garlaschelli
diego.garlaschelli@imtlucca.it
Francesco Rao
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-01-26T14:23:51Z
2014-12-18T15:38:41Z
http://eprints.imtlucca.it/id/eprint/1087
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1087
2012-01-26T14:23:51Z
Invasion percolation on a tree and queueing models
We study the properties of the Barabási model of queuing [ A.-L. Barabási Nature (London) 435 207 (2005); J. G. Oliveira and A.-L. Barabási Nature (London) 437 1251 (2005)] in the hypothesis that the number of tasks grows with time steadily. Our analytical approach is based on two ingredients. First we map exactly this model into an invasion percolation dynamics on a Cayley tree. Second we use the theory of biased random walks. In this way we obtain the following results: the stationary-state dynamics is a sequence of causally and geometrically connected bursts of execution activities with scale-invariant size distribution. We recover the correct waiting-time distribution PW(τ)∼τ−3/2 at the stationary state (as observed in different realistic data). Finally we describe quantitatively the dynamics out of the stationary state quantifying the power-law slow approach to stationarity both in single dynamical realization and in average. These results can be generalized to the case of a stochastic increase in the queue length in time with limited fluctuations. As a limit case we recover the situation in which the queue length fluctuates around a constant average value.
Andrea Gabrielli
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-01-26T14:19:40Z
2014-12-05T09:24:53Z
http://eprints.imtlucca.it/id/eprint/1086
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1086
2012-01-26T14:19:40Z
Invasion percolation and critical transient in the Barabási Model of human dynamics
We introduce an exact probabilistic description for L=2 of the Barabási model for the dynamics of a list of L tasks. This permits us to study the problem out of the stationary state and to solve explicitly the extremal limit case where a critical behavior for the waiting time distribution is observed. This behavior deviates at any finite time from that of the stationary state. We study also the characteristic relaxation time for finite time deviations from stationarity in all cases showing that it diverges in the extremal limit, confirming that these deviations are important at all time.
Andrea Gabrielli
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-01-26T14:09:16Z
2014-12-18T15:37:28Z
http://eprints.imtlucca.it/id/eprint/1085
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1085
2012-01-26T14:09:16Z
Random hypergraphs and their applications
In the last few years we have witnessed the emergence, primarily in online communities, of new types of social networks that require for their representation more complex graph structures than have been employed in the past. One example is the folksonomy, a tripartite structure of users, resources, and tags—labels collaboratively applied by the users to the resources in order to impart meaningful structure on an otherwise undifferentiated database. Here we propose a mathematical model of such tripartite structures that represents them as random hypergraphs. We show that it is possible to calculate many properties of this model exactly in the limit of large network size and we compare the results against observations of a real folksonomy, that of the online photography website Flickr. We show that in some cases the model matches the properties of the observed network well, while in others there are significant differences, which we find to be attributable to the practice of multiple tagging, i.e., the application by a single user of many tags to one resource or one tag to many resources
Gourab Ghoshal
Vinko Zlatic
Guido Caldarelli
guido.caldarelli@imtlucca.it
M.E.J. Newman
2012-01-26T13:53:54Z
2014-12-18T15:35:35Z
http://eprints.imtlucca.it/id/eprint/1084
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1084
2012-01-26T13:53:54Z
Hypergraph topological quantities for tagged social networks
Recent years have witnessed the emergence of a new class of social networks, which require us to move beyond previously employed representations of complex graph structures. A notable example is that of the folksonomy, an online process where users collaboratively employ tags to resources to impart structure to an otherwise undifferentiated database. In a recent paper, we proposed a mathematical model that represents these structures as tripartite hypergraphs and defined basic topological quantities of interest. In this paper, we extend our model by defining additional quantities such as edge distributions, vertex similarity and correlations as well as clustering. We then empirically measure these quantities on two real life folksonomies, the popular online photo sharing site Flickr and the bookmarking site CiteULike. We find that these systems share similar qualitative features with the majority of complex networks that have been previously studied. We propose that the quantities and methodology described here can be used as a standard tool in measuring the structure of tagged networks.
Vinko Zlatic
Gourab Ghoshal
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-01-26T10:49:27Z
2013-11-20T15:59:36Z
http://eprints.imtlucca.it/id/eprint/1083
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1083
2012-01-26T10:49:27Z
PageRank equation and localization in the WWW
We show that the PageRank in a network can be represented as the solution of a differential equation discretized over a directed graph. By exploiting a formal relationship with the time-independent Schrödinger equation it is possible to interpret hub formation and related phenomena as a wave-like localization process in the presence of disorder and trapping potentials. The result opens new perspectives in the physics of networks with interdisciplinary connections and opens the way to the employment of various mathematical techniques to the analysis of self-organization in structured systems. Applications are envisaged in the World-Wide Web, traffic, social and biological networks.
Nicola Perra
Vinko Zlatic
Alessandro Chessa
alessandro.chessa@imtlucca.it
Claudio Conti
Debora Donato
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-01-26T10:23:28Z
2012-01-26T10:23:28Z
http://eprints.imtlucca.it/id/eprint/1082
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1082
2012-01-26T10:23:28Z
A Networked World
Just over a decade ago, in June 1998, a curious three-page paper appeared in Nature. In it, the authors - two applied mathematicians - reported a link between the structure of the US electrical grid and the wiring of a nematode worm's neural system. They also noted that these patterns were strikingly similar in their structure to the social networks of Hollywood actors, one of the few such networks for which the authors could find extensive data. It is hard to imagine a more bizarre melding of topics in one study.
Mark Buchanan
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-01-26T09:16:41Z
2016-04-07T08:03:08Z
http://eprints.imtlucca.it/id/eprint/1080
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1080
2012-01-26T09:16:41Z
Topologically biased random walk and community finding in networks
We present an approach of topology biased random walks for undirected networks. We focus on a one-parameter family of biases, and by using a formal analogy with perturbation theory in quantum mechanics we investigate the features of biased random walks. This analogy is extended through the use of parametric equations of motion to study the features of random walks vs parameter values. Furthermore, we show an analysis of the spectral gap maximum associated with the value of the second eigenvalue of the transition matrix related to the relaxation rate to the stationary state. Applications of these studies allow ad hoc algorithms for the exploration of complex networks and their communities.
Vinko Zlatic
Andrea Gabrielli
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-01-26T09:06:19Z
2013-11-21T11:14:11Z
http://eprints.imtlucca.it/id/eprint/1079
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1079
2012-01-26T09:06:19Z
Population Dynamics On Complex Food Webs
In this work we analyze the topological and dynamical properties of a simple model of complex food webs, namely the niche model. In order to underline competition among species, we introduce "prey" and "predators" weighted overlap graphs derived from the niche model and compare synthetic food webs with real data. Doing so, we find new tests for the goodness of synthetic food web models and indicate a possible direction of improvement for existing ones. We then exploit the weighted overlap graphs to define a competition kernel for Lotka–Volterra population dynamics and find that for such a model the stability of food webs decreases with its ecological complexity.
Gian Marco Palamara
Vinko Zlatic
Antonio Scala
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-01-25T13:47:35Z
2012-01-25T13:47:35Z
http://eprints.imtlucca.it/id/eprint/1078
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1078
2012-01-25T13:47:35Z
Invasion percolation and the time scaling behavior of a queuing model of human dynamics
In this paper we study the properties of the Barabási model of queuing under the hypothesis that the number of tasks is steadily growing in time. We map this model exactly onto an invasion percolation dynamics on a Cayley tree. This allows us to recover the correct waiting time distribution PW(τ)~τ−3/2 at the stationary state (as observed in different realistic data) and also to characterize it as a sequence of causally and geometrically connected bursts of activity. We also find that the approach to stationarity is very slow.
Andrea Gabrielli
Guido Caldarelli
guido.caldarelli@imtlucca.it
2012-01-20T08:32:48Z
2012-01-20T08:32:48Z
http://eprints.imtlucca.it/id/eprint/1071
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1071
2012-01-20T08:32:48Z
Statistical regularities in the rank-citation profile of scientists
Recent science of science research shows that scientific impact measures for journals and individual articles
have quantifiable regularities across both time and discipline. However, little is known about the scientific
impact distribution at the scale of an individual scientist. We analyze the aggregate production and impact
using the rank-citation profile c_i(r) of 200 distinguished professors and 100 assistant professors. For the
entire range of paper rank r, we fit each c_i(r) to a common distribution function. Since two scientists with
equivalent Hirsch h-index can have significantly different c_i(r) profiles, our results demonstrate the utility of
the bi scaling parameter in conjunction with hi for quantifying individual publication impact. We show that
the total number of citations C tallied from a scientist’s N_i papers scales as C_i ~ h_i^\beta_i . Such statistical regularities in the input-output patterns of scientists can be used as benchmarks for theoretical models of career progress.
Alexander M. Petersen
alexander.petersen@imtlucca.it
H. Eugene Stanley
Sauro Succi
2012-01-16T09:44:29Z
2013-11-21T11:39:24Z
http://eprints.imtlucca.it/id/eprint/266
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/266
2012-01-16T09:44:29Z
Bankruptcy risk model and empirical tests
We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor—the debt-to-asset ratio R—in order to study the stability of the Zipf distribution of R over time. We find that the Zipf exponent increases during market crashes, implying that firms go bankrupt with larger values of R. Based on the Zipf analysis, we employ Bayes’s theorem and relate the conditional probability that a bankrupt firm has a ratio R with the conditional probability of bankruptcy for a firm with a given R value. For 2,737 bankrupt firms, we demonstrate size dependence in assets change during the bankruptcy proceedings. Prepetition firm assets and petition firm assets follow Zipf distributions but with different exponents, meaning that firms with smaller assets adjust their assets more than firms with larger assets during the bankruptcy process. We compare bankrupt firms with nonbankrupt firms by analyzing the assets and liabilities of two large subsets of the US economy: 2,545 Nasdaq members and 1,680 New York Stock Exchange (NYSE) members. We find that both assets and liabilities follow a Pareto distribution. The finding is not a trivial consequence of the Zipf scaling relationship of firm size quantified by employees—although the market capitalization of Nasdaq stocks follows a Pareto distribution, the same distribution does not describe NYSE stocks. We propose a coupled Simon model that simultaneously evolves both assets and debt with the possibility of bankruptcy, and we also consider the possibility of firm mergers.
Boris Podobnik
Davor Horvatic
Alexander M. Petersen
alexander.petersen@imtlucca.it
Branko Urošević
H. Eugene Stanley
2012-01-16T09:35:24Z
2013-10-10T08:34:21Z
http://eprints.imtlucca.it/id/eprint/1053
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1053
2012-01-16T09:35:24Z
Persistence and Uncertainty in the Academic Career
Recent shifts in the business structure of universities and a bottleneck in the supply of tenure track positions are two issues that threaten to change the longstanding patronage system in academia. Understanding how institutional changes within academia may affect the overall potential of science requires a better quantitative understanding of how careers evolve over time. Since knowledge spillovers, cumulative advantage, and collaboration are distinctive features of the academic profession, the employment relationship should be designed to account for these factors. We quantify the impact of these factors in the production n_i(t) of a given scientist i by analyzing the longitudinal career data of 300 scientists and compare our results with 21,156 sports careers comprising a non-academic labor force. The increase in the typical size of scientific collaborations has led to the increasingly difficult task of allocating funding and assigning recognition. We use measures of the scientific collaboration radius, which can change dramatically over the course of a career, to provide insight into the role of collaboration in production efficiency. We introduce a model of proportional growth to provide insight into the complex relation between knowledge spillovers, competition, and uncertainty at the individual scale. Our model shows that high competition levels can make careers vulnerable to “sudden death” termination relatively early in the career as a result of negative production fluctuations and not necessarily due to lack of individual persistence.
Alexander M. Petersen
alexander.petersen@imtlucca.it
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
H. Eugene Stanley
Fabio Pammolli
f.pammolli@imtlucca.it
2011-12-14T15:06:51Z
2014-12-04T11:46:29Z
http://eprints.imtlucca.it/id/eprint/1041
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/1041
2011-12-14T15:06:51Z
Pareto versus lognormal: a maximum entropy test
It is commonly found that distributions that seem to be lognormal over a broad range change to a power-law (Pareto) distribution for the last few percentiles. The distributions of many physical, natural, and social events (earthquake size, species abundance, income and wealth, as well as file, city, and firm sizes) display this structure. We present a test for the occurrence of power-law tails in statistical distributions based on maximum entropy. This methodology allows one to identify the true data-generating processes even in the case when it is neither lognormal nor Pareto. The maximum entropy approach is then compared with other widely used methods and applied to different levels of aggregation of complex systems. Our results provide support for the theory that distributions with lognormal body and Pareto tail can be generated as mixtures of lognormally distributed units.
Marco Bee
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
Stefano Schiavo
2011-08-11T10:23:31Z
2013-03-05T15:40:36Z
http://eprints.imtlucca.it/id/eprint/797
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/797
2011-08-11T10:23:31Z
Dual-contrast cellular magnetic resonance imaging
Negative contrast magnetic resonance imaging (MRI) methods using magnetic susceptibility shifting agents have become one of the most important approaches in cellular imaging research. However, visualizing and tracking labeled cells on the basis of negative contrast is often met with limited specificity and sensitivity. Here we report on a MRI method for cellular imaging that generates a new contrast with a distinct topology for identifying labeled cells that has the potential to significantly improve both the sensitivity and the specificity. Specifically, we show that low flip-angle steady-state free precession MRI can be used to generate fast three-dimensional images of tissue that can be rapidly processed to generate quantitative metrics enabling color overlays indicative of regions containing labeled cells. The technique substantially improves the ability of MRI for detecting labeled cells by overcoming the fundamental limits that currently plague negative contrast methods.
Rohan Dharmakumar
Zheng Zhang
Ioannis Koktzoglou
Sotirios A. Tsaftaris
sotirios.tsaftaris@imtlucca.it
Debiao Li
2011-07-04T09:39:00Z
2013-10-10T08:36:14Z
http://eprints.imtlucca.it/id/eprint/695
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/695
2011-07-04T09:39:00Z
Bankruptcy risk model and empirical tests
We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor—the debt-to-asset ratio R—in order to study the stability of the Zipf distribution of R over time. We find that the Zipf exponent increases during market crashes, implying that firms go bankrupt with larger values of R. Based on the Zipf analysis, we employ Bayes’s theorem and relate the conditional probability that a bankrupt firm has a ratio R with the conditional probability of bankruptcy for a firm with a given R value. For 2,737 bankrupt firms, we demonstrate size dependence in assets change during the bankruptcy proceedings. Prepetition firm assets and petition firm assets follow Zipf distributions but with different exponents, meaning that firms with smaller assets adjust their assets more than firms with larger assets during the bankruptcy process. We compare bankrupt firms with nonbankrupt firms by analyzing the assets and liabilities of two large subsets of the US economy: 2,545 Nasdaq members and 1,680 New York Stock Exchange (NYSE) members. We find that both assets and liabilities follow a Pareto distribution. The finding is not a trivial consequence of the Zipf scaling relationship of firm size quantified by employees—although the market capitalization of Nasdaq stocks follows a Pareto distribution, the same distribution does not describe NYSE stocks. We propose a coupled Simon model that simultaneously evolves both assets and debt with the possibility of bankruptcy, and we also consider the possibility of firm mergers.
Boris Podobnik
Davor Horvatic
Alexander M. Petersen
alexander.petersen@imtlucca.it
Branko Urošević
H. Eugene Stanley
2011-07-04T09:21:57Z
2011-09-27T13:26:08Z
http://eprints.imtlucca.it/id/eprint/261
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/261
2011-07-04T09:21:57Z
On the role of zealotry in the voter model
We study the voter model with a finite density of zealots—voters that never change opinion. For equal numbers of zealots of each species, the distribution of magnetization (opinions) is Gaussian in the mean-field limit, as well as in one and two dimensions, with a width that is proportional to 1/√Z , where Z is the number of zealots, independent of the total number of voters. Thus just a few zealots can prevent consensus or even the formation of a robust majority.
M. Mobilia
Alexander M. Petersen
alexander.petersen@imtlucca.it
S. Redner
2011-07-04T09:21:52Z
2011-09-27T13:26:08Z
http://eprints.imtlucca.it/id/eprint/262
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/262
2011-07-04T09:21:52Z
On the distribution of career longevity and the evolution of home-run prowess in professional baseball
Statistical analysis is a major aspect of baseball, from player averages to historical benchmarks and records. Much of baseball fanfare is based around players exceeding the norm, some in a single game and others over a long career. Career statistics serve as a metric for classifying players and establishing their historical legacy. However, the concept of records and benchmarks assumes that the level of competition in baseball is stationary in time. Here we show that power law probability density functions, a hallmark of many complex systems that are driven by competition, govern career longevity in baseball. We also find similar power laws in the density functions of all major performance metrics for pitchers and batters. The use of performance-enhancing drugs has a dark history, emerging as a problem for both amateur and professional sports. We find statistical evidence consistent with performance-enhancing drugs in the analysis of home runs hit by players in the last 25 years. This is corroborated by the findings of the Mitchell Report (2007), a two-year investigation into the use of illegal steroids in Major League Baseball, which recently revealed that over 5 percent of Major League Baseball players tested positive for performance-enhancing drugs in an anonymous 2003 survey.
Alexander M. Petersen
alexander.petersen@imtlucca.it
Woo-Sung Jung
H. Eugene Stanley
2011-07-04T09:21:46Z
2016-04-06T08:02:07Z
http://eprints.imtlucca.it/id/eprint/263
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/263
2011-07-04T09:21:46Z
Quantitative relations between risk, return and firm size
We analyze —for a large set of stocks comprising four financial indices— the annual logarithmic growth rate R and the firm size, quantified by the market capitalization MC. For the Nasdaq Composite and the New York Stock Exchange Composite we find that the probability density functions of growth rates are Laplace ones in the broad central region, where the standard deviation σ(R), as a measure of risk, decreases with the MC as a power law σ(R)~(MC)- β. For both the Nasdaq Composite and the S&P 500, we find that the average growth rate langRrang decreases faster than σ(R) with MC, implying that the return-to-risk ratio langRrang/σ(R) also decreases with MC. For the S&P 500, langRrang and langRrang/σ(R) also follow power laws. For a 20-year time horizon, for the Nasdaq Composite we find that σ(R) vs. MC exhibits a functional form called a volatility smile, while for the NYSE Composite, we find power law stability between σ(r) and MC.
Boris Podobnik
Davor Horvatic
Alexander M. Petersen
alexander.petersen@imtlucca.it
H. Eugene Stanley
2011-07-04T09:21:40Z
2016-04-06T08:01:12Z
http://eprints.imtlucca.it/id/eprint/264
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/264
2011-07-04T09:21:40Z
Common scaling behavior in finance and macroeconomics
In order to test whether scaling exists in finance at the world level, we test whether the average growth rates and volatility of market capitalization (MC) depend on the level of MC. We analyze the MC for 54 worldwide stock indices and 48 worldwide bond indices. We find that (i) the average growth rate r of the MC and (ii) the standard deviation (r) of growth rates r decrease both with MC as power laws, with exponents w = 0.28 ± 0.09 and w = 0.12 ± 0.04. We define a stochastic process in order to model the scaling results we find for worldwide stock and bond indices. We establish a power-law relationship between the MC of a country’s financial market and the gross domestic product (GDP) of the same country.
Boris Podobnik
Davor Horvatic
Alexander M. Petersen
alexander.petersen@imtlucca.it
M. Njavro
H. Eugene Stanley
2011-07-04T09:21:34Z
2013-11-21T11:40:02Z
http://eprints.imtlucca.it/id/eprint/265
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/265
2011-07-04T09:21:34Z
Cross-correlations between volume change and price change
In finance, one usually deals not with prices but with growth rates R, defined as the difference in logarithm between two consecutive prices. Here we consider not the trading volume, but rather the volume growth rate R̃, the difference in logarithm between two consecutive values of trading volume. To this end, we use several methods to analyze the properties of volume changes |R̃|, and their relationship to price changes |R|. We analyze 14,981 daily recordings of the Standard and Poor's (S & P) 500 Index over the 59-year period 1950–2009, and find power-law cross-correlations between |R| and |R̃| by using detrended cross-correlation analysis (DCCA). We introduce a joint stochastic process that models these cross-correlations. Motivated by the relationship between |R| and |R̃|, we estimate the tail exponent α̃ of the probability density function P(|R̃|) ∼ |R̃|−1−α̃ for both the S & P 500 Index as well as the collection of 1819 constituents of the New York Stock Exchange Composite Index on 17 July 2009. As a new method to estimate α̃, we calculate the time intervals τq between events where R̃ > q. We demonstrate that τ̃q, the average of τq, obeys τ̃q ∼ qα̃. We find α̃ ≈ 3. Furthermore, by aggregating all τq values of 28 global financial indices, we also observe an approximate inverse cubic law.
Boris Podobnik
Davor Horvatic
Alexander M. Petersen
alexander.petersen@imtlucca.it
H. Eugene Stanley
2011-07-04T09:21:27Z
2013-11-21T11:38:01Z
http://eprints.imtlucca.it/id/eprint/267
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/267
2011-07-04T09:21:27Z
Methods for detrending success metrics to account for inflationary and deflationary factors
Time-dependent economic, technological, and social factors can artificially inflate or deflate quantitative measures for career success. Here we develop and test a statistical method for normalizing career success metrics across time dependent factors. In particular, this method addresses the long standing question: how do we compare the career achievements of professional athletes from different historical eras? Developing an objective approach will be of particular importance over the next decade as major league baseball (MLB) players from the steroids era become eligible for Hall of Fame induction. Some experts are calling for asterisks (*) to be placed next to the career statistics of athletes found guilty of using performance enhancing drugs (PED). Here we address this issue, as well as the general problem of comparing statistics from distinct eras, by detrending the seasonal statistics of professional baseball players. We detrend player statistics by normalizing achievements to seasonal averages, which accounts for changes in relative player ability resulting from a range of factors. Our methods are general, and can be extended to various arenas of competition where time-dependent factors play a key role. For five statistical categories, we compare the probability density function (pdf) of detrended career statistics to the pdf of raw career statistics calculated for all player careers in the 90-year period 1920–2009. We find that the functional form of these pdfs is stationary under detrending. This stationarity implies that the statistical regularity observed in the right-skewed distributions for longevity and success in professional sports arises from both the wide range of intrinsic talent among athletes and the underlying nature of competition. We fit the pdfs for career success by the Gamma distribution in order to calculate objective benchmarks based on extreme statistics which can be used for the identification of extraordinary careers.
Alexander M. Petersen
alexander.petersen@imtlucca.it
Orion Penner
orion.penner@imtlucca.it
H. Eugene Stanley
2011-07-04T09:21:21Z
2016-04-06T08:01:33Z
http://eprints.imtlucca.it/id/eprint/268
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/268
2011-07-04T09:21:21Z
Scale-invariant properties of public-debt growth
Public debt is one of the important economic variables that quantitatively describes a nation's economy. Because bankruptcy is a risk faced even by institutions as large as governments (e.g., Iceland), national debt should be strictly controlled with respect to national wealth. Also, the problem of eliminating extreme poverty in the world is closely connected to the study of extremely poor debtor nations. We analyze the time evolution of national public debt and find "convergence": initially less-indebted countries increase their debt more quickly than initially more-indebted countries. We also analyze the public debt-to-GDP ratio {\cal R} , a proxy for default risk, and approximate the probability density function P({\cal R}) with a Gamma distribution, which can be used to establish thresholds for sustainable debt. We also observe "convergence" in {\cal R} : countries with initially small {\cal R} increase their {\cal R} more quickly than countries with initially large {\cal R} . The scaling relationships for debt and {\cal R} have practical applications, e.g. the Maastricht Treaty requires members of the European Monetary Union to maintain {\cal R} < 0.6 .
Alexander M. Petersen
alexander.petersen@imtlucca.it
Boris Podobnik
Davor Horvatic
H. Eugene Stanley
2011-07-04T09:21:07Z
2014-12-18T15:24:33Z
http://eprints.imtlucca.it/id/eprint/270
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/270
2011-07-04T09:21:07Z
Quantitative law describing market dynamics before and after interest-rate change
We study the behavior of U.S. markets both before and after U.S. Federal Open Market Commission meetings and show that the announcement of a U.S. Federal Reserve rate change causes a financial shock, where the dynamics after the announcement is described by an analog of the Omori earthquake law. We quantify the rate n(t) of aftershocks following an interest-rate change at time T and find power-law decay which scales as n(t−T)∼(t−T)−Ω, with Ω positive. Surprisingly, we find that the same law describes the rate n′(|t−T|) of “preshocks” before the interest-rate change at time T. This study quantitatively relates the size of the market response to the news which caused the shock and uncovers the presence of quantifiable preshocks. We demonstrate that the news associated with interest-rate change is responsible for causing both the anticipation before the announcement and the surprise after the announcement. We estimate the magnitude of financial news using the relative difference between the U.S. Treasury Bill and the Federal Funds effective rate. Our results are consistent with the “sign effect,” in which “bad news” has a larger impact than “good news.” Furthermore, we observe significant volatility aftershocks, confirming a “market under-reaction” that lasts at least one trading day.
Alexander M. Petersen
alexander.petersen@imtlucca.it
Fengzhong Wang
Shlomo Havlin
H. Eugene Stanley
2011-07-04T09:20:58Z
2013-11-21T11:30:22Z
http://eprints.imtlucca.it/id/eprint/421
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/421
2011-07-04T09:20:58Z
Quantitative and empirical demonstration of the Matthew effect in a study of career longevity
The Matthew effect refers to the adage written some two-thousand years ago in the Gospel of St. Matthew: "For to all those who have, more will be given." Even two millennia later, this idiom is used by sociologists to qualitatively describe the dynamics of individual progress and the interplay between status and reward. Quantitative studies of professional careers are traditionally limited by the difficulty in measuring progress and the lack of data on individual careers. However, in some professions, there are well-defined metrics that quantify career longevity, success, and prowess, which together contribute to the overall success rating for an individual employee. Here we demonstrate testable evidence of the age-old Matthew "rich get richer" effect, wherein the longevity and past success of an individual lead to a cumulative advantage in further developing his or her career. We develop an exactly solvable stochastic career progress model that quantitatively incorporates the Matthew effect and validate our model predictions for several competitive professions. We test our model on the careers of 400,000 scientists using data from six high-impact journals and further confirm our findings by testing the model on the careers of more than 20,000 athletes in four sports leagues. Our model highlights the importance of early career development, showing that many careers are stunted by the relative disadvantage associated with inexperience.
Alexander M. Petersen
alexander.petersen@imtlucca.it
Woo-Sung Jung
Jae-Suk Yang
H. Eugene Stanley
2011-07-04T09:19:17Z
2014-12-18T15:21:18Z
http://eprints.imtlucca.it/id/eprint/422
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/422
2011-07-04T09:19:17Z
Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws
We study the cascading dynamics immediately before and immediately after 219 market shocks. We define the time of a market shock Tc to be the time for which the market volatility V(Tc) has a peak that exceeds a predetermined threshold. The cascade of high volatility “aftershocks” triggered by the “main shock” is quantitatively similar to earthquakes and solar flares, which have been described by three empirical laws—the Omori law, the productivity law, and the Bath law. We analyze the most traded 531 stocks in U.S. markets during the 2 yr period of 2001–2002 at the 1 min time resolution. We find quantitative relations between the main shock magnitude M≡log10 V(Tc) and the parameters quantifying the decay of volatility aftershocks as well as the volatility preshocks. We also find that stocks with larger trading activity react more strongly and more quickly to market shocks than stocks with smaller trading activity. Our findings characterize the typical volatility response conditional on M, both at the market and the individual stock scale. We argue that there is potential utility in these three statistical quantitative relations with applications in option pricing and volatility trading.
Alexander M. Petersen
alexander.petersen@imtlucca.it
Fengzhong Wang
Shlomo Havlin
H. Eugene Stanley
2011-07-04T09:18:53Z
2011-09-27T13:26:08Z
http://eprints.imtlucca.it/id/eprint/694
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/694
2011-07-04T09:18:53Z
Applications of Statistical Physics to the Social and Economic Sciences
This thesis applies statistical physics concepts and methods to quantitatively analyze
socioeconomic systems. For each system we combine theoretical models and
empirical data analysis in order to better understand the real-world system in relation
to the complex interactions between the underlying human agents. This thesis is
separated into three parts: (i) response dynamics in financial markets, (ii) dynamics
of career trajectories, and (iii) a stochastic opinion model with quenched disorder.
In Part I we quantify the response of U.S. markets to financial shocks, which
perturb markets and trigger “herding behavior” among traders. We use concepts
from earthquake physics to quantify the decay of volatility shocks after the “main
shock.” We also find, surprisingly, that we can make quantitative statements even
before the main shock. In order to analyze market behavior before as well as after
“anticipated news” we use Federal Reserve interest-rate announcements, which are
regular events that are also scheduled in advance.
In Part II we analyze the statistical physics of career longevity. We construct
a stochastic model for career progress which has two main ingredients: (a) random
forward progress in the career and (b) random termination of the career. We incorporate
the rich-get-richer (Matthew) effect into ingredient (a), meaning that it is easier
to move forward in the career the farther along one is in the career. We verify the
model predictions analyzing data on 400,000 scientific careers and 20,000 professional
sports careers. Our model highlights the importance of early career development,
showing that many careers are stunted by the relative disadvantage associated with
inexperience.
In Part III we analyze a stochastic two-state spin model which represents a system
of voters embedded on a network. We investigate the role in consensus formation of “zealots”, which are agents with time-independent opinion. Our main result is the
unexpected finding that it is the number and not the density of zealots which determines
the steady-state opinion polarization. We compare our findings with results
for United States Presidential elections.
Alexander M. Petersen
alexander.petersen@imtlucca.it
2011-07-01T10:40:04Z
2011-08-31T14:40:39Z
http://eprints.imtlucca.it/id/eprint/687
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/687
2011-07-01T10:40:04Z
On size and growth of business firms
We study size and growth distributions of products and business firms in the context of a given industry. Firm size growth is analyzed in terms of two basic mechanisms, i.e., the increase of the number of new elementary business units and their size growth. We find a power-law relationship between size and the variance of growth rates for both firms and products, with an exponent between -0.17 and -0.15, with a remarkable stability upon aggregation. We then introduce a simple and general model of proportional growth for both the number of firm independent constituent units and their size, which conveys a good representation of the empirical evidences. This general and plausible generative process can account for the observed scaling in a wide variety of economic and industrial systems. Our findings contribute to shed light on the mechanisms that sustain economic growth in terms of the relationships between the size of economic entities and the number and size distribution of their elementary components.
Fabio Pammolli
f.pammolli@imtlucca.it
G. De Fabritiis
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
2011-07-01T09:32:26Z
2013-10-10T08:38:12Z
http://eprints.imtlucca.it/id/eprint/685
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/685
2011-07-01T09:32:26Z
The growth of business firms: Theoretical framework and empirical evidence
We introduce a model of proportional growth to explain the distribution Pg(g) of business-firm growth rates. The model predicts that Pg(g) is exponential in the central part and depicts an asymptotic power-law behavior in the tails with an exponent ζ = 3. Because of data limitations, previous studies in this field have been focusing exclusively on the Laplace shape of the body of the distribution. In this article, we test the model at different levels of aggregation in the economy, from products to firms to countries, and we find that the predictions of the model agree with empirical growth distributions and size-variance relationships.
Fabio Pammolli
f.pammolli@imtlucca.it
Dongfeng Fu
Sergey V. Buldyrev
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
Kaushik Matia
Kazuko Yamasaki
H. Eugene Stanley
2011-07-01T08:58:09Z
2011-08-31T14:40:39Z
http://eprints.imtlucca.it/id/eprint/683
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/683
2011-07-01T08:58:09Z
Preferential attachment and growth dynamics in complex systems
Complex systems can be characterized by classes of equivalency of their elements defined according to system specific rules. We propose a generalized preferential attachment model to describe the class size distribution. The model postulates preferential growth of the existing classes and the steady influx of new classes. According to the model, the distribution changes from a pure exponential form for zero influx of new classes to a power law with an exponential cut-off form when the influx of new classes is substantial. Predictions of the model are tested through the analysis of a unique industrial database, which covers both elementary units (products) and classes (markets, firms) in a given industry (pharmaceuticals), covering the entire size distribution. The model’s predictions are in good agreement with the data. The paper sheds light on the emergence of the exponent τ≈2 observed as a universal feature of many biological, social and economic problems.
Fabio Pammolli
f.pammolli@imtlucca.it
Kazuko Yamasaki
Kaushik Matia
Sergey V. Buldyrev
Dongfeng Fu
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
H. Eugene Stanley
2011-06-30T14:27:43Z
2014-12-18T15:28:35Z
http://eprints.imtlucca.it/id/eprint/634
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/634
2011-06-30T14:27:43Z
Scale-free models for the structure of business firm networks
We study firm collaborations in the life sciences and the information and communication technology sectors. We propose an approach to characterize industrial leadership using k-shell decomposition, with top-ranking firms in terms of market value in higher k-shell layers. We find that the life sciences industry network consists of three distinct components: a “nucleus,” which is a small well-connected subgraph, “tendrils,” which are small subgraphs consisting of small degree nodes connected exclusively to the nucleus, and a “bulk body,” which consists of the majority of nodes. Industrial leaders, i.e., the largest companies in terms of market value, are in the highest k-shells of both networks. The nucleus of the life sciences sector is very stable: once a firm enters the nucleus, it is likely to stay there for a long time. At the same time we do not observe the above three components in the information and communication technology sector. We also conduct a systematic study of these three components in random scale-free networks. Our results suggest that the sizes of the nucleus and the tendrils in scale-free networks decrease as the exponent of the power-law degree distribution λ increases, and disappear for λ≥3. We compare the k-shell structure of random scale-free model networks with two real-world business firm networks in the life sciences and in the information and communication technology sectors. We argue that the observed behavior of the k-shell structure in the two industries is consistent with the coexistence of both preferential and random agreements in the evolution of industrial networks.
Maksim Kitsak
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
Shlomo Havlin
Fabio Pammolli
f.pammolli@imtlucca.it
H. Eugene Stanley
2011-06-30T14:27:17Z
2013-10-10T08:37:45Z
http://eprints.imtlucca.it/id/eprint/637
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/637
2011-06-30T14:27:17Z
The size variance relationship of business firm growth rates
The relationship between the size and the variance of firm growth rates is known to follow an approximate power-law behavior σ(S) ≈ S−β(S) where S is the firm size and β(S) ≈ 0.2 is an exponent that weakly depends on S. Here, we show how a model of proportional growth, which treats firms as classes composed of various numbers of units of variable size, can explain this size-variance dependence. In general, the model predicts that β(S) must exhibit a crossover from β(0) = 0 to β(∞) = 1/2. For a realistic set of parameters, β(S) is approximately constant and can vary from 0.14 to 0.2 depending on the average number of units in the firm. We test the model with a unique industry-specific database in which firm sales are given in terms of the sum of the sales of all their products. We find that the model is consistent with the empirically observed size-variance relationship.
Fabio Pammolli
f.pammolli@imtlucca.it
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
Sergey V. Buldyrev
Linda Ponta
H. Eugene Stanley
2011-06-30T14:26:40Z
2014-12-18T15:44:51Z
http://eprints.imtlucca.it/id/eprint/643
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/643
2011-06-30T14:26:40Z
Betweenness centrality of fractal and nonfractal scale-free model networks and tests on real networks
We study the betweenness centrality of fractal and nonfractal scale-free network models as well as real networks. We show that the correlation between degree and betweenness centrality C of nodes is much weaker in fractal network models compared to nonfractal models. We also show that nodes of both fractal and nonfractal scale-free networks have power-law betweenness centrality distribution P(C)∼C−δ. We find that for nonfractal scale-free networks δ=2, and for fractal scale-free networks δ=2−1∕dB, where dB is the dimension of the fractal network. We support these results by explicit calculations on four real networks: pharmaceutical firms (N=6776), yeast (N=1458), WWW (N=2526), and a sample of Internet network at the autonomous system level (N=20566), where N is the number of nodes in the largest connected component of a network. We also study the crossover phenomenon from fractal to nonfractal networks upon adding random edges to a fractal network. We show that the crossover length ℓ*, separating fractal and nonfractal regimes, scales with dimension dB of the network as p−1∕dB, where p is the density of random edges added to the network. We find that the correlation between degree and betweenness centrality increases with p.
Maksim Kitsak
Shlomo Havlin
Gerald Paul
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
Fabio Pammolli
f.pammolli@imtlucca.it
H. Eugene Stanley
2011-06-30T14:26:16Z
2013-11-21T13:03:15Z
http://eprints.imtlucca.it/id/eprint/646
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/646
2011-06-30T14:26:16Z
A generalized preferential attachment model for business firms growth rates: II. Mathematical treatment
We present a preferential attachment growth model to obtain the distribution P(K) of number of units K in the classes which may represent business firms or other socio-economic entities. We found that P(K) is described in its central part by a power law with an exponent ϕ = 2+b/(1-b) which depends on the probability of entry of new classes, b. In a particular problem of city population this distribution is equivalent to the well known Zipf law. In the absence of the new classes entry, the distribution P(K) is exponential. Using analytical form of P(K) and assuming proportional growth for units, we derive P(g), the distribution of business firm growth rates. The model predicts that P(g) has a Laplacian cusp in the central part and asymptotic power-law tails with an exponent ζ = 3. We test the analytical expressions derived using heuristic arguments by simulations. The model might also explain the size-variance relationship of the firm growth rates.
Fabio Pammolli
f.pammolli@imtlucca.it
Sergey V. Buldyrev
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
Kazuko Yamasaki
Dongfeng Fu
Kaushik Matia
H. Eugene Stanley
2011-06-30T14:26:09Z
2013-11-21T13:05:56Z
http://eprints.imtlucca.it/id/eprint/647
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/647
2011-06-30T14:26:09Z
A generalized preferential attachment model for business firms growth rates: I. Empirical evidence
We introduce a model of proportional growth to explain the distribution P(g) of business firm growth rates. The model predicts that P(g) is Laplace in the central part and depicts an asymptotic power-law behavior in the tails with an exponent ζ = 3. Because of data limitations, previous studies in this field have been focusing exclusively on the Laplace shape of the body of the distribution. We test the model at different levels of aggregation in the economy, from products, to firms, to countries, and we find that the predictions are in good agreement with empirical evidence on both growth distributions and size-variance relationships.
Fabio Pammolli
f.pammolli@imtlucca.it
Dongfeng Fu
Sergey V. Buldyrev
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
Kaushik Matia
Kazuko Yamasaki
H. Eugene Stanley
2011-06-30T14:25:51Z
2011-08-31T14:40:39Z
http://eprints.imtlucca.it/id/eprint/650
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/650
2011-06-30T14:25:51Z
Statistical properties of business firms structure and growth
We analyze a database comprising quarterly sales of 55624 pharmaceutical products commercialized by 3939 pharmaceutical firms in the period 1992-2001. We study the probability density function (PDF) of growth in firms and product sales and find that the width of the PDF of growth decays with the sales as a power law with exponent Î² = 0.20 Â± 0.01. We also find that the average sales of products scales with the firm sales as a power law with exponent Î± = 0.57 Â± 0.02. And that the average number products of a firm scales with the firm sales as a power law with exponent Î³ = 0.42 Â± 0.02. We compare these findings with the predictions of models proposed till date on growth of business firms.
Fabio Pammolli
f.pammolli@imtlucca.it
Kaushik Matia
Dongfeng Fu
Sergey V. Buldyrev
Massimo Riccaboni
massimo.riccaboni@imtlucca.it
H. Eugene Stanley
2011-06-30T14:21:56Z
2014-12-18T15:42:26Z
http://eprints.imtlucca.it/id/eprint/682
This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/682
2011-06-30T14:21:56Z
Size-dependent standard deviation for growth rates: empirical results and theoretical modeling
We study annual logarithmic growth rates R of various economic variables such as exports, imports, and foreign debt. For each of these variables we find that the distributions of R can be approximated by double exponential (Laplace) distributions in the central parts and power-law distributions in the tails. For each of these variables we further find a power-law dependence of the standard deviation σ(R) on the average size of the economic variable with a scaling exponent surprisingly close to that found for the gross domestic product (GDP) [Phys. Rev. Lett. 81, 3275 (1998)]. By analyzing annual logarithmic growth rates R of wages of 161 different occupations, we find a power-law dependence of the standard deviation σ(R) on the average value of the wages with a scaling exponent β≈0.14 close to those found for the growth of exports, imports, debt, and the growth of the GDP. In contrast to these findings, we observe for payroll data collected from 50 states of the USA that the standard deviation σ(R) of the annual logarithmic growth rate R increases monotonically with the average value of payroll. However, also in this case we observe a power-law dependence of σ(R) on the average payroll with a scaling exponent β≈−0.08. Based on these observations we propose a stochastic process for multiple cross-correlated variables where for each variable (i) the distribution of logarithmic growth rates decays exponentially in the central part, (ii) the distribution of the logarithmic growth rate decays algebraically in the far tails, and (iii) the standard deviation of the logarithmic growth rate depends algebraically on the average size of the stochastic variable.
Boris Podobnik
Fengzhong Wang
Fabio Pammolli
f.pammolli@imtlucca.it
H. Eugene Stanley
I. Grosse