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Found 9 papers, 2 papers with code
Exploring the Bitcoin Mesoscale
The open availability of the entire history of the Bitcoin transactions opens up the possibility to study this system at an unprecedented level of detail.
Mesoscopic Structure of the Stock Market and Portfolio Optimization
The idiosyncratic (microscopic) and systemic (macroscopic) components of market structure have been shown to be responsible for the departure of the optimal mean-variance allocation from the heuristic `equally-weighted' portfolio.
The Physics of Financial Networks
The field of Financial Networks is a paramount example of the novel applications of Statistical Physics that have made possible by the present data revolution.
Physics and Society Statistical Mechanics Social and Information Networks Risk Management
Fast and scalable likelihood maximization for Exponential Random Graph Models with local constraints
Exponential Random Graph Models (ERGMs) have gained increasing popularity over the years.
Data Analysis, Statistics and Probability Statistical Mechanics
Reconstructing networks
The discussion will be organized according to the different scales of the reconstruction task, that is, whether the goal is to reconstruct the macroscopic structure of the network, to infer its mesoscale properties, or to predict the individual microscopic connections.
Physics and Society Data Analysis, Statistics and Probability
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
However, at a more general level the presence of mesoscopic structure might be revealed in an entirely data-driven approach, looking for a modular and possibly hierarchical organisation of the empirical correlation matrix between financial time series.
Lightning Network: a second path towards centralisation of the Bitcoin economy
The Bitcoin Lightning Network (BLN), a so-called "second layer" payment protocol, was launched in 2018 to scale up the number of transactions between Bitcoin owners.
Physics and Society Social and Information Networks
The Statistical Physics of Real-World Networks
In the last 15 years, statistical physics has been a very successful framework to model complex networks.
Physics and Society Disordered Systems and Neural Networks Statistical Mechanics Information Theory Social and Information Networks Information Theory
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.
Social and Information Networks Physics and Society General Finance
