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- ItemTopology of products similarity network for market forecasting([Cham] : Springer International Publishing, 2019) Fan, Jingfang; Cohen, Keren; Shekhtman, Louis M.; Liu, Sibo; Meng, Jun; Louzoun, Yoram; Havlin, ShlomoThe detection and prediction of risk in financial markets is one of the main challenges of economic forecasting, and draws much attention from the scientific community. An even more challenging task is the prediction of the future relative gain of companies. We here develop a novel combination of product text analysis, network theory and topological based machine learning to study the future performance of companies in financial markets. Our network links are based on the similarity of firms’ products and constructed using the Securities Exchange Commission (SEC) filings of US listed firms. We find that several topological features of this network can serve as good precursors of risks or future gain of companies. We then apply machine learning to network attributes vectors for each node to predict successful and failing firms. The resulting accuracies are much better than current state of the art techniques. The framework presented here not only facilitates the prediction of financial markets but also provides insight and demonstrates the power of combining network theory and topology based machine learning.
- ItemThe first pan-Alpine surface-gravity database, a modern compilation that crosses frontiers(Katlenburg-Lindau : Copernics Publications, 2021) Zahorec, Pavol; Papčo, Juraj; Pašteka, Roman; Bielik, Miroslav; Bonvalot, Sylvain; Braitenberg, Carla; Ebbing, Jörg; Gabriel, Gerald; Gosar, Andrej; Grand, Adam; Götze, Hans-Jürgen; Hetényi, György; Holzrichter, Nils; Kissling, Edi; Marti, Urs; Meurers, Bruno; Mrlina, Jan; Nogová, Ema; Pastorutti, Alberto; Salaun, Corinne; Scarponi, Matteo; Sebera, Josef; Seoane, Lucia; Skiba, Peter; Szűcs, Eszter; Varga, MatejThe AlpArray Gravity Research Group (AAGRG), as part of the European AlpArray program, focuses on the compilation of a homogeneous surface-based gravity data set across the Alpine area. In 2017 10 European countries in the Alpine realm agreed to contribute with gravity data for a new compilation of the Alpine gravity field in an area spanning from 2 to 23∘ E and from 41 to 51∘ N. This compilation relies on existing national gravity databases and, for the Ligurian and the Adriatic seas, on shipborne data of the Service Hydrographique et Océanographique de la Marine and of the Bureau Gravimétrique International. Furthermore, for the Ivrea zone in the Western Alps, recently acquired data were added to the database. This first pan-Alpine gravity data map is homogeneous regarding input data sets, applied methods and all corrections, as well as reference frames. Here, the AAGRG presents the data set of the recalculated gravity fields on a 4 km × 4 km grid for public release and a 2 km × 2 km grid for special request. The final products also include calculated values for mass and bathymetry corrections of the measured gravity at each grid point, as well as height. This allows users to use later customized densities for their own calculations of mass corrections. Correction densities used are 2670 kg m−3 for landmasses, 1030 kg m−3 for water masses above the ellipsoid and −1640 kg m−3 for those below the ellipsoid and 1000 kg m−3 for lake water masses. The correction radius was set to the Hayford zone O2 (167 km). The new Bouguer anomaly is station completed (CBA) and compiled according to the most modern criteria and reference frames (both positioning and gravity), including atmospheric corrections. Special emphasis was put on the gravity effect of the numerous lakes in the study area, which can have an effect of up to 5 mGal for gravity stations located at shorelines with steep slopes, e.g., for the rather deep reservoirs in the Alps. The results of an error statistic based on cross validations and/or “interpolation residuals” are provided for the entire database. As an example, the interpolation residuals of the Austrian data set range between about −8 and +8 mGal and the cross-validation residuals between −14 and +10 mGal; standard deviations are well below 1 mGal. The accuracy of the newly compiled gravity database is close to ±5 mGal for most areas. A first interpretation of the new map shows that the resolution of the gravity anomalies is suited for applications ranging from intra-crustal- to crustal-scale modeling to interdisciplinary studies on the regional and continental scales, as well as applications as joint inversion with other data sets. The data are published with the DOI https://doi.org/10.5880/fidgeo.2020.045 (Zahorec et al., 2021) via GFZ Data Services.
- ItemMoving the epidemic tipping point through topologically targeted social distancing(Berlin ; Heidelberg : Springer, 2021) Ansari, Sara; Anvari, Mehrnaz; Pfeffer, Oskar; Molkenthin, Nora; Moosavi, Mohammad R.; Hellmann, Frank; Heitzig, Jobst; Kurths, JürgenThe epidemic threshold of a social system is the ratio of infection and recovery rate above which a disease spreading in it becomes an epidemic. In the absence of pharmaceutical interventions (i.e. vaccines), the only way to control a given disease is to move this threshold by non-pharmaceutical interventions like social distancing, past the epidemic threshold corresponding to the disease, thereby tipping the system from epidemic into a non-epidemic regime. Modeling the disease as a spreading process on a social graph, social distancing can be modeled by removing some of the graphs links. It has been conjectured that the largest eigenvalue of the adjacency matrix of the resulting graph corresponds to the systems epidemic threshold. Here we use a Markov chain Monte Carlo (MCMC) method to study those link removals that do well at reducing the largest eigenvalue of the adjacency matrix. The MCMC method generates samples from the relative canonical network ensemble with a defined expectation value of λmax . We call this the "well-controlling network ensemble" (WCNE) and compare its structure to randomly thinned networks with the same link density. We observe that networks in the WCNE tend to be more homogeneous in the degree distribution and use this insight to define two ad-hoc removal strategies, which also substantially reduce the largest eigenvalue. A targeted removal of 80% of links can be as effective as a random removal of 90%, leaving individuals with twice as many contacts. Finally, by simulating epidemic spreading via either an SIS or an SIR model on network ensembles created with different link removal strategies (random, WCNE, or degree-homogenizing), we show that tipping from an epidemic to a non-epidemic state happens at a larger critical ratio between infection rate and recovery rate for WCNE and degree-homogenized networks than for those obtained by random removals.
- ItemBistable firing pattern in a neural network model(Lausanne : Frontiers Media, 2019) Protachevicz, Paulo R.; Borges, Fernando S.; Lameu, Ewandson L.; Ji, Peng; Iarosz, Kelly C.; Kihara, Alexandre H.; Caldas, Ibere L.; Szezech Jr., Jose D.; Baptista, Murilo S.; Macau, Elbert E.N.; Antonopoulos, Chris G.; Batista, Antonio M.; Kurths, JürgenExcessively high, neural synchronization has been associated with epileptic seizures, one of the most common brain diseases worldwide. A better understanding of neural synchronization mechanisms can thus help control or even treat epilepsy. In this paper, we study neural synchronization in a random network where nodes are neurons with excitatory and inhibitory synapses, and neural activity for each node is provided by the adaptive exponential integrate-and-fire model. In this framework, we verify that the decrease in the influence of inhibition can generate synchronization originating from a pattern of desynchronized spikes. The transition from desynchronous spikes to synchronous bursts of activity, induced by varying the synaptic coupling, emerges in a hysteresis loop due to bistability where abnormal (excessively high synchronous) regimes exist. We verify that, for parameters in the bistability regime, a square current pulse can trigger excessively high (abnormal) synchronization, a process that can reproduce features of epileptic seizures. Then, we show that it is possible to suppress such abnormal synchronization by applying a small-amplitude external current on > 10% of the neurons in the network. Our results demonstrate that external electrical stimulation not only can trigger synchronous behavior, but more importantly, it can be used as a means to reduce abnormal synchronization and thus, control or treat effectively epileptic seizures. © 2019 Protachevicz, Borges, Lameu, Ji, Iarosz, Kihara, Caldas, Szezech, Baptista, Macau, Antonopoulos, Batista and Kurths.