Universität zu Köln

Shirazi, Amir Hossein, Saberi, Abbas Ali, Hosseiny, Ali, Amirzadeh, Ehsan and Simin, Pourya Toranj (2017). Non-criticality of interaction network over system's crises: A percolation analysis. Sci Rep, 7. LONDON: NATURE PUBLISHING GROUP. ISSN 2045-2322

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Abstract

Extraction of interaction networks from multi-variate time-series is one of the topics of broad interest in complex systems. Although this method has a wide range of applications, most of the previous analyses have focused on the pairwise relations. Here we establish the potential of such a method to elicit aggregated behavior of the system by making a connection with the concepts from percolation theory. We study the dynamical interaction networks of a financial market extracted from the correlation network of indices, and build a weighted network. In correspondence with the percolation model, we find that away from financial crises the interaction network behaves like a critical random network of Erdos-Renyi, while close to a financial crisis, our model deviates from the critical random network and behaves differently at different size scales. We perform further analysis to clarify that our observation is not a simple consequence of the growth in correlations over the crises.

Item Type:	Journal Article
Creators:	Creators Email ORCID ORCID Put Code Shirazi, Amir Hossein UNSPECIFIED UNSPECIFIED UNSPECIFIED Saberi, Abbas Ali UNSPECIFIED UNSPECIFIED UNSPECIFIED Hosseiny, Ali UNSPECIFIED UNSPECIFIED UNSPECIFIED Amirzadeh, Ehsan UNSPECIFIED UNSPECIFIED UNSPECIFIED Simin, Pourya Toranj UNSPECIFIED UNSPECIFIED UNSPECIFIED
URN:	urn:nbn:de:hbz:38-211048
DOI:	10.1038/s41598-017-16223-6
Journal or Publication Title:	Sci Rep
Volume:	7
Date:	2017
Publisher:	NATURE PUBLISHING GROUP
Place of Publication:	LONDON
ISSN:	2045-2322
Language:	English
Faculty:	Unspecified
Divisions:	Unspecified
Subjects:	no entry
Uncontrolled Keywords:	Keywords Language COMPLEX NETWORKS; BEHAVIOR Multiple languages Multidisciplinary Sciences Multiple languages
Refereed:	Yes
URI:	http://kups.ub.uni-koeln.de/id/eprint/21104