Massive datasets arise in a broad spectrum of scienti$c, engineering and commercial applications. In many practically important cases, a massive dataset can be represented as a very large graph with certain attributes associated with its vertices and edges. Studying the structure of this graph is essential for understanding the structural properties of the application it represents. Well-known ...

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 t...

This research project investigates the ability of neural networks, specifically, the backpropagation algorithm, to integrate fundamental and technical analysis for financial performance prediction. The predictor attributes include 16 financial statement variables and 11 macroeconomic variables. The rate of return on common shareholders’ equity is used as the to-be-predicted variable. Financial ...

Many risks are present in rural developing economies: illness, weather, the sudden need to finance an investment opportunity, etc. Yet for many households in rural developing economies, consumption and investment are insured against short-term, idiosyncratic risks to a large extent, despite limited availability of formal banking and insurance products. The importance of kinship networks in faci...

Traders in a stock market exchange stock shares and form a stock trading network. Trades at different positions of the stock trading network may contain different information. We construct stock trading networks based on the limit order book data and classify traders into k classes using the k-shell decomposition method. We investigate the influences of trading behaviors on the price impact by ...

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 sy...

improving time series forecastingaccuracy is an important yet often difficult task.both theoretical and empirical findings haveindicated that integration of several models is an effectiveway to improve predictive performance, especiallywhen the models in combination are quite different. in this paper,a model of the hybrid artificial neural networks andfuzzy model is proposed for time series for...

Financial literacy is a critical determinant of household well-being. We use an agent-based modelling approach to analyse the impacts of financial literacy programs delivered from sources of varying degrees of credibility through a social network in emerging economies. The simulation results indicate that the social networks of emerging markets rely heavily on source credibility to grow and sus...