Topology of foreign exchange markets using hierarchical structure methods

This paper uses two physics derived hierarchical techniques, a minimal spanning tree and an ultrametric hierarchical tree, to extract a topological influence map for major currencies from the ultrametric distance matrix for 1995-2001. We find that these two techniques generate a defined and robust scale free network with meaningful taxonomy. The topology is shown to be robust with respect to method, to time horizon and is stable during market crises. This topology, appropriately used, gives a useful guide to determining the underlying economic or regional causal relationships for individual currencies and to understanding the dynamics of exchange rate price determination as part of a complex network.     

Dynamics of opinion formation in hierarchical social networks: Network structure and initial bias

The dynamics of opinion formation based on a majority rule model is studied in a network with the social hierarchical structure as one of its limits. The exit probability is found to change sensitively with the number of nodes in the system, but not with the parameter of homophyly characterizing the network structure. The consensus time is found to be a result of non-trivial interplay between the network structure characterized by the parameter of homophyly and the initial bias in opinion. For unbiased initial opinion, a common consensus is easier to be reached in a random network than a highly structured hierarchical network and it follows the behavior of the length of shortest paths. For biased initial opinion, a common consensus is easier to be reached in a hierarchical network, as the local majority opinion of the groups may take on the biased opinions and hence be the same.     

Hierarchical Characterization of Complex Networks

While the majority of approaches to the characterization of complex networks has relied on measurements considering only the immediate neighborhood of each network node, valuable information about the network topological properties can be obtained by considering further neighborhoods. The current work considers the concept of virtual hierarchies established around each node and the respectively defined hierarchical node degree and clustering coefficient (introduced in cond-mat/0408076), complemented by new hierarchical measurements, in order to obtain a powerful set of topological features of complex networks. The interpretation of such measurements is discussed, including an analytical study of the hierarchical node degree for random networks, and the potential of the suggested measurements for the characterization of complex networks is illustrated with respect to simulations of random, scale-free and regular network models as well as real data (airports, proteins and word associations). The enhanced characterization of the connectivity provided by the set of hierarchical measurements also allows the use of agglomerative clustering methods in order to obtain taxonomies of relationships between nodes in a network, a possibility which is also illustrated in the current article.     

Community detection based on the “clumpiness” matrix in complex networks

The “clumpiness” matrix of a network is used to develop a method to identify its community structure. A “projection space” is constructed from the eigenvectors of the clumpiness matrix and a border line is defined using some kind of angular distance in this space. The community structure of the network is identified using this borderline and/or hierarchical clustering methods. The performance of our algorithm is tested on some computer-generated and real-world networks. The accuracy of the results is checked using normalized mutual information. The effect of community size heterogeneity on the accuracy of the method is also discussed.     

Fractal globule as a molecular machine

A fractal (crumpled) polymer globule, which is an unusual equilibrium state of a condensed unknotted macromolecule that is experimentally found in the DNA folding in human chromosomes, has been formed through the hierarchical collapse of a polymer chain. The relaxation dynamics of the elastic network constructed through the contact matrix of the fractal globule has been studied. It has been found that the fractal globule in its dynamic properties is similar to a molecular machine.     

Modular networks with hierarchical organization: The dynamical implications of complex structure

Several networks occurring in real life have modular structures that are arranged in a hierarchical fashion. In this paper, we have proposed a model for such networks, using a stochastic generation method. Using this model we show that, the scaling relation between the clustering and degree of the nodes is not a necessary property of hierarchical modular networks, as had previously been suggested on the basis of a deterministically constructed model. We also look at dynamics on such networks, in particular, the stability of equilibria of network dynamics and of synchronized activity in the network. For both of these, we find that, increasing modularity or the number of hierarchical levels tends to increase the probability of instability. As both hierarchy and modularity are seen in natural systems, which necessarily have to be robust against environmental fluctuations, we conclude that additional constraints are necessary for the emergence of hierarchical structure, similar to the occurrence of modularity through multi-constraint optimization as shown by us previously.      

裂缝性介质多尺度深度学习模型

结合人工神经网络建立裂缝介质多尺度深度学习流动模型.基于一套粗网格和一套细网格,通过在粗网格上训练数据,多尺度神经网络能够以较少的自由度训练出准确的神经网络.并在粗网格上通过求解局部流动问题获得多尺度基函数,结合神经网络进一步得到精细网格的解.基于离散裂缝的流动方程可视为多层网络,网络层数依赖于求解时间步数.阐述裂缝介质多尺度机器学习数值计算格式的建立,介绍如何使用多尺度算法构建离散裂缝模型的多尺度基函数,并采用超样本技术进一步提高计算准确性.数值结果表明,多尺度有限元算法与机器学习结合是一种有效的流体流动模拟算法.     

Density-based shrinkage for revealing hierarchical and overlapping community structure in networks

The investigation of community structure in networks is an important issue in many disciplines, which still remains a challenging task. First, complex networks often show a hierarchical structure with communities embedded within other communities. Moreover, communities in the network may overlap and have noise, e.g., some nodes belonging to multiple communities and some nodes marginally connected with the communities, which are called hub and outlier, respectively. Therefore, a good algorithm is desirable to be able to not only detect hierarchical communities, but also to identify hubs and outliers. In this paper, we propose a parameter-free hierarchical network clustering algorithm DenShrink. By combining the advantages of density-based clustering and modularity optimization methods, our algorithm can reveal the embedded hierarchical community structure efficiently in large-scale weighted undirected networks, and identify hubs and outliers as well. Moreover, it overcomes the resolution limit possessed by other modularity-based methods. Our experiments on the real-world and synthetic datasets show that DenShrink generates more accurate results than the baseline methods.     

Understanding the Variability in Graph Data Sets through Statistical Modeling on the Stiefel Manifold

Network analysis provides a rich framework to model complex phenomena, such as human brain connectivity. It has proven efficient to understand their natural properties and design predictive models. In this paper, we study the variability within groups of networks, i.e., the structure of connection similarities and differences across a set of networks. We propose a statistical framework to model these variations based on manifold-valued latent factors. Each network adjacency matrix is decomposed as a weighted sum of matrix patterns with rank one. Each pattern is described as a random perturbation of a dictionary element. As a hierarchical statistical model, it enables the analysis of heterogeneous populations of adjacency matrices using mixtures. Our framework can also be used to infer the weight of missing edges. We estimate the parameters of the model using an Expectation-Maximization-based algorithm. Experimenting on synthetic data, we show that the algorithm is able to accurately estimate the latent structure in both low and high dimensions. We apply our model on a large data set of functional brain connectivity matrices from the UK Biobank. Our results suggest that the proposed model accurately describes the complex variability in the data set with a small number of degrees of freedom.     

不同耦合下混沌神经元网络的同步

采用Hindmarsh-Rose神经元动力学模型, 对二维点阵上的神经元网络的同步进行了研究. 为了解不同耦合对网络同步的影响, 提出了一般反馈耦合、分层反馈耦合和分层局域平均场反馈耦合三种方案.研究表明:在耦合强度较小的近邻耦合下, 一般反馈耦合不能使网络达到完全同步, 而分层反馈耦合和分层局域平均场反馈耦合可以使网络出现局部同步和全局同步. 不同形式的耦合会导致网络出现不同的斑图, 随着耦合强度的增大, 网络从不同步到同步的过程也不相同, 一般反馈耦合和分层反馈耦合网络是突然出现全局同步, 同步之前网络出现非周期性的相干斑图; 对于分层局域平均场反馈耦合网络, 同层神经元之间先出现从簇放电同步到同步的转变, 形成靶波, 然后同步区由中心向外逐渐扩大, 最终达到网络的全局同步. 这些结果表明, 只有适当的耦合才能实现信号的无损耗的传递. 此外我们发现分层局域平均场反馈耦合可以促进网络的同步.     

Discrimination of neutrino mass models

We consider the Majorana CP violating phases derived from right-handed Majorana mass matrices to estimate the baryon asymmetry of the universe, for different neutrino mass models, namely degenerate, inverted hierarchical and normal hierarchical models, with tri-bimaximal mixings. Considering three possible diagonal forms of Dirac neutrino mass matrix as charged-lepton, up-quark or down-quark mass matrix within the framework of left-right symmetric GUT models, the right-handed Majorana mass matrices are constructed from the light Majorana neutrino mass matrix through the inverse seesaw formula. These light neutrino mass matrices have already been tested to provide good predictions on neutrino mass parameters and mixing angles. They are again applied to predict baryon asymmetry of the universe in the present work. The normal hierarchical model gives the best prediction for baryon asymmetry, consistent with observation. The analysis may serve as additional information in the discrimination of the presently available neutrino mass models.     

Multiple dynamical time-scales in networks with hierarchically nested modular organization

Many natural and engineered complex networks have intricate mesoscopic organization, e.g., the clustering of the constituent nodes into several communities or modules. Often, such modularity is manifested at several different hierarchical levels, where the clusters defined at one level appear as elementary entities at the next higher level. Using a simple model of a hierarchical modular network, we show that such a topological structure gives rise to characteristic time-scale separation between dynamics occurring at different levels of the hierarchy. This generalizes our earlier result for simple modular networks, where fast intramodular and slow intermodular processes were clearly distinguished. Investigating the process of synchronization of oscillators in a hierarchical modular network, we show the existence of as many distinct time-scales as there are hierarchical levels in the system. This suggests a possible functional role of such mesoscopic organization principle in natural systems, viz., in the dynamical separation of events occurring at different spatial scales.     

A hierarchical fracture model for the iterative multiscale finite volume method

An iterative multiscale finite volume (i-MSFV) method is devised for the simulation of multiphase flow in fractured porous media in the context of a hierarchical fracture modeling framework. Motivated by the small pressure change inside highly conductive fractures, the fully coupled system is split into smaller systems, which are then sequentially solved. This splitting technique results in only one additional degree of freedom for each connected fracture network appearing in the matrix system. It can be interpreted as an agglomeration of highly connected cells; similar as in algebraic multigrid methods. For the solution of the resulting algebraic system, an i-MSFV method is introduced. In addition to the local basis and correction functions, which were previously developed in this framework, local fracture functions are introduced to accurately capture the fractures at the coarse scale. In this multiscale approach there exists one fracture function per network and local domain, and in the coarse scale problem there appears only one additional degree of freedom per connected fracture network. Numerical results are presented for validation and verification of this new iterative multiscale approach for fractured porous media, and to investigate its computational efficiency. Finally, it is demonstrated that the new method is an effective multiscale approach for simulations of realistic multiphase flows in fractured heterogeneous porous media.     

胶原纤维网络和癌细胞的力学微环境

文章以第一类胶原纤维网络为例, 着重分析了癌细胞三维微环境的多尺度结构及力学特征. 对于细胞与细胞外介质结合的蛋白集团、单个细胞以及细胞群体, 分别由单个纤维(或亚纤维)、纤维集束以及纤维网络整体来决定相应的力学环境. 文章同时也讨论了胶原纤维(及其类似材料) 的局限性.     

Incorporating prior knowledge via volumetric deep residual network to optimize the reconstruction of sparsely sampled MRI

For sparse sampling that accelerates magnetic resonance (MR) image acquisition, non-linear reconstruction algorithms have been developed, which incorporated patient specific a prior information. More generic a prior information could be acquired via deep learning and utilized for image reconstruction. In this study, we developed a volumetric hierarchical deep residual convolutional neural network, referred to as T-Net, to provide a data-driven end-to-end mapping from sparsely sampled MR images to fully sampled MR images, where cartilage MR images were acquired using an Ultra-short TE sequence and retrospectively undersampled using pseudo-random Cartesian and radial acquisition schemes. The network had a hierarchical architecture that promoted the sparsity of feature maps and increased the receptive field, which were valuable for signal synthesis and artifact suppression. Relatively dense local connections and global shortcuts were established to facilitate residual learning and compensate for details lost in hierarchical processing. Additionally, volumetric processing was adopted to fully exploit spatial continuity in three-dimensional space. Data consistency was further enforced. The network was trained with 336 three-dimensional images (each consisting of 32 slices) and tested by 24 images. The incorporation of a priori information acquired via deep learning facilitated high acceleration factors (as high as 8) while maintaining high image fidelity (quantitatively evaluated using the structural similarity index measurement). The proposed T-Net had an improved performance as compared to several state-of-the-art networks.     

三维荧光光谱结合HGA-RBF神经网络在多环芳烃浓度检测中的应用

采用FS920荧光光谱仪分析了苯并[k]荧蒽(BkF)、苯并[b]荧蒽(BbF)和两者混合物的荧光特性.结果表明BkF的两个荧光峰分别位于306 nm/405 nm和306 nm/430 nm,BbF的两个荧光峰分别位于306 nm/410nm和306 nm/435 nm.BkF和BbF不同浓度配比及其相互间的荧光干扰,使得混合物荧光特性差异较大,荧光强度和浓度间关系变得复杂.为准确测定混合物中BkF和BbF的浓度,采用递阶算法优化的径向基神经网络对其进行检测,结果表明BkF和BbF的平均回收率分别为98.45％和97.71％.该方法能够实现多环芳烃类污染物共存成分的识别和浓度预测.     

Scale free effects in world currency exchange network

A large collection of daily time series for 60 world currencies' exchange rates is considered. The correlation matrices are calculated and the corresponding Minimal Spanning Tree (MST) graphs are constructed for each of those currencies used as reference for the remaining ones. It is shown that multiplicity of the MST graphs' nodes to a good approximation develops a power like, scale free distribution with the scaling exponent similar as for several other complex systems studied so far. Furthermore, quantitative arguments in favor of the hierarchical organization of the world currency exchange network are provided by relating the structure of the above MST graphs and their scaling exponents to those that are derived from an exactly solvable hierarchical network model. A special status of the USD during the period considered can be attributed to some departures of the MST features, when this currency (or some other tied to it) is used as reference, from characteristics typical to such a hierarchical clustering of nodes towards those that correspond to the random graphs. Even though in general the basic structure of the MST is robust with respect to changing the reference currency some trace of a systematic transition from somewhat dispersed – like the USD case – towards more compact MST topology can be observed when correlations increase.     

Scaling relation for earthquake networks

The scaling relation, 2γ−δ=1, for the exponents of the power-law connectivity distribution, γ, and the power-law eigenvalue distribution of the adjacency matrix, δ, is theoretically predicted to be fulfilled by a locally treelike scale-free network in the “effective medium approximation” (i.e., an analog of the mean field approximation). Here, it is shown that such a relation holds well for the reduced simple earthquake networks (i.e., the network without tadpole-loops and multiple edges) constructed from the seismic data taken from California and Japan. This validates the goodness of the effective medium approximation in the earthquake networks and is consistent with the hierarchical organization of the networks. The present result may be useful for modeling seismicity on complex networks.     

The complex topology of chemical plants

We show that flowsheets of oil refineries can be associated to complex network topologies that are scale-free, display small-world effect and possess hierarchical organization. The emergence of these properties from such man-made networks is explained as a consequence of the currently used principles for process design, which include heuristics as well as algorithmic techniques. We expect these results to be valid for chemical plants of different types and capacities.     

Hierarchical cluster-tendency analysis of the group structure in the foreign exchange market

A hierarchical cluster-tendency (HCT) method in analyzing the group structure of networks of the global foreign exchange (FX) market is proposed by combining the advantages of both the minimal spanning tree (MST) and the hierarchical tree (HT). Fifty currencies of the top 50 World GDP in 2010 according to World Bank’s database are chosen as the underlying system. By using the HCT method, all nodes in the FX market network can be “colored” and distinguished. We reveal that the FX networks can be divided into two groups, i.e., the Asia-Pacific group and the Pan-European group. The results given by the hierarchical cluster-tendency method agree well with the formerly observed geographical aggregation behavior in the FX market. Moreover, an oil-resource aggregation phenomenon is discovered by using our method. We find that gold could be a better numeraire for the weekly-frequency FX data.