arXiv subjects

Igor Mishkovski

Publications and source records attributed to Igor Mishkovski.

4 recordsLinked to original sources

arXiv2024

Comparative study of random walks with one-step memory on complex networks

We investigate searching efficiency of different kinds of random walk on complex networks which rely on local information and one-step memory. For the studied navigation strategies we obtained theoretical and numerical values for the graph mean first passage times as an indicator for the searching efficiency. The experiments with generated and real networks show that biasing based on inverse degree, persistence and local two-hop paths can lead to smaller searching times. Moreover, these biasing approaches can be combined to achieve a more robust random search strategy. Our findings can be applied in the modeling and solution of various real-world problems.

cs.CY↗

arXiv2024

Network-based diversification of stock and cryptocurrency portfolios

Maintaining a balance between returns and volatility is a common strategy for portfolio diversification, whether investing in traditional equities or digital assets like cryptocurrencies. One approach for diversification is the application of community detection or clustering, using a network representing the relationships between assets. We examine two network representations, one based on a standard distance matrix based on correlation, and another based on mutual information. The Louvain and Affinity propagation algorithms were employed for finding the network communities (clusters) based on annual data. Furthermore, we examine building assets' co-occurrence networks, where communities are detected for each month throughout a whole year and then the links represent how often assets belong to the same community. Portfolios are then constructed by selecting several assets from each community based on local properties (degree centrality), global properties (closeness centrality), or explained variance (Principal component analysis), with three value ranges (max, med, min), calculated on a maximal spanning tree or a fully connected community sub-graph. We explored these various strategies on data from the S\&P 500 and the Top 203 cryptocurrencies with a market cap above 2M USD in the period from Jan 2019 to Sep 2022. Moreover, we study into more details the periods of the beginning of the COVID-19 outbreak and the start of the war in Ukraine. The results confirm some of the previous findings already known for traditional stock markets and provide some further insights, while they reveal an opposing trend in the crypto-assets market.

econ.GN↗

arXiv2017

Malware distributions and graph structure of the Web

Knowledge about the graph structure of the Web is important for understanding this complex socio-technical system and for devising proper policies supporting its future development. Knowledge about the differences between clean and malicious parts of the Web is important for understanding potential treats to its users and for devising protection mechanisms. In this study, we conduct data science methods on a large crawl of surface and deep Web pages with the aim to increase such knowledge. To accomplish this, we answer the following questions. Which theoretical distributions explain important local characteristics and network properties of websites? How are these characteristics and properties different between clean and malicious (malware-affected) websites? What is the prediction power of local characteristics and network properties to classify malware websites? To the best of our knowledge, this is the first large-scale study describing the differences in global properties between malicious and clean parts of the Web. In other words, our work is building on and bridging the gap between \textit{Web science} that tackles large-scale graph representations and \textit{Web cyber security} that is concerned with malicious activities on the Web. The results presented herein can also help antivirus vendors in devising approaches to improve their detection algorithms.

cs.SI↗

arXiv2016

Semantic homophily in online communication: evidence from Twitter

People are observed to assortatively connect on a set of traits. This phenomenon, termed assortative mixing or sometimes homophily, can be quantified through assortativity coefficient in social networks. Uncovering the exact causes of strong assortative mixing found in social networks has been a research challenge. Among the main suggested causes from sociology are the tendency of similar individuals to connect (often itself referred as homophily) and the social influence among already connected individuals. An important question to researchers and in practice can be tackled, as we present here: understanding the exact mechanisms of interplay between these tendencies and the underlying social network structure. Namely, in addition to the mentioned assortativity coefficient, there are several other static and temporal network properties and substructures that can be linked to the tendencies of homophily and social influence in the social network and we herein investigate those. Concretely, we tackle a computer-mediated \textit{communication network} (based on Twitter mentions) and a particular type of assortative mixing that can be inferred from the semantic features of communication content that we term \textit{semantic homophily}. Our work, to the best of our knowledge, is the first to offer an in-depth analysis on semantic homophily in a communication network and the interplay between them. We quantify diverse levels of semantic homophily, identify the semantic aspects that are the drivers of observed homophily, show insights in its temporal evolution and finally, we present its intricate interplay with the communication network on Twitter. By analyzing these mechanisms we increase understanding on what are the semantic aspects that shape and how they shape the human computer-mediated communication.

physics.soc-ph↗