arXiv subjects

Laura Carpi

Publications and source records attributed to Laura Carpi.

5 recordsLinked to original sources

arXiv2025

Structural asymmetry as a fraud signature: detecting collusion with Heron's Information Coefficient

Fraud in public procurement remains a persistent challenge, especially in large, decentralized systems like Brazil's Unified Health System. We introduce Heron's Information Coefficient (HIC), a geometric measure that quantifies how subgraphs deviate from the global structure of a network. Applied to over eight years of Brazilian bidding data for medical supplies, this measure highlights collusive patterns that standard indicators may overlook. Unlike conventional robustness metrics, the Heron coefficient focuses on the interaction between active and inactive subgraphs, revealing structural shifts that may signal coordinated behavior, such as cartel formation. Synthetic experiments support these findings, demonstrating strong detection performance across varying corruption intensities and network sizes. While our results do not replace legal or economic analyses, they offer an effective complementary tool for auditors and policymakers to monitor procurement integrity more effectively. This study demonstrates that simple geometric insight can reveal hidden dynamics in real-world networks better than other Information Theoretic metrics.

cs.SI↗

arXiv2018

Persistence and Stochastic Periodicity in the Intensity Dynamics of a Fiber Laser During the Transition to Optical Turbulence

Many natural systems display transitions among different dynamical regimes, which are difficult to identify when the data is noisy and high dimensional. A technologically relevant example is a fiber laser, which can display complex dynamical behaviors that involve nonlinear interactions of millions of cavity modes. Here we study the laminar-turbulence transition that occurs when the laser pump power is increased. By applying various data analysis tools to empirical intensity time series we characterize their persistence and demonstrate that at the transition temporal correlations can be precisely represented by a surprisingly simple model.

physics.optics↗

arXiv2017

Quantifying instabilities in Financial Markets

Financial global crisis has devastating impacts to economies since early XX century and continues to impose increasing collateral damages for governments, enterprises, and society in general. Up to now, all efforts to obtain efficient methods to predict these events have been disappointing. However, the quest for a robust estimator of the degree of the market efficiency, or even, a crisis predictor, is still one of the most studied subjects in the field. We present here an original contribution that combines Information Theory with graph concepts, to study the return rate series of 32 global trade markets. Specifically, we propose a very simple quantifier that shows to be highly correlated with global financial instability periods, being also a good estimator of the market crisis risk and market resilience. We show that this estimator displays striking results when applied to countries that played central roles during the last major global market crisis. The simplicity and effectiveness of our quantifier allow us to anticipate its use in a wide range of disciplines.

q-fin.ST↗

arXiv2015

Information Theory Perspective on Network Robustness

A crucial challenge in network theory is the study of the robustness of a network after facing a sequence of failures. In this work, we propose a dynamical definition of network's robustness based on Information Theory, that considers measurements of the structural changes caused by failures of the network's components. Failures are defined here, as a temporal process defined in a sequence. The robustness of the network is then evaluated by measuring dissimilarities between topologies after each time step of the sequence, providing a dynamical information about the topological damage. We thoroughly analyze the efficiency of the method in capturing small perturbations by considering both, the degree and distance distributions. We found the network's distance distribution more consistent in capturing network structural deviations, as better reflects the consequences of the failures. Theoretical examples and real networks are used to study the performance of this methodology.

physics.soc-ph↗

arXiv2015

Unveiling temporal correlations characteristic to phase transition in the intensity of a fibre laser radiation

We use advanced statistical tools of time-series analysis to characterize the dynamical complexity of the transition to optical wave turbulence in a fibre laser. Ordinal analysis and the horizontal visibility graph applied to the experimentally measured laser output intensity reveal the presence of temporal correlations during the transition from the laminar to the turbulent lasing regimes. Both methods unveil coherent structures with well defined time-scales and strong correlations both, in the timing of the laser pulses and in their peak intensities. Our approach is generic and may be used in other complex systems that undergo similar transitions involving the generation of extreme fluctuations.

nlin.CD↗