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Longfeng Zhao

Publications and source records attributed to Longfeng Zhao.

13 recordsLinked to original sources

Beyond Content: How Author Network Centrality Drives Citation Disparities in Top AI Conferences

While scholarly citations are pivotal for assessing academic impact, they often reflect systemic biases beyond research quality. This study examines a critical yet underexplored driver of citation disparities: authors' structural positions within scientific collaboration networks. Through a large-scale analysis of 17,942 papers from three top-tier machine learning conferences (NeurIPS, ICML, ICLR) published between 2005 and 2024, we quantify the influence of author centrality on citations. Methodologically, we advance the field by employing beta regression to model citation percentiles, which appropriately accounts for the bounded nature of citation data. We also propose a novel centrality metric, Harmonic Closeness with Temporal and Collaboration Count Decay (HCTCD), which incorporates temporal decay and collaboration intensity. Our results robustly demonstrate that long-term centrality exerts a significantly stronger effect on citation percentiles than short-term metrics, with closeness centrality and HCTCD emerging as the most potent predictors. Importantly, team-level centrality aggregation, particularly through exponentially weighted summation, explains citation variance more effectively than conventional rank-based approaches, underscoring the primacy of collective network connectivity over individual prominence. Integrating centrality features into machine learning models yields a 2.4% to 4.8% reduction in prediction error (MSE), confirming their value beyond content-based benchmarks. These findings challenge entrenched evaluation paradigms and advocate for network-aware assessment frameworks to mitigate structural inequities in scientific recognition.

cs.DL

The evolution of k-shell in syndication networks reveals financial performance of venture capital institutions

Venture capital (VC) is a relatively newly emergent industry that is still subject to large uncertainties in China. Therefore, building a robust social network with other VC institutions is a good way to share information, various resources, and benefit from skill and knowledge complementarity to against risks. Strong evidences indicate that better networked VC institutions are of a better financial performance, however, most of previous works overlook the evolution of VC institutions and only focus on some simple topology indicators of the static syndication network, which also neglects higher-order network structure and cannot give a comprehensive evaluation. In this paper, based on VC investment records in the Chinese market, we construct temporal syndication networks between VC institutions year by year. As k-shell decomposition considers higher-order connection patterns, we employ k-shell as an evaluation of the influence of VC institutions in syndication networks. By clustering time series of k-shell values, the VC institutions in China fall into five groups that are quite different from each other on financial performances and investment behaviors. This, in turn, proves the power of our method that only based on proper sequential network properties, we can reveal their financial investment performance. Compared to other network centrality measurements, k-shell is a better indicator that is indicated by a smaller intra-group distance and a larger inter-group distance.

physics.soc-ph

Community detection and portfolio optimization

Community detection methods can be used to explore the structure of complex systems. The well-known modular configurations in complex financial systems indicate the existence of community structures. Here we analyze the community properties of correlation-based networks in worldwide stock markets and use community information to construct portfolios. Portfolios constructed using community detection methods perform well. Our results can be used as new portfolio optimization and risk management tools.

q-fin.PM

Portfolio optimization with idiosyncratic and systemic risks for financial networks

In this study, we propose a new multi-objective portfolio optimization with idiosyncratic and systemic risks for financial networks. The two risks are measured by the idiosyncratic variance and the network clustering coefficient derived from the asset correlation networks, respectively. We construct three types of financial networks in which nodes indicate assets and edges are based on three correlation measures. Starting from the multi-objective model, we formulate and solve the asset allocation problem. We find that the optimal portfolios obtained through the multi-objective with networked approach have a significant over-performance in terms of return measures in an out-of-sample framework. This is further supported by the less drawdown during the periods of the stock market fluctuating downward. According to analyzing different datasets, we also show that improvements made to portfolio strategies are robust.

q-fin.PM

Inferring dissipation from the violation of Fluctuation-Dissipation Theorem

The Harada-Sasa equality elegantly connects the energy dissipation rate of a moving object with its measurable violation of the Fluctuation-Dissipation Theorem (FDT). Although proven for Langevin processes, its validity remains unclear for discrete Markov systems whose forward and backward transition rates respond asymmetrically to external perturbation. A typical example is a motor protein called kinesin. Here we show generally that the FDT violation persists surprisingly in the high-frequency limit due to the asymmetry, resulting in a divergent FDT violation integral and thus a complete breakdown of the Harada-Sasa equality. A renormalized FDT violation integral still well predicts the dissipation rate when each discrete transition produces a small entropy in the environment. Our study also suggests a new way to infer this perturbation asymmetry based on the measurable high-frequency-limit FDT violation.

cond-mat.stat-mech

Stock market as temporal network

Financial networks have become extremely useful in characterizing the structure of complex financial systems. Meanwhile, the time evolution property of the stock markets can be described by temporal networks. We utilize the temporal network framework to characterize the time-evolving correlation-based networks of stock markets. The market instability can be detected by the evolution of the topology structure of the financial networks. We employ the temporal centrality as a portfolio selection tool. Those portfolios, which are composed of peripheral stocks with low temporal centrality scores, have consistently better performance under different portfolio optimization schemes, suggesting that the temporal centrality measure can be used as new portfolio optimization and risk management tools. Our results reveal the importance of the temporal attributes of the stock markets, which should be taken serious consideration in real life applications.

q-fin.ST

Community Detection in Dynamic Networks via Adaptive Label Propagation

An adaptive label propagation algorithm (ALPA) is proposed to detect and monitor communities in dynamic networks. Unlike the traditional methods by re-computing the whole community decomposition after each modification of the network, ALPA takes into account the information of historical communities and updates its solution according to the network modifications via a local label propagation process, which generally affects only a small portion of the network. This makes it respond to network changes at low computational cost. The effectiveness of ALPA has been tested on both synthetic and real-world networks, which shows that it can successfully identify and track dynamic communities. Moreover, ALPA could detect communities with high quality and accuracy compared to other methods. Therefore, being low-complexity and parameter-free, ALPA is a scalable and promising solution for some real-world applications of community detection in dynamic networks.

physics.soc-ph

Exact results of the limited penetrable horizontal visibility graph associated to random time series and its application

The limited penetrable horizontal visibility algorithm is a new time analysis tool and is a further development of the horizontal visibility algorithm. We present some exact results on the topological properties of the limited penetrable horizontal visibility graph associated with random series. We show that the random series maps on a limited penetrable horizontal visibility graph with exponential degree distribution $P(k)\sim exp[-λ(k-2ρ-2)], λ= ln[(2ρ+3)/(2ρ+2)],ρ=0,1,2,...,k=2ρ+2,2ρ+3,...$, independent of the probability distribution from which the series was generated. We deduce the exact expressions of the mean degree and the clustering coefficient and demonstrate the long distance visibility property. Numerical simulations confirm the accuracy of our theoretical results. We then examine several deterministic chaotic series (a logistic map, the H$\acute{e}$non map, the Lorentz system, and an energy price chaotic system) and a real crude oil price series to test our results. The empirical results show that the limited penetrable horizontal visibility algorithm is direct, has a low computational cost when discriminating chaos from uncorrelated randomness, and is able to measure the global evolution characteristics of the real time series.

stat.ME

The q-dependent detrended cross-correlation analysis of stock market

The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the fluctuations at different magnitudes have unique properties. The cross-correlations among small fluctuations are much stronger than those among large fluctuations. The large and small fluctuations are dominated by different groups of stocks. We use complex network representation to study these q-dependent matrices and discover some new identities. By utilizing those q-dependent correlation-based networks, we are able to construct some portfolio by those most independent stocks which consistently perform the best. The optimal multifractal order for portfolio optimization is approximately $q=2$. These results have deepened our understanding about the collective behaviors of the complex financial system.

q-fin.ST

Community detection by label propagation with compression of flow

The label propagation algorithm (LPA) has been proved to be a fast and effective method for detecting communities in large complex networks. However, its performance is subject to the non-stable and trivial solutions of the problem. In this paper, we propose a modified label propagation algorithm LPAf to efficiently detect community structures in networks. Instead of the majority voting rule of the basic LPA, LPAf updates the label of a node by considering the compression of a description of random walks on a network. A multi-step greedy agglomerative strategy is employed to enable LPAf to escape the local optimum. Furthermore, an incomplete update condition is also adopted to speed up the convergence. Experimental results on both synthetic and real-world networks confirm the effectiveness of our algorithm.

physics.soc-ph

The effects of overtaking strategy in the Nagel-Schreckenberg model

Based on the Nagel-Schreckenberg (NS) model with periodic boundary conditions, we proposed the NSOS model by adding the overtaking strategy (OS). In our model, overtaking vehicles are randomly selected with probability $q$ at each time step, and the successful overtaking is determined by their velocities. We observed that (i) traffic jams still occur in the NSOS model; (ii) OS increases the traffic flow in the regime where the densities exceed the maximum flow density. We also studied the phase transition (from free flow phase to jammed phase) of the NSOS model by analyzing the overtaking success rate, order parameter, relaxation time and correlation function, respectively. It was shown that the NSOS model differs from the NS model mainly in the jammed regime, and the influence of OS on the transition density is dominated by the braking probability $p$

nlin.CG

Multifractal and Network Analysis of Phase Transition

Many models and real complex systems possess critical thresholds at which the systems shift from one sate to another. The discovery of the early warnings of the systems in the vicinity of critical point are of great importance to estimate how far a system is from a critical threshold. Multifractal Detrended Fluctuation analysis (MF-DFA) and visibility graph method have been employed to investigate the fluctuation and geometrical structures of magnetization time series of two-dimensional Ising model around critical point. The Hurst exponent has been confirmed to be a good indicator of phase transition. Increase of the multifractality of the time series have been observed from generalized Hurst exponents and singularity spectrum. Both Long-term correlation and broad probability density function are identified to be the sources of multifractality of time series near critical regime. Heterogeneous nature of the networks constructed from magnetization time series have validated the fractal properties of magnetization time series from complex network perspective. Evolution of the topology quantities such as clustering coefficient, average degree, average shortest path length, density, assortativity and heterogeneity serve as early warnings of phase transition. Those methods and results can provide new insights about analysis of phase transition problems and can be used as early warnings for various complex systems.

cond-mat.stat-mech

Optimal Transport in Worldwide Metro Networks

Metro networks serve as good examples of traffic systems for understanding the relations between geometric structures and transport properties.We study and compare 28 world major metro networks in terms of the Wasserstein distance, the key metric for optimal transport, and measures geometry related, e.g. fractal dimension, graph energy and graph spectral distance. The finding of power-law relationships between rescaled graph energy and fractal dimension for both unweighted and weighted metro networks indicates the energy costs per unit area are lower for higher dimensioned metros. In L space, the mean Wasserstein distance between any pair of connected stations is proportional to the fractal dimension, which is in the vicinity of our theoretical calculations treated on special regular tree graphs. This finding reveals the geometry of metro networks and tree graphs are in close proximity to one another. In P space, the mean Wasserstein distance between any pair of stations relates closely to the average number of transfers. By ranking several key quantities transport concerned, we obtain several ranking lists in which New York metro and Berlin metro consistently top the first two spots.

physics.soc-ph