arXiv subjects

Mason A. Porter

Publications and source records attributed to Mason A. Porter.

At least 199 records · Page 11Linked to original sources

arXiv2011

Temporal Evolution of Financial Market Correlations

We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible with uncorrelated random price changes. We then identify the principal components of these correlation matrices and demonstrate that a small number of components accounts for a large proportion of the variability of the markets that we consider. We then characterize the time-evolving relationships between the different assets by investigating the correlations between the asset price time series and principal components. Using this approach, we uncover notable changes that occurred in financial markets and identify the assets that were significantly affected by these changes. We show in particular that there was an increase in the strength of the relationships between several different markets following the 2007--2008 credit and liquidity crisis.

q-fin.ST↗

arXiv2011

Social Structure of Facebook Networks

We study the social structure of Facebook "friendship" networks at one hundred American colleges and universities at a single point in time, and we examine the roles of user attributes - gender, class year, major, high school, and residence - at these institutions. We investigate the influence of common attributes at the dyad level in terms of assortativity coefficients and regression models. We then examine larger-scale groupings by detecting communities algorithmically and comparing them to network partitions based on the user characteristics. We thereby compare the relative importances of different characteristics at different institutions, finding for example that common high school is more important to the social organization of large institutions and that the importance of common major varies significantly between institutions. Our calculations illustrate how microscopic and macroscopic perspectives give complementary insights on the social organization at universities and suggest future studies to investigate such phenomena further.

cs.SI↗

arXiv2010

Community Structure in the United Nations General Assembly

We study the community structure of networks representing voting on resolutions in the United Nations General Assembly. We construct networks from the voting records of the separate annual sessions between 1946 and 2008 in three different ways: (1) by considering voting similarities as weighted unipartite networks; (2) by considering voting similarities as weighted, signed unipartite networks; and (3) by examining signed bipartite networks in which countries are connected to resolutions. For each formulation, we detect communities by optimizing network modularity using an appropriate null model. We compare and contrast the results that we obtain for these three different network representations. In so doing, we illustrate the need to consider multiple resolution parameters and explore the effectiveness of each network representation for identifying voting groups amidst the large amount of agreement typical in General Assembly votes.

physics.soc-ph↗

arXiv2010

Comparing Community Structure to Characteristics in Online Collegiate Social Networks

We study the structure of social networks of students by examining the graphs of Facebook "friendships" at five American universities at a single point in time. We investigate each single-institution network's community structure and employ graphical and quantitative tools, including standardized pair-counting methods, to measure the correlations between the network communities and a set of self-identified user characteristics (residence, class year, major, and high school). We review the basic properties and statistics of the pair-counting indices employed and recall, in simplified notation, a useful analytical formula for the z-score of the Rand coefficient. Our study illustrates how to examine different instances of social networks constructed in similar environments, emphasizes the array of social forces that combine to form "communities," and leads to comparative observations about online social lives that can be used to infer comparisons about offline social structures. In our illustration of this methodology, we calculate the relative contributions of different characteristics to the community structure of individual universities and subsequently compare these relative contributions at different universities, measuring for example the importance of common high school affiliation to large state universities and the varying degrees of influence common major can have on the social structure at different universities. The heterogeneity of communities that we observe indicates that these networks typically have multiple organizing factors rather than a single dominant one.

physics.soc-ph↗

arXiv2010

Intrinsic Energy Localization through Discrete Gap Breathers in One-Dimensional Diatomic Granular Crystals

We present a systematic study of the existence and stability of discrete breathers that are spatially localized in the bulk of a one-dimensional chain of compressed elastic beads that interact via Hertzian contact. The chain is diatomic, consisting of a periodic arrangement of heavy and light spherical particles. We examine two families of discrete gap breathers: (1) an unstable discrete gap breather that is centered on a heavy particle and characterized by a symmetric spatial energy profile and (2) a potentially stable discrete gap breather that is centered on a light particle and is characterized by an asymmetric spatial energy profile. We investigate their existence, structure, and stability throughout the band gap of the linear spectrum and classify them into four regimes: a regime near the lower optical band edge of the linear spectrum, a moderately discrete regime, a strongly discrete regime that lies deep within the band gap of the linearized version of the system, and a regime near the upper acoustic band edge. We contrast discrete breathers in anharmonic FPU-type diatomic chains with those in diatomic granular crystals, which have a tensionless interaction potential between adjacent particles, and highlight in that the asymmetric nature of the latter interaction potential may lead to a form of hybrid bulk-surface localized solutions.

cond-mat.other↗

arXiv2010

Community Structure in Time-Dependent, Multiscale, and Multiplex Networks

Network science is an interdisciplinary endeavor, with methods and applications drawn from across the natural, social, and information sciences. A prominent problem in network science is the algorithmic detection of tightly-connected groups of nodes known as communities. We developed a generalized framework of network quality functions that allowed us to study the community structure of arbitrary multislice networks, which are combinations of individual networks coupled through links that connect each node in one network slice to itself in other slices. This framework allows one to study community structure in a very general setting encompassing networks that evolve over time, have multiple types of links (multiplexity), and have multiple scales.

physics.data-an↗

arXiv2010

Nonlinear Waves in Disordered Diatomic Granular Chains

We investigate the propagation and scattering of highly nonlinear waves in disordered granular chains composed of diatomic (two-mass) units of spheres that interact via Hertzian contact. Using ideas from statistical mechanics, we consider each diatomic unit to be a "spin", so that a granular chain can be viewed as a spin chain composed of units that are each oriented in one of two possible ways. Experiments and numerical simulations both reveal the existence of two different mechanisms of wave propagation: In low-disorder chains, we observe the propagation of a solitary pulse with exponentially decaying amplitude. Beyond a critical level of disorder, the wave amplitude instead decays as a power law, and the wave transmission becomes insensitive to the level of disorder. We characterize the spatio-temporal structure of the wave in both propagation regimes and propose a simple theoretical interpretation for such a transition. Our investigation suggests that an elastic spin chain can be used as a model system to investigate the role of heterogeneities in the propagation of highly nonlinear waves.

nlin.PS↗

arXiv2010

Competition for Popularity in Bipartite Networks

We present a dynamical model for rewiring and attachment in bipartite networks in which edges are added between nodes that belong to catalogs that can either be fixed in size or growing in size. The model is motivated by an empirical study of data from the video rental service Netflix, which invites its users to give ratings to the videos available in its catalog. We find that the distribution of the number of ratings given by users and that of the number of ratings received by videos both follow a power law with an exponential cutoff. We also examine the activity patterns of Netflix users and find bursts of intense video-rating activity followed by long periods of inactivity. We derive ordinary differential equations to model the acquisition of edges by the nodes over time and obtain the corresponding time-dependent degree distributions. We then compare our results with the Netflix data and find good agreement. We conclude with a discussion of how catalog models can be used to study systems in which agents are forced to choose, rate, or prioritize their interactions from a very large set of options.

physics.soc-ph↗

arXiv2010

Revisiting Date and Party Hubs: Novel Approaches to Role Assignment in Protein Interaction Networks

The idea of 'date' and 'party' hubs has been influential in the study of protein-protein interaction networks. Date hubs display low co-expression with their partners, whilst party hubs have high co-expression. It was proposed that party hubs are local coordinators whereas date hubs are global connectors. Here we show that the reported importance of date hubs to network connectivity can in fact be attributed to a tiny subset of them. Crucially, these few, extremely central, hubs do not display particularly low expression correlation, undermining the idea of a link between this quantity and hub function. The date/party distinction was originally motivated by an approximately bimodal distribution of hub co-expression; we show that this feature is not always robust to methodological changes. Additionally, topological properties of hubs do not in general correlate with co-expression. Thus, we suggest that a date/party dichotomy is not meaningful and it might be more useful to conceive of roles for protein-protein interactions rather than individual proteins. We find significant correlations between interaction centrality and the functional similarity of the interacting proteins.

q-bio.MN↗

arXiv2010

Dynamical Clustering of Exchange Rates

We use techniques from network science to study correlations in the foreign exchange (FX) market over the period 1991--2008. We consider an FX market network in which each node represents an exchange rate and each weighted edge represents a time-dependent correlation between the rates. To provide insights into the clustering of the exchange rate time series, we investigate dynamic communities in the network. We show that there is a relationship between an exchange rate's functional role within the market and its position within its community and use a node-centric community analysis to track the time dynamics of this role. This reveals which exchange rates dominate the market at particular times and also identifies exchange rates that experienced significant changes in market role. We also use the community dynamics to uncover major structural changes that occurred in the FX market. Our techniques are general and will be similarly useful for investigating correlations in other markets.

q-fin.TR↗

arXiv2010

The Function of Communities in Protein Interaction Networks at Multiple Scales

Background: If biology is modular then clusters, or communities, of proteins derived using only protein interaction network structure should define protein modules with similar biological roles. We investigate the link between biological modules and network communities in yeast and its relationship to the scale at which we probe the network. Results: Our results demonstrate that the functional homogeneity of communities depends on the scale selected, and that almost all proteins lie in a functionally homogeneous community at some scale. We judge functional homogeneity using a novel test and three independent characterizations of protein function, and find a high degree of overlap between these measures. We show that a high mean clustering coefficient of a community can be used to identify those that are functionally homogeneous. By tracing the community membership of a protein through multiple scales we demonstrate how our approach could be useful to biologists focusing on a particular protein. Conclusions: We show that there is no one scale of interest in the community structure of the yeast protein interaction network, but we can identify the range of resolution parameters that yield the most functionally coherent communities, and predict which communities are most likely to be functionally homogeneous.

q-bio.MN↗

arXiv2010

The unreasonable effectiveness of tree-based theory for networks with clustering

We demonstrate that a tree-based theory for various dynamical processes yields extremely accurate results for several networks with high levels of clustering. We find that such a theory works well as long as the mean intervertex distance $\ell$ is sufficiently small - i.e., as long as it is close to the value of $\ell$ in a random network with negligible clustering and the same degree-degree correlations. We confirm this hypothesis numerically using real-world networks from various domains and on several classes of synthetic clustered networks. We present analytical calculations that further support our claim that tree-based theories can be accurate for clustered networks provided that the networks are "sufficiently small" worlds.

cond-mat.dis-nn↗

arXiv2009

Communities in Networks

We survey some of the concepts, methods, and applications of community detection, which has become an increasingly important area of network science. To help ease newcomers into the field, we provide a guide to available methodology and open problems, and discuss why scientists from diverse backgrounds are interested in these problems. As a running theme, we emphasize the connections of community detection to problems in statistical physics and computational optimization.

physics.soc-ph↗

arXiv2009

Spectral tripartitioning of networks

We formulate a spectral graph-partitioning algorithm that uses the two leading eigenvectors of the matrix corresponding to a selected quality function to split a network into three communities in a single step. In so doing, we extend the recursive bipartitioning methods developed by Newman [Proc. Nat. Acad. Sci. 103, 8577 (2006); Phys. Rev. E 74, 036104 (2006)] to allow one to consider the best available two-way and three-way divisions at each recursive step. We illustrate the method using simple "bucket brigade" examples and then apply the algorithm to examine the community structures of the coauthorship graph of network scientists and of U. S. Congressional networks inferred from roll-call voting similarities.

physics.data-an↗

arXiv2009

Mutually-Antagonistic Interactions in Baseball Networks

We formulate the head-to-head matchups between Major League Baseball pitchers and batters from 1954 to 2008 as a bipartite network of mutually-antagonistic interactions. We consider both the full network and single-season networks, which exhibit interesting structural changes over time. We find interesting structure in the network and examine their sensitivity to baseball's rule changes. We then study a biased random walk on the matchup networks as a simple and transparent way to compare the performance of players who competed under different conditions and to include information about which particular players a given player has faced. We find that a player's position in the network does not correlate with his success in the random walker ranking but instead has a substantial effect on its sensitivity to changes in his own aggregate performance.

physics.data-an↗

arXiv2009

Experimental Results Related to Discrete Nonlinear Schrödinger Equations

In this chapter, we discuss experiments that realize the discrete nonlinear Schrödinger (DNLS) equations. The relevance of such descriptions arises from the competition of three common features: nonlinearity, dispersion, and a medium to large level of (periodic, quasiperiodic, or random) discreteness in space. DNLS equations have been especially prevalent in atomic and molecular physics in the study of Bose-Einstein condensates in optical lattices or superlattices; and in nonlinear optics in the description of pulse propagation in waveguide arrays and photorefractive crystals. New experiments in both nonlinear optics and Bose-Einstein condensation provide new challenges for DNLS models, and DNLS and related equations have also recently been used to make important predictions in novel physical settings such as the study of composite metamaterials and arrays of superconducting devices.

cond-mat.quant-gas↗

arXiv2009

Dynamic communities in multichannel data: An application to the foreign exchange market during the 2007--2008 credit crisis

We study the cluster dynamics of multichannel (multivariate) time series by representing their correlations as time-dependent networks and investigating the evolution of network communities. We employ a node-centric approach that allows us to track the effects of the community evolution on the functional roles of individual nodes without having to track entire communities. As an example, we consider a foreign exchange market network in which each node represents an exchange rate and each edge represents a time-dependent correlation between the rates. We study the period 2005-2008, which includes the recent credit and liquidity crisis. Using dynamical community detection, we find that exchange rates that are strongly attached to their community are persistently grouped with the same set of rates, whereas exchange rates that are important for the transfer of information tend to be positioned on the edges of communities. Our analysis successfully uncovers major trading changes that occurred in the market during the credit crisis.

physics.soc-ph↗

arXiv2009

Localized Breathing Modes in Granular Crystals with Defects

We investigate nonlinear localized modes at light-mass impurities in a one-dimensional, strongly-compressed chain of beads under Hertzian contacts. Focusing on the case of one or two such "defects", we analyze the problem's linear limit to identify the system eigenfrequencies and the linear defect modes. We then examine the bifurcation of nonlinear defect modes from their linear counterparts and study their linear stability in detail. We identify intriguing differences between the case of impurities in contact and ones that are not in contact. We find that the former bears similarities to the single defect case, whereas the latter features symmetry-breaking bifurcations with interesting static and dynamic implications.

nlin.PS↗