arXiv subjects

Sergio Gomez

Publications and source records attributed to Sergio Gomez.

23 records · Page 2Linked to original sources

arXiv2009

Solving non-uniqueness in agglomerative hierarchical clustering using multidendrograms

In agglomerative hierarchical clustering, pair-group methods suffer from a problem of non-uniqueness when two or more distances between different clusters coincide during the amalgamation process. The traditional approach for solving this drawback has been to take any arbitrary criterion in order to break ties between distances, which results in different hierarchical classifications depending on the criterion followed. In this article we propose a variable-group algorithm that consists in grouping more than two clusters at the same time when ties occur. We give a tree representation for the results of the algorithm, which we call a multidendrogram, as well as a generalization of the Lance and Williams' formula which enables the implementation of the algorithm in a recursive way.

cs.IR↗

arXiv2009

Analysis of community structure in networks of correlated data

We present a reformulation of modularity that allows the analysis of the community structure in networks of correlated data. The new modularity preserves the probabilistic semantics of the original definition even when the network is directed, weighted, signed, and has self-loops. This is the most general condition one can find in the study of any network, in particular those defined from correlated data. We apply our results to a real network of correlated data between stores in the city of Lyon (France).

physics.soc-ph↗

arXiv2008

Analysis of the structure of complex networks at different resolution levels

Modular structure is ubiquitous in real-world complex networks, and its detection is important because it gives insights in the structure-functionality Modular structure is ubiquitous in real-world complex networks, and its detection is important because it gives insights in the structure-functionality relationship. The standard approach is based on the optimization of a quality function, modularity, which is a relative quality measure for a partition of a network into modules. Recently some authors [1,2] have pointed out that the optimization of modularity has a fundamental drawback: the existence of a resolution limit beyond which no modular structure can be detected even though these modules might have own entity. The reason is that several topological descriptions of the network coexist at different scales, which is, in general, a fingerprint of complex systems. Here we propose a method that allows for multiple resolution screening of the modular structure. The method has been validated using synthetic networks, discovering the predefined structures at all scales. Its application to two real social networks allows to find the exact splits reported in the literature, as well as the substructure beyond the actual split.

physics.data-an↗

arXiv2007

Motif-based communities in complex networks

Community definitions usually focus on edges, inside and between the communities. However, the high density of edges within a community determines correlations between nodes going beyond nearest-neighbours, and which are indicated by the presence of motifs. We show how motifs can be used to define general classes of nodes, including communities, by extending the mathematical expression of Newman-Girvan modularity. We construct then a general framework and apply it to some synthetic and real networks.

physics.comp-ph↗

arXiv2005

Portfolio selection using neural networks

In this paper we apply a heuristic method based on artificial neural networks in order to trace out the efficient frontier associated to the portfolio selection problem. We consider a generalization of the standard Markowitz mean-variance model which includes cardinality and bounding constraints. These constraints ensure the investment in a given number of different assets and limit the amount of capital to be invested in each asset. We present some experimental results obtained with the neural network heuristic and we compare them to those obtained with three previous heuristic methods.

cs.NE↗