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Silvia Bartolucci

Publications and source records attributed to Silvia Bartolucci.

32 records · Page 2Linked to original sources

Homological Convolutional Neural Networks

Deep learning methods have demonstrated outstanding performances on classification and regression tasks on homogeneous data types (e.g., image, audio, and text data). However, tabular data still pose a challenge, with classic machine learning approaches being often computationally cheaper and equally effective than increasingly complex deep learning architectures. The challenge arises from the fact that, in tabular data, the correlation among features is weaker than the one from spatial or semantic relationships in images or natural language, and the dependency structures need to be modeled without any prior information. In this work, we propose a novel deep learning architecture that exploits the data structural organization through topologically constrained network representations to gain relational information from sparse tabular inputs. The resulting model leverages the power of convolution and is centered on a limited number of concepts from network topology to guarantee: (i) a data-centric and deterministic building pipeline; (ii) a high level of interpretability over the inference process; and (iii) an adequate room for scalability. We test our model on 18 benchmark datasets against 5 classic machine learning and 3 deep learning models, demonstrating that our approach reaches state-of-the-art performances on these challenging datasets. The code to reproduce all our experiments is provided at https://github.com/FinancialComputingUCL/HomologicalCNN.

cs.LG↗

MindTheDApp: A Toolchain for Complex Network-Driven Structural Analysis of Ethereum-based Decentralised Applications

This paper presents MindTheDApp, a toolchain designed specifically for the structural analysis of Ethereum-based Decentralized Applications (DApps), with a distinct focus on a complex network-driven approach. Unlike existing tools, our toolchain combines the power of ANTLR4 and Abstract Syntax Tree (AST) traversal techniques to transform the architecture and interactions within smart contracts into a specialized bipartite graph. This enables advanced network analytics to highlight operational efficiencies within the DApp's architecture. The bipartite graph generated by the proposed tool comprises two sets of nodes: one representing smart contracts, interfaces, and libraries, and the other including functions, events, and modifiers. Edges in the graph connect functions to smart contracts they interact with, offering a granular view of interdependencies and execution flow within the DApp. This network-centric approach allows researchers and practitioners to apply complex network theory in understanding the robustness, adaptability, and intricacies of decentralized systems. Our work contributes to the enhancement of security in smart contracts by allowing the visualisation of the network, and it provides a deep understanding of the architecture and operational logic within DApps. Given the growing importance of smart contracts in the blockchain ecosystem and the emerging application of complex network theory in technology, our toolchain offers a timely contribution to both academic research and practical applications in the field of blockchain technology.

cs.IT↗

A Preliminary Analysis on the Code Generation Capabilities of GPT-3.5 and Bard AI Models for Java Functions

This paper evaluates the capability of two state-of-the-art artificial intelligence (AI) models, GPT-3.5 and Bard, in generating Java code given a function description. We sourced the descriptions from CodingBat.com, a popular online platform that provides practice problems to learn programming. We compared the Java code generated by both models based on correctness, verified through the platform's own test cases. The results indicate clear differences in the capabilities of the two models. GPT-3.5 demonstrated superior performance, generating correct code for approximately 90.6% of the function descriptions, whereas Bard produced correct code for 53.1% of the functions. While both models exhibited strengths and weaknesses, these findings suggest potential avenues for the development and refinement of more advanced AI-assisted code generation tools. The study underlines the potential of AI in automating and supporting aspects of software development, although further research is required to fully realize this potential.

cs.SE↗

Cryptocurrency co-investment network: token returns reflect investment patterns

Since the introduction of Bitcoin in 2009, the dramatic and unsteady evolution of the cryptocurrency market has also been driven by large investments by traditional and cryptocurrency-focused hedge funds. Notwithstanding their critical role, our understanding of the relationship between institutional investments and the evolution of the cryptocurrency market has remained limited, also due to the lack of comprehensive data describing investments over time. In this study, we present a quantitative study of cryptocurrency institutional investments based on a dataset collected for 1324 currencies in the period between 2014 and 2022 from Crunchbase, one of the largest platforms gathering business information. We show that the evolution of the cryptocurrency market capitalization is highly correlated with the size of institutional investments, thus confirming their important role. Further, we find that the market is dominated by the presence of a group of prominent investors who tend to specialise by focusing on particular technologies. Finally, studying the co-investment network of currencies that share common investors, we show that assets with shared investors tend to be characterized by similar market behavior. Our work sheds light on the role played by institutional investors and provides a basis for further research on their influence in the cryptocurrency ecosystem.

q-fin.ST↗

Ranking influential nodes in networks from partial information

Many complex systems exhibit a natural hierarchy in which elements can be ranked according to a notion of "influence". While the complete and accurate knowledge of the interactions between constituents is ordinarily required for the computation of nodes' influence, using a low-rank approximation we show that in a variety of contexts local information about the neighborhoods of nodes is enough to reliably estimate how influential they are, without the need to infer or reconstruct the whole map of interactions. Our framework is successful in approximating with high accuracy different incarnations of influence in systems as diverse as the WWW PageRank, trophic levels of ecosystems, upstreamness of industrial sectors in complex economies, and centrality measures of social networks, as long as the underlying network is not exceedingly sparse. We also discuss the implications of this "emerging locality" on the approximate calculation of non-linear network observables.

physics.soc-ph↗

"Spectrally gapped" random walks on networks: a Mean First Passage Time formula

We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only input the transition probabilities into the target node. It is derived from the calculation of the average resolvent of a deformed ensemble of random sub-stochastic matrices $H=\langle H\rangle +δH$, with $\langle H\rangle$ rank-$1$ and non-negative. The accuracy of the formula depends on the spectral gap of the reduced transition matrix, and it is tested numerically on several instances of (weighted) networks away from the high sparsity regime, with an excellent agreement.

cond-mat.stat-mech↗

On Technical Trading and Social Media Indicators in Cryptocurrencies' Price Classification Through Deep Learning

This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of features: technical, trading and social media indicators, considering a restricted model of only technical indicators and an unrestricted model with technical, trading and social media indicators. We verified whether the consideration of trading and social media indicators, along with the classic technical variables (such as price's returns), leads to a significative improvement in the prediction of cryptocurrencies price's changes. We conducted the study on the two highest cryptocurrencies in volume and value (at the time of the study): Bitcoin and Ethereum. We implemented four different machine learning algorithms typically used in time-series classification problems: Multi Layers Perceptron (MLP), Convolutional Neural Network (CNN), Long Short Term Memory (LSTM) neural network and Attention Long Short Term Memory (ALSTM). We devised the experiments using the advanced bootstrap technique to consider the variance problem on test samples, which allowed us to evaluate a more reliable estimate of the model's performance. Furthermore, the Grid Search technique was used to find the best hyperparameters values for each implemented algorithm. The study shows that, based on the hourly frequency results, the unrestricted model outperforms the restricted one. The addition of the trading indicators to the classic technical indicators improves the accuracy of Bitcoin and Ethereum price's changes prediction, with an increase of accuracy from a range of 51-55% for the restricted model, to 67-84% for the unrestricted model.

q-fin.ST↗

A percolation model for the emergence of the Bitcoin Lightning Network

The Lightning Network is a so-called second-layer technology built on top of the Bitcoin blockchain to provide "off-chain" fast payment channels between users, which means that not all transactions are settled and stored on the main blockchain. In this paper, we model the emergence of the Lightning Network as a (bond) percolation process and we explore how the distributional properties of the volume and size of transactions per user may impact its feasibility. The agents are all able to reciprocally transfer Bitcoins using the main blockchain and also - if economically convenient - to open a channel on the Lightning Network and transact "off chain". We base our approach on fitness-dependent network models: as in real life, a Lightning channel is opened with a probability that depends on the "fitness" of the concurring nodes, which in turn depends on wealth and volume of transactions. The emergence of a connected component is studied numerically and analytically as a function of the parameters, and the phase transition separating regions in the phase space where the Lightning Network is sustainable or not is elucidated. We characterize the phase diagram determining the minimal volume of transactions that would make the Lightning Network sustainable for a given level of fees or, alternatively, the maximal cost the Lightning ecosystem may impose for a given average volume of transactions. The model includes parameters that could be in principle estimated from publicly available data once the evolution of the Lighting Network will have reached a stationary operable state, and is fairly robust against different choices of the distributions of parameters and fitness kernels.

cs.CY↗

A Model of the Optimal Selection of Crypto Assets

We propose a modelling framework for the optimal selection of crypto assets. Crypto assets differ by two essential features: security (technological) and stability (governance). Investors make choices over crypto assets similarly to how they make choices by using a recommender app: the app presents each investor with a pair of crypto assets with certain security-stability characteristics to be compared. Each investor submits its preference for adopting one of the two assets to the app. The app, in turn, provides a recommendation on whether the proposed adoption is sensible given the assets' essential features, information about the adoption choices of all other investors, and expected future economic benefits of adoption. Investors continue making their adoption choices over all pairs of crypto assets until their expected future economic benefits can no longer be improved upon. This constitutes an optimal selection decision. We simulate optimal selection decisions considering the behaviour of different types of investors, driven by their attitudes towards assets' features. We find a variety of possible emergent outcomes for the investments in the crypto-ecosystem and the future adoption of the crypto assets.

cs.CY↗

SHARVOT: secret SHARe-based VOTing on the blockchain

Recently, there has been a growing interest in using online technologies to design protocols for secure electronic voting. The main challenges include vote privacy and anonymity, ballot irrevocability and transparency throughout the vote counting process. The introduction of the blockchain as a basis for cryptocurrency protocols, provides for the exploitation of the immutability and transparency properties of these distributed ledgers. In this paper, we discuss possible uses of the blockchain technology to implement a secure and fair voting system. In particular, we introduce a secret share-based voting system on the blockchain, the so-called SHARVOT protocol. Our solution uses Shamir's Secret Sharing to enable on-chain, i.e. within the transactions script, votes submission and winning candidate determination. The protocol is also using a shuffling technique, Circle Shuffle, to de-link voters from their submissions.

cs.CY↗

The role of idiotypic interactions in the adaptive immune system: a belief-propagation approach

In this work we use belief-propagation techniques to study the equilibrium behaviour of a minimal model for the immune system comprising interacting T and B clones. We investigate the effect of the so-called idiotypic interactions among complementary B clones on the system's activation. Our result shows that B-B interactions increase the system's resilience to noise, making clonal activation more stable, while increasing the cross-talk between different clones. We derive analytically the noise level at which a B clone gets activated, in the absence of cross-talk, and find that this increases with the strength of idiotypic interactions and with the number of T cells signalling the B clone. We also derive, analytically and numerically, via population dynamics, the critical line where clonal cross-talk arises. Our approach allows us to derive the B clone size distribution, which can be experimentally measured and gives important information about the adaptive immune system response to antigens and vaccination.

cond-mat.dis-nn↗

A dynamical model of the adaptive immune system: effects of cells promiscuity, antigens and B-B interactions

We analyse a minimal model for the primary response in the adaptive immune system comprising three different players: antigens, T and B cells. We assume B-T interactions to be diluted and sampled locally from heterogeneous degree distributions, which mimic B cells receptors' promiscuity. We derive dynamical equations for the order parameters quantifying the B cells activation and study the nature and stability of the stationary solutions using linear stability analysis and Monte Carlo simulations.The system's behaviour is studied in different scaling regimes of the number of B cells, dilution in the interactions and number of antigens. Our analysis shows that: (i) B cells activation depends on the number of receptors in such a way that cells with an insufficient number of triggered receptors cannot be activated; (ii) idiotypic (i.e. B-B) interactions enhance parallel activation of multiple clones, improving the system's ability to fight different pathogens in parallel; (iii) the higher the fraction of antigens within the host the harder is for the system to sustain parallel signalling to B cells, crucial for the homeostatic control of cell numbers.

q-bio.CB↗

Associative networks with diluted patterns: dynamical analysis at low and medium load

In this work we solve the dynamics of pattern diluted associative networks, evolving via sequential Glauber update. We derive dynamical equations for the order parameters, that quantify the simultaneous pattern recall of the system, and analyse the nature and stability of the stationary solutions by means of linear stability analysis as well as Monte Carlo simulations. We investigate the parallel retrieval capabilities of the system in different regions of the phase space, in particular in the low and medium storage regimes and for finite and extreme pattern dilution. Results show that in the absence of patterns cross-talk, all patterns are recalled symmetrically for any temperature below criticality, while in the presence of pattern cross-talk, symmetric retrieval becomes unstable as temperature is lowered and a hierarchical retrieval takes over. The shape of the hierarchical retrieval occurring at zero temperature is provided. The parallel retrieval capabilities of the network are seen to degrade gracefully in the regime of strong interference, but they are not destroyed.

cond-mat.dis-nn↗

Parallel processing in immune networks

In this work we adopt a statistical mechanics approach to investigate basic, systemic features exhibited by adaptive immune systems. The lymphocyte network made by B-cells and T-cells is modeled by a bipartite spin-glass, where, following biological prescriptions, links connecting B-cells and T-cells are sparse. Interestingly, the dilution performed on links is shown to make the system able to orchestrate parallel strategies to fight several pathogens at the same time; this multitasking capability constitutes a remarkable, key property of immune systems as multiple antigens are always present within the host. We also define the stochastic process ruling the temporal evolution of lymphocyte activity, and show its relaxation toward an equilibrium measure allowing statistical mechanics investigations. Analytical results are compared with Monte Carlo simulations and signal-to-noise outcomes showing overall excellent agreement. Finally, within our model, a rationale for the experimentally well-evidenced correlation between lymphocytosis and autoimmunity is achieved; this sheds further light on the systemic features exhibited by immune networks.

q-bio.CB↗