arXiv subjects

Tanya Araújo

Publications and source records attributed to Tanya Araújo.

At least 19 recordsLinked to original sources

arXiv2025

Gender Differences in International Research Collaboration in European Union

This paper investigates International Research Collaboration (IRC) among European Union (EU) countries from 2011 to 2022, with emphasis on gender-based authorship patterns. Drawing from the Web of Science Social Science Citation Index (WoS-SSCI) database, a large dataset of IRC articles was constructed, annotated with categories of authorship based on gender, author affiliation, and COVID-19 subject as topic. Using network science, the study maps collaboration structures and reveals gendered differences in co-authorship networks. Results highlight a substantial rise in IRC over the decade, particularly with the USA and China as key non-EU partners. Articles with at least one female author were consistently less frequent than those with at least one male author. Notably, female-exclusive collaborations showed distinctive network topologies, with more centralized (star-like) patterns and shorter tree diameters. The COVID-19 pandemic further reshaped collaboration dynamics, temporarily reducing the gender gap in IRC but also revealing vulnerabilities in female-dominated research networks. These findings underscore both progress and persistent disparities in the gender dynamics of EU participation in IRC.

cs.SI↗

arXiv2023

Reconstructing cryptocurrency processes via Markov chains

The growing attention on cryptocurrencies has led to increasing research on digital stock markets. Approaches and tools usually applied to characterize standard stocks have been applied to the digital ones. Among these tools is the identification of processes of market fluctuations. Being interesting stochastic processes, the usual statistical methods are appropriate tools for their reconstruction. There, besides chance, the description of a behavioural component shall be present whenever a deterministic pattern is ever found. Markov approaches are at the leading edge of this endeavour. In this paper, Markov chains of orders one to eight are considered as a way to forecast the dynamics of three major cryptocurrencies. It is accomplished using an empirical basis of intra-day returns. Besides forecasting, we investigate the existence of eventual long-memory components in each of those stochastic processes. Results show that predictions obtained from using the empirical probabilities are better than random choices.

q-fin.CP↗

arXiv2023

The evolution of Complexity co-occurring keywords: bibliometric analysis and network approach

Bibliometric studies based on the Web of Science (WOS) database have become an increasingly popular method for analysing the structure of scientific research. So do network approaches, which, based on empirical data, make it possible to characterize the emergence of topological structures over time and across multiple research areas. Our paper is a contribution to interweaving these two lines of research that have progressed in separate ways but whose common applications have been increasingly more frequent. Among other attributes, Author Keywords and Keywords Plus are used as units of analysis that enable us to identify changes in the topics of interest and related bibliography. By considering the co-occurrence of those keywords with the Author Keyword \texttt{Complexity}, we provide an overview of the evolution of studies on Complexity Sciences, and compare this evolution in seven scientific fields. The results show a considerable increase in the number of papers dealing with complexity, as well as a general tendency across different disciplines for this literature to move from a more foundational, general and conceptual to a more applied and specific set of co-occurring keywords. Moreover, we provide evidence of changing topologies of networks of co-occurring keywords, which are described through the computation of some topological coefficients. In so doing, we emphasize the distinguishing structures that characterize the networks of the seven research areas.

cs.DL↗

arXiv2022

Long-range connections, real-world networks and rates of diffusion

Long range connections play an essential role in dynamical processes on networks, on the processing of information in biological networks, on the structure of social and economical networks and in the propagation of opinions and epidemics. Here we review the evidence for long range connections in real world networks and discuss the nature of the nonlocal diffusion arising from different distance-dependent laws. Particular attention is devoted to exponential and power laws.

nlin.AO↗

arXiv2021

Gender-based occupational segregation: a bit string approach

The systematic differences of gender representation across occupations, gender-based occupational segregation, has been suggested as one of the most important determinants of the still existing gender wage gap. Despite some signs of a decreasing trend, there is evidence that occupational gendered segregation is persistent even though gender differences in human capital variables have been disappearing. Using an agent-based model we provide a framework that introduces discriminatory behavior based on labour market theories of discrimination where workers and firms can exhibit gendered preferences. The introduction of discriminatory behavior transforms the otherwise random dynamics of occupational choice into a persistent gender-based occupational segregation consistent with empirical evidence.

cs.SI↗

arXiv2020

Long-range connections and mixed diffusion in fractional networks

Networks with long-range connections obeying a distance-dependent power law of sufficiently small exponent display superdiffusion, Lévy flights and robustness properties very different from the scale-free networks. It has been proposed that these networks, found both in society and biology, be classified as a new structure, the fractional networks. Particular important examples are the social networks and the modular hierarchical brain networks where both short- and long-range connections are present. The anomalous superdiffusive and the mixed diffusion behavior of these networks is studied here as well as its relation to the nature and density of the long-range connections.

nlin.AO↗

arXiv2018

Reframing the S\&P500 Network of Stocks along the \nth{21} Century

Since the beginning of the new millennium, stock markets went through every state from long-time troughs, trade suspensions to all-time highs. The literature on asset pricing hence assumes random processes to be underlying the movement of stock returns. Observed procyclicality and time-varying correlation of stock returns tried to give the apparently random behavior some sort of structure. However, common misperceptions about the co-movement of asset prices in the years preceding the \emph{Great Recession} and the \emph{Global Commodity Crisis}, is said to have even fueled the crisis' economic impact. Here we show how a varying macroeconomic environment influences stocks' clustering into communities. From a sample of 296 stocks of the S\&P 500 index, distinct periods in between 2004 and 2011 are used to develop networks of stocks. The Minimal Spanning Tree analysis of those time-varying networks of stocks demonstrates that the crises of 2007-2008 and 2010-2011 drove the market to clustered community structures in both periods, helping to restore the stock market's ceased order of the pre-crises era. However, a comparison of the emergent clusters with the \textit{General Industry Classification Standard} conveys the impression that industry sectors do not play a major role in that order.

q-fin.ST↗

arXiv2017

The specific shapes of gender imbalance in scientific authorships: a network approach

Gender differences in collaborative research have received little attention when compared with the growing importance that women hold in academia and research. Unsurprisingly, most of bibliometric databases have a strong lack of directly available information by gender. Although empirical-based network approaches are often used in the study of research collaboration, the studies about the influence of gender dissimilarities on the resulting topological outcomes are still scarce. Here, networks of scientific subjects are used to characterize patterns that might be associated to five categories of authorships which were built based on gender. We find enough evidence that gender imbalance in scientific authorships brings a peculiar trait to the networks induced from papers published in Web of Science (WoS) indexed journals of Economics over the period 2010-2015 and having at least one author affiliated to a Portuguese institution. Our results show the emergence of a specific pattern when the network of co-occurring subjects is induced from a set of papers exclusively authored by men. Such a male-exclusive authorship condition is found to be the solely responsible for the emergence that particular shape in the network structure. This peculiar trait might facilitate future network analyses of research collaboration and interdisciplinarity.

cs.SI↗

arXiv2017

Big Missing Data: are scientific memes inherited differently from gendered authorship?

This paper seeks to build upon the previous literature on gender aspects in research collaboration and knowledge diffusion. Our approach adds the meme inheritance notion to traditional citation analysis, as we investigate if scientific memes are inherited differently from gendered authorship. Since authors of scientific papers inherit knowledge from their cited authors, once authorship is gendered we are able to characterize the inheritance process with respect to the frequencies of memes and their propagation scores depending on the gender of the authors. By applying methodologies that enable the gender disambiguation of authors, big missing data on the gender of citing and cited authors is dealt with. Our empirically based approach allows for investigating the combined effect of meme inheritance and gendered transmission. Results show that scientific memes do not spread differently from either male or female cited authors. Likewise, the memes that we analyse were not found to propagate more easily via male or female inheritance.

cs.SI↗

arXiv2016

The Topology of Inter-industry Relations from the Portuguese National Accounts

In last years, the Portuguese economy has gone through a severe adjustment process, affecting almost all industrial sectors, the building blocks of economic structures. Research on economic structural changes has made use of input/output tables to define networks of industrial relations. Here, these networks are induced from output tables of the Portuguese national accounting system, being each inter-industry relation defined by the output made by any two industries for the products that they both produce. The topological analysis of these networks allows to uncover a particular structure that comes out during the Portuguese adjustment program. The evolution of the industrial networks shows an important structural change in 2011-2014, confirming the usefulness of inducting similarity networks from output tables and the consequent promising power of the graph formulation for the analysis of inter-industry relations.

econ.GN↗

arXiv2016

The Topology of African Exports: emerging patterns on spanning trees

This paper is a contribution to interweaving two lines of research that have progressed in separate ways: network analyses of international trade and the literature on African trade and development. Gathering empirical data on African countries has important limitations and so does the space occupied by African countries in the analyses of trade networks. Here, these limitations are dealt with by the definition of two independent bipartite networks: a destination share network and\ a\ commodity share network. These networks - together with their corresponding minimal spanning trees - allow to uncover some ordering emerging from African exports in the broader context of international trade. The emerging patterns help to understand important characteristics of African exports and its binding relations to other economic, geographic and organizational concerns as the recent literature on African trade, development and growth has shown.

q-fin.GN↗

arXiv2014

Signal processing on graphs: Transforms and tomograms

Using projections on the (generalized) eigenvectors associated to matrices that characterize the topological structure, several authors have constructed generalizations of the Fourier transform on graphs. By exploring mappings of the spectrum of these matrices we show how to construct more general transforms, in particular wavelet-like transforms on graphs. For time-series, tomograms, a generalization of the Radon transforms to arbitrary pairs of non-commuting operators, are positive bilinear transforms with a rigorous probabilistic interpretation which provide a full characterization of the signals and are robust in the presence of noise. Here the notion of tomogram transform is also extended to signals on arbitrary graphs

physics.data-an↗

arXiv2012

Aggregation and Emergence in Agent-Based Models: A Markov Chain Approach

We analyze the dynamics of agent--based models (ABMs) from a Markovian perspective and derive explicit statements about the possibility of linking a microscopic agent model to the dynamical processes of macroscopic observables that are useful for a precise understanding of the model dynamics. In this way the dynamics of collective variables may be studied, and a description of macro dynamics as emergent properties of micro dynamics, in particular during transient times, is possible.

nlin.AO↗

arXiv2012

Who Replaces Whom? Local versus Non-local Replacement in Social and Evolutionary Dynamics

In this paper, we inspect well-known population genetics and social dynamics models. In these models, interacting individuals, while participating in a self-organizing process, give rise to the emergence of complex behaviors and patterns. While one main focus in population genetics is on the adaptive behavior of a population, social dynamics is more often concerned with the splitting of a connected array of individuals into a state of global polarization, that is, the emergence of speciation. Applying computational and mathematical tools we show that the way the mechanisms of selection, interaction and replacement are constrained and combined in the modeling have an important bearing on both adaptation and the emergence of speciation. Differently (un)constraining the mechanism of individual replacement provides the conditions required for either speciation or adaptation, since these features appear as two opposing phenomena, not achieved by one and the same model. Even though natural selection, operating as an external, environmental mechanism, is neither necessary nor sufficient for the creation of speciation, our modeling exercises highlight the important role played by natural selection in the interplay of the evolutionary and the self-organization modeling methodologies.

q-bio.PE↗

arXiv2012

How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market

This paper investigates the common intuition suggesting that during crises the shape of the financial market clearly differentiates from that of random walk processes. In this sense, it challenges the analysis of the nature of financial markets proposed by Fama and his associates. For this, a geometric approach is proposed in order to define the patterns of change of the market and a measure of multivariate kurtosis is used in order to test deviations from multinormality. The emergence of crises can be measured in this framework, using all the available information about the returns of the stocks under consideration and not only the index representing the market.

q-fin.ST↗

arXiv2012

Interlinkages and structural changes in cross-border liabilities: a network approach

We study the international interbank market through a geometrical and a topological analysis of empirical data. The geometrical analysis of the time series of cross-country liabilities shows that the systematic information of the interbank international market is contained in a space of small dimension, from which a topological characterization could be conveniently carried out. Weighted and complete networks of financial linkages across countries are developed, for which continuous clustering, degree centrality and closeness centrality are computed. The behavior of these topological coefficients reveals an important modification acting in the financial linkages in the period 1997-2011. Here we show that, besides the generalized clustering increase, there is a persistent increment in the degree of connectivity and in the closeness centrality of some countries. These countries seem to correspond to critical locations where tax policies might provide opportunities to shift debts. Such critical locations highlight the role that specific countries play in the network structure and helps to situates the turbulent period that has been characterizing the global financial system since the Summer 2007 as the counterpart of a larger structural change going on for a more than one decade.

q-fin.CP↗

arXiv2011

The topology of cross-border exposures: beyond the minimal spanning tree approach

The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where cross-border financial linkages play the fundamental role. It has also been emphasized that the relevance of these networks relies on the representation of changes follow-on the occurrence of stress events. Adopting a topological approach we are able to address the role that network structures play in the spread of shocks and conversely, the effectiveness of stress events and its impact on the structure of the networks. Here, from series of interbank liabilities and claims over different time periods, we have developed networks of positions (net claims) between countries. Besides the Minimal Spanning Tree analysis of the time-constrained networks, a coefficient of residuality is defined to capture the structural evolution of the network of cross-border financial linkages. Because some structural changes seem to be related to the role that countries play in the financial context, networks of debtor and creditor countries are also developed. Empirical results allows to relate the network structure that emerges in the last years to the globally turbulent period that has characterized financial systems since the latest nineties. The residuality coefficient highlights an important modification acting in the financial linkages across countries in the period 1997-2011, and situates the recent financial crises as replica of a larger structural change going on since 1997.

q-fin.ST↗

arXiv2011

Portfolios and the market geometry

A geometric analysis of the time series of returns has been performed in the past and it implied that the most of the systematic information of the market is contained in a space of small dimension. Here we have explored subspaces of this space to find out the relative performance of portfolios formed from the companies that have the largest projections in each one of the subspaces. It was found that the best performance portfolios are associated to some of the small eigenvalue subspaces and not to the dominant directions in the distances matrix. This occurs in such a systematic fashion over an extended period (1990-2008) that it may not be a statistical accident.

q-fin.PM↗