The extraction of relevant and meaningful information from large streams of data has become one of the major challenges for scientists working in the field of complex systems. In particular, one of the main goals is to get information about the underlying system of interactions that leads to...

Dimensionality reduction is one of the most important methods to improve the efficiency of the techniques that are applied to the field of multivariate time series data mining. Due to multivariate time series with the variable-based and time-based dimensions, the reduction techniques must take...

The objective of this paper is to examine causality and feedback relationships between primary commodity prices and US inflation. To this end, the bivariate noisy Mackey–Glass process recently developed by Kyrtsou and Labys [Evidence for chaotic dependence between US inflation and commodity...

Copulas are often used in finance to characterize the dependence between assets. However, a choice of the functional form for the copula is an open question in the literature. This paper develops a goodness-of-fit test for copulas based on positive definite bilinear forms. The suggested test...

This work concerns the study of the effects felt by a network as a whole when a specific node is perturbed. Many real world systems can be described by network models in which the interactions of the various agents can be represented as an edge of a graph. With a graph model in hand, it is...

Synchronization is a phenomenon observed in all of the living and in much of the non-living world, for example in the heart beat, Huygens’ clocks, the flashing of fireflies and the clapping of audiences. Depending on the number of degrees of freedom involved, different mathematical approaches...

We investigate the preferential attachment graphs proceeding from the following two assumptions. The first one: the probability that a new vertex connects to a vertex i is proportional to an arbitrary nonnegative function f of a vertex degree k. The second assumption: a new vertex can have a...