This paper examines whether we can improve the predictability of financial return series by exploiting the effect of cross-correlations among different financial markets. We forecast financial return series based on the support vector machines (SVM) method, which can surpass the random-walk...

Betweenness is often considered as a direct or slightly modified approximation of real-life flow in the study of transport networks. We test this assumption by comparing the estimated traffic pattern with the real-life traffic pattern of 53 international trade networks. The results reveal that...