68 citations · 125 across the 10 of their papers we have counts for
11 papers
Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks
Stijn De Backer, Luis E. C. Rocha, Jan Ryckebusch +1
The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales…
On the potential of quantum walks for modeling financial return distributions
Stijn De Backer, Luis E. C. Rocha, Jan Ryckebusch +1
Accurate modeling of the temporal evolution of asset prices is crucial for understanding financial markets. We explore the potential of discrete-time quantum walks to model the evo…
Validating a dynamic input-output model for the propagation of supply and demand shocks during the COVID-19 pandemic in Belgium
Tijs W. Alleman, Koen Schoors, Jan M. Baetens
This work validates a dynamic production network model, used to quantify the impact of economic shocks caused by COVID-19 in the UK, using data for Belgium. Because the model was p…
Social network heterogeneity benefits individuals at the expense of groups in the creation of innovation
Fatemeh Zarei, Jan Ryckebusch, Koen Schoors +1
Innovation is fundamental for development and provides a competitive advantage for societies. It is the process of creating more complex technologies, ideas, or protocols from exis…
Network control by a constrained external agent as a continuous optimization problem
Jannes Nys, Milan van den Heuvel, Koen Schoors +1
Social science studies dealing with control in networks typically resort to heuristics or describing the static control distribution. Optimal policies, however, require interventio…
The scaling of social interactions across animal species
Luis E C Rocha, Jan Ryckebusch, Koen Schoors +1
Social animals self-organise to create groups to increase protection against predators and productivity. One-to-one interactions are the building blocks of these emergent social st…
Loan maturity aggregation in interbank lending networks obscures mesoscale structure and economic functions
Marnix Van Soom, Milan van den Heuvel, Jan Ryckebusch +1
Since the 2007-2009 financial crisis, substantial academic effort has been dedicated to improving our understanding of interbank lending networks (ILNs). Because of data limitation…
Social Stability and Extended Social Balance - Quantifying the Role of Inactive Links in Social Networks
Andres M. Belaza, Jan Ryckebusch, Aaron Bramson +5
Structural balance in social network theory starts from signed networks with active relationships (friendly or hostile) to establish a hierarchy between four different types of tri…
Statistical Physics of Balance Theory
Andres M. Belaza, Kevin Hoefman, Jan Ryckebusch +3
Triadic relationships are accepted to play a key role in the dynamics of social and political networks. Building on insights gleaned from balance theory in social network studies a…
Discrete hierarchy of sizes and performances in the exchange-traded fund universe
Benjamin Vandermarliere, Jan Ryckebusch, Koen Schoors +2
Using detailed statistical analyses of the size distribution of a universe of equity exchange-traded funds (ETFs), we discover a discrete hierarchy of sizes, which imprints a log-p…
Beyond the Power Law: Uncovering Stylized Facts in Interbank Networks
Benjamin Vandermarliere, Alexei Karas, Jan Ryckebusch +1
We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specif…