71 citations · 102 across the 9 of their papers we have counts for
9 papers
Congruity of genomic and epidemiological data in modeling of local cholera outbreaks
Mateusz Wilinski, Lauren Castro, Jeffrey Keithley +5
Cholera continues to be a global health threat. Understanding how cholera spreads between locations is fundamental to the rational, evidence-based design of intervention and contro…
Detecting Hidden Layers from Spreading Dynamics on Complex Networks
Łukasz G. Gajewski, Jan Chołoniewski, Mateusz Wilinski
When dealing with spreading processes on networks it can be of the utmost importance to test the reliability of data and identify potential unobserved spreading paths. In this pape…
Prediction-Centric Learning of Independent Cascade Dynamics from Partial Observations
Mateusz Wilinski, Andrey Y. Lokhov
Spreading processes play an increasingly important role in modeling for diffusion networks, information propagation, marketing and opinion setting. We address the problem of learni…
Detectability of Macroscopic Structures in Directed Asymmetric Stochastic Block Model
Mateusz Wilinski, Piero Mazzarisi, Daniele Tantari +1
We study the problem of identifying macroscopic structures in networks, characterizing the impact of introducing link directions on the detectability phase transition. To this end,…
Network Sensitivity of Systemic Risk
Amanah Ramadiah, Domenico Di Gangi, D. Ruggiero Lo Sardo +6
A growing body of studies on systemic risk in financial markets has emphasized the key importance of taking into consideration the complex interconnections among financial institut…
Complex Correlation Approach for High Frequency Financial Data
Mateusz Wilinski, Yuichi Ikeda, Hideaki Aoyama
We propose a novel approach that allows to calculate Hilbert transform based complex correlation for unevenly spaced data. This method is especially suitable for high frequency tra…
Intra-day variability of the stock market activity versus stationarity of the financial time series
T. Gubiec, M. Wiliński
We describe the impact of the intra-day activity pattern on the autocorrelation function estimator. We obtain an exact formula relating estimators of the autocorrelation functions…
Nucleation, condensation and lambda-transition on a real-life stock market
M. Wilinski, B. Szewczak, T. Gubiec +2
We fill a void in merging empirical and phenomenological characterisation of the dynamical phase transitions in complex systems by identifying three of them on real-life financial…
Structural and topological phase transitions on the German Stock Exchange
M. Wiliński, A. Sienkiewicz, T. Gubiec +2
We find numerical and empirical evidence for dynamical, structural and topological phase transitions on the (German) Frankfurt Stock Exchange (FSE) in the temporal vicinity of the…