4 papers · 1 filter
Efficient Estimation for Longitudinal Networks via Adaptive Merging
Haoran Zhang, Junhui Wang
Longitudinal network consists of a sequence of temporal edges among multiple nodes, where the temporal edges are observed in real time. It has become ubiquitous with the rise of on…
Efficient estimation and inference for the signed -model in directed signed networks
Haoran Zhang, Junhui Wang
This paper proposes a novel signed -model for directed signed network, which is frequently encountered in application domains but largely neglected in literature. The proposed s…
Signed Network Embedding with Application to Simultaneous Detection of Communities and Anomalies
Haoran Zhang, Junhui Wang
Signed networks are frequently observed in real life with additional sign information associated with each edge, yet such information has been largely ignored in existing network m…
High-Frequency-Based Volatility Model with Network Structure
Huiling Yuan, Guodong Li, Junhui Wang
This paper introduces one new multivariate volatility model that can accommodate an appropriately defined network structure based on low-frequency and high-frequency data. The mode…