112 citations · 354 across the 10 of their papers we have counts for
4 papers · 1 filter
Community detection in temporal multilayer networks, with an application to correlation networks
Marya Bazzi, Mason A. Porter, Stacy Williams +3
Networks are a convenient way to represent complex systems of interacting entities. Many networks contain "communities" of nodes that are more densely connected to each other than…
Dynamic communities in multichannel data: An application to the foreign exchange market during the 2007--2008 credit crisis
Daniel J. Fenn, Mason A. Porter, Mark McDonald +3
We study the cluster dynamics of multichannel (multivariate) time series by representing their correlations as time-dependent networks and investigating the evolution of network co…
Impact of Unexpected Events, Shocking News and Rumours on Foreign Exchange Market Dynamics
Mark McDonald, Omer Suleman, Stacy Williams +2
We analyze the dynamical response of the world's financial community to various types of unexpected events, including the 9/11 terrorist attacks as they unfolded on a minute-by-min…
What shakes the FX tree? Understanding currency dominance, dependence and dynamics
Neil F. Johnson, Mark McDonald, Omer Suleman +2
There is intense interest in understanding the stochastic and dynamical properties of the global Foreign Exchange (FX) market, whose daily transactions exceed one trillion US dolla…