25 citations · 80 across the 7 of their papers we have counts for
3 papers · 1 filter
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…
Benchmarking Measures of Network Influence
Aaron Bramson, Benjamin Vandermarliere
Identifying key agents for the transmission of diseases (ideas, technology, etc.) across social networks has predominantly relied on measures of centrality on a static base network…
Detection and localization of change points in temporal networks with the aid of stochastic block models
Simon De Ridder, Benjamin Vandermarliere, Jan Ryckebusch
A framework based on generalized hierarchical random graphs (GHRGs) for the detection of change points in the structure of temporal networks has recently been developed by Peel and…