23 citations · 49 across the 36 of their papers we have counts for
4 papers · 1 filter
On tail inference in scale-free inhomogeneous random graphs
Daniel Cirkovic, Tiandong Wang, Daren B. H. Cline
Both empirical and theoretical investigations of scale-free network models have found that large degrees in a network exert an outsized impact on its structure. However, the tools…
Mitigating Extremal Risks: A Network-Based Portfolio Strategy
Qian Hui, Tiandong Wang
In financial markets marked by inherent volatility, extreme events can result in substantial investor losses. This paper proposes a portfolio strategy designed to mitigate extremal…
Simultaneous Identification of Sparse Structures and Communities in Heterogeneous Graphical Models
Dapeng Shi, Tiandong Wang, Zhiliang Ying
Exploring and detecting community structures hold significant importance in genetics, social sciences, neuroscience, and finance. Especially in graphical models, community detectio…
Emergence of Multivariate Extremes in Multilayer Inhomogeneous Random Graphs
Daniel Cirkovic, Tiandong Wang, Daren B. H. Cline
In this paper, we propose a multilayer inhomogeneous random graph model (MIRG), whose layers may consist of both single-edge and multi-edge graphs. In the single layer case, it has…