Thermodynamic motif analysis for directed stock market networks

作者：

Highlights：

• This paper presents a novel thermodynamic framework for directed time evolving networks, especially in financial domain, by building the connection between graphs and dilute gas system.

• The thermodynamic motif framework successfully combines the structural characteristic of motifs with their statistical characteristics to represent the entire complex networks.

• The thermodynamic framework based on directed motif performs well in revealing the evolution characteristics of time series network and the detection of crisis events in financial network.

摘要

•This paper presents a novel thermodynamic framework for directed time evolving networks, especially in financial domain, by building the connection between graphs and dilute gas system.•The thermodynamic motif framework successfully combines the structural characteristic of motifs with their statistical characteristics to represent the entire complex networks.•The thermodynamic framework based on directed motif performs well in revealing the evolution characteristics of time series network and the detection of crisis events in financial network.

论文关键词：Cluster expansion,Motif,Directed network entropy

论文评审过程：Received 30 July 2020, Revised 8 January 2021, Accepted 30 January 2021, Available online 2 February 2021, Version of Record 8 February 2021.

论文官网地址：https://doi.org/10.1016/j.patcog.2021.107872