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Statistical Properties of Social Networks [chapter]

Mary McGlohon, Leman Akoglu, Christos Faloutsos
2011 Social Network Data Analytics  
In this chapter we describe patterns that occur in the structure of social networks, represented as graphs.  ...  We describe two main classes of properties, static properties, or properties describing the structure of snapshots of graphs; and dynamic properties, properties describing how the structure evolves over  ...  Static Properties We next review static properties of social graphs.  ... 
doi:10.1007/978-1-4419-8462-3_2 fatcat:huvb2zqnnvhmznpghn4s56hl34

Statistical Properties of Community Dynamics in Large Social Networks

Gergely Palla, Tamás Vicsek
2009 International journal of agent technologies and systems  
When compared to the questionnaire date, the information about the individual links is Statistical properties of Community Dynamics in large Social Networks Gergely Palla, Statistical and Biological  ...  groups) in large social networks.  ... 
doi:10.4018/jats.2009071001 fatcat:ee6ocjqno5arfnnsw5kyfuma2q

Statistical properties of community structure in large social and information networks

Jure Leskovec, Kevin J. Lang, Anirban Dasgupta, Michael W. Mahoney
2008 Proceeding of the 17th international conference on World Wide Web - WWW '08  
In this paper, we characterize as a function of size the statistical and structural properties of such sets of nodes.  ...  , and from small social networks that have served as testbeds of community detection algorithms.  ...  Acknowledgement We thank Reid Andersen, Christos Faloutsos and Jon Kleinberg for discussions, Lars Backstrom for data, and Arpita Ghosh for assistance with the proof of Theorem 1.  ... 
doi:10.1145/1367497.1367591 dblp:conf/www/LeskovecLDM08 fatcat:zbvbhkt6jbd7hcpbqotk4o6pfa

More Statistical Properties of Order Books and Price Impact

Marc Potters, Jean-Philippe Bouchaud
2002 Social Science Research Network  
We investigate present some new statistical properties of order books.  ...  We analyse data from the Nasdaq and investigate (a) the statistics of incoming limit order prices, (b) the shape of the average order book, and (c) the typical life time of a limit order as a function  ...  Many statistical properties of financial markets have already been explored, and have revealed striking similarities between very different markets (different traded assets, different geographical zones  ... 
doi:10.2139/ssrn.507343 fatcat:2udcd5hvmrewxpewgayzw4qyzi

Summary Statistics of Implied Probability Density Functions and their Properties

Damien P.G. Lynch, Nikolaos Panigirtzoglou
2002 Social Science Research Network  
A time-series analysis of these statistics for equity index and interest rate markets provides some stylised facts about the behaviour of these elements of market expectations, their historical distribution  ...  The statistics that summarise probability density functions (pdfs) implied from option prices can be used to assess market expectations about future uncertainty, asymmetry and the probability of extreme  ...  Historical behaviour of implied pdf summary statistics We begin by examining the historical properties of the implied pdf summary statistics.  ... 
doi:10.2139/ssrn.314392 fatcat:qo4mfzczsjhr5kixm7sglg5bma

An Excursion into the Statistical Properties of Hedge Fund Returns

Harry M. Kat, Sa Lu
2002 Social Science Research Network  
This paper provides an overview of the most important statistical properties of individual hedge fund returns.  ...  Finally, an equally-weighted portfolio of all funds in our sample offers a 2.76% higher mean return than the average fund of funds.  ...  Comparing CONCLUSIONS In this paper we have studied the statistical properties of individual hedge fund returns.  ... 
doi:10.2139/ssrn.310227 fatcat:ij2lesql3fhvxhtmrqyaw6pite

Statistical Properties of Stock Order Books: Empirical Results and Models

Jean-Philippe Bouchaud, Marc Mezard, Marc Potters
2002 Social Science Research Network  
We investigate several statistical properties of the order book of three liquid stocks of the Paris Bourse. The results are to a large degree independent of the stock studied.  ...  The most interesting features concern (i) the statistics of incoming limit order prices, which follows a power-law around the current price with a diverging mean; and (ii) the shape of the average order  ...  Many statistical properties of financial markets have already been explored, and have revealed striking similarities between very different markets (different traded assets, different geographical zones  ... 
doi:10.2139/ssrn.507362 fatcat:p4w7waway5amdbsv5hvpwq4y2u

Properties of the Vacancy Statistic in the Discrete Circle Covering Problem

Gadi Barlevy, H.N. Nagaraja
2013 Social Science Research Network  
We also discuss an application of our results to a study of contagion in banking networks.  ...  We correct his expression for its probability mass function, obtain the first two moments, and describe their limiting properties.  ...  We establish limiting properties of V in Section 4 and link our results to those of Siegel (1978) .  ... 
doi:10.2139/ssrn.2292132 fatcat:3dhwqw3vrfby5khovhme75zxi4

On the Statistical Properties of a Simple Index of Persistence: Theory and Empirical Applications

Giorgio Fagiolo
2011 Social Science Research Network  
In this note we study the statistical properties of a simple index of persistence.  ...  Finally, we present a macroeconomic application to exemplify how to statistically discriminate between high and low levels of the index according to the maintained null hypothesis.  ...  The statistical properties of the index are discussed in Section 3, whereas Section 4 contains an empirical application. Finally, Section 5 concludes.  ... 
doi:10.2139/ssrn.2000339 fatcat:gn6m2gjmo5hi3lbwbbccy6byte

Small Sample Properties of Certain Cointegration test Statistics: A Monte Carlo Study

Phoebus J. Dhrymes, Thomakos D. Dimitrios
1998 Social Science Research Network  
rather poorly in terms of power.  ...  The latter investigates the performance of various versions of the Conformity test ( CCT ) for the existence and rank of cointegration, as given in Dhrymes (1996b), the likelihood ratio test ( LRT ) as  ...  Size and Power of the Test Statistics In this section we discuss the size and power properties of the various test procedures examined earlier.  ... 
doi:10.2139/ssrn.138151 fatcat:hxnojmjs2zfb7eab7vybjobkmq

European Commission's Forecasts Accuracy Revisited: Statistical Properties and Possible Causes of Forecast Errors

Marco Fioramanti, Laura Gonzalez Cabanillas, Bjorn Roelstraete
2016 Social Science Research Network  
Summary statistics are also provided in the Annexes for total investment, the unemployment rate and the current-account balance, but results are not discussed in the paper.  ...  efficient in terms of their use of all available data.  ...  of the properties of the Commission's forecasts.  ... 
doi:10.2139/ssrn.2753854 fatcat:xr63m5bltrhtdcglfjtqinwge4

Centrality properties of directed module members in social networks

Péter Pollner, Gergely Palla, Dániel Ábel, András Vicsek, Illés J. Farkas, Imre Derényi, Tamás Vicsek
2008 Physica A: Statistical Mechanics and its Applications  
Here we investigate the centrality properties of directed module members in social networks obtained from e-mail exchanges and from sociometric questionnaires.  ...  Several recent studies of complex networks have suggested algorithms for locating network communities, also called modules or clusters, which are mostly defined as groups of nodes with dense internal connections  ...  Acknowledgements The authors thank the partial support of the Hungarian National Science Fund (OTKA T034995, K068669, PD048422, K060456) and the National Research and Technological Office (NKTH, CellCom  ... 
doi:10.1016/j.physa.2008.04.025 fatcat:nfnst6g2ifdxraj6dwers363ya

Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates

Ramazan Gencay, Michel M. Dacorogna, Giuseppe Ballocchi, Richard B. Olsen, Olivier V. Pictet
1999 Social Science Research Network  
Second, the real-time trading model is used to evaluate the statistical properties of foreign exchange rates. The out-of-sample test period is seven years of high-frequency data for four major rates.  ...  The null hypothesis of whether the real-time performances of the foreign exchange series are consistent with traditional statistical processes is tested under the probability distributions of the performance  ...  An extensive examination of the statistical properties and modeling methods of high-frequency financial markets can be found in Dacorogna et al. (2001b) .  ... 
doi:10.2139/ssrn.155048 fatcat:b2bljjjfozepdhvr3r7pnkl44y

Toward a More Nuanced Understanding of the Statistical Properties of a Median Split

Dawn Iacobucci, Steven S. Posavac, Frank R. Kardes, Matthew Schneider, Deidre L. Popovich
2015 Social Science Research Network  
Traditionally, this practice of dichotomization has been criticized for the resulting loss of information and reduction in power.  ...  More recently, this practice has been criticized for sometimes producing Type I errors for effects regarding other terms in a model, resulting in a recommendation of the unconditional avoidance of median  ...  With knowledge of the properties of a standard normal curve, we can see that these sets of researchers are engaging in highly similar behavior.  ... 
doi:10.2139/ssrn.2663427 fatcat:wolzhrdjnzcgxfbxiuts4hidwq

Dark Gold: Statistical Properties of Clandestine Networks in Massively Multiplayer Online Games

Brian Keegan, Muhammad Aurangzeb Ahmed, Dmitri Williams, Jaideep Srivastava, Noshir Contractor
2010 2010 IEEE Second International Conference on Social Computing  
Using anonymized data from a popular online game to construct networks of characters involved in gold farming, we examine the trade networks of gold farmers, their trading affiliates, and uninvolved characters  ...  Our findings are compared against a real world drug trafficking network and suggest similarities in both organizations' network structures which reflect similar effects of secrecy, resilience, and efficiency  ...  The findings presented do not in any way represent, either directly or through implication, the policies of these organizations.  ... 
doi:10.1109/socialcom.2010.36 dblp:conf/socialcom/KeeganAWSC10 fatcat:axoxdnyu55g2fh5eoir7czmioy
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