Benjamin Vandermarliere

Beyond the power law : Uncovering stylized facts in interbank networks

We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over August 1998–October 2004. Specifically, we examine the distributions of (un)directed (un)weighted degree, nodal attributes (bank assets, capital and capital-to-assets ratio) and edge weights (loan size and counterparty exposure). We search for the theoretical distribution that fits the data best and report the “best” fit parameters.

Detection and localization of change points in temporal networks with the aid of stochastic block models

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 Clauset [1]. We build on this methodology and extend it to also include the versatile stochastic block models (SBMs) as a parametric family for reconstructing the empirical networks. We use five different techniques for change point detection on prototypical temporal networks, including empirical and synthetic ones. We find that none of the considered methods can consistently outperform the others when it comes to detecting and locating the expected change points in empirical temporal networks. With respect to the precision and the recall of the results of the change points, we find that the method based on a degree-corrected SBM has better recall properties than other dedicated methods, especially for sparse networks and smaller sliding time window widths.

Benchmarking Measures of Network Influence

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 or a temporally flattened graph of agent interactions. Various measures have been proposed as the best trackers of influence, such as degree centrality, betweenness, and k-shell, depending on the structure of the connectivity. We consider SIR and SIS propagation dynamics on a temporally-extruded network of observed interactions and measure the conditional marginal spread as the change in the magnitude of the infection given the removal of each agent at each time: its temporal knockout (TKO) score. We argue that this TKO score is an effective benchmark measure for evaluating the accuracy of other, often more practical, measures of influence. We find that none of the network measures applied to the induced flat graphs are accurate predictors of network propagation influence on the systems studied; however, temporal networks and the TKO measure provide the requisite targets for the search for effective predictive measures.

Measuring Propagation with Temporal Webs

We present a form of temporal network called a “temporal web” that connects nodes across time into a single temporally extended acyclic directed graph as a way to capture contingent behaviors. This representation is especially useful for uncovering and measuring social influence. We first present the general temporal web technique and then use it to analyze three empirical datasets: political relationships in the game EVE Online, interbank loans of the Russian banking system, and Twitter posts regarding the H1N1 vaccine. For each dataset we provide a detailed breakdown of the contingent behaviors using an approach we call temporal influence abduction. We then construct a temporal web for each one and describe the patterns of propagation found. Based on these patterns of propagation we infer more general properties of influence and the impact of certain types of behaviors in each system.

Structure and evolution of the world's historical trade patterns

International trade has been an important driver for the development of our modern world, but capturing trade patterns and their change over time continues to prove a daunting task. Painting a detailed picture of historical trade patterns not only puts a high demand on the availability and quality of data, it also begs for an intuitive and succinct way to describe the resulting patterns. To uncover the overall patterns in the data we adopt the complex network perspective. After constructing the historical trade integration network, we use temporal stochastic block models to extract the meso-scale network structure. This SBM methodology makes full use of all available data, takes the time dimension into account and does not make a priori assumptions about the structure of the network.