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Cryptocurrency Analysis using Machine Learning and Deep Learning

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Cryptocurrency Analysis using Machine Learning and Deep Lear...

2021 IEEE Signal Processing in Medicine and Biology Symposium, SPMB 2021

作者： Thomas, C. Watson, Z. Kim, M. Baidya, A. Lamsal, M. Chowdhury, M.H. Basnet, M. Poudel, K.N. East Central University Department of Mathematics and Computer Science AdaOK United States Middle Tennessee State University Computational Science Program MurfreesboroTN United States University of Memphis Department of Electrical and Computer Engineering MemphisTN United States Embry-Riddle Aeronautical University Department of Mathematics and Data Science FL United States

Analysis of node2vec random walks on networks

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arXiv 2020年

作者： Meng, Lingqi Masuda, Naoki Department of Mathematics University at Buffalo State University of New York BuffaloNY14260-2900 United States Computational and Data-Enabled Science and Engineering Program University at Buffalo State University of New York BuffaloNY14260-5030 United States

Random walks have been proven to be useful for constructing various algorithms to gain information on networks. Algorithm node2vec employs biased random walks to realize embeddings of nodes into low-dimensional spaces, which can then be used for tasks such as multi-label classification and link prediction. The performance of the node2vec algorithm in these applications is considered to depend on properties of random walks that the algorithm uses. In the present study, we theoretically and numerically analyze random walks used by the node2vec. Those random walks are second-order Markov chains. We exploit the mapping of its transition rule to a transition probability matrix among directed edges to analyze the stationary probability, relaxation times in terms of the spectral gap of the transition probability matrix, and coalescence time. In particular, we show that node2vec random walk accelerates diffusion when walkers are designed to avoid both back-tracking and visiting a neighbor of the previously visited node but do not avoid them completely. Copyright © 2020, The Authors. All rights reserved.

关键词： Relaxation time

Perturbation theory for evolution of cooperation on networks

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arXiv 2022年

Network structure is a mechanism for promoting cooperation in social dilemma games. In the present study, we explore graph surgery, i.e., to slightly perturb the given network, towards a network that better fosters cooperation. To this end, we develop a perturbation theory to assess the change in the propensity of cooperation when we add or remove a single edge to/from the given network. Our perturbation theory is for a previously proposed random-walk-based theory that provides the threshold benefit-to-cost ratio, (b/c)∗, which is the value of the benefit-to-cost ratio in the donation game above which the cooperator is more likely to fixate than in a control case, for any finite networks. We find that (b/c)∗ decreases when we remove a single edge in a majority of cases and that our perturbation theory captures at a reasonable accuracy which edge removal makes (b/c)∗ small to facilitate cooperation. In contrast, (b/c)∗ tends to increase when we add an edge, and the perturbation theory is not good at predicting the edge addition that changes (b/c)∗ by a large amount. Our perturbation theory significantly reduces the computational complexity for calculating the outcome of graph *** Codes 91A22, 91D30 Copyright © 2022, The Authors. All rights reserved.

关键词： Surgery

Mean-field theory for double-well systems on degree-heterogeneous networks

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arXiv 2022年

作者： Kundu, Prosenjit MacLaren, Neil G. Kori, Hiroshi Masuda, Naoki Department of Mathematics State University of New York BuffaloNY14260-2900 United States Department of Complexity Science and Engineering The University of Tokyo Chiba277-8561 Japan Computational and Data-Enabled Science and Engineering Program State University of New York at Buffalo BuffaloNY14260-5030 United States

Many complex dynamical systems in the real world, including ecological, climate, financial, and power-grid systems, often show critical transitions, or tipping points, in which the system’s dynamics suddenly transit into a qualitatively different state. In mathematical models, tipping points happen as a control parameter gradually changes and crosses a certain threshold. Tipping elements in such systems may interact with each other as a network, and understanding the behavior of interacting tipping elements is a challenge because of the high dimensionality originating from the network. Here we develop a degree-based mean-field theory for a prototypical double-well system coupled on a network with the aim of understanding coupled tipping dynamics with a low-dimensional description. The method approximates both the onset of the tipping point and the position of equilibria with a reasonable accuracy. Based on the developed theory and numerical simulations, we also provide evidence for multistage tipping point transitions in networks of double-well systems. © 2022, CC BY.

关键词： Mean field theory

Accuracy of a one-dimensional reduction of dynamical systems on networks

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arXiv 2021年

作者： Kundu, Prosenjit Kori, Hiroshi Masuda, Naoki Department of Mathematics State University of New York BuffaloNY14260-2900 United States Department of Complexity Science and Engineering The University of Tokyo Chiba277-8561 Japan Computational and Data-Enabled Science and Engineering Program State University of New York at Buffalo BuffaloNY14260-5030 United States

Resilience is an ability of a system with which the system can adjust its activity to maintain its functionality when it is perturbed. To study resilience of dynamics on networks, Gao et al. [Nature, 530, 307 (2016)] proposed a theoretical framework to reduce dynamical systems on networks, which are high dimensional in general, to one-dimensional dynamical systems. The accuracy of this one-dimensional reduction relies on several assumption in addition to the assumption that the network has a negligible degree correlation. In the present study, we analyze the accuracy of the one-dimensional reduction assuming networks without degree correlation. We do so mainly through examining the validity of the individual assumptions underlying the method. Across five dynamical system models, we find that the accuracy of the one-dimensional reduction hinges on the spread of the equilibrium value of the state variable across the nodes in most cases. Specifically, the one-dimensional reduction tends to be accurate when the dispersion of the node's state is small. We also find that the correlation between the node's state and the node's degree, which is common for various dynamical systems on networks, is unrelated to the accuracy of the one-dimensional reduction. © 2021, CC BY.

关键词： Dynamical systems

Brain-network clustering via kernel-ARMA modeling and the Grassmannian

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arXiv 2019年

作者： Ye, Cong Slavakis, Konstantinos Patil, Pratik V. Muldoon, Sarah F. Medaglia, John NY14260 United States Department of Mathematics Computational and Data-Enabled Science and Engineering Program University at Buffalo SUNY NY14260 United States Department of Psychology Drexel University PA19104 United States Perelman School of Medicine University of Pennsylvania PA19104 United States

Recent advances in neuroscience and in the technology of functional magnetic resonance imaging (fMRI) and electro-encephalography (EEG) have propelled a growing interest in brain-network clustering via time-series analysis. Notwithstanding, most of the brain-network clustering methods revolve around state clustering and/or node clustering (a.k.a. community detection or topology inference) within states. This work answers first the need of capturing non-linear nodal dependencies by bringing forth a novel feature-extraction mechanism via kernel autoregressive-moving-average modeling. The extracted features are mapped to the Grassmann manifold (Grassmannian), which consists of all linear subspaces of a fixed rank. By virtue of the Riemannian geometry of the Grassmannian, a unifying clustering framework is offered to tackle all possible clustering problems in a network: Cluster multiple states, detect communities within states, and even identify/track subnetwork state sequences. The effectiveness of the proposed approach is underlined by extensive numerical tests on synthetic and real fMRI/EEG data which demonstrate that the advocated learning method compares favorably versus several state-of-the-art clustering schemes. Copyright © 2019, The Authors. All rights reserved.

关键词： Magnetic resonance imaging

Embedding and trajectories of temporal networks

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arXiv 2022年

作者： Thongprayoon, Chanon Livi, Lorenzo Masuda, Naoki Department of Mathematics State University of New York at Buffalo BuffaloNY United States Department of Computer Science University of Manitoba WinnipegMB Canada Computational and Data-Enabled Science and Engineering Program State University of New York at Buffalo BuffaloNY United States Faculty of Science and Engineering Waseda University Shinjuku Tokyo Japan

Temporal network data are increasingly available in various domains, and often represent highly complex systems with intricate structural and temporal evolutions. Due to the difficulty of processing such complex data, it may be useful to coarse grain temporal network data into a numeric trajectory embedded in a low-dimensional space. We refer to such a procedure as temporal network embedding, which is distinct from procedures that aim at embedding individual nodes. Temporal network embedding is a challenging task because we often have access only to discrete time-stamped events between node pairs, and, in general, the events occur with irregular intervals, making the construction of the network at a given time a nontrivial question already. We propose a method to generate trajectories of temporal networks embedded in a low-dimensional space given a sequence of time-stamped events as input. We realize this goal by combining the landmark multidimensional scaling, which is an out-of-sample extension of the well-known multidimensional scaling method, and the framework of tie-decay temporal networks. This combination enables us to obtain a continuous-time trajectory describing the evolution of temporal networks. We then study mathematical properties of the proposed temporal network embedding framework. Finally, we showcase the method with empirical data of social contacts to find temporal organization of contact events and loss of them over a single day and across different days. © 2022, CC BY.

关键词： Trajectories

Social network analysis of manga: similarities to real-world social networks and trends over decades

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arXiv 2023年

作者： Sugishita, Kashin Masuda, Naoki Department of Transdisciplinary Science and Engineering Tokyo Institute of Technology Tokyo152-8550 Japan Department of Mathematics State University of New York at Buffalo BuffaloNY14260-2900 United States Computational and Data-Enabled Science and Engineering Program State University of New York at Buffalo BuffaloNY14260-5030 United States Center for Computational Social Science Kobe University Kobe657-8501 Japan

Manga, Japanese comics, has been popular on a global scale. Social networks among characters, which are often called character networks, may be a significant contributor to their popularity. We collected data from 162 popular manga that span over 70 years and analyzed their character networks. First, we found that many of static and temporal properties of the character networks are similar to those of real human social networks. Second, the character networks of most manga are protagonist-centered such that a single protagonist interacts with the majority of other characters. Third, the character networks for manga mainly targeting boys have shifted to denser and less protagonist-centered networks and with fewer characters over decades. Manga mainly targeting girls showed the opposite trend except for the downward trend in the number of characters. The present study, which relies on manga data sampled on an unprecedented scale, paves the way for further population studies of character networks and other aspects of comics. Copyright © 2023, The Authors. All rights reserved.

关键词： Population statistics

Stability of stationary inverse transport equation in diffusion scaling

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arXiv 2017年

作者： Chen, Ke Li, Qin Wang, Li Mathematics Department University of Wisconsin-Madison 480 Lincoln Dr. MadisonWI53705 United States Department of Mathematics Computational and Data-Enabled Science and Engineering Program State University of New York at Buffalo 244 Mathematics Building BuffaloNY14206 United States

We consider the inverse problem of reconstructing the optical parameters for stationary radiative transfer equation (RTE) from velocity-averaged measurement. The RTE often contains multiple scales characterized by the magnitude of a dimensionless parameter-the Knudsen number (Kn). In the diffusive scaling (Kn 1), the stationary RTE is well approximated by an elliptic equation in the forward setting. However, the inverse problem for the elliptic equation is acknowledged to be severely ill-posed as compared to the well-posedness of inverse transport equation, which raises the question of how uniqueness being lost as Kn → 0. We tackle this problem by examining the stability of inverse problem with varying Kn. We show that, the discrepancy in two measurements is amplified in the reconstructed parameters at the order of Knp (p = 1 or 2), and as a result lead to ill-posedness in the zero limit of Kn. Our results apply to both continuous and discrete settings. Some numerical tests are performed in the end to validate these theoretical findings. Copyright © 2017, The Authors. All rights reserved.

关键词： Parameter estimation