arXiv subjects

Dong-Hee Kim

Publications and source records attributed to Dong-Hee Kim.

39 records · Page 3Linked to original sources

arXiv2005

Systematic analysis of group identification in stock markets

We propose improved methods to identify stock groups using the correlation matrix of stock price changes. By filtering out the marketwide effect and the random noise, we construct the correlation matrix of stock groups in which nontrivial high correlations between stocks are found. Using the filtered correlation matrix, we successfully identify the multiple stock groups without any extra knowledge of the stocks by the optimization of the matrix representation and the percolation approach to the correlation-based network of stocks. These methods drastically reduce the ambiguities while finding stock groups using the eigenvectors of the correlation matrix.

physics.soc-ph↗

arXiv2005

Universality Class of Fiber Bundle Model on Complex Networks

We investigate the failure characteristics of complex networks within the framework of the fiber bundle model subject to the local load sharing rule in which the load of the broken fiber is transferred only to its neighbor fibers. Although the load sharing is strictly local, it is found that the critical behavior belongs to the universality class of the global load sharing where the load is transferred equally to all fibers in the system. From the numerical simulations and the analytical approach applied to the microscopic behavior, it is revealed that the emergence of a single dominant hub cluster of broken fibers causes the global load sharing effect in the failure process.

cond-mat.stat-mech↗

arXiv2004

Scale-free trees: the skeletons of complex networks

We investigate the properties of the spanning trees of various real-world and model networks. The spanning tree representing the communication kernel of the original network is determined by maximizing total weight of edges, whose weights are given by the edge betweenness centralities. We find that a scale-free tree and shortcuts organize a complex network. The spanning tree shows robust betweenness centrality distribution that was observed in scale-free tree models. It turns out that the shortcut distribution characterizes the properties of original network, such as the clustering coefficient and the classification of networks by the betweenness centrality distribution.

cond-mat.stat-mech↗