Efficiency of the Moscow Stock Exchange before 2022.

This paper investigates the degree of efficiency for the Moscow Stock Exchange. A market is called efficient if prices of its assets fully reflect all available information. We show that the degree of market efficiency is significantly low for most of the months from 2012 to 2021.

Non-Markovian temporal networks with auto- and cross-correlated link dynamics.

Many of the biological, social and man-made networks around us are inherently dynamic, with their links switching on and off over time. The evolution of these networks is often observed to be non-Markovian, and the dynamics of their links are often correlated. Hence, to accurately model these networks, predict their evolution, and understand how information and other relevant quantities propagate over them, the inclusion of both memory and dynamical dependencies between links is key.

Betweenness centrality for temporal multiplexes.

Betweenness centrality quantifies the importance of a vertex for the information flow in a network. The standard betweenness centrality applies to static single-layer networks, but many real world networks are both dynamic and made of several layers. We propose a definition of betweenness centrality for temporal multiplexes.

Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time.

In complex networks, centrality metrics quantify the connectivity of nodes and identify the most important ones in the transmission of signals. In many real world networks, especially in transportation systems, links are dynamic, i.e.

Detectability of macroscopic structures in directed asymmetric stochastic block model.

We study the problem of identifying macroscopic structures in networks, characterizing the impact of introducing link directions on the detectability phase transition. To this end, building on the stochastic block model, we construct a class of nontrivially detectable directed networks. We find closed-form solutions by using the belief propagation method, showing how the transition line depends on the assortativity and the asymmetry of the network.