List of subject articles Complex Networks


    • Open Access Article

      1 - A Multi-objective Multi-agent Optimization Algorithm for the Community Detection Problem
      Amirhossein Hosseinian Vahid Baradaran
      This paper addresses the community detection problem as one of the significant problems in the field of social network analysis. The goal of the community detection problem is to find sub-graphs of a network where they have high density of within-group connections, whil Full Text
      This paper addresses the community detection problem as one of the significant problems in the field of social network analysis. The goal of the community detection problem is to find sub-graphs of a network where they have high density of within-group connections, while they have a lower density of between-group connections. Due to high practical usage of community detection in scientific fields, many researchers developed different algorithms to meet various scientific requirements. However, single-objective optimization algorithms may fail to detect high quality communities of complex networks. In this paper, a novel multi-objective Multi-agent Optimization Algorithm, named the MAOA is proposed to detect communities of complex networks. The MAOA aims to optimize modularity and community score as objective functions, simultaneously. In the proposed algorithm, each feasible solution is considered as an agent and the MAOA organizes agents in multiple groups. The MAOA uses new search operators based on social, autonomous and self-learning behaviors of agents. Moreover, the MAOA uses the weighted sum method (WSM) in finding the global best agent and leader agent of each group. The Pareto solutions obtained by the MAOA is evaluated in terms of several performance measures. The results of the proposed method are compared with the outputs of three meta-heuristics. Experiments results based on five real-world networks show that the MAOA is more efficient in finding better communities than other methods. Manuscript Document
    • Open Access Article

      2 - Providing a Network for Measuring the Dynamics Volatility Connectedness of Oil and Financial Markets
      Nasser Gholami Teymor Mohammadi Hamid Amadeh Morteza  Khorsandi
      Various studies have shown that markets are not separated and that fluctuations in different markets affect each other. Therefore, awareness of connectedness is needed for investors and policymakers for making appropriate decisions. The aim of this paper is to measure t Full Text
      Various studies have shown that markets are not separated and that fluctuations in different markets affect each other. Therefore, awareness of connectedness is needed for investors and policymakers for making appropriate decisions. The aim of this paper is to measure the dynamics connectedness of selected stock markets in the Middle East, oil markets, gold, the dollar index, and euro-dollar and pound-dollar exchange rates during the period February 2007 to August 2019 in networks with different weekly horizons. In this paper, we intend to evaluate the pairwise impact of crude oil and the Middle East stock markets, in particular on the Tehran Stock Exchange, and to analyze this variance using different time horizons. The results show that in all time horizons the variance of forecast error in most markets is due to the shocks themselves. The Saudi Arabian Stock Exchange has the most impact on other Middle Eastern stocks. The dynamics connectedness of the oil markets is remarkable, however, as the time horizon increases, dynamic connectedness between the two markets decreases and they are mostly affected by other markets, especially the Middle East stock exchanges except for Iran. Moreover, Iran stock market is an isolated market. About the gold market, there is a significant connectedness with the pound-dollar exchange rate and gold market; however, the dynamics connectedness of this market with other markets are not significant. Therefore, this market and Iran stock exchange can be used as a tool to hedge risk for investors. Manuscript Document