We formulate the head-to-head matchups between Major League Baseball pitchers and batters from 1954 to 2008 as a bipartite network of mutually-antagonistic interactions. We consider both the full network and single-season networks, which exhibit structural changes over time. We find interesting...

We investigate the networks of committee and subcommittee assignments in the United States House of Representatives from the 101st–108th Congresses, with the committees connected by “interlocks” or common membership. We examine the community structure in these networks using several...

We study the social structure of Facebook “friendship” networks at one hundred American colleges and universities at a single point in time, and we examine the roles of user attributes–gender, class year, major, high school, and residence–at these institutions. We investigate the...

We study the community structure of networks representing voting on resolutions in the United Nations General Assembly. We construct networks from the voting records of the separate annual sessions between 1946 and 2008 in three different ways: (1) by considering voting similarities as weighted...

We study the United States Congress by constructing networks between Members of Congress based on the legislation that they cosponsor. Using the concept of modularity, we identify the community structure of Congressmen, who are connected via sponsorship/cosponsorship of the same legislation....

Social networks are organized into communities with dense internal connections, giving rise to high values of the clustering coefficient. In addition, these networks have been observed to be assortative, i.e., highly connected vertices tend to connect to other highly connected vertices, and have...

Tick size is an important aspect of the micro-structural level organization of financial markets. It is the smallest institutionally allowed price increment, has a direct bearing on the bid–ask spread, influences the strategy of trading order placement in electronic markets, affects the price...

Correlation matrices inferred from stock return time series contain information on the behaviour of the market, especially on clusters of highly correlating stocks. Here we study a subset of New York Stock Exchange (NYSE) traded stocks and compare three different methods of analysis: (i)...

We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE) traded stocks with stocks corresponding to nodes and the links between them added one after the other, according to the strength of the correlation between the nodes. The eigenvalue spectrum of...