The shape of memory in temporal networks
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DOI: 10.1038/s41467-022-28123-z
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References listed on IDEAS
- Corsi, Fulvio & Lillo, Fabrizio & Pirino, Davide & Trapin, Luca, 2018. "Measuring the propagation of financial distress with Granger-causality tail risk networks," Journal of Financial Stability, Elsevier, vol. 38(C), pages 18-36.
- Mazzarisi, P. & Barucca, P. & Lillo, F. & Tantari, D., 2020. "A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market," European Journal of Operational Research, Elsevier, vol. 281(1), pages 50-65.
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Cited by:
- Luca Gallo & Lucas Lacasa & Vito Latora & Federico Battiston, 2024. "Higher-order correlations reveal complex memory in temporal hypergraphs," Nature Communications, Nature, vol. 15(1), pages 1-7, December.
- Tian, Yang & Tian, Hui & Cui, Qimei & Zhu, Xuzhen, 2024. "Phase transition phenomena in social propagation with dynamic fashion tendency and individual contact," Chaos, Solitons & Fractals, Elsevier, vol. 178(C).
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