Management of Complex Systems

Transcription

1 Prof. Guido Caldarelli Prof. Claudio J. Tessone Management of Complex Systems Syllabus Fall Semester 2016 Network Science and Chair for Marketing and Market Research URPP Social Networks Department of Business Administration University of Zurich, Switzerland Zürich, All rights reserved.

2 Preamble Welcome to the Management of Complex Systems syllabus! This course will provide the students with a clear and comprehensive series of notions and instruments to apply network theory to their scientific research. The power of this new approach is witnessed by the explosion of papers on the argument published in the recent 10 years. The course will also provide an introduction to the mathematical basis of Complex Networks and to their use to describe, analyze and model a variety of physical and economic situations. The course is structured roughly into 16 lectures plus some work for projects that will be reviewed. Topics of the course include: Complex Systems Introduction, Properties of Complex Networks, Different kind of graphs, Building taxonomies, Communities, Spectral Properties, Ranking, Static Models of Graphs, Dynamical Models of Graphs, Economic Networks, Financial Networks We are very happy to welcome you to our lecture. Enjoy this introduction. All the best, Guido Caldarelli Claudio J. Tessone Syllabus Management of Complex Systems

3 Quick Overview Instructor: Prof. Guido Caldarelli / Prof. Claudio J. Tessone Type: Lecture Target Audience: PhD Programme Frequency: Fall Semester 2016 AP (ECTS): 3 Work load statement: In the course we shall first introduce the basic notion of network analysis. Then we shall introduce the basic models for the description of complex networks. Thirdly we shall present the basic computer code for the use of network theory in everybody s research. This course will allow the student to develop abstract thinking to undertand complex systems composed by interacting units. How to deal with their analysis and modelling. Finally, an additional objective is for the student to learn python coding for the visualization and analysis of networks. Maximum Amount of Students: 30 Reading list: G. Caldarelli Scale-Free Networks OUP (2007) G. Caldarelli, A. Chessa Data Science and Complex Networks OUP (2016) D. Easley, J. Kleinberg Networks Crowds and Markets CUP (2010) cs.cornell.edu/home/kleinber/networks-book A-L. Barabási Network Science Other texts will be suggested in the various lectures Language: English Prerequisites: Basic programming skills are required, and minimal knowledge of Python ( Bring a laptop. Syllabus Management of Complex Systems

4 Grading: Evaluation of work project. 1-6, in Viertelschritten. Dates: , between :30 Location: AND 4 55 Syllabus Management of Complex Systems

5 1 Morning Lecture 1 ¹ ¹ Lecture 2 Lecture 1 Complex Systems Introduction ¹ ¹ Basic Definitions, Stat. Distributions, Universality, Fractals, Self-Organised Criticality ¹ ¹ L. A. Adamic Zipf, Power-laws and Pareto - a ranking tutorial (2002) ¹ ¹ M.E.J. Newman The Structure and Function of Complex Networks SIAM Review (2003) Lecture 2 Properties of Complex Networks ¹ ¹ Scale-Invariance of Degree Distribution, Small-World Effect, Clustering ¹ ¹ R. Albert, A.-L Barabasi Statistical Mechanics of Complex Networks RMP (2001) Lecture 3 ¹ ¹ Lecture 4 Lecture 3 Getting Started ¹ ¹ Install Python notebook applications on PC, first coding, libraries Lecture 4 Basic Quantities and Databases ¹ ¹ First codes on basic quantities and analysis of Databases Syllabus Management of Complex Systems

6 2 Morning Lecture 5 ¹ ¹ Lecture 6 Lecture 5 Properties of Complex Networks ¹ ¹ Scale-Invariance of Degree Distribution, Small-World Effect, Clustering Lecture 6 Different kind of graphs ¹ ¹ Vertices differences, Layered Vertices, Trees and Taxonomies ¹ ¹ D. Garlaschelli et al Universal Scaling Relations in Food Webs Nature (2003) Lecture 7 ¹ ¹ Lecture 8 Lecture 7 Coding basic networks Lecture 8 Building taxonomies Syllabus Management of Complex Systems

7 3 Morning Lecture 9 ¹ ¹ Lecture 10 Lecture 9 Communities ¹ ¹ Community Detections, Algorithms to explore Graphs ¹ ¹ M.E.J. Newman Modularity and Community structures in Networks PNAS (2006) ¹ ¹ S. Fortunato Community Detection in Graphs Physics Reports (2010) Lecture 10 Spectral Properties, Ranking ¹ ¹ Adjacency Matrix, Laplacian Matrix, Eigenvectors and Eigenvalues, Hierarchies, Spanning Trees,HITS, PageRank ¹ ¹ R. Albert, A.-L. Barabasi Statistical Mechanics of Complex Networks RMP (2001) ¹ ¹ L. Page et al. The PageRank citation ranking, bringing order to the web (1999) Lecture 11 ¹ ¹ Lecture 12 Lecture 11,12 Practice i.e. application, discussion, coding with Python Syllabus Management of Complex Systems

8 4 Morning Lecture 13 ¹ ¹ Lecture 14 Lecture 13 Static Models of Graphs ¹ ¹ Erdos-Renyi, Small World, ¹ ¹ B. Bollobas Random Graphs CUP (2001) ¹ ¹ D. Watts, S. Strogatz Collective Dynamics of small-world networks Nature (1998) Lecture 14 Dynamical Models of Graphs ¹ ¹ Barabasi-Albert, Configuration models, Fitness models ¹ ¹ Mitzenmacher A brief history of Generative Models Internet Mathematics (2010) ¹ ¹ L. A. Adamic Zipf, Power-laws and Pareto - a ranking tutorial (2002) ¹ ¹ G. Caldarelli et al. Complex Networks from Varying Vertex Intrinsic fitnesses PRL (2002) ¹ ¹ C. Castellano et al. Statistical Physics of Social Dynamics RMP (2009) Lecture 15 ¹ ¹ Lecture 16 Lecture 15,16 Coding models in Python Syllabus Management of Complex Systems

9 5 Morning Lecture 17 ¹ ¹ Lecture 18 Lecture 17, Economic Networks ¹ ¹ International Trade Network ¹ ¹ G. Caldarelli et al. Ranking and clustering countries and their products; a network analysis PLOS one 7(10) e47278 (2012) ¹ ¹ D. Garlaschelli et al Scale-Free Topology of Market investments Physica A (2005) ¹ ¹ S. Battiston et al Statistical properties of corporate board and director networks EPJB (2004) Lecture 18 Financial Networks ¹ ¹ DebtRank ¹ ¹ S. Battiston, M. Puliga, R. Kaushik, P.Tasca, G. Caldarelli, Debt- Rank: Too Central to Fail? Financial Networks, the FED and Systemic Risk Scientific Reports (2012) Lecture 19 Lecture 20 ¹ ¹ Lecture 21 Lecture 19, 20 Economic and Financial Networks databases Lecture 21 Final Remarks Syllabus Management of Complex Systems