Renata-Graziela BOAR, Public Dissertation of PhD Thesis
Thesis Title: "Complex Networks with Applicability in Financial and Economic Analysis "
Author: Renata-Graziela BOAR
PhD Board:
- Chair: Professor Dr. Eng. Radu-Emil PRECUP (Politehnica University Timisoara)
- PhD Supervisor: Professor Dr. Eng.Horia CIOCÂRLIE (Politehnica University Timisoara)
- Scientific Referees:
- Professor Dr. Eng. Ioan TALPOȘ NICULESCU (West University of Timisoara)
- Professor Dr. Eng. Viorel NEGRU (West University of Timisoara)
- Professor Emeritus Dr. Eng. Vladimir-Ioan CREȚU (Politehnica University Timisoara)
Thesis Summary:
This thesis falls within the current trends of research in the field of Computers and Information Technology, the sub-domain of complex networks, a critical and comparative analysis being determined and developed based on the obtained results.
The thesis consists of eight chapters, starting from an introductory part, containing general information, motivation and proposed and developed objectives, but also a synthesis related to the current state-of-the art in the complex network field.
The research continues across the other chapters with determination and application of methodologies and a new metric.
The final part of the paper is dedicated to conclusions, contributions, new research directions and the way the results were disseminated.
This research was supported by the Sectorial Operational Program for Human Resources Development POSDRU / 159 / 1.5 / S / 137516 financed by the European Social Fund and the Government of Romania.
The bibliographic references, presented after the conclusions of the eight chapters, contain 155 publications listed and described throughout the research.
Intervention in the thesis is a dynamic one, including a long period of data analysis, or a brief period under analysis, allowing analysts new perspectives of approaching the interpretation of data over short or long periods of time. The novelty of the approach lies in the use of complex networks implemented through targeted graphs, allowing safe and efficient comparison of two or more economies.
One of the contributions is to add new methods for describing the importance of a network (economic system) within a global topology based on the betweenness metric. Another contribution is the identification of hidden correlations in the field of commodity and currencies exchange networks through the methods and metrics specific to complex network theory and the creation of a new CORREAL central metric. A new contribution is related to community detection using network topology by scaling the resolution with a 0.1 step in order to determine the inflection point of the graph that includes the number of communities and the resolution. The realization of three algorithms / methodologies of representation in a multidimensional space of the information specific to the economic domain and of a comparative schematic study to extract low-dimensional information from the upper data sets is a new contribution, as well as the realization of four case studies with demonstrative applications to highlight the usefulness of those introduced through the analysis of economic interactions at the level of gross domestic product, the structure of financial markets, commodity exchange on import and export, and the stock market.