Econophysics & Network Theory
We develop an information-theoretic approach to the structure and dynamics of large networks, with an emphasis on socio-economic systems. We have already shown that it is possible to use the properties of canonical ensembles in statistical mechanics in order to distinguish nontrivial topological patterns from randomness in real complex networks, and also to stochastically reconstruct the structure of networks from partial information. Future goals include extensions of the theory to financial time series and more complicated scenarios. Recently, we discovered a potential early warning crisis signal in time series of inter-bank loan transactions.