摘要翻译：
通过将多通道（多变量）时间序列的相关性表示为依赖时间的网络，并研究网络社区的演化，研究了多通道（多变量）时间序列的聚类动力学。我们采用了一种以节点为中心的方法，它允许我们跟踪社区演化对单个节点功能角色的影响，而不必跟踪整个社区。作为一个例子，我们考虑一个外汇市场网络，其中每个节点代表一个汇率，每个边代表汇率之间的时间相关。我们研究了2005-2008年期间，其中包括最近的信贷和流动性危机。利用动态社区检测，我们发现与社区密切相关的汇率总是以相同的汇率集合分组，而对信息传递重要的汇率往往位于社区的边缘。我们的分析成功地揭示了信贷危机期间市场上发生的主要交易变化。
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英文标题：
《Dynamic communities in multichannel data: An application to the foreign
  exchange market during the 2007--2008 credit crisis》
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作者：
Daniel J. Fenn, Mason A. Porter, Mark McDonald, Stacy Williams, Neil
  F. Johnson and Nick S. Jones
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最新提交年份：
2009
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分类信息：

一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Physics        物理学
二级分类：Adaptation and Self-Organizing Systems        自适应和自组织系统
分类描述：Adaptation, self-organizing systems, statistical physics, fluctuating systems, stochastic processes, interacting particle systems, machine learning
自适应，自组织系统，统计物理，波动系统，随机过程，相互作用粒子系统，机器学习
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一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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一级分类：Quantitative Finance        数量金融学
二级分类：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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英文摘要：
  We study the cluster dynamics of multichannel (multivariate) time series by representing their correlations as time-dependent networks and investigating the evolution of network communities. We employ a node-centric approach that allows us to track the effects of the community evolution on the functional roles of individual nodes without having to track entire communities. As an example, we consider a foreign exchange market network in which each node represents an exchange rate and each edge represents a time-dependent correlation between the rates. We study the period 2005-2008, which includes the recent credit and liquidity crisis. Using dynamical community detection, we find that exchange rates that are strongly attached to their community are persistently grouped with the same set of rates, whereas exchange rates that are important for the transfer of information tend to be positioned on the edges of communities. Our analysis successfully uncovers major trading changes that occurred in the market during the credit crisis.
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PDF链接：
https://arxiv.org/pdf/0811.3988