CP-Squared: A method for change point detection in core–periphery networks

• Published in: Expert systems with applications Vol. 196; p. 116660
• Main Authors: Ma, Desheng, Mankad, Shawn
• Format: Journal Article
• Language: English
• Published: New York Elsevier Ltd 15.06.2022; Elsevier BV
• Subjects: Algorithms; Change detection; Evolution; Factorization; Finance; Matrix factorization; Methodology; Networks; Non-negative matrix factorization; Optimization; Sovereign debt; Statistical analysis; Systemic risk; Networks; Matrix factorization; Systemic risk; Non-negative matrix factorization; Change detection; Finance

Time series of networks are increasingly prevalent in modern data and pose unique challenges to pattern extraction and change detection. In this paper we develop and present a novel methodology to detect regime changes within a sequence of networks that have overlapping and evolving community struct...