André L. M. Vilela

André L. M. Vilela
Universidade de Pernambuco | UPE · Escola Politécnica de Pernambuco - POLI

PhD Physics
Principal Investigator of the CLASSICS :: Center and Laboratory for Simulation on Complex Systems

About

42
Publications
6,743
Reads
How we measure 'reads'
A 'read' is counted each time someone views a publication summary (such as the title, abstract, and list of authors), clicks on a figure, or views or downloads the full-text. Learn more
287
Citations
Citations since 2016
40 Research Items
279 Citations
2016201720182019202020212022020406080
2016201720182019202020212022020406080
2016201720182019202020212022020406080
2016201720182019202020212022020406080
Introduction
Dr. André Vilela has investigated the dynamics of interacting agent-based models in statistical mechanics, combining phase transitions, critical phenomena with sociophysics, econophysics, and complex network theory. His research focuses on unveiling the underlying mathematical mechanisms that drive the behavior of agents in groups within social networks and financial markets. He is a visiting scientist at Boston University (USA) and full professor at the University of Pernambuco (Brazil).
Additional affiliations
August 2017 - present
Boston University
Position
  • Research Associate
March 2017 - June 2022
Universidade de Pernambuco
Position
  • Director
December 2012 - present
Universidade de Pernambuco
Position
  • Professor (Associate)
Education
August 2007 - July 2011
August 2005 - July 2007
March 2001 - July 2005

Publications

Publications (42)
Article
Full-text available
The scientific judgement of the structural abrupt transition characteristics of the carbon market price is an important means to comprehensively analyze its fluctuation law and effectively prevent carbon market risks. However, the existing methods for identifying structural changes of the carbon market based on carbon price data mostly regard the c...
Article
Interrelation measurement is the basis of big data mining. This paper proposes an efficient method to measure the dynamic correlation and synchronicity relationship of multidimensional data using the microscopic topologi-cal structure of a multi-layer network. In order to measure the dynamic correlation between multidimensional data, multidimension...
Article
Since the outbreak of the coronavirus disease 2019 (COVID-19) pandemic, the international medical device trade has received extensive attention. To maintain the domestic supply of medical devices, some countries have sought multilateral trade cooperation or simply implemented export restrictions, which has exacerbated the instability and fragility...
Article
As an important class of real coupled networks, a network of networks portrays the interdependence and coexistence between complex systems. Especially for large networks, one may not know the information of all nodes in the network, only limited information can be known. Motivated by this, we here propose a new attack strategy, the intentional atta...
Article
Previous studies on network robustness mainly concentrated on hub node failures with fully known network structure information. However, hub nodes are often well protected and not accessible to damage or malfunction in a real-world networked system. In addition, one can only gain insight into limited network connectivity knowledge due to large-scal...
Article
Full-text available
The rapid development of the Belt and Road economics has generated a considerable energy demand. Under the general trend of the global energy transition, natural gas resources are becoming the main driving force. The limited natural gas resources are posing a significant risk to economies, and this risk may also be transferred to other distant regi...
Preprint
Full-text available
We investigate the financial market dynamics by introducing a heterogeneous agent-based opinion formation model. In this work, we organize the individuals in a financial market by their trading strategy, namely noise traders and fundamentalists. The opinion of a local majority compels the market exchanging behavior of noise traders, whereas the glo...
Article
Full-text available
In this work, we study the opinion dynamics of the three-state majority-vote model on small-world networks of social interactions. In the majority-vote dynamics, an individual adopts the opinion of the majority of its neighbors with probability 1- q , and a different opinion with chance q , where q stands for the noise parameter. The noise q acts a...
Article
We propose a three-state microscopic opinion formation model for the purpose of simulating the dynamics of financial markets. In order to mimic the heterogeneous composition of the mass of investors in a market, the agent-based model considers two different types of traders: noise traders and noise contrarians. Agents are represented as nodes in a...
Preprint
Full-text available
In this work, we study the opinion dynamics of the three-state majority-vote model on small-world networks of social interactions. In the majority-vote dynamics, an individual adopts the opinion of the majority of its neighbors with probability 1−q, and a different opinion with chance q, where q stands for the noise parameter. The noise q acts as a...
Article
We perform short-time Monte Carlo simulations to study the criticality of the isotropic twostate majority-vote model on cubic lattices of volume N = L 3 , with L up to 2048. We obtain the precise location of the critical point by examining the scaling properties of a new auxiliary function Ψ. We perform finite-time scaling analysis to accurately ca...
Article
The ubiquitous coupled relationship between network systems has become an essential paradigm to depict complex systems. A remarkable property in the coupled complex systems is that a functional node should have multiple external support associations in addition to maintaining the connectivity of the local network. In this paper, we develop a theore...
Article
The dynamics of opinion formation in a society is a complex phenomenon where many variables play essential roles. Recently, the influence of algorithms to filter which content is fed to social networks users has come under scrutiny. Supposedly, the algorithms promote marketing strategies, but can also facilitate the formation of filters bubbles in...
Preprint
Full-text available
The dynamics of opinion formation in a society is a complex phenomenon where many variables play an important role. Recently, the influence of algorithms to filter which content is fed to social networks users has come under scrutiny. Supposedly, the algorithms promote marketing strategies, but can also facilitate the formation of filters bubbles i...
Preprint
The dynamics of opinion formation in a society is a complex phenomenon where many variables play an important role. Recently, the influence of algorithms to filter which content is fed to social networks users has come under scrutiny. Supposedly, the algorithms promote marketing strategies, but can also facilitate the formation of filters bubbles i...
Preprint
We perform short-time Monte Carlo simulations to study the criticality of the isotropic two-state majority-vote model on cubic lattices of volume $N = L^3$, with $L$ up to $2048$. We obtain the precise location of the critical point by examining the scaling properties of a new auxiliary function $\Psi$. We perform finite-time scaling analysis to ac...
Preprint
Full-text available
We perform short-time Monte Carlo simulations to study the criticality of the isotropic two-state majority-vote model on cubic lattices of volume N = L 3 , with L up to 2048. We obtain the precise location of the critical point by examining the scaling properties of a new auxiliary function Ψ. We perform finite-time scaling analysis to accurately c...
Article
This paper investigates the fractal structure of China’s stock market by calculating the multifractal singularity spectrum and comparing the scaling behavior of the bubble phase of eight abnormal volatilities with that of normal fluctuation on the timeline. We find robust evidence that the Shanghai Stock Exchange Composite Index has multifractal fe...
Article
Full-text available
We investigate the three-state majority-vote model for opinion dynamics on scale-free and regular networks. In this model, an individual selects an opinion equal to the opinion of the majority of its neighbors with probability 1 − q, and different to it with probability q. the parameter q is called the noise parameter of the model. We build a netwo...
Article
This paper investigates the fractal structure of China's stock market by calculating the multifractal singularity spectrum and comparing the scaling behavior of the bubble phase of eight abnormal volatilities with that of normal fluctuation on the timeline. We find robust evidence that the Shanghai Stock Exchange Composite Index has multifractal fe...
Article
It is essential to reveal the optimal structure of global crude oil supply and demand, which has become one of the most important factors affecting every country's energy strategy and economic development. However, the existing crude oil supply and demand structure does not function well. This paper proposes a distributed bipartite network to model...
Preprint
Full-text available
We investigate the three-state majority-vote model with noise on scale-free and regular networks. In this model, an individual selects an opinion equal to the opinion of the majority of its neighbors with probability 1 - q and opposite to it with probability q. The parameter q is called the noise parameter of the model. We build a network of intera...
Preprint
Full-text available
We propose a three-state microscopic opinion formation model for the purpose of simulating the dynamics of financial markets. In order to mimic the heterogeneous composition of the mass of investors in a market, the agent-based model considers two different types of traders: noise traders and contrarians. Agents are represented as nodes in a networ...
Preprint
Full-text available
We propose a three-state microscopic opinion formation model for the purpose of simulating the dynamics of financial markets. In order to mimic the heterogeneous composition of the mass of investors in a market, the agent-based model considers two different types of traders: noise traders and contrarians. Agents are represented as nodes in a networ...
Presentation
Full-text available
We investigate the three-state majority-vote model with noise on scale-free networks. In this model, an individual selects an opinion equal to the opinion of the majority of its neighbors with probability 1 - q and opposite to it with probability q. We build a network of interactions where z neighbors are selected by each added site in the system,...
Article
The fluctuations of international crude oil markets have caused significant attention around the world and aroused strong interest in the forecasting of the systemic risk in crude oil trade. Based on the oil imported values data of 34 major oil-importing countries from January 2005 to June 2017, we calculate the cross-correlation functions of time...
Article
Share free online access to your publication by this eprint link (https://www.emeraldinsight.com/eprint/tb4dswtYAdPDcCX9Rsxc/full) Purpose – The purpose of this paper is to examine publication characteristics and dynamic evolution of the Industrial Management & Data Systems (IMDS) over the past 25 years from volume 94, issue 1, in 1994 through vol...
Article
We use a heterogeneous agent-based two-state sociophysics model to simulate financial markets. Focusing on stock market trader dynamics, we propose a model with two kinds of individual – the contrarian agent and the noise trader – in which the dynamics of buying and selling investors are governed by local and global interactions. We define an antif...
Article
Using the theoretical framework of spatial econometrics, we estimate the impact of capital markets, i.e., stock markets, medium-and-long term bond markets, and medium-and-long term loan markets, on industrial structure upgrading (ISU) across 31 provinces in China from 1998 to 2015. We apply an explanatory spatial data analysis (ESDA) to detect the...
Article
Examining the venture capital market as a representative case, we made the first empirical study about timing and rhythm in organizational behavior. We analyze inter-event time intervals and find that the fat-tailed property of organizational behavior is similar that found in individual behavior, but that its lower scaling exponent indicates it is...
Article
Full-text available
We study how the presence of individuals with strong opinions affects a square lattice majority-vote model with noise. In a square lattice network we perform Monte-Carlo simulations and replace regular actors σ with strong actors μ in a random distribution. We find that the value of the critical noise parameter qc is a decreasing function of the co...
Article
The limited penetrable horizontal visibility graph algorithm was recently introduced to map time series in complex networks. In this work, we extend this algorithm to create a directed-limited penetrable horizontal visibility graph and an image-limited penetrable horizontal visibility graph. We define two algorithms and provide theoretical results...
Article
Full-text available
The limited penetrable horizontal visibility algorithm is an analysis tool that maps time series into complex networks and is a further development of the horizontal visibility algorithm. This paper presents exact results on the topological properties of the limited penetrable horizontal visibility graph associated with independent and identically...
Article
Full-text available
The limited penetrable horizontal visibility graph algorithm was recently introduced to map time series in complex networks. We extend this visibility graph and create a directed limited penetrable horizontal visibility graph and an image limited penetrable horizontal visibility graph. We define the two algorithms and provide theoretical results on...
Article
Full-text available
The limited penetrable horizontal visibility algorithm is a new time analysis tool and is a further development of the horizontal visibility algorithm. We present some exact results on the topological properties of the limited penetrable horizontal visibility graph associated with random series. We show that the random series maps on a limited pene...
Article
We consider a generalized version of the majority-vote model in small-world networks. In our model, each site of the network has noise q=0 and q≠0 with probability f and 1−f, respectively. The connections of the two-dimensional square lattice are rewired with probability p. We performed Monte Carlo simulations to characterize the order–disorder pha...
Article
Full-text available
Neste trabalho, apresentamos uma breve discussao sobre os principais resultados da implantacao de uma disciplina, na modalidade a distância, para cursos presenciais de engenharia da Universidade de Pernambuco – UPE. A iniciativa, inedita na instituicao, foi implantada atraves do uso de Ambientes Virtuais de Aprendizagem e elaboracao de midias digit...
Article
Full-text available
We consider the majority-vote dynamics where the noise parameter, associated with each spin on a two-dimensional square lattice, is a bimodally distributed random variable defined as qq with probability (1−f)(1−f) or zero with probability ff, where 0≤f≤10≤f≤1 is the proportion of noiseless sites. We use Monte Carlo simulations and finite size scali...
Article
Full-text available
We consider the majority-vote model with noise in a network of social interactions for a system with two classes of individuals, class sigma and class tau. For the two-agent model each class has its own dynamics, with individuals of sigma class being influenced by neighbors of both classes, while the individuals of type tau are influenced only by n...

Network

Cited By

Projects

Projects (5)
Project
In this project, we investigate complex systems connectivity, grid resilience, percolation behaviors, phase transitions, and emergent phenomena on networks and networks of networks.