Residual Structural Dynamics in Temporal Financial Systems

John Wayni Santos Oliveira ()
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John Wayni Santos Oliveira: IFCE - Instituto Federal de Educação, Ciência e Tecnologia do Maranhão

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Abstract: This work presents a temporal-topological framework for detecting emergent structural organization in financial systems under preserved and randomized temporal dynamics. Using concepts derived from Residual Structural Theory (RST), temporal coherence preservation, and Surf Mode regime detection, the study analyzes cryptocurrency and macroeconomic asset systems through sliding-window correlation networks and temporal modularity evolution. The framework constructs dynamic weighted graphs from rolling correlation matrices and evaluates structural emergence using Louvain community detection. To test whether the observed organization depends on temporal coherence, randomized ensemble controls were generated through independent temporal permutations of asset return series while preserving marginal statistical distributions. Across both cryptocurrency and macroeconomic systems, real temporal networks exhibited clear modular emergence, while randomized controls collapsed toward near-zero modularity. The experiments suggest that emergent structural organization depends critically on preserved temporal coherence and that the framework detects collective temporal synchronization rather than static correlation intensity alone. The study positions the framework as a temporal-topological approach for detecting transient synchronization regimes and structural condensation events in complex adaptive systems. Keywords:complex systems, econophysics, temporal networks, modularity, synchronization, financial systems, network dynamics, temporal coherence, cryptocurrency markets, macroeconomic systems

Keywords: complex systems; econophysics; temporal networks; financial networks; modularity; synchronization; network science; cryptocurrency; macroeconomics; temporal coherence; complex adaptive systems (search for similar items in EconPapers)
Date: 2026-07-23
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Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-05702749

DOI: 10.5281/zenodo.20291186

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