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Related papers: Predicting growth fluctuation in network economy

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The transient fluctuation of the prosperity of firms in a network economy is investigated with an abstract stochastic model. The model describes the profit which firms make when they sell materials to a firm which produces a product and the…

Molecular Networks · Quantitative Biology 2013-07-19 Yoshiharu Maeno

We follow up on the study of correlations between GDP's of rich countries. We analyze web-downloaded data on GDP that we use as individual wealth signatures of the country economical state. We calculate the yearly fluctuations of the GDP.…

Physics and Society · Physics 2012-09-25 M. Ausloos , R. Lambiotte

We model a network economy with three sectors: downstream firms, upstream firms, and banks. Agents are linked by productive and credit relationships so that the behavior of one agent influences the behavior of the others through network…

General Finance · Quantitative Finance 2010-06-18 Domenico Delli Gatti , Mauro Gallegati , Bruce Greenwald , Alberto Russo , Joseph E. Stiglitz

Buyer--seller relationships among firms can be regarded as a longitudinal network in which the connectivity pattern evolves as each firm receives productivity shocks. Based on a data set describing the evolution of buyer--seller links among…

General Finance · Quantitative Finance 2016-08-25 Ryohei Hisano , Tsutomu Watanabe , Takayuki Mizuno , Takaaki Ohnishi , Didier Sornette

The economical world consists of a highly interconnected and interdependent network of firms. Here we develop temporal and structural network tools to analyze the state of the economy. Our analysis indicates that a strong clustering can be…

The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. We analyze the time dependence of the…

Statistical Finance · Quantitative Finance 2010-11-18 Dion Harmon , Blake Stacey , Yavni Bar-Yam , Yaneer Bar-Yam

To investigate the actual phenomena of transport on a complex network, we analysed empirical data for an inter-firm trading network, which consists of about one million Japanese firms and the sales of these firms (a sale corresponds to the…

General Finance · Quantitative Finance 2015-03-19 Hayafumi Watanabe , Hideki Takayasu , Misako Takayasu

A new model that combines economic growth rate fluctuations at the microscopic and macroscopic level is presented. At the microscopic level, firms are growing at different rates while also being exposed to idiosyncratic shocks at the firm…

General Finance · Quantitative Finance 2018-02-07 Sandro Claudio Lera , Didier Sornette

The Internet plays a key role in society and is vital to economic development. Due to the pressure of competition, most technology companies, including Internet finance companies, continue to explore new markets and new business. Funding…

Econometrics · Economics 2020-01-28 Runjie Xu , Chuanmin Mi , Nan Ye , Tom Marshall , Yadong Xiao , Hefan Shuai

Most complex networks serve as conduits for various dynamical processes, ranging from mass transfer by chemical reactions in the cell to packet transfer on the Internet. We collected data on the time dependent activity of five natural and…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Argollo de Menezes , A-L. Barabasi

We study the role of fluctuations in percolation of sparse complex networks. To this end we consider two random correlated realizations of the initial damage of the nodes and we evaluate the fraction of nodes that are expected to remain in…

Physics and Society · Physics 2017-07-12 Ginestra Bianconi

We study the role of finiteness and fluctuations about average quantities for basic structural properties of growing networks. We first determine the exact degree distribution of finite networks by generating function approaches. The…

Statistical Mechanics · Physics 2009-11-07 P. L. Krapivsky , S. Redner

Mathematical methods of analysis of data and of predicting growth are discussed. The starting point is the analysis of the growth rates, which can be expressed as a function of time or as a function of the size of the growing entity.…

Economics · Quantitative Finance 2015-10-22 Ron W Nielsen

In this paper, we design indices of economic fluctuation narratives derived from economic surveys. Companies, governments, and investors rely on key metrics like GDP and industrial production indices to predict economic trends. However,…

Computation and Language · Computer Science 2025-01-22 Eriko Shigetsugu , Hiroki Sakaji , Itsuki Noda

The dynamics of collaboration networks of firms follow a life-cycle of growth and decline. That does not imply they also become less resilient. Instead, declining collaboration networks may still have the ability to mitigate shocks from…

Physics and Society · Physics 2021-02-24 Frank Schweitzer , Giona Casiraghi , Mario V. Tomasello , David Garcia

We study the dynamics of the Internet topology based on the empirical data on the level of the autonomous systems. It is found that the fluctuations occurring in the stochastic process of connecting and disconnecting edges are important…

Statistical Mechanics · Physics 2009-11-07 K. -I. Goh , B. Kahng , D. Kim

Financial networks are typically estimated by applying standard time series analyses to price-based economic variables collected at low-frequency (e.g., daily or monthly stock returns or realized volatility). These networks are used for…

Statistical Finance · Quantitative Finance 2022-08-09 Kara Karpman , Sumanta Basu , David Easley

We first estimate the average growth of a company's annual income and its variance by using both real company data and a numerical model which we already introduced a couple of years ago. Investment strategies expecting for income growth is…

Statistical Mechanics · Physics 2008-12-10 Takayuki Mizuno , Shoko Kurihara , Misako Takayasu , Hideki Takayasu

We give a new predictive mathematical model for macroeconomics, which deals specifically with asset prices and earnings fluctuations, in the presence of a dynamic economy involving mergers, acquisitions, and hostile takeovers. Consider a…

Other Condensed Matter · Physics 2007-05-23 William Gordon Ritter

Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…

Physics and Society · Physics 2018-11-27 Jingfang Fan , Keren Cohen , Louis M. Shekhtman , Sibo Liu , Jun Meng , Yoram Louzoun , Shlomo Havlin
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