Related papers: Mean field approximation for biased diffusion on J…

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…

The Japanese shareholding network existing at the end of March 2002 is studied empirically. The network is constructed from 2,303 listed companies and 53 non-listed financial institutions. We consider this network as a directed graph by…

The Japanese shareholding network at the end of March 2002 is studied. To understand the characteristics of this network intuitively, we visualize it as a directed graph and an adjacency matrix. Especially detailed features of networks…

A microscopic model of aggregation and fragmentation is introduced to investigate the size distribution of businesses. In the model, businesses are constrained to comply with the market price, as expected by the customers, while customers…

As complex networks in economics, we consider Japanese shareholding networks as they existed in 1985, 1990, 1995, 2000, 2002, and 2003. In this study, we use as data lists of shareholders for companies listed on the stock market or on the…

Employing data on the assessed value of land in 1974--2007 Japan, we exhibit a quasistatically varying log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed quasi-balance is adopted…

Inter-firm organizations, which play a driving role in the economy of a country, can be represented in the form of a customer-supplier network. Such a network exhibits a heavy-tailed degree distribution, disassortative mixing and a…

Geometrical distance is an important constraining factor underpinning the emergence of social and economic interactions of complex systems. Yet, agent-based studies supported by granular analysis of distances are limited. Here, we develop a…

To elucidate allometric scaling in complex systems, we investigated the underlying scaling relationships between typical three-scale indicators for approximately 500,000 Japanese firms; namely, annual sales, number of employees, and number…

Employing profits data of Japanese firms in 2003--2005, we kinematically exhibit the static log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed balance is adopted together with…

We evaluate analytically and numerically the size of the frozen core and various scaling laws for critical Boolean networks that have a power-law in- and/or out-degree distribution. To this purpose, we generalize an efficient method that…

In this paper we examine inefficiencies and information disparity in the Japanese stock market. By carefully analysing information publicly available on the internet, an `outsider' to conventional statistical arbitrage strategies--which are…

We provide a mean-field analysis of community structure of social and biological networks assuming that actors are able to evaluate some tree-derived distance to the other actors and tend to aggregate with the less distant. We show that…

Employing profits data of Japanese companies in 2002 and 2003, we identify the non-Gibrat's law which holds in the middle profits region. From the law of detailed balance in all regions, Gibrat's law in the high region and the non-Gibrat's…

A generic communication model of a boolean network with transmission errors is proposed to explore the power-law scaling of states' evolution in small-world networks. In the model, the power spectrum of the population difference between…

We investigate a factor that can affect the number of links of a specific stock in a network between stocks created by the minimal spanning tree (MST) method, by using individual stock data listed on the S&P500 and KOSPI. Among the common…

In networks that grow by isotropic redirection (IR), a new node selects an initial target node uniformly at random and attaches to a randomly chosen neighbor of the target. The emerging networks exhibit leaf proliferation, in which the…

An analysis of the Japanese credit market in 2004 between banks and quoted firms is done in this paper using the tools of the networks theory. It can be pointed out that: (i) a backbone of the credit channel emerges, where some links play a…

Random networks with complex topology are common in Nature, describing systems as diverse as the world wide web or social and business networks. Recently, it has been demonstrated that most large networks for which topological information…

It is generally accepted that neighboring nodes in financial networks are negatively assorted with respect to the correlation between their degrees. This feature would play an important 'damping' role in the market during downturns (periods…