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We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of intrinsically dissected time series. Defining a method for…

Trading and Market Microstructure · Quantitative Finance 2014-02-11 Anton Golub , Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard

This paper employs a weighted network approach to study the empirical properties of the web of trade relationships among world countries, and its evolution over time. We show that most countries are characterized by weak trade links; yet,…

Social and Information Networks · Computer Science 2018-03-21 Maddalena D'Anna , Alfredo Petrosino

Globalization is one of the central concepts of our age. The common perception of the process is that, due to declining communication and transport costs, distance becomes less and less important. However, the distance coefficient in the…

Physics and Society · Physics 2014-12-17 Mariusz Karpiarz , Piotr Fronczak , Agata Fronczak

This paper studies the topological properties of the World Trade Web (WTW) and its evolution over time by employing a weighted network analysis. We show that the WTW, viewed as a weighted network, displays statistical features that are very…

General Finance · Quantitative Finance 2009-11-13 Giorgio Fagiolo , Javier Reyes , Stefano Schiavo

The frequent outbreak of severe foodborne diseases warns of a potential threat that the global trade networks could spread fatal pathogens. The global trade network is a typical overlay network, which compounds multiple standalone trade…

Physics and Society · Physics 2012-10-24 Yong Min , Ying Ge , Xiaogang Jin , Jie Chang

The efficiency of flow-based networking mechanisms strongly depends on traffic characteristics and should thus be assessed using accurate flow models. For example, in the case of algorithms based on the distinction between elephant and mice…

Networking and Internet Architecture · Computer Science 2020-12-29 Piotr Jurkiewicz , Grzegorz Rzym , Piotr Boryło

The energy consumption, the transfer of resources through the international trade, the transition towards renewable energies and the environmental sustainability appear as key drivers in order to evaluate the resilience of the energy…

General Economics · Economics 2024-04-08 Gian Paolo Clemente , Alessandra Cornaro , Rosanna Grassi , Giorgio Rizzini

We study the international interbank market through a geometrical and a topological analysis of empirical data. The geometrical analysis of the time series of cross-country liabilities shows that the systematic information of the interbank…

Computational Finance · Quantitative Finance 2012-05-28 Alessandro Spelta , Tanya Araújo

In economic and financial networks, the strength of each node has always an important economic meaning, such as the size of supply and demand, import and export, or financial exposure. Constructing null models of networks matching the…

General Finance · Quantitative Finance 2014-12-09 Rossana Mastrandrea , Tiziano Squartini , Giorgio Fagiolo , Diego Garlaschelli

In Regional Economics, the attractiveness of regions for capital, migrants, tourists, and other kinds of flows is a relevant topic. Usually, studies in this field explore single flows, characterizing the dimensions of territorial…

Physics and Society · Physics 2025-09-25 Emanuele Calò , Angelo Facchini

Supply networks are essential for modern production, yet their critical properties remain understudied. We present a stochastic model with random production capacities to analyze material flow to a root node, focusing on topology and buffer…

Physics and Society · Physics 2025-06-02 Yannick Feld , Marc Barthelemy

This paper explores the gain maximization problem of two nations engaging in non-cooperative bilateral trade. Probabilistic model of an exchange of commodities under different price systems is considered. Volume of commodities exchanged…

Theoretical Economics · Economics 2020-01-09 Tsotne Kutalia , Revaz Tevzadze

During a financial crisis, the capital markets network frequently exhibits a high correlation between returns. We developed a network analysis framework based on daily returns from 42 countries to determine systemic stability. Our network…

Dynamical Systems · Mathematics 2022-01-06 Supanat Kamtue , Pongsak Luangaram , Sirawit Woramongkhon

We propose a new algorithm to obtain max flow for the multicommodity flow. This algorithm utilizes the max-flow min-cut theorem and the well known labeling algorithm due to Ford and Fulkerson [1]. We proceed as follows: We select one…

General Mathematics · Mathematics 2010-01-13 Dhananjay P. Mehendale

The World Trade Web (WTW) is the network of international trade relationships among world countries. Characterizing both the local link weights (observed trade volumes) and the global network structure (large-scale topology) of the WTW via…

Physics and Society · Physics 2022-12-23 Marzio Di Vece , Diego Garlaschelli , Tiziano Squartini

A multilevel network is defined as the junction of two interaction networks, one level representing the interactions between individuals and the other the interactions between organizations. The levels are linked by an affiliation…

Methodology · Statistics 2023-12-04 Saint-Clair Chabert-Liddell , Pierre Barbillon , Sophie Donnet , Emmanuel Lazega

In this note we study the bilateral merchandise trade flows between 186 countries over the 1948-2005 period using data from the International Monetary Fund. We use Pajek to identify network structure and behavior across thresholds and over…

General Finance · Quantitative Finance 2009-11-13 Irena Tzekina , Karan Danthi , Daniel N. Rockmore

In the study of economic networks, econometric approaches interpret the traditional Gravity Model specification as the expected link weight coming from a probability distribution whose functional form can be chosen arbitrarily, while…

Physics and Society · Physics 2024-05-15 Marzio Di Vece , Diego Garlaschelli , Tiziano Squartini

Many real-world complex systems across natural, social, and economical domains consist of manifold layers to form multiplex networks. The multiple network layers give rise to nonlinear effect for the emergent dynamics of systems.…

Physics and Society · Physics 2016-05-26 Kyu-Min Lee , Kwang-Il Goh

In transportation systems (e.g. highways, railways, airports), traffic flows with distinct origin-destination pairs usually share common facilities and interact extensively. Such interaction is typically stochastic due to natural…

Optimization and Control · Mathematics 2019-08-06 Li Jin , Yining Wen
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