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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

Predicting the future evolution of complex systems is one of the main challenges in complexity science. Based on a current snapshot of a network, link prediction algorithms aim to predict its future evolution. We apply here link prediction…

Physics and Society · Physics 2015-11-18 Alexandre Vidmer , An Zeng , Matúš Medo , Yi-Cheng Zhang

We introduce a class of reinforcement models where, at each time step $t$, one first chooses a random subset $A_t$ of colours (independent of the past) from $n$ colours of balls, and then chooses a colour $i$ from this subset with…

Probability · Mathematics 2014-06-03 Remco van der Hofstad , Mark Holmes , Alexey Kuznetsov , Wioletta Ruszel

The interdependent nature of the global economy has become stronger with increases in international trade and investment. We propose a new model to reconstruct the international trade network and associated cost network by maximizing…

Physics and Society · Physics 2018-06-05 Yuichi Ikeda , Hiroshi Iyetomi

Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of maximally random weighted networks, whose…

General Finance · Quantitative Finance 2015-05-27 Agata Fronczak , Piotr Fronczak

We consider a system of urns of Polya-type, with balls of two colors; the reinforcement of each urn depends both on the content of the same urn and on the average content of all urns. We show that the urns synchronize almost surely, in the…

Probability · Mathematics 2016-03-08 Paolo Dai Pra , Pierre-Yves Louis , Ida G. Minelli

This paper develops an analytic theory for the study of some Polya urns with random rules. The idea is to extend the isomorphism theorem in Flajolet et al. (2006), which connects deterministic balanced urns to a differential system for the…

Combinatorics · Mathematics 2012-07-25 Basile Morcrette , Hosam M. Mahmoud

Energy security and energy trade are the cornerstones of global economic and social development. The structural robustness of the international oil trade network (iOTN) plays an important role in the global economy. We integrate the machine…

Physics and Society · Physics 2023-06-21 Wen-Jie Xie , Na Wei , Wei-Xing Zhou

This work deals with a system of interacting reinforced stochastic processes, where each process $X^j=(X_{n,j})_n$ is located at a vertex $j$ of a finite weighted direct graph, and it can be interpreted as the sequence of "actions" adopted…

Probability · Mathematics 2020-09-10 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

This paper begins to explore the determinants of the topological properties of the international - trade network (ITN). We fit bilateral-trade flows using a standard gravity equation to build a "residual" ITN where trade-link weights are…

General Finance · Quantitative Finance 2009-08-18 Giorgio Fagiolo

We develop a model where currency issuers provide liquidity, while users in a trade network choose currency usage for trade settlement. We identify a feedback mechanism where a user's currency preference spillovers to others and increases…

Theoretical Economics · Economics 2025-07-30 Tomoo Kikuchi , Lien Pham

In this paper, we consider a new type of urn scheme, where the selection probabilities are proportional to a weight function, which is linear but decreasing in the proportion of existing colours. We refer to it as the \emph{negatively…

Probability · Mathematics 2018-01-09 Antar Bandyopadhyay , Gursharn Kaur

In the paper we analyse dependence structures among international trade flows of major conventional weapons from 1952 to 2016. We employ a Network Disturbance Model commonly used in inferential network analysis and spatial econometrics. The…

Applications · Statistics 2018-03-12 Michael Lebacher , Göran Kauermann

As a vital strategic resource, oil has an essential influence on the world economy, diplomacy and military development. Using oil trade data to dynamically monitor and warn about international trade risks is an urgent need. Based on the UN…

Statistical Finance · Quantitative Finance 2022-08-23 Wen-Jie Xie , Na Wei , Wei-Xing Zhou

This paper explores the relationships between migration and trade using a complex-network approach. We show that: (i) both weighted and binary versions of the networks of international migration and trade are strongly correlated; (ii) such…

Physics and Society · Physics 2013-09-24 Giorgio Fagiolo , Marina Mastrorillo

Using the United Nations Commodity Trade Statistics Database [http://comtrade.un.org/db/] we construct the Google matrix of the world trade network and analyze its properties for various trade commodities for all countries and all available…

General Finance · Quantitative Finance 2012-02-14 Leonardo Ermann , Dima L. Shepelyansky

This paper studies an integrated system of political and economic systems from a systematic perspective to explore the complex interaction between them, and specially analyzes the case of the US presidential election forecasting. Based on…

Physics and Society · Physics 2020-04-30 Lingbo Li , Ying Fan , An Zeng , Zengru Di

The worldwide trade network has been widely studied through different data sets and network representations with a view to better understanding interactions among countries and products. Here we investigate international trade through the…

Physics and Society · Physics 2018-12-12 Luiz G. A. Alves , Giuseppe Mangioni , Francisco A. Rodrigues , Pietro Panzarasa , Yamir Moreno

The structure of the International Trade Network (ITN), whose nodes and links represent world countries and their trade relations respectively, affects key economic processes worldwide, including globalization, economic integration,…

Physics and Society · Physics 2024-09-21 Assaf Almog , Rhys Bird , Diego Garlaschelli

Motivated by recent studies of big samples, this work aims at constructing a parametric model which is characterized by the following features: (i) a "local" reinforcement, i.e. a reinforcement mechanism mainly based on the last…

Statistics Theory · Mathematics 2022-10-19 Giacomo Aletti , Irene Crimaldi