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Related papers: A Network Approach to Consumption

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This paper develops a practical framework for using observational data to audit the consumer surplus effects of AI-driven decisions, specifically in targeted pricing and algorithmic lending. Traditional approaches first estimate demand…

Machine Learning · Statistics 2026-01-06 Zeyu Bian , Max Biggs , Ruijiang Gao , Zhengling Qi

Professional networks -- the social networks among people in a given line of work -- can serve as a conduit for job prospects and other opportunities. Here we propose a model for the formation of such networks and the transfer of…

Computer Science and Game Theory · Computer Science 2024-06-28 Cynthia Dwork , Chris Hays , Jon Kleinberg , Manish Raghavan

The irreducible complexity of natural phenomena has led Graph Neural Networks to be employed as a standard model to perform representation learning tasks on graph-structured data. While their capacity to capture local and global patterns is…

Machine Learning · Computer Science 2024-02-13 Lorenzo Giusti

This work explores the characteristics of financial contagion in networks whose links distributions approaches a power law, using a model that defines banks balance sheets from information of network connectivity. By varying the parameters…

General Finance · Quantitative Finance 2014-10-10 Vanessa Hoffmann de Quadros , Juan Carlos González-Avella , José Roberto Iglesias

This literature review elucidates the implications of behavioral biases, particularly those stemming from overconfidence and framing, on the intertemporal choices made by students on their underline demand preferences for student loans. A…

General Economics · Economics 2023-10-04 Praful Raj

We study consumption behaviour in systems with heterogeneous interacting agents. Two different models are introduced, respectively with long and short range interactions among agents. At any time step an agent decides whether or not to…

Statistical Mechanics · Physics 2008-12-02 Giulia Iori , Vassilis Koulovassilopoulos

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 this article the problem of reconstructing the pattern of connection between agents from partial empirical data in a macro-economic model is addressed, given a set of behavioral equations. This systemic point of view puts the focus on…

General Economics · Economics 2019-01-30 Aurélien Hazan

In recent years networks have gained unprecedented attention in studying a broad range of topics, among them in complex systems research. In particular, multi-agent systems have seen an increased recognition of the importance of the…

Physics and Society · Physics 2007-05-23 László Gulyás , Elenna R. Dugundji

We replicate Meissner (2016), where debt aversion was reported for the first time in an intertemporal consumption and saving problem. While Meissner (2016) uses a German sample, our participants are US undergraduate students. All of the…

General Economics · Economics 2025-01-08 Steffen Ahrens , Ciril Bosch-Rosa , Thomas Meissner

Network economics is the study of a rich class of equilibrium problems that occur in the real world, from traffic management to supply chains and two-sided online marketplaces. In this paper we explore causal inference in network economics,…

Optimization and Control · Mathematics 2021-09-24 Sridhar Mahadevan

Consumption practices are determined by a combination of economic, social, and cultural forces. We posit that lower economic constraints leave more room to diversify consumption along cultural and social aspects in the form of omnivorous or…

General Economics · Economics 2025-06-18 Yuanmo He , Milena Tsvetkova

Networks are useful for describing systems of interacting objects, where the nodes represent the objects and the edges represent the interactions between them. The applications include chemical and metabolic systems, food webs as well as…

Computational Physics · Physics 2009-10-20 Baruch Barzel , Ofer Biham

European Monetary Union continues to be characterised by significant macroeconomic imbalances. Germany has shown increasing current account surpluses at the expense of the other member states (especially the European periphery). Since the…

General Economics · Economics 2022-09-21 Giovanni Carnazza , Pierluigi Vellucci

Modern society heavily relies on strongly connected, socio-technical systems. As a result, distinct risks threatening the operation of individual systems can no longer be treated in isolation. Consequently, risk experts are actively seeking…

Risk Management · Quantitative Finance 2018-02-07 Christos Ellinas , Neil Allan , Caroline Coombe

Credit networks rely on decentralized, pairwise trust relationships (channels) to exchange money or goods. Credit networks arise naturally in many financial systems, including the recent construct of payment channel networks in blockchain…

Social and Information Networks · Computer Science 2021-09-29 Vibhaalakshmi Sivaraman , Weizhao Tang , Shaileshh Bojja Venkatakrishnan , Giulia Fanti , Mohammad Alizadeh

I examine global recessions as a cascade phenomenon. In other words, how recessions arising in one or more countries might percolate across a network of connected economies. A heterogeneous agent based model is set up in which the agents…

General Finance · Quantitative Finance 2008-12-02 Paul Ormerod

The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the notion of the existence of equilibrium and those which rely on statistical…

Trading and Market Microstructure · Quantitative Finance 2019-12-12 V. Sasidevan , Nils Bertschinger

Many complex networks demonstrate a phenomenon of striking degree correlations, i.e., a node tends to link to other nodes with similar (or dissimilar) degrees. From the perspective of degree correlations, this paper attempts to characterize…

Physics and Society · Physics 2014-10-21 Bin Jiang , Yingying Duan , Feng Lu , Tinghong Yang , Jing Zhao

This study investigates an optimal consumption--investment problem in which the unobserved stock trend is modulated by a hidden Markov chain that represents different economic regimes. In the classical approach, the hidden state is…

Mathematical Finance · Quantitative Finance 2023-07-21 Kexin Chen , Hoi Ying Wong