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Related papers: Network analysis and Eurozone trade imbalances

200 papers

The interbank market has a natural multiplex network representation. We employ a unique database of supervisory reports of Italian banks to the Banca d'Italia that includes all bilateral exposures broken down by maturity and by the secured…

General Finance · Quantitative Finance 2013-11-20 Leonardo Bargigli , Giovanni di Iasio , Luigi Infante , Fabrizio Lillo , Federico Pierobon

We consider a sharing economy network where agents embedded in a graph share their resources. This is a fundamental model that abstracts numerous emerging applications of collaborative consumption systems. The agents generate a random…

Computer Science and Game Theory · Computer Science 2017-03-29 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

We construct a network of 1.6 million nodes from banking transactions of users of Rabobank. We assign two weights on each edge, which are the aggregate transferred amount and the total number of transactions between the users from the year…

Social and Information Networks · Computer Science 2021-09-23 Akrati Saxena , Yulong Pei , Jan Veldsink , Werner van Ipenburg , George Fletcher , Mykola Pechenizkiy

The current work discusses how complex networks can be applied in order to aid economical development and stability at several scales and contexts. The following activities are involved: (a) compilation of several types of data related to…

Physics and Society · Physics 2007-05-23 Luciano da Fontoura Costa

Brexit, a global pandemic, the Russian invasion of Ukraine, and record inflation - few legislative bodies have faced such a cascade of shocks as the European Parliament did during its 9th term (2019-2024). Using the Bipartite Configuration…

Physics and Society · Physics 2025-07-08 Sebastiao Rosalino , António Curado , Flávio L. Pinheiro

On Jan. 1, 1999 the European Union introduced a common currency Euro ($EUR$), to become the legal currency in all eleven countries which form the $EUR$. In order to test the $EUR$ behavior and understand various features, the $EUR$ exchange…

Statistical Mechanics · Physics 2016-12-21 M. Ausloos , K. Ivanova

The connections in many networks are not merely binary entities, either present or not, but have associated weights that record their strengths relative to one another. Recent studies of networks have, by and large, steered clear of such…

Statistical Mechanics · Physics 2009-11-10 M. E. J. Newman

The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of…

Risk Management · Quantitative Finance 2018-04-11 Fabio Caccioli , Paolo Barucca , Teruyoshi Kobayashi

Network traffic data is huge, varying and imbalanced because various classes are not equally distributed. Machine learning (ML) algorithms for traffic analysis uses the samples from this data to recommend the actions to be taken by the…

Networking and Internet Architecture · Computer Science 2013-11-13 Raman Singh , Harish Kumar , R. K. Singla

We represent an exchange economy in terms of statistical ensembles for complex networks by introducing the concept of market configuration. This is defined as a sequence of nonnegative discrete random variables $\{w_{ij}\}$ describing the…

General Finance · Quantitative Finance 2016-09-15 Leonardo Bargigli , Andrea Lionetto , Stefano Viaggiu

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

Legislators, designers of legal information systems, as well as citizens face often problems due to the interdependence of the laws and the growing number of references needed to interpret them. Quantifying this complexity is not an easy…

Social and Information Networks · Computer Science 2017-08-23 Marios Koniaris , Ioannis Anagnostopoulos , Yannis Vassiliou

The Cold War was the defining episode of geopolitical fragmentation in the twentieth century. Trade between East and West across the Iron Curtain (a symbolical and physical barrier dividing Europe into two distinct areas) was restricted,…

General Economics · Economics 2024-04-05 Rodolfo G. Campos , Benedikt Heid , Jacopo Timini

Structural balance theory has been developed in sociology and psychology to explain how interacting agents, e.g., countries, political parties, opinionated individuals, with mixed trust and mistrust relationships evolve into polarized…

Social and Information Networks · Computer Science 2016-05-27 Weiguo Xia , Ming Cao , Karl Henrik Johansson

In 2013, TSOs from the Central European Region complained to the Agency for the Cooperation of Energy Regulators because of increasing unplanned flows that were presumed to be caused by a joint German-Austrian bidding zone in the European…

General Economics · Economics 2023-03-27 Theresa Graefe

The concept of clearing or netting, as defined in the glossaries of European Central Bank, has a great impact on the economy of a country influencing the exchanges and the interactions between companies. On short, netting refers to an…

Data Structures and Algorithms · Computer Science 2020-12-11 Lucian-Ionut Gavrila , Alexandru Popa

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

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 use the United Nations COMTRADE database for analysis of the multiproduct world trade network. With this data, considered for years 2012-2018, we determined the world trade impact of the Kernel of EU 9 countries (KEU9), being Austria,…

Social and Information Networks · Computer Science 2021-10-08 Justin Loye , Leonardo Ermann , Dima L. Shepelyansky

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