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We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…

Methodology · Statistics 2025-08-05 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

Maximum Entropy is a powerful concept that entails a sharp separation between relevant and irrelevant variables. It is typically invoked in inference, once an assumption is made on what the relevant variables are, in order to estimate a…

Statistical Mechanics · Physics 2018-01-09 Luigi Gresele , Matteo Marsili

By applying network analysis techniques to large input-output system, we identify key sectors in the local/regional economy. We overcome the limitations of traditional measures of centrality by using random-walk based measures, as an…

General Economics · Economics 2022-09-30 Fernando DePaolis , Phil Murphy , M. Clara DePaolis Kaluza

Transfer entropy measures the strength and direction of information flow between different time series. We study the information flow networks of the Chinese stock market and identify important sectors and information flow paths. This paper…

Statistical Finance · Quantitative Finance 2020-04-21 Peng Yue , Qing Cai , Wanfeng Yan , Wei-Xing Zhou

The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…

Data Structures and Algorithms · Computer Science 2014-11-11 Ognjen Arandjelovic , Duc-Son Pham , Svetha Venkatesh

The field of complex networks studies a wide variety of interacting systems by representing them as networks. To understand their properties and mutual relations, the randomisation of network connections is a commonly used tool. However,…

Statistical Mechanics · Physics 2024-10-18 Noam Abadi , Franco Ruzzenenti

In the last 15 years, statistical physics has been a very successful framework to model complex networks. On the theoretical side, this approach has brought novel insights into a variety of physical phenomena, such as self-organisation,…

The number of algorithms available to reconstruct a biological network from a dataset of high-throughput measurements is nowadays overwhelming, but evaluating their performance when the gold standard is unknown is a difficult task. Here we…

Molecular Networks · Quantitative Biology 2012-09-11 Giuseppe Jurman , Michele Filosi , Roberto Visintainer , Samantha Riccadonna , Cesare Furlanello

In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…

Optimization and Control · Mathematics 2011-11-10 Tansu Alpcan

Production networks are integral to economic dynamics, yet dis-aggregated network data on inter-firm trade is rarely collected and often proprietary. Here we situate company-level production networks among networks from other domains…

In today's global economy, supply chain (SC) entities have become increasingly interconnected with demand and supply relationships due to the need for strategic outsourcing. Such interdependence among firms not only increases efficiency but…

Physics and Society · Physics 2020-11-16 Qihui Yang , Caterina Scoglio , Don Gruenbacher

Most products are produced and sold by supply chain networks, where an interconnected network of producers and intermediaries set prices to maximize their profits. I show that there exists a unique equilibrium in a price-setting game on a…

Computer Science and Game Theory · Computer Science 2019-04-16 Toomas Hinnosaar

Supply chain network data is a valuable asset for businesses wishing to understand their ethical profile, security of supply, and efficiency. Possession of a dataset alone however is not a sufficient enabler of actionable decisions due to…

Machine Learning · Computer Science 2021-07-23 Ajmal Aziz , Edward Elson Kosasih , Ryan-Rhys Griffiths , Alexandra Brintrup

For centuries, national economies created wealth by engaging in international trade and production. The resulting international supply networks not only increase wealth for countries, but also create systemic risk: economic shocks,…

General Economics · Economics 2021-12-02 Abhijit Chakraborty , Tobias Reisch , Christian Diem , Stefan Thurner

A method is provided for designing and training noise-driven recurrent neural networks as models of stochastic processes. The method unifies and generalizes two known separate modeling approaches, Echo State Networks (ESN) and Linear…

Adaptation and Self-Organizing Systems · Physics 2014-04-14 Mathieu N. Galtier , Camille Marini , Gilles Wainrib , Herbert Jaeger

Complex network null models based on entropy maximization are becoming a powerful tool to characterize and analyze data from real systems. However, it is not easy to extract good and unbiased information from these models: A proper…

Physics and Society · Physics 2015-12-09 Oleguer Sagarra , Conrad J. Pérez Vicente , Albert Díaz-Guilera

In this chapter, an input-output economic model with multiple interactive economic systems is considered. The model captures the multi-dimensional nature of the economic sectors or industries in each economic system, the interdependencies…

Systems and Control · Electrical Eng. & Systems 2025-07-29 Minh Hoang Trinh , Nhat-Minh Le-Phan , Hyo-Sung Ahn

We propose a novel measure to investigate firms' product specialisation: product coreness, that captures the centrality of exported products within the firm's export basket. We study product coreness using firm-product level data between…

General Economics · Economics 2023-03-23 Filippo Bontadini , Mercedes Campi , Marco Dueñas

We introduce a simple model for addressing the controversy in the study of financial systems, sometimes taken as brownian-like processes and other as critical systems with fluctuations of arbitrary magnitude. The model considers a…

General Finance · Quantitative Finance 2013-01-01 João P. da Cruz , Pedro G. Lind

The discovery, representation and reconstruction of Business Networks (BN) from Network Mining (NM) raw data is a difficult problem for enterprises. This is due to huge amounts of e.g. complex business processes within and across enterprise…

Other Computer Science · Computer Science 2013-12-31 Daniel Ritter