相关论文: Will the US Economy Recover in 2010? A Minimal Spa…
A spanning tree $T$ of graph $G$ is a $\rho$-approximate universal Steiner tree (UST) for root vertex $r$ if, for any subset of vertices $S$ containing $r$, the cost of the minimal subgraph of $T$ connecting $S$ is within a $\rho$ factor of…
Given a rooted point set $P$, the rooted $y-$Monotone Minimum Spanning Tree (rooted $y-$MMST) of $P$ is the spanning geometric graph of $P$ in which all the vertices are connected to the root by some $y-$monotone path and the sum of the…
The paper presents a comprehensive causality analysis of the US stock and commodity markets during the COVID-19 crash. The dynamics of different sectors are also compared. We use Topological Data Analysis (TDA) on multidimensional…
We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding of the economic shocks. The angular frequencies estimated…
Assessing the resilience of the economy requires accounting for its intrinsic multi-layer nature, by assessing for instance how disruptions at the firm level spread through the production network and propagate to the banking sector. Methods…
The economical world consists of a highly interconnected and interdependent network of firms. Here we develop temporal and structural network tools to analyze the state of the economy. Our analysis indicates that a strong clustering can be…
The first part of this paper is a brief survey of the approaches to economic inequality based on ideas from statistical physics and kinetic theory. These include the Boltzmann kinetic equation, the time-reversal symmetry, the ergodicity…
We study the minimum spanning tree distribution on the space of spanning trees of the $n$-by-$n$ grid for large $n$. We establish bounds on the decay rates of the probability of the most and the least probable spanning trees as…
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,…
'Animal spirits' or confidence levels are heavily dependent on how current conditions compare to adaptation levels. In the US, with its highly flexible labor markets and weak safety nets, the unemployment rate seems to serve as a…
The evolution with time of the correlation structure of equity returns is studied by means of a filtered network approach investigating persistences and recurrences and their implications for risk diversification strategies. We build…
In this paper, we present the possibility of using the Ising like models to explain by Statistical Physics means the connection between the financial discontinuities (herd behavior, bubbles, crashes) and "critical points" in physical of…
In this note, we discuss the impact of the COVID-19 outbreak from the perspective of the market-structure. We observe that the US market-structure has dramatically changed during the past four weeks and that the level of change has followed…
The growth of business firms is an example of a system of complex interacting units that resembles complex interacting systems in nature such as earthquakes. Remarkably, work in econophysics has provided evidence that the statistical…
Recent disruptions at major maritime chokepoints have exposed the structural fragility of liner shipping networks. Existing indicators measure connectivity, but none quantify its structural vulnerability from a supply-side perspective. We…
The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. We analyze the time dependence of the…
Understanding and forecasting changing market conditions in complex economic systems like the financial market is of great importance to various stakeholders such as financial institutions and regulatory agencies. Based on the finding that…
General Motors or a local business, which one is better to be stimulated in post-crisis recessions, where government stimulation is meant to overcome recessions? Due to the budget constraints, it is quite relevant to ask how one can…
Ditlevsen and Ditlevsen [Nature Communications, 2023] (DD23 hereafter) propose a statistical framework to estimate the timing of a potential collapse of the Atlantic Meridional Overturning Circulation (AMOC) based on extrapolating…
We show that the geometry of minimum spanning trees (MST) on random graphs is universal. Due to this geometric universality, we are able to characterise the energy of MST using a scaling distribution ($P(\epsilon)$) found using uniform…