相关论文: Relationships between different Macroeconomic Vari…
Empirical measures of financial connectedness based on Forecast Error Variance Decompositions (FEVDs) often yield dense network structures that obscure true transmission channels and complicate the identification of systemic risk. This…
For promoting the development of the marine economy more sustainably, based on the data envelopment analysis method and combined with the impact of the marine environment, the environmental performance of the marine economy was evaluated…
This paper reviews some of the phenomenological models which have been introduced to incorporate the scaling properties of financial data. It also illustrates a microscopic model, based on heterogeneous interacting agents, which provides a…
A major part of the balance sheets of the largest US banks consists of credit card portfolios. Hence, managing the charge-off rates is a vital task for the profitability of the credit card industry. Different macroeconomic conditions affect…
Scaling laws in ecology, intended both as functional relationships among ecologically-relevant quantities and the probability distributions that characterize their occurrence, have long attracted the interest of empiricists and…
The information shared among observables representing processes of interest is traditionally evaluated in terms of macroscale measures characterizing aggregate properties of the underlying processes and their interactions. Traditional…
Energy usage and GDP have been the subject of numerous studies over the past decades. It has been overlooked by previous studies that energy consumption correlates with economic growth in relation to GDP. This study uses threshold…
Ordered response scales are ubiquitous in economics, but their interpretation rests on an untested assumption: that numerical labels reflect equal psychological intervals. The contribution of this paper is to provide a systematic assessment…
In economic literature, economic complexity is typically approximated on the basis of an economy's gross export structure. However, in times of ever increasingly integrated global value chains, gross exports may convey an inaccurate image…
We model a dynamic data economy with fully endogenous growth where agents generate data from consumption and share them with innovation and production firms. Different from other productive factors such as labor or capital, data are…
For this special issue, the article aims at discussing a few econophysics problems studied so far rather successfully. The following "applications" in micro-econo-physics are considered : (i) financial crashes; it is emphasized that one can…
Motivated by an analysis of causal mechanism from economic stress to entrepreneurial withdrawals through depressed affect, we develop a two-layer generalized varying coefficient mediation model. This model captures the bridging effects of…
Recent years have seen a resurgence in interest in marketing mix models (MMMs), which are aggregate-level models of marketing effectiveness. Often these models incorporate nonlinear effects, and either implicitly or explicitly assume that…
Simple correlation coefficients between two variables have been generalized to measure association between two matrices in many ways. Coefficients such as the RV coefficient, the distance covariance (dCov) coefficient and kernel based…
In data sets with many predictors, algorithms for identifying a good subset of predictors are often used. Most such algorithms do not account for any relationships between predictors. For example, stepwise regression might select a model…
In complex systems, many different parts interact in non-obvious ways. Traditional research focuses on a few or a single aspect of the problem so as to analyze it with the tools available. To get a better insight of phenomena that emerge…
In the field of machine learning, it is still a critical issue to identify and supervise the learned representation without manually intervening or intuition assistance to extract useful knowledge or serve for the downstream tasks. In this…
The mainstream media has much leeway in what it chooses to cover and how it covers it. These choices have real-world consequences on what people know and their subsequent behaviors. However, the lack of objective measures to evaluate…
The digital revolution has led to the digitization of human behavior, creating unprecedented opportunities to understand observable actions on an unmatched scale. Emerging phenomena such as crowdfunding and crowdsourcing have further…
Many economic activities are embedded in networks: sets of agents and the (often) rivalrous relationships connecting them to one another. Input sourcing by firms, interbank lending, scientific research, and job search are four examples,…