相关论文: Separable and Semiparametric Network-based Countin…
The international trade network (ITN) has received renewed multidisciplinary interest due to recent advances in network theory. However, it is still unclear whether a network approach conveys additional, nontrivial information with respect…
This paper proposes a method for semiparametric regression analysis of large-scale data which are distributed over multiple hosts. This enables modeling of nonlinear relationships and both the batch approach, where analysis starts after all…
We propose a statistical model for networks of event count sequences built on a cascade structure. We assume that each event triggers successor events, whose counts follow additive probability distributions; the ensemble of counts is given…
Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the…
Realistic aircraft trajectory models are useful in the design and validation of air traffic management (ATM) systems. Models of aircraft operated under instrument flight rules (IFR) require capturing the variability inherent in how aircraft…
This research attempts to model the stochastic process of trades in a limit order book market as a marked point process. We propose a semi-parametric model for the conditional distribution given the past, attempting to capture the effect of…
This paper analyses the world web of mergers and acquisitions (M&As) using a complex network approach. We use data of M&As to build a temporal sequence of binary and weighted-directed networks for the period 1995-2010 and 224 countries…
International trade research plays an important role to inform trade policy and shed light on wider issues relating to poverty, development, migration, productivity, and economy. With recent advances in information technology, global and…
We develop a cross-border market model for two countries based on a continuous trading mechanism, in which the transmission capacities that enable transactions between market participants from different countries are limited. Our market…
Changes in air transport networks over time may be induced by competition among carriers, changes in regulations on airline industry, and socioeconomic events such as terrorist attacks and epidemic outbreaks. Such network changes may…
The upsetting consequences of weather conditions are well known to any person involved in air transportation. Still the quantification of how these disturbances affect delay propagation and the effectiveness of managers and pilots…
Dynamic transportation networks have been analyzed for years by means of static graph-based indicators in order to study the temporal evolution of relevant network components, and to reveal complex dependencies that would not be easily…
Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…
This article aims to model international trade relationships among 29 countries in the apparel industry between 1994 and 2013. Bilateral trade flows can be represented as a directed network, where nodes correspond to countries and directed…
Tools of the theory of critical phenomena, namely the scaling analysis and universality, are argued to be applicable to large complex web-like network structures. Using a detailed analysis of the real data of the International Trade Network…
Increased day-trading activity and the subsequent jump in intraday volatility and trading volume fluctuations has raised considerable interest in models for financial market microstructure. We investigate the random transitions between two…
We propose a unified modelling framework that theoretically justifies the main empirical regularities characterizing the international trade network. Each country is associated to a Polya urn whose composition controls the propensity of the…
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables,…
The availability of multidimensional economic datasets has grown significantly in recent years. An example is bilateral trade values across goods among countries, comprising three dimensions -- importing countries, exporting countries, and…
We propose a general framework for modelling network data that is designed to describe aspects of non-exchangeable networks. Conditional on latent (unobserved) variables, the edges of the network are generated by their finite growth history…