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相关论文: Opinion formation in the world trade network

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Based on the high-frequency recordings from Kraken, a cryptocurrency exchange and professional trading platform that aims to bring Bitcoin and other cryptocurrencies into the mainstream, the multiscale cross-correlations involving the…

An economic system is an exemplar of a complex system in which all agents interact simultaneously. Interactions between countries have generally been studied using the flow of resources across diverse trade networks, in which the degree of…

物理与社会 · 物理学 2022-09-07 Sungyong Kim , Jinhyuk Yun

Since 2008, the network analysis of financial systems is one of the most important subjects in economics. In this paper, we have used the complexity approach and Random Matrix Theory (RMT) for analyzing the global banking network. By…

The worldwide trade network has been widely studied through different data sets and network representations with a view to better understanding interactions among countries and products. Here we investigate international trade through the…

In a system containing a large number of interacting stochastic processes, there will typically be many non-zero correlation coefficients. This makes it difficult to either visualize the system's inter-dependencies, or identify its dominant…

其他凝聚态物理 · 物理学 2011-09-06 Mark McDonald , Omer Suleman , Stacy Williams , Sam Howison , Neil F. Johnson

We present a model of worldwide crisis contagion based on the Google matrix analysis of the world trade network obtained from the UN Comtrade database. The fraction of bankrupted countries exhibits an \textit{on-off} phase transition…

交易与市场微观结构 · 定量金融 2020-09-22 Célestin Coquidé , José Lages , Dima L. Shepelyansky

A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are constructed for USD, EUR and PLZ used as the base currencies. The triangle rule is interpreted as constraints reducing the number of…

物理与社会 · 物理学 2008-12-02 A. Z. Gorski , S. Drozdz , J. Kwapien , P. Oswiecimka

Statistical and multiscaling characteristics of WTI Crude Oil prices expressed in US dollar in relation to the most traded currencies as well as to gold futures and to the E-mini S$\&$P500 futures prices on 5 min intra-day recordings in the…

统计金融 · 定量金融 2019-06-24 Marcin Wątorek , Stanisław Drożdż , Paweł Oświȩcimka , Marek Stanuszek

We apply RMT, Network and MF-DFA methods to investigate correlation, network and multifractal properties of 20 global financial indices. We compare results before and during the financial crisis of 2008 respectively. We find that the…

统计金融 · 定量金融 2015-06-04 Sunil Kumar , Nivedita Deo

This study examines the effects of de-globalization trends on international trade networks and their role in improving forecasts for economic growth. Using section-level trade data from nearly 200 countries from 2010 to 2022, we identify…

综合经济学 · 经济学 2024-04-16 Thiago C. Silva , Paulo V. B. Wilhelm , Diego R. Amancio

This paper reports empirical evidence that a neural networks model is applicable to the statistically reliable prediction of foreign exchange rates. Time series data and technical indicators such as moving average, are fed to neural nets to…

无序系统与神经网络 · 物理学 2016-08-31 V. V. Kondratenko , Yu. A Kuperin

Financial markets are complex adaptive systems, and are commonly studied as complex networks. Most of such studies fall short in two respects: they do not account for non-linearity of the studied relationships, and they create one network…

统计金融 · 定量金融 2014-10-01 Paweł Fiedor , Artur Hołda

We study the process of opinion formation in an Ising social network of scientific collaborations. The network is undirected. An Ising spin is associated with each network node being oriented up (red) or down (blue). Certain nodes carry…

物理与社会 · 物理学 2026-01-07 Kristina Bukina , Dima L. Shepelyansky

The prediction of foreign exchange rates, such as the US Dollar (USD) to Bangladeshi Taka (BDT), plays a pivotal role in global financial markets, influencing trade, investments, and economic stability. This study leverages historical…

Exchange arrangements among different countries over the world are foundations of the world economy, which generally stand behind the daily economic evolution. As the first study of the world exchange arrangements web (WEAW), we built a…

物理与社会 · 物理学 2011-02-19 Xiang Li , Yu Ying Jin , Guanrong Chen

The so called "globalization" process (i.e. the inexorable integration of markets, currencies, nation-states, technologies and the intensification of consciousness of the world as a whole) has a behavior exactly equivalent to a system that…

综合金融 · 定量金融 2016-12-12 Esteban Guevara Hidalgo

Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…

机器学习 · 计算机科学 2020-06-05 Yun-Cheng Tsai , Chun-Chieh Wang

This paper presents the way in which can be determined the exchange rates that simultaneously balance the trade balances of all countries that trade with each other within a common market. A mathematical synthesis between the theory of…

综合经济学 · 经济学 2020-08-27 Walter H. Bruckman

We propose a new model of opinion formation, the Opinion Changing Rate (OCR) model. Instead of investigating the conditions that allow consensus in a world of agents with different opinions, we study under which conditions a group of agents…

其他凝聚态物理 · 物理学 2007-05-23 A. Pluchino , V. Latora , A. Rapisarda

Understanding and quantifying polarization in social systems is important because of many reasons. It could for instance help to avoid segregation and conflicts in the society or to control polarized debates and predict their outcomes. In…

物理与社会 · 物理学 2017-10-11 Tyll Krueger , Janusz Szwabiński , Tomasz Weron