相关论文: Network Structure in UK Payment Flows: Evidence on…
The demand for electricity is undergoing considerable spatial and temporal change. With the uptake of efficient technologies and increased electrification, a better understanding of how potential changes in demand patterns can affect…
Global and regional integration has grown significantly in recent decades, boosting intra-African trade and positively impacting national economies through trade diversification and sustainable development. However, existing measures of…
In this paper we analyse the effects of information flows in cryptocurrency markets. We first define a cryptocurrency trading network, i.e. the network made using cryptocurrencies as nodes and the Granger causality among their weekly log…
Hospitalisations from COVID-19 with Omicron sub-lineages have put a sustained pressure on the English healthcare system. Understanding the expected healthcare demand enables more effective and timely planning from public health. We collect…
Network theory provides a rich toolbox consisting of methods, measures, and models for studying the structure and dynamics of complex systems found in nature, society, or technology. Recently, it has been pointed out that many real-world…
Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the production of complex products, they may also…
We are flooded with large-scale dynamic networked data. Analyses requiring exact comparisons between networks are computationally intractable, so new methodologies are sought. We extend the graphlet-based statistics to directed networks and…
Drawing on recent contributions inferring financial interconnectedness from market data, our paper provides new insights on the evolution of the US financial industry over a long period of time by using several tools coming from network…
A central challenge in financial economics is understanding how credit networks form under informational noise. We introduce the concept of topological capital, arguing that banks increasingly rely on topological certification, interpreting…
We analyze a coupled anonymized dataset collecting the mobile phone communication and bank transactions history of a large number of individuals. After mapping the social structure and introducing indicators of socioeconomic status,…
Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e.g. communication, engineering and industry. One of the interesting problems in analysing dynamic network structures is to monitor…
We demonstrate using multi-layered networks, the existence of an empirical linkage between the dynamics of the financial network constructed from the market indices and the macroeconomic networks constructed from macroeconomic variables…
Much of the past work in network analysis has focused on analyzing discrete graphs, where binary edges represent the "presence" or "absence" of a relationship. Since traditional network measures (e.g., betweenness centrality) utilize a…
This article introduces a novel method for detecting distinctive structural changes in economic data, particularly within frequency distribution tables. The approach identifies significant shifts in the distribution of a variable over time…
The prediction of both the existence and weight of network links at future time points is essential as complex networks evolve over time. Traditional methods, such as vector autoregression and factor models, have been applied to small,…
We embrace a fresh perspective to auditing by analyzing a large set of companies as complex financial networks rather than static aggregates of balance sheet data. Preliminary analyses show that network centrality measures within these…
We study financial systems from a game-theoretic standpoint. A financial system is represented by a network, where nodes correspond to firms, and directed labeled edges correspond to debt contracts between them. The existence of cycles in…
Increasing evidence suggests that cities are complex systems, with structural and dynamical features responsible for a broad spectrum of emerging phenomena. Here we use a unique data set of human flows and couple it with information on the…
In recent years, methods from network science are gaining rapidly interest in economics and finance. A reason for this is that in a globalized world the interconnectedness among economic and financial entities are crucial to understand and…
The availability of historical data related to electricity day-ahead prices and to the underlying price formation process is limited. In addition, the electricity market in Europe is facing a rapid transformation, which limits the…