中文
相关论文

相关论文: Change of ownership networks in Japan

200 篇论文

The Japanese shareholding network existing at the end of March 2002 is studied empirically. The network is constructed from 2,303 listed companies and 53 non-listed financial institutions. We consider this network as a directed graph by…

物理与社会 · 物理学 2009-11-11 Wataru Souma , Yoshi Fujiwara , Hideaki Aoyama

The Japanese shareholding network at the end of March 2002 is studied. To understand the characteristics of this network intuitively, we visualize it as a directed graph and an adjacency matrix. Especially detailed features of networks…

物理与社会 · 物理学 2007-05-23 Wataru Souma , Yoshi Fujiwara , Hideaki Aoyama

An analysis of the Japanese credit market in 2004 between banks and quoted firms is done in this paper using the tools of the networks theory. It can be pointed out that: (i) a backbone of the credit channel emerges, where some links play a…

统计金融 · 定量金融 2010-11-09 G. De Masi , Y. Fujiwara , M. Gallegati , B. Greenwald , J. E. Stiglitz

Inter-firm organizations, which play a driving role in the economy of a country, can be represented in the form of a customer-supplier network. Such a network exhibits a heavy-tailed degree distribution, disassortative mixing and a…

物理与社会 · 物理学 2018-09-19 Abhijit Chakraborty , Hazem Krichene , Hiroyasu Inoue , Yoshi Fujiwara

In this paper we quantitatively investigate the statistical properties of an ensemble of {\it stock prices}. We selected 1200 stocks traded in the Tokyo Stock Exchange and formed a statistical ensemble of daily stock prices for each trading…

统计力学 · 物理学 2013-09-11 Taisei Kaizoji , Michiyo Kaizoji

We present a new approach to understanding credit relationships between commercial banks and quoted firms, and with this approach, examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. At each year,…

综合金融 · 定量金融 2009-05-28 Yoshi Fujiwara , Hideaki Aoyama , Yuichi Ikeda , Hiroshi Iyetomi , Wataru Souma

By analysing the financial data of firms across Japan, a nonlinear power law with an exponent of 1.3 was observed between the number of business partners (i.e. the degree of the inter-firm trading network) and sales. In a previous study…

综合金融 · 定量金融 2014-03-17 Hayafumi Watanabe

The persistence phenomenon is studied in the Japanese financial market by using a novel mapping of the time evolution of the values of shares quoted on the Nikkei Index onto Ising spins. The method is applied to historical end of day data…

统计金融 · 定量金融 2008-12-02 S. Jain , T. Yamano

We investigated the temporally evolving network structures of the Japanese and Korean stock markets through the minimum spanning trees composed of listed stocks. We tested the validity of conventional grouping by industrial categories, and…

物理与社会 · 物理学 2008-12-02 Woo-Sung Jung , Okyu Kwon , Taisei Kaizoji , Seungbyung Chae , Hie-Tae Moon

We provide an empirical investigation aimed at uncovering the statistical properties of intricate stock trading networks based on the order flow data of a highly liquid stock (Shenzhen Development Bank) listed on Shenzhen Stock Exchange…

统计金融 · 定量金融 2015-03-13 Zhi-Qiang Jiang , Wei-Xing Zhou

We detect the backbone of the weighted bipartite network of the Japanese credit market relationships. The backbone is detected by adapting a general method used in the investigation of weighted networks. With this approach we detect a…

In this paper, we quantitatively investigate the statistical properties of a statistical ensemble of stock prices. We selected 1200 stocks traded on the Tokyo Stock Exchange, and formed a statistical ensemble of daily stock prices for each…

物理与社会 · 物理学 2015-06-26 Taisei Kaizoji

We present a methodology to extract the backbone of complex networks based on the weight and direction of links, as well as on nontopological properties of nodes. We show how the methodology can be applied in general to networks in which…

综合金融 · 定量金融 2010-06-23 J. B. Glattfelder , S. Battiston

Technological innovation has extensively been studied to make firms sustainable and more competitive. Within this context, the most important recent issue has been the dynamics of collaborative innovation among firms. We therefore…

物理与社会 · 物理学 2009-11-13 Hiroyasu Inoue , Wataru Souma , Schumpeter Tamada

Many real networks are complex and have power-law vertex degree distribution, short diameter, and high clustering. We analyze the network model based on thresholding of the summed vertex weights, which belongs to the class of networks…

其他凝聚态物理 · 物理学 2007-05-23 Naoki Masuda , Hiroyoshi Miwa , Norio Konno

We show power-scaling behaviors for fluctuations in share volume, which no other studies have so far done. After analyzing a database of the daily transactions for all securities listed on the Tokyo Stock Exchange, we selected 1050 large…

统计力学 · 物理学 2018-08-07 Taisei Kaizoji , Masahide Nuki

We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specifically, we examine the distributions of (un)directed…

综合金融 · 定量金融 2015-03-10 Benjamin Vandermarliere , Alexei Karas , Jan Ryckebusch , Koen Schoors

We propose a model to create synthetic networks that may also serve as a narrative of a certain kind of infrastructure network evolution. It consists of an initialization phase with the network extending tree-like for minimum cost and a…

物理与社会 · 物理学 2016-02-09 Paul Schultz , Jobst Heitzig , Jürgen Kurths

We analyze the distribution of income and income tax of individuals in Japan for the fiscal year 1998. From the rank-size plots we find that the accumulated probability distribution of both data obey a power law with a Pareto exponent very…

Research in network science has shown that many naturally occurring and technologically constructed networks are scale free, that means a power law degree distribution emerges from a growth model in which each new node attaches to the…

物理与社会 · 物理学 2009-11-11 Michael Schnegg
‹ 上一页 1 2 3 10 下一页 ›