英文标题：
《Systemic risk analysis in reconstructed economic and financial networks》
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作者：
Giulio Cimini, Tiziano Squartini, Diego Garlaschelli, Andrea Gabrielli
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最新提交年份：
2015
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英文摘要：
We address a fundamental problem that is systematically encountered when modeling complex systems: the limitedness of the information available. In the case of economic and financial networks, privacy issues severely limit the information that can be accessed and, as a consequence, the possibility of correctly estimating the resilience of these systems to events such as financial shocks, crises and cascade failures. Here we present an innovative method to reconstruct the structure of such partially-accessible systems, based on the knowledge of intrinsic node-specific properties and of the number of connections of only a limited subset of nodes. This information is used to calibrate an inference procedure based on fundamental concepts derived from statistical physics, which allows to generate ensembles of directed weighted networks intended to represent the real system, so that the real network properties can be estimated with their average values within the ensemble. Here we test the method both on synthetic and empirical networks, focusing on the properties that are commonly used to measure systemic risk. Indeed, the method shows a remarkable robustness with respect to the limitedness of the information available, thus representing a valuable tool for gaining insights on privacy-protected economic and financial systems.
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中文摘要：
我们解决了在对复杂系统建模时系统性地遇到的一个基本问题：可用信息的有限性。就经济和金融网络而言，隐私问题严重限制了可访问的信息，因此也限制了正确估计这些系统对金融冲击、危机和级联故障等事件的恢复力的可能性。在这里，我们提出了一种创新的方法来重建这种部分可访问系统的结构，基于对固有节点特定属性和仅有限节点子集的连接数的了解。该信息用于校准基于统计物理基本概念的推理过程，该过程允许生成用于表示真实系统的有向加权网络的集合，从而可以使用集合中的平均值估计真实网络特性。在这里，我们在合成网络和经验网络上测试该方法，重点关注通常用于测量系统性风险的属性。事实上，该方法对可用信息的有限性表现出了显著的鲁棒性，因此代表了一个有价值的工具，可以深入了解受隐私保护的经济和金融系统。
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分类信息：

一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Computer Science 计算机科学
二级分类：Social and Information Networks 社会和信息网络
分类描述：Covers the design, analysis, and modeling of social and information networks, including their applications for on-line information access, communication, and interaction, and their roles as datasets in the exploration of questions in these and other domains, including connections to the social and biological sciences. Analysis and modeling of such networks includes topics in ACM Subject classes F.2, G.2, G.3, H.2, and I.2; applications in computing include topics in H.3, H.4, and H.5; and applications at the interface of computing and other disciplines include topics in J.1--J.7. Papers on computer communication systems and network protocols (e.g. TCP/IP) are generally a closer fit to the Networking and Internet Architecture (cs.NI) category.
涵盖社会和信息网络的设计、分析和建模，包括它们在联机信息访问、通信和交互方面的应用，以及它们作为数据集在这些领域和其他领域的问题探索中的作用，包括与社会和生物科学的联系。这类网络的分析和建模包括ACM学科类F.2、G.2、G.3、H.2和I.2的主题；计算应用包括H.3、H.4和H.5中的主题；计算和其他学科接口的应用程序包括J.1-J.7中的主题。关于计算机通信系统和网络协议（例如TCP/IP）的论文通常更适合网络和因特网体系结构（CS.NI）类别。
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一级分类：Physics 物理学
二级分类：Data Analysis, Statistics and Probability 数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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