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[量化金融] 世界贸易网络中的三元母题与并元自组织 [推广有奖]

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何人来此 在职认证  发表于 2022-3-23 21:45:00 来自手机 |AI写论文

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摘要翻译:
在自组织网络中,拓扑和动力学在一个连续的反馈中共同进化,没有外源驱动。世界贸易网络(WTN)是少数几个经验上有充分证明的自组织网络的例子之一:它的拓扑结构强烈地依赖于世界各国的国内生产总值,而国内生产总值又依赖于贸易结构。因此,了解WTN偏离随机性的关键拓扑性质可以提供关于自组织结构效应的直接经验信息。在这里,我们使用我们最近提出的一种分析模式检测方法,研究了1950-2000年间WTN中三元“模体”(三个顶点的子图)的出现。我们发现,与其他性质不同的是,模体并不是仅由入度和出度序列来解释的。相反,如果也考虑倒易边的数目,它们就完全被解释了。这意味着WTN演化的自组织过程几乎完全被编码为并元结构,并元结构强烈依赖于互易性。
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英文标题:
《Triadic motifs and dyadic self-organization in the World Trade Network》
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作者:
Tiziano Squartini, Diego Garlaschelli
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最新提交年份:
2012
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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:General Finance        一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要:
  In self-organizing networks, topology and dynamics coevolve in a continuous feedback, without exogenous driving. The World Trade Network (WTN) is one of the few empirically well documented examples of self-organizing networks: its topology strongly depends on the GDP of world countries, which in turn depends on the structure of trade. Therefore, understanding which are the key topological properties of the WTN that deviate from randomness provides direct empirical information about the structural effects of self-organization. Here, using an analytical pattern-detection method that we have recently proposed, we study the occurrence of triadic "motifs" (subgraphs of three vertices) in the WTN between 1950 and 2000. We find that, unlike other properties, motifs are not explained by only the in- and out-degree sequences. By contrast, they are completely explained if also the numbers of reciprocal edges are taken into account. This implies that the self-organization process underlying the evolution of the WTN is almost completely encoded into the dyadic structure, which strongly depends on reciprocity.
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PDF链接:
https://arxiv.org/pdf/1201.1215
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关键词:世界贸易 自组织 Trade 依赖于 WTN 随机性 self

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