发帖
雷达卡
英文标题：
《Reconstructing the world trade multiplex: the role of intensive and
extensive biases》
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作者：
Rossana Mastrandrea, Tiziano Squartini, Giorgio Fagiolo, Diego
Garlaschelli
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最新提交年份：
2014
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英文摘要：
In economic and financial networks, the strength of each node has always an important economic meaning, such as the size of supply and demand, import and export, or financial exposure. Constructing null models of networks matching the observed strengths of all nodes is crucial in order to either detect interesting deviations of an empirical network from economically meaningful benchmarks or reconstruct the most likely structure of an economic network when the latter is unknown. However, several studies have proved that real economic networks and multiplexes are topologically very different from configurations inferred only from node strengths. Here we provide a detailed analysis of the World Trade Multiplex by comparing it to an enhanced null model that simultaneously reproduces the strength and the degree of each node. We study several temporal snapshots and almost one hundred layers (commodity classes) of the multiplex and find that the observed properties are systematically well reproduced by our model. Our formalism allows us to introduce the (static) concept of extensive and intensive bias, defined as a measurable tendency of the network to prefer either the formation of extra links or the reinforcement of link weights, with respect to a reference case where only strengths are enforced. Our findings complement the existing economic literature on (dynamic) intensive and extensive trade margins. More in general, they show that real-world multiplexes can be strongly shaped by layer-specific local constraints.
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中文摘要：
在经济和金融网络中，每个节点的强度始终具有重要的经济意义，例如供需规模、进出口或金融风险敞口。为了检测经验网络与有经济意义的基准之间有趣的偏差，或者在经济网络的结构未知时重建最可能的结构，构建与所有节点的观测强度相匹配的网络的零模型至关重要。然而，一些研究已经证明，实际经济网络和多路复用在拓扑上与仅从节点强度推断的配置非常不同。在这里，我们通过将其与同时再现每个节点的强度和程度的增强零模型进行比较，对世界贸易多元化进行了详细分析。我们研究了几张时间快照和近100层（商品类）的复合材料，发现我们的模型系统地再现了观察到的特性。我们的形式主义允许我们引入广泛和密集偏差的（静态）概念，定义为相对于仅实施强度的参考情况，网络倾向于形成额外链接或加强链接权重的可测量趋势。我们的发现补充了关于（动态）密集和广泛贸易利润率的现有经济文献。更一般地说，它们表明，现实世界中的多路复用可能会受到特定于层的局部约束的强烈影响。
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分类信息：
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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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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