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[量化金融] 基于非连续自组织的职业轨迹分析 [推广有奖]

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英文标题:
《Analysis of Professional Trajectories using Disconnected Self-Organizing
  Maps》
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作者:
Etienne C\\^ome (IFSTTAR/COSYS/GRETTIA), Marie Cottrell (SAMM), Patrice
  Gaubert (ERUDITE)
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最新提交年份:
2015
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英文摘要:
  In this paper we address an important economic question. Is there, as mainstream economic theory asserts it, an homogeneous labor market with mechanisms which govern supply and demand for work, producing an equilibrium with its remarkable properties? Using the Panel Study of Income Dynamics (PSID) collected on the period 1984-2003, we study the situations of American workers with respect to employment. The data include all heads of household (men or women) as well as the partners who are on the labor market, working or not. They are extracted from the complete survey and we compute a few relevant features which characterize the worker\'s situations. To perform this analysis, we suggest using a Self-Organizing Map (SOM, Kohonen algorithm) with specific structure based on planar graphs, with disconnected components (called D-SOM), especially interesting for clustering. We compare the results to those obtained with a classical SOM grid and a star-shaped map (called SOS). Each component of D-SOM takes the form of a string and corresponds to an organized cluster. From this clustering, we study the trajectories of the individuals among the classes by using the transition probability matrices for each period and the corresponding stationary distributions. As a matter of fact, we find clear evidence of heterogeneous parts, each one with high homo-geneity, representing situations well identified in terms of activity and wage levels and in degree of stability in the workplace. These results and their interpretation in economic terms contribute to the debate about flexibility which is commonly seen as a way to obtain a better level of equilibrium on the labor market.
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中文摘要:
在本文中,我们讨论一个重要的经济问题。主流经济理论认为,是否存在一个同质的劳动力市场,其机制控制着工作的供求,并以其显著的特性产生一种均衡?利用1984-2003年期间收集的收入动态面板研究(PSID),我们研究了美国工人的就业情况。这些数据包括所有户主(男性或女性)以及在劳动力市场工作或不工作的伴侣。它们是从完整的调查中提取出来的,我们计算了一些描述工人情况的相关特征。为了进行这种分析,我们建议使用基于平面图的具有特定结构的自组织映射(SOM,Kohonen算法),其中包含断开连接的组件(称为D-SOM),这对于聚类来说尤其有趣。我们将结果与经典SOM网格和星形映射(称为SOS)得到的结果进行了比较。D-SOM的每个组件都采用字符串的形式,并对应于一个有组织的集群。从这个聚类中,我们使用每个周期的转移概率矩阵和相应的平稳分布来研究类中个体的轨迹。事实上,我们发现了明显的异质性证据,每个部分都具有高度的同质性,代表着在活动和工资水平以及工作场所的稳定程度方面得到很好识别的情况。这些结果以及它们在经济学方面的解释有助于关于灵活性的辩论,这种灵活性通常被视为在劳动力市场上获得更高水平均衡的一种方式。
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分类信息:

一级分类:Quantitative Finance        数量金融学
二级分类:Economics        经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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关键词:轨迹分析 自组织 Professional distribution Quantitative

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