全部版块 我的主页
论坛 经济学人 二区 外文文献专区
304 0
2022-03-08
摘要翻译:
本文从加权网络的角度研究外汇交易市场的拓扑结构和时间演化。基于46种货币(包括贵金属)的汇率,我们根据基础货币的选择构建了不同的外汇网络表示。我们的结果表明,网络结构在时间上并不稳定,但存在主要的货币簇,尽管它们的大小和内容是可变的,但它们可以长期存在。我们发现网络演化的一个长期趋势影响美元和欧元节点。在所有的网络表示中,USD节点逐渐失去其中心性,而与之相反,EUR节点变得比以前稍微中心一点。尽管有这种方向性的趋势,但网络的整体演变是嘈杂的。
---
英文标题:
《Structure and evolution of the foreign exchange networks》
---
作者:
Jaroslaw Kwapien, Sylwia Gworek, Stanislaw Drozdz
---
最新提交年份:
2009
---
分类信息:

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
--
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。
--

---
英文摘要:
  We investigate topology and temporal evolution of the foreign currency exchange market viewed from a weighted network perspective. Based on exchange rates for a set of 46 currencies (including precious metals), we construct different representations of the FX network depending on a choice of the base currency. Our results show that the network structure is not stable in time, but there are main clusters of currencies, which persist for a long period of time despite the fact that their size and content are variable. We find a long-term trend in the network's evolution which affects the USD and EUR nodes. In all the network representations, the USD node gradually loses its centrality, while, on contrary, the EUR node has become slightly more central than it used to be in its early years. Despite this directional trend, the overall evolution of the network is noisy.
---
PDF链接:
https://arxiv.org/pdf/0901.4793
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群