摘要翻译：
大多数国家的经济由国际贸易联系在一起。因此，经济全球化形成了一个庞大而复杂的联系紧密的经济网络，即贸易增长所产生的相互作用。在贸易自由化下的全球经济中，各种有趣的集体动议预计将从强有力的经济互动中产生。在各种经济集体运动中，经济危机是我们最感兴趣的问题。在我们以前的研究中，我们已经揭示了Kuramoto的耦合极限环振子模型和网络上的类伊辛自旋模型是描述经济危机的宝贵工具。在本研究中，我们发展了一个数学理论来描述一个相互作用的agent模型，通过使用适当的近似导出了Kuramoto模型和类伊辛自旋模型。我们的相互作用主体模型建议在经济危机期间相位同步和自旋有序。通过对各种经济时间序列数据的分析，证实了经济危机期间相位同步和自旋有序的出现。我们还提出了一种基于熵最大化的网络重构模型，该模型考虑了网络的稀疏性。这里，网络重建是指从节点的局部信息估计网络的邻接矩阵。利用所建立的模型对银行间网络进行了重构，并将重构后的网络与实际数据进行了比较。我们成功地再现了银行间网络和已知的程式化事实。此外，本文还对供应链网络中的产业社区和金融部门所受到的外生冲击进行了估算。对供应链网络中实体经济群体的外生冲击的估计提供了危机通过供应链网络从金融部门传播到实体经济的渠道的证据。
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英文标题：
《An Interacting Agent Model of Economic Crisis》
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作者：
Yuichi Ikeda
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最新提交年份：
2020
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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：Economics        经济学
二级分类：General Economics        一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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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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英文摘要：
  Most national economies are linked by international trade. Consequently, economic globalization forms a massive and complex economic network with strong links, that is, interactions arising from increasing trade. Various interesting collective motions are expected to emerge from strong economic interactions in a global economy under trade liberalization. Among the various economic collective motions, economic crises are our most intriguing problem. In our previous studies, we have revealed that the Kuramoto's coupled limit-cycle oscillator model and the Ising-like spin model on networks are invaluable tools for characterizing the economic crises. In this study, we develop a mathematical theory to describe an interacting agent model that derives the Kuramoto model and the Ising-like spin model by using appropriate approximations. Our interacting agent model suggests phase synchronization and spin ordering during economic crises. We confirm the emergence of the phase synchronization and spin ordering during economic crises by analyzing various economic time series data. We also develop a network reconstruction model based on entropy maximization that considers the sparsity of the network. Here network reconstruction means estimating a network's adjacency matrix from a node's local information. The interbank network is reconstructed using the developed model, and a comparison is made of the reconstructed network with the actual data. We successfully reproduce the interbank network and the known stylized facts. In addition, the exogenous shock acting on an industry community in a supply chain network and financial sector are estimated. Estimation of exogenous shocks acting on communities of in the real economy in the supply chain network provide evidence of the channels of distress propagating from the financial sector to the real economy through the supply chain network.
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PDF链接：
https://arxiv.org/pdf/2001.11843