摘要翻译:
简·廷伯根是1969年诺贝尔经济学奖的第一位获得者,1929年在保罗·埃伦菲斯特的指导下在莱顿大学获得物理学博士学位。在作为物理学家接受训练后,作为经济学家的许多成就中,廷伯根提出了所谓的国际贸易引力模型。该模型预测,两国之间的贸易强度由一个类似牛顿引力定律的公式描述,即质量被国内生产总值取代。自Tinbergen提出以来,引力模型成为宏观经济学中非零贸易流动的标准模型。然而,它的内在局限性是对完全连通网络的预测,未能解释所观察到的国际贸易错综复杂的拓扑结构。最近的网络模型通过将真实网络描述为一个最大熵统计集合的成员来克服这一限制。由此得到的表达式在形式上类似于量子统计:发现国际贸易网络在其纯二元拓扑结构中密切遵循费米-狄拉克统计,在其完全(二元加加权)结构中密切遵循最近提出的混合玻色-费米统计。这一看似深奥的结果实际上是世界各国异质性的一个简单影响,它对网络施加了强大的结构约束。我们的讨论突出了宏观经济学和经济网络统计物理学方法之间的相似之处和不同点。
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英文标题:
《Jan Tinbergen's legacy for economic networks: from the gravity model to
quantum statistics》
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作者:
Tiziano Squartini, Diego Garlaschelli
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最新提交年份:
2013
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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:Disordered Systems and Neural Networks 无序系统与
神经网络
分类描述:Glasses and spin glasses; properties of random, aperiodic and quasiperiodic systems; transport in disordered media; localization; phenomena mediated by defects and disorder; neural networks
眼镜和旋转眼镜;随机、非周期和准周期系统的性质;无序介质中的传输;本地化;由缺陷和无序介导的现象;神经网络
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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:Physics 物理学
二级分类:History and Philosophy of Physics 物理学的历史与哲学
分类描述:History and philosophy of all branches of physics, astrophysics, and cosmology, including appreciations of physicists.
物理学、天体物理学和宇宙学的所有分支的历史和哲学,包括物理学家的赏析。
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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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英文摘要:
Jan Tinbergen, the first recipient of the Nobel Memorial Prize in Economics in 1969, obtained his PhD in physics at the University of Leiden under the supervision of Paul Ehrenfest in 1929. Among many achievements as an economist after his training as a physicist, Tinbergen proposed the so-called Gravity Model of international trade. The model predicts that the intensity of trade between two countries is described by a formula similar to Newton's law of gravitation, where mass is replaced by Gross Domestic Product. Since Tinbergen's proposal, the Gravity Model has become the standard model of non-zero trade flows in macroeconomics. However, its intrinsic limitation is the prediction of a completely connected network, which fails to explain the observed intricate topology of international trade. Recent network models overcome this limitation by describing the real network as a member of a maximum-entropy statistical ensemble. The resulting expressions are formally analogous to quantum statistics: the international trade network is found to closely follow the Fermi-Dirac statistics in its purely binary topology, and the recently proposed mixed Bose-Fermi statistics in its full (binary plus weighted) structure. This seemingly esoteric result is actually a simple effect of the heterogeneity of world countries, that imposes strong structural constraints on the network. Our discussion highlights similarities and differences between macroeconomics and statistical-physics approaches to economic networks.
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PDF链接:
https://arxiv.org/pdf/1304.3252