英文标题：
《Financial interaction networks inferred from traded volumes》
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作者：
Hongli Zeng, R\\\'emi Lemoy and Mikko Alava
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最新提交年份：
2013
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英文摘要：
  In order to use the advanced inference techniques available for Ising models, we transform complex data (real vectors) into binary strings, by local averaging and thresholding. This transformation introduces parameters, which must be varied to characterize the behaviour of the system. The approach is illustrated on financial data, using three inference methods -- equilibrium, synchronous and asynchronous inference -- to construct functional connections between stocks. We show that the traded volume information is enough to obtain well known results about financial markets, which use however the presumably richer price information: collective behaviour (\"market mode\") and strong interactions within industry sectors. Synchronous and asynchronous Ising inference methods give results which are coherent with equilibrium ones, and more detailed since the obtained interaction networks are directed.
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中文摘要：
为了使用伊辛模型可用的高级推理技术，我们通过局部平均和阈值化将复杂数据（实向量）转换为二进制字符串。这种转换引入了参数，这些参数必须改变以表征系统的行为。该方法以金融数据为例，使用三种推理方法——均衡推理、同步推理和异步推理——来构建股票之间的函数关系。我们表明，交易量信息足以获得有关金融市场的众所周知的结果，而金融市场使用了可能更丰富的价格信息：集体行为（“市场模式”）和行业部门内的强大互动。同步和异步伊辛推理方法给出的结果与平衡结果一致，并且由于得到的相互作用网络是定向的，因此更加详细。
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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
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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：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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