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2022-05-10
英文标题:
《On the topologic structure of economic complex networks: Empirical
  evidence from large scale payment network of Estonia》
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作者:
Stephanie Rend\\\'on de la Torre, Jaan Kalda, Robert Kitt, J\\\"uri
  Engelbrecht
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最新提交年份:
2016
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英文摘要:
  This paper presents the first topological analysis of the economic structure of an entire country based on payments data obtained from Swedbank. This data set is exclusive in its kind because around 80% of Estonia\'s bank transactions are done through Swedbank, hence, the economic structure of the country can be reconstructed. Scale-free networks are commonly observed in a wide array of different contexts such as nature and society. In this paper, the nodes are comprised by customers of the bank (legal entities) and the links are established by payments between these nodes. We study the scaling-free and structural properties of this network. We also describe its topology, components and behaviors. We show that this network shares typical structural characteristics known in other complex networks: degree distributions follow a power law, low clustering coefficient and low average shortest path length. We identify the key nodes of the network and perform simulations of resiliency against random and targeted attacks of the nodes with two different approaches. With this, we find that by identifying and studying the links between the nodes is possible to perform vulnerability analysis of the Estonian economy with respect to economic shocks.
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中文摘要:
本文首次基于瑞典银行的支付数据对整个国家的经济结构进行拓扑分析。该数据集是唯一的,因为爱沙尼亚大约80%的银行交易是通过瑞典银行完成的,因此,该国的经济结构可以重建。无标度网络通常存在于各种不同的环境中,如自然和社会。在本文中,这些节点由银行的客户(法人实体)组成,并通过这些节点之间的支付建立链接。我们研究了这个网络的无标度和结构特性。我们还描述了它的拓扑、组件和行为。我们发现,该网络具有其他复杂网络中已知的典型结构特征:度分布遵循幂律、低聚类系数和低平均最短路径长度。我们识别了网络的关键节点,并用两种不同的方法对节点的随机攻击和目标攻击进行了弹性模拟。因此,我们发现,通过识别和研究节点之间的联系,可以对爱沙尼亚经济在经济冲击方面进行脆弱性分析。
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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: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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