英文标题:
《The topology of card transaction money flows》
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作者:
Massimiliano Zanin, David Papo, Miguel Romance, Regino Criado,
Santiago Moral
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最新提交年份:
2016
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英文摘要:
Money flow models are essential tools to understand different economical phenomena, like saving propensities and wealth distributions. In spite of their importance, most of them are based on synthetic transaction networks with simple topologies, e.g. random or scale-free ones, as the characterisation of real networks is made difficult by the confidentiality and sensitivity of money transaction data. Here we present an analysis of the topology created by real credit card transactions from one of the biggest world banks, and show how different distributions, e.g. number of transactions per card or amount, have nontrivial characteristics. We further describe a stochastic model to create transactions data sets, feeding from the obtained distributions, which will allow researchers to create more realistic money flow models.
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中文摘要:
货币流模型是理解不同经济现象(如储蓄倾向和财富分配)的基本工具。尽管它们很重要,但大多数都是基于具有简单拓扑结构的合成交易网络,例如随机或无标度网络,因为真实网络的特征描述因货币交易数据的机密性和敏感性而变得困难。在这里,我们对世界上最大的银行之一的真实信用卡交易创建的拓扑进行了分析,并展示了不同的分布,例如每张卡的交易数量或金额,是如何具有非平凡的特征的。我们进一步描述了一个随机模型来创建交易数据集,从获得的分布中获取数据,这将允许研究人员创建更真实的资金流模型。
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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: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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