英文标题:
《Computational Analysis of the structural properties of Economic and
Financial Networks》
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作者:
Frank Emmert-Streib, Aliyu Musa, Kestutis Baltakys, Juho Kanniainen,
Shailesh Tripathi, Olli Yli-Harja, Herbert Jodlbauer and Matthias Dehmer
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最新提交年份:
2017
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英文摘要:
In recent years, methods from network science are gaining rapidly interest in economics and finance. A reason for this is that in a globalized world the interconnectedness among economic and financial entities are crucial to understand and networks provide a natural framework for representing and studying such systems. In this paper, we are surveying the use of networks and network-based methods for studying economy related questions. We start with a brief overview of graph theory and basic definitions. Then we discuss descriptive network measures and network complexity measures for quantifying structural properties of economic networks. Finally, we discuss different network and tree structures as relevant for applications.
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中文摘要:
近年来,来自网络科学的方法在经济学和金融学中得到了迅速的关注。这样做的一个原因是,在全球化的世界中,经济和金融实体之间的相互联系对于理解至关重要,网络为代表和研究此类系统提供了一个自然的框架。在本文中,我们调查了网络和基于网络的方法在研究经济相关问题中的使用情况。我们首先简要概述了图论和基本定义。然后,我们讨论了用于量化经济网络结构属性的描述性网络测度和网络复杂性测度。最后,我们讨论了与应用程序相关的不同网络和树结构。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Computational Finance 计算金融学
分类描述:Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法,包括蒙特卡罗,偏微分方程,格子和其他数值方法,并应用于金融建模
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