英文标题:
《Reconstruction methods for networks: the case of economic and financial
systems》
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作者:
Tiziano Squartini, Guido Caldarelli, Giulio Cimini, Andrea Gabrielli,
Diego Garlaschelli
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最新提交年份:
2018
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英文摘要:
When studying social, economic and biological systems, one has often access to only limited information about the structure of the underlying networks. An example of paramount importance is provided by financial systems: information on the interconnections between financial institutions is privacy-protected, dramatically reducing the possibility of correctly estimating crucial systemic properties such as the resilience to the propagation of shocks. The need to compensate for the scarcity of data, while optimally employing the available information, has led to the birth of a research field known as network reconstruction. Since the latter has benefited from the contribution of researchers working in disciplines as different as mathematics, physics and economics, the results achieved so far are still scattered across heterogeneous publications. Most importantly, a systematic comparison of the network reconstruction methods proposed up to now is currently missing. This review aims at providing a unifying framework to present all these studies, mainly focusing on their application to economic and financial networks.
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中文摘要:
在研究社会、经济和生物系统时,人们往往只能获得有关底层网络结构的有限信息。金融系统提供了一个极为重要的例子:有关金融机构之间相互联系的信息受到隐私保护,大大降低了正确估计关键系统属性(如对冲击传播的弹性)的可能性。在最佳利用现有信息的同时,需要弥补数据的不足,这导致了一个被称为网络重建的研究领域的诞生。由于后者得益于从事数学、物理和经济学等不同学科的研究人员的贡献,迄今为止取得的成果仍分散在各种不同的出版物中。最重要的是,目前还没有对目前提出的网络重建方法进行系统的比较。本综述旨在提供一个统一的框架来呈现所有这些研究,主要侧重于它们在经济和金融网络中的应用。
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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:Physics 物理学
二级分类:Applied Physics 应用物理学
分类描述:Applications of physics to new technology, including electronic devices, optics, photonics, microwaves, spintronics, advanced materials, metamaterials, nanotechnology, and energy sciences.
物理学在新技术中的应用,包括电子器件、光学、光子学、微波、自旋电子学、先进材料、超材料、纳米技术和能源科学。
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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: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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