Showing 1 - 10 of 16
We propose a network description of large market investments, where both stocks and shareholders are represented as vertices connected by weighted links corresponding to shareholdings. In this framework, the in-degree (kin) and the sum of incoming link weights (v) of an investor correspond to...
Persistent link: https://www.econbiz.de/10011059336
In the stable marriage problem two sets of agents must be paired according to mutual preferences, which may happen to conflict. We present two generalizations of its sex-oriented version, aiming to take into account correlations between the preferences of agents and costly information. Their...
Persistent link: https://www.econbiz.de/10010872187
In this work we apply network theory to detect in a quantitative fashion some of the characters of the system composed by companies and their boards of directors. Modelling this as a bipartite graph, we can derive two networks (one for the companies and one for the directors) and apply to them...
Persistent link: https://www.econbiz.de/10010872692
Using a data set which includes all transactions among banks in the Italian money market, we study their trading strategies and the dependence among them. We use the Fourier method to compute the variance–covariance matrix of trading strategies. Our results indicate that well defined patterns...
Persistent link: https://www.econbiz.de/10011061609
Networks representing social systems display specific features that put them apart from biological and technological ones. In particular, the number of links attached to a node is positively correlated to that of its nearest neighbours. We develop a model that reproduces this feature, starting...
Persistent link: https://www.econbiz.de/10010590286
A mean field theory is discussed for a sandpile model, a cellular automaton prototype of systems showing self-organized criticality. The previous formulation of the mean field does not take into account the dissipation effects that take place on boundaries. This gives rise to some...
Persistent link: https://www.econbiz.de/10010599574
We study a model of wealth dynamics (Physica A 282 (2000) 536) which mimics transactions among economic agents. The outcomes of the model are shown to depend strongly on the topological properties of the underlying transaction network. The extreme cases of a fully connected and a fully...
Persistent link: https://www.econbiz.de/10010871550
The World Trade Web (WTW), the network defined by the international import/export trade relationships, has been recently shown to display some important topological properties which are tightly related to the Gross Domestic Product of world countries. While our previous analysis focused on the...
Persistent link: https://www.econbiz.de/10010588419
We study the topological structure of the network of shareholding relationships in the Italian stock market (MIB) and in two US stock markets (NYSE and NASDAQ). The portfolio diversification and the wealth invested on the market by economical agents have been shown in our previous work to have...
Persistent link: https://www.econbiz.de/10010873744
Members of boards of directors of large corporations who also serve together on an outside board, form the so-called interlock graph of the board and are assumed to have a strong influence on each others’ opinion. We here study how the size and the topology of the interlock graph affect the...
Persistent link: https://www.econbiz.de/10010589670