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Campo DC | Valor | Lengua/Idioma |
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dc.contributor.author | Emary, Clive | - |
dc.contributor.author | Fort, Hugo | - |
dc.date.accessioned | 2022-10-18T19:39:37Z | - |
dc.date.available | 2022-10-18T19:39:37Z | - |
dc.date.issued | 2021 | - |
dc.identifier.citation | Emary, C y Fort, H. "Markets as ecological networks: inferring interactions and identifying communities". Journal of Complex Networks. [en línea] 2021, 9(2): cnab022. 17 h. DOI: 10.1093/comnet/cnab022. | es |
dc.identifier.issn | 2051-1329 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.12008/34239 | - |
dc.description.abstract | Financial markets are paradigmatic examples of complex systems and have been compared to ecological networks in which different species (firms) interact and co-evolve. A central object governing species dynamics in ecology is the community matrix, whose elements are closely related to pairwise interspecific interaction coefficients. Using this ecological analogy we propose a method, based on the Maximum Entropy (MaxEnt) principle, that allows us to infer candidates for an economic community matrix from time series data of market values. To assess the usefulness of this picture, we construct community matrices for a set of companies belonging to the Fortune 500 list and perform a community analysis on the resultant networks. This analysis shows these networks to strongly reflect the known industry groupings of the firms. We conclude therefore that our community matrices capture non-trivial information about the interaction of firms, not immediately apparent from the covariance of market values. We anticipate our approach being useful in elucidating further aspects of market structure, as well as forming the basis of forecasting market dynamics. | es |
dc.format.extent | 17 h | es |
dc.format.mimetype | application/pdf | es |
dc.language.iso | en_US | es |
dc.relation.ispartof | Journal of Complex Networks, 2021, 9(2): cnab022. | es |
dc.rights | Las obras depositadas en el Repositorio se rigen por la Ordenanza de los Derechos de la Propiedad Intelectual de la Universidad de la República.(Res. Nº 91 de C.D.C. de 8/III/1994 – D.O. 7/IV/1994) y por la Ordenanza del Repositorio Abierto de la Universidad de la República (Res. Nº 16 de C.D.C. de 07/10/2014) | es |
dc.subject | MaxEnt | es |
dc.subject | Business ecosystem | es |
dc.subject | Eecological networks | es |
dc.subject | Community detection | es |
dc.subject | Modularity | es |
dc.title | Markets as ecological networks: inferring interactions and identifying communities | es |
dc.type | Artículo | es |
dc.contributor.filiacion | Emary Clive | - |
dc.contributor.filiacion | Fort Hugo, Universidad de la República (Uruguay). Facultad de Ciencias. Instituto de Física. | - |
dc.rights.licence | Licencia Creative Commons Atribución (CC - By 4.0) | es |
dc.identifier.doi | 10.1093/comnet/cnab022 | - |
Aparece en las colecciones: | Publicaciones académicas y científicas - Facultad de Ciencias |
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101093comnetcnab022.pdf | 997,16 kB | Adobe PDF | Visualizar/Abrir |
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