1,720,965 research outputs found
Statistical Mechanics approach to the sustainability of economic ecosystems
Get PDFThis thesis contains some of the main results obtained during my research activity in these years, in the Statistical Physics sector at SISSA and in the Quantitative Life Sciences sector at ICTP.
Chapter 1 serves as an introduction and is kept brief, because each of the following chapters has a separate introduction containing more details on the different problems that have been considered.
In Chapter 2 several models of wealth dynamics are discussed, with focus on the stationary distributions that they have. In particular, we introduce a stochastic growth model that has a truncated power law distribution as a stationary state, and we give an interpretation for the mechanism generating this cut-off as a manifestation of the shadow banking activity.
Chapter 3 is devoted to the issue of wealth inequality, and in particular to its consequences, when in a system with a power law wealth distribution, economic exchanges are considered. A stylized model of trading dynamics is introduced, in which we show how as inequality increases, the liquid capital concentrates more and more on the wealthiest agents, thereby suppressing the liquidity of the economy.
Finally in Chapter 4, we discuss the issue of complexity and information sensitiveness of financial products. In particular, we introduce a stylized model of binary variables, where the financial transparency can be quantified in bits. We quantify how such information losses create sources of systemic risk, and how they should affect the pricing of financial products
Universal Gaussian behavior of driven lattice gases at short times
Get PDFThe dynamic and static critical behaviors of driven and equilibrium lattice gas models are studied in two spatial dimensions. We show that in the short-time regime immediately following a critical quench, the dynamics of the transverse anisotropic order parameter, its autocorrelation, and Binder cumulant are consistent with the prediction of a Gaussian, i.e., noninteracting, effective theory, both for the nonequilibrium lattice gases and, to some extent, their equilibrium counterpart. Such a superuniversal behavior is observed only at short times after a critical quench, while the various models display their distinct behaviors in the stationary states, described by the corresponding, known universality classes
Short-Time Behavior and Criticality of Driven Lattice Gases
Get PDFThe nonequilibrium short-time critical behaviors of driven and undriven lattice gases are investigated via Monte Carlo simulations in two spatial dimensions starting from a fully disordered initial configuration. In particular, we study the time evolution of suitably defined order parameters, which account for the strong anisotropy introduced by the homogeneous drive. We demonstrate that, at short times, the dynamics of all these models is unexpectedly described by an effective continuum theory in which transverse fluctuations, i.e., fluctuations averaged along the drive, are Gaussian, irrespective of this being actually the case in the stationary state. Strong numerical evidence is provided, in remarkable agreement with that theory, both for the driven and undriven lattice gases, which therefore turn out to display the same short-time dynamics
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
The spatial organization of the population density in cities
No full textAlthough the average population density of a city is an extremely simple indicator, it is often used as a determinant factor for describing various aspects of urban phenomena. On the other hand, a plethora of different measures that aim at characterizing the urban form have been introduced in the literature, often with the risk of redundancy. Here, we argue that two measures are enough to capture a wealth of different forms of the population density. First, fluctuations of the local density can be very important and we should distinguish almost homogeneous cities from highly heterogeneous ones. This is easily characterized by an indicator such as the Gini coefficient , or equivalently by the relative standard deviation or the entropy. The second important dimension is the spatial organization of the heterogeneities in population density. We propose a dispersion index that characterizes the degree of localization of highly populated areas. As far as population density is concerned, we argue that these two dimensions are enough to characterize the spatial organization of cities. We discuss this approach using a dataset of about 4, 500 cities belonging to the 10 largest urban areas in France, for which we have high resolution data, at the level of a square grid of 200 × 200 meters. Representing cities in the plane (, ) allows us to construct families of cities. We find that, on average, compactness increases with heterogeneity. More precisely, we find four large categories of cities (with population larger than 10, 000 inhabitants): (i) first, homogeneous and dispersed cities where the density fluctuations are small, (ii) very heterogeneous cities with a compact organization of large densities areas. The last two groups comprise heterogeneous cities with (iii) a monocentric organization or (iv) a more delocalized, polycentric structure. We believe that integrating these two parameters in econometric analysis could improve our understanding of the impact of urban form on various socio-economical aspects
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