在多种群体中推断相互作用:加密货币市场案例
E Brigatti1, V Rocha Grecco1, A R Hernández1
1Instituto de Física, Universidade Federal do Rio de Janeiro, Rio de Janeiro, RJ, Brazil.
PloS one
|September 15, 2023
概括
这项研究揭示了加密货币社区内的合作互动,将大市值硬币与小市值硬币分开. 这种网络分析有助于理解市场结构和管理财务风险.
科学领域:
- * 计算金融和网络科学.
- * 将生态和金融方法应用于加密货币市场.
背景情况:
- *了解加密货币市场内的复杂相互作用对于风险管理至关重要.
- * 传统方法经常使用价格回报,这可能会掩盖底层网络结构.
研究的目的:
- * 开发一个用于检测社区实体相互作用的一般框架.
- *将该框架应用于大型加密货币数据集,以揭示市场结构和风险动态.
主要方法:
- *使用基于加密货币资本化的日志增长率的相似度衡量构建跨物种相互作用网络.
- * 利用日志增长率的部分相关性来创建一个定向交互网络.
- * 分析网络拓,社区结构和中心性措施.
主要成果:
- *仅检测到合作互动,形成两个不同的社区:紧密连接的大型加密货币和松散连接的小型加密货币.
- *日志增长率方法增强了网络的区分潜力,揭示了模块化结构和层次结构.
- * 定向网络强调了比特币的中心地位,并确定了第一代加密货币的核心集群.
结论:
- * 推断的网络拓表明,广泛的市场传播的可能性降低了.
- *风险较高的加密货币的互动有限,降低了它们破坏市场稳定的潜力.
- *研究结果可以帮助在加密货币生态系统中对冲风险.
相关概念视频
Symbiosis
28.6K
Symbiotic relationships are long-term, close interactions between individuals of different species that affect the distribution and abundance of those species. When a relationship is beneficial to both species, this is called mutualism. When the relationship is beneficial to one species but neither beneficial nor harmful to the other species, this is called commensalism. When one organism is harmed to benefit another, the relationship is known as parasitism. These types of relationships often...
28.6K
What are Populations and Communities?
34.0K
Overview
34.0K
Social Exchange Theory
34.6K
We have discussed why we form relationships, what attracts us to others, and different types of love. But what determines whether we are satisfied with and stay in a relationship? One theory that provides an explanation is social exchange theory. According to social exchange theory, we act as naïve economists in keeping a tally of the ratio of costs and benefits of forming and maintaining a relationship with others (Rusbult & Van Lange, 2003).
34.6K
Predator-Prey Interactions
16.3K
Predators consume prey for energy. Predators that acquire prey and prey that avoid predation both increase their chances of survival and reproduction (i.e., fitness). Routine predator-prey interactions elicit mutual adaptations that improve predator offenses, such as claws, teeth, and speed, as well as prey defenses, including crypsis, aposematism, and mimicry. Thus, predator-prey interactions resemble an evolutionary arms race.
16.3K
Multi-species Conserved Sequences
4.0K
Next-generation sequencing technologies have created large genomic databases of a variety of animals and plants. Ever since the human genome project was completed, scientists studied the genome of primates, mammals, and other phylogenetically distant living beings. Such large-scale studies have provided new insights into the evolutionary relationship between organisms.
Although the genome of each species varies greatly from each other, a few sequences are highly conserved. Such conserved...
Although the genome of each species varies greatly from each other, a few sequences are highly conserved. Such conserved...
4.0K
Interactions Between Signaling Pathways
6.3K
Signaling cascades usually lack linearity. Multiple pathways interact and regulate one another, allowing cells to integrate and respond to diverse environmental stimuli.
Convergence and divergence, and cross-talk between signaling pathways
Two distinct signaling pathways can converge on a single functional unit, which may either be a single protein or a complex of proteins. The response is either functionally distinct or synergistic between the two pathways but different from the response...
Convergence and divergence, and cross-talk between signaling pathways
Two distinct signaling pathways can converge on a single functional unit, which may either be a single protein or a complex of proteins. The response is either functionally distinct or synergistic between the two pathways but different from the response...
6.3K


