arXiv subjects

Aurélien Hazan

Publications and source records attributed to Aurélien Hazan.

5 recordsLinked to original sources

arXiv2018

A maximum entropy network reconstruction of macroeconomic models

In this article the problem of reconstructing the pattern of connection between agents from partial empirical data in a macro-economic model is addressed, given a set of behavioral equations. This systemic point of view puts the focus on distributional and network effects, rather than time-dependence. Using the theory of complex networks we compare several models to reconstruct both the topology and the flows of money of the different types of monetary transactions, while imposing a series of constraints related to national accounts, and to empirical network sparsity. Some properties of reconstructed networks are compared with their empirical counterpart.

econ.GN↗

arXiv2018

Multidimensional Urban Segregation - Toward A Neural Network Measure

We introduce a multidimensional, neural-network approach to reveal and measure urban segregation phenomena, based on the Self-Organizing Map algorithm (SOM). The multidimensionality of SOM allows one to apprehend a large number of variables simultaneously, defined on census or other types of statistical blocks, and to perform clustering along them. Levels of segregation are then measured through correlations between distances on the neural network and distances on the actual geographical map. Further, the stochasticity of SOM enables one to quantify levels of heterogeneity across census blocks. We illustrate this new method on data available for the city of Paris.

physics.soc-ph↗

arXiv2017

Stock-flow consistent macroeconomic model with nonuniform distributional constraint

We report on results concerning a partially aggregated Stock Flow Consistent (SFC) macroeconomic model in the stationary state where the sectors of banks and firms are aggregated, the sector of households is dis-aggregated, and the probability density function (pdf) of the wealth of households is exogenous, constrained by econometric data. It is shown that the equality part of the constraint can be reduced to a single constant-sum equation, which relates this problem to the study of continuous mass transport problems, and to the sum of iid random variables. Existing results can thus be applied, and provide marginal probabilities, and the location of the critical point before condensation occurs. Various numerical experiments are performed using Monte Carlo sampling of the hit-and-run type, using wealth and income data for France.

q-fin.GN↗

arXiv2017

Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model

We show that a steady-state stock-flow consistent macro-economic model can be represented as a Constraint Satisfaction Problem (CSP).The set of solutions is a polytope, which volume depends on the constraintsapplied and reveals the potential fragility of the economic circuit,with no need to study the dynamics. Several methods to compute the volume are compared, inspired by operations research methods and theanalysis of metabolic networks, both exact and approximate.We also introduce a random transaction matrix, and study the particularcase of linear flows with respect to money stocks.

physics.soc-ph↗

arXiv2013

A Schelling model with switching agents: decreasing segregation via random allocation and social mobility

We study the behaviour of a Schelling-class system in which a fraction $f$ of spatially-fixed switching agents is introduced. This new model allows for multiple interpretations, including: (i) random, non-preferential allocation (\textit{e.g.} by housing associations) of given, fixed sites in an open residential system, and (ii) superimposition of social and spatial mobility in a closed residential system.\\ We find that the presence of switching agents in a segregative Schelling-type dynamics can lead to the emergence of intermediate patterns (\textit{e.g.} mixture of patches, fuzzy interfaces) as the ones described in Ref. 1. We also investigate different transitions between segregated and mixed phases both at $f=0$ and along lines of increasing $f$, where the nature of the transition changes.

cond-mat.stat-mech↗