O Centro Internacional de Física (CIF) da Universidade de Brasília (UnB) realizará no dia 4 de julho (sexta-feira), às 16:15, o Colóquio intitulado
“From Correlations to ‘Interactions’: Application of a Maximum Entropy Model to Finance”
apresentado pelo Prof. José Soares de Andrade Jr. (DF – UFC). O evento ocorrerá no Auditório do CIF da Universidade de Brasília, e será transmitido ao vivo pelo canal do CIF no YouTube: https://www.youtube.com/@cifunb . Maiores informações em http://www.cif.unb.br e https://www.instagram.com/cif.unb
Resumo: We analyze the network of transactions among cities based on the electronic invoice database for the municipalities in the Ceará state, Brazil. It consists of approximately 3.7 billion records, registered during the period between the years 2016 to 2019. We use modularity algorithms to detect the partition which provides the shortest description length and captures the optimal community structure of the network in terms of its associated flow dynamics. From the inter-City network of traded products, we also build bipartite structures considering both selling and buying activities and use the revealed comparative advantage (RCA) concept to define a non-monetary and binary activity index that can distinguish the RCA of a city in a class of goods or services as evidenced by trade flows. Finally, through the pairwise Maximum Entropy Model, we can associate to the largest communities their corresponding binary Ising-like Hamiltonian models. In an analogy with critical phenomena, our results reveal that each community operates at a “temperature” that is close to the corresponding “critical point”, suggesting a high degree of “economic cohesiveness” in its trade network of cities.
