References of "Miskiewicz, J"
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See detailHas the world economy reached its globalization limit?
Miskiewicz, J.; Ausloos, Marcel ULg

in Physica A: Statistical Mechanics and its Applications (2010), 389(4), 797-806

The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated. Two types of networks are ... [more ▼]

The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated. Two types of networks are next constructed for each distance measure definition. It is shown that the globalization process can be best characterised by an entropy measure, based on entropy Manhattan distance. It is observed that a globalization maximum was reached during the interval 1970-2000. More recently a deglobalization process has been observed. (C) 2009 Elsevier B.V. All rights reserved. [less ▲]

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See detailENTROPY CORRELATION DISTANCE METHOD APPLIED TO STUDY CORRELATIONS BETWEEN THE GROSS DOMESTIC PRODUCT OF RICH COUNTRIES
Ausloos, Marcel ULg; Miskiewicz, J.

in International Journal of Bifurcation & Chaos in Applied Sciences & Engineering (2010), 20(2), 381-389

The Theil index is much used in economy and finance; it looks like the Shannon entropy, but pertains to event values rather than to their probabilities. Any time series can be remapped through the Theil ... [more ▼]

The Theil index is much used in economy and finance; it looks like the Shannon entropy, but pertains to event values rather than to their probabilities. Any time series can be remapped through the Theil index. Correlation coefficients can be evaluated between the new time series, thereby allowing to study their mutual statistical distance - to be contrasted to the usual correlation distance measure for the primary time series. As an example this entropy-like correlation distance method (ECDM) is applied to the Gross Domestic Product of 20 rich countries in order to test some economy globalization process. Hierarchical distances allow to construct (i) a linear network, (ii) a Locally Minimal Spanning Tree. The role of time averaging in finite size windows is illustrated and discussed. It is also shown that the mean distance between the most developed countries, was decreasing since 1960 till 2000, which we consider to be a proof of globalization of the economy for these countries. [less ▲]

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See detailIntroducing the q-Theil index
Ausloos, Marcel ULg; Miskiewicz, J.

in Brazilian Journal of Physics (2009), 39(2A), 388-395

Starting from the idea of Tsallis on non-extensive statistical mechanics and the q-entropy notion, we recall the Theil index Th and transform it into the Th-q index. Both indices can be used to map onto ... [more ▼]

Starting from the idea of Tsallis on non-extensive statistical mechanics and the q-entropy notion, we recall the Theil index Th and transform it into the Th-q index. Both indices can be used to map onto themselves any time series in a non linear way. We develop an application of the Th-q to the GDP evolution of 20 rich countries in the time interval [ 1950 - 2003] and search for a proof of globalization of their economies. First we calculate the distances between the "new" time series and to their mean, from which such data simple networks are constructed. We emphasize that it is useful to, and we do, take into account different time "parameters": (i) the moving average time window for the raw time series to calculate the Th-q index; (ii) the moving average time window for calculating the time series distances; (iii) a correlation time lag. This allows us to deduce optimal conditions to measure the features of the network, i. e. the appearance in 1970 of a globalization process in the economy of such countries and the present beginning of deviations. The q value hereby used is that which measures the overall data distribution and is equal to 1.8125. [less ▲]

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See detailCorrelation measure to detect time series distances, whence economy globalization
Miskiewicz, J.; Ausloos, Marcel ULg

in Physica A: Statistical Mechanics and its Applications (2008), 387(26), 6584-6594

An instantaneous time series distance is defined through the equal time correlation coefficient. The idea is applied to the Gross Domestic Product (GDP) yearly increments of 21 rich countries between 1950 ... [more ▼]

An instantaneous time series distance is defined through the equal time correlation coefficient. The idea is applied to the Gross Domestic Product (GDP) yearly increments of 21 rich countries between 1950 and 2005 in order to test the process of economic globalisation. Some data discussion is first presented to decide what (EKS, GK, or derived) GDP series should be studied. Distances are then calculated from the correlation coefficient values between pairs of series. The role of time averaging of the distances over finite size windows is discussed. Three network structures are next constructed based on the hierarchy of distances. It is shown that the mean distance between the most developed countries on several networks actually decreases in time, -which we consider as a proof of globalization. An empirical law is found for the evolution after 1990 similar to that found, in flux creep. The optimal observation time window size is found similar or equal to 15 years. (c) 2008 Elsevier B.V. All rights reserved. [less ▲]

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See detailDelayed information flow effect in economy systems. An ACP model study
Miskiewicz, J.; Ausloos, Marcel ULg

in Physica A-Statistical Mechanics and its Applications (2007), 382(1), 179-186

Applying any strategy requires some knowledge about the past state of the system. Unfortunately in the case of economy. collecting information is a (difficult, expensive and time consuming process ... [more ▼]

Applying any strategy requires some knowledge about the past state of the system. Unfortunately in the case of economy. collecting information is a (difficult, expensive and time consuming process. Therefore, the information about the system is usually known only at the end of some well-defined intervals, e.g. through company, national bank inflation data and Gross Domestic Product (GDP) reports, etc. They describe a (market) situation in the past. The time delay is specific to the market branch. It can be very short (e.g. stock market offer is updated every minute or so and this information is quasi-immediately available) or long, like months in the case of agricultural markets, when the decisions are taken based on the results from the previous harvest. The analysis of the information flow delay can be based oil the Ausloos-Clippe-Pekalski (ACP) model of spatial evolution of economic systems. The entities can move on a (square) lattice and when meeting take one of the two following decisions: merge or create a new entity. The decision is based on the system state, which is known with some time delay. The effect of system's feedback is hereby investigated. We consider the case of company distribution evolution in a heterogeneous field. The information flow time delay implies different final states, including cycles; it is like a control parameter in a logistic map. (C) 2007 Elsevier BN. All rights reserved. [less ▲]

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