Sensitivity analysis of shock distributions in the world economy.

With the ever increasing interconnectedness among countries and industries, globalization has empowered economies and promoted international trade, capital flow and labor mobility, leading to improved products and services. However, the growing interdependence has also propelled an inherent reliance on joint cooperation which has considerably influenced the complexity of global value chains (GVCs). This plays a significant role in policy decisions, raising questions about trade risks that originate from such interdependence. In this paper, we study the impact of network linkage disturbances on the output supply and input demand of countries. We model the network interconnectedness of countries according to the latest 2016 release of the World Input-Output Database (WIOD) that includes data tables for the period 2000-2014 covering 43 countries as well as a model for the Rest of the World (ROW). We assess the shock distributions across the world economy by quantifying the changes in the network linkages using sensitivity analysis. Our contribution is in the definition of a shock tensor with the purpose of evaluating the impact of link sensitivity. The shock tensor is a straightforward yet comprehensive tool that allows us to obtain ample results at various levels of granularity when combining it with aggregation operators. Our study introduces a novel methodology that enables us to acquire input and output link sensitivities for all country pairings when an economic shock initiates or concludes within a country of interest. This innovative approach also facilitates the analysis of evolving trends in these link sensitivities, providing a comprehensive understanding of the dynamics of shock propagation across the global network. Taking advantage of the time-series nature of the WIOD, our results reveal illustrative visualizations and quantative measures that characterize patterns of shock distribution and relationships among countries throughout the period from 2000 to 2014. Our methodology and results not only uncover valuable trends but also establish a structured approach to better understand the aggregate effects of shock distributions. Thus, this study could be helpful for policy makers to assess trade relationships between countries and obtain quantitative insights for making informed decisions as well as explore the overall state of the globalization as a whole.

Ornstein-Uhlenbeck process and generalizations: Particle dynamics under comb constraints and stochastic resetting.

The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It also tends to a drift towards its mean function, and such a process is called mean reverting. Two examples of the generalized Ornstein-Uhlenbeck process are considered. In the first one, we study the Ornstein-Uhlenbeck process on a comb model, as an example of the harmonically bounded random motion in the topologically constrained geometry. The main dynamical characteristics (as the first and the second moments) and the probability density function are studied in the framework of both the Langevin stochastic equation and the Fokker-Planck equation. The second example is devoted to the study of the effects of stochastic resetting on the Ornstein-Uhlenbeck process, including stochastic resetting in the comb geometry. Here the nonequilibrium stationary state is the main question in task, where the two divergent forces, namely, the resetting and the drift towards the mean, lead to compelling results in the cases of both the Ornstein-Uhlenbeck process with resetting and its generalization on the two-dimensional comb structure.

Non-trivial dynamics in a model of glial membrane voltage driven by open potassium pores.

Despite the molecular evidence that a nearly linear steady-state current-voltage relationship in mammalian astrocytes reflects a total current resulting from more than one differentially regulated K+ conductance, detailed ordinary differential equation (ODE) models of membrane voltage Vm are still lacking. Various experimental results reporting altered rectification of the major Kir currents in glia, dominated by Kir4.1, have motivated us to develop a detailed model of Vm dynamics incorporating the weaker potassium K2P-TREK1 current in addition to Kir4.1, and study the stability of the resting state Vr. The main question is whether, with the loss of monotonicity in glial I-V curve resulting from altered Kir rectification, the nominal resting state Vr remains stable, and the cell retains the trivial, potassium electrode behavior with Vm after EK. The minimal two-dimensional model of Vm near Vr showed that an N-shape deformed Kir I-V curve induces multistability of Vm in a model that incorporates K2P activation kinetics, and nonspecific K+ leak currents. More specifically, an asymmetrical, nonlinear decrease of outward Kir4.1 conductance, turning the channels into inward rectifiers, introduces instability of Vr. That happens through a robust bifurcation giving birth to a second, more depolarized stable resting state Vdr > -10 mV. Realistic recordings from electrographic seizures were used to perturb the model. Simulations of the model perturbed by constant current through gap junctions and seizure-like discharges as local field potentials led to depolarization and switching of Vm between the two stable states, in a downstate-upstate manner. In the event of prolonged depolarizations near Vdr, such catastrophic instability would affect all aspects of the glial function, from metabolic support to membrane transport, and practically all neuromodulatory roles assigned to glia.

Random Walks on Networks with Centrality-Based Stochastic Resetting.

We introduce a refined way to diffusely explore complex networks with stochastic resetting where the resetting site is derived from node centrality measures. This approach differs from previous ones, since it not only allows the random walker with a certain probability to jump from the current node to a deliberately chosen resetting node, rather it enables the walker to jump to the node that can reach all other nodes faster. Following this strategy, we consider the resetting site to be the geometric center, the node that minimizes the average travel time to all the other nodes. Using the established Markov chain theory, we calculate the Global Mean First Passage Time (GMFPT) to determine the search performance of the random walk with resetting for different resetting node candidates individually. Furthermore, we compare which nodes are better resetting node sites by comparing the GMFPT for each node. We study this approach for different topologies of generic and real-life networks. We show that, for directed networks extracted for real-life relationships, this centrality focused resetting can improve the search to a greater extent than for the generated undirected networks. This resetting to the center advocated here can minimize the average travel time to all other nodes in real networks as well. We also present a relationship between the longest shortest path (the diameter), the average node degree and the GMFPT when the starting node is the center. We show that, for undirected scale-free networks, stochastic resetting is effective only for networks that are extremely sparse with tree-like structures as they have larger diameters and smaller average node degrees. For directed networks, the resetting is beneficial even for networks that have loops. The numerical results are confirmed by analytic solutions. Our study demonstrates that the proposed random walk approach with resetting based on centrality measures reduces the memoryless search time for targets in the examined network topologies.

Non-Markovian SIR epidemic spreading model of COVID-19.

We introduce non-Markovian SIR epidemic spreading model inspired by the characteristics of the COVID-19, by considering discrete- and continuous-time versions. The distributions of infection intensity and recovery period may take an arbitrary form. By taking corresponding choice of these functions, it is shown that the model reduces to the classical Markovian case. The epidemic threshold is analytically determined for arbitrary functions of infectivity and recovery and verified numerically. The relevance of the model is shown by modeling the first wave of the epidemic in Italy, Spain and the UK, in the spring, 2020.

The influence of atrial flutter in automated detection of atrial arrhythmias - are we ready to go into clinical practice?"

OBJECTIVE: To investigate the impact of atrial flutter (Afl) in the atrial arrhythmias classification task. We additionally advocate the use of a subject-based split for future studies in the field in order to avoid within-subject correlation which may lead to over-optimistic inferences. Finally, we demonstrate the effectiveness of the classifiers outside of the initially studied circumstances, by performing an inter-dataset model evaluation of the classifiers in data from different sources. METHODS: ECG signals of two private and three public (two MIT-BIH and Chapman ecgdb) databases were preprocessed and divided into 10s segments which were then subject to feature extraction. The created datasets were divided into a training and test set in two ways, based on a random split and a patient split. Classification was performed using the XGBoost classifier, as well as two benchmark classification models using both data splits. The trained models were then used to make predictions on the test data of the remaining datasets. RESULTS: The XGBoost model yielded the best performance across all datasets compared to the remaining benchmark models, however variability in model performance was seen across datasets, with accuracy ranging from 70.6% to 89.4%, sensitivity ranging from 61.4% to 76.8%, and specificity ranging from 87.3% to 95.5%. When comparing the results between the patient and the random split, no significant difference was seen in the two private datasets and the Chapman dataset, where the number of samples per patient is low. Nonetheless, in the MIT-BIH dataset, where the average number of samples per patient is approximately 1300, a noticeable disparity was identified. The accuracy, sensitivity, and specificity of the random split in this dataset of 93.6%, 86.4%, and 95.9% respectively, were decreased to 88%, 61.4%, and 89.8% in the patient split, with the largest drop being in Afl sensitivity, from 71% to 5.4%. The inter-dataset scores were also significantly lower than their intra-dataset counterparts across all datasets. CONCLUSIONS: CAD systems have great potential in the assistance of physicians in reliable, precise and efficient detection of arrhythmias. However, although compelling research has been done in the field, yielding models with excellent performances on their datasets, we show that these results may be over-optimistic. In our study, we give insight into the difficulty of detection of Afl on several datasets and show the need for a higher representation of Afl in public datasets. Furthermore, we show the necessity of a more structured evaluation of model performance through the use of a patient-based split and inter-dataset testing scheme to avoid the problem of within-subject correlation which may lead to misleadingly high scores. Finally, we stress the need for the creation and use of datasets with a higher number of patients and a more balanced representation of classes if we are to progress in this mission.

Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity.

We explore the role of non-ergodicity in the relationship between income inequality, the extent of concentration in the income distribution, and income mobility, the feasibility of an individual to change their position in the income rankings. For this purpose, we use the properties of an established model for income growth that includes 'resetting' as a stabilizing force to ensure stationary dynamics. We find that the dynamics of inequality is regime-dependent: it may range from a strictly non-ergodic state where this phenomenon has an increasing trend, up to a stable regime where inequality is steady and the system efficiently mimics ergodicity. Mobility measures, conversely, are always stable over time, but suggest that economies become less mobile in non-ergodic regimes. By fitting the model to empirical data for the income share of the top earners in the USA, we provide evidence that the income dynamics in this country is consistently in a regime in which non-ergodicity characterizes inequality and immobility. Our results can serve as a simple rationale for the observed real-world income dynamics and as such aid in addressing non-ergodicity in various empirical settings across the globe. This article is part of the theme issue 'Kinetic exchange models of societies and economies'.

Is job performance conditioned by work-from-home demands and resources?

Substantial research has been dedicated to describing remote work, yet the understanding of working from home since the Covid-19 pandemic remains rather limited. While recognising the necessity for exploring employees' perceptions and interaction with technology as the ultimate requirement for a functional work-from-home, this study observes the factors that would determine job performance. Thus, adhering to the Job Demands-Resources theory, we argue that employees' ICT (Information and Communication Technologies) anxiety and smartphone addiction can inhibit their work progress by provoking interruptions in the course and reducing the efficacy, further affecting performance. PLS-SEM (Partial Least Squares - Structural Equation Modelling) was employed to analyse the data collected by 363 employees working from home due to Covid-19 restrictive measures. The results reveal that employees' reluctance and apprehensiveness related to the use of ICT and their dependency on smartphone usage act as distractions that impact the efficient achievement of work goals. The ensued findings valuably contribute to the relevant body of knowledge, while the implications offer helpful strategies for improving work-from-home. Finally, companies must simplify the transition to the home office, providing employees with job management and tools to ensure uninterrupted and productive working processes.

Geometric Brownian motion under stochastic resetting: A stationary yet nonergodic process.

We study the effects of stochastic resetting on geometric Brownian motion with drift (GBM), a canonical stochastic multiplicative process for nonstationary and nonergodic dynamics. Resetting is a sudden interruption of a process, which consecutively renews its dynamics. We show that, although resetting renders GBM stationary, the resulting process remains nonergodic. Quite surprisingly, the effect of resetting is pivotal in manifesting the nonergodic behavior. In particular, we observe three different long-time regimes: a quenched state, an unstable state, and a stable annealed state depending on the resetting strength. Notably, in the last regime, the system is self-averaging and thus the sample average will always mimic ergodic behavior establishing a stand-alone feature for GBM under resetting. Crucially, the above-mentioned regimes are well separated by a self-averaging time period which can be minimized by an optimal resetting rate. Our results can be useful to interpret data emanating from stock market collapse or reconstitution of investment portfolios.

The R1-weighted connectome: complementing brain networks with a myelin-sensitive measure.

Myelin plays a crucial role in how well information travels between brain regions. Complementing the structural connectome, obtained with diffusion MRI tractography, with a myelin-sensitive measure could result in a more complete model of structural brain connectivity and give better insight into white-matter myeloarchitecture. In this work we weight the connectome by the longitudinal relaxation rate (R1), a measure sensitive to myelin, and then we assess its added value by comparing it with connectomes weighted by the number of streamlines (NOS). Our analysis reveals differences between the two connectomes both in the distribution of their weights and the modular organization. Additionally, the rank-based analysis shows that R1 can be used to separate transmodal regions (responsible for higher-order functions) from unimodal regions (responsible for low-order functions). Overall, the R1-weighted connectome provides a different perspective on structural connectivity taking into account white matter myeloarchitecture.

Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing.

Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset dynamics, due to irregularities found when comparing its properties with empirical distributions. As a solution, we investigate a generalisation of GBM where the introduction of a memory kernel critically determines the behaviour of the stochastic process. We find the general expressions for the moments, log-moments, and the expectation of the periodic log returns, and then obtain the corresponding probability density functions using the subordination approach. Particularly, we consider subdiffusive GBM (sGBM), tempered sGBM, a mix of GBM and sGBM, and a mix of sGBMs. We utilise the resulting generalised GBM (gGBM) in order to examine the empirical performance of a selected group of kernels in the pricing of European call options. Our results indicate that the performance of a kernel ultimately depends on the maturity of the option and its moneyness.

On the Structure of the World Economy: An Absorbing Markov Chain Approach.

The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likely to affect the countries' positioning in global value chains. We are approaching the structure and lengths of value chains from a completely different perspective than has been available so far. By assigning a random endogenous variable to a network linkage representing the number of intermediate sales/purchases before absorption (final use or value added), the discrete-time absorbing Markov chains proposed here shed new light on the world input/output networks. The variance of this variable can help assess the risk when shaping the chain length and optimize the level of production. Contrary to what might be expected simply on the basis of comparative advantage, the results reveal that both the input and output chains exhibit the same quasi-stationary product distribution. Put differently, the expected proportion of time spent in a state before absorption is invariant to changes of the network type. Finally, the several global metrics proposed here, including the probability distribution of global value added/final output, provide guidance for policy makers when estimating the resilience of world trading system and forecasting the macroeconomic developments.

Hitting times in turbulent diffusion due to multiplicative noise.

We study a distribution of times of the first arrivals to absorbing targets in turbulent diffusion, which is due to a multiplicative noise. Two examples of dynamical systems with a multiplicative noise are studied. The first one is a random process according to inhomogeneous diffusion, which is also known as a geometric Brownian motion in the Black-Scholes model. The second model is due to a random processes on a two-dimensional comb, where inhomogeneous advection is possible only along the backbone, while Brownian diffusion takes place inside the branches. It is shown that in both cases turbulent diffusion takes place as the one-dimensional random process with the log-normal distribution in the presence of absorbing targets, which are characterized by the Lévy-Smirnov distribution for the first hitting times.

Random walk with memory on complex networks.

We study random walks on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs of nodes, for a random walk with a memory of one step. We have analyzed one particular model of random walk, where the transition probabilities depend on the number of paths to the second neighbors. The numerical experiments on paradigmatic complex networks verify the validity of the theoretical expressions, and also indicate that the flattening of the stationary occupation probability accompanies a nearly optimal random search.

Publisher Correction: Building an international consortium for tracking coronavirus health status.

An amendment to this paper has been published and can be accessed via a link at the top of the paper.

Core-periphery structure in sectoral international trade networks: A new approach to an old theory.

The research on core-periphery structure of global trade from a complex-network perspective has shown that the world system is hierarchically organized into blocks and that countries play different roles in the world economy. Yet, little attention has been paid to investigating whether the sectoral international trade networks conform to a core-periphery structure, hence what is the role of different levels of processing in creating and maintaining structural inequality. This issue is of particular importance given the contemporary focus upon global production networks and reshaping of the international division of labor. With this in mind, we propose a model (LARDEG) from network science to reexamine old theories in economics, such as core-periphery structures in sectoral international trade networks and test whether the global value chains have changed structural positions in terms of the level of processing. The economic background of our model permitting a more accurate sorting of countries into structural positions and the general stability of results have provided for a more solid measurements than has hereto been possible. Our algorithm naturally produces networks with hierarchically nested block structure obtained from an iterative decomposition of the network periphery such that each block represents a vertex set of a maximal size sub-graph existing at different levels. The results not only lend support to the previous hierarchical model of the world-system (core, semi-periphery, and periphery) but also find that, depending on particular industry, the number of analytically identifiable blocks could be more than three. We show that 'size effect' is the one that prevails for core block membership at the first hierarchical level, while the GNI per capita is a much poorer proxy for the world-system status. Moreover, the patterns of blocks we label as the second- or third-level 'core' are strongly dependent on distance and geographical proximity. Overall, the various configurations of asymmetrical trade patterns between our blocks and the remarkably stable position of core countries at the top of structure clearly indicate that the rise of global production networks has actually restored a huge and unequal international division of labor splitting the world into 'headquarter' and 'factory' economies.

Bayesian consensus clustering in multiplex networks.

Multiplex networks are immanently characterized with heterogeneous relations among vertices. In this paper, we develop Bayesian consensus stochastic block modeling for multiplex networks. The posterior distribution of the model is approximated via Markov chain Monte Carlo, and a Gibbs sampler is derived in detail. The model allows both integrated analysis of heterogeneous relations, thus providing more accurate block assignments, and simultaneously handling uncertainty in the model parameters. Motivated by the fact that the symmetry in physics plays a crucial role, we discuss also the symmetry in statistics, which is nowadays commonly known as exchangeability-the concept that has recently transformed the field of statistical network analysis.

Measurement-oriented deep-learning workflow for improved segmentation of myelin and axons in high-resolution images of human cerebral white matter.

BACKGROUND: Standard segmentation of high-contrast electron micrographs (EM) identifies myelin accurately but does not translate easily into measurements of individual axons and their myelin, even in cross-sections of parallel fibers. We describe automated segmentation and measurement of each myelinated axon and its sheath in EMs of arbitrarily oriented human white matter from autopsies. NEW METHODS: Preliminary segmentation of myelin, axons and background by machine learning, using selected filters, precedes automated correction of systematic errors. Final segmentation is done by a deep neural network (DNN). Automated measurement of each putative fiber rejects measures encountering pre-defined artifacts and excludes fibers failing to satisfy pre-defined conditions. RESULTS: Improved segmentation of three sets of 30 annotated images each (two sets from human prefrontal white matter and one from human optic nerve) is achieved with a DNN trained only with a subset of the first set from prefrontal white matter. Total number of myelinated axons identified by the DNN differed from expert segmentation by 0.2%, 2.9%, and -5.1%, respectively. G-ratios differed by 2.96%, 0.74% and 2.83%. Intraclass correlation coefficients between DNN and annotated segmentation were mostly >0.9, indicating nearly interchangeable performance. COMPARISON WITH EXISTING METHOD(S): Measurement-oriented studies of arbitrarily oriented fibers from central white matter are rare. Published methods are typically applied to cross-sections of fascicles and measure aggregated areas of myelin sheaths and axons, allowing estimation only of average g-ratio. CONCLUSIONS: Automated segmentation and measurement of axons and myelin is complex. We report a feasible approach that has so far proven comparable to manual segmentation.