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Curvatura de Ricci como Indicador de Fragilidad en el Contagio del COVID-19 y de los Mercados Financieros en el mundo / Ricci Curvature as an indicator of fragility in the contagium of COVID-19 and in financial markets around the world

Author

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  • Sierra Juárez, Guillermo

    (Departamento de Métodos Cuantitativos CUCEA, Universidad de Guadalajara, México)

Abstract

El presente trabajo presenta una forma alternativa en la medición del comporta-miento de contagios ya sea en salud como el caso de las pandemias o en los mercados financieros utilizando el concepto matemático de curvatura. Utilizando este indicador de la geometría diferencial, aplicado a otras áreas del conocimiento como la física, con la intención de medir la robustez o fragilidad de ciertos sistemas en casos discretos como en la teoría de gráficas. El modelo se aplica en dos casos: al crecimiento de los contagios COVID-19 de distintos países del mundo y a la caída en distintos índices de bolsas representativas. Los resultados de la aplicación del indicador de curvatura Ollivier-Ricci muestran consistencia con el comportamiento de las series entre curvatura y fragilidad. / This paper presents an alternative method to measure the behavior of contagions, either in health, such as pandemics, or in financial markets, using the mathematical concept of curvature. This concept of differencial geometry used in other areas of knowledge, such as physics, is applied in this paper to measure the robustness or fragility of certain systems in discrete cases such as graph theory. The model is applied in two instances: The growth of COVID-19 infection in different countries and in representative stock market indices around the world. The results of the application of the Ollivier-Ricci curvature indicator show consistency with the behavior of curvature and fragility of the series.

Suggested Citation

  • Sierra Juárez, Guillermo, 2021. "Curvatura de Ricci como Indicador de Fragilidad en el Contagio del COVID-19 y de los Mercados Financieros en el mundo / Ricci Curvature as an indicator of fragility in the contagium of COVID-19 and in," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 11(1), pages 81-112, enero-jun.
  • Handle: RePEc:sfr:efruam:v:11:y:2021:i:1:p:81-112
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    More about this item

    Keywords

    COVID-19; crisis financiera; Ricci; curvatura; fragilidad. / COVID-19; Financial Crisis; Ricci; Curvature; Fragility;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • G01 - Financial Economics - - General - - - Financial Crises

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