Tests / io_conservation_dynamics

I/O Conservation Dynamics

CONSISTENTDynamics & CrisesHIGH confidence

Description

Figures

Conservation Law Dynamics: Coupling vs Portfolio VolatilityConservation Law Dynamics: Coupling vs Portfolio Volatility

Statistics

p value1.849e-6
std top3[0.0463, 0.0681, 0.0776]
svd top3[0.2972, 0.2972, 0.2826]
statistic0.5315
n quarters81
spearman p1.849e-6
std bottom3[0.0079, 0.0080, 0.0119]
svd bottom3[0.0006, 0.0006, 0.0000]
n industries71
spearman rho0.5315
n singular vectors71
std kernel direction0.0119
var ratio ker over max0.2574
std max coupling direction0.0463

Script

thesis-tests/tests/dynamics/test_k_weighted_conservation.py

Reproduction Steps

cd thesis-tests && source ../.venv/bin/activate
python download_data.py --source all
python run_all.py --test test_k_weighted_conservation

Data Sources

  • BEA