A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
New methods estimate heterogeneous causal effects at various levels.
Study evaluates training programs for unemployed in Belgium using machine learning.
dYdX updates liquidity provider incentives to enhance trading efficiency.
This paper deals with the stability properties of a closed market, where capital and labour force are acting like a predator-prey system in population-dynamics. The spatial movement of the capital and labour force are taken into account by cross-diffusion effect. First, we are showing two possible ways for modeling thi…
This paper analyzes the equilibrium distribution of wealth in an economy where firms' productivities are subject to idiosyncratic shocks, returns on factors are determined in competitive markets, dynasties have linear consumption functions and government imposes taxes on capital and labour incomes and equally redistrib…
We model the rate of inflation and unemployment in Austria since the early 1960s within the Phillips/Fisher framework. The change in labour force is the driving force representing economic activity in the Phillips curve. For Austria, this macroeconomic variable was first tested as a predictor of inflation and unemploym…
The aim of this work is to establish the personal income distribution from the elementary constituents of a free market; products of a representative good and agents forming the economic network. The economy is treated as a self-organized system. Based on the idea that the dynamics of an economy is governed by slow mod…
Tokenized RWAs face liquidity issues despite promising markets.
New method forecasts workforce reintegration success rates.
Understanding how spatial configurations of economic activity emerge is important when formulating spatial planning and economic policy. A simple model was proposed by Simon, who assumed that firms grow at a rate proportional to their size, and that new divisions of firms with certain probabilities relocate to other fi…
Study explores how labour income impacts optimal bankruptcy strategy.
Standard micro-economics concentrate on the description of markets but is seldom interested in production. Several economists discussed the concept of a firm, as opposed to an open labour market where entrepreneurs would recrute workers on the occasion of each business opportunity. Coase \cite{Coase} is one of them, wh…
Among other macroeconomic indicators, the monthly release of U.S. unemployment rate figures in the Employment Situation report by the U.S. Bureau of Labour Statistics gets a lot of media attention and strongly affects the stock markets. I investigate whether a profitable investment strategy can be constructed by predic…
Study estimates 163 million online freelancers globally.
An empirical model is presented linking inflation and unemployment rate to the change in the level of labour force in Switzerland. The involved variables are found to be cointegrated and we estimate lagged linear deterministic relationships using the method of cumulative curves, a simplified version of the 1D Boundary …
This study categorizes RWA tokenization challenges and solutions.
We discuss superstatistics theory of labour productivity. Productivity distribution across workers, firms and industrial sectors are studied empirically and found to obey power-distributions, in sharp contrast to the equilibrium theories of mainstream economics. The Pareto index is found to decrease with the level of a…
RL agent learns to avoid market spoofing.
Tick-by-tick liquidity provision aims to maximize fees and reserves.
Labour productivity distribution (dispersion) is studied both theoretically and empirically. Superstatistics is presented as a natural theoretical framework for productivity. The demand index is proposed within this framework as a new business index. Japanese productivity data covering small-to-medium to large firm…
The paper gives a simple algebraic description, and background justification, for the Bowley Ratio, the relative returns to labour and capital, in a simple economy.
This paper analyzes microstructure dynamics in coupled markets using CFMMs.
New models analyze how ECB's unconventional policies affect stock market volatility.
Analyzes changes in cryptocurrency market structure.
We investigate optimal consumption and investment problems for a Black-Scholes market under uniform restrictions on Value-at-Risk and Expected Shortfall. We formulate various utility maximization problems, which can be solved explicitly. We compare the optimal solutions in form of optimal value, optimal control and opt…
FixyNN improves energy efficiency of mobile computer vision tasks.
Deep neural networks have achieved impressive supervised classification performance in many tasks including image recognition, speech recognition, and sequence to sequence learning. However, this success has not been translated to applications like question answering that may involve complex arithmetic and logic reason…
We consider the role of unobservables, such as differences in search frictions, reservation wages, and productivities for the explanation of wage differentials between migrants and natives. We disentangle these by estimating an empirical general equilibrium search model with on-the-job search due to Bontemps, Robin, an…
This study synthesizes stablecoin systems and develops a performance evaluation framework.
We study the role of active and passive investors in an investment market with uncertainties. Active investors concentrate on a single or a few stocks with a given probability of determining the quality of them. Passive investors spread their investment uniformly, resembling buying the market index. In this toy market …
Cryptocurrency market activity is decomposed into recurring and noise components, revealing patterns tied to macroeconomic reports.
In this paper we propose a Bayesian nonparametric model for clustering partial ranking data. We start by developing a Bayesian nonparametric extension of the popular Plackett-Luce choice model that can handle an infinite number of choice items. Our framework is based on the theory of random atomic measures, with the pr…
PA-AMM divides reserves into active and passive parts for better liquidity provider wealth.
New principle for optimal control with higher order differential constraints.
We explore the robust replication of forward-start straddles given quoted (Call and Put options) market data. One approach to this problem classically follows semi-infinite linear programming arguments, and we propose a discretisation scheme to reduce its dimensionality and hence its complexity. Alternatively, one can …
The study models mortgage prepayment risk using stochastic housing market activity.
Study macroscopic equity market properties affecting active strategies.
Study examines how industrial emissions evolve over time in response to various factors.
Automates detection of fast-ramped flexibility events for DSOs.
We introduce the stochastic multiplicative point process modelling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f) ~ 1/f**beta, scaled as power of frequency for various values of beta between 0.5 and 2. Furthermore, we analyze the relation between the power-law autoco…
A new uncertainty principle helps traders better understand market activity.
This paper completes a programme to determine which toric surfaces admit Kahler metrics of constant scalar curvature/
The purpose of this study is to estimate the production function and examine the structure of production in the mining sector of Iran. Several studies have already been conducted in estimating production functions of various economic sectors; however, less attention has been paid to mining sectors. After examining the …
We propose a model of fractal point process driven by the nonlinear stochastic differential equation. The model is adjusted to the empirical data of trading activity in financial markets. This reproduces the probability distribution function and power spectral density of trading activity observed in the stock markets. …
The Heston model optimizes portfolio management based on real market data.
Study fair team formation in online labor marketplaces.
A cost-effective approach to label acquisition using active learning markets.
Agent-to-agent finance aims to manage payments and trust for AI agents.