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.
Developing an AI economist agent using RAG, knowledge graphs, and LLMs for economic scenario analysis.
Paper proposes a framework for token economy simulation and wealth distribution.
This paper provides an attempt to formalize Hayek's notion of spontaneous order within the framework of the Arrow-Debreu economy. Our study shows that if a competitive economy is enough fair and free, then a spontaneous economic order shall emerge in long-run competitive equilibria so that social members together occup…
New framework for interpretable firm characteristics factors.
Money analyzed as a multidimensional tensor for better economic policy.
Our study shows that many firms would accumulate at zero output level (namely, Bankruptcy status) if a perfectly competitive market reaches full employment (namely, those people who should obtain employment have obtained employment). As a result, appearance of economic crisis is determined by two points; that is, (a). …
Deep-MacroFin uses neural networks to solve complex economic models efficiently.
Exponential distribution is ubiquitous in the framework of multi-agent systems. An alternative approach with an economic motivation to derive the exponential distribution in the framework of iterations in the space of distributions is disclosed.
New framework detects time-varying economic persistence.
Proposes a taxonomy for economic policies.
Study adds memory effect to Solow-Swan model for more accurate economic growth modeling.
Novel framework analyzes economic shifts in data-poor economies.
FinML-Chain integrates blockchain data for financial machine learning.
Conventional wisdom to improve the effectiveness of economic dispatch is to design the load forecasting method as accurately as possible. However, this approach can be problematic due to the temporal and spatial correlations between system cost and load prediction errors. This motivates us to adopt the notion of end-to…
Paper introduces a new method for calibrating ESGs to both historical and forward-looking data.
AI-driven tax policies improve economic equality and productivity.
Develops a framework to analyze financial structures.
Study uses geometric algebra to analyze credit cycles, revealing dangerous feedback loops.
Study examines how governance, corruption, and R&D affect economic development.
AI framework for automated policy-making connects with econometrics and social choice.
Although not a formal pricing consideration, gap risk or hedging errors are the norm of derivatives businesses. Starting with the gap risk during a margin period of risk of a repurchase agreement (repo), this article extends the Black-Scholes-Merton option pricing framework by introducing a reserve capital approach to …
This paper argues that the fundamental principle of contemporary financial economics is balanced reciprocity, not the principle of utility maximisation that is important in economics more generally. The argument is developed by analysing the mathematical Fundamental Theory of Asset Pricing with reference to the emergen…
In recent years, methods from network science are gaining rapidly interest in economics and finance. A reason for this is that in a globalized world the interconnectedness among economic and financial entities are crucial to understand and networks provide a natural framework for representing and studying such systems.…
Quantum approach models economic decisions with probabilistic and dynamic probabilities.
The green area of economy is the key of healthy living. It is necessary to convene economic and ecologic framework to establish a market attentive to drastic reduction of emissions damaging our climate and landscapes in rural areas, to the protection of biological diversity of the planet, to stop producing nuclear wast…
In this article, we briefly review the different aspects and applications of kinetic exchange models in economics and sociology. Our main aim is to show in what manner the kinetic exchange models for closed economic systems were inspired by the kinetic theory of gas molecules. The simple yet powerful framework of kinet…
Economic factors significantly influence stock returns, as shown by attribution analysis.
Many studies in economics deal with the non-reliability cost to assess insurance fees or investment analyses, but none takes into consideration the mechanical aspect of reliability analysis. Other studies in mechanics give some tools and methods to carry out reliability analyses and fragility study. This study develope…
The paper analyzes tech specialization and diversification at various scales.
The paper proposes a new model for predicting and analyzing economic variables.
The present paper analyses the formal parallelism existing between the laws of thermodynamics and some economic principles. Based on previous works, we shall show how the existence in Economics of principles analogous to those in thermodynamics involves the occurrence of economic events that remind of well-known phenom…
Model credit ratings using economic states with Markov chains.
Unified framework for DRO and DTA using Bayesian nonparametrics.
The study examines tail dependence between global economic uncertainty and BRICS currencies using high-frequency data.
Recent research in economic theory attempts to study optimal economic growth and spatial location of economic activity in a unified framework. So far, the key result of this literature - asymptotic convergence, even in the absence of decreasing returns to capital - relies on specific assumptions about the objective of …
ARTEMIS combines deep learning and symbolic reasoning for financial predictions.
The economic equities maximization criterion (MFPE) leads to the choice of financial portfolio, which maximizes the ratio of the expected value of the insurance company on the capital. This criterion is presented in the framework of a non-life insurance company and is applied within the framework of the French legislat…
IntraLayer connects digital finance platforms efficiently.
SIMPOL solves complex economic models using numerical methods.
We propose in this work a kinetic wealth-exchange model of economic growth by introducing saving as a non consumed fraction of production. In this new model, which starts also from microeconomic arguments, it is found that economic transactions between pairs of agents leads the system to a macroscopic behavior where to…
Machine learning models predict US economic recessions using Treasury term spreads.
Peru's abundant natural resources and friendly trade policies has made the country a major economic player in both South America and the global community. Consequently, exports are playing an increasingly important role in Peru's national economy. Indeed, growing from 13.1% as of 1994, exports now contribute approximat…
The applications of techniques from statistical (and classical) mechanics to model interesting problems in economics and finance has produced valuable results. The principal movement which has steered this research direction is known under the name of `econophysics'. In this paper, we illustrate and advance some of the…
Over the last decades, the distribution of income and wealth has been deteriorating in many countries, leading to increased inequalities within and between societies. This tendency has revived the interest in the subject greatly, yet it still receives very little attention within the realm of mainstream economic thinki…
Paper uses bipartite graph to forecast cross-market returns, revealing asymmetry.
AI agents improve forecast combination but require transparency.
This paper presents an assessment of global economic energy potentials for all major natural energy resources. This work is based on both an extensive literature review and calculations using natural resource assessment data. Economic potentials are presented in the form of cost-supply curves, in terms of energy flows …
Unified framework for risk evaluation under uncertainty.