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arXiv research

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.

169,291 papers · 148 categories

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48 results for Neoclassical Growth Accounting

Study measures economic growth sources in Iran's mining sector using neoclassical growth accounting.

problem Determining the share of economic growth sources in Iran's mining sector.
method Neoclassical growth accounting approach, using production function and Solow residual equation.
result Average annual growth rate of TFP was 2.94% over 30 years.

The study applies Dimensional Analysis to the neoclassical economic growth model.

problem Inconsistency in the neoclassical economic growth model.
method Dimensional Analysis was used to evaluate and adjust the model.
result An adjustment to the neoclassical economic growth model is required to satisfy the principle of dimensional homogeneity.

Study optimizes natural resource harvesting under model uncertainty using risk measures.

problem Optimal harvesting policy selection for natural resources under model uncertainty.
method Investigated using neoclassical growth model dynamics and convex risk measures, specifically Fréchet risk measures.
result Robust harvesting strategies quantifying operational and marginal risk under model uncertainty.

Model shows economic growth without total wealth conservation.

problem Understanding economic growth without total wealth conservation.
method Kinetic wealth-exchange model with Monte Carlo and mean field approximation.
result Piketty's second law emerges as an emergent property.

The paper uses SVAR modeling to analyze how demographic changes affect the current account and economic growth.

problem The impacts of demographic changes on the current account and economic growth.
method SVAR modeling to track dynamic impacts between population growth, current account, and economic growth.
result The long-run net impact on economic growth of the domestic working population growth and demand labor for emigrants is positive.

In this paper we explain the wild fluctuations of financial prices from the intrinsic amplifying feedback of speculative supply and demand. Formally, we show that an asset return follows a multiplicative random growth with exogenous input, which is well-known to be a generic power-law generating process, and which coul…

2015-08-10abs ↗pdf ↗

Modeling tech transfer to explain convergence in Central and Eastern Europe.

problem Understanding mechanisms of technological diffusion in developing economies.
method Introducing a herding-based mechanism to model technological adoption and productivity growth.
result Explicit analytical solution showing nonlinear convergence to a moving frontier.

A very brief history of relative valuation in neoclassical finance since 1973 is presented, with attention to core currency issues for emerging economies. Price formation is considered in the context of hierarchical causality, with discussion focussed on identifying mathematical modelling challenges for robust and tran…

2016-02-26abs ↗pdf ↗

The aim of this paper is to present a further contribution to the analysis of absolute convergence (and), associated with the neoclassical theory, and conditional, associated with endogenous growth theory, of the sectoral productivity at regional level. Presenting some empirical evidence of absolute convergence of prod…

2011-10-25abs ↗pdf ↗

The paper analyzes optimal overbetting strategies for a satellite investment account.

problem Optimal control of leverage in a satellite investment account with limited leverage.
method Recursive overbetting strategy to maximize growth rate, solved via HJB equation.
result Optimal overbetting strategy balances growth rate of satellite and composite bankroll.

The professional services sector is at a turning point, with some industries showing growth opportunities.

problem Identifying growth opportunities in the professional services sector after decades of growth.
method A simple framework applied to the US economic context to diagnose growth opportunities.
result The professional services sector is expected to stall at a national level, but some industries still offer growth opportunities.

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…

2012-10-02abs ↗pdf ↗

This paper describes an agent-based model of interacting firms, in which interacting firm agents rationally invest capital and labor in order to maximize payoff. Both transactions and production are taken into account in this model. First, the performance of individual firms on a real transaction network was simulated.…

2006-07-31abs ↗pdf ↗

New theory shows perishable goods markets are more stable and efficient.

problem Lower stability and efficiency of markets for re-tradable assets compared to perishable goods.
method Reformulation of no-trade and no-arbitrage theorems in neoclassical finance.
result Perishable goods markets exhibit higher stability and efficiency.

Method reconstructs aneurysm growth history from patient parameters using physics-informed autoencoder.

problem Predicting arterial aneurysm rupture due to inaccessible growth time series.
method Physics-informed autoencoder combined with neural network for mapping patient parameters to aneurysm growth time history.
result Incorporating physical model constraints improves time series reconstruction, especially in noisy data.

SLEID detects illicit accounts in DeFi transactions using semi-supervised learning.

problem Detecting illicit accounts in DeFi transactions with scarce labeled data.
method SLEID uses Isolation Forest for initial detection and self-training for pseudo-labels.
result SLEID outperforms baselines with significant improvements in precision and accuracy.

In the framework of applying econophysics ideas in religious topics, the finances of the Antoinist religious movement organized in Belgium between 1920 and 2000 are studied. The interest of investigating financial aspects of such a, sometimes called, sect stems in finding characteristics of conditions and mechanisms un…

2012-01-23abs ↗pdf ↗

The key idea of this model is that firms are the result of an evolutionary process. Based on demand and supply considerations the evolutionary model presented here derives explicitly Gibrat's law of proportionate effects as the result of the competition between products. Applying a preferential attachment mechanism for…

2012-08-06abs ↗pdf ↗

For Portugal there are few or none works about the international trade of fruits between Portugal and the other countries. In this work it aims to analyze the more recent data for the Portuguese international trade of fruits. They were used data for the years from 2006 to 2010, available by the INE (Statistics Portugal…

2012-06-15abs ↗pdf ↗

New model explains how concepts grow based on experience.

problem Existing models assume fixed representation; new model allows for growth.
method Geometric framework with MDL criterion for basis extension.
result Conceptual growth is selective and conservative, exposing or amplifying residual error.

Extends Yagil's model to include stochastic dividends in stock-for-stock mergers.

problem Determining exchange ratios in stock-for-stock mergers with uncertain dividend growth.
method Generalizes Yagil's deterministic model to a stochastic environment, considering both expected values and variance of dividends.
result Identifies a more complex bargaining region for exchange ratios, influenced by the mean and standard deviation of dividends' growth rate.

This paper develops a theoretical model for SPPC prices and improves accounting standards.

problem Lack of theoretical price for SPPC and issues in current accounting standards.
method Developed a theoretical SPPC price model with a marginal utility-based approach, explicitly indicated stochastic processes, and proposed a convenient model.
result Improved theoretical price model and addressed problems in current accounting standards.

Study shows startup competition and investor network influence fundraising success at different stages.

problem Misunderstanding of fundraising success factors across startup stages.
method Used Word2Vec for competition measures and Graph Neural Networks for investor network analysis.
result Startup competition is crucial for early-stage fundraising, while growth-stage fundraising is influenced by investor network features.

More than thirty years ago, Charnes, Cooper and Schinnar (1976) established an enlightening contact between economic production functions (EPFs) -- a cornerstone of neoclassical economics -- and information theory, showing how a generalization of the Cobb-Douglas production function encodes homogeneous functions. As ex…

2009-01-16abs ↗pdf ↗

For those concerned with the long-term value of their accounts, it can be a challenge to plan in the present for inflation-adjusted economic growth over coming decades. Here, I argue that there exists an economic constant that carries through time, and that this can help us to anticipate the more distant future: global…

2012-11-13abs ↗pdf ↗

EB-VAE combines tumor growth and dropout data for personalized treatment response modeling.

problem Challenges in integrating longitudinal tumor measurements, dropout information, and genetic covariates.
method Extended EB-VAE framework to jointly model longitudinal and time-to-event data, incorporating dropout hazard and genetic covariates.
result Hybrid decoder formulation yields consistent treatment-effect parameters and prior predictive performance comparable to neural decoder.