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.
Existence of Radner equilibrium proven with growing population.
Investigates how growth and risk balance in populations, revealing a trade-off.
The paper uses SVAR modeling to analyze how demographic changes affect the current account and economic growth.
Paper analyzes how interest rates and population growth affect housing prices in China.
Simple math predicts growth trends.
We present, solve and numerically simulate a simple model that describes the consequences of increased longevity on fertility rates, population growth and the distribution of wealth in developed societies. We look at the consequences of the repeated use of life extension techniques and show that they represent a novel …
Data describing historical growth of income per capita [Gross Domestic Product per capita (GDP/cap)] for the world economic growth and for the growth in Western Europe, Eastern Europe, Asia, former USSR, Africa and Latin America are analysed. They follow closely the linearly-modulated hyperbolic distributions represent…
Model shows cities can grow superexponentially but also stabilize due to economic factors.
Simplifies analysis of hyperbolic distributions in demographic and economic research.
TMLE improves IPM estimation for ecological population dynamics.
The Unified Growth Theory is a puzzling collection of myths based on illusions created by hyperbolic distributions. Some of these myths are discussed. The examination of data shows that the three stages of growth (Malthusian Regime, Post-Malthusian Regime and Modern Growth Regime) did not exist and that Industrial Revo…
Real GDP growth rate in developed countries is found to be a sum of two terms. The first term is the reciprocal value of the duration of the period of mean income growth with work experience, Tcr. The current value of Tcr in the USA is 40 years. The second term is inherently related to population and defined by the rel…
New approach uses 'growth' and 'harvesting' concepts to improve deep learning models.
Galor discovered many mysteries of the growth process. He lists them in his Unified Growth Theory and wonders how they can be explained. Close inspection of his mysteries reveals that they are of his own creation. They do not exist. He created them by his habitually distorted presentation of data. One of his self-creat…
Deep-SITAR uses autoencoders to predict growth patterns.
Populations of species in ecosystems are often constrained by availability of resources within their environment. In effect this means that a growth of one population, needs to be balanced by comparable reduction in populations of others. In neutral models of biodiversity all populations are assumed to change increment…
Myanmar needs to improve financial access for its unbanked population.
Study on price formation in financial markets with a single default event.
New methods estimate transport-growth pairs in unbalanced optimal transport.
The professional services sector is at a turning point, with some industries showing growth opportunities.
We present a preferential attachment growth model to obtain the distribution of number of units in the classes which may represent business firms or other socio-economic entities. We found that is described in its central part by a power law with an exponent which depends on the probabil…
This work presents an empirical study of the evolution of the personal income distribution in Brazil. Yearly samples available from 1978 to 2005 were studied and evidence was found that the complementary cumulative distribution of personal income for 99% of the economically less favorable population is well represented…
Finding a good compromise between the exploitation of known resources and the exploration of unknown, but potentially more profitable choices, is a general problem, which arises in many different scientific disciplines. We propose a stylized model for these exploration-exploitation situations, including population or e…
A two-component model for the evolution of real GDP per capita in the USA is presented and tested. The first component of the GDP growth rate represents an economic trend and is inversely proportional to the attained level of real GDP per capita itself, with the nominator being constant through time. The second compone…
Model shows consumption growth slows due to finite planet resources.
Study shows long-term debt impacts financial growth of non-financial firms listed at Nairobi Securities Exchange.
Study assesses short-term debt's impact on non-financial firms' financial growth.
This study assesses how share capital affects financial growth of non-financial firms listed at NSE.
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…
Polyak step size GD reaches final radius of convergence after log iterations.
Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by non-ergodicity, which can lead to ensemble averages exhibiting exponential growth while any individual trajectory collapses according to its time-average. A com…
We analyze three sets of income data: the US Panel Study of Income Dynamics PSID), the British Household Panel Survey (BHPS), and the German Socio-Economic Panel (GSOEP). It is shown that the empirical income distribution is consistent with a two-parameter lognormal function for the low-middle income group (97%-99% of …
This paper highlights the size-dependency of income distributions, i.e. the income distribution curves versus the population of a country systematically. By using the generalized Lotka-Volterra model to fit the empirical income data in the United States during 1996-2007, we found an important parameter can scale wi…
The average and median income dependence on work experience and time is analyzed and modeled for the USA. The original data set providing the mean and median income estimates in 10 year long intervals spans a long time period of almost 35 years ? from 1967 to 2003. A microeconomic model linking personal income, populat…
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…
The paper develops methods to identify stable associations across multiple studies.
Optimizes consumption, investment, and healthcare spending for aging populations.
Growth rate of real GDP per capita is represented as a sum of two components -- a monotonically decreasing economic trend and fluctuations related to a specific age population change. The economic trend is modeled by an inverse function of real GDP per capita with a numerator potentially constant for the largest develo…
Population growth (or decay) in a country can be due to various f socio-economic constraints, as demonstrated in this paper. For example, sexual intercourse is banned in various religions, during Nativity and Lent fasting periods. Data consisting of registered daily birth records for very long (35,429 points) time seri…
Study shows GDP and CPI predict CCC funding, highlighting need for economic forecasting.
New model generates clusters with sublinear growth, useful for sparse multigraphs.
GAGA learns a warped metric for geometry-aware data generation and interpolation.
EB-VAE combines tumor growth and dropout data for personalized treatment response modeling.
We develop a novel advanced Particle Markov chain Monte Carlo algorithm that is capable of sampling from the posterior distribution of non-linear state space models for both the unobserved latent states and the unknown model parameters. We apply this novel methodology to five population growth models, including models …
We address the issue of the distribution of firm size. To this end we propose a model of firms in a closed, conserved economy populated with zero-intelligence agents who continuously move from one firm to another. We then analyze the size distribution and related statistics obtained from the model. Our ultimate goal is…
We have modeled the employment/population ratio in the largest developed countries. Our results show that the evolution of the employment rate since 1970 can be predicted with a high accuracy by a linear dependence on the logarithm of real GDP per capita. All empirical relationships estimated in this study need a struc…
Model asset pricing with habit formation in a large market.
New model predicts urban sprawl sensitivity from remote sensing data.