A Deep Zero-Inflated Model for Detecting North Atlantic Right Whale Presence
problem Balancing marine conservation and blue economy management
method Deep Zero-Inflated Bernoulli model
result Improved model adequacy and predictive performance
On-device research index
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.
168,742 papers · 148 categories
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48 results for “blue economy”
Paper introduces Arte-Blue Chip Index for diversifying portfolios with art investments.
problem Evaluating blue-chip art as a viable asset class for diversification.
method Developed Arte-Blue Chip Index tracking top-performing artists over 24 years.
result 20% allocation of blue-chip art in a diversified portfolio increases risk-adjusted returns by 20%.
Generative ML learns optimal pursuit trajectories in pursuit-evasion games.
problem Optimizing Blue's pursuit trajectory to intercept Red in a game of pursuit-evasion.
method Applying generative machine learning to learn optimal action policies for Blue.
result Generative ML models can learn relevant representations for pursuit-evasion dynamics.
We address the two fundamental problems of spatial field reconstruction and sensor selection in heterogeneous sensor networks: (i) how to efficiently perform spatial field reconstruction based on measurements obtained simultaneously from networks with both high and low quality sensors; and (ii) how to perform query bas…
In this paper, we provide an elementary, unified treatment of two distinct blue-shift instabilities for the scalar wave equation on a fixed Kerr black hole background: the celebrated blue-shift at the Cauchy horizon (familiar from the strong cosmic censorship conjecture) and the time-reversed red-shift at the event hor…
Gradient descent with error feedback performs better than vanilla when features are rare.
problem Improving communication complexity in distributed optimization with rare features.
method Gradient descent with greedy sparsification and error feedback for rare features.
result Communication complexity improves as features become more rare, potentially better than vanilla GD.
Unsupervised dimension selection is an important problem that seeks to reduce dimensionality of data, while preserving the most useful characteristics. While dimensionality reduction is commonly utilized to construct low-dimensional embeddings, they produce feature spaces that are hard to interpret. Further, in applica…
Paper presents an econophysics model for mixed economies.
problem Understanding mixed economies in various countries.
method Developed an econophysics model with a reduced state sector participation.
result Proposed a new model with a 10-15% state sector participation.
Study models risks for low-carbon economy in Balkan countries, focusing on shadow economy and populism.
problem Risks and uncertainties in establishing a low-carbon economy in Balkan countries with transition economies.
method Transdisciplinary approach combining economic policy, public opinion, and climate change models.
result Identifies shadow economy and populism as key risk factors for low-carbon economy implementation.
Paper proposes a framework for token economy simulation and wealth distribution.
problem Simulation and regulation of token economies.
method Formal analysis framework for tokenomics, defining mechanisms for wealth distribution and stability.
result Algorithmic regulatory controls for token economies to achieve desired wealth distribution.
Defines crisis transitions in pure exchange economies rigorously.
problem Understanding crises in economic equilibrium models.
method Uses mathematical concepts like branching, envelopes, and intrinsic derivative.
result Establishes criteria to distinguish crises from other equilibria.
Analyzes how economic policies affect wealth distribution in Bitcoin token economy.
problem Impact of economic policies on wealth distribution in token economies.
method Eliminated noise in wealth distribution data using macroeconomic and microeconomic time series. Causality analysis between BIPs and wealth distribution data.
result Proposed a structure for economic policy taxonomy in token economies.
Fully probabilistic quasar continua predictions near Lyman-α with conditional neural spline flowsastro-ph.CO
New method predicts quasar continuum near Lyman-α with high precision and accuracy.
problem Precise measurement of quasar red damping wing for epoch of reionization.
method Fully probabilistic approach using conditional neural spline flows.
result Achieved state-of-the-art precision and accuracy in predicting quasar continua.
Wealth Condensation in Pareto Macro-Economiescond-mat.stat-mech
We discuss a Pareto macro-economy (a) in a closed system with fixed total wealth and (b) in an open system with average mean wealth and compare our results to a similar analysis in a super-open system (c) with unbounded wealth. Wealth condensation takes place in the social phase for closed and open economies, while it …
The study finds significant financial sector volatility and tail risk spillovers to real economy sectors.
problem Volatility and tail risk spillovers from financial to real economy sectors.
method New measure of tail risk spillover, empirical analysis of U.S. economy 2001-2011.
result Significant volatility and tail risk spillovers from financial to real economy sectors, especially during crises.
Typical properties of large random economies with linear activitiescond-mat.stat-mech
We study the competitive equilibrium of large random economies with linear activities using methods of statistical mechanics. We focus on economies with commodities, firms, each running a randomly drawn linear technology, and one consumer. We derive, in the limit with fixed, a complete de…
Mathematical model predicts international trade and global economy dynamics.
problem Understanding complex international trade and economy interactions.
method Developed a mathematical model for non-equilibrium processes in open systems.
result Predicted model accurately reflects international trade and economy.
Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy forecasting to become a challenging task. Ensemble learning and deep learning are the…
Women belonging to the socially disadvantaged caste-groups in India have historically been engaged in labour-intensive, blue-collar work. We study whether there has been any change in the ability to predict a woman's work-status and work-type based on her caste by interpreting machine learning models using feature attr…
Study finds nighttime lights correlate with Indian GDP growth.
problem Accurate forecasting of Indian economic growth.
method Examined relationship between GDP and nighttime lights using DMSP and VIIRS datasets.
result Nighttime lights correlate with Indian GDP growth.
Stock mechanics: unification with economyphysics.comp-ph
Associating stock mechanics to real economy, in terms of volume, number of transactions, and cost, i.e. money flow for shares, we obtained the fundamental laws of stock mechanics.
A new method interprets astrophysical spectra using geometric paths to distinguish line profiles.
problem Tackling the indistinguishability of spectral line profiles under scalar summaries.
method Introduces a geometric representation of line profiles using rough path theory, mapping profiles to a common velocity grid and defining descriptors from path properties.
result Compact descriptors separate morphologies with similar scalar summaries, revealing ordered line structures.
A phase plot of the oil economy is built using the literature data of world oil production, price, and EROEI (Energy Returned on Energy Invested). An analogy between the oil economy and the Benard convection is proposed; some methods of interpretation and forecast of the system behavior are also shown based on "phase p…
We present a stochastic algorithm to compute the barycenter of a set of probability distributions under the Wasserstein metric from optimal transport. Unlike previous approaches, our method extends to continuous input distributions and allows the support of the barycenter to be adjusted in each iteration. We tackle the…
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…
We present a model of an economy inspired by individual based model approaches in evolutionary ecology. We demonstrate that evolutionary dynamics in a space of companies interconnected through a correlated interaction matrix produces time dependencies of the total size of the economy total number of companies, companie…
This study analyzes global oil trade networks to assess their efficiency and robustness.
problem Dynamic monitoring and warning of international trade risks in global oil trade.
method Constructing unweighted and weighted global oil trade networks (OTNs) using UN Comtrade data from 1988 to 2017, and applying complex network theories.
result Efficiency of oil flows increases with complexity of OTNs, and weighted efficiency indicators highlight major events.
Model shows significant income inequality emerges from equal opportunities in a simple economy.
problem Income inequality in a simple foraging economy.
method Minimal, endogenous model of a simple foraging economy.
result Stochastic income distributions from the model match empirical data.
The optimal (`equilibrium') macroscopic properties of an economy with industries endowed with different technologies, commodities and one consumer are derived in the limit with fixed using the replica method. When technologies are strictly inefficient, a phase transition occurs upon increas…
A new model explains relative spreads between economies using dynamic Nelson-Siegel and functional regression.
problem Analyzing and predicting relative spreads between economies in fixed income markets.
method State-space functional regression model incorporating dynamic Nelson-Siegel model and kernel PCA.
result The new model outperforms the dynamic Nelson-Siegel model in explaining relative spreads.
Study on asset price dynamics in OLG economies with and without a bubbly asset.
problem Analyzing asset price dynamics and optimality in OLG economies with an asset that yields dividends.
method Deriving conditions for three scenarios of equilibrium existence, providing a complete characterization of the equilibrium set, and investigating the relationship between asset price behaviors and optimality.
result A bubbly equilibrium exists if and only if the interest rate is lower than the population growth rate and the sum of per capita dividends is finite.
We examine Kreps' (2019) conjecture that optimal expected utility in the classic Black--Scholes--Merton (BSM) economy is the limit of optimal expected utility for a sequence of discrete-time economies that "approach" the BSM economy in a natural sense: The th discrete-time economy is generated by a scaled -step r…
Emerging economies use countercyclical policies to manage crises and dominant currencies.
problem Managing economic crises and fluctuations in dominant currencies like USD and EUR.
method Theoretical analysis, case studies, econometric modeling.
result Emerging economies can stabilize growth with countercyclical monetary policies.
A non-parametric method for ranking stock indices according to their mutual causal influences is presented. Under the assumption that indices reflect the underlying economy of a country, such a ranking indicates which countries exert the most economic influence in an examined subset of the global economy. The proposed …
Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networksphysics.soc-ph
This study assesses how economic shocks affect the efficiency and robustness of international pesticide trade networks.
problem Economic shocks impact the efficiency and robustness of international pesticide trade networks.
method Simulations were used to quantify efficiency and robustness under different economic shocks. Three strategies were tested: descending, random, and ascending node removal.
result The international pesticide trade networks became more efficient and robust except for clustering coefficient. Import-oriented economies were more vulnerable to shocks.
Modeling structure and credit risk of the economy: a multilayer bank-firm network approachphysics.soc-ph
Develops a framework to assess systemic risk in the economy using bank-firm network data.
problem Measuring systemic risk in the economy using multilayer network data.
method Unified framework combining techniques to reconstruct multilayer economy structure from bank and firm balance sheets, and dynamics of shock propagation.
result Identifies systemically important firms and banks, and assesses systemic risk determinants.
Kinetic Economiesq-fin.GN
We study a minimalist kinetic model for economies. A system of agents with local trading rules display emergent demand behaviour. We examine the resulting wealth distribution to look for non-thermal behaviour. We compare and contrast this model with other similar models.
General equilibrium is the dominant theoretical framework for economic policy analysis at the level of the whole economy. In practice, general equilibrium treats economies as being always in equilibrium, albeit in a sequence of equilibria as driven by external changes in parameters. This view is sometimes defended on t…
GDP of China is about 11 trillion dollars and GDP of the United States is about 18 trillion dollars. Suppose that we know for the coming years, economy of the US will experience a real growth rate equal to \%3 and economy of China will experience a real growth as of \%6. Now, the question is how long does it take for e…
Extends DeTEcT framework for token economies with dynamic and probabilistic parameters.
problem Modeling wealth distribution in token economies with dynamic and probabilistic parameters.
method Introduces four parametrization techniques: dynamic vs static, probabilistic vs non-probabilistic.
result Derives existing wealth distribution models from DeTEcT framework with added restrictions.
Most of the analytical techniques used in the business cycle synchronisation literature rely upon the estimation of an empirical correlation matrix of time series data of macroeconomic aggregates, real GDP usually being the key variable. But the small number of available observations and small number of economies mean …
This paper provides a coopetitive model for a global green economy, taking into account the environmental sustainability. In particular, we propose a differentiable coopetitive game G (in the sense recently introduced by D. Carf`ı) to represent a global green economy interaction, among a country c and the rest of the w…
Minimal model reveals power laws in financial markets.
problem Understanding universal behaviors in financial markets.
method Analytical solution of a minimal model based on symmetry constraints.
result Various power-law behaviors are interconnected, similar to critical exponents.
The paper confirms a conjecture about optimal expected utility in markets with insider information.
problem Optimal expected utility in markets with insider information.
method An extension of the Black-Scholes-Merton model with a sequence of discrete-time economies.
result Optimal expected utility converges to the classic model when conditions are met.
Spontaneous Economic Orderq-fin.GN
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…
Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the interaction of many agents at micro-level. One of these models is the gas-like mo…
With this study we want to test the validity of the well known "Verdoorn's Law" which considers the relationship between the growth of productivity and output in the case of the Portuguese economy at a regional and sectoral levels (NUTs II) for the period 1995-1999. The importance of some additional variables in the or…
This paper uses NARX neural networks for macroeconomic forecasting and goal setting.
problem Improving accuracy in macroeconomic forecasting and goal setting.
method Literature review and construction of specific NARX neural networks for macroeconomic indicators.
result NARX neural networks can be trained to make accurate predictions for macroeconomic indicators and national goals.