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.
Enhanced Gordon growth model for valuing financial products.
Study adds memory effect to Solow-Swan model for more accurate economic growth modeling.
We propose a new class of mappings, called Dynamic Limit Growth Indices, that are designed to measure the long-run performance of a financial portfolio in discrete time setup. We study various important properties for this new class of measures, and in particular, we provide necessary and sufficient condition for a Dyn…
The paper aims to explore the impacts of bi-demographic structure on the current account and growth. Using a SVAR modeling, we track the dynamic impacts between these underlying variables. New insights have been developed about the dynamic interrelation between population growth, current account and economic growth. Th…
We investigate the dynamics of growth models in terms of dynamical system theory. We analyse some forms of knowledge and its influence on economic growth. We assume that the rate of change of knowledge depends on both the rate of change of physical and human capital. First, we study model with constant savings. The mod…
Study reveals supply chain correlations in firm growth rates.
A general nonlinear logistic equation has been proposed to model long-time saturation in industrial growth. An integral solution of this equation has been derived for any arbitrary degree of nonlinearity. A time scale for the onset of nonlinear saturation in industrial growth can be estimated from an equipartition cond…
A novel model-selection method for dynamic networks using synthetic data.
Tax dynamics affects wealth distribution in a linearly growing socio-economic model.
Study uses web search data to analyze tech startups growth.
An array system of coupled maps is proposed as a model for economy evolution. The local dynamics of each map or agent is controlled by two parameters. One of them represents the growth capacity of the agent and the other one is a control term representing the local environmental pressure which avoids an exponential gro…
Hybrid model improves forest growth predictions.
Dynamic pricing model considers ambiguity in endowment growth rate.
Study growth of LP wealth in G3Ms affected by trading fees and arbitrage.
In this pedagogical study, carried out by adopting standard mathematical methods of nonlinear dynamics, we have presented some simple analytical models to understand terminal behaviour in industrial growth. This issue has also been addressed from a dynamical systems perspective, with especial emphasis on the concept of…
Investigates how FDI and R&D affect host countries' growth.
New approach uses 'growth' and 'harvesting' concepts to improve deep learning models.
Polynomial growth elements found in all subgroups of Out(F_n).
Improved growth strategies by incorporating stochastic factors in asset returns.
We introduce the logistic model of consumption growth, which captures a negative feedback loop preventing an unlimited growth of consumption due to finite biophysical resources of our planet. This simple dynamic model allows for derivation of the expression describing the declining long-term tail of a social discount c…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a continuous master equation. The derivation of elementary rates from known stationa…
Model shows how relaxed leverage can lead to asset price bubbles.
The paper models financial markets using information theory to minimize information.
We study the growth dynamics of the size of manufacturing firms considering competition and normal distribution of competency. We start with the fact that all components of the system struggle with each other for growth as happened in real competitive bussiness world. The detailed quantitative agreement of the theory w…
A new growth model for dynamic networks using Markovian latent points.
The aim of this work is to extend the capital growth theory developed by Kelly, Breiman, Cover and others to asset market models with transaction costs. We define a natural generalization of the notion of a numeraire portfolio proposed by Long and show how such portfolios can be used for constructing growth-optimal inv…
We analyze an exhaustive data-set of new-cars monthly sales. The set refers to 10 years of Spanish sales of more than 6500 different car model configurations and a total of 10M sold cars, from January 2007 to January 2017. We find that for those model configurations with a monthly market-share higher than 0.1% the sale…
Investigates optimal portfolio strategies in markets with latent side information.
We consider the relationship between economic activity and intervention, including monetary and fiscal policy, using a universal dynamic framework. Central bank policies are designed for growth without excess inflation. However, unemployment, investment, consumption, and inflation are interlinked. Understanding dynamic…
Dynamic factor analysis reveals insights into Philippine stock market dynamics.
Study shows how large neural networks avoid overfitting through decoupling of feature learning and complexity growth.
Study dynamics of -multipliers on harmonic manifolds with exponential volume growth.
The question is: What does happen to the real-world networks which cause them not to grow permanently? The idea here is that real-world networks have to pay the cost of growth. We investigate the growth and trade-off between value and cost in the networks with cost and preferential attachment together. Since the prefer…
Quantifying the improvement in human living standard, as well as the city growth in developing countries, is a challenging problem due to the lack of reliable economic data. Therefore, there is a fundamental need for alternate, largely unsupervised, computational methods that can estimate the economic conditions in the…
New scaling laws explain deep learning performance growth.
We propose and study a simple model of dynamical redistribution of capital in a diversified portfolio. We consider a hypothetical situation of a portfolio composed of N uncorrelated stocks. Each stock price follows a multiplicative random walk with identical drift and dispersion. The rules of our model naturally give r…
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 …
Study finds sales forecasters overreact to extreme news.
This paper develops a valuation model for private companies.
Study uses ML and statistical models to analyze climate impacts of industrial growth.
Essential to each other, growth and exploration are jointly observed in populations, be it alive such as animals and cells or inanimate such as goods and money. But their ability to move, crucial to cope with uncertainty and optimize returns, is tempered by the space/time properties of the environment. We investigate h…
Formula for subgroup growth in mapping class groups.
We analyze the fluctuations in the gross domestic product (GDP) of 152 countries for the period 1950--1992. We find that (i) the distribution of annual growth rates for countries of a given GDP decays with ``fatter'' tails than for a Gaussian, and (ii) the width of the distribution scales as a power law of GDP with a s…
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…
Understanding the dynamics of brain tumor progression is essential for optimal treatment planning. Cast in a mathematical formulation, it is typically viewed as evaluation of a system of partial differential equations, wherein the physiological processes that govern the growth of the tumor are considered. To personaliz…
Studying Binomial and Gaussian return dynamics in discrete time, we show how excess volatility can be traded to create growth. We test our results on real world data to confirm the observed model phenomena while also highlighting implicit risks.
P.W. Anderson proposed the concept of complexity in order to describe the emergence and growth of macroscopic collective patterns out of the simple interactions of many microscopic agents. In the physical sciences this paradigm was implemented systematically and confirmed repeatedly by successful confrontation with rea…
Optimizes real estate prices with dynamic strategies.