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.
Current economic theories miss most of economic dynamics.
Modeling business cycles via collective risk fluctuations in economic agents' risk space.
'Ergodicity economics' is criticized as pseudoscience.
This paper presents a simple model to measure the relative economic growth of economic systems. The model considers S-Shaped patterns of economic growth that, represented with a linear model, measure how an economic system grows in comparison with another one. In particular, this model introduces an approach which indi…
Conventional economic analysis of stringent climate change mitigation policy generally concludes various levels of economic slowdown as a result of substantial spending on low carbon technology. Equilibrium economics however could not explain or predict the current economic crisis, which is of financial nature. Meanwhi…
This mathematical essay brings together ideas from Economics, Geobiodynamics and Thermodynamics. Its purpose is to obtain real models of complex evolutionary systems. More specifically, the essay defines Roegenian Economy and links Geobiodynamics and Roegenian Economy. In this context, we discuss the isomorphism betwee…
Proposes a taxonomy for economic policies.
Study examines how taxes affect wealth inequality in economic models.
From positions, attained by modern theoretical physics in understanding of the universe bases, the methodological and philosophical analysis of fundamental physical concepts and their formal and informal connections with the real economic measurings is carried out. Procedures for heterogeneous economic time determinati…
The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. We analyze the time dependence of the network of correlations to reveal the changing relationships among the financial,…
Paper classifies economic states and optimizes portfolios for stagflationary environments.
Surveying machine learning methods for economic forecasting.
Second-order economic theory considers new variables to improve price volatility predictions.
The thermodynamics of markets is analyzed, revealing parallels with thermodynamic laws.
The seriousness of the current crisis urgently demands new economic thinking that breaks the austerity vs. deficit spending circle in economic policy. The core tenet of the paper is that the most important problems that natural and social science are facing today are inverse problems, and that a new approach that goes …
Data describing historical economic growth are analysed. Included in the analysis is the world and regional economic growth. The analysis demonstrates that historical economic growth had a natural tendency to follow hyperbolic distributions. Parameters describing hyperbolic distributions have been determined. A search …
New interpretation reconciles country and product complexity.
We recall the similarities between the concepts and techniques of Thermodynamics and Roegenian Economics. The Phase Diagram for a Roegenian economic system highlights a triple point and a critical point, with related explanations. These ideas can be used to improve our knowledge and understanding of the nature of devel…
Mean Field Games applied to finance and economics.
The algebra of transactions as fundamental measurements is constructed on the basis of the analysis of their properties and represents an expansion of the Boolean algebra. The notion of the generalized economic measurements of the economic quantity and quality of objects of transactions is introduced. It has been shown…
Economics does not need a scientific revolution. Economics needs accurate measurements according to high standards of natural sciences and meticulous work on revealing empirical relationships between measured variables.
Study uses Perelman and Ricci flow methods to analyze economic inequality.
Model predicts real-time job applicant numbers for regional economic analysis.
The fundamental purpose of the present research article is to introduce the basic principles of Dimensional Analysis in the context of the neoclassical economic theory, in order to apply such principles to the fundamental relations that underlay most models of economic growth. In particular, basic instruments from Dime…
New framework for interpretable firm characteristics factors.
DRL enhances economic modeling with deep learning methods.
The prevalent view in the economics literature is that a high level of infrastructure investment is a precursor to economic growth. China is especially held up as a model to emulate. Based on the largest dataset of its kind, this paper punctures the twin myths that, first, infrastructure creates economic value, and, se…
Money analyzed as a multidimensional tensor for better economic policy.
We analyze social and economic systems with a hierarchical structure and show that for such systems, it is possible to construct thermostatistics, based on the intermediate Gentile statistics. We show that in social and economic hierarchical systems there are elements that obey the Fermi-Dirac statistics and can be cal…
In this editorial guide for the special issue on econophysics, we give a unique review of this young but quickly growing discipline. A suggestive taxonomy of the development is proposed by making a distinction between classical econophysics and modern econophysics. For each of these two stages of development, we identi…
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). …
Examines financial risks' impact on EU-15 economic growth.
Developing an AI economist agent using RAG, knowledge graphs, and LLMs for economic scenario analysis.
The paper presents instructive interdisciplinary applications of constrained mechanics calculus in economics on a level appropriate for the undergraduate physics education. The aim of the paper is: 1. to meet the demand for illustrative examples suitable for presenting the background of the highly expanding research fi…
Study improves stock return prediction by switching between economic states, outperforming traditional methods.
Based on the assumption that economic complexity is characterised by the interactions of economic agents (who) constantly change their actions and strategies in response to the outcome they mutually create, this paper presents how network models can be used a proxies for the mapping, quantification and analysis of Roma…
Economic factors significantly influence stock returns, as shown by attribution analysis.
Economic systems are similar with physic systems for their large number of individuals and the exist of equilibrium. In this paper, we present a model applying the equilibrium statistical model in economic systems. Consistent with statistical physics, we define a series of concepts, such as economic temperature, econom…
Historical economic growth in Asia (excluding Japan) is analysed. It is shown that Unified Growth Theory is contradicted by the data, which were used (but not analysed) during the formulation of this theory. Unified Growth Theory does not explain the mechanism of economic growth. It explains the mechanism of Malthusian…
The paper analyzes tech specialization and diversification at various scales.
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…
AI-driven tax policies improve economic equality and productivity.
Examines various types of cryptocurrencies and their economic properties.
The stock market has been known to form homogeneous stock groups with a higher correlation among different stocks according to common economic factors that influence individual stocks. We investigate the role of common economic factors in the market in the formation of stock networks, using the arbitrage pricing model …
Originally, the Carnot cycle is a theoretical thermodynamic cycle that provides an upper limit on the efficiency that any classical thermodynamic engine can achieve during the conversion of heat into work, or conversely, the efficiency of a refrigeration system in creating a temperature difference by the application of…
Traditional centralized energy systems have the disadvantages of difficult management and insufficient incentives. Blockchain is an emerging technology, which can be utilized in energy systems to enhance their management and control. Integrating token economy and blockchain technology, token economic systems in energy …
Study examines how economic policy uncertainty impacts stock markets.
Deep-MacroFin uses neural networks to solve complex economic models efficiently.