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.
Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the production of complex products, they may also increase systemic risks due to failure propagation. It is crucial to identify how…
Study on financial impacts of zombie outbreak on economy.
Warning signs about the developing economic crisis in Greece were present in the growth rate of the Gross Domestic Product (GDP) and in the growth of the GDP well before the economic collapse. The growth rate was strongly unstable. On average, in less than 50 years, it decreased 10-folds but after reaching a low minimu…
Since the 2007-2009 financial crisis, substantial academic effort has been dedicated to improving our understanding of interbank lending networks (ILNs). Because of data limitations or by choice, the literature largely lacks multiple loan maturities. We employ a complete interbank loan contract dataset to investigate w…
New principles for collapsing law-invariant functionals to means, extending beyond convexity.
We investigate a multi-household DSGE model in which past aggregate consumption impacts the confidence, and therefore consumption propensity, of individual households. We find that such a minimal setup is extremely rich, and leads to a variety of realistic output dynamics: high output with no crises; high output with i…
This article continues our analysis of the gold price dynamics that was published in December 2010 (abs/1012.4118) and forecasted the possibility of the "burst of the gold bubble" in April - June 2011. Our recent analysis suggests the possibility of one more substantial fluctuation before the final collapse in July 201…
Economies are complex man-made systems where organisms and markets interact according to motivations and principles not entirely understood yet. The increasing dissatisfaction with the postulates of traditional economics i.e. perfectly rational agents, interacting through efficient markets in the search of equilibrium,…
In the current era of worldwide stock market interdependencies, the global financial village has become increasingly vulnerable to systemic collapse. The recent global financial crisis has highlighted the necessity of understanding and quantifying interdependencies among the world's economies, developing new effective …
The origin of economic crises is a key problem for economics. We present a model of long-run competitive markets to show that the multiplicity of behaviors in an economic system, over a long time scale, emerge as statistical regularities (perfectly competitive markets obey Bose-Einstein statistics and purely monopolist…
We provide an analytically treatable model that describes in a unified manner income distribution for all income categories. The approach is based on a master equation with growth and reset terms. The model assumptions on the growth and reset rates are tested on an exhaustive database with incomes on individual level s…
This article derives prognostic expressions for the evolution of globally aggregated economic wealth, productivity, inflation, technological change, innovation and growth. The approach is to treat civilization as an open, non-equilibrium thermodynamic system that dissipates energy and diffuses matter in order to sustai…
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…
New technique prevents Q-learning collapse by maximizing diversity among ensembles.
A framework selects GANs for specific applications efficiently.
Investor expectations shifted pessimistically during the 2020 stock market crash and recovery.
Housing markets play a crucial role in economies and the collapse of a real-estate bubble usually destabilizes the financial system and causes economic recessions. We investigate the systemic risk and spatiotemporal dynamics of the US housing market (1975-2011) at the state level based on the Random Matrix Theory (RMT)…
The inequality of wealth distribution is a universal phenomenon in the civilized nations, and it is often imputed to the Matthew effect, that is, the rich get richer and the poor get poorer. Some philosophers unjustified this phenomenon and tried to put the human civilization upon the evenness of wealth. Noticing the f…
Globalization processes interweave economic structures at a worldwide scale, trade playing a central role as one of the elemental channels of interaction among countries. Despite the significance of such phenomena, measuring economic globalization still remains an open problem. More quantitative treatments could improv…
New smart contract mechanisms evade traditional AML systems by decoupling transaction roles.
An agent-based computational economical toy model for the emergence of money from the initial barter trading, inspired by Menger's postulate that money can spontaneously emerge in a commodity exchange economy, is extensively studied. The model considered, while manageable, is significantly complex, however. It is alrea…
We consider the sectoral composition of a country's GDP, i.e. the partitioning into agrarian, industrial, and service sectors. Exploring a simple system of differential equations we characterize the transfer of GDP shares between the sectors in the course of economic development. The model fits for the majority of coun…
The study analyzes how wartime controls influenced zaibatsu stock prices in Japan.
New RLHF approach mitigates bias in aligning LLMs with human preferences.
The contradiction between physical and economical sciences concerning the growth of the production/consumption mechanism is analyzed. It is then shown that if one wishes to keep the security level stable or to enhance it in a growing economy the cost of security grows faster than the gross wealth. The result is a typic…
Assessing the stability of economic systems is a fundamental research focus in economics, that has become increasingly interdisciplinary in the currently troubled economic situation. In particular, much attention has been devoted to the interbank lending market as an important diffusion channel for financial distress d…
Corporate defaults may be triggered by some major market news or events such as financial crises or collapses of major banks or financial institutions. With a view to develop a more realistic model for credit risk analysis, we introduce a new type of reduced-form intensity-based model that can incorporate the impacts o…
Bayesian deep learning faces posterior collapse due to likelihood vs. prior competition.
Proves weakly non-collapsed RCD spaces are strongly non-collapsed.
Study on Neural Collapse limits in deep learning.
Ricci flow smooths locally collapsing manifolds with controlled curvature.
Mathematical analysis shows annealing prevents mode collapse in Gaussian mixtures.
The study characterizes and rules out collapsing in convex ancient mean curvature flow.
Despite excellent progress in recent years, mode collapse remains a major unsolved problem in generative adversarial networks (GANs).In this paper, we present spectral regularization for GANs (SR-GANs), a new and robust method for combating the mode collapse problem in GANs. Theoretical analysis shows that the optimal …
New method controls posterior collapse in VAEs without network architecture constraints.
Study flat manifolds' collapsed limits as flat orbifolds.
Special Lagrangian submanifolds emerge from K3 surface collapse.
The torus cannot collapse to a segment under certain curvature conditions.
Collapsibility is a combinatorial strengthening of contractibility. We relate this property to metric geometry by proving the collapsibility of any complex that is CAT(0) with a metric for which all vertex stars are convex. This strengthens and generalizes a result by Crowley. Further consequences of our work are: (1) …
Two-dimensional collapsed spaces with lower Ricci bounds are topological surfaces.
Prove that collapsing CSC metrics can be perturbed to invariant collapsing CSC metrics.
We will simplify the earlier proofs of Perelman's collapsing theorem of 3-manifolds given by Shioya-Yamaguchi and Morgan-Tian. Among other things, we use Perelman's semi-convex analysis of distance functions to construct the desired local Seifert fibration structure on collapsed 3-manifolds. The verification of Perelma…
Estimate collapsibility of causal effects in CPDAGs via strong d-convex hulls.
We introduce the theory of strong homotopy types of simplicial complexes. Similarly to classical simple homotopy theory, the strong homotopy types can be described by elementary moves. An elementary move in this setting is called a strong collapse and it is a particular kind of simplicial collapse. The advantage of usi…
Lower Ricci curvature bound prevents first Betti number from dropping more than dimension in collapsing manifolds.
Deep nets exhibit 'Neural Collapse' during training's final phase, simplifying decision-making.
Study tackles criterion collapse in learning criteria, showing conditions for loss minimization.
Study on collapsing Calabi-Yau manifolds and their metrics.