Chaos and nonlinear economic dynamics are addressed for a quantum coupled map lattice model of an artificial economy, with quantized supply and demand equilibrium conditions. The measure theoretic properties and the patterns that emerge in both the economic business volume dynamics' diagrams as well as in the quantum m…
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48 results for “economic dynamics”
Analyzes wage-price spiral and stagflation dynamics in economic models.
problem Understanding the formation of wage-price spirals and stagflation.
method Analytical solution to classical gravitation and price-wage spiral models.
result Elementary solution to rates of return differentiation in economic models.
Current economic theories miss most of economic dynamics.
problem Accuracy of economic theories and policies depend on economic variables and processes.
method Identify and analyze overlooked economic variables and processes.
result Many economic variables and processes not accounted for in current theories.
The new business paradigms originate a strong necessity to re-think the theory of the firm with the aim to get a better understanding on the organizational and functional principles of the firm, operating in the investment economies in the prosperous societies. In this connection, we make the innovative research to adv…
Econophysics needs more economists and precise definitions to gain attention.
problem Insufficient attention and lack of precise definitions in econophysics.
method Proposes a new definition of dynamic complexity and calls for a shift in focus from applications to basics.
result A new definition of dynamic complexity based on non-linear dynamical systems.
Examines predictability and complexity of economic time series using symbolic dynamics and entropy.
problem Understanding the predictability and complexity of economic time series.
method Symbolic dynamics and Information theory (entropy and uncertainty).
result Economic time series are complex and can be expressed in terms of information production.
In complex systems, many different parts interact in non-obvious ways. Traditional research focuses on a few or a single aspect of the problem so as to analyze it with the tools available. To get a better insight of phenomena that emerge from complex interactions, we need instruments that can analyze simultaneously com…
Dynamic model improves static economics by incorporating time effects.
problem Static economics overlooks time-dependent phenomena, limiting model accuracy.
method Signals-based approach to reinterpret microeconomic theory, using utility function.
result Dynamic models provide better comparisons with empirical observations.
Effect of tax dynamics on linearly growing processes under stochastic resetting: a possible economic modelphysics.soc-ph
Tax dynamics affects wealth distribution in a linearly growing socio-economic model.
problem Analyzing how tax policies impact wealth distribution in a stochastic resetting system.
method Analytical and numerical study of a system of agents with linear wealth growth, stochastic resetting, and tax redistribution.
result Optimal taxation leads to economic equality, while excessive taxation results in reverse disparity.
Using Caputo fractional derivative of order we build the fractional jet bundle of order and its main geometrical structures. Defined on that bundle, some fractional dynamical systems with applications to economics are studied.
Are large complex economic systems unstable ?physics.soc-ph
Although classical economic theory is based on the concept of stable equilibrium, real economic systems appear to be always out of equilibrium. Indeed, they share many of the dynamical features of other complex systems, e.g., ecological food-webs. We focus on the relation between increasing complexity of the economic n…
New framework detects time-varying economic persistence.
problem Time-varying persistence in economic shocks.
method Localized regression techniques to identify evolving heterogeneity.
result Substantial persistence variations align with macroeconomic events.
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.
The paper discusses various practical consequences of treating economics and finance as an inherently dynamic and chaotic system. On the theoretical side this looks at the general applicability of the market-making pricing approach to economics in general. The paper also discuses the consequences of the endogenous crea…
DRL enhances economic modeling with deep learning methods.
problem Complex dynamic business environments in economics.
method Comprehensive review of DL, RL, and deep RL methods applied to economics.
result DRL provides better performance and higher accuracy in economic applications.
Study adds memory effect to Solow-Swan model for more accurate economic growth modeling.
problem Inaccuracies in classical Solow-Swan model in capturing long-term dynamics.
method Introduced fractional calculus with Caputo derivative into Solow-Swan framework.
result Fractional-order model shows significant impact on capital accumulation and stability.
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…
AI-driven tax policies improve economic equality and productivity.
problem Lack of appropriate economic data and limited opportunity to experiment.
method Two-level deep reinforcement learning approach to learn dynamic tax policies from observational data.
result AI-driven tax policies improve the trade-off between equality and productivity by 16%.
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,…
We propose a simple quantitative model of Schumpeterian economic dynamics. New goods and services are endogenously produced through combinations of existing goods. As soon as new goods enter the market they may compete against already existing goods, in other words new products can have destructive effects on existing …
Quantum propensity in economicsq-fin.GN
Quantum approach models economic decisions with probabilistic and dynamic probabilities.
problem Traditional economic models fail to explain recent financial crises.
method Develops a quantum probabilistic framework for economics.
result Quantum circuits can model cognitive phenomena like preference reversal.
Dynamic Network Riskq-fin.GN
The paper finds stocks with higher dynamic network risk have lower returns.
problem Understanding and pricing short-term and long-term dynamic network risk in stock returns.
method Examined the relationship between stock sensitivities to dynamic network risk and expected returns, using economic theory and empirical analysis.
result A one-standard deviation increase in long-term network risk loadings associates with a 7.66% drop in annualized expected returns.
Economic Policy Taxonomyq-fin.GN
Proposes a taxonomy for economic policies.
problem Lack of a standardized list of economic policies.
method Develops a tree taxonomy to categorize economic policies.
result Constructs an exhaustive list of economic policies.
New approach uses satellite imagery to estimate economic growth.
problem Lack of reliable economic data in developing countries.
method Dynamic network and representation learning.
result Accurately predicts spatial gross economic expenditures.
Program outlines optimizing economic growth through balanced monetary and fiscal policies.
problem Interlinked economic factors like unemployment, investment, consumption, and inflation.
method Response theory principles applied to derive policy implications.
result Optimizing growth requires balancing monetary injection between consumption/wages and investment/returns loops.
Survival analysis models predict economic convergence across Americas.
problem Analyzing GDP per capita trajectories and convergence across the Americas.
method Survival analysis, machine learning, economic interpretation.
result DeepSurv captures non-linear interactions in GDP per capita trajectories.
A new platform models how narratives influence financial markets.
problem Explaining irrational market behaviors through narratives.
method Integrated opinion dynamics and agent-based modeling.
result Initial results show how narratives shape financial outcomes.
A scalable method for econometric inference using machine learning for big data.
problem Interpreting large, often black-box, economic data.
method Variational Bayesian Inference for time-varying parameter auto-regressive models.
result The model can handle large datasets and is scalable for big data.
We develop a new DTSM with nonlinearities using Gaussian Processes for better interest rate forecasting.
problem Linear DTSMs fail to capture nonlinear relationships between macroeconomic variables and interest rates.
method We propose a Gaussian Process-based sequential Monte Carlo estimation and forecasting scheme.
result Nonlinear models outperform linear ones in forecasting core inflation, leading to significant economic value gains.
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…
New model describes asset price dynamics during economic bubbles.
problem Modeling asset price dynamics during economic bubbles.
method Introduced a new diffusion process with an exponential decay drift term.
result Calculated the first passage time density for asset price crashes.
Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implicationsq-fin.GN
Log-ergodic model improves velocity of money prediction.
problem Improving velocity of money prediction for economic control.
method Log-ergodic processes to simulate monetary velocity.
result Log-ergodic model offers superior predictive power.
The accurate characterization of the business cycles in the nonlinear dynamic financial and economic systems in the time of globalization represents a formidable research problem. The central banks and other financial institutions make their decisions on the minimum capital requirements, countercyclical capital buffer …
Evolution of the distribution of wealth in an economic environment driven by local Nash equilibriaq-fin.GN
We present and analyze a model for the evolution of the wealth distribution within a heterogeneous economic environment. The model considers a system of rational agents interacting in a game theoretical framework, through fairly general assumptions on the cost function. This evolution drives the dynamic of the agents i…
In this paper we present a kinetic model with stochastic game-type interactions, analyzing the relationship between the level of political competition in a society and the degree of economic liberalization. The above issue regards the complex interactions between economy and institutional policies intended to introduce…
Complexity, economic science and possible economic benefits of climate change mitigation policyphysics.soc-ph
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…
Study uses geometric algebra to analyze credit cycles, revealing dangerous feedback loops.
problem Understanding and predicting dangerous feedback loops in credit cycles.
method Represent economic states as multi-vectors in Clifford algebra, focusing on bivector elements for rotational coupling.
result Geometric relationship between unemployment and credit contraction shifts from simple correlation to dangerous rotational dynamics during crises.
Microeconomic Structure determines Macroeconomic Dynamics. Aoki defeats the Representative Agentq-fin.GN
Masanao Aoki developed a new methodology for a basic problem of economics: deducing rigorously the macroeconomic dynamics as emerging from the interactions of many individual agents. This includes deduction of the fractal / intermittent fluctuations of macroeconomic quantities from the granularity of the mezo-economic …
Money as a Tensorq-fin.GN
Money analyzed as a multidimensional tensor for better economic policy.
problem Economic complexity and policy responsiveness.
method Tensor analysis of money dynamics.
result Enhanced economic policy design and resilience.
Using the fractional integration and differentiation on R we build the fractional jet fibre bundle on a differentiable manifold and we emphasize some important geometrical objects. Euler-Lagrange fractional equations are described. Some significant examples from mechanics and economics are presented.
An interesting toy model has recently been proposed on Schumpeterian economic dynamics by Thurner {\it et al.} following the idea of economist Joseph Schumpeter. Punctuated equilibrium dynamics is shown to emerge from this model and some detail analyses of the time series indicate SOC kind of behaviours. The focus in t…
Study examines how economic policy uncertainty impacts stock markets.
problem Dynamic relationship between economic policy uncertainty and stock markets.
method Used symmetric thermal optimal path (TOPS) method.
result Different interaction patterns observed in emerging and developed markets.
The paper solves optimal control problems for stochastic delay equations.
problem Optimal control of stochastic delay differential equations.
method Rewriting the problem in an infinite-dimensional Hilbert space, using dynamic programming and viscosity solutions.
result Characterizes the value function as the unique viscosity solution of the Hamilton-Jacobi-Bellman equation.
The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an approach to correction of macroeconomic models (in terms of initial prerequisites) is generalized. A methodology based on ba…
News sentiment in U.S. economic newspapers has become more persistent over 45 years.
problem Understanding the temporal dynamics of U.S. economic news sentiment over time.
method Daily economic news sentiment index from 1980-2025, analyzed using sentiment indexes.
result News sentiment states have become more persistent, with longer residence times in optimistic or pessimistic regimes.
The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an approach to correction of macroeconomic models (in terms of initial prerequisites) is generalized. A methodology based on ba…
Dissecting financial markets: Sectors and statescond-mat.stat-mech
By analyzing a large data set of daily returns with data clustering technique, we identify economic sectors as clusters of assets with a similar economic dynamics. The sector size distribution follows Zipf's law. Secondly, we find that patterns of daily market-wide economic activity cluster into classes that can be ide…
Model shows who pays higher taxes affects wealth distribution.
problem Determining who should pay higher taxes to prevent wealth concentration.
method Dynamic agent model with random wealth multiplicative process and linear tax rate.
result Tax rate structure affects long-term wealth distribution.