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.
Examines financial risks' impact on EU-15 economic growth.
Artificial intelligence has impacted many aspects of human life. This paper studies the impact of artificial intelligence on economic theory. In particular we study the impact of artificial intelligence on the theory of bounded rationality, efficient market hypothesis and prospect theory.
Analyzes how economic policies affect wealth distribution in Bitcoin token economy.
Study uses Perelman and Ricci flow methods to analyze economic inequality.
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…
Open AI models affect bond yields differently than closed ones.
This study examines how economic policy uncertainty impacts commodity prices across different crises.
This paper investigates how economic shocks propagate and amplify through the input-output network connecting industrial sectors in developed economies. We study alternative models of diffusion on networks and we calibrate them using input-output data on real-world inter-sectoral dependencies for several European count…
The paper uses machine learning to predict the impact of the Ukraine crisis on financial markets.
CCVA adjusts for climate change impacts on financial valuation.
The paper gauges AGI's impact on GDP growth using mathematical metrics.
This article aims to explore an empirical approach to analyze the macroeconomicsdeterminants of default of borrowers. For this purpose, we have measured the impact of the adverse economic conditions on the degradation of the credit portfolio quality.In our paper, we have shed more light on the question of the aggravati…
New method quantifies systemic risk of firms in supply networks.
At what level should government or companies support research? This complex multi-faceted question encompasses such qualitative bonus as satisfying natural human curiosity, the quest for knowledge and the impact on education and culture, but one of its most scrutinized component reduces to the assessment of economic pe…
Economic complexity reflects the amount of knowledge that is embedded in the productive structure of an economy. By combining tools from network science and econometrics, a robust and stable relationship between a country's productive structure and its economic growth has been established. Here we report that not only …
Emerging economies use countercyclical policies to manage crises and dominant currencies.
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…
We propose a multivariate elastic net regression forecast model for German quarter-hourly electricity spot markets. While the literature is diverse on day-ahead prediction approaches, both the intraday continuous and intraday call-auction prices have not been studied intensively with a clear focus on predictive power. …
The steel industry has great impacts on the economy and the environment of both developed and underdeveloped countries. The importance of this industry and these impacts have led many researchers to investigate the relationship between a country's steel consumption and its economic activity resulting in the so-called i…
Study examines how economic policy uncertainty impacts stock markets.
We study association between macroeconomic news and stock market returns using the statistical theory of copulas, and a new comprehensive measure of news based on the indexing of news wires. We find the impact of economic news on equity returns to be nonlinear and asymmetric. In particular, controlling for economic con…
Study examines how governance, corruption, and R&D affect economic development.
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…
Framework ranks sectors influenced by Indian Union Budgets.
The Levy-Levy-Solomon model (A microscopic model of the stock market: cycles, booms, and crashes, Economic Letters 45 (1))is one of the most influential agent-based economic market models. In several publications this model has been discussed and analyzed. Especially Lux and Zschischang (Some new results on the Levy, L…
We report quantitative relations between corruption level and economic factors, such as country wealth and foreign investment per capita, which are characterized by a power law spanning multiple scales of wealth and investments per capita. These relations hold for diverse countries, and also remain stable over differen…
Optimizes lockdown strategies to balance economic activities and virus spread.
Study on financial impacts of zombie outbreak on economy.
Improves stock market predictions on Election Day.
Investor attention predicts global equity market volatility during Ukraine invasion.
The study shows interest rates impact investment and funding negatively but positively on dividend decisions.
The increasing integration of world economies, which organize in complex multilayer networks of interactions, is one of the critical factors for the global propagation of economic crises. We adopt the network science approach to quantify shock propagation on the global trade-investment multiplex network. To this aim, w…
The global financial crisis, beginning in 2008, took an historic toll on national economies around the world. Following equity market crashes, unemployment rates rose significantly in many countries: Italy was among those. What will be the impact of such large shocks on Italian healthcare finances? An empirical model f…
We investigate a class of binary choice models with social interactions. We propose a unifying perspective that integrates economic models using a utility function and psychological models using an impact function. A general approach for analyzing the equilibrium structure of these models within mean-field approximatio…
In this paper, based on theories of complex adaptive systems, I argue that the main case for antitrust policy should be extended to include the criteria of "evolvability." To date, the main case focuses on economizing, including market power as a key filter for identifying suspect cases. Both production and transaction…
Model credit ratings using economic states with Markov chains.
Business cycles affect startup valuations, both directly and indirectly.
Study shows economic policy uncertainty increases stock market crash risk during pandemic.
Climate volatility reduces economic growth, especially in poorer countries.
Global demographic and economic changes have a critical impact on the total energy consumption, which is why demographic and economic parameters have to be taken into account when making predictions about the energy consumption. This research is based on the application of a multiple linear regression model and a neura…
Bayesian model uses mobile data to assess business resilience after hurricanes.
The paper analyzes tech specialization and diversification at various scales.
Throughout economic history, the global economy has experienced recurring crises. The persistent recurrence of such economic crises calls for an understanding of their generic features rather than treating them as singular events. The global economic system is a highly complex system and can best be viewed in terms of …
Study shows publicly available news impacts financial markets.
The paper argues for a social-economic approach to AI development.
AI uses KGs to assess economic impact of selective lockdowns on Italian companies.
The creation of the Renewable Energy Law (Law 1715 of 2014) promotes the introduction of large-scale renewable energy generation in the Colombian electricity market. The new legislation aims to diversify the country's generation matrix, mainly composed of hydro and fuel-based generation, with a share of 66% and 34% res…
This paper presents a dynamic model to study the impact on the economic outcomes in different societies during the Malthusian Era of individualism (time spent working alone) and collectivism (complementary time spent working with others). The model is driven by opposing forces: a greater degree of collectivism provides…