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.
Developing an AI economist agent using RAG, knowledge graphs, and LLMs for economic scenario analysis.
Generative Networks outperform traditional methods in PiT ESG generation.
Paper introduces a new method for calibrating ESGs to both historical and forward-looking data.
This study examines non-performing assets and cryptocurrencies in Japan.
Validates economic scenarios using statistical tests on stochastic processes.
Optimal intervention in economic networks modeled as influence maximization, with hard computational problems.
Study examines how taxes affect wealth inequality in economic models.
In this paper, we present the principal components of an economic scenario generator (ESG), both for the theoretical design and for practical implementation. The choice of these components should be linked to the ultimate vocation of the economic scenario generator, which can be either a tool for pricing financial prod…
Generative Adversarial Net (GAN) has been proven to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions can be both categorical and continuous variables containing…
A new SOHP filter improves trend estimation in economic time series.
I propose and briefly define the concept of Urban Isobenefit Lines by using functions as easy as efficient, whose results can offer a rich tool to use into spatial equilibrium analysis involving cities. They are line joining urban points with equal level of positional advantage from city amenities. The results which on…
Generative neural networks improve insurance market risk modeling.
Geospatial framework assesses climate risks for California's banking and exposed sectors.
Extends LIBOR market model to reduce exploding scenarios.
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 …
Model forecasts hourly electricity demand influenced by weather, socio-economic, and political factors.
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…
Quantum crypto-economics models price risks in blockchain technology.
This paper forecasts renewable energy prospects in South America through cross-border interconnection.
We consider calculation of capital requirements when the underlying economic scenarios are determined by simulatable risk factors. In the respective nested simulation framework, the goal is to estimate portfolio tail risk, quantified via VaR or TVaR of a given collection of future economic scenarios representing factor…
We study a credit risk model which captures effects of economic interactions on a firm's default probability. Economic interactions are represented as a functionally defined graph, and the existence of both cooperative, and competitive, business relations is taken into account. We provide an analytic solution of the mo…
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…
Study tests five popular trading signal families and finds four refuted, one inconclusive, and one not refuted.
Improves stock market predictions on Election Day.
In this paper, we implement a stochastic deflator with five economic and financial risk factors: interest rates, market price of risk, stock prices, default intensities, and convenience yields. We examine the deflator with different financial assets, such as stocks, zero-coupon bonds, vanilla options, and corporate cou…
We study the effects of introducing information inefficiency in a model for a random linear economy with a representative consumer. This is done by considering statistical, instead of classical, economic general equilibria. Employing two different approaches we show that inefficiency increases the consumption set of a …
New methods improve Bayesian inference for complex economic models.
Model predicts real-time job applicant numbers for regional economic analysis.
Study models risks for low-carbon economy in Balkan countries, focusing on shadow economy and populism.
Generating realistic asset-class scenarios from time series and curves
Model uses Navier-Stokes equations to assess liquidity and systemic risk.
Paper classifies economic states and optimizes portfolios for stagflationary environments.
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 article presents a theoretical model for a dynamic system based on sustainable development. Due to the relatively absence of theoretical studies and practical issues in the area of sustainable development, Romania aspires to the principles of sustainable development. Based on the concept as a process in which econ…
Study shows trust and trustworthiness emerge through reinforcement learning.
Paper uses non-linear dimension reduction for better economic forecasting.
Survival analysis models predict economic convergence across Americas.
We consider a portfolio optimization problem in a defaultable market with finitely-many economical regimes, where the investor can dynamically allocate her wealth among a defaultable bond, a stock, and a money market account. The market coefficients are assumed to depend on the market regime in place, which is modeled …
Money analyzed as a multidimensional tensor for better economic policy.
Accurately forecasting urban development and its environmental and climate impacts critically depends on realistic models of the spatial structure of the built environment, and of its dependence on key factors such as population and economic development. Scenario simulation and sensitivity analysis, i.e., predicting ho…
Peru's abundant natural resources and friendly trade policies has made the country a major economic player in both South America and the global community. Consequently, exports are playing an increasingly important role in Peru's national economy. Indeed, growing from 13.1% as of 1994, exports now contribute approximat…
Graph Neural Networks improve financial fraud detection.
Analyzes how economic policies affect wealth distribution in Bitcoin token economy.
Paper extends quantile factor analysis with probabilistic methods for better economic policy and financial condition prediction.
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…
Using the mechanics of creep in material sciences as a metaphor, we present a general framework to understand the evolution of financial, economic and social systems and to construct scenarios for the future. In a nutshell, highly non-linear out-of-equilibrium systems subjected to exogenous perturbations tend to exhibi…
We propose in this work a kinetic wealth-exchange model of economic growth by introducing saving as a non consumed fraction of production. In this new model, which starts also from microeconomic arguments, it is found that economic transactions between pairs of agents leads the system to a macroscopic behavior where to…
The paper gauges AGI's impact on GDP growth using mathematical metrics.