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.
The study finds significant financial sector volatility and tail risk spillovers to real economy sectors.
Minimal model reveals power laws in financial markets.
Model assesses how supply chain disruptions affect financial stability.
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 …
Emerging economies use countercyclical policies to manage crises and dominant currencies.
Study shows financial value of weak information converges in discrete vs continuous markets.
Study on financial impacts of zombie outbreak on economy.
Study assesses impact of CBDC on financial stability in dual-currency economy.
The global crisis of 2008 provoked a heightened interest among scientists to study the phenomenon, its propagation and negative consequences. The process of modelling the spread of a virus is commonly used in epidemiology. Conceptually, the spread of a disease among a population is similar to the contagion process in e…
The paper gives picture of enrichment to economic and financial system analysis using agent-based models as a form of advanced study for financial economic data post-statistical-data analysis and micro-simulation analysis. Theoretical exploration is carried out by using comparisons of some usual financial economy syste…
Financial system being the place of metting capital flows (equality between saving and investment), a volatility of capital flows can destroy the robustness and good working of financial system, it means subvert financial stability. The same a weak financial system, few regulated and bad manage can exacerbate volatilit…
Since beginning of the 2008 financial crisis almost half a trillion euros have been spent to financially assist EU member states in taxpayer-funded bail-outs. These crisis resolutions are often accompanied by austerity programs causing political and social friction on both domestic and international levels. The questio…
Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and side effects. A computer simulation using an agent-based model can directly treat…
Paper studies systemic robustness in financial networks using particle systems.
Argentum is a crypto coin for saving and investment in unstable countries.
Analyzes how Trump's tweets impact global stock markets.
Regulating crypto and DeFi for inclusive economic advancement.
Investment planning requires knowledge of the financial landscape on a large scale, both in terms of geo-spatial and industry sector distribution. There is plenty of data available, but it is scattered across heterogeneous sources (newspapers, open data, etc.), which makes it difficult for financial analysts to underst…
Paper proposes a framework for token economy simulation and wealth distribution.
We prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist.
The European Union and Eurozone present an inquisitive case of strongly interconnected network with high degree of dependence among nodes. This research focused on investment network of European Union and its major trading partners for specific time period 2001 to 2014. The changing investment patterns within Eurozone …
The importance of the power law has been well realized in econophysics over the last decade. For instance, the distribution of the rate of stock price variation and of personal assets show the power law. While these results reveal the striking scale invariance of financial markets, the behaviour of price in real econom…
Wavelet analysis reveals financialization effects on oil-food price correlation.
This summarizes the study of the financial and economic crisis in Europe. The starting questions were: 1) Why do we have a crisis? Unde venis? 2) What will be the outcome? Quo vadis? Here is the reasoning which touches many areas, ranging from financial to politics and from psychology and economy.
Following the financial crisis of the late 2000s, policy makers have shown considerable interest in monitoring financial stability. Several central banks now publish indices of financial stress, which are essentially based upon market related data. In this paper, we examine the potential for improving the indices by de…
Corporate governance struggles to curb fraud in a globalized economy.
A new model selects low-carbon mutual funds considering ESG criteria, risk, and investor preferences.
Complexity science offers new insights into macroeconomics and finance.
Financial networks analyzed using statistical physics methods.
This paper explores IT governance for CBDC adoption in financial markets.
FinTech uses data science and AI to transform finance.
This study proposes a new model for predicting financial distress in SMEs using machine learning.
Research predicts money market volume based on capital market and bank rates ratio.
Financial frequency combs emerge from macroeconomic long-range memory.
Study finds fundamental analysis useful for predicting stock prices in China's transitional economy.
Study analyzes crypto asset risk exposures using a divide-and-conquer approach.
The paper models financial markets and real economy interactions using a large agent framework.
Model explains capital allocation and wealth distribution dynamics in a frictional economy.
A non-parametric method for ranking stock indices according to their mutual causal influences is presented. Under the assumption that indices reflect the underlying economy of a country, such a ranking indicates which countries exert the most economic influence in an examined subset of the global economy. The proposed …
Myanmar needs to improve financial access for its unbanked population.
We prove that Pareto theory of circulation of elites results from our wealth evolution model, Kelly criterion for optimal betting and Keynes' observation of "animal spirits" that drive the economy and cause that human financial decisions are prone to excess risk-taking.
Quantum optimization aids in financial crash prediction and portfolio management.
The investment economy is a main characteristic of prosperous society. The investment portfolio management is a main financial problem, which has to be solved by the investment, commercial and central banks with the application of modern portfolio theory in the investment economy. We use the learning analytics together…
In our model, private actors with interbank cash flows similar to, but nore general than (Carmona, Fouque, Sun, 2013) borrow from the outside economy at a certain interest rate, controlled by the central bank, and invest in risky assets. Each private actor aims to maximize its expected terminal logarithmic utility. The…
A quantum financial approach to finite games of strategy is addressed, with an extension of Nash's theorem to the quantum financial setting, allowing for an entanglement of games of strategy with two-period financial allocation problems that are expressed in terms of: the consumption plans' optimization problem in pure…
The real estate is a pillar industry of China's national economy. Due to changes in policy and market conditions, the real estate companies are facing greater pressures to survive in a competitive environment. They must improve their financial competitiveness. Based on the conceptual framework of financial competitiven…
The paper calculates the likelihood of a financial market failure involving multiple major banks.
We study hedging and pricing of unattainable contingent claims in a non-Markovian regime-switching financial model. Our financial market consists of a bank account and a risky asset whose dynamics are driven by a Brownian motion and a multivariate counting process with stochastic intensities. The interest rate, drift, …