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We provide a comparative study of several widely used off-policy estimators (Empirical Average, Basic Importance Sampling and Normalized Importance Sampling), detailing the different regimes where they are individually suboptimal. We then…

Machine Learning · Statistics 2019-01-30 Thomas Nedelec , Nicolas Le Roux , Vianney Perchet

Following the statistical mechanics methodology, firstly introduced in macroeconomics by Aoki [1996,2002], we provide some insights to the well known works of Greenwald and Stiglitz [1990, 1993]. Specifically, we reach analytically a closed…

Statistical Finance · Quantitative Finance 2009-11-13 Corrado Di Guilmi , Mauro Gallegati , Simone Landini

Recent studies have found evidence of a negative association between economic complexity and inequality at the country level. Moreover, evidence suggests that sophisticated economies tend to outsource products that are less desirable (e.g.…

General Economics · Economics 2022-06-08 Dominik Hartmann , Flavio L. Pinheiro

Economies are fundamentally complex and becoming more so, but the new discipline of data science-which combines programming, statistics, and domain knowledge-can help cut through that complexity, potentially with productivity benefits to…

General Economics · Economics 2025-02-06 Arthur Turrell

The combination of the network theoretic approach with recently available abundant economic data leads to the development of novel analytic and computational tools for modelling and forecasting key economic indicators. The main idea is to…

General Finance · Quantitative Finance 2014-03-05 Andreas Joseph , Irena Vodenska , Eugene Stanley , Guanrong Chen

Aggregators of consumer energy resources (CERs) like rooftop solar and battery energy storage (BES) face challenges due to their inherent uncertainties. A sensible approach is to use stochastic optimization to handle such uncertainties,…

Systems and Control · Electrical Eng. & Systems 2025-11-03 Chatum Sankalpa , Ghulam Mohy-ud-din , Erik Weyer , Maria Vrakopoulou

In social recommenders, the inherent nonlinearity and opacity of synergistic effects across multiple social networks hinders users from understanding how diverse information is leveraged for recommendations, consequently diminishing…

Social and Information Networks · Computer Science 2026-01-27 Yicong Li , Shan Jin , Qi Liu , Shuo Wang , Jiaying Liu , Shuo Yu , Qiang Zhang , Kuanjiu Zhou , Feng Xia

Evaluating the financial performance of manufacturing firms requires consideration of both the time value of money and the relative importance of multiple decision criteria. Conventional approaches relying solely on deterministic…

Theoretical Economics · Economics 2026-02-05 Duaa Abdullah , Marwa Abdullah

Feature-importance methods show promise in transforming machine learning models from predictive engines into tools for scientific discovery. However, due to data sampling and algorithmic stochasticity, expressive models can be unstable,…

Machine Learning · Statistics 2026-05-29 Joseph Paillard , Angel Reyero Lobo , Denis A. Engemann , Bertrand Thirion

Estimating the capabilities, or inputs of production, that drive and constrain the economic development of urban areas has remained a challenging goal. We posit that capabilities are instantiated in the complexity and sophistication of…

Physics and Society · Physics 2021-09-17 Andres Gomez-Lievano , Oscar Patterson-Lomba

We present a unified framework for quantifying the similarity between representations through the lens of \textit{usable} information, offering a rigorous theoretical and empirical synthesis across three key dimensions. First, addressing…

Machine Learning · Computer Science 2026-05-29 Antonio Almudévar , Alfonso Ortega

With the rise of the open data movement a lot of statistical data has been made publicly available by governments, statistical offices and other organizations. First efforts to visualize are made by the data providers themselves. Data…

Human-Computer Interaction · Computer Science 2011-10-17 Daniel Hienert , Benjamin Zapilko , Philipp Schaer , Brigitte Mathiak

In the past few years powerful generalizations to the Euclidean k-means problem have been made, such as Bregman clustering [7], co-clustering (i.e., simultaneous clustering of rows and columns of an input matrix) [9,18], and tensor…

Data Structures and Algorithms · Computer Science 2009-11-09 Stefanie Jegelka , Suvrit Sra , Arindam Banerjee

Before the massive spread of computer technology, information was far from complex. The development of technology shifted the paradigm: from individuals who faced scarce and costly information to individuals who face massive amounts of…

Statistical Finance · Quantitative Finance 2020-10-26 Giuseppe Pernagallo , Benedetto Torrisi

An important function of aggregators is to enable the participation of small energy storage units in electricity markets. This paper studies two generally overlooked aspects related to aggregators of energy storage: i) the relationship…

Systems and Control · Computer Science 2017-08-04 Jesus E. Contreras-Ocana , Miguel A. Ortega-Vazquez , Baosen Zhang

Similarity functions measure how comparable pairs of elements are, and play a key role in a wide variety of applications, e.g., notions of Individual Fairness abiding by the seminal paradigm of Dwork et al., as well as Clustering problems.…

Machine Learning · Computer Science 2023-10-24 Leonidas Tsepenekas , Ivan Brugere , Freddy Lecue , Daniele Magazzeni

We consider the design of prediction market mechanisms known as automated market makers. We show that we can design these mechanisms via the mold of \emph{exponential family distributions}, a popular and well-studied probability…

Artificial Intelligence · Computer Science 2014-02-25 Jacob Abernethy , Sindhu Kutty , Sébastien Lahaie , Rahul Sami

Economic transformation -- change in what an economy produces -- is foundational to development and rising standards of living. Our understanding of this process has been propelled recently by two branches of work in the field of economic…

Physics and Society · Physics 2023-03-28 James McNerney , Yang Li , Andres Gomez-Lievano , Frank Neffke

With recent development of artificial intelligence, it is more common to adopt AI agents in economic activities. This paper explores the economic actions of agents, including human agents and AI agents, in an economic game of trading…

Theoretical Economics · Economics 2026-03-03 Huan Cai , Ziqing Lu , Catherine Xu , Weiyu Xu , Jie Zheng

We develop an analytically tractable model featuring heterogeneous workers and firms, where labor markets clear through a one-to-many sorting mechanism. Firms determine both the number and composition of their employees, shaping (1) the…

Theoretical Economics · Economics 2026-03-11 Paweł Gola , Haozhou Tang
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