Related papers: Information geometries and Microeconomic Theories
Starting from an axiomatic perspective, \emph{fluctuation geometry} is developed as a counterpart approach of inference geometry. This approach is inspired on the existence of a notable analogy between the general theorems of…
This paper develops a new generation of the Keynesian Intertemporal Synthesis (KIS) Model, a macroeconomic framework designed to reconcile the empirical strengths of the Post-Keynesian (PK) and New Keynesian (NK) traditions. The central…
We demonstrate using multi-layered networks, the existence of an empirical linkage between the dynamics of the financial network constructed from the market indices and the macroeconomic networks constructed from macroeconomic variables…
Identifying the origin of nonequilibrium characteristics in a generic interacting system having multiple degrees of freedom is a challenging task. In this context, information theoretic measures such as mutual information and related…
An axiomatic approach to macroeconomics based on the mathematical structure of thermodynamics is presented. It deduces relations between aggregate properties of an economy, concerning quantities and flows of goods and money, prices and the…
We discuss a relationship between information geometry and the Glansdorff-Prigogine criterion for stability. For the linear master equation, we found a relation between the line element and the excess entropy production rate. This relation…
In 1989 H.Karcher rewrote the theory of elliptic functions through an approach that is much more geometrical than analytical. Therewith he obtained an optimal control over the behaviour and image values of these functions, which allowed for…
In dynamical systems, local interactions between dynamical units generate correlations which are stored and transmitted throughout the system, generating the macroscopic behavior. However a framework to quantify and study this at the…
Graph convolution operators bring the advantages of deep learning to a variety of graph and mesh processing tasks previously deemed out of reach. With their continued success comes the desire to design more powerful architectures, often by…
Jaynes' information theory formalism of statistical mechanics is applied to the stationary states of open, non-equilibrium systems. The key result is the construction of the probability distribution for the underlying microscopic phase…
A general information equilibrium model in the case of ideal information transfer is defined and then used to derive the relationship between supply (information destination) and demand (information source) with the price as the detector of…
We introduce a general Hamiltonian framework that appears to be a natural setting for the derivation of various production functions in economic growth theory, starting with the celebrated Cobb-Douglas function. Employing our method, we…
This mathematical essay brings together ideas from Economics, Geobiodynamics and Thermodynamics. Its purpose is to obtain real models of complex evolutionary systems. More specifically, the essay defines Roegenian Economy and links…
Optimal transport and information geometry both study geometric structures on spaces of probability distributions. Optimal transport characterizes the cost-minimizing movement from one distribution to another, while information geometry…
Classical inequalities used in information theory such as those of de Bruijn, Fisher, and Kullback carry over from the setting of probability theory on Euclidean space to that of unimodular Lie groups. These are groups that posses…
The basic idea behind information algebras is that information comes in pieces, each referring to a certain question, that these pieces can be combined or aggregated and that the part relating to a given question can be extracted. This…
The classical Pfaff-Darboux theorem, which provides local 'normal forms' for $1$-forms on manifolds, has applications in the theory of certain economic models [Chiappori P.-A., Ekeland I., Found. Trends Microecon. 5 (2009), 1-151]. However,…
Understanding how network structure constrains and enables information processing is a central problem in the statistical mechanics of interacting systems. Here we study random networks across the structural percolation transition and…
Physical systems behave according to their underlying dynamical equations which, in turn, can be identified from experimental data. Explaining data requires selecting mathematical models that best capture the data regularities. Identifying…
In this work, we study generalized entropies and information geometry in a group-theoretical framework. We explore the conditions that ensure the existence of some natural properties and at the same time of a group-theoretical structure for…