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In this paper I propose a micro-based innovation driven general equilibrium growth-model allowing for endogenous entry and exit as well as three different types of research. I make the novel distinction between three types of firms, namely…

Theoretical Economics · Economics 2025-11-24 Lucas Darius Konrad

Reliably predicting potential failure risks of machine learning (ML) systems when deployed with production data is a crucial aspect of trustworthy AI. This paper introduces Risk Advisor, a novel post-hoc meta-learner for estimating failure…

Machine Learning · Computer Science 2021-09-10 Preethi Lahoti , Krishna P. Gummadi , Gerhard Weikum

Assessing the stability of economic systems is a fundamental research focus in economics, that has become increasingly interdisciplinary in the currently troubled economic situation. In particular, much attention has been devoted to the…

Risk Management · Quantitative Finance 2017-02-24 Matteo Serri , Guido Caldarelli , Giulio Cimini

The economical world consists of a highly interconnected and interdependent network of firms. Here we develop temporal and structural network tools to analyze the state of the economy. Our analysis indicates that a strong clustering can be…

The integration and innovation of finance and technology have gradually transformed the financial system into a complex one. Analyses of the causesd of abnormal fluctuations in the financial market to extract early warning indicators…

Risk Management · Quantitative Finance 2024-03-20 Shige Peng , Shuzhen Yang , Wenqing Zhang

Industries can enter one country first, and then enter its neighbors' markets. Firms in the industry can expand trade network through the export behavior of other firms in the industry. If a firm is dependent on a few foreign markets, the…

General Economics · Economics 2020-12-15 Xuejian Wang

The dual crises of the sub-prime mortgage crisis and the global financial crisis has prompted a call for explanations of non-equilibrium market dynamics. Recently a promising approach has been the use of agent based models (ABMs) to…

General Economics · Economics 2018-09-06 Michael S. Harré

Historically, the economic recession often came abruptly and disastrously. For instance, during the 2008 financial crisis, the SP 500 fell 46 percent from October 2007 to March 2009. If we could detect the signals of the crisis earlier, we…

Statistical Finance · Quantitative Finance 2024-01-15 Yue Chen , Xingyi Andrew , Salintip Supasanya

We introduce a new regression method that relates the mean of an outcome variable to covariates, under the "adverse condition" that a distress variable falls in its tail. This allows to tailor classical mean regressions to adverse…

Econometrics · Economics 2025-02-04 Timo Dimitriadis , Yannick Hoga

Although both data availability and the demand for accurate forecasts are increasing, collaboration between stakeholders is often constrained by data ownership and competitive interests. In contrast to recent proposals within cooperative…

Machine Learning · Computer Science 2026-05-14 Michael Vitali , Pierre Pinson

Motivated by the prevalence of prediction problems in the economy, we study markets in which firms sell models to a consumer to help improve their prediction. Firms decide whether to enter, choose models to train on their data, and set…

Theoretical Economics · Economics 2025-10-10 Krishna Dasaratha , Juan Ortner , Chengyang Zhu

In university programs and curricula, in general we react to the need to meet market needs. We respond to market stimulus, or at least try to do so. Consider now an inverted view. Consider our data and perspectives in university programs as…

Computers and Society · Computer Science 2008-12-21 Fionn Murtagh

Pricing decisions stand out as one of the most critical tasks a company faces, particularly in today's digital economy. As with other business decision-making problems, pricing unfolds in a highly competitive and uncertain environment.…

Computer Science and Game Theory · Computer Science 2024-09-04 Daniel García Rasines , Roi Naveiro , David Ríos Insua , Simón Rodríguez Santana

We analyse the importance of international relations between countries on the financial stability. The contagion effect in the network is tested by implementing an epidemiological model, comprising a number of European countries and using…

Physics and Society · Physics 2019-01-23 Olena Kostylenko , Helena Sofia Rodrigues , Delfim F. M. Torres

The rapid growth of e-commerce has made people accustomed to shopping online. Before making purchases on e-commerce websites, most consumers tend to rely on rating scores and review information to make purchase decisions. With this…

Information Retrieval · Computer Science 2020-07-07 Yingqiang Ge , Shuyuan Xu , Shuchang Liu , Zuohui Fu , Fei Sun , Yongfeng Zhang

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

Computational Finance · Quantitative Finance 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

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…

Trading and Market Microstructure · Quantitative Finance 2021-01-08 Takanobu Mizuta

With the increasing number of internet-based resources and applications, the amount of attacks faced by companies has increased significantly in the past years. Likewise, the techniques to test security and emulate attacks need to be…

Cryptography and Security · Computer Science 2023-11-23 Daniel Dalalana Bertoglio , Arthur Gil , Juan Acosta , Julia Godoy , Roben Castagna Lunardi , Avelino Francisco Zorzo

Cybersecurity planning is challenging for digitized companies that want adequate protection without overspending money. Currently, the lack of investments and perverse economic incentives are the root cause of cyberattacks, which results in…

Cryptography and Security · Computer Science 2026-04-17 Muriel Figueredo Franco , Christian Omlin , Oliver Kamer , Eder John Scheid , Burkhard Stiller

Affiliate Marketing (AM) has become an important and cost effective tool for e-commerce. There are numerous risks and vulnerabilities that are typically associated with AM. Though a well-planned AM model can greatly benefit the e-commerce…

Computers and Society · Computer Science 2016-06-07 Bede Amarasekara , Anuradha Mathrani