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For those concerned with the long-term value of their accounts, it can be a challenge to plan in the present for inflation-adjusted economic growth over coming decades. Here, I argue that there exists an economic constant that carries…

General Finance · Quantitative Finance 2012-11-14 Timothy J. Garrett

Quantum batteries are devices made from quantum states, which store and release energy in a fast and efficient manner, thus offering numerous possibilities in future technological applications. They offer a significant charging speedup when…

Quantum Physics · Physics 2022-04-11 Ju-Yeon Gyhm , Dominik Šafránek , Dario Rosa

We show that a large effective number of commodities can be a source of equilibrium stability and uniqueness: expanding substitution opportunities strengthens aggregate substitution effects. We study finite dated-commodity exchange…

Theoretical Economics · Economics 2026-05-05 Xinyang Wang

A possible alternative route to a quantum theory of gravity is presented. The usual path is to quantize the gravitational field in order to introduce the statistical structure characteristic of quantum mechanics. The procedure followed here…

General Relativity and Quantum Cosmology · Physics 2019-11-26 Roderick Sutherland

A financial market comprising of a certain number of distinct companies is considered, and the following statement is proved: either a specific agent will surely beat the whole market unconditionally in the long run, or (and this "or" is…

General Finance · Quantitative Finance 2010-12-30 Constantinos Kardaras

At the zero lower bound, the New Keynesian model predicts that output and inflation collapse to implausibly low levels, and that government spending and forward guidance have implausibly large effects. To resolve these anomalies, we…

Theoretical Economics · Economics 2021-05-12 Pascal Michaillat , Emmanuel Saez

We consider a general chaotic inflation model with non-canonical kinetic term, resulting in attractor solutions for the inflation of quadratic or other monomial type. In particular, the form of the kinetic term and the potential is fixed…

High Energy Physics - Phenomenology · Physics 2015-06-19 Hyun Min Lee

In this paper, we present a simple microeconomic model with linear continuous-time dynamics that describes a production-inventory system with debt repayment. This model is formulated in terms of optimal control and its exact solutions are…

Optimization and Control · Mathematics 2012-06-01 Ekaterina Tuchnolobova , Victor Terletskiy , Olga Vasilieva

We develop a model to price inflation and interest rates derivatives using continuous-time dynamics that have some links with macroeconomic monetary DSGE models equipped with a Taylor rule: in particular, the reaction function of the…

Pricing of Securities · Quantitative Finance 2014-07-29 Gabriele Sarais , Damiano Brigo

How do you bring your assets as close as possible to your target allocation by only investing a fixed amount of additional funds, and not selling any assets? We look at two versions of this problem which have simple, closed form solutions…

Optimization and Control · Mathematics 2023-05-23 Jay Bartroff

Earlier, we introduced Partial Quantifier Elimination (PQE). It is a $\mathit{generalization}$ of regular quantifier elimination where one can take a $\mathit{part}$ of the formula out of the scope of quantifiers. We apply PQE to CNF…

Logic in Computer Science · Computer Science 2024-07-16 Eugene Goldberg

Dematerialization is the reduction in the quantity of materials needed to produce something useful over time. Dematerialization fundamentally derives from ongoing increases in technical performance but it can be counteracted by demand…

Economics · Quantitative Finance 2016-02-02 Christopher L. Magee , Tessaleno C. Devezas

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Computational Finance · Quantitative Finance 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

We note that the essential idea of inflation, that the universe underwent a brief period of accelerated expansion followed by a long period of decelerated expansion, can be encapsulated in a "closure condition" which relates the amount of…

Astrophysics · Physics 2010-12-28 Latham Boyle , Paul J. Steinhardt

Despite decades of climate policy and rapid improvements in energy efficiency, global CO2 emissions continue to rise, suggesting the presence of structural drivers that offset efficiency gains. Here we identify financial leverage as a key…

Applied Physics · Physics 2026-02-26 Silvia Montagnani , Barnabe Ledoux , David Lacoste

We determine the optimal investment strategy of an individual who targets a given rate of consumption and who seeks to minimize the probability of going bankrupt before she dies, also known as {\it lifetime ruin}. We impose two types of…

Optimization and Control · Mathematics 2008-12-02 Erhan Bayraktar , Virginia R. Young

Many pedagogical introductions of cosmological inflation are effective due to the simplicity of the relevant equations. Here an analytic solution of the cosmological equations is presented and used as an example to discuss fundamental…

Physics Education · Physics 2009-11-06 Valerio Faraoni

It is shown, that extended particle-like objects should infinitely long collapse into some discontinuous configurations of the same topology, but vanishing mass. Analytic results concerning the general properties and asymptotic rates of…

High Energy Physics - Theory · Physics 2007-05-23 K. Sveshnikov

Quintessential inflation unifies inflation and late time acceleration by a single scalar field. Such a scenario, with canonical and non-canonical scalar fields, has been discussed . The scalar field behaves as an inflaton field during…

General Relativity and Quantum Cosmology · Physics 2018-01-11 Md. Wali Hossain

This paper uses new and recently introduced mathematical techniques to undertake a data-driven study on the systemic nature of global inflation. We start by investigating country CPI inflation over the past 70 years. There, we highlight the…

Mathematical Finance · Quantitative Finance 2022-03-02 Nick James , Kevin Chin
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