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We introduce an agent-based model, in which agents set their prices to maximize profit. At steady state the market self-organizes into three groups: excess producers, consumers and balanced agents, with prices determined by their own…

General Finance · Quantitative Finance 2018-01-03 Bin Li , K. Y. Michael Wong , Amos H. M. Chan , Tsz Yan So , Hermanni Heimonen , Junyi Wei , David Saad

By applying network analysis techniques to large input-output system, we identify key sectors in the local/regional economy. We overcome the limitations of traditional measures of centrality by using random-walk based measures, as an…

General Economics · Economics 2022-09-30 Fernando DePaolis , Phil Murphy , M. Clara DePaolis Kaluza

This paper takes the development of Central bank digital currencies as a perspective, introduces it into the Baumol-Tobin money demand theoretical framework, establishes the transactional money demand model under Central bank Digital…

General Economics · Economics 2024-01-15 Ruimin Song , Tiantian Zhao , Chunhui Zhou

Statistics of drawdowns (loss from the last local maximum to the next local minimum) plays an important role in risk assessment of investment strategies. As they incorporate higher ($>$ two) order correlations, they offer a better measure…

Condensed Matter · Physics 2009-11-07 Anders Johansen

The economic shocks that followed the COVID-19 pandemic have brought to light the difficulty, both for academics and policy makers, of describing and predicting the dynamics of inflation. This paper offers an alternative modelling approach.…

General Economics · Economics 2025-05-20 Max Sina Knicker , Karl Naumann-Woleske , Jean-Philippe Bouchaud , Francesco Zamponi

Used to investigate the presence of distinctive recurrent behaviours in natural processes, the recurrence plots can be applied to the analysis of economic data, and, in particular, to the characterization of exchange rates of currencies…

Statistical Finance · Quantitative Finance 2015-08-06 Amelia Carolina Sparavigna

The dependency core calculus (DCC), a simple extension of the computational lambda calculus, captures a common notion of dependency that arises in many programming language settings. This notion of dependency is closely related to the…

Programming Languages · Computer Science 2010-04-09 Avik Chaudhuri

Central banks are actively exploring central bank digital currencies (CBDCs) by conducting research, proofs of concept and pilots. However, adoption of a CBDC can risk fragmenting both payments markets and retail deposits. In this paper, we…

Computers and Society · Computer Science 2025-01-20 Lee Braine , Shreepad Shukla

We characterize optimal monetary policy when policy endogenously moves risk premia through redistribution across agents who differ in their willingness to bear risk. The analytical core is Marginal Risk Capacity, the covariance of monetary…

Theoretical Economics · Economics 2026-03-24 Rui Sun

The concept of Circular Economy (CE) has evolved significantly over the past decade, transitioning from a simple model of resource circulation to an increasingly complex and debated framework. While its primary objective remains the…

General Economics · Economics 2025-05-20 Amir Rashid

We consider the randomness of market trade as the origin of price and return stochasticity. We look at time series of trade values and volumes as random variables during the averaging interval {\Delta} and describe the dependences of…

Statistical Finance · Quantitative Finance 2024-06-18 Victor Olkhov

The aim of the present paper is to provide criteria for a central bank of how to choose among different monetary-policy rules when caring about a number of policy targets such as the output gap and expected inflation. Special attention is…

General Economics · Economics 2020-12-08 Jean-Bernard Chatelain , Kirsten Ralf

The real monetary economy is grounded upon monetary flow equilibration or the activity of actualizing monetary flow continuity at each economic agent except for the central bank. Every update of monetary flow continuity at each agent…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Koichiro Matsuno

We consider an intermediate Dirac-Born-Infeld (DBI) inflationary model in the presence of a minimal measurable length in the theory. We show that, the presence of a minimal measurable length modifies the definitions of the scalar and tensor…

Cosmology and Nongalactic Astrophysics · Physics 2024-02-02 Narges Rashidi , Maryam Roushan , Kourosh Nozari

The exploration-exploitation (EE) trade-off is a central challenge in reinforcement learning (RL) for large language models (LLMs). With Group Relative Policy Optimization (GRPO), training tends to be exploitation driven: entropy decreases…

Machine Learning · Computer Science 2026-01-21 Zhaochun Li , Chen Wang , Jionghao Bai , Shisheng Cui , Ge Lan , Zhou Zhao , Yue Wang

Disagreement is an essential element of science and life in general. The language of probabilities and statistics is often used to describe disagreements quantitatively. In practice, however, we want much more than that. We want…

General Finance · Quantitative Finance 2020-09-01 Andrei N. Soklakov

This paper develops a dynamic monetary model to study the (in)stability of the fractional reserve banking system. The model shows that the fractional reserve banking system can endanger stability in that equilibrium is more prone to exhibit…

Theoretical Economics · Economics 2024-04-18 Heon Lee

Monetary inflation is a sustained increase in the money supply than can result in price inflation, which is a rise in the general level of prices of goods and services. The objectives of this paper were to develop economic models to (1)…

General Finance · Quantitative Finance 2021-09-28 Laurence Francis Lacey

Economics has long been a science of static equilibria, in which time is a second-order rather than first-order concern. Without time, economic modelers may neglect or obscure the role of time-dependent phenomena, e.g. path-dependency, and…

Theoretical Economics · Economics 2025-08-29 Sarang Shah

Dynamical models of inflation are given with composite inflatons by means of massive supersymmetric gauge theory. Nearly flat directions and stable massive ones in the potential are identified and slow-roll during inflation is examined.…

High Energy Physics - Phenomenology · Physics 2008-11-26 K. Hamaguchi , K. -I. Izawa , H. Nakajima