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Related papers: Information equilibrium as an economic principle

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Information is instrumental in our understanding of thermodynamics. Their interplay has been studied through completely degenerate Hamiltonians whereby the informational contributions to thermodynamic transformations can be isolated. In…

Quantum Physics · Physics 2024-04-10 Benjamin Stratton , Chung-Yun Hsieh , Paul Skrzypczyk

Informational contributions to thermodynamics can be studied in isolation by considering systems with fully-degenerate Hamiltonians. In this regime, being in non-equilibrium -- termed informational non-equilibrium -- provides thermodynamic…

Quantum Physics · Physics 2025-05-15 Chung-Yun Hsieh , Benjamin Stratton , Hao-Cheng Weng , Valerio Scarani

In [1] we presented a model for transactions when goods are given away in the expectation of a later settlement. In settings where people keep track of their social accounts we were able to redefine concepts like account balance, yield…

General Finance · Quantitative Finance 2014-11-10 W. P. Weijland

In this paper we are concerned with the learnability of energies from data obtained by observing time evolutions of their critical points starting at random initial equilibria. As a byproduct of our theoretical framework we introduce the…

Machine Learning · Computer Science 2019-11-04 Stefano Almi , Massimo Fornasier , Richard Huber

We propose a simple statistical-physics-inspired model for the effect of intrinsic fluctuations on supply and demand in markets. The model consists of agents that trade in two types of goods of which the total number is separately…

Physics and Society · Physics 2021-01-13 J. R. Mulder , René van Roij , R. A. Duine

A communication theory for a transmitter broadcasting to many receivers is presented. In this case energetic considerations cannot be neglected as in Shannon theory. It is shown that, when energy is assigned to the information bit,…

Information Theory · Computer Science 2007-07-16 Oded Kafri

In this paper we develop a generalized formalism for equilibrium thermodynamic systems when an information is shared between the system and the reservoir. The information results in a correction to the entropy of the system. This extension…

Statistical Mechanics · Physics 2013-05-10 Alessio Gagliardi , Aldo Di Carlo

This paper attempts to analyze central place theory of spatial economics based on supply and demand theory in microeconomics and field theory in physics, and also discuss their relationship. Three most important research findings are…

Chaotic Dynamics · Physics 2007-05-23 Benjamin Chih-Chien Nien

The disbalance of Supply and Demand is typically considered as the driving force of the markets. However, the measurement or estimation of Supply and Demand at price different from the execution price is not possible even after the…

Economics · Quantitative Finance 2016-02-16 Vladislav Gennadievich Malyshkin

We develop a framework based on microeconomic theory from which the ideal gas like market models can be addressed. A kinetic exchange model based on that framework is proposed and its distributional features have been studied by considering…

Physics and Society · Physics 2015-05-13 Anindya S. Chakrabarti , Bikas K. Chakrabarti

The uncertainty quantification and risk modeling are hot topics in the operation and planning of energy systems. The system operators and planners are decision-makers that need to handle the uncertainty of input data of their models. As an…

Systems and Control · Electrical Eng. & Systems 2019-12-03 Majid Majidi , Behnam Mohammadi-Ivatlooa , Alireza Soroudi

We solve for the equilibrium dynamics of information sharing in a large population. Each agent is endowed with signals regarding the likely outcome of a random variable of common concern. Individuals choose the effort with which they search…

Probability · Mathematics 2008-11-20 Darrell Duffie , Semyon Malamud , Gustavo Manso

We introduce a new microeconomics foundation of a specific type of competitive market equilibrium that can be used to study several markets with information asymmetry such as commodity market, credit market, and insurance market.

Theoretical Economics · Economics 2025-05-14 Thanawat Sornwanee

In this paper, we construct an analytical model of the data economy with empirical evidence to explain the nexus between dataization and technological progress in general equilibrium. Data originates from the dataization of firm total…

Theoretical Economics · Economics 2026-05-22 Yongheng Hu

We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of this exchange is motivated by the limit order book mechanism…

Computer Science and Game Theory · Computer Science 2008-12-02 Garud Iyengar , Anuj Kumar

Statistical modeling is often used to measure the strength of evidence for or against hypotheses on given data. We have previously proposed an information-dynamic framework in support of a properly calibrated measurement scale for…

Statistics Theory · Mathematics 2023-07-19 V. J Vieland , S-C. Seok

Large eddy simulation has been widely used to simulate turbulence at balanced computational cost and accuracy. Many Subgrid-Scale (SGS) models have been proposed over the years, where data-driven and machine learning-aided approaches set…

Fluid Dynamics · Physics 2026-05-13 Takeru Hashimoto , Takahiro Tsukahara , Ryo Araki

We consider a generalization of an important class of high-dimensional inference problems, namely spiked symmetric matrix models, often used as probabilistic models for principal component analysis. Such paradigmatic models have recently…

Information Theory · Computer Science 2020-05-19 Jean Barbier , Galen Reeves

Many smart grid frameworks, such as demand response programs, require accurate information about consumers' parameters (e.g., flexibility) at the aggregator side to optimize grid operations. Existing works typically rely on perfect…

Computer Science and Game Theory · Computer Science 2026-03-05 Hassan Mohamad , Chao Zhang , Samson Lasaulce , Olivier Beaude , Vineeth Satheeskumar Varma , Mounir Ghogho , Vincent Poor

We study the approach towards equilibrium in a dynamic Ising model, the Q2R cellular automaton, with microscopic reversibility and conserved energy for an infinite one-dimensional system. Starting from a low-entropy state with positive…

Statistical Mechanics · Physics 2017-08-02 Kristian Lindgren , Eckehard Olbrich