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The dynamical evolution of many economic, sociological, biological and physical systems tends to be dominated by a relatively small number of unexpected, large changes (`extreme events'). We study the large, internal changes produced in a…

Disordered Systems and Neural Networks · Physics 2009-11-07 D. Lamper , S. Howison , N. F. Johnson

A statistical generalization is made of microeconomics in the spirit of going from classical to statistical mechanics. The price and quantity of every commodity1 traded in the market, at each instant of time, is considered to be an…

General Finance · Quantitative Finance 2012-12-03 Belal E. Baaquie

This work's purpose is to understand the dynamics of some social systems whose properties can be captured by certain iterated function systems. To achieve this intension, we start from the theory of iterated function systems, and then we…

General Finance · Quantitative Finance 2016-09-20 Shilei Wang

In recent years, methods from network science are gaining rapidly interest in economics and finance. A reason for this is that in a globalized world the interconnectedness among economic and financial entities are crucial to understand and…

Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities.…

Applications · Statistics 2022-02-09 Fotios Petropoulos , Daniele Apiletti , Vassilios Assimakopoulos , Mohamed Zied Babai , Devon K. Barrow , Souhaib Ben Taieb , Christoph Bergmeir , Ricardo J. Bessa , Jakub Bijak , John E. Boylan , Jethro Browell , Claudio Carnevale , Jennifer L. Castle , Pasquale Cirillo , Michael P. Clements , Clara Cordeiro , Fernando Luiz Cyrino Oliveira , Shari De Baets , Alexander Dokumentov , Joanne Ellison , Piotr Fiszeder , Philip Hans Franses , David T. Frazier , Michael Gilliland , M. Sinan Gönül , Paul Goodwin , Luigi Grossi , Yael Grushka-Cockayne , Mariangela Guidolin , Massimo Guidolin , Ulrich Gunter , Xiaojia Guo , Renato Guseo , Nigel Harvey , David F. Hendry , Ross Hollyman , Tim Januschowski , Jooyoung Jeon , Victor Richmond R. Jose , Yanfei Kang , Anne B. Koehler , Stephan Kolassa , Nikolaos Kourentzes , Sonia Leva , Feng Li , Konstantia Litsiou , Spyros Makridakis , Gael M. Martin , Andrew B. Martinez , Sheik Meeran , Theodore Modis , Konstantinos Nikolopoulos , Dilek Önkal , Alessia Paccagnini , Anastasios Panagiotelis , Ioannis Panapakidis , Jose M. Pavía , Manuela Pedio , Diego J. Pedregal , Pierre Pinson , Patrícia Ramos , David E. Rapach , J. James Reade , Bahman Rostami-Tabar , Michał Rubaszek , Georgios Sermpinis , Han Lin Shang , Evangelos Spiliotis , Aris A. Syntetos , Priyanga Dilini Talagala , Thiyanga S. Talagala , Len Tashman , Dimitrios Thomakos , Thordis Thorarinsdottir , Ezio Todini , Juan Ramón Trapero Arenas , Xiaoqian Wang , Robert L. Winkler , Alisa Yusupova , Florian Ziel

It is shown that, by imposing reparametrization invariance, one may derive a variety of stochastic equations describing the dynamics of surface growth and identify the physical processes responsible for the various terms. This approach…

Condensed Matter · Physics 2009-10-28 M. Marsili , A. Maritan , F. Toigo , J. R. Banavar

The methods of statistical physics of open systems are used for describing the time dependence of economic characteristics (income, profit, cost, supply, currency etc.) and their correlations with each other. Nonlinear equations (analogies…

General Physics · Physics 2007-05-23 L. Ya. Kobelev , O. L. Kobeleva , Ya. L. Kobelev

We consider growth conditions for (frequently) Birkhoff-universal functions of exponential type with respect to the different rays emanating from the origin. For that purpose, we investigate their (conjugate) indicator diagram or,…

Complex Variables · Mathematics 2012-07-25 Hans-Peter Beise

One of the main tasks in the study of financial and economic processes is forecasting and analysis of the dynamics of these processes. Within this task lie important research questions including how to determine the qualitative properties…

Chaotic Dynamics · Physics 2021-02-03 Tatyana A. Alexeeva , William A. Barnett , Nikolay V. Kuznetsov , Timur N. Mokaev

Often in the analysis of first-order methods, assuming the existence of a quadratic growth bound (a generalization of strong convexity) facilitates much stronger convergence analysis. Hence the analysis is done twice, once for the general…

Optimization and Control · Mathematics 2019-05-16 Benjamin Grimmer

In this paper, we consider a stochastic ratio-dependent predator-prey model. We firstly prove the existence, uniqueness and positivity of the solutions. Then, the boundedness of moments of population are studied. Finally, we show the…

Probability · Mathematics 2015-09-01 Nguyen Thi Hoai Linh , Ta Viet Ton

Modelling, analysing and inferring triggering mechanisms in population reproduction is fundamental in many biological applications. It is also an active and growing research domain in mathematical biology. In this chapter, we review the…

Analysis of PDEs · Mathematics 2023-01-09 Marie Doumic , Marc Hoffmann

Algorithmic statistics considers the following problem: given a binary string $x$ (e.g., some experimental data), find a "good" explanation of this data. It uses algorithmic information theory to define formally what is a good explanation.…

Machine Learning · Computer Science 2015-09-21 Alexey Milovanov

We consider an age-size structured cell population model based on the cell cycle length. The model is described by a first order partial differential equation with initial-boundary conditions. Using the theory of semigroups of positive…

Analysis of PDEs · Mathematics 2022-06-15 Katarzyna Pichór , Ryszard Rudnicki

Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus contain some uncertainties such as uncertain parameters. One…

Probability · Mathematics 2012-04-05 Jinqiao Duan , Ting Gao , Guowei He

Time series that display periodicity can be described with a Fourier expansion. In a similar vein, a recently developed formalism enables description of growth patterns with the optimal number of parameters (Elitzur et al, 2020). The method…

Econometrics · Economics 2022-02-01 Moshe Elitzur

Economic growth and the growth of human population in the past 2,000,000 years are extensively examined. Data are found to be in a clear contradiction of the currently accepted explanations of the mechanism of growth, which revolve around…

Economics · Quantitative Finance 2017-10-06 Ron W. Nielsen

Statistical properties of evolving random graphs are analyzed using kinetic theory. Treating the linking process dynamically, structural characteristics such as links, paths, cycles, and components are obtained analytically using the rate…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky

We characterize the inclusion relations between weighted classes of entire functions with rapid decreasing growth and study strong growth comparison relations between given weights. In our considerations first we focus on weights defined in…

Functional Analysis · Mathematics 2024-08-16 Gerhard Schindl

This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 James Aspnes , David F. Fischer , Michael J. Fischer , Ming-Yang Kao , Alok Kumar
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