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We propose to study market efficiency from a computational viewpoint. Borrowing from theoretical computer science, we define a market to be \emph{efficient with respect to resources $S$} (e.g., time, memory) if no strategy using resources…

Computational Engineering, Finance, and Science · Computer Science 2009-09-01 Jasmina Hasanhodzic , Andrew W. Lo , Emanuele Viola

Popularity describes the dynamics of mass attention, and is a part of a broader class of population dynamics in ecology and social science literature. Studying accurate model of popularity is important for quantifying spreading of novelty,…

Physics and Society · Physics 2017-12-07 Hyungjoon Soh , Joo Hyung Hong , Jaeseung Jeong , Hawoong Jeong

In this work, we systematically investigate linear multi-step methods for differential equations with memory. In particular, we focus on the numerical stability for multi-step methods. According to this investigation, we give some…

Numerical Analysis · Mathematics 2023-10-30 Guihong Wang , Yuqing Li , Tao Luo , Zheng Ma , Nung Kwan Yip , Guang Lin

In a discrete-time financial market model with instantaneous price impact, we find an asymptotically optimal strategy for an investor maximizing her expected wealth. The asset price is assumed to follow a process with negative memory. We…

Probability · Mathematics 2021-04-27 Miklós Rásonyi , Lóránt Nagy

A general nonlinear logistic equation has been proposed to model long-time saturation in industrial growth. An integral solution of this equation has been derived for any arbitrary degree of nonlinearity. A time scale for the onset of…

General Finance · Quantitative Finance 2009-03-03 Arnab K. Ray

In this paper, a single population model with memory effect and the heterogeneity of the environment, equipped with the Neumann boundary, is considered. The global existence of a spatial nonhomogeneous steady state is proved by the method…

Dynamical Systems · Mathematics 2020-05-25 Yujia Wang , Chuncheng Wang , Dejun Fan

The Fourth Industrial Revolution commonly refers to the accelerating technological transformation that has been taking place in the 21st century. Economic growth theories which treat the accumulation of knowledge and its effect on…

Theoretical Economics · Economics 2025-12-23 Georgios A. Tritsaris

Shared Memory is a mechanism that allows several processes to communicate with each other by accessing -- writing or reading -- a set of variables that they have in common. A Consistency Model defines how each process observes the state of…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-01-26 Jordi Bataller Mascarell

We explore the nonlinear dynamics of a macroeconomic model with resource constraints. The dynamics is derived from a production function that considers capital and a generalized form of energy as inputs. Energy, the new variable, is…

Theoretical Economics · Economics 2024-08-30 Frank Schweitzer , Giona Casiraghi

The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…

Dynamical Systems · Mathematics 2021-01-13 Christopher W. Curtis , Daniel Jay Alford-Lago

We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model…

We consider a dynamic pricing problem where customer response to the current price is impacted by the customer price expectation, aka reference price. We study a simple and novel reference price mechanism where reference price is the…

Machine Learning · Computer Science 2024-07-23 Shipra Agrawal , Wei Tang

We propose a model in which dividend payments occur at regular, deterministic intervals in an otherwise continuous model. This contrasts traditional models where either the payment of continuous dividends is controlled or the dynamics are…

Optimization and Control · Mathematics 2019-07-24 Jussi Keppo , Max Reppen , H. Mete Soner

Continuous attractors have been used to understand recent neuroscience experiments where persistent activity patterns encode internal representations of external attributes like head direction or spatial location. However, the conditions…

Disordered Systems and Neural Networks · Physics 2019-01-01 Weishun Zhong , Zhiyue Lu , David J Schwab , Arvind Murugan

The law of proportionate growth simply states that the time dependent change of a quantity $x$ is proportional to $x$. Its applicability to a wide range of dynamic phenomena is based on various assumptions for the proportionality factor,…

Physics and Society · Physics 2019-09-04 Frank Schweitzer

Traditional models of macroeconomic dynamics are fundamentally incorrect. The reason lies in a misunderstanding of peculiarities of the analysis of infinitesimal quantities. However, even those types of solutions that are envisaged by the…

General Finance · Quantitative Finance 2008-12-02 S. I. Chernyshov , V. S. Ponomarenko , A. V. Voronin

Memories are stored, retained, and recollected through complex, coupled processes operating on multiple timescales. To understand the computational principles behind these intricate networks of interactions we construct a broad class of…

Neurons and Cognition · Quantitative Biology 2015-07-29 Marcus K. Benna , Stefano Fusi

Stemming on the idea that a key objective in reinforcement learning is to invert a target distribution of effects, end-effect drives are proposed as an effective way to implement goal-directed motor learning, in the absence of an explicit…

Artificial Intelligence · Computer Science 2020-10-06 Emmanuel Daucé

Economic forecasting is concerned with the estimation of some variable like gross domestic product (GDP) in the next period given a set of variables that describes the current situation or state of the economy, including industrial…

Econometrics · Economics 2024-04-08 Pedro Afonso Fernandes

Memory plays a vital role in the temporal evolution of interactions of complex systems. To address the impact of memory on the temporal pattern of networks, we propose a simple preferential connection model, in which nodes have a…

Physics and Society · Physics 2020-01-16 F. Rabbani , T. Khraisha , F. Abbasi , G. R. Jafari