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The aim of this study is to develop a method that would enable the company to prioritize the means contributing the most to its performance. The proposed method is based on the profit margin (an economical performance measure of the…

General Physics · Physics 2011-01-19 Barbara Lyonnet , Maurice Pillet , Magali Pralus , Ludovic Guizzi , Georges Habchi

An important but understudied question in economics is how people choose when facing uncertainty in the timing of events. Here we study preferences over time lotteries, in which the payment amount is certain but the payment time is…

Theoretical Economics · Economics 2021-08-20 Yonatan Berman , Mark Kirstein

We collect and analyze the data for working time, life expectancy, and the pair output and infrastructure of industrializing nations. During S-functional recovery from disaster the pair's time shifts yield 25 years for the infrastructure's…

General Finance · Quantitative Finance 2012-12-07 Hans G. Danielmeyer , Thomas Martinetz

In this paper we deal with the optimal bankruptcy problem for an agent who can optimally allocate her consumption rate, the amount of capital invested in the risky asset as well as her leisure time. In our framework, the agent is endowed by…

Portfolio Management · Quantitative Finance 2021-06-30 Guodong Ding , Daniele Marazzina

This research investigates an equation of productivity for workflows regarding its robustness towards the definition of workflows as probabilistic distributions. The equation was formulated across its derivations through a theoretical…

Optimization and Control · Mathematics 2019-07-25 Charles Roberto Telles

We introduce a mean-field type approximation for description of company's income statistics. Utilizing huge company data we show that a discrete version of Langevin equation with additive and multiplicative noises can appropriately describe…

Statistical Mechanics · Physics 2015-06-24 Takayuki Mizuno , Misako Takayasu , Hideki Takayasu

We consider the valuation of contingent claims with delayed dynamics in a Black&Scholes complete market model. We find a pricing formula that can be decomposed into terms reflecting the market values of the past and the present, showing how…

Pricing of Securities · Quantitative Finance 2022-07-29 Enrico Biffis , Beniamin Goldys , Cecilia Prosdocimi , Margherita Zanella

A resolution of the St. Petersburg paradox is presented. In contrast to the standard resolution, utility is not required. Instead, the time-average performance of the lottery is computed. The final result can be phrased mathematically…

Probability · Mathematics 2011-11-01 Ole Peters

The transient fluctuation of the prosperity of firms in a network economy is investigated with an abstract stochastic model. The model describes the profit which firms make when they sell materials to a firm which produces a product and the…

Molecular Networks · Quantitative Biology 2013-07-19 Yoshiharu Maeno

The time evolution of the Partridge-Barton model in the presence of the pleiotropic constraint and deleterious somatic mutations is exactly solved for arbitrary fecundity in the context of a matricial formalism. Analytical expressions for…

Statistical Mechanics · Physics 2009-10-31 Roberto N. Onody , Nazareno G. F. de Medeiros

For a game with positive expectation and some negative profit, a unique price exists, at which the optimal proportion of investment reaches its maximum. For a game with parallel translated profit, the ratio of this price to its expectation…

Optimization and Control · Mathematics 2014-11-25 Yukio Hirashita

The stability of money value is an important requisite for a functioning economy, yet it critically depends on the actions of participants in the market themselves. Here we model the value of money as a dynamical variable that results from…

Statistical Mechanics · Physics 2009-11-07 Stefan Bornholdt , Friedrich Wagner

In this article, I present a new approach and a novel model to the study of the life cycle of wages. The key idea is that wage can be thought as remuneration paid for the competency. It is assumed with the approach that there are three…

Physics and Society · Physics 2007-05-23 S. I. Maximov

In general, estimating software effort using a Use Case Point (UCP) size requires the use of productivity as a second prediction factor. However, there are three drawbacks to this approach: (1) there is no clear procedure for predicting…

Software Engineering · Computer Science 2022-05-11 Mohammad Azzeh , Ali Bou Nassif , Yousef Elsheikh , Lefteris Angelis

It has been assumed that arbitrage profits are not possible in efficient markets, because future prices are not predictable. Here we show that predictability alone is not a sufficient measure of market efficiency. We instead propose to…

Statistical Mechanics · Physics 2009-11-10 R. Rothenstein , K. Pawelzik

Let $r,\,f$ be multiplicative functions with $r\geqslant 0$, $f$ is complex valued, $|f|\leqslant r$, and $r$ satisfies some standard growth hypotheses. Let $x$ be large, and assume that, for some real number $\tau$, the quantities…

Number Theory · Mathematics 2025-12-19 Gérald Tenenbaum

We present a two-level model of organizational training and agent production. Managers decide whether or not to train based on both the costs of training compared to the benefits and on their expectations and observations of the number of…

adap-org · Physics 2008-02-03 Natalie S. Glance , Tad Hogg , Bernardo A. Huberman

The distribution of income and wealth in developed economies exhibits a robust two-class structure: an exponential (Boltzmann--Gibbs) bulk covering $\sim\!97\%$ of the population, and a power-law (Pareto) tail in the upper $\sim\!3\%$. We…

Physics and Society · Physics 2026-04-28 Robert T. Nachtrieb

This agent-based model contributes to a theory of corporate culture in which company performance and employees' behaviour result from the interaction between financial incentives, motivational factors and endogenous social norms. Employees'…

Theoretical Economics · Economics 2022-01-31 Michael Roos , Jessica Reale , Frederik Banning

In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of…

Statistical Mechanics · Physics 2009-02-25 Adrian Dragulescu , Victor M. Yakovenko
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