Related papers: Bilateral multifactor CES general equilibrium with…
We investigate early-time equilibration rates of observables in closed many-body quantum systems and compare them to those of two correlation functions, first introduced by Kubo and Srednicki. We explore whether these different rates…
In this note, we present an existence result of a Nash equilibrium between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers' strategies…
The interdependent nature of the global economy has become stronger with increases in international trade and investment. We propose a new model to reconstruct the international trade network and associated cost network by maximizing…
We describe the relation between the isothermal atomic compressibility and density fluctuations in mixtures of two-component fermions with population or mass imbalance. We derive a generalized version of the fluctuation-dissipation theorem…
We consider the time evolution of observables in the transverse field Ising chain (TFIC) after a sudden quench of the magnetic field. We provide exact analytical results for the asymptotic time and distance dependence of one- and two-point…
This paper introduces a new event-based measure of bilateral geopolitical alignment and provides evidence that it shapes economic growth. The measure is built from 373,020 geopolitical events across 193 countries over 1960--2024, compiled…
We present a new flexible estimator for comparing theoretical templates for the predicted bispectrum of the CMB anisotropy to observations. This estimator, based on binning in harmonic space, generalizes the optimal estimator of Komatsu,…
We propose a data assimilation scheme that produces the analyses for a global and an embedded limited area model simultaneously, considering forecast information from both models. The purpose of the proposed approach is twofold. First, we…
We consider the efficient outcome of a canonical economic market model involving buyers and sellers with independent and identically distributed random valuations and costs, respectively. When the number of buyers and sellers is large, we…
We describe the relation between the isothermal atomic compressibility and density fluctuations in mixtures of two-component fermions with population or mass imbalance. We derive a generalized version of the fluctuation-dissipation theorem…
We investigate a multi-factor extension of the asymptotic single risk factor (ASRF) model that underlies the capital charges of the "Basel II Accord". In this extended model, it is still possible to derive closed-form solutions for the risk…
We present a novel approach to the pricing of financial instruments in emission markets, for example, the EU ETS. The proposed structural model is positioned between existing complex full equilibrium models and pure reduced form models.…
To investigate the universal structure of interactions in financial dynamics, we analyze the cross-correlation matrix C of price returns of the Chinese stock market, in comparison with those of the American and Indian stock markets. As an…
We construct and analyze an estimator of association between random variables based on their similarity in both direction and magnitude. Under special conditions, the proposed measure becomes a robust and consistent estimator of the linear…
This paper introduces a causal machine learning approach to investigate the impact of the EU-Canada Comprehensive Economic Trade Agreement (CETA). We propose a matrix completion algorithm on French customs data to obtain multidimensional…
We present dynamic measurements of a lattice gas during phase separation, which we use as an analogy for self-assembly of equilibrium ordered structures. We use two approaches to quantify the degree of 'reversibility' of this process:…
We realize a one-dimensional Josephson junction using quantum degenerate Bose gases in a tunable double well potential on an atom chip. Matter wave interferometry gives direct access to the relative phase field, which reflects the interplay…
Bi-factor and second-order models based on copulas are proposed for item response data, where the items can be split into non-overlapping groups such that there is a homogeneous dependence within each group. Our general models include the…
The discrete-time multifactor Vasi\v{c}ek model is a tractable Gaussian spot rate model. Typically, two- or three-factor versions allow one to capture the dependence structure between yields with different times to maturity in an…
The construction of density-functional approximations is explored by modeling the adiabatic connection em locally, using energy densities defined in terms of the electrostatic potential of the exchange-correlation hole. These local models…