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We investigate an optimal investment problem with a general performance criterion which, in particular, includes discontinuous functions. Prices are modeled as diffusions and the market is incomplete. We find an explicit solution for the…

Probability · Mathematics 2008-12-02 Nikolai Dokuchaev , Ulrich Haussmann

Budgetary constraints force organizations to pursue only a subset of possible innovation projects. Identifying which subset is most promising is an error-prone exercise, and involving multiple decision makers may be prudent. This raises the…

Theoretical Economics · Economics 2025-10-21 Lucas Böttcher , Ronald Klingebiel

In the market place, diversification reduces risk and provides protection against extreme events by ensuring that one is not overly exposed to individual occurrences. We argue that diversification is best measured by characteristics of the…

Portfolio Management · Quantitative Finance 2011-02-24 Ulrich Kirchner , Caroline Zunckel

Portfolio diversification is a cornerstone of modern finance, while risk aversion is central to decision theory; both concepts are long-standing and foundational. We investigate their connections by studying how different forms of…

Theoretical Economics · Economics 2026-03-26 Xiangxin He , Fangda Liu , Ruodu Wang

Economic complexity - a group of dimensionality-reduction methods that apply network science to trade data - represented a paradigm shift in development economics towards materializing the once-intangible concept of capabilities as…

General Economics · Economics 2026-04-08 Ziang Huang , Huashan Chen

How are economic activities linked to geographic locations? To answer this question, we use a data-driven approach that builds on the information about location, ownership and economic activities of the world's 3,000 largest firms and their…

Physics and Society · Physics 2015-12-10 Antonios Garas , Celine Rozenblat , Frank Schweitzer

The benefits of using complex network analysis (CNA) to study complex systems, such as an economy, have become increasingly evident in recent years. However, the lack of a single comparative index that encompasses the overall wellness of a…

Theoretical Economics · Economics 2022-07-12 M. S. Tedesco , M. A. Nunez-Ochoa , F. Ramos , O. Medrano , K Beuchot

Where do firms innovate? Mapping their locations and directions in technological space is challenging due to its high dimensionality. We propose a new method to characterize firms' inventive activities via topological data analysis (TDA)…

Econometrics · Economics 2022-04-04 Emerson G. Escolar , Yasuaki Hiraoka , Mitsuru Igami , Yasin Ozcan

The relatedness between a country or a firm and a product is a measure of the feasibility of that economic activity. As such, it is a driver for investments at a private and institutional level. Traditionally, relatedness is measured using…

Machine Learning · Computer Science 2022-06-22 Giambattista Albora , Andrea Zaccaria

The increasing demands for computing performance have been a reality regardless of the requirements for smaller and more energy efficient devices. Throughout the years, the strategy adopted by industry was to increase the robustness of a…

Software Engineering · Computer Science 2019-05-07 Hugo Andrade , Ivica Crnkovic

In most professional sports, the structure of the environment is kept neutral so that scoring imbalances may be attributed to differences in team skill. It thus remains unknown what impact structural heterogeneities can have on scoring…

Physics and Society · Physics 2013-11-04 Sears Merritt , Aaron Clauset

This work analyses the interdependent link creation of patent and shareholding links in interfirm networks, and how this dynamics affects the resilience of such networks in the face of cascading failures. Using the Orbis dataset, we…

Social and Information Networks · Computer Science 2024-10-14 Daniel Marcolin , Yasuyuki Todo , Mahendra Piraveenan

We consider inventions as novel combinations of existing technological capabilities. Patent data allow us to explicitly identify such combinatorial processes in invention activities. Unconsidered in the previous research, not every new…

Physics and Society · Physics 2016-03-22 Daniel Kim , Daniel Burkhardt Cerigo , Hawoong Jeong , Hyejin Youn

It is widely assumed that in our lifetimes the products available in the global economy have become more diverse. This assumption is difficult to investigate directly, however, because it is difficult to collect the necessary data about…

Statistical Finance · Quantitative Finance 2023-08-01 Ananthan Nambiar , Tobias Rubel , James McCaull , Jon deVries , Mark Bedau

Quality diversity is a recent family of evolutionary search algorithms which focus on finding several well-performing (quality) yet different (diversity) solutions with the aim to maintain an appropriate balance between divergence and…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Daniele Gravina , Antonios Liapis , Georgios N. Yannakakis

The performance of medical research can be viewed and evaluated not only from the perspective of publication output, but also from the perspective of economic exploitability. Patents can represent the exploitation of research results and…

Information Retrieval · Computer Science 2024-12-03 Klaus Lippert , Konrad U. Förstner

Software firms participate in an ecosystem as a part of their innovation strategy to extend value creation beyond the firms boundary. Participation in an open and independent environment also implies the competition among firms with similar…

Computers and Society · Computer Science 2017-12-05 Anh Nguyen Duc , Daniela S. Cruzes , Geir K. Hanssen , Terje Snarby , Pekka Abrahamsson

Software systems are expansive, exhibiting behaviors characteristic of complex systems, such as self-organization and emergence. These systems, highlighted by advancements in Large Language Models (LLMs) and other AI applications developed…

Software Engineering · Computer Science 2025-04-01 Jan Žižka

Innovation is cumulative and interdependent: successful inventions build on prior knowledge within technological fields and may also affect success across related ones. Yet these dimensions are often studied separately in the innovation…

Applications · Statistics 2026-04-10 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti , Federico Nutarelli

Complex systems research and network science have recently been used to provide novel insights into economic phenomena such as patenting behavior and innovation in firms. Several studies have found that increased mobility of inventors,…

Social and Information Networks · Computer Science 2023-07-18 Yidan Sun , Mayank Kejriwal