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This paper integrates deep neural networks (DNNs) into structural economic models to increase flexibility and capture rich heterogeneity while preserving interpretability. Economic structure and machine learning are complements in empirical…

Econometrics · Economics 2025-04-28 Max H. Farrell , Tengyuan Liang , Sanjog Misra

Meta-analysis employs statistical techniques to synthesize the results of individual studies, providing an estimate of the overall effect size for a specific outcome of interest. The direction and magnitude of this estimate, along with its…

Econometrics · Economics 2025-03-06 Amin Haghnejad , Mahboobeh Farahati

Dimensional analysis provides many simple and useful tools for various situations in science. The objective of this paper is to investigate its relations to functions, i.e., the dimensions for functions that yield physical quantities and…

General Physics · Physics 2017-12-05 Shinji Tanimoto

Classical dimensional analysis is one of the cornerstones of qualitative physics and is also used in the analysis of engineering systems, for example in engineering design. The basic power product relationship in dimensional analysis is…

Data Analysis, Statistics and Probability · Physics 2013-04-25 M. A. Atherton , R. A. Bates , H. P. Wynn

We present an innovative approach to dimensional analysis, referred to as augmented dimensional analysis and based on a representation theorem for complete quantity functions with a scaling-covariant scalar representation. This new theorem,…

Mathematical Physics · Physics 2024-08-09 Dan Jonsson

We study a class of heterogeneous agent-based models which are based on a basic set of principles, and the most fundamental operations of an economic system: trade and product transformations. A basic guiding principle is scale invariance,…

Trading and Market Microstructure · Quantitative Finance 2009-02-24 Samuel E. Vazquez

This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…

General Economics · Economics 2026-05-15 Simon Scheidegger

Dimensional analysis (DA) pays attention to fundamental physical dimensions such as length and mass when modelling scientific and engineering systems. It goes back at least a century to Buckingham's Pi theorem, which characterizes a…

Machine Learning · Computer Science 2023-12-19 G. Alexi Rodriguez-Arelis , William J. Welch

This article provides a curated review of selected papers published in prominent economics journals that use machine learning (ML) tools for research and policy analysis. The review focuses on three key questions: (1) when ML is used in…

General Economics · Economics 2023-04-21 Ajit Desai

This paper presents a simple model to measure the relative economic growth of economic systems. The model considers S-Shaped patterns of economic growth that, represented with a linear model, measure how an economic system grows in…

General Finance · Quantitative Finance 2017-04-18 Mario Coccia

Making meaning with math in physics requires blending physical conceptual knowledge with mathematical symbology. Students in introductory physics classes often struggle with this, but it is an essential component of learning how to think…

Physics Education · Physics 2023-03-20 Edward F. Redish

Dimension reduction is a common strategy to study non-linear dynamical systems composed by a large number of variables. The goal is to find a smaller version of the system whose time evolution is easier to predict while preserving some of…

Dynamical Systems · Mathematics 2022-06-23 Marina Vegué , Vincent Thibeault , Patrick Desrosiers , Antoine Allard

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of…

Dynamical Systems · Mathematics 2009-09-29 Vladimir Belitsky , Antonio L. Pereira , Fernando P. de Almeida Prado

Differential analysis aims at inferring global properties of nonlinear behaviors from the local analysis of the linearized dynamics. The paper motivates and illustrates the use of differential analysis on the nonlinear pendulum model, an…

Systems and Control · Computer Science 2016-11-15 Fulvio Forni , Rodolphe Sepulchre

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

The aim of this article is to present elements and discuss the potential of a research program at the intersection between mathematics and heterodox economics, which we call Criticial Mathematical Economics (CME). We propose to focus on the…

General Economics · Economics 2025-04-08 Johannes Buchner

Principal component analysis is a versatile tool to reduce dimensionality which has wide applications in statistics and machine learning. It is particularly useful for modeling data in high-dimensional scenarios where the number of…

Methodology · Statistics 2022-08-18 Xiaoyu Hu , Fang Yao

Development and growth are complex and tumultuous processes. Modern economic growth theories identify some key determinants of economic growth. However, the relative importance of the determinants remains unknown, and additional variables…

General Economics · Economics 2018-12-05 Angelica Sbardella , Emanuele Pugliese , Andrea Zaccaria , Pasquale Scaramozzino

The relevance and importance of contextualizing data analytics is described. Qualitative characteristics might form the context of quantitative analysis. Topics that are at issue include: contrast, baselining, secondary data sources,…

Artificial Intelligence · Computer Science 2023-06-22 Fionn Murtagh , Mohsen Farid

For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…

Statistical Finance · Quantitative Finance 2024-05-29 Arnab Chakrabarti , Rituparna Sen
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