English
Related papers

Related papers: Factor endowment--commodity output relationships i…

200 papers

We construct a stochastic dynamical systems theory in which sustainability is a structural boundary property of a fully coupled Earth--Human--Production system. Each subsystem is modelled as a vector-valued process governed by stochastic…

Theoretical Economics · Economics 2026-03-02 Claudio Pirrone , Stefano Fricano , Gioacchino Fazio

Economic theory implies strong limitations on what types of consumption behavior are considered rational. Rationality implies that the Slutsky matrix, which captures the substitution effects of compensated price changes on demand for…

Econometrics · Economics 2026-02-11 Florian Gunsilius , Lonjezo Sithole

Econophysics provides a strategy for understanding the potential mechanisms underlying the anomalous distribution of wealth found in real societies. We present a computational nonlinear stochastic model for the distribution of wealth that…

Statistical Mechanics · Physics 2009-11-10 Nicola Scafetta , Bruce J. West , Sergio Picozzi

A concentration graph associated with a random vector is an undirected graph where each vertex corresponds to one random variable in the vector. The absence of an edge between any pair of vertices (or variables) is equivalent to full…

Statistics Theory · Mathematics 2010-01-14 Dhafer Malouche

This study investigates whether international equity markets systematically price global macroeconomic risks. The empirical analysis is conducted using monthly excess returns for ten G20 countries over the period 2000-2024. A Dynamic Factor…

Applications · Statistics 2026-04-30 Vivek Mishra

Consider a finite set of trade orders and automated market makers (AMMs) at some state. We propose a solution to the problem of finding an equilibrium price vector to execute all the orders jointly with corresponding optimal AMMs swaps. The…

Mathematical Finance · Quantitative Finance 2024-01-02 Sergio A. Yuhjtman

Factor models characterize the joint behavior of large sets of financial assets through a smaller number of underlying drivers. We develop a network-based framework in which factors emerge naturally from the structure of interactions among…

Computational Finance · Quantitative Finance 2026-04-15 Jose Negrete , Jaime Joel Ramos

We consider a gauge theory of vector fields in $3d$ Minkowski space. At the free level, the dynamical variables are subjected to the extended Chern-Simons (ECS) equations with higher derivatives. If the color index takes $n$ values, the…

High Energy Physics - Theory · Physics 2021-05-05 D. S. Kaparulin , S. L. Lyakhovich , O. D. Nosyrev

Implementing a set of microeconomic criteria, we develop price dynamics equations using a function of demand/supply with key symmetry properties. The function of demand/supply can be linear or nonlinear. The type of function determines the…

Mathematical Finance · Quantitative Finance 2019-04-02 Carey Caginalp , Gunduz Caginalp

We provide general determinant formulae for all n-particle form factors related to the trace of the energy momentum tensor and the analogue of the order and disorder operator in the $SU(3)_2$-homogeneous Sine-Gordon model. We employ the…

High Energy Physics - Theory · Physics 2009-10-31 O. A. Castro-Alvaredo , A. Fring , C. Korff

We provide closed-form market equilibrium formula consolidating informational imperfections and investors beliefs. Based on Merton's model, we characterize the equilibrium expected excess returns vector with incomplete information. We then…

Pricing of Securities · Quantitative Finance 2025-02-14 Hafid Lalioui , Amine Ben Amar , Makram Bellalah

We study robust versions of pricing problems where customers choose products according to a generalized extreme value (GEV) choice model, and the choice parameters are not known exactly but lie in an uncertainty set. We show that, when the…

Optimization and Control · Mathematics 2021-10-19 Tien Mai , Patrick Jaillet

We propose a stochastic game modelling the strategic interaction between market makers and traders of optimal execution type. For traders, the permanent price impact commonly attributed to them is replaced by quoting strategies implemented…

Trading and Market Microstructure · Quantitative Finance 2025-04-10 Ivan Guo , Shijia Jin

A major problem in fair division is how to allocate a set of indivisible resources among agents fairly and efficiently. The goal of this work is to characterize the tradeoffs between two well-studied measures of fairness and efficiency --…

Computer Science and Game Theory · Computer Science 2024-01-17 Michal Feldman , Simon Mauras , Tomasz Ponitka

Phase diagrams of the one-dimensional extended Hubbard model with a nearest neighbor interaction $V$ and site-off-diagonal (bond-charge $X$ and bond-bond $W$) interactions at half-filling are obtained numerically, using the level-crossing…

Strongly Correlated Electrons · Physics 2016-08-31 Masaaki Nakamura , Kazuhito Itoh , Norihiro Muramoto

In this chapter, an input-output economic model with multiple interactive economic systems is considered. The model captures the multi-dimensional nature of the economic sectors or industries in each economic system, the interdependencies…

Systems and Control · Electrical Eng. & Systems 2025-07-29 Minh Hoang Trinh , Nhat-Minh Le-Phan , Hyo-Sung Ahn

The Ricardian model of world trade based on comparative advantage is not sufficient to justify equal trade relations.The existing model of trade relations does not explain the distribution of income among trading countries. This paper…

Trading and Market Microstructure · Quantitative Finance 2025-05-12 N. S. Gonchar , O. P. Dovzhyk , A. S. Zhokhin , W. H. Kozyrsky , A. P. Makhort

We consider a market model that consists of financial investors and producers of a commodity. Producers optionally store some production for future sale and go short on forward contracts to hedge the uncertainty of the future commodity…

Economics · Quantitative Finance 2017-01-24 Michail Anthropelos , Michael Kupper , Antonis Papapantoleon

Weighted reciprocity between two agents can be defined as the minimum of sending and receiving value in their bilateral relationship. In financial networks, such reciprocity characterizes the importance of individual banks as both liquidity…

Computational Finance · Quantitative Finance 2024-12-16 Lutz Honvehlmann

This study develops the E-Rule, a novel composite recession indicator that integrates financial market and labor market signals to improve the precision of recession forecasting. Combining the yield curve and the Sahm rule, the E-Rule…

General Economics · Economics 2025-03-14 Esmaeil Ebadi