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Public finances are one of the fundamental mechanisms of economic governance that refer to the financial activities and decisions made by government entities to fund public services, projects, and operations through assets. In today's…

General Finance · Quantitative Finance 2024-03-29 Kapil Panda

We develop a monetary macro accounting theory (MoMaT) and its software specification for a consistent national accounting. In our money theory money functions primarily as a medium of payment for obligations and debts, not as a medium of…

General Economics · Economics 2025-06-30 Renéee Menéndez , Viktor Winschel

We follow up on the study of correlations between GDP's of rich countries. We analyze web-downloaded data on GDP that we use as individual wealth signatures of the country economical state. We calculate the yearly fluctuations of the GDP.…

Physics and Society · Physics 2012-09-25 M. Ausloos , R. Lambiotte

The so called "globalization" process (i.e. the inexorable integration of markets, currencies, nation-states, technologies and the intensification of consciousness of the world as a whole) has a behavior exactly equivalent to a system that…

General Finance · Quantitative Finance 2016-12-12 Esteban Guevara Hidalgo

In a previous paper, we applied a field formalism to analyze capital allocation and accumulation within a microeconomic framework of investors and firms. The financial connections were modeled by a field of stakes, representing the links…

Other Condensed Matter · Physics 2025-11-14 Pierre Gosselin , Aïleen Lotz

We consider a class of participation rights, i.e. obligations issued by a company to investors who are interested in performance-based compensation. Albeit having desirable economic properties equity-based debt obligations (EbDO) pose…

Pricing of Securities · Quantitative Finance 2019-01-09 Alexander Fromm

Interaction with environment may lead to the transition of quantum system from pure state to the mixed one. In this case, the problem of definition of entanglement may arise. In particular, quantitative measure of entanglement concurrence…

Quantum Physics · Physics 2008-09-16 Levan Chotorlishvili

We present a simple model of firm rating evolution. We consider two sources of defaults: individual dynamics of economic development and Potts-like interactions between firms. We show that such a defined model leads to phase transition,…

Risk Management · Quantitative Finance 2015-05-13 Paweł Sieczka , Janusz A. Hołyst

The existing theorization of development economics and transition economics is probably inadequate and perhaps even flawed to accurately explain and analyze a dual economic system such as that in China. China is a country in the transition…

General Economics · Economics 2021-10-06 Tianyong Zhou

This paper revisits the classic instrument choice problem in a setting with consumption externalities, through the lens of robust mechanism design. A regulator can implement any incentive-compatible policy but is uncertain about how…

General Economics · Economics 2026-03-18 Zi Yang Kang

The over-the-counter (OTC) government bond markets are characterised by their bilateral trading structures, which pose unique challenges to understanding and ensuring market stability and liquidity. In this paper, we develop a bespoke ABM…

Trading and Market Microstructure · Quantitative Finance 2025-01-29 Alicia Vidler , Toby Walsh

Counterfactual explanations provide individuals with cost-optimal recommendations to achieve their desired outcomes. However, when a significant number of individuals seek similar state modifications, this individual-centric approach can…

Machine Learning · Computer Science 2025-10-01 Ahmad-Reza Ehyaei , Ali Shirali , Samira Samadi

Liberalized electricity markets often include resource adequacy mechanisms that require consumers to contract with generation resources well in advance of real-time operations. While administratively defined mechanisms have most commonly…

Trading and Market Microstructure · Quantitative Finance 2024-03-25 Han Shu , Jacob Mays

Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David P. Chassin

Exchange-driven growth (EDG) is a process in which pairs of clusters interact by exchanging single unit with a rate given by a kernel $K(j,k)$. Despite EDG model's common use in the applied sciences, its rigorous mathematical treatment is…

Analysis of PDEs · Mathematics 2019-04-29 Emre Esenturk , Juan Velazquez

The European Union Emission Trading Scheme is a carbon emission allowance trading system designed by Europe to achieve emission reduction targets. The amount of carbon emission caused by production activities is closely related to the…

General Economics · Economics 2021-08-19 Peng-Fei Dai , Xiong Xiong , Toan Luu Duc Huynh , Jiqiang Wang

In an observed generalized semi-Markov regime, estimation of transition rate of regime switching leads towards calculation of locally risk minimizing option price. Despite the uniform convergence of estimated step function of transition…

Pricing of Securities · Quantitative Finance 2016-09-27 Anindya Goswami , Sanket Nandan

The theorems we proved describe the structure of economic equilibrium in the exchange economy model. We have studied the structure of property vectors under given structure of demand vectors at which given price vector is equilibrium one.…

Economics · Quantitative Finance 2016-01-20 Nicholas S. Gonchar , Wolodymyr H. Kozyrski , Anatol S. Zhokhin

The paper deals with the study of labor market dynamics, and aims to characterize its equilibriums and possible trajectories. The theoretical background is the theory of the segmented labor market. The main idea is that this theory is well…

Applications · Statistics 2007-07-09 Patrick Letrémy , Marie Cottrell , Patrice Gaubert , Joseph Rynkiewicz

In this paper we consider the rate of convergence of solutions of a scalar ordinary differential equation which is a perturbed version of an autonomous equation with a globally stable equilibrium. Under weak assumptions on the nonlinear…

Classical Analysis and ODEs · Mathematics 2016-07-12 John A. D. Appleby , Denis D. Patterson