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Related papers: The "power" dimension in a process of exchange

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Lagrangian duality underlies both classical and modern mechanism design. In particular, the dual perspective often permits simple and detail-free characterizations of optimal and approximately optimal mechanisms. This paper applies this…

Computer Science and Game Theory · Computer Science 2019-09-25 Shaddin Dughmi , Rad Niazadeh , Alexandros Psomas , S. Matthew Weinberg

The article examines how institutions, automation, unemployment and income distribution interact in the context of a neoclassical growth model where profits are interpreted as a surplus over costs of production. Adjusting the model to the…

General Economics · Economics 2022-11-29 Juan E. Jacobo

It is now well established empirically that financial price changes are distributed according to a power law, with cubic exponent. This is a fascinating regularity, as it holds for various classes of securities, on various markets, and on…

Statistical Finance · Quantitative Finance 2016-12-28 Sabiou Inoua

The aim of this paper is to reemphasize the money theory of exchange which is centered on the function of exchange medium of money, and make a contribution towards linearization of the quantity equation of exchange. A dynamical quantity…

Economics · Quantitative Finance 2020-04-28 Zhao Jianglin

Reducing wealth inequality is a global challenge, and the problems of capitalism stem from the enclosure of the commons and the breakdown of the community. According to previous studies by Polanyi, Karatani, and Graeber, economic modes can…

Theoretical Economics · Economics 2025-10-21 Takeshi Kato , Junichi Miyakoshi , Misa Owa , Ryuji Mine

Economies are complex man-made systems where organisms and markets interact according to motivations and principles not entirely understood yet. The increasing dissatisfaction with the postulates of traditional economics i.e. perfectly…

Adaptation and Self-Organizing Systems · Physics 2012-06-04 Jaime Gomez-Ramirez , Manuel G. Bedia

We consider a sender-receiver game in which the receiver's action is binary and the sender's preferences are state-independent. The state is multidimensional. The receiver can select one dimension of the state to check (i.e., observe)…

Theoretical Economics · Economics 2026-03-12 Ian Ball , Xin Gao

This note complements the inspiring work on dimensional analysis and market microstructure by Kyle and Obizhaeva [18]. Following closely these authors, our main result shows by a similar argument as usually applied in physics the following…

Trading and Market Microstructure · Quantitative Finance 2017-09-28 Mathias Pohl , Alexander Ristig , Walter Schachermayer , Ludovic Tangpi

This paper describes an approach to economics that is inspired by quantum computing, and is motivated by the need to develop a consistent quantum mathematical framework for economics. The traditional neoclassical approach assumes that…

General Finance · Quantitative Finance 2021-03-22 David Orrell , Monireh Houshmand

System dynamics is a methodology that is widely used in many academic fields. It explains the behavior of social and economic systems with models that capture complex causality and feedback effects. This 'practice paper' discusses the…

Physics and economics are two disciplines that share the common challenge of linking microscopic and macroscopic behaviors. However, while physics is based on collective dynamics, economics is based on individual choices. This conceptual…

Physics and Society · Physics 2011-08-25 Sebastian Grauwin , Dominic Hunt , Eric Bertin , Pablo Jensen

The institution of money can be seen as a foundational social mechanism, enabling communities to quantify collectively regulate economic processes. Money can be said, indeed, to constitute the micro-macro link in economics. This paper…

Physics and Society · Physics 2025-06-30 Eduardo Coltre Ferraciolli , Tanya V. Araújo

An heuristic model of the society, as an assembly of weakly interacting individuals, is discussed. The model allows to connect macroscopic phenomena with features of relations between individuals. Addressing to the problem of inequality, a…

Biological Physics · Physics 2023-10-16 Vladimir Pokrovskii

This paper is an original attempt to understand the foundations of economic reasoning. It endeavors to rigorously define the relationship between subjective interpretations and objective valuations of such interpretations in the context of…

Logic in Computer Science · Computer Science 2024-05-20 Daniel Lu

A financial market is a system resulting from the complex interaction between participants in a closed economy. We propose a minimal microscopic model of the financial market economy based on the real economy's symmetry constraint and…

Physics and Society · Physics 2022-06-15 Liu Ziyin , Katsuya Ito , Kentaro Imajo , Kentaro Minami

Modelling efforts in opinion dynamics have to a large extent ignored that opinion exchange between individuals can also have an effect on how willing they are to express their opinion publicly. Here, we introduce a model of public opinion…

Physics and Society · Physics 2020-10-14 Felix Gaisbauer , Eckehard Olbrich , Sven Banisch

Bilateral trade, a fundamental topic in economics, models the problem of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. In this paper, we cast the bilateral…

Computer Science and Game Theory · Computer Science 2021-09-28 Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni , Federico Fusco , Stefano Leonardi

We consider reallocation problems in settings where the initial endowment of each agent consists of a subset of the resources. The private information of the players is their value for every possible subset of the resources. The goal is to…

Computer Science and Game Theory · Computer Science 2014-04-29 Liad Blumrosen , Shahar Dobzinski

Many real-life settings of consumer-choice involve social interactions, causing targeted policies to have spillover-effects. This paper develops novel empirical tools for analyzing demand and welfare-effects of policy-interventions in…

Econometrics · Economics 2024-05-09 Debopam Bhattacharya , Pascaline Dupas , Shin Kanaya

The impact of trades on asset prices is a crucial aspect of market dynamics for academics, regulators and practitioners alike. Recently, universal and highly nonlinear master curves were observed for price impacts aggregated on all…

Trading and Market Microstructure · Quantitative Finance 2018-01-17 Felix Patzelt , Jean-Philippe Bouchaud