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We develop a computational framework for deriving Pareto-improving and constrained optimal carbon tax rules in a stochastic overlapping generations (OLG) model with climate change. By integrating Deep Equilibrium Networks for fast policy…

General Economics · Economics 2025-07-03 Felix Kübler , Simon Scheidegger , Oliver Surbek

We analyse the effect of a proportional wealth tax on asset returns, portfolio choice, and asset pricing. The tax is levied annually on the market value of all holdings at a uniform rate. We show that such a tax is economically equivalent…

Physics and Society · Physics 2026-04-16 Anders G Frøseth

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…

Machine Learning · Computer Science 2024-05-15 Ronan Keane

Due to the beyond-classical capability of quantum computing, quantum machine learning is applied independently or embedded in classical models for decision making, especially in the field of finance. Fairness and other ethical issues are…

Quantum Physics · Physics 2022-07-25 Ji Guan , Wang Fang , Mingsheng Ying

This paper presents a new approach for optimising the design of tidal stream turbine farms. In this approach, the turbine farm is represented by a turbine density function that specifies the number of turbines per unit area and an…

Computational Engineering, Finance, and Science · Computer Science 2016-07-12 Simon W. Funke , Stephan C. Kramer , Matthew D. Piggott

In the first part of this paper, we consider a family of continuous-time dynamical systems coupled with diffusion-transmutation processes. Under certain conditions, such randomly perturbed dynamical systems can be interpreted as an averaged…

Optimization and Control · Mathematics 2024-08-21 Getachew K. Befekadu

In this paper, we investigate the problem of optimal strategies of dividend and reinsurance under the Cram\'{e}r-Lundberg risk model embedded with the thinning-dependence structure which was firstly introduced by Wang and Yuen (2005),…

Optimization and Control · Mathematics 2020-07-02 Mi Chen , Kam Chuen Yuen , Wenyuan Wang

Taking environmental tax rate as given, is there an optimal allocation of tax revenues to benefit economic variables? This paper analyzes this issue in an overlapping-generations model with the pollution-related health damage. It finds the…

Economics · Quantitative Finance 2015-12-08 Su-Mei Chen , Ling-Yun He

In fair division of indivisible goods, using sequences of sincere choices (or picking sequences) is a natural way to allocate the objects. The idea is as follows: at each stage, a designated agent picks one object among those that remain.…

Artificial Intelligence · Computer Science 2018-08-01 Aurélie Beynier , Sylvain Bouveret , Michel Lemaître , Nicolas Maudet , Simon Rey

We study optimal taxation when citizens are not fully confident that the government will transform tax revenue into useful public goods. In an otherwise standard Ramsey framework, a representative agent values a public good financed by…

Theoretical Economics · Economics 2025-11-17 Emin Ablyatifov , Georgy Lukyanov

We demonstrate by mathematical analysis and systematic computer simulations that redistribution can lead to sustainable growth in a society. The human capital dynamics of each agent is described by a stochastic multiplicative process which,…

General Finance · Quantitative Finance 2015-06-11 Jan Lorenz , Fabian Paetzel , Frank Schweitzer

We seek to establish qualitative convergence results to a general class of evolution PDEs described by gradient flows in optimal transportation distances. These qualitative convergence results come from dynamical systems under the general…

Analysis of PDEs · Mathematics 2020-10-02 J. A. Carrillo , R. S. Gvalani , J. Wu

This paper introduces mixed-integer optimization methods to solve regression problems that incorporate fairness metrics. We propose an exact formulation for training fair regression models. To tackle this computationally hard problem, we…

Machine Learning · Computer Science 2024-12-24 Anna Deza , Andrés Gómez , Alper Atamtürk

This paper is devoted to the investigation of gradient flows in asymmetric metric spaces (for example, irreversible Finsler manifolds and Minkowski normed spaces) by means of discrete approximation. We study basic properties of curves and…

Differential Geometry · Mathematics 2023-07-21 Shin-ichi Ohta , Wei Zhao

Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…

Machine Learning · Computer Science 2021-01-07 Silvia Chiappa , Aldo Pacchiano

Demographic parity (DP) is a widely studied fairness criterion in regression, enforcing independence between the predictions and sensitive attributes. However, constraining the entire distribution can degrade predictive accuracy and may be…

Machine Learning · Statistics 2026-04-03 Naht Sinh Le , Christophe Denis , Mohamed Hebiri

We study the problem of enforcing continuous group fairness over windows in data streams. We propose a novel fairness model that ensures group fairness at a finer granularity level (referred to as block) within each sliding window. This…

Machine Learning · Computer Science 2026-01-15 Subhodeep Ghosh , Zhihui Du , Angela Bonifati , Manish Kumar , David Bader , Senjuti Basu Roy

Alignment of financial market incentives and carbon emissions disincentives is key to limiting global warming. Regulators and standards bodies have made a start by requiring some carbon-related disclosures and proposing others. Here we go…

Risk Management · Quantitative Finance 2022-02-17 Chris Kenyon , Mourad Berrahoui , Andrea Macrina

Fair allocation has been studied intensively in both economics and computer science, and fair sharing of resources has aroused renewed interest with the advent of virtualization and cloud computing. Prior work has typically focused on…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-06-15 Danny Dolev , Dror G. Feitelson , Joseph Y. Halpern , Raz Kupferman , Nati Linial
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