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This paper defines theoretical lower bounds of uncertainty of observations of macroeconomic variables that depend on statistical moments and correlations of random values and volumes of market trades. Any econometric assessments of…

General Economics · Economics 2024-10-08 Victor Olkhov

How much knowledge is there in an economy? In recent years, data on the mix of products that countries export has been used to construct measures of economic complexity that estimate the knowledge available in an economy and predict future…

Economics · Quantitative Finance 2017-07-26 Saleh Albeaik , Mary Kaltenberg , Mansour Alsaleh , Cesar A. Hidalgo

All economies require physical resource consumption to grow and maintain their structure. The modern economy is additionally characterized by private debt. The Human and Resources with MONEY (HARMONEY) economic growth model links these…

Theoretical Economics · Economics 2021-06-07 Carey W. King

This work investigates a modified Schelling model within the scope and aims of Social Physics. The main purpose is to see if how the concepts of potential and kinetic energy can be represented within a computational sociological system. A…

Physics and Society · Physics 2023-09-14 George-Rafael Domenikos , Tyler Laurie , Sahar Awaji , Alexander V. Mantzaris

Bitcoin is currently subject to a significant pay-for-speed trade-off. This is caused by lengthy and highly variable transaction confirmation times, especially during times of congestion. Users can reduce their transaction confirmation…

Probability · Mathematics 2024-02-28 Rowel Gündlach , Ivo V. Stoepker , Stella Kapodistria , Jacques A. C. Resing

This paper defines the average holding period of money and proposes a methodology for fully disaggregated measurement. Our measure is shown to be the inverse of the transfer velocity of money under stationary conditions, which is implicitly…

General Economics · Economics 2025-03-19 Carolina E. S. Mattsson , Allison Luedtke , Frank W. Takes

Model-checking resource logics with production and consumption of resources is a computationally hard and often undecidable problem. We introduce a simple and realistic assumption that there is at least one diminishing resource, that is, a…

Logic in Computer Science · Computer Science 2018-07-02 Natasha Alechina , Brian Logan

This short note aims to introduce a rule which admits to compute %any time rate of interest in any time per any time, rate of inflation per any time in any moment, if the rate of interest or the rate of inflation by unity of time is an…

General Mathematics · Mathematics 2007-05-23 Vaclav Studeny

We show that the amount of foreign exchange reserves (FER) in the world in a given currency is highly correlated with the GDP and military spending of that country for a set of western economies during the last 20 years. Taking into account…

General Economics · Economics 2025-07-09 Boris Podobnik , Dorian Wild , Dejan Kovac

People and companies move money with every financial transaction they make. We aim to understand how such activity gives rise to large-scale patterns of monetary flow. In this work, we trace the movement of e-money through the accounts of a…

Physics and Society · Physics 2019-10-15 Carolina Mattsson

Currently, the increase in financial returns from economic operations is constrained in view of the lack of a single efficiency criterion, which allows uniquely identify the business operation by their main feature - the possibility of…

Optimization and Control · Mathematics 2015-10-15 Igor Lutsenko

A symmetry-guided definition of time may enhance and simplify the analysis of historical series with recurrent patterns and seasonalities. By enforcing simple-scaling and stationarity of the distributions of returns, we identify a…

Statistical Finance · Quantitative Finance 2017-08-14 Michele Caraglio , Fulvio Baldovin , Attilio L. Stella

In quantum Shannon theory, various kinds of quantum entropies are used to characterize the capacities of noisy physical systems. Among them, min-entropy and its smooth version attract wide interest especially in the field of quantum…

Quantum Physics · Physics 2025-07-15 Rong Wang , H. F. Chau

Monitoring means to observe a system for any changes which may occur over time, using a monitor or measuring device of some sort. In this paper we formulate a problem of monitoring dates of maximal risk of a financial position. Thus, the…

Risk Management · Quantitative Finance 2009-02-17 Erick Trevino Aguilar

The efficient market hypothesis has far-reaching implications for financial trading and market stability. Whether or not cryptocurrencies are informationally efficient has therefore been the subject of intense recent investigation. Here, we…

Statistical Finance · Quantitative Finance 2019-02-06 Higor Y. D. Sigaki , Matjaz Perc , Haroldo V. Ribeiro

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Fernando F. Ferreira , Gerson Francisco , Birajara S. Machado , Paulsamy Muruganandam

Bitcoin is the world's first decentralized digital currency. The rate at which bitcoins enter circulation is cut in half every 4 years, approximately. These events are considered landmarks in Bitcoin's history, and as such are widely…

Cryptography and Security · Computer Science 2017-08-18 Meni Rosenfeld

We characterize optimal monetary policy when policy endogenously moves risk premia through redistribution across agents who differ in their willingness to bear risk. The analytical core is Marginal Risk Capacity, the covariance of monetary…

Theoretical Economics · Economics 2026-03-24 Rui Sun

We establish a sharp estimate for a minimal number of binary digits (bits) needed to represent all bounded total generalized variation functions taking values in a general totally bounded metric space $(E,\rho)$ up to an accuracy of…

Functional Analysis · Mathematics 2020-11-19 Rossana Capuani , Prerona Dutta , Khai T. Nguyen

We determine the maximal length of the period of a periodic word defined by $n$ restrictions. It happens to be the corresponding Fibonacci number.

Combinatorics · Mathematics 2013-05-03 Ilya I. Bogdanov , Grigory R. Chelnokov