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A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

The standard criterion of rationality in economics is the maximization of a utility function that is stable across multiple observations of an agent's choice behavior. In this paper, we discuss two notions of the money pump that…

Theoretical Economics · Economics 2024-04-09 Joshua Lanier , Matthew Polisson , John K. -H. Quah

The measurement of the velocity of money is still a significant topic. In this paper, we proposed a method to calculate the velocity of money by combining the holding-time distribution and lifespan distribution. By derivation, the velocity…

General Economics · Economics 2024-06-25 Yu Zhang , Mostafa Chegeni , Claudio Tessone

Central banks around the world play a crucial role in maintaining economic stability. Deciphering policy implications in their communications is essential, especially as misinterpretations can disproportionately impact vulnerable…

Well-defined formal definitions for sentiment and opinion are extended to incorporate the necessary elements to provide a formal quantitative definition of reputation. This definition takes the form of a time-based index, in which each…

Computational Finance · Quantitative Finance 2017-05-30 Peter Mitic

Since the beginning of this century the Colombian monetary authority has conducted monetary policy under a strategy based on setting targets for interest rate and inflation, while allowing the exchange rate of the U.S. dollar in domestic…

General Economics · Economics 2026-03-31 Wilman Arturo Gomez , Carlos Esteban Posada

Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank within a decade follows an exponential distribution with decay…

General Finance · Quantitative Finance 2012-09-14 Boris Podobnik , Davor Horvatic , Dror Y. Kenett , H. Eugene Stanley

We make several contributions that quantify the real-time hash rate and therefore the consensus of a blockchain. We show that by using only the hash value of blocks, we can estimate and measure the hash rate of all miners or individual…

Cryptography and Security · Computer Science 2017-07-04 A. Pinar Ozisik , George Bissias , Brian Levine

The average and median income dependence on work experience and time is analyzed and modeled for the USA. The original data set providing the mean and median income estimates in 10 year long intervals spans a long time period of almost 35…

General Finance · Quantitative Finance 2008-12-02 Ivan O. Kitov

World currency network constitutes one of the most complex structures that is associated with the contemporary civilization. On a way towards quantifying its characteristics we study the cross correlations in changes of the daily foreign…

Statistical Finance · Quantitative Finance 2009-11-13 S. Drozdz , A. Z. Gorski , J. Kwapien

We consider the problem of determining the minimal time for which an energy supply source should operate in order to supply a system with a desired amount of energy in finite time.

Mathematical Physics · Physics 2008-12-23 Andreas Boukas

We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…

Number Theory · Mathematics 2025-12-16 Jean-François Burnol

Motivated by applications in blockchains and sensor networks, we consider a model of $n$ nodes trying to reach consensus on their majority bit. Each node $i$ is assigned a bit at time zero, and is a finite automaton with $m$ bits of memory…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-08 Giulia Fanti , Nina Holden , Yuval Peres , Gireeja Ranade

This paper compares and contrasts stationarity between the conventional stock market and cryptocurrency. The dataset used for the analysis is the intraday price indices of the S&P500 from 1996 to 2023 and the intraday Bitcoin indices from…

Statistical Finance · Quantitative Finance 2024-08-07 Yaoyue Tang , Karina Arias-Calluari , Michael S. Harré

A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…

Statistics Theory · Mathematics 2024-02-15 Weizhen Wang , Chongxiu Yu , Zhongzhan Zhang

The money market and the capital market of the Indian financial markets have a symbiotic relationship in the development of the Indian economy. The nature and the characteristics of the markets differ to a large extent as the money market…

Statistical Finance · Quantitative Finance 2023-03-21 Bilal Hungund , Shilpa Rastogi

This paper investigates and compares currency substitution between the currencies of Central and Eastern European (CEE) countries and the euro. In addition, we develop a model with microeconomic foundations, which identifies difference…

General Finance · Quantitative Finance 2017-04-07 Claudiu Tiberiu Albulescu , Dominique Pépin , Stephen Miller

A monotone function interval is the set of monotone functions that lie pointwise between two fixed monotone functions. We characterize the set of extreme points of monotone function intervals and apply this to a number of economic settings.…

Theoretical Economics · Economics 2024-04-16 Kai Hao Yang , Alexander K. Zentefis

A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are constructed for USD, EUR and PLZ used as the base currencies. The triangle rule is interpreted as constraints reducing the number of…

Physics and Society · Physics 2008-12-02 A. Z. Gorski , S. Drozdz , J. Kwapien , P. Oswiecimka

Parastatistic distribution of a total debt owed to a large number of creditors considered in relation to the duration of these debts. The process of debt calculation depends on the fractal dimension of economic system in which this process…

Statistical Finance · Quantitative Finance 2016-02-04 I. A. Molotkov , N. A. Ryabova