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We study the scaling of (i) numbers of workers and aggregate incomes by occupational categories against city size, and (ii) total incomes against numbers of workers in different occupations, across the functional metropolitan areas of…

Physics and Society · Physics 2019-10-17 Somwrita Sarkar , Elsa Arcaute , Erez Hatna , Tooran Alizadeh , Glen Searle , Michael Batty

Scale invariance, collective behaviours and structural reorganization are crucial for portfolio management (portfolio composition, hedging, alternative definition of risk, etc.). This lack of any characteristic scale and such elaborated…

Statistical Finance · Quantitative Finance 2014-03-24 Thomas Bury

Business success of companies heavily depends on the availability and performance of their client applications. Due to modern development paradigms such as DevOps and microservice architectural styles, applications are decoupled into…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-10 Sina Niedermaier , Falko Koetter , Andreas Freymann , Stefan Wagner

The aim of this study is to develop a method that would enable the company to prioritize the means contributing the most to its performance. The proposed method is based on the profit margin (an economical performance measure of the…

General Physics · Physics 2011-01-19 Barbara Lyonnet , Maurice Pillet , Magali Pralus , Ludovic Guizzi , Georges Habchi

This paper provides a general method to translate a standard economic model with a large number of agents into a field-formalism model. This formalism preserves the system's interactions and microeconomic features at the individual level…

General Finance · Quantitative Finance 2023-12-29 Pierre Gosselin , Aïleen Lotz

The patterns of different financial data sources vary substantially, and accordingly, investors exhibit heterogeneous cognition behavior in information processing. To capture different patterns, we propose a novel approach called the…

Computational Engineering, Finance, and Science · Computer Science 2025-12-17 Ruize Gao , Mei Yang , Yu Wang , Shaoze Cui

Forming members of an organization into coherent groups or communities is an important issue in any large-scale software engineering endeavour, especially so in agile software development teams which rely heavily on self-organisation and…

Computers and Society · Computer Science 2020-04-17 Damian A. Tamburri , Rick Kazman , Hamed Fahimi

The Chinese venture capital (VC) market is a young and rapidly expanding financial subsector. Gaining a deeper understanding of the investment behaviours of VC firms is crucial for the development of a more sustainable and healthier market…

Physics and Society · Physics 2024-06-11 Qing Yao , Shaodong Ma , Jing Liang , Kim Christensen , Wanru Jing , Ruiqi Li

Optimizing portfolio performance is a fundamental challenge in financial modeling, requiring the integration of advanced clustering techniques and data-driven optimization strategies. This paper introduces a comparative backtesting approach…

Machine Learning · Computer Science 2025-01-23 Keon Vin Park

We investigate an agent-based model for the emergence of corruption in public contracts. There are two types of agents: business people and public servants. Both business people and public servants can adopt two strategies: corrupt or…

Physics and Society · Physics 2023-04-06 Pablo Valverde , Jaime Fernandez , Edwin Buenaño , Juan Carlos González-Avella , Mario Cosenza

We investigate hierarchical structure in various complex systems according to Minimum Spanning Tree methods. Firstly, we investigate stock markets where the graphis obtained from the matrix of correlations coefficient computed between all…

General Finance · Quantitative Finance 2014-06-13 Andrzej Jarynowski , Andrzej Buda

Two measurements are employed to quantitatively investigate the scaling properties of the spatial distribution of urban facilities, the K function by number counting and the variance-mean relationship with the method of expanding bins. The…

Physics and Society · Physics 2014-12-24 Liang Wu

We study the correlation structure of firm growth rates. We show that most firms are correlated because of their exposure to a common factor but that firms linked through the supply chain exhibit a stronger correlation on average than firms…

Statistical Finance · Quantitative Finance 2023-07-04 Luca Mungo , José Moran

We argue that an important contributing factor into market inefficiency is the lack of a robust mechanism for the stock price to rise if a company has good earnings, e.g., via buybacks/dividends. Instead, the stock price is prone to…

Portfolio Management · Quantitative Finance 2015-11-05 Zura Kakushadze

The assessment of corporate sustainability performance is extremely relevant in facilitating the transition to a green and low-carbon intensity economy. However, companies located in different areas may be subject to different…

Applications · Statistics 2026-04-30 Caterina Morelli , Simone Boccaletti , Paolo Maranzano , Philipp Otto

Background: Agile software development has become a popular way of developing software. Scrum is the most frequently used agile framework, but it is often reported to be adapted in practice. Objective: Thus, we aim to understand how Scrum…

Software Engineering · Computer Science 2017-03-31 Philipp Diebold , Jan-Peter Ostberg , Stefan Wagner , Ulrich Zendler

On a periodic basis, publicly traded companies are required to report fundamentals: financial data such as revenue, operating income, debt, among others. These data points provide some insight into the financial health of a company.…

Machine Learning · Statistics 2018-04-27 John Alberg , Zachary C. Lipton

We have conducted an empirical investigation into the long term survival rates of some small but representative samples of the 30,000 largest UK limited companies. These companies were either a control or known to have used, or been…

Computers and Society · Computer Science 2012-07-10 Grenville J. Croll

This study aims to empirically investigate the impact of managers' characteristics on their choice between in-court and out-of-court restructuring. Based on the theory of upper echelons, we tested the preferences of 342 managers of…

General Finance · Quantitative Finance 2024-02-29 Rachid Achbah

A geometric analysis of the time series of returns has been performed in the past and it implied that the most of the systematic information of the market is contained in a space of small dimension. Here we have explored subspaces of this…

Portfolio Management · Quantitative Finance 2011-08-23 Samuel Eleutério , Tanya Araújo , R. Vilela Mendes