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Consumer agency in the digital age is increasingly constrained by systemic barriers and algorithmic manipulation, raising concerns about the authenticity of consumption choices. Nowadays, financial decisions are shaped by external pressures…

Computers and Society · Computer Science 2025-08-20 Pegah Nokhiz , Aravinda Kanchana Ruwanpathirana

Quantum Kernels are projected to provide early-stage usefulness for quantum machine learning. However, highly sophisticated classical models are hard to surpass without losing interpretability, particularly when vast datasets can be…

Risk Management · Quantitative Finance 2024-04-04 Javier Mancilla , André Sequeira , Tomas Tagliani , Francisco Llaneza , Claudio Beiza

For treatment effects - one of the core issues in modern econometric analysis - prediction and estimation are two sides of the same coin. As it turns out, machine learning methods are the tool for generalized prediction models. Combined…

Econometrics · Economics 2021-04-27 Daniel Jacob

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

Cascading failures, such as bankruptcies and defaults, pose a serious threat for the resilience of the global financial system. Indeed, because of the complex investment and cross-holding relations within the system, failures can occur as a…

Systems and Control · Electrical Eng. & Systems 2025-01-22 Leonardo Stella , Dario Bauso , Franco Blanchini , Patrizio Colaneri

In the wake of the still ongoing global financial crisis, bank interdependencies have come into focus in trying to assess linkages among banks and systemic risk. To date, such analysis has largely been based on numerical data. By contrast,…

Computational Finance · Quantitative Finance 2015-07-28 Samuel Rönnqvist , Peter Sarlin

This study investigates the functioning of modern payment systems through the lens of banks' maturity mismatch practices, and it examines the effects of banks' refusal to roll over short-term interbank liabilities on financial stability.…

General Economics · Economics 2023-06-12 Jessica Reale

We consider a model of contagion in financial networks recently introduced in the literature, and we characterize the effect of a few features empirically observed in real networks on the stability of the system. Notably, we consider the…

General Finance · Quantitative Finance 2011-09-07 Fabio Caccioli , Thomas A. Catanach , J. Doyne Farmer

Quantum information science and engineering (QISE) is advancing rapidly, creating an urgent demand for a quantum-literate, technically proficient workforce. Despite this need, quantum education initiatives remain fragmented across regions,…

One 'problem' with the 21st century world, particularly the economic and business worlds, is the phenomenal and increasing number of interconnections between economic agents (consumers, firms, banks, markets, national economies). This…

Computational Engineering, Finance, and Science · Computer Science 2012-08-28 Paolo Magrassi

The field of Financial Networks is a paramount example of the novel applications of Statistical Physics that have made possible by the present data revolution. As the total value of the global financial market has vastly outgrown the value…

Quantum Bridge Analytics relates to methods and systems for hybrid classical-quantum computing, and is devoted to developing tools for bridging classical and quantum computing to gain the benefits of their alliance in the present and enable…

Discrete Mathematics · Computer Science 2020-02-11 Fred Glover , Gary Kochenberger , Moses Ma , Yu Du

Chaos and nonlinear economic dynamics are addressed for a quantum coupled map lattice model of an artificial economy, with quantized supply and demand equilibrium conditions. The measure theoretic properties and the patterns that emerge in…

Chaotic Dynamics · Physics 2012-03-01 Carlos Pedro Gonçalves

We propose a field-theoretic framework that models money-debt dynamics in economic systems through a direct analogy to particle-hole creation in condensed matter physics. In this formulation, issuing credit generates a symmetric pair-money…

General Economics · Economics 2025-04-21 Bumned Soodchomshom

Beneficial to advanced computing devices, models with massive parameters are increasingly employed to extract more information to enhance the precision in describing and predicting the patterns of objective systems. This phenomenon is…

Information Theory · Computer Science 2024-03-08 Liye Jia , Fengyufan Yang , Ka Lok Man , Erick Purwanto , Sheng-Uei Guan , Jeremy Smith , Yutao Yue

In this study, we investigate the effectiveness of entropic uncertainty relations (EURs) in discerning the energy variation in quantum batteries (QBs) modelled by battery-charger-field in the presence of bosonic and fermionic reservoirs.…

Quantum Physics · Physics 2024-06-05 Meng-Long Song , Xue-Ke Song , Liu Ye , Dong Wang

We analyse economic growth vulnerability of the four largest Euro Area (EA) countries under stressed macroeconomic and financial conditions. Vulnerability, measured as a lower quantile of the growth distribution conditional on EA-wide and…

Econometrics · Economics 2025-06-18 Claudio Lissona , Esther Ruiz

Banking system crises are complex events that in a short span of time can inflict extensive damage to banks themselves and to the external economy. The crisis literature has so far identified a number of distinct effects or channels that…

General Finance · Quantitative Finance 2017-11-16 T. R. Hurd

The interdependence of electricity and natural gas markets is becoming a major topic in energy research. Integrated energy models are used to assist decision-making for businesses and policymakers addressing challenges of energy transition…

General Finance · Quantitative Finance 2020-09-11 Iegor Riepin , Thomas Möbius , Felix Müsgens

In context-specific applications such as robotics, telecommunications, and healthcare, artificial intelligence systems often face the challenge of limited training data. This scarcity introduces epistemic uncertainty, i.e., reducible…

Information Theory · Computer Science 2026-03-17 Osvaldo Simeone , Yaniv Romano
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