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Typically, fair machine learning research focuses on a single decisionmaker and assumes that the underlying population is stationary. However, many of the critical domains motivating this work are characterized by competitive marketplaces…

Computers and Society · Computer Science 2022-09-28 Jessica Dai , Sina Fazelpour , Zachary C. Lipton

The objective of the paper is to understand the role of workers bargaining for the labor share in transition economies. We rely on a share-capital schedule, whereby workers bargaining power is represented as a move off the schedule.…

General Economics · Economics 2023-10-10 Marjan Petreski , Stefan Tanevski

As AI agents increasingly act on behalf of human stakeholders in economic settings, understanding their behavior in complex market environments becomes critical. This article examines how Large Language Models coordinate on markets that are…

General Economics · Economics 2026-03-11 Alexander Erlei , Lukas Meub

Using a Taylor rule amended with official reserves movements, we derive country-specific monetary shocks and employ a local projections-estimator for tracking gender-disaggregated labor-market responses in 99 developing economies from 2009…

General Economics · Economics 2024-02-09 Marjan Petreski , Stefan Tanevski , Alejandro D. Jacobo

Workers from a variety of industries rapidly shifted to remote work at the onset of the COVID-19 pandemic. While existing work has examined the impact of this shift on office workers, little work has examined how shifting from in-person to…

Computers and Society · Computer Science 2022-05-05 Vaughn Hamilton , Hanna Barakat , Elissa M. Redmiles

Machine learning (especially reinforcement learning) methods for trading are increasingly reliant on simulation for agent training and testing. Furthermore, simulation is important for validation of hand-coded trading strategies and for…

Trading and Market Microstructure · Quantitative Finance 2019-12-12 Svitlana Vyetrenko , David Byrd , Nick Petosa , Mahmoud Mahfouz , Danial Dervovic , Manuela Veloso , Tucker Hybinette Balch

Labor market tightness tremendously increased in Germany between 2012 and 2022. We analyze the effect of tightness on wages by combining social security data with unusually rich information on vacancies and job seekers. Instrumental…

General Economics · Economics 2024-11-12 Erik-Benjamin Börschlein , Mario Bossler , Martin Popp

Safety and assurance standards often rely on the principle that requirements errors can be minimised by expressing the requirements more formally. Although numerous case studies have shown that the act of formalising previously informal…

Software Engineering · Computer Science 2014-04-29 Ibrahim Habli , Andrew Rae

This study explores the potential of large language models (LLMs) to conduct market experiments, aiming to understand their capability to comprehend competitive market dynamics. We model the behavior of market agents in a controlled…

Human-Computer Interaction · Computer Science 2024-11-04 Jingru Jia , Zehua Yuan

We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures. We derive typical properties for ensembles of large random…

Trading and Market Microstructure · Quantitative Finance 2012-09-04 Marco Bardoscia , Giacomo Livan , Matteo Marsili

Machine learning algorithms are increasingly used to make or support decisions in a wide range of settings. With such expansive use there is also growing concern about the fairness of such methods. Prior literature on algorithmic fairness…

Machine Learning · Computer Science 2023-04-17 Arindam Ray , Balaji Padmanabhan , Lina Bouayad

We present a financial market model, characterized by self-organized criticality, that is able to generate endogenously a realistic price dynamics and to reproduce well-known stylized facts. We consider a community of heterogeneous traders,…

Statistical Finance · Quantitative Finance 2015-11-04 A. E. Biondo , A. Pluchino , A. Rapisarda

There are identified indicators of availability a non-market relations in the sphere of labor market in Ukraine. It is concluded that illegal tax money paid by legally working in Ukraine, as insurance premiums in the event of unemployment.…

Economics · Quantitative Finance 2014-09-16 Valery Tabakov

The use of data-driven decision support by public agencies is becoming more widespread and already influences the allocation of public resources. This raises ethical concerns, as it has adversely affected minorities and historically…

Machine Learning · Computer Science 2023-02-03 Sebastian Scher , Simone Kopeinik , Andreas Trügler , Dominik Kowald

In complex systems, many different parts interact in non-obvious ways. Traditional research focuses on a few or a single aspect of the problem so as to analyze it with the tools available. To get a better insight of phenomena that emerge…

Multiagent Systems · Computer Science 2015-04-03 Klaus Jaffe

We propose an equilibrium interaction model of occupational segregation and labor market inequality between two social groups, generated exclusively through the documented tendency to refer informal job seekers of identical "social color".…

Theoretical Economics · Economics 2022-12-27 I. Sebastian Buhai , Marco J. van der Leij

We empirically investigate the distributional effects of inflation on workers' unemployment tail risks using instrumental variable quantile regression. We find that supply-driven inflation disproportionately raises unemployment tail risks…

General Economics · Economics 2025-05-12 Hie Joo Ahn , Lam Nguyen

Interbank lending and borrowing occur when financial institutions seek to settle and refinance their mutual positions over time and circumstances. This interactive process involves money creation at the aggregate level. Coordination…

General Finance · Quantitative Finance 2021-09-27 Yuri Biondi , Feng Zhou

We propose a dynamic model of dependence structure between financial institutions within a financial system and we construct measures for dependence and financial instability. Employing Markov structures of joint credit migrations, our…

Mathematical Finance · Quantitative Finance 2018-09-11 Yu-Sin Chang

An interbank market lets participants pool the risk arising from the combination of illiquid investments and random withdrawals by depositors. But it also creates the potential for one bank's failure to trigger off avalanches of further…

Disordered Systems and Neural Networks · Physics 2009-11-07 Giulia Iori , Saqib Jafarey