English
Related papers

Related papers: Economic Hysteresis and Its Mathematical Modeling

200 papers

Economies are complex man-made systems where organisms and markets interact according to motivations and principles not entirely understood yet. The increasing dissatisfaction with the postulates of traditional economics i.e. perfectly…

Adaptation and Self-Organizing Systems · Physics 2012-06-04 Jaime Gomez-Ramirez , Manuel G. Bedia

The classical Lanchester's model is shortly reviewed and analysed, with particular attention to the critical issues that intrinsically arise from the mathematical formalization of the problem. We then generalize a particular version of such…

Physics and Society · Physics 2023-06-09 Nicolò Cangiotti , Marco Capolli , Mattia Sensi

The enterprise of trying to explain different social and economic phenomena using concepts and ideas drawn from physics has a long history. Statistical mechanics, in particular, has been often seen as most likely to provide the means to…

Physics and Society · Physics 2019-06-28 Shakti N. Menon , V. Sasidevan , Sitabhra Sinha

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

In order to figure out and to forecast the emergence phenomena of social systems, we propose several probabilistic models for the analysis of financial markets, especially around a crisis. We first attempt to visualize the collective…

Statistical Finance · Quantitative Finance 2015-06-17 Takero Ibuki , Shunsuke Higano , Sei Suzuki , Jun-ichi Inoue , Anirban Chakraborti

The relaxion mechanism is a novel solution to the hierarchy problem. In this first statistical analysis of the relaxion mechanism, we quantify the relative plausibility of a QCD and a non-QCD relaxion model versus the Standard Model with…

High Energy Physics - Phenomenology · Physics 2016-09-15 Andrew Fowlie , Csaba Balazs , Graham White , Luca Marzola , Martti Raidal

Epidemic disease spreading is conventionally often modelled and analyzed by means of rate and diffusion equations, following the paradigms of well-controlled chemical reactions and diffusive dynamics in a test tube. Yet, serious worries…

Physics and Society · Physics 2023-01-03 Klaus Kroy

Existence theory in economics is usually in real domains such as the findings of chaotic trajectories in models of economic growth, tatonnement, or overlapping generations models. Computational examples, however, sometimes converge rapidly…

General Economics · Economics 2022-11-07 Richard H. Day , Oleg V. Pavlov

The field of retail analytics has been transformed by the availability of rich data which can be used to perform tasks such as demand forecasting and inventory management. However, one task which has proved more challenging is the…

Applications · Statistics 2018-05-16 James Pitkin , Ioanna Manolopoulou , Gordon Ross

This paper addresses a nonlinear partial differential control system arising in population dynamics. The system consist of three diffusion equations describing the evolutions of three biological species: prey, predator, and food for the…

Analysis of PDEs · Mathematics 2021-04-20 Sergey A. Timoshin , Chen Bin

Standard economic theory uses mathematics as its main means of understanding, and this brings clarity of reasoning and logical power. But there is a drawback: algebraic mathematics restricts economic modeling to what can be expressed only…

General Economics · Economics 2021-04-08 W. Brian Arthur

Statistics has moved beyond the frequentist-Bayesian controversies of the past. Where does this leave our ability to interpret results? I suggest that a philosophy compatible with statistical practice, labeled here statistical pragmatism,…

Other Statistics · Statistics 2011-06-23 Robert E. Kass

We give a nontechnical description of the behaviour of dynamical systems governed by two distinct time scales. We discuss in particular memory effects, such as bifurcation delay and hysteresis, and comment the scaling behaviour of…

chao-dyn · Physics 2007-05-23 Nils Berglund

A theoretical model is presented which provides a way to simulate, at a very abstract level, power struggles in the social world. In the model, agents can benefit or harm each other, to varying degrees and with differing levels of…

Social and Information Networks · Computer Science 2016-12-15 Michael Poulshock

Structural damping is known to be approximately rate-independent in many cases. Popular models for rate-independent dissipation are hysteresis models; and a highly popular hysteresis model is the Bouc-Wen model. If such hysteretic…

Computational Engineering, Finance, and Science · Computer Science 2023-02-22 Bidhayak Goswami , Anindya Chatterjee

A burgeoning literature in economics studies how people form beliefs about the causal structures linking economic variables, and what happens when those beliefs are mistaken. We survey this research and connect it to a rich literature in…

General Economics · Economics 2026-04-03 Sandro Ambuehl , Rahul Bhui , Heidi C. Thysen

In both finance and economics, quantitative models are usually studied as isolated mathematical objects --- most often defined by very strong simplifying assumptions concerning rationality, efficiency and the existence of disequilibrium…

General Finance · Quantitative Finance 2010-10-04 Harbir Lamba

With the aid of simple analytical computations for the Ehrenfest model, we clarify some basic features of macroscopic irreversibility. The stochastic character of the model allows us to give a non-ambiguous interpretation of the general…

Statistical Mechanics · Physics 2019-05-07 Marco Baldovin , Lorenzo Caprini , Angelo Vulpiani

Most studies tackling hysteresis identification in the technical literature follow white-box approaches, i.e. they rely on the assumption that measured data obey a specific hysteretic model. Such an assumption may be a hard requirement to…

Systems and Control · Computer Science 2016-10-31 Jean-Philippe Noël , Alireza F. Esfahani , Gaetan Kerschen , Johan Schoukens

Critical hysteresis in ferromagnets is investigated through a $N$-component spin model with random anisotropies, more prevalent experimentally than the random fields used in most theoretical studies. Metastability, and the tensorial nature…

Materials Science · Physics 2009-11-10 Rava A. da Silveira , Stefano Zapperi