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This work provides some general theorems about unconditional and conditional weak convergence of empirical processes in the case of Poisson sampling designs. The theorems presented in this work are stronger than previously published…

Statistics Theory · Mathematics 2019-06-12 Leo Pasquazzi

Electricity markets typically operate in two stages, day-ahead and real-time. Despite best efforts striving efficiency, evidence of price manipulation has called for system-level market power mitigation (MPM) initiatives that substitute…

Optimization and Control · Mathematics 2023-08-11 Rajni Kant Bansal , Yue Chen , Pengcheng You , Enrique Mallada

We demonstrate that minority mechanisms arise in the dynamics of markets because of effects of price impact; accordingly the relative importance of minority and delayed majority mechanisms depends on the frequency of trading. We then use…

Statistical Mechanics · Physics 2008-12-02 Damien Challet , Tobias Galla

The work studies the problem of decentralized constrained POMDPs in a team-setting where multiple nonstrategic agents have asymmetric information. Using an extension of Sion's Minimax theorem for functions with positive infinity and results…

Optimization and Control · Mathematics 2025-04-29 Nouman Khan , Vijay Subramanian

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

We consider estimation of worker skills from worker-task interaction data (with unknown labels) for the single-coin crowd-sourcing binary classification model in symmetric noise. We define the (worker) interaction graph whose nodes are…

Machine Learning · Computer Science 2017-06-22 Yao Ma , Alex Olshevsky , Venkatesh Saligrama , Csaba Szepesvari

We establish the existence of non-constant periodic solutions to the Lorentz force equation, where no scalar potential is needed to induce the electromagnetic field. Our results extend to cases where a possibly singular scalar potential is…

Dynamical Systems · Mathematics 2025-10-30 Manuel Garzón , Salvador López-Martínez

We introduce uncertainty into a pure exchange economy and establish a connection between Shannon's differential entropy and uniqueness of price equilibria. The following conjecture is proposed under the assumption of a uniform probability…

Theoretical Economics · Economics 2021-02-22 Andrea Loi , Stefano Matta

When several two-sided matching markets merge into one, it is inevitable that some agents will become worse off if the matching mechanism used is stable. I formalize this observation by defining the property of integration monotonicity,…

Economics · Quantitative Finance 2018-09-17 Josue Ortega

A financial market comprising of a certain number of distinct companies is considered, and the following statement is proved: either a specific agent will surely beat the whole market unconditionally in the long run, or (and this "or" is…

General Finance · Quantitative Finance 2010-12-30 Constantinos Kardaras

The average economic agent is often used to model the dynamics of simple markets, based on the assumption that the dynamics of many agents can be averaged over in time and space. A popular idea that is based on this seemingly intuitive…

Trading and Market Microstructure · Quantitative Finance 2015-07-29 Sebastian M. Krause , Stefan Boerries , Stefan Bornholdt

This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that…

Statistics Theory · Mathematics 2019-06-18 Leo Pasquazzi

Income and wealth distribution affect stability of a society to a large extent and high inequality affects it negatively. Moreover, in the case of developed countries, recently has been proven that inequality is closely related to all…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean , Fedor Kusmartsev

We examine the gender gap in income in Poland in relation to parenthood status, employing the placebo event history method adapted to low-resolution data (Polish Generations and Gender Survey). Our analysis reveals anticipatory behavior in…

General Economics · Economics 2024-02-07 Radost Waszkiewicz , Honorata Bogusz

We construct a theoretical model for equilibrium distribution of workers across sectors with different labor productivity, assuming that a sector can accommodate a limited number of workers which depends only on its productivity. A general…

Statistical Finance · Quantitative Finance 2012-05-14 Hideaki Aoyama , Hiroshi Iyetomi , Hiroshi Yoshikawa

Optimization in engineering requires appropriate models. In this article, a regression method for enhancing the predictive power of a model by exploiting expert knowledge in the form of shape constraints, or more specifically, monotonicity…

I examine whether the early but temporary availability of low-barrier employment opportunities in the hospitality sector affects the labor market integration of refugees. My identification strategy combines the quasi-exogenous allocation of…

General Economics · Economics 2025-12-22 Felix Degenhardt

We study a variation of the price competition model a la Bertrand, in which firms must offer menus of contracts that obey monotonicity constraints, e.g., wages that rise with worker productivity to comport with equal pay legislation. While…

Theoretical Economics · Economics 2025-07-25 Fuhito Kojima , Bobak Pakzad-Hurson

We examine the effects of monetary policy on income inequality in Japan using a novel econometric approach that jointly estimates the Gini coefficient based on micro-level grouped data of households and the dynamics of macroeconomic…

Econometrics · Economics 2022-10-04 Martin Feldkircher , Kazuhiko Kakamu

This study examines the relationship between automation and income inequality across different countries, taking into account the varying levels of technological adoption and labor market institutions. The research employs a panel data…

General Economics · Economics 2023-04-18 Asuna Gilfoyle