Related papers: Money Growth and Inflation: A Quantile Sensitivity…
We perform a quantitative analysis of the gain/loss asymmetry for financial time series by using a Bayesian approach. In particular, we focus on some selected indices and analyze the statistical significance of the asymmetry amount through…
The decoherence of quantum fluctuations into classical perturbations during inflation is discussed. A simple quantum mechanical argument, using a spatial particle wavefunction rather than a field description, shows that observable…
Using the long wave perturbation scheme(gradient expansion), the effect of inhomogeneity on the inflationary phase is investigated. We solved the perturbation equation of which source term comes from inhomogeneity of a scalar field and a…
Quantile aggregation with dependence uncertainty has a long history in probability theory with wide applications in finance, risk management, statistics, and operations research. Using a recent result on inf-convolution of quantile-based…
We explore the super-horizon evolution of the two-point and three-point correlation functions of the primordial density perturbation in randomly-generated multi-field potentials. We use the Transport method to evolve perturbations and give…
This paper shows that the degree of approximate multicollinearity in a linear regression model increases simply by including independent variables, even if these are not highly linearly related. In the current situation where it is…
Dynamical models of inflation are given with composite inflatons by means of massive supersymmetric gauge theory. Nearly flat directions and stable massive ones in the potential are identified and slow-roll during inflation is examined.…
The causal compatibility question asks whether a given causal structure graph -- possibly involving latent variables -- constitutes a genuinely plausible causal explanation for a given probability distribution over the graph's observed…
In this paper, we investigate the economic mobility in some money transfer models which have been applied into the research on wealth distribution. We demonstrate the mobility by recording the time series of agents' ranks and observing…
Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…
We study the evolution of various measures of quantumness of the curvature perturbation by integrating out the inaccessible entropic fluctuations in the multi-field models of inflation. In particular, we discuss the following measures of…
An alternative inflationary model is proposed predicated upon a consideration of the form of the uncertainty principle in a curved background spacetime. An argument is presented suggesting a possible curvature dependence in the correct…
The time dependence of the currency exchange rate K treated as a function of national dividend, investments and difference between total demand for a goods and supply is considered. To do this a proposed earlier general algorithm of…
Collective phenomena with universal properties have been observed in many complex systems with a large number of components. Here we present a microscopic model of the emergence of scaling behavior in such systems, where the interaction…
Income- and price-elasticity of demand quantify the responsiveness of markets to changes in income, and in prices, respectively. Under the assumptions of utility maximization and preference-independence (additive preferences), mathematical…
The effects of saving and spending patterns on holding time distribution of money are investigated based on the ideal gas-like models. We show the steady-state distribution obeys an exponential law when the saving factor is set uniformly,…
The basic workings of inflationary models are summarized, along with the arguments that strongly suggest that our universe is the product of inflation. I describe the quantum origin of density perturbations, giving a heuristic derivation of…
We present a replica field-theoretic approach to stochastic inflation in which a manifestation of dimensional reduction is found. The scale above which the latter dominates grows exponentially fast with time and thus affects largest…
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…