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We present a macroeconomic agent-based model that combines several mechanisms operating at the same timescale, while remaining mathematically tractable. It comprises enterprises and workers who compete in a job market and a commodity goods…

General Finance · Quantitative Finance 2012-11-26 Cornelia Metzig , Mirta Gordon

A two-component model for the evolution of real GDP per capita in the USA is presented and tested. The first component of the GDP growth rate represents an economic trend and is inversely proportional to the attained level of real GDP per…

General Finance · Quantitative Finance 2008-12-02 Ivan O. Kitov , Oleg I. Kitov , Svetlana A. Dolinskaya

Mutualistic communities have an internal structure that makes them resilient to external per- turbations. Late research has focused on their stability and the topology of the relations between the different organisms to explain the reasons…

Populations and Evolution · Quantitative Biology 2014-09-19 Javier Garcia-Algarra , Javier Galeano , Juan Manuel Pastor , Jose Maria Iriondo , Jose J. Ramasco

We present a simple two-dimensional dynamical system where two nonlinear terms, exerting respectively positive feedback and reversal, compete to create a singularity in finite time decorated by accelerating oscillations. The power law…

Statistical Mechanics · Physics 2009-11-07 K. D. Ide , D. Sornette

Recent events such as the global financial crisis have renewed the interest in the topic of economic networks. One of the main channels of shock propagation among countries is the International Trade Network (ITN). Two important models for…

General Finance · Quantitative Finance 2015-02-23 Assaf Almog , Tiziano Squartini , Diego Garlaschelli

In this paper we conduct a longitudinal analysis of the structure of labour markets in the US over 7 decades of technological, economic and policy change. We make use of network science, natural language processing and machine learning to…

Computers and Society · Computer Science 2022-04-15 Shahad Althobaiti , Ahmad Alabdulkareem , Judy Hanwen Shen , Iyad Rahwan , Morgan Frank , Esteban Moro , Alex Rutherford

By integrating survival analysis, machine learning algorithms, and economic interpretation, this research examines the temporal dynamics associated with attaining a 5 percent rise in purchasing power parity-adjusted GDP per capita over a…

General Economics · Economics 2024-04-09 Diego Vallarino

Estimating the capabilities, or inputs of production, that drive and constrain the economic development of urban areas has remained a challenging goal. We posit that capabilities are instantiated in the complexity and sophistication of…

Physics and Society · Physics 2021-09-17 Andres Gomez-Lievano , Oscar Patterson-Lomba

A practical statistical analysis on the regional populations and GDPs of China is conducted. The result shows that the distribution of the populations and that of the GDPs obeys the shifted power law, respectively. To understand these…

Physics and Society · Physics 2018-02-14 Jie Huo , Xu-Ming Wang , Rui Hao , Peng Wang

Limit Order Books (LOBs) serve as a mechanism for buyers and sellers to interact with each other in the financial markets. Modelling and simulating LOBs is quite often necessary for calibrating and fine-tuning the automated trading…

Trading and Market Microstructure · Quantitative Finance 2024-03-04 Konark Jain , Nick Firoozye , Jonathan Kochems , Philip Treleaven

We consider a model of bilateral trade with private values. The value of the buyer and the cost of the seller are jointly distributed. The true joint distribution is unknown to the designer, however, the marginal distributions of the value…

Theoretical Economics · Economics 2023-01-02 Komal Malik

Economic forecasting is concerned with the estimation of some variable like gross domestic product (GDP) in the next period given a set of variables that describes the current situation or state of the economy, including industrial…

Econometrics · Economics 2024-04-08 Pedro Afonso Fernandes

Large Language Models (LLMs) show significant potential in economic and strategic interactions, where communication via natural language is often prevalent. This raises key questions: Do LLMs behave rationally? How do they perform compared…

Computation and Language · Computer Science 2026-03-03 Eilam Shapira , Omer Madmon , Itamar Reinman , Samuel Joseph Amouyal , Roi Reichart , Moshe Tennenholtz

We present an integrated database suitable for the investigations of the Economic development of countries by using the Economic Fitness and Complexity framework. Firstly, we implement machine learning techniques to reconstruct the database…

General Economics · Economics 2023-08-15 Aurelio Patelli , Andrea Zaccaria , Luciano Pietronero

We construct a data-driven model of flows in graphs that captures the essential elements of the movement of workers between jobs in the companies (firms) of entire economic systems such as countries. The model is based on the observation…

Physics and Society · Physics 2023-02-22 Eduardo López , Omar Guerrero , Robert L. Axtell

Feedback-evolving games is a framework that models the co-evolution between payoff functions and an environmental state. It serves as a useful tool to analyze many social dilemmas such as natural resource consumption, behaviors in…

Computer Science and Game Theory · Computer Science 2024-08-23 Keith Paarporn , James Nelson

Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including power markets and the power systems they intend to govern. Transaction-based control is founded on the conjecture that the…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David P. Chassin

We present a quantitative characterisation of the fluctuations of the annualized growth rate of the real US GDP per capita growth at many scales, using a wavelet transform analysis of two data sets, quarterly data from 1947 to 2015 and…

General Finance · Quantitative Finance 2016-07-15 Sandro Lera , Didier Sornette

We consider a simple variant of the von Neumann model of an expanding economy, in which multiple producers make goods according to their production function. The players trade their goods at the market and then use the bundles acquired for…

Computer Science and Game Theory · Computer Science 2019-09-27 Simina Brânzei , Ruta Mehta , Noam Nisan

Understanding the statistical dynamics of growth and inequality is a fundamental challenge to ecology and society. Recent analyses of wealth and income dynamics in contemporary societies show that economic inequality is very dynamic and…

Physics and Society · Physics 2022-10-19 Jordan T. Kemp , Luis M. A. Bettencourt
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