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We integrate information-theoretic concepts into the design and analysis of optimistic algorithms and Thompson sampling. By making a connection between information-theoretic quantities and confidence bounds, we obtain results that relate…

Machine Learning · Statistics 2019-11-25 Xiuyuan Lu , Benjamin Van Roy

In this pedagogical study, carried out by adopting standard mathematical methods of nonlinear dynamics, we have presented some simple analytical models to understand terminal behaviour in industrial growth. This issue has also been…

General Finance · Quantitative Finance 2008-12-02 Arnabi Marjit , Sudipto Marjit , Arnab K. Ray

In multivariate time series systems, key insights can be obtained by discovering lead-lag relationships inherent in the data, which refer to the dependence between two time series shifted in time relative to one another, and which can be…

Machine Learning · Statistics 2023-09-20 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

This paper examines the changing nature of knowledge-based innovation systems in light of the dynamic interconnections between the university, industry and government. Industries have to assess in what way and to what extent they decide to…

Physics and Society · Physics 2009-11-24 Loet Leydesdorff

Human Activity Recognition using wearable inertial sensors is foundational to healthcare monitoring, fitness analytics, and context-aware computing, yet its deployment is hindered by cross-user variability arising from heterogeneous…

Machine Learning · Computer Science 2026-03-18 Xiaozhou Ye , Feng Jiang , Zihan Wang , Xiulai Wang , Yutao Zhang , Kevin I-Kai Wang

We tackle the problem of collaborative filtering (CF) with side information, through the lens of Gaussian Process (GP) regression. Driven by the idea of using the kernel to explicitly model user-item similarities, we formulate the GP in a…

Machine Learning · Statistics 2017-06-09 Hyunjik Kim , Xiaoyu Lu , Seth Flaxman , Yee Whye Teh

When predictions are performative, the choice of which predictor to deploy influences the distribution of future observations. The overarching goal in learning under performativity is to find a predictor that has low \emph{performative…

Machine Learning · Computer Science 2024-05-29 Licong Lin , Tijana Zrnic

The origin of economic crises is a key problem for economics. We present a model of long-run competitive markets to show that the multiplicity of behaviors in an economic system, over a long time scale, emerge as statistical regularities…

Physics and Society · Physics 2010-10-08 Yong Tao

We model an economy-wide production network by cascading binary compounding functions, based on the sequential processing nature of the production activities. As we observe a hierarchy among the intermediate processes spanning the empirical…

Economics · Quantitative Finance 2023-04-06 Satoshi Nakano , Kazuhiko Nishimura

We consider a federated learning (FL) system consisting of multiple clients and a server, where the clients aim to collaboratively learn a common decision model from their distributed data. Unlike the conventional FL framework that assumes…

Machine Learning · Computer Science 2023-05-10 Kun Jin , Tongxin Yin , Zhongzhu Chen , Zeyu Sun , Xueru Zhang , Yang Liu , Mingyan Liu

The global decline in the labor income share has challenged the classical Kaldor facts; however, the macroeconomic aggregation mechanism -- namely, how aggregate factor shares emerge from firm-level heterogeneity -- remains underexplored.…

Theoretical Economics · Economics 2026-02-04 Jihyuan Liuh

We study the scaling of (i) numbers of workers and aggregate incomes by occupational categories against city size, and (ii) total incomes against numbers of workers in different occupations, across the functional metropolitan areas of…

Physics and Society · Physics 2019-10-17 Somwrita Sarkar , Elsa Arcaute , Erez Hatna , Tooran Alizadeh , Glen Searle , Michael Batty

Turnpike theorems state that if an investor's utility is asymptotically equivalent to a power utility, then the optimal investment strategy converges to the CRRA strategy as the investment horizon tends to infinity. This paper aims to…

Portfolio Management · Quantitative Finance 2025-12-02 Hiroki Yamamichi

This paper explores the dynamics of learning in a multi-sector general equilibrium model where firms operate under incomplete information about their production returns to scale. Firms iteratively update their beliefs using maximum…

Computer Science and Game Theory · Computer Science 2025-12-09 Stefano Nasini , Rabia Nessah , Bertrand Wigniolle

Despite its paramount importance in the empirical growth literature, productivity convergence analysis has three problems that have yet to be resolved: (1) little attempt has been made to explore the hierarchical structure of industry-level…

Econometrics · Economics 2021-11-02 Guohua Feng , Jiti Gao , Bin Peng

Tis paper is a literature review focusing on human capital, skills of employees, demographic change, management, training and their impact on productivity growth. Intrafirm behaviour has been recognized as a potentially important driver for…

General Economics · Economics 2021-04-02 Matthias Bahr , Leif Laszig

In the context of the Cobb-Douglas productivity model we consider the $N \times N$ input-output linkage matrix $W$ for a network of $N$ firms $f_1, f_2, \cdots, f_N$. The associated influence vector $v_w$ of $W$ is defined in terms of the…

Discrete Mathematics · Computer Science 2023-10-05 Jesse Geneson , Alvin Moon , Nicolas Robles , Aaron Strong , Jonathan Welburn

It is widely assumed that increases in economic productivity necessarily lead to economic growth. In this paper, it is shown that this is not always the case. An idealized model of an economy is presented in which a new technology allows…

General Economics · Economics 2024-11-26 Casey O. Barkan

Assessing the probability of occurrence of extreme events is a crucial issue in various fields like finance, insurance, telecommunication or environmental sciences. In a multivariate framework, the tail dependence is characterized by the…

Statistics Theory · Mathematics 2015-05-26 Nicolas Goix , Anne Sabourin , Stéphan Clémençon

Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang