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Context: Financial system stability is determined by the condition of the banking system. A bank failure can destroy the stability of the financial system, as banks are subject to systemic risk, affecting not only individual banks but also…
Share prices of financial companies from the S&P 500 list have been modeled by a linear function of consumer price indices in the USA. The Johansen and Engle-Granger tests for cointegration both demonstrated the presence of an equilibrium…
This paper examines whether repeated payday loan use, commonly known as the debt trap, harms borrowers' financial wellbeing. Using Open Banking data from 1,815 UK borrowers observed between 2017 and 2018, we model borrowing intensity using…
We propose a time-fractional compartmental model (SEI$_A$I$_S$HRD) comprising of the susceptible, exposed, infected (asymptomatic and symptomatic), hospitalized, recovered and dead population for the Covid-19 pandemic. We study the…
The availability of continuous helioseismic data for two consecutive solar minima has provided a unique opportunity to study the changes in the solar interior that might have led to this unusual minimum. We present preliminary analysis of…
Over the last several years, several well-established and prominent brick-and-mortar retail chains have ceased operations, raising concerns for something that some have referred to as a retail apocalypse. While the demise of…
Upon arrival to a new country, many immigrants face job downgrading, a phenomenon describing workers being in jobs below the ones they have based on the skills they possess. Moreover, in the presence of downgrading immigrants receiving…
Can data from mobile phones be used to observe economic shocks and their consequences at multiple scales? Here we present novel methods to detect mass layoffs, identify individuals affected by them, and predict changes in aggregate…
To implement the previously formulated principles of sustainable economic development, all non-negative solutions of the linear system of equations and inequalities, which are satisfied by the vector of real consumption, are completely…
Homelessness among US veterans remains a critical public health challenge, yet risk prediction offers a pathway for proactive intervention. In this retrospective prognostic study, we analyzed electronic health record (EHR) data from…
Limit order books can transition rapidly from stable to stressed conditions, yet standard early-warning signals such as order flow imbalance and short-term volatility are inherently reactive. We formalise this limitation via a three-regime…
According to most inflationary models, fluctuations that are of cosmological size today started out much smaller than any plausible cutoff length such as the string or Planck lengths. It has been shown that this could open an experimental…
We model the spreading of a crisis by constructing a global economic network and applying the Susceptible-Infected-Recovered (SIR) epidemic model with a variable probability of infection. The probability of infection depends on the strength…
The physical and economic damages of hurricanes can acutely affect employment and the well-being of employees. However, a comprehensive understanding of these impacts remains elusive as many studies focused on narrow subsets of regions or…
We measure the Euro Area (EA) output gap and potential output using a non-stationary dynamic factor model estimated on a large dataset of macroeconomic and financial variables. Our results indicate that, between 2012 and 2024, the EA…
I develop algorithms to facilitate Bayesian inference in structural vector autoregressions that are set-identified with sign and zero restrictions by showing that the system of restrictions is equivalent to a system of sign restrictions in…
The evolution of inflation, p(t), and unemployment, UE(t), in Japan has been modeled. Both variables were represented as linear functions of the change rate of labor force, dLF/LF. These models provide an accurate description of…
A wide variety of methods have been developed for identifying depression, but they focus primarily on measuring the degree to which individuals are suffering from depression currently. In this work we explore the possibility of predicting…
Mental well-being and social media have been closely related domains of study. In this research a novel model, AD prediction model, for anxious depression prediction in real-time tweets is proposed. This mixed anxiety-depressive disorder is…
We calculated the cross correlations between the half-hourly times series of the ten Dow Jones US economic sectors over the period February 2000 to August 2008, the two-year intervals 2002--2003, 2004--2005, 2008--2009, and also over 11…