Related papers: Predicting Company Growth using Scaling Theory inf…
We first estimate the average growth of a company's annual income and its variance by using both real company data and a numerical model which we already introduced a couple of years ago. Investment strategies expecting for income growth is…
In the preceding paper we presented empirical results describing the growth of publicly-traded United States manufacturing firms within the years 1974--1993. Our results suggest that the data can be described by a scaling approach. Here, we…
Publicly traded companies are fundamental units of contemporary economies and markets and are important mechanisms through which humans interact with their environments. Understanding the general properties that underlie the processes of…
Thanks to the increasing availability of granular, yet high-dimensional, firm level data, machine learning (ML) algorithms have been successfully applied to address multiple research questions related to firm dynamics. Especially supervised…
There is growing interest in using machine learning (ML) methods for structural metamodeling due to the substantial computational cost of traditional simulations. Purely data-driven strategies often face limitations in model robustness,…
The convergence of statistical learning and molecular physics is transforming our approach to modeling biomolecular systems. Physics-informed machine learning (PIML) offers a systematic framework that integrates data-driven inference with…
An appropriate calibration and forecasting of volatility and market risk are some of the main challenges faced by companies that have to manage the uncertainty inherent to their investments or funding operations such as banks, pension funds…
We introduce a simple agent-based model which allows us to analyze three stylized facts: a fat-tailed size distribution of companies, a `tent-shaped' growth rate distribution, the scaling relation of the growth rate variance with firm size,…
Predicting dynamic behaviors is one of the goals of science in general as well as essential to many specific applications of human knowledge to real world systems. Here we introduce an analytic approach using the sigmoid growth curve to…
Machine learning models can make critical errors that are easily hidden within vast amounts of data. Such errors often run counter to rules based on human intuition. However, rules based on human knowledge are challenging to scale or to…
In the dynamic landscape of continuous change, Machine Learning (ML) "nowcasting" models offer a distinct advantage for informed decision-making in both public and private sectors. This study introduces ML-based GDP growth projection models…
Scientific Machine Learning (SciML) is a recently emerged research field which combines physics-based and data-driven models for the numerical approximation of differential problems. Physics-based models rely on the physical understanding…
1. Although environmental variability is expected to play a more prominent role under climate change, current demographic models that ignore the differential environmental histories of cohorts across generations are unlikely to accurately…
We revisit granular models that represent the size of a firm as the sum of the sizes of multiple constituents or sub-units. Originally developed to address the unexpectedly slow reduction in volatility as firm size increases, these models…
Recent studies in multivariate time series (MTS) forecasting reveal that explicitly modeling the hidden dependencies among different time series can yield promising forecasting performance and reliable explanations. However, modeling…
Using a comprehensive sample of 2,585 bankruptcies from 1990 to 2019, we benchmark the performance of various machine learning models in predicting financial distress of publicly traded U.S. firms. We find that gradient boosted trees…
Control valve stiction, a friction that prevents smooth valve movement, is a common fault in industrial process systems that causes instability, equipment wear, and higher maintenance costs. Many plants still operate with conventional…
We analyse growth vulnerabilities in the US using quantile partial correlation regression, a selection-based machine-learning method that achieves model selection consistency under time series. We find that downside risk is primarily driven…
Automated Machine Learning (AutoML) systems have been shown to efficiently build good models for new datasets. However, it is often not clear how well they can adapt when the data evolves over time. The main goal of this study is to…
Scoring patent documents is very useful for technology management. However, conventional methods are based on static models and, thus, do not reflect the growth potential of the technology cluster of the patent. Because even if the cluster…