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We develop a machine-learning-based method, Principal Smooth-Dynamics Analysis (PriSDA), to identify patterns in economic development and to automate the development of new theory of economic dynamics. Traditionally, economic growth is…

Physics and Society · Physics 2018-12-11 Charles D. Brummitt , Andres Gomez-Lievano , Ricardo Hausmann , Matthew H. Bonds

The financial markets are understood as complex dynamical systems whose dynamics is analysed mostly using nonstationary and brief data sets that usually come from stock markets. For such data sets, a reliable method of analysis is based on…

Statistical Finance · Quantitative Finance 2022-11-23 Krishnadas M. , K. P. Harikrishnan , G. Ambika

Threats on the stability of a financial system may severely affect the functioning of the entire economy, and thus considerable emphasis is placed on the analyzing the cause and effect of such threats. The financial crisis in the current…

Risk Management · Quantitative Finance 2014-10-28 Piotr Berman , Bhaskar DasGupta , Lakshmi Kaligounder , Marek Karpinski

Structural change consists of industrial diversification towards more productive, knowledge intensive activities. However, changes in the productive structure bear inherent links with job creation and income distribution. In this paper, we…

General Economics · Economics 2026-05-13 Bernardo Caldarola , Dario Mazzilli , Aurelio Patelli , Angelica Sbardella

The aim of this study is to contribute to the theory of exogenous economic shocks and their equivalents in an attempt to explain business cycle fluctuations, which still do not have a clear explanation. To this end the author has developed…

General Economics · Economics 2019-12-20 Shteryo Nozharov

In this paper, we design two chapters to discuss trade dynamics with heterogeneous fluctuations, contributing new insights to macroeconomic issues related to international trade. In the first chapter, we model general exchange rate…

Econometrics · Economics 2026-03-11 Yongheng Hu

The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. We analyze the time dependence of the…

Statistical Finance · Quantitative Finance 2010-11-18 Dion Harmon , Blake Stacey , Yavni Bar-Yam , Yaneer Bar-Yam

In this comment we discuss how complexity science and network science are particularly useful for identifying and describing the hidden traces of economic misbehaviour such as fraud and corruption.

Physics and Society · Physics 2020-08-31 János Kertész , Johannes Wachs

Complex systems have become a popular lens for analyzing cities and complexity theory has many implications for urban performance and resilience. This paper develops a typology of measures and indicators for assessing the physical…

Physics and Society · Physics 2018-10-05 Geoff Boeing

Corporate insolvency can have a devastating effect on the economy. With an increasing number of companies making expansion overseas to capitalize on foreign resources, a multinational corporate bankruptcy can disrupt the world's financial…

Statistical Finance · Quantitative Finance 2018-02-16 Jacky C. K. Chow

As countries develop, the relative importance of agriculture declines and economic activity becomes spatially concentrated. We develop a model integrating structural change and regional disparities to jointly capture these phenomena. A key…

General Economics · Economics 2024-12-06 Clement E. Bohr , Marti Mestieri , Frederic Robert-Nicoud

Do governments adjust budgetary policy to rising public debt, precluding fiscal unsustainability? Using budget data for 52 industrial and emerging economies since 1990, we apply panel methods accounting for cross-sectional dependence and…

General Economics · Economics 2025-07-18 Paolo Canofari , Alessandro Piergallini , Marco Tedeschi

Complexity science offers a wide range of measures for quantifying unpredictability, structure, and information. Yet, a systematic conceptual organization of these measures is still missing. We present a unified framework that locates…

Machine Learning · Computer Science 2025-05-13 Nima Dehghani

This article is a follow-up of a short essay that appeared in Nature 455, 1181 (2008) [arXiv:0810.5306]. It has become increasingly clear that the erratic dynamics of markets is mostly endogenous and not due to the rational processing of…

General Finance · Quantitative Finance 2009-04-07 Jean-Philippe Bouchaud

Behavioural finance offers a valuable framework for examining foreign exchange (FX) market dynamics, including puzzles such as excess volatility and fat-tailed distributions. Yet, when it comes to their interaction with the `real' side of…

General Economics · Economics 2025-08-05 Marwil J. Davila-Fernandez , Serena Sordi

We study a credit risk model which captures effects of economic interactions on a firm's default probability. Economic interactions are represented as a functionally defined graph, and the existence of both cooperative, and competitive,…

Physics and Society · Physics 2009-11-11 J. P. L. Hatchett , R. Kuehn

This study analyses the impacts of economic complexity on environmental performance in BRICS-T countries. Annual data for the period 1999-2021, Durbin-Hausman cointegration test and Augmented Mean Group (AMG) estimator are used in the…

General Economics · Economics 2026-04-16 Emre Akusta

The international financial system is currently not yet prepared to face a foreseeable crisis mainly motivated by the dichotomy between the real economy and the virtual economy. Skepticism is widespread even when it comes to investments in…

General Finance · Quantitative Finance 2022-03-24 I Martín-de-Santos

The taxation of multi-national companies is a complex field, since it is influenced by the legislation of several states. Laws in different states may have unforeseen interaction effects, which can be exploited by allowing multinational…

Artificial Intelligence · Computer Science 2020-10-19 Niklas Lüdemann , Ageda Shiba , Nikolaos Thymianis , Nicolas Heist , Christopher Ludwig , Heiko Paulheim

High-dimensional computational challenges are frequently explained via the curse of dimensionality, i.e., increasing the number of dimensions leads to exponentially growing computational complexity. In this commentary, we argue that…

Adaptation and Self-Organizing Systems · Physics 2018-12-24 Christian Kuehn
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