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We analyze the effects of inelastic scattering on the tunneling time theoretically, using generalized Nelson's quantum mechanics. This generalization enables us to describe quantum system with optical potential and channel couplings in a…

Quantum Physics · Physics 2007-05-23 Kentaro Imafuku , Ichiro Ohba , Yoshiya Yamanaka

What is the demand elasticity of statistical arbitrageurs that invest according to the advice of modern cross-sectional asset pricing models? Thirteen models from the literature exhibit strikingly inelastic demand, in contrast to classical…

Portfolio Management · Quantitative Finance 2024-09-27 Carter Davis

In our model, private actors with interbank cash flows similar to, but nore general than (Carmona, Fouque, Sun, 2013) borrow from the outside economy at a certain interest rate, controlled by the central bank, and invest in risky assets.…

Risk Management · Quantitative Finance 2018-10-09 Aditya Maheshwari , Andrey Sarantsev

We challenge the prevailing view that weight oscillations observed during Quantization Aware Training (QAT) are merely undesirable side-effects and argue instead that they are an essential part of QAT. We show in a univariate linear model…

Machine Learning · Computer Science 2025-12-10 Jonathan Wenshøj , Bob Pepin , Raghavendra Selvan

Financial volatility risk and its relation to a business cycle-related intrinsic time is addressed through a multiple round evolutionary quantum game equilibrium leading to turbulence and multifractal signatures in the financial returns and…

Risk Management · Quantitative Finance 2012-01-04 Carlos Pedro Gonçalves

We use an one dimensional model of a square barrier embedded in an infinite potential well to demonstrate that tunneling leads to a complex behavior of the wave function and that the degree of complexity may be quantified by use of the…

Quantum Physics · Physics 2015-07-20 Ofir Flom , Asher Yahalom , Haggai Zilberberg , L. P. Horwitz , Jacob Levitan

This paper examines deposits of individuals ("retail") and large companies ("wholesale") in the U.S. banking industry, and how these deposit types are impacted by macroeconomic factors, such as quantitative easing (QE). Actual data for…

Machine Learning · Computer Science 2021-01-25 Ni Zhan

Despite the superior performance, Large Language Models~(LLMs) require significant computational resources for deployment and use. To overcome this issue, quantization methods have been widely applied to reduce the memory footprint of LLMs…

Computation and Language · Computer Science 2023-07-27 Peiyu Liu , Zikang Liu , Ze-Feng Gao , Dawei Gao , Wayne Xin Zhao , Yaliang Li , Bolin Ding , Ji-Rong Wen

We develop a theory of securities price formation and dynamics based on quantum approach and without presuming any similarities with quantum mechanics. Disorder introduced by trading environment leads to probability distribution of returns…

Trading and Market Microstructure · Quantitative Finance 2016-05-19 Jack Sarkissian

Quality Estimation (QE) models have the potential to change how we evaluate and maybe even train machine translation models. However, these models still lack the robustness to achieve general adoption. We show that State-of-the-art QE…

Computation and Language · Computer Science 2022-03-17 Muhammed Yusuf Kocyigit , Jiho Lee , Derry Wijaya

We argue that a negative interest rate policy (NIRP) can be an effect tool for macroeconomic stabilization. We first discuss how implementing negative rates on reserves held at a central bank does not pose any theoretical difficulty, with a…

General Economics · Economics 2018-08-27 Matheus R. Grasselli , Alexander Lipton

In this paper, we consider a stabilization problem of an uncertain system in a networked control setting. Due to the network, the measurements are quantized to finite-bit signals and may be randomly lost in the communication. We study…

Systems and Control · Computer Science 2017-03-07 Kunihisa Okano , Hideaki Ishii

Transmittance fluctuations in turbulent atmospheric channels result in quadrature excess noise which limits applicability of continuous-variable quantum communication. Such fluctuations are commonly caused by beam wandering around the…

The cross-correlations between the exchange rate fluctuations of 74 currencies over the period 1995-2012 are analyzed in this paper. The eigenvalue distribution of the cross-correlation matrix exhibits a bulk which approximately matches the…

Statistical Finance · Quantitative Finance 2013-05-02 Sitabhra Sinha , Uday Kovur

Do vulnerabilities in Decentralized Finance (DeFi) destabilize traditional short-term funding markets? While the prevailing ``Contagion Hypothesis'' posits that stablecoin reserve liquidations may transmit distress to traditional markets…

General Finance · Quantitative Finance 2026-03-31 Tingyi Lin

Quantization, a commonly used technique to reduce the memory footprint of a neural network for edge computing, entails reducing the precision of the floating-point representation used for the parameters of the network. The impact of such…

Machine Learning · Computer Science 2019-03-27 Abhishek Murthy , Himel Das , Md Ariful Islam

In a New Keynesian model where the trade-off between stabilising the aggregate inflation rate and the output gap arises from sectoral asymmetries, the gains from commitment are either zero or negligible. Thus, to the extent that economic…

Theoretical Economics · Economics 2023-08-28 Juan Paez-Farrell

The effect of inelastic scattering on quantum tunneling through a rectangular potential barrier, of length $L$, containing randomly distributed impurities, is considered. It is shown that, despite the fact that the inelastic transition…

Disordered Systems and Neural Networks · Physics 2007-05-23 Alex Levchenko

In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock…

Computational Finance · Quantitative Finance 2020-04-21 Vishwas Kukreti , Hirdesh K. Pharasi , Priya Gupta , Sunil Kumar

Traders and investors involved in an option contract having the underlying stock in range bound are likely to lose their initial investment. Timing in buying an option contract is of capital importance. In a recent article [1] the…

General Finance · Quantitative Finance 2013-07-24 Ovidiu Racorean