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A standard growth model is modified in a straightforward way to incorporate what Keynes (1936) suggests in the "essence" of his general theory. The theoretical essence is the idea that exogenous changes in investment cause changes in…

Econometrics · Economics 2018-06-13 Mina Mahmoudi , Mark Pingle

This article concerns the optimal choice of flat taxes on labor and capital income, and on consumption, in a tractable economic model in which agents are subject to idiosyncratic investment risk. We identify the tax rates which maximize…

General Economics · Economics 2025-08-19 Brendan K. Beare , Alexis Akira Toda

We show that evolution in a population of adaptive agents, repeatedly competing for a limited resource, can come to an abrupt halt. This transition from evolutionary to non-evolutionary behavior arises as the global resource level is…

Disordered Systems and Neural Networks · Physics 2009-10-31 N. F. Johnson , D. J. T. Leonard , P. M. Hui , T. S. Lo

Maximizing robustness and minimizing cost are common objectives in the design of infrastructure networks. However, most infrastructure networks evolve and operate in a highly decentralized fashion, which may significantly impact the…

Physics and Society · Physics 2008-05-29 Dong-Hee Kim , Adilson E. Motter

I demonstrate that with the market return determined by the equilibrium returns of the CAPM, expected returns of an asset are affected by the risks of all assets jointly. Another implication is that the range of feasible market returns will…

General Finance · Quantitative Finance 2021-05-24 Andreas Krause

Real-world growth processes and scalings have been broadly categorized into three growth regimes with distinctly different properties and driving forces. The first two are characterized by a positive and constant feedback between growth and…

Physics and Society · Physics 2025-03-20 Alain Govaert , André Teixeira , Emma Tegling

Cluster growth in a coagulating system of active particles (such as microswimmers in a solvent) is studied by theory and simulation. In contrast to passive systems, the net velocity of a cluster can have various scalings dependent on the…

Soft Condensed Matter · Physics 2014-03-21 P. Cremer , H. Löwen

Connectivity - or the lack thereof - is crucial for the function of many man-made systems, from financial and economic networks over epidemic spreading in social networks to technical infrastructure. Often, connections are deliberately…

Disordered Systems and Neural Networks · Physics 2017-12-13 Malte Schröder , Nuno A. M. Araújo , Didier Sornette , Jan Nagler

A simplified model for the growth of a population is studied in which random effects arise because reproducing individuals have a certain probability of surviving until the next breeding season and hence contributing to the next generation.…

Populations and Evolution · Quantitative Biology 2016-04-05 Henry C. Tuckwell

We formulate an infinite-horizon optimal investment and consumption problem, in which an individual forms a habit based on the exponentially weighted average of her past consumption rate, and in which she invests in a Black-Scholes market.…

Mathematical Finance · Quantitative Finance 2022-06-10 Bahman Angoshtari , Erhan Bayraktar , Virginia R. Young

A portfolio of different stocks and a risk-less security whose composition is dynamically maintained stable by trading shares at any time step leads to a growth of the capital with a nonrandom rate. This is the key for the theory of…

Disordered Systems and Neural Networks · Physics 2008-12-02 M. Serva

A new model that combines economic growth rate fluctuations at the microscopic and macroscopic level is presented. At the microscopic level, firms are growing at different rates while also being exposed to idiosyncratic shocks at the firm…

General Finance · Quantitative Finance 2018-02-07 Sandro Claudio Lera , Didier Sornette

Great cities connect people; failed cities isolate people. Despite the fundamental importance of physical, face-to-face social-ties in the functioning of cities, these connectivity networks are not explicitly observed in their entirety.…

Physics and Society · Physics 2015-07-21 Aaron Sim , Sophia N Yaliraki , Mauricio Barahona , Michael P H Stumpf

We propose in this work a kinetic wealth-exchange model of economic growth by introducing saving as a non consumed fraction of production. In this new model, which starts also from microeconomic arguments, it is found that economic…

General Finance · Quantitative Finance 2019-03-07 D. S. Quevedo , C. J. Quimbay

In this paper we characterise the propensity of big capital investments to systematically deliver poor outcomes as "fragility," a notion suggested by Nassim Taleb. A thing or system that is easily harmed by randomness is fragile. We argue…

Economics · Quantitative Finance 2017-06-05 Atif Ansar , Bent Flyvbjerg , Alexander Budzier , Daniel Lunn

Standard economic theory uses mathematics as its main means of understanding, and this brings clarity of reasoning and logical power. But there is a drawback: algebraic mathematics restricts economic modeling to what can be expressed only…

General Economics · Economics 2021-04-08 W. Brian Arthur

The economic structure of basic science is currently socialist, funded by the public at large through taxes for the benefit of the public at large. This socialist system should be augmented by a capitalist system, in which basic science is…

Physics and Society · Physics 2011-02-15 Bruce Knuteson

This paper presents a general solution for a recent model by Keen for endogenous money creation. The solution provides an analytic framework that explains all significant dynamical features of Keen's model and their parametric dependence,…

Computational Finance · Quantitative Finance 2013-06-28 Glenn Ierley

Poor economies not only produce less; they typically produce things that involve fewer inputs and fewer intermediate steps. Yet the supply chains of poor countries face more frequent disruptions---delivery failures, faulty parts, delays,…

General Finance · Quantitative Finance 2017-09-05 Charles D. Brummitt , Kenan Huremovic , Paolo Pin , Matthew H. Bonds , Fernando Vega-Redondo

We investigate the relation between economic growth and equality in a modified version of the agent-based asset exchange model (AEM). The modified model is a driven system that for a range of parameter space is effectively ergodic in the…

General Finance · Quantitative Finance 2013-05-06 Kang Liu , N. Lubbers , W. Klein , J. Tobochnik , B. Boghosian , Harvey Gould
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