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A financial market comprising of a certain number of distinct companies is considered, and the following statement is proved: either a specific agent will surely beat the whole market unconditionally in the long run, or (and this "or" is…

General Finance · Quantitative Finance 2010-12-30 Constantinos Kardaras

Economic growth is unpredictable unless demand is quantified. We solve this problem by introducing the demand for unpaid spare time and a user quantity named human capacity. It organizes and amplifies spare time required for enjoying…

General Finance · Quantitative Finance 2012-06-13 Hans G. Danielmeyer , Thomas Martinetz

The exchange-driven growth model describes the mean field kinetics of a population of composite particles (clusters) subject to pairwise exchange interactions. Exchange in this context means that upon interaction of two clusters, one loses…

Statistical Mechanics · Physics 2020-05-27 Emre Esenturk , Colm Connaughton

The article examines how institutions, automation, unemployment and income distribution interact in the context of a neoclassical growth model where profits are interpreted as a surplus over costs of production. Adjusting the model to the…

General Economics · Economics 2022-11-29 Juan E. Jacobo

It is still common wisdom amongst economists, politicians and lay people that economic growth is a necessity of our social systems, at least to avoid distributional conflicts. This paper challenges such belief moving from a purely physical…

General Economics · Economics 2020-05-11 Angelo Tartaglia

Social and biological collectives need to exchange information to persist and to function. This happens across internal networks, whose structure represents static channels through which information flows. Less studied is the quantity and…

Physics and Society · Physics 2023-12-19 Edward D. Lee , Alan P. Kwan , Rudolf Hanel , Anjali Bhatt , Frank Neffke

Networks of companies can be constructed by using return correlations. A crucial issue in this approach is to select the relevant correlations from the correlation matrix. In order to study this problem, we start from an empty graph with no…

Statistical Mechanics · Physics 2009-11-10 J. -P. Onnela , K. Kaski , J. Kertesz

Recent research in economic theory attempts to study optimal economic growth and spatial location of economic activity in a unified framework. So far, the key result of this literature - asymptotic convergence, even in the absence of…

General Finance · Quantitative Finance 2014-01-21 Gani Aldashev , Serik Aldashev , Timoteo Carletti

The consumption function maps current wealth and the exogenous state to current consumption. We prove the existence and uniqueness of a consumption function when the agent has a preference for wealth. When the period utility functions are…

Theoretical Economics · Economics 2025-09-30 Qingyin Ma , Alexis Akira Toda

In the General Theory, Keynes remarked that the economy's state depends on expectations, and that these expectations can be subject to sudden swings. In this work, we develop a multiple equilibria behavioural business cycle model that can…

We assume that an agent's rate of consumption is {\it ratcheted}; that is, it forms a non-decreasing process. Given the rate of consumption, we act as financial advisers and find the optimal investment strategy for the agent who wishes to…

Risk Management · Quantitative Finance 2008-12-10 Erhan Bayraktar , Virginia R. Young

We model a dynamic data economy with fully endogenous growth where agents generate data from consumption and share them with innovation and production firms. Different from other productive factors such as labor or capital, data are…

Theoretical Economics · Economics 2021-09-22 Lin William Cong , Wenshi Wei , Danxia Xie , Longtian Zhang

This paper analyzes the macroeconomic consequences of military spending and militarization within a dynamic growth framework. Building on a Keynesian goods-market model, we examine how the allocation of government expenditure between…

Theoretical Economics · Economics 2026-03-26 Arpan Chakraborty

Functions or 'functionings' enable to give a structure to any activity and their combinations constitute the capabilities which characterize economic assets such as work utility. The basic law of supply and demand naturally emerges from…

General Economics · Economics 2020-07-29 Emmanuel Chauvet

Existing models of network growth typically have one or two parameters or strategies which are fixed for all times. We introduce a general framework where feedback on the current state of a network is used to dynamically alter the values of…

Physics and Society · Physics 2009-01-07 Raissa M. D'Souza , Soumen Roy

If each node of an idealized network has an equal capacity to efficiently exchange benefits, then the network's capacity to use energy is scaled by the average amount of energy required to connect any two of its nodes. The scaling factor…

Information Theory · Computer Science 2009-12-31 Robert Shour

We consider a stochastic game-theoretic model of an investment market in continuous time with short-lived assets and study strategies, called survival, which guarantee that the relative wealth of an investor who uses such a strategy remains…

Mathematical Finance · Quantitative Finance 2019-09-06 Mikhail Zhitlukhin

Cooperation is a persistent behavioral pattern of entities pooling and sharing resources. Its ubiquity in nature poses a conundrum. Whenever two entities cooperate, one must willingly relinquish something of value to the other. Why is this…

Adaptation and Self-Organizing Systems · Physics 2022-05-24 Ole Peters , Alexander Adamou

In several recent publications, Bettencourt, West and collaborators claim that properties of cities such as gross economic production, personal income, numbers of patents filed, number of crimes committed, etc., show super-linear…

Applications · Statistics 2015-03-19 Cosma Rohilla Shalizi

In the context of a large class of stochastic processes used to describe the dynamics of wealth growth, we prove a set of inequalities establishing necessary and sufficient conditions in order to avoid infinite wealth concentration. These…

Theoretical Economics · Economics 2023-03-02 Valerio Astuti