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We investigate the use of the Hurst exponent, dynamically computed over a moving time-window, to evaluate the level of stability/instability of financial firms. Financial firms bailed-out as a consequence of the 2007-2010 credit crisis show…

Statistical Finance · Quantitative Finance 2013-05-24 Raffaello Morales , T. Di Matteo , Ruggero Gramatica , Tomaso Aste

Technical efficiency indices (TEIs) can be estimated using the traditional stochastic frontier analysis approach, which yields relative indices that do not allow self-interpretations. In this paper, we introduce a single-step estimation…

Econometrics · Economics 2024-04-09 Montacer Ben Cheikh Larbi , Sina Belkhiria

The measurement of a large tensor-to-scalar ratio by the BICEP2 experiment, r = 0.20 (-0.05)(+0.07), severely restricts the landscape of viable inflationary models and shifts attention once more towards models featuring large inflaton field…

High Energy Physics - Phenomenology · Physics 2015-06-19 Keisuke Harigaya , Masahiro Ibe , Kai Schmitz , Tsutomu T. Yanagida

The presence of \b{eta}-convergence in European regions is an important issue to be analyzed. In this paper, we adopt a quantile regression approach in analyzing economic convergence. While previous work has performed quantile regression at…

Applications · Statistics 2019-06-12 Alfredo Cartone , Geoffrey JD Hewings , Paolo Postiglione

An empirical model is presented linking inflation and unemployment rate to the change in the level of labour force in Switzerland. The involved variables are found to be cointegrated and we estimate lagged linear deterministic relationships…

General Finance · Quantitative Finance 2011-03-01 Oleg Kitov , Ivan Kitov

The COVID-19 pandemic has caused more than 8 million confirmed cases and 500,000 death to date. In response to this emergency, many countries have introduced a series of social-distancing measures including lockdowns and businesses'…

General Economics · Economics 2020-07-08 Carlo Fezzi , Valeria Fanghella

Many biological functions require the dynamics to be necessarily driven out-of-equilibrium. In contrast, in various contexts, a nonequilibrium dynamics at fast timescales can be described by an effective equilibrium dynamics at a slower…

Statistical Mechanics · Physics 2020-11-18 Amit Singh Vishen

Once carbon emission neutrality and other sustainability goals have been achieved, a widespread assumption is that economic growth at current rates can be sustained beyond the 21st century. However, even if we achieve these goals, this…

Physics and Society · Physics 2020-05-12 Andreas M. Hein , Jean-Baptiste Rudelle

The slow-roll approximation is the usual starting point to study the constraints imposed on the inflaton potential parameters by the observational data. We show that, for a potential exhibiting at least two extrema and giving rise to a…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Tiago Charters , Jose P. Mimoso , Ana Nunes

I discuss the current status of inflationary cosmology in light of the recent WMAP 3-year data release. The basic predictions of inflation are all supported by the data. Inflation also makes predictions which have not been well tested by…

Astrophysics · Physics 2009-06-23 William H. Kinney

The increasing use of renewable energy sources with variable output, such as solar photovoltaic and wind power generation, calls for Smart Grids that effectively manage flexible loads and energy storage. The ability to forecast consumption…

Machine Learning · Computer Science 2014-04-02 Andreas Veit , Christoph Goebel , Rohit Tidke , Christoph Doblander , Hans-Arno Jacobsen

GDP/capita correlations are investigated in various time windows (TW), for the time interval 1990-2005. The target group of countries is the set of 25 EU members, 15 till 2004 plus the 10 countries which joined EU later on. The TW-means of…

Physics and Society · Physics 2010-03-16 Mircea Gligor , Marcel Ausloos

As AI capabilities and deployment accelerate toward a post-AGI era, concerns are growing about electricity demand and carbon emissions from AI computing, yet it is rarely represented explicitly in long term energy-economy-climate scenario…

Computers and Society · Computer Science 2026-03-12 Doyi Kim , Jiseok Ahn , Haewon McJeon , Changick Kim

Economic complexity - a group of dimensionality-reduction methods that apply network science to trade data - represented a paradigm shift in development economics towards materializing the once-intangible concept of capabilities as…

General Economics · Economics 2026-04-08 Ziang Huang , Huashan Chen

Macroeconomic theories of growth and wealth distribution have an outsized influence on national and international social and economic policies. Yet, due to a relative lack of reliable, system wide data, many such theories remain, at best,…

General Finance · Quantitative Finance 2016-08-30 Eamon Duede , Victor Zhorin

We consider the relationship between economic activity and intervention, including monetary and fiscal policy, using a universal dynamic framework. Central bank policies are designed for growth without excess inflation. However,…

Physics and Society · Physics 2018-01-01 Yaneer Bar-Yam , Jean Langlois-Meurinne , Mari Kawakatsu , Rodolfo Garcia

The COVID-19 crisis is profoundly influencing the global economic framework due to restrictive measures adopted by governments worldwide. Finding real-time data to correctly quantify this impact is very significant but not as…

Physics and Society · Physics 2021-03-30 Paolo Scarabaggio , Massimo La Scala , Raffaele Carli , Mariagrazia Dotoli

This study investigates the short-term forecasting of carbon emissions from electricity generation in the Italian power market. Using hourly data from 2021 to 2023, several statistical models and forecast combination methods are evaluated…

Applications · Statistics 2025-12-19 Pierdomenico Duttilo , Francesco Lisi

We study inflationary models where the kinetic sector of the theory has a non-linearly realised symmetry which is broken by the inflationary potential. We distinguish between kinetic symmetries which non-linearly realise an internal or…

High Energy Physics - Theory · Physics 2018-07-04 Remko Klein , Diederik Roest , David Stefanyszyn

Fluctuations in parameters that are typically treated as fixed play a crucial role in the behavior of complex systems. However, to date, we lack a general non-equilibrium thermodynamic treatment of such a complex system. In this Letter, to…

Statistical Mechanics · Physics 2026-03-31 Tuan Pham , Deepak Gupta
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