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Throughout history, many countries have repeatedly experienced large swings in asset prices, which are usually accompanied by large fluctuations in macroeconomic activity. One of the characteristics of the period before major economic…

Theoretical Economics · Economics 2024-08-12 Tomohiro Hirano

In the last decades, the notion that cities are in a state of equilibrium with a centralised organisation has given place to the viewpoint of cities in disequilibrium and organised from bottom to up. In this perspective, cities are evolving…

Computers and Society · Computer Science 2018-11-05 Marcos Oliveira , Eraldo Ribeiro , Carmelo Bastos-Filho , Ronaldo Menezes

Network theory is rapidly changing our understanding of complex systems, but the relevance of topological features for the dynamic behavior of metabolic networks, food webs, production systems, information networks, or cascade failures of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Dirk Helbing , Stefan Lämmer

We use a simple yet Earth-like atmospheric model to propose a new framework for understanding the mathematics of blocking events. Analysing error growth rates along a very long model trajectory, we show that blockings are associated with…

Atmospheric and Oceanic Physics · Physics 2020-01-08 Valerio Lucarini , Andrey Gritsun

The well-defined but intricate course of time evolution exhibited by many naturally occurring phenomena suggests some source of dynamic order sustaining it. In spite of its obviousness as a problem, it has remained absent from the…

Adaptation and Self-Organizing Systems · Physics 2021-03-02 R. Herrero , J. Farjas , F. Pi , G. Orriols

The substantial turmoil created by both 2000 dot-com crash and 2008 subprime crisis has fueled the belief that the two classical paradigms of economics, which are the invisible hand and the rational agent, are not appropriate to describe…

Physics and Society · Physics 2016-06-29 Serge Galam

Economic growth is conventionally analyzed at the national level, yet cities generate the bulk of global output. Here we construct GDP trajectories for 8,808 functional urban areas (FUAs) across 165 countries over 1993-2019 using…

General Economics · Economics 2026-03-18 Isaak Mengesha , Debraj Roy

Recent developments in the global liberalization of equity and currency markets, coupled to advances in trading technologies, are making markets increasingly interdependent. This increased fluidity raises questions about the stability of…

adap-org · Physics 2019-08-15 Tad Hogg , Bernardo A. Huberman , Michael Youssefmir

We propose a dynamical model for business cycle based on an optimal DI model. In the model there exists a conserved quantity, which corresponds to the total energy in a dynamical system. We found that the business cycle with the period 6 or…

General Finance · Quantitative Finance 2009-11-13 Masa-aki Taniguchi , Masako Bando , Akihiro Nakayama

We describe the innovations in finances, introduced over the recent decades, and analyze most of the business and regulatory challenges, faced by the financial industry, because of the present disruptive changes in the global capital…

General Finance · Quantitative Finance 2012-11-09 Dimitri O. Ledenyov , Viktor O. Ledenyov

We study the impacts of business cycles on machine learning (ML) predictions. Using the S&P 500 index, we find that ML models perform worse during most recessions, and the inclusion of recession history or the risk-free rate does not…

Statistical Finance · Quantitative Finance 2023-04-21 Li Rong Wang , Hsuan Fu , Xiuyi Fan

I will discuss the development of inflationary theory and its present status, as well as some recent attempts to suggest an alternative to inflation. In particular, I will argue that the ekpyrotic scenario in its original form does not…

High Energy Physics - Theory · Physics 2007-05-23 Andrei Linde

Why do capitalist economies recurrently generate crises whose severity is disproportionate to the size of the triggering shock? This paper proposes a structural answer grounded in the evolutionary geometry of production networks. As…

Physics and Society · Physics 2026-04-16 Diego Vallarino

Norms of Persistent Homology introduced in topological data analysis are seen as indicators of system instability, analogous to the changing predictability that is captured in financial market uncertainty indexes. This paper demonstrates…

General Finance · Quantitative Finance 2021-10-04 Simon Rudkin , Wanling Qiu , Pawel Dlotko

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

A symmetry-guided definition of time may enhance and simplify the analysis of historical series with recurrent patterns and seasonalities. By enforcing simple-scaling and stationarity of the distributions of returns, we identify a…

Statistical Finance · Quantitative Finance 2017-08-14 Michele Caraglio , Fulvio Baldovin , Attilio L. Stella

Experiments have not only revealed the remarkably long lifetime of nanobubbles, but also demonstrated the diffusive instability of bubbles above micrometers, thus a full-scale physical understanding on the stability of bubbles is in urgent…

Soft Condensed Matter · Physics 2021-12-28 Binghai Wen , Yongcai Pan , Lijuan Zhang , Shuo Wang , Limin Zhou , Chunlei Wang , Jun Hu

We summarize our work on constant roll inflationary models. It was understood recently that constant roll inflation, in a regime beyond the slow roll approximation, can give models that are in agreement with the observational constraints.…

High Energy Physics - Theory · Physics 2023-11-21 Lilia Anguelova , Peter Suranyi , L. C. Rohana Wijewardhana

The existing theorization of development economics and transition economics is probably inadequate and perhaps even flawed to accurately explain and analyze a dual economic system such as that in China. China is a country in the transition…

General Economics · Economics 2021-10-06 Tianyong Zhou

Financial price changes obey two universal properties: they follow a power law and they tend to be clustered in time. The second regularity, known as volatility clustering, entails some predictability in the price changes: while their sign…

Statistical Finance · Quantitative Finance 2017-01-02 Sabiou Inoua