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Inverse statistics in economics is considered. We argue that the natural candidate for such statistics is the investment horizons distribution. This distribution of waiting times needed to achieve a predefined level of return is obtained…

Soft Condensed Matter · Physics 2008-12-02 Mogens H. Jensen , Anders Johansen , Ingve Simonsen

The alignment tax is widely discussed but has not been formally characterized. We provide a geometric theory of the alignment tax in representation space. Under linear representation assumptions, we define the alignment tax rate as the…

Econometrics · Economics 2026-03-04 Robin Young

In this work we use an inelastic scattering process of particles to propose a model able to reproduce the salient features of the wealth distribution in an economy by including taxes to each trading process and redistributing that collected…

General Finance · Quantitative Finance 2008-12-02 Sebastian D. Guala

The performance of artificial neural networks (ANNs) degrades when training data are limited or imbalanced. In contrast, the human brain can learn quickly from just a few examples. Here, we investigated the role of sleep in improving the…

Neural and Evolutionary Computing · Computer Science 2024-02-20 Anthony Bazhenov , Pahan Dewasurendra , Giri Krishnan , Jean Erik Delanois

Based on interactions between individuals and others and references to social norms, this study reveals the impact of heterogeneity in time preference on wealth distribution and inequality. We present a novel approach that connects the…

General Economics · Economics 2024-02-15 Takeshi Kato

The consumers' willingness to pay plays an important role in economic theory and in setting policy. For a market, this function can often be estimated from observed behavior -- preferences are revealed. However, economists would like to…

General Economics · Economics 2021-08-02 Edoh Y. Amiran , Joni S. James Charles

Elites disproportionately influence policymaking, yet little is known about their fairness and efficiency preferences -- key determinants of support for redistributive policies. We investigate these preferences in an incentivized lab…

General Economics · Economics 2026-05-08 Marcel Preuss , Germán Reyes , Jason Somerville , Joy Wu

We introduce new quantitative approaches to study sleep-stage transitions with the goal of addressing the two following questions: (i) Can the new approaches provide more information on the structure of sleep-stage transitions? (ii) How…

In this paper,we study the individual's optimal retirement time and optimal consumption under habitual persistence. Because the individual feels equally satisfied with a lower habitual level and is more reluctant to change the habitual…

Mathematical Finance · Quantitative Finance 2021-04-01 Lin He , Zongxia Liang , Yilun Song , Qi Ye

Evidence shows that the labor participation rate of retirement age cohorts is non-negligible, and it is a widespread phenomenon globally. In the United States, the labor force participation rate for workers age 75 and older is projected to…

Portfolio Management · Quantitative Finance 2022-02-10 Xiang Gao , Cody Hyndman , Traian A. Pirvu , Petar Jevtić

Survey data are widely used to study how income inequality, poverty, and welfare evolve over time. A common practice is to estimate the income distribution separately for each year, treating annual observations as independent…

Econometrics · Economics 2026-04-24 David Gunawan

In this paper we deal with the optimal bankruptcy problem for an agent who can optimally allocate her consumption rate, the amount of capital invested in the risky asset as well as her leisure time. In our framework, the agent is endowed by…

Portfolio Management · Quantitative Finance 2021-06-30 Guodong Ding , Daniele Marazzina

The effects of real-time provision of travel-time information on the behaviour of drivers are considered. The model of Marecek et al. [arXiv:1406.7639, Int. J. Control 88(10), 2015] is extended to consider uncertainty in the response of a…

Optimization and Control · Mathematics 2017-05-26 Jakub Marecek , Robert Shorten , Jia Yuan Yu

Recent years have shown a rapid adoption of residential solar PV with increased self-consumption and self-sufficiency levels in Europe. A major driver for their economic viability is the electricity tax exemption for the consumption of…

We analyze the household savings problem in a general setting where returns on assets, non-financial income and impatience are all state dependent and fluctuate over time. All three processes can be serially correlated and mutually…

Theoretical Economics · Economics 2020-08-07 Qingyin Ma , John Stachurski , Alexis Akira Toda

The optimal taxation of assets requires attention to two concerns: 1) the elasticity of the supply of assets and 2) the impact of taxing assets on distributional objectives. The most efficient way to attend to these two concerns is to tax…

General Economics · Economics 2021-06-08 Nicolaus Tideman , Thomas Mecherikunnel

Goods and services -- public housing, medical appointments, schools -- are often allocated to individuals who rank them similarly but differ in their preference intensities. We characterize optimal allocation rules when individual…

Theoretical Economics · Economics 2021-08-30 Pietro Ortoleva , Evgenii Safonov , Leeat Yariv

We study the dynamics of the linear and non-linear serial dependencies in financial time series in a rolling window framework. In particular, we focus on the detection of episodes of statistically significant two- and three-point…

Statistical Finance · Quantitative Finance 2013-01-10 Milan Žukovič

When facing many options, we narrow down our focus to very few of them. Although behaviors like this can be a sign of heuristics, they can actually be optimal under limited cognitive resources. Here we study the problem of how to optimally…

Neurons and Cognition · Quantitative Biology 2021-02-03 Jorge Ramírez-Ruiz , Rubén Moreno-Bote

In a ride-pooling system, travellers experience discomfort associated with a detour and a longer travel time, which is compensated with a sharing discount. Most studies assume travellers receive either a flat discount or, in rare cases, a…

Computer Science and Game Theory · Computer Science 2024-11-07 Michal Bujak , Rafal Kucharski