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In economic applications, model averaging has found principal use examining the validity of various theories related to observed heterogeneity in outcomes such as growth, development, and trade.Though often easy to articulate, these…

Applications · Statistics 2019-10-16 Alex Lenkoski , Fredrik Lohne Aanes

We explore the effects of social influence in a simple market model in which a large number of agents face a binary choice: 'to buy/not to buy' a single unit of a product at a price posted by a single seller (the monopoly case). We consider…

Disordered Systems and Neural Networks · Physics 2008-12-02 Jean-Pierre Nadal , Denis Phan , Mirta B. Gordon , Jean Vannimenus

In this paper, we analyze various Decentralized Finance (DeFi) protocols in terms of their token distributions. We propose an iterative mapping process that allows us to split aggregate token holdings from custodial and escrow contracts and…

General Economics · Economics 2020-12-18 Matthias Nadler , Fabian Schär

Decentralized Finance (DeFi) services are moving traditional financial operations to the Internet of Value (IOV) by exploiting smart contracts, distributed ledgers, and clever heterogeneous transactions among different protocols. The…

General Economics · Economics 2023-07-18 Teng Andrea Xu , Jiahua Xu

In the present paper a model of a market consisting of real and financial interacting sectors is studied. Agents populating the stock market are assumed to be not able to observe the true underlying fundamental, and their beliefs are biased…

General Finance · Quantitative Finance 2018-06-13 Fausto Cavalli , Ahmad Naimzada , Nicolò Pecora , Marina Pireddu

Decentralized Finance (DeFi) has reshaped the possibilities of reserve banking in the form of the Collateralized Debt Position (CDP). Key to the safety of CDPs is the money supply architecture that enables issued debt to maintain its value.…

Risk Management · Quantitative Finance 2024-07-19 Yuval Boneh

We consider a financial network represented at any time instance by a random liability graph which evolves over time. The agents connect through credit instruments borrowed from each other or through direct lending, and these create the…

Risk Management · Quantitative Finance 2022-12-23 Indrajit Saha , Veeraruna Kavitha

We consider a monopoly insurance market with a risk-neutral profit-maximizing insurer and a consumer with Yaari Dual Utility preferences that distort the given continuous loss distribution. The insurer observes the loss distribution but not…

Theoretical Economics · Economics 2025-04-03 Mario Ghossoub , Bin Li , Benxuan Shi

Cooperation and competition between human players in repeated microeconomic games offer a powerful window onto social phenomena such as the establishment, breakdown and repair of trust. This offers the prospect of particular insight into…

Neurons and Cognition · Quantitative Biology 2018-07-04 Andreas Hula , Iris Vilares , Peter Dayan , P. Read Montague

In this paper we study the effect of network structure between agents and objects on measures for systemic risk. We model the influence of sharing large exogeneous losses to the financial or (re)insuance market by a bipartite graph. Using…

Risk Management · Quantitative Finance 2015-10-05 Oliver Kley , Claudia Klüppelberg , Gesine Reinert

The question of how to stabilize financial systems has attracted considerable attention since the global financial crisis of 2007-2009. Recently, Beale et al. ("Individual versus systemic risk and the regulator's dilemma", Proc Natl Acad…

Risk Management · Quantitative Finance 2014-01-30 Teruyoshi Kobayashi

An economy-wide production network, manifested through monetary input-output coefficients, inherently destabilizes during the general equilibrium propagation of sectoral productivity shocks when substitution elasticities are non-neutral.…

Theoretical Economics · Economics 2025-12-29 Satoshi Nakano , Kazuhiko Nishimura

This paper presents a novel staking coopetition design aimed at incentivizing decentralization and continuous growth of economic security within a proof-of-stake system. Staking rewards follow a nonlinear mapping relative to stake size.…

Theoretical Economics · Economics 2025-05-19 Michael D. Norman , Simon Brown , Mallesh Pai , Laurence Smith

Evaluation of systemic risk in networks of financial institutions in general requires information of inter-institution financial exposures. In the framework of Debt Rank algorithm, we introduce an approximate method of systemic risk…

Risk Management · Quantitative Finance 2021-04-14 Sebastian M. Krause , Hrvoje Štefančić , Vinko Zlatić , Guido Caldarelli

Node centrality is one of the most important and widely used concepts in the study of complex networks. Here, we extend the paradigm of node centrality in financial and economic networks to consider the changes of node "importance" produced…

Mathematical Finance · Quantitative Finance 2020-06-05 Paolo Bartesaghi , Michele Benzi , Gian Paolo Clemente , Rosanna Grassi , Ernesto Estrada

We introduce and analyze a novel family of power indices tailored for sharing networks in technological markets, where firms operate competitively within, but not across, distinct industrial sectors. In these settings, inter-firm…

Theoretical Economics · Economics 2025-07-18 Michele Aleandri , Francesco Ciardiello , Andrea Di Liddo

Consider an investor trading dynamically to maximize expected utility from terminal wealth. Our aim is to study the dependence between her risk aversion and the distribution of the optimal terminal payoff. Economic intuition suggests that…

General Finance · Quantitative Finance 2011-09-15 Mathias Beiglboeck , Johannes Muhle-Karbe , Johannes Temme

We study financial systems from a game-theoretic standpoint. A financial system is represented by a network, where nodes correspond to firms, and directed labeled edges correspond to debt contracts between them. The existence of cycles in…

Computer Science and Game Theory · Computer Science 2021-07-23 Panagiotis Kanellopoulos , Maria Kyropoulou , Hao Zhou

Since the Great Financial Crisis (GFC), the use of stress tests as a tool for assessing the resilience of financial institutions to adverse financial and economic developments has increased significantly. One key part in such exercises is…

Econometrics · Economics 2022-02-08 Martin Guth

Private credit assets under management grew from \$158 billion in 2010 to nearly \$2 trillion globally by mid-2024, fundamentally reshaping corporate credit markets. This paper provides a systematic survey of the academic literature on…

General Finance · Quantitative Finance 2026-03-17 Jiacheng Zou