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Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…

Physics and Society · Physics 2018-11-27 Jingfang Fan , Keren Cohen , Louis M. Shekhtman , Sibo Liu , Jun Meng , Yoram Louzoun , Shlomo Havlin

Recent years have brought significant advances to Natural Language Processing (NLP), which enabled fast progress in the field of computational job market analysis. Core tasks in this application domain are skill extraction and…

Computation and Language · Computer Science 2024-02-09 Elena Senger , Mike Zhang , Rob van der Goot , Barbara Plank

In economic systems, the mix of products that countries make or export has been shown to be a strong leading indicator of economic growth. Hence, methods to characterize and predict the structure of the network connecting countries to the…

Physics and Society · Physics 2015-06-04 Sebastian Bustos , Charles Gomez , Ricardo Hausmann , Cesar A. Hidalgo

Classic market design theory is rooted in static models where all participants trade simultaneously. In contrast, modern platform-mediated digital markets are fundamentally dynamic, defined by the asynchronous and stochastic arrival of…

Theoretical Economics · Economics 2026-01-05 Yeon-Koo Che

We use rank correlations as distance functions to establish the interconnectivity between stock returns, building weighted signed networks for the stocks of seven European countries, the US and Japan. We establish the theoretical…

Statistical Finance · Quantitative Finance 2021-04-14 E. Ferreira , S. Orbe , J. Ascorbebeitia , B. Álvarez Pereira , E. Estrada

We develop an alternative theory to the aggregate matching function in which workers search for jobs through a network of firms: the labor flow network. The lack of an edge between two companies indicates the impossibility of labor flows…

General Economics · Economics 2019-03-13 Robert L. Axtell , Omar A. Guerrero , Eduardo López

This paper studies the extent to which the cyclicality of occupational mobility shapes that of aggregate unemployment and its duration distribution. We document the relation between workers' occupational mobility and unemployment duration…

General Economics · Economics 2023-04-04 Carlos Carrillo-Tudela , Ludo Visschers

Labor market analysis relies on extracting insights from job advertisements, which provide valuable yet unstructured information on job titles and corresponding skill requirements. While state-of-the-art methods for skill extraction achieve…

Computation and Language · Computer Science 2025-07-30 Jens-Joris Decorte , Jeroen Van Hautte , Chris Develder , Thomas Demeester

In the context of multilevel longitudinal data, where sample units are collected in clusters, an important aspect that should be accounted for is the unobserved heterogeneity between sample units and between clusters. For this aim we…

Statistics Theory · Mathematics 2012-08-10 F. Bartolucci , M. Lupparelli

Using the United Nations Commodity Trade Statistics Database [http://comtrade.un.org/db/] we construct the Google matrix of the world trade network and analyze its properties for various trade commodities for all countries and all available…

General Finance · Quantitative Finance 2012-02-14 Leonardo Ermann , Dima L. Shepelyansky

The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence…

Machine Learning · Computer Science 2018-10-30 Yi Hao , Alon Orlitsky , Venkatadheeraj Pichapati

This paper analyzes a steady state matching model interrelating the education and labor sectors. In this model, a heterogeneous population of students match with teachers to enhance their cognitive skills. As adults, they then choose to…

Optimization and Control · Mathematics 2021-02-25 Alice Erlinger , Robert J. McCann , Xianwen Shi , Aloysius Siow , Ronald Wolthoff

The paper is largely of a review nature. It considers two main methods used to study stability and obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov chains with continuous time and a finite or countable…

Probability · Mathematics 2020-02-17 Alexander Zeifman , Victor Korolev , Yacov Satin

Adopting a zonal structure of electricity market requires specification of zones' borders. In this paper we use social welfare as the measure to assess quality of various zonal divisions. The social welfare is calculated by Market Coupling…

Computational Engineering, Finance, and Science · Computer Science 2014-05-06 Grzegorz Orynczak , Marcin Jakubek , Karol Wawrzyniak , Michal Klos

Continuous-time Markov chains describing interacting processes exhibit a state space that grows exponentially in the number of processes. This state-space explosion renders the computation or storage of the time-marginal distribution, which…

Numerical Analysis · Mathematics 2020-06-16 Peter Georg , Lars Grasedyck , Maren Klever , Rudolf Schill , Rainer Spang , Tilo Wettig

Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using…

General Finance · Quantitative Finance 2011-09-07 Thomas Kauê Dal'Maso Peron , Francisco Aparecido Rodrigues

We study the drivers and spatial diffusion of U.S. state population growth using a dynamic spatial model for 49 states, 1965-2017. Methodologically, we recover the spatial network structure from the data, rather than imposing it a priori…

Econometrics · Economics 2026-01-16 Sebastian Kripfganz , Vasilis Sarafidis

This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 James Aspnes , David F. Fischer , Michael J. Fischer , Ming-Yang Kao , Alok Kumar

The AKM model introduced by Abowd, Kramarz and Margolis (1999) has become a workhorse to study worker and firm heterogeneity, and to understand the sources of wage dispersion in the labor market using linked employer-employee data. In this…

General Economics · Economics 2026-04-10 Stephane Bonhomme , Elena Manresa , Thibaut Lamadon

China is the world's second largest economy. After four decades of economic miracles, China's economy is transitioning into an advanced, knowledge-based economy. Yet, we still lack a detailed understanding of the skills that underly the…

General Economics · Economics 2020-01-10 Weipan Xu , Xiaozhen Qin , Xun Li , Haohui"Caron" Chen , Morgan Frank , Alex Rutherford , Andrew Reeson , Iyad Rahwan