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相关论文: A Socioeconomic Well-Being Index

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For a risk vector $V$, whose components are shared among agents by some random mechanism, we obtain asymptotic lower and upper bounds for the individual agents' exposure risk and the aggregated risk in the market. Risk is measured by…

风险管理 · 定量金融 2016-04-12 Oliver Kley , Claudia Kluppelberg

Music, an integral part of our lives, which is not only a source of entertainment but plays an important role in mental well-being by impacting moods, emotions and other affective states. Music preferences and listening strategies have been…

音频与语音处理 · 电气工程与系统科学 2020-09-30 Aayush Surana , Yash Goyal , Vinoo Alluri

Socio-economic inequality is measured using various indices. The Gini ($g$) index, giving the overall inequality is the most commonly used, while the recently introduced Kolkata ($k$) index gives a measure of $1-k$ fraction of population…

综合金融 · 定量金融 2016-11-07 Arnab Chatterjee , Asim Ghosh , Bikas K Chakrabarti

We empirically investigate the distributional effects of inflation on workers' unemployment tail risks using instrumental variable quantile regression. We find that supply-driven inflation disproportionately raises unemployment tail risks…

综合经济学 · 经济学 2025-05-12 Hie Joo Ahn , Lam Nguyen

Functions or 'functionings' enable to give a structure to any activity and their combinations constitute the capabilities which characterize economic assets such as work utility. The basic law of supply and demand naturally emerges from…

综合经济学 · 经济学 2020-07-29 Emmanuel Chauvet

We study the associations between everyday economic decision-making quality and people's emotional states. Using high-frequency, highly disaggregated consumer "scanner" data, we show that the cost of poor decision-making is substantial, on…

综合经济学 · 经济学 2026-03-24 Ian Crawford , Carl-Emil Pless

The multivariate conditional probability distribution models the effects of a set of variables onto the statistical properties of another set of variables. In the study of systemic risk in a financial system, the multivariate conditional…

风险管理 · 定量金融 2021-05-05 Tomaso Aste

The imbalance of buying and selling functions profoundly in the formation of market trends, however, a fine-granularity investigation of the imbalance is still missing. This paper investigates a unique transaction dataset that enables us to…

计算金融 · 定量金融 2018-02-06 Shan Lu , Jichang Zhao , Huiwen Wang

Musical preferences have been considered a mirror of the self. In this age of Big Data, online music streaming services allow us to capture ecologically valid music listening behavior and provide a rich source of information to identify…

信息检索 · 计算机科学 2020-07-28 Aayush Surana , Yash Goyal , Manish Shrivastava , Suvi Saarikallio , Vinoo Alluri

Due to the variety of corporate risks in turmoil markets and the consequent financial distress especially in COVID-19 time, this paper investigates corporate resilience and compares different types of resilience that can be potential…

风险管理 · 定量金融 2024-03-26 Elham Daadmehr

Financial markets provide an ideal frame for studying decision making in crowded environments. Both the amount and accuracy of the data allows to apply tools and concepts coming from physics that studies collective and emergent phenomena or…

统计金融 · 定量金融 2013-02-14 Mario Gutiérrez-Roig , Josep Perelló

It is commonly believed that patterns of social ties affect individuals' economic status. Here, we translate this concept into an operational definition at the network level, which allows us to infer the economic wellbeing of individuals…

物理与社会 · 物理学 2017-05-24 Shaojun Luo , Flaviano Morone , Carlos Sarraute , Matías Travizano , Hernán A. Makse

What predicts the evolution over time of subjective well-being? We correlate the trends of subjective well-being with the trends of social capital and/or GDP. We find that in the long and medium run social capital largely predicts the…

经济学 · 定量金融 2014-11-11 Stefano Bartolini , Francesco Sarracino

Models that explain the economical and political realities of nowadays societies should help all the world's citizens. Yet, the last four years showed that the current models are missing. Here we develop a dynamical society-deciders model…

物理与社会 · 物理学 2011-12-02 Ophir Flomenbom

Consider an insurance company exposed to a stochastic economic environment that contains two kinds of risk. The first kind is the insurance risk caused by traditional insurance claims, and the second kind is the financial risk resulting…

统计理论 · 数学 2015-07-29 Jinzhu Li , Qihe Tang

Composite indicators aggregate a set of variables using weights which are understood to reflect the variables' importance in the index. In this paper we propose to measure the importance of a given variable within existing composite…

应用统计 · 统计学 2018-08-02 Paolo Paruolo , Andrea Saltelli , Michaela Saisana

Assessing the contribution of various risk factors to future inflation risks was crucial for guiding monetary policy during the recent high inflation period. However, existing methodologies often provide limited insights by focusing solely…

计量经济学 · 经济学 2024-05-29 Maximilian Schröder

We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market…

This paper explores the identification of smartphone users when certain samples collected while the subject felt happy, upset or stressed were absent or present. We employ data from 19 subjects using the StudentLife dataset, a dataset…

人机交互 · 计算机科学 2019-07-01 Khadija Zanna , Sayde King , Tempestt Neal , Shaun Canavan

As the increasing application of AI in finance, this paper will leverage AI algorithms to examine tail risk and develop a model to alter tail risk to promote the stability of US financial markets, and enhance the resilience of the US…

风险管理 · 定量金融 2025-08-08 Zong Ke , Yuchen Yin