相关论文: A general methodology to measure labour market dyn…

This paper presents a generic motion model to capture mobile robots' dynamic behaviors (translation and rotation). The model is based on statistical models driven by white random processes and is formulated into a full state estimation…

Individuals are often influenced by the behavior of others, for instance because they wish to obtain the benefits of coordinated actions or infer otherwise inaccessible information. In such situations this social influence decreases the ex…

We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures. We derive typical properties for ensembles of large random…

Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of maximally random weighted networks, whose…

To predict the future movements of stock markets, numerous studies concentrate on daily data and employ various machine learning (ML) models as benchmarks that often vary and lack standardization across different research works. This paper…

We develop a framework to holistically test for and monitor the impact of different types of events affecting a country's housing market, yet originating from housing-external sources. We classify events along three dimensions leading to…

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

There is growing interest in producing estimates of demographic and global health indicators in populations with limited data. Statistical models are needed to combine data from multiple data sources into estimates and projections with…

A single social phenomenon (such as crime, unemployment or birth rate) can be observed through temporal series corresponding to units at different levels (cities, regions, countries...). Units at a given local level may follow a collective…

We extend the exploration regarding dynamical approach of macroeconomic variables by tackling systematically expenditure using Statistical Physics models (for the first time to the best of our knowledge). Also, using polynomial distribution…

Previous research explored various conditions of financial markets based on the similarity of correlation structures and classified as market states. We introduce modifications to previous selection criteria for these market states, mainly…

This working paper presents a comprehensive study on the development and analysis of various electricity market models, focusing on continuous, discrete, and fractional-order approaches. The continuous model captures the ongoing…

Economic issues, such as inflation, energy costs, taxes, and interest rates, are a constant presence in our daily lives and have been exacerbated by global events such as pandemics, environmental disasters, and wars. A sustained history of…

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…

This paper introduces a probabilistic approach for tracking the dynamics of unweighted and directed graphs using state-space models (SSMs). Unlike conventional topology inference methods that assume static graphs and generate point-wise…

Traditional bulk load flexibility options, such as load shifting and load curtailment, for managing uncertainty in power markets limit the diversity of options and ignore the preferences of the individual loads, thus reducing efficiency and…

We propose a model of two-way selection system. It appears in the processes like choosing a mate between men and women, making contracts between job hunters and recruiters, and trading between buyers and sellers. In this paper, we propose a…

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

We introduce a synthetic control methodology to study policies with staggered adoption. Many policies, such as the board gender diversity policies, are replicated by other policy setters at different time frames. Our method estimates the…

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…