相关论文: A general methodology to measure labour market dyn…
Globalization processes interweave economic structures at a worldwide scale, trade playing a central role as one of the elemental channels of interaction among countries. Despite the significance of such phenomena, measuring economic…
A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…
We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent latent variables. The method consists in generating pseudo-observations from the latent variables, so that the Euclidean…
The broad application range of the predator-prey modelling enabled us to apply it to represent the dynamics of the work-employment system. For the adopted period, we conclude that this dynamics is chaotic in the beginning of the time series…
Many programs evaluated in observational studies incorporate a sequential structure, where individuals may be assigned to various programs over time. While this complexity is often simplified by analyzing programs at single points in time,…
On the basis of an analysis of previous research, we present a generalized approach for measuring the difference of plans with an exemplary application to machine scheduling. Our work is motivated by the need for such measures, which are…
Temporal data distribution shift is prevalent in the financial text. How can a financial sentiment analysis system be trained in a volatile market environment that can accurately infer sentiment and be robust to temporal data distribution…
The persistence of racial inequality in the U.S. labor market against a general backdrop of formal equality of opportunity is a troubling phenomenon that has significant ramifications on the design of hiring policies. In this paper, we show…
We investigate the daily correlation present among market indices of stock exchanges located all over the world in the time period Jan 1996 - Jul 2009. We discover that the correlation among market indices presents both a fast and a slow…
We review in details some recently proposed kinetic models of opinion dynamics. We discuss the several variants including a generalised model. We provide mean field estimates for the critical points, which are numerically supported with…
The increasing attention to environmental issues is forcing the implementation of novel energy models based on renewable sources, fundamentally changing the configuration of energy management and introducing new criticalities that are only…
The emergence of labor division in multi-agent system is analyzed by the method of statistical physics. Considering a system consists of N homogeneous agents. Their behaviors are determined by the returns from their production. Using the…
We present Link Density (LD) computed from the Recurrence Network (RN) of a time series data as an effective measure that can detect dynamical transitions in a system. We illustrate its use using time series from the standard Rossler system…
The paper presents a method by which the mean field dynamics of a population of dynamical systems with parameter diversity and global coupling can be described in terms of a few macroscopic degrees of freedom. The method applies to…
A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked…
We study the volatility of the MIB30-stock-index high-frequency data from November 28, 1994 through September 15, 1995. Our aim is to empirically characterize the volatility random walk in the framework of continuous-time finance. To this…
The objective of the paper is to understand the role of workers bargaining for the labor share in transition economies. We rely on a share-capital schedule, whereby workers bargaining power is represented as a move off the schedule.…
Can data from mobile phones be used to observe economic shocks and their consequences at multiple scales? Here we present novel methods to detect mass layoffs, identify individuals affected by them, and predict changes in aggregate…
Among other macroeconomic indicators, the monthly release of U.S. unemployment rate figures in the Employment Situation report by the U.S. Bureau of Labour Statistics gets a lot of media attention and strongly affects the stock markets. I…
The mean-field analysis of a multi-population agent-based model is performed. The model couples a particle dynamics driven by a nonlocal velocity with a Markow-type jump process on the probability that each agent has of belonging to a given…