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In a geographically distributed population, assortative clustering plays an important role in evolution by modifying local environments. To examine its effects in a linear habitat, we consider a one-dimensional grid of cells, where each…

种群与进化 · 定量生物学 2021-03-16 Sunhee Chae , Nahyeon Lee , Seung Ki Baek , Hyeong-Chai Jeong

This study investigates the long-term effects of temperature variations on economic growth using a data-driven approach. Leveraging machine learning techniques, we analyze global land surface temperature data from Berkeley Earth and…

综合经济学 · 经济学 2023-08-15 Eugene Kharitonov , Oksana Zakharchuk , Lin Mei

Technological change is essential to balance economic growth and environmental sustainability. This study documents energy-saving technological change to understand the trends and differences therein in OECD countries. We estimate…

综合经济学 · 经济学 2022-07-14 Emiko Inoue , Hiroya Taniguchi , Ken Yamada

The influence of the past price behaviour on the realized volatility is investigated in the present article. The results show that trending (drifting) prices lead to increased (decreased) realized volatility. This ``volatility induced by…

其他凝聚态物理 · 物理学 2008-12-02 Gilles Zumbach

The relationship between price volatilty and a market extremum is examined using a fundamental economics model of supply and demand. By examining randomness through a microeconomic setting, we obtain the implications of randomness in the…

数理金融 · 定量金融 2018-07-31 Carey Caginalp , Gunduz Caginalp

In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly removing predictable price changes, and leaving only residual…

交易与市场微观结构 · 定量金融 2013-10-08 Felix Patzelt , Klaus R. Pawelzik

Uncertainty, characterised by randomness and stochasticity, is ubiquitous in applications of evolutionary game theory across various fields, including biology, economics and social sciences. The uncertainty may arise from various sources…

种群与进化 · 定量生物学 2024-11-04 Manh Hong Duong , The Anh Han

Random, multifield functions can set generic expectations for landscape-style cosmologies. We consider the inflationary implications of a landscape defined by a Gaussian random function, which is perhaps the simplest such scenario. Many key…

高能物理 - 理论 · 物理学 2022-12-21 Lerh Feng Low , Richard Easther , Shaun Hotchkiss

The cost of the impacts of climate change have already proven to be larger than previously believed. Understanding the costs and benefits of adapting to the changing climate is necessary to make targeted and appropriate investment…

综合经济学 · 经济学 2024-11-27 Anna Josephson , Rodrigo Guerra Su , Greg Collins , Katharine Jacobs

We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible…

统计金融 · 定量金融 2015-03-17 Daniel J. Fenn , Mason A. Porter , Stacy Williams , Mark McDonald , Neil F. Johnson , Nick S. Jones

Market confidence is essential for successful investing. By incorporating multi-market into the evolutionary minority game, we investigate the effects of investor beliefs on the evolution of collective behaviors and asset prices. When there…

交易与市场微观结构 · 定量金融 2015-06-18 Li-Xin Zhong , Wen-Juan Xu , Ping Huang , Chen-Yang Zhong , Tian Qiu

We present empirical evidence on the relationship between demand shocks and price changes, conditional on returns to scale. We find that in industries with decreasing returns to scale, demand increases (which raise costs) correspond to…

综合经济学 · 经济学 2025-02-11 Joel Kariel , Anthony Savagar

The adoption of agroecological practices will be crucial to address the challenges of climate change and biodiversity loss. Such practices favor the cultivation of plants in complex mixtures with layouts differing from the monoculture…

种群与进化 · 定量生物学 2024-09-26 Julian Talbot , Pascal Viot , David Colliaux

Wealth inequality is an important matter for economic theory and policy. Ongoing debates have been discussing recent rise in wealth inequality in connection with recent development of active financial markets around the world. Existing…

综合金融 · 定量金融 2021-09-27 Yuri Biondi , Stefano Olla

Financial markets across all asset classes are known to exhibit trends. These trends have been exploited by traders for decades. Here, we empirically measure when trends revert, based on 30 years of daily futures prices for equity indices,…

统计金融 · 定量金融 2021-07-26 Christof Schmidhuber

In the present work we study the relationship between population allocation and the combined effects of urban size and energy consumption, for two given areas and through a major part of the twentieth century. Along these lines a general…

物理与社会 · 物理学 2016-06-17 Josep M Casas-Busquet , Agustí Poch-Parés

Over the past decade, the stellar growth of Indian economy has been challenged by persistently high levels of inflation, particularly in food prices. The primary reason behind this stubborn food inflation is mismatch in supply-demand, as…

机器学习 · 统计学 2017-02-01 Akash Malhotra , Mayank Maloo

We review the evidence that the erratic dynamics of markets is to a large extent of endogenous origin, i.e. determined by the trading activity itself and not due to the rational processing of exogenous news. In order to understand why and…

统计金融 · 定量金融 2010-09-16 Jean-Philippe Bouchaud

In this article we look at stochastic processes with uncertain parameters, and consider different ways in which information is obtained when carrying out observations. For example we focus on the case of a the random evolution of a traded…

数理金融 · 定量金融 2024-07-08 Will Hicks

Families form the basis of society, and anthropologists have characterised various family systems. This study developed a multi-level evolutionary model of pre-industrial agricultural societies to simulate the evolution of family systems…

物理与社会 · 物理学 2021-10-04 Kenji Itao , Kunihiko Kaneko