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相关论文: Transfer Potentials shape and equilibrate Monetary…

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In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…

交易与市场微观结构 · 定量金融 2015-05-13 H. Lamba

We analyze a simple asset transfer model in which the transfer amount is a fixed fraction $f$ of the giver's wealth. The model is analyzed in a new way by Laplace transforming the master equation, solving it analytically and numerically for…

综合金融 · 定量金融 2015-05-18 Andrey Sokolov , Andrew Melatos , Tien Kieu

Transfer learning has been proven effective when within-target labeled data is scarce. A lot of works have developed successful algorithms and empirically observed positive transfer effect that improves target generalization error using…

机器学习 · 计算机科学 2018-11-27 Zirui Wang

We study the distributions of money in a simple closed economic system for different types of monetary transactions. We know that for arbitrary and random sharing but locally conserving money transactions, the money distribution goes to the…

统计力学 · 物理学 2009-11-07 Anirban Chakraborti

We have studied the statistical mechanics of money circulation in a closed economic system. An explicit statistical formulation of the circulation velocity of money is presented for the first time by introducing the concept of holding time…

物理与社会 · 物理学 2009-11-11 Yougui Wang , Ning Ding , Li Zhang

We model financial transactions as random walks on activity-driven temporal networks. By enforcing fund conservation, our framework analytically derives heavy-tailed distributions for the stationary balances and transaction sizes.…

物理与社会 · 物理学 2026-02-25 Carolina E. Mattsson , Claudio Cellerini , Jaume Ojer , Michele Starnini

We suggest a scheme that allows arbitrarily perfect state transfer even in the presence of random fluctuations in the couplings of a quantum chain. The scheme performs well for both spatially correlated and uncorrelated fluctuations if they…

量子物理 · 物理学 2007-05-23 Daniel Burgarth , Sougato Bose

Exchangeability is a central notion in statistics and probability theory. The assumption that an infinite sequence of data points is exchangeable is at the core of Bayesian statistics. However, finite exchangeability as a statistical…

人工智能 · 计算机科学 2014-04-24 Mathias Niepert , Guy Van den Broeck

Two quantum systems, each described as a random-matrix ensemble. are coupled to each other via a number of transition states. Each system is strongly coupled to a large number of channels. The average transmission probability is the product…

量子物理 · 物理学 2024-03-14 Hans A. Weidenmüller

Many-body dynamical models in which Boltzmann statistics can be derived directly from the underlying dynamical laws without invoking the fundamental postulates of statistical mechanics are scarce. Interestingly, one such model is found in…

统计力学 · 物理学 2023-11-06 Maggie Miao , Kristian Blom , Dmitrii E. Makarov

A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…

统计力学 · 物理学 2019-06-26 Emilio N. M. Cirillo , Matteo Colangeli , Lamberto Rondoni

In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…

交易与市场微观结构 · 定量金融 2014-07-25 Ricardo Lopez-Ruiz , Elyas Shivanian , Jose-Luis Lopez

Transition Probability (fidelity) for pairs of density operators can be defined as "functor" in the hierarchy of "all" quantum systems and also within any quantum system. The introduction of "amplitudes" for density operators allows for a…

量子物理 · 物理学 2016-04-08 Armin Uhlmann

We prove a uniqueness result of solutions for a system of PDEs of Monge-Kantorovich type arising in problems of mass transfer theory. The results are obtained under very mild regularity assumptions both on the reference set…

偏微分方程分析 · 数学 2015-12-10 Graziano Crasta , Annalisa Malusa

Organizations use cash management models to control balances to both avoid overdrafts and obtain a profit from short-term investments. Most management models are based on control bounds which are derived from the assumption of a particular…

计算金融 · 定量金融 2024-01-17 Francisco Salas-Molina

The classical theory of efficient allocations of an aggregate endowment in a pure-exchange economy has hitherto primarily focused on the Pareto-efficiency of allocations, under the implicit assumption that transfers between agents are…

计算机科学与博弈论 · 计算机科学 2026-03-05 Mario Ghossoub , Giulio Principi , Ruodu Wang

The purpose of this paper is to utilize statistical methodologies to infer from market prices of assets and their derivatives the magnitude of the set of a measure M that defines acceptance sets of risky future cash flows. Specifically, we…

数理金融 · 定量金融 2023-01-16 Yoshihiro Shirai

We propose a game-theoretic framework to study the outcomes of packetized payments, a cross-ledger transaction protocol, with strategic and possibly malicious agents. We derive the transaction failure rate and demonstrate that without…

计算机科学与博弈论 · 计算机科学 2021-12-14 Alevtina Dubovitskaya , Damien Ackerer , Jiahua Xu

We study two-sided many-to-one matching markets with transferable utilities, e.g., labor and rental housing markets, in which money can exchange hands between agents, subject to distributional constraints on the set of feasible allocations.…

理论经济学 · 经济学 2022-04-26 Devansh Jalota , Michael Ostrovsky , Marco Pavone

We investigate the unbiased model for money exchanges: agents give at random time a dollar to one another (if they have one). Surprisingly, this dynamics eventually leads to a geometric distribution of wealth (shown empirically by…

概率论 · 数学 2022-08-12 Fei Cao , Pierre-Emmanuel Jabin