Articles tagged with Mathematical Economics
Researchers found that hedge funds that effectively bet against public sentiment outperformed those that rode sentiment, earning a 0.4% monthly premium. This result persists even after controlling for fund characteristics and economic risks.
Researchers developed a new model showing that supply chain disruptions exacerbate systemic risk in the banking sector. The model reveals that supply chain contagion can amplify losses on the interbank market by 70%, posing a major threat to financial stability.
A new study reveals that financial and supply network interactions amplify bank shocks' effects on the economy by nearly 50%. Shocks travel both downstream to customers and upstream to suppliers, contributing significantly to aggregate GDP impact.
A team of researchers at Bielefeld University has developed a precise mathematical approach to plotting routes through space and time. The new method could help make space missions more efficient and also improve transportation systems on Earth.
A global study of 2,636 firms across 31 countries found that stronger ESG disclosure and performance correspond to higher intrinsic value. This aligns with theoretical analysis and signaling theory, highlighting the need for companies to communicate substantive progress honestly.
A new study by University of East Anglia researchers identified key factors contributing to successful crowdfunding campaigns on Seedrs. Setting a £90K target, having around 19 team members, and using specific phrases in campaign pitches all helped attract investors.
New research by Bayes Business School reveals the introduction of the National Living Wage has decreased labor mobility across firms, but its impact on workers' incentives to search for new jobs is unclear. The study suggests that rising wage floors may reduce job switches and make potentially risky job moves less attractive.
A new UTEP study found that postseason NFL officiating from 2015-2023 consistently favored the Kansas City Chiefs, coinciding with their rise as a marketable franchise. This phenomenon, known as regulatory capture, suggests that financial incentives can subtly shape rule enforcement.
A comprehensive study by UC Riverside's School of Public Policy found that agricultural conservation programs saved water at a low cost per acre-foot, while new supply efforts were more expensive. The analysis showed that 80% of the Colorado River's water is consumed by agriculture, and incentive programs can deliver meaningful savings.
A new study from the University of Vaasa shows that traditional risk models often underestimate extreme events in financial markets. Power-law models offer a more accurate lens to understand financial markets' risk dynamics, revealing sharp rises and crashes are common across equities, commodities, FX markets, and cryptocurrencies.
A new planning formula, adapted from the Real Options Approach, aims to transform the Royal Australian Navy's fleet management. The model assesses multiple future scenarios, reducing risk of overinvestment or premature commissioning.
Researchers at UMH develop a mathematical model with three allocation rules to improve revenue sharing on streaming platforms. The model aims to address the issue of opaque revenue distribution, prioritizing creators' needs and promoting fairness.
A new study from the University of Vaasa identifies transparency, centralisation, territorial access, fee structures, and referral schemes as risk factors in cryptocurrency exchanges. Decentralised exchanges have a lower probability of failure compared to centralised platforms due to their distributed structure.
The São Paulo School of Advanced Science on High-Dimensional Modeling offers minicourses and sessions to enhance data professionals' training in machine learning and finance. Key challenges related to forecasting, asset allocation, and climate econometrics will be addressed through state-of-the-art science and research.
A WVU statistician is developing new methods to analyze curve-type data for predicting extreme weather patterns, financial turmoil and pollution levels. The research aims to create innovative tools for understanding high-resolution data and addressing regional risks in mountainous states like West Virginia.
Researchers from Pusan National University have developed pricing formulas for vulnerable timer options, which can help reduce investment risks. The study found that these options are more effective than standard timer options in managing credit risk.
Researchers from Complexity Science Hub highlight similarities in models used by economists and physicists to analyze financial markets. The study aims to create an overview of these models, promoting interdisciplinary collaboration and avoiding research that gets lost in translation.
Researchers found that embracing early, less severe preventative measures can slow disease spread and lessen economic impact. Physics-based analysis revealed that small but steady countermeasures are more effective than strict measures in limiting health damage and economic loss.
A team of researchers from Xi'an Jiaotong-Liverpool University and other institutions has identified a flexible and user-friendly model for predicting flood frequency in a changing environment. The fractional polynomial-based regression method is more effective than existing models, which often fail to account for factors like climate ...
Mathematical models suggest that only 1 in 5 COVID-19 cases were counted worldwide, resulting in an estimated 600 million to 2.4 billion actual cases globally. The wide range of estimated cases highlights the problems with accuracy of reported numbers due to data tampering, inconsistent reporting, and lack of uniformity.
A new mathematical approach to grouping theory uses math to determine the most effective way to organize individuals to maximize learning. The research found that like-skilled tiered grouping is better than cross-sectional or random grouping, when the end goal is improving learning for all individuals.
A study by the University of Washington found that Seattle's democracy voucher program increased donations by 53% per race and boosted small donations by 270%. The program also led to an 86% increase in candidates and a decline in incumbent electoral success.
A new study by Xi'an Jiaotong-Liverpool University finds that upscale hotels in Texas benefit most from hosting Tesla charging stations between 2015-2018. The study suggests that the benefits are due to brand alignment and the presence of nearby tourist attractions, which attract customers seeking charging services.
A study by Jason Hickel reveals that the global North appropriates vast resources and labor from the global South through price differentials in international trade, resulting in a net drain of $10.8 trillion in 2015. This unsustainable practice perpetuates global inequality and ecological breakdown.
A new framework for portfolio management uses deep reinforcement learning to predict price trends and make strategic decisions, overcoming limitations of existing systems. The system consists of evolving agent modules and strategic agent modules, allowing for modular design and scalability.
Researchers used an SIR model to show COVID-19 convergence in Japan, with growth rates initially high then decreasing as cumulative infected people increase. The study aims to control infections and mitigate economic impact through risk management.
Regular testing of asymptomatic healthcare workers identified as cost-efficient strategy to prevent SARS-CoV-2 transmission. The study suggests that desynchronization of teams had limited effectiveness due to economic constraints.
Researchers developed a mathematical model to predict the spread of COVID-19, taking into account restrictions and containment policies. The model successfully calculated the total number of infected and peak infection days in the 2014-2015 Ebola virus epidemic.
Karen DeLong, UTIA Associate Professor, received the SAEA Emerging Scholar Award for her research and publication activity. Her work focuses on livestock economics, agricultural policy, and international trade, with over $4.7 million in grant funding.
The study uses a dynamic model to predict COVID-19 spread, incorporating infected but asymptomatic individuals and different sub-compartments. The optimal quarantine policy minimizes disease transmission and economic damage, with the sweet spot found between total lockdown and normal movement.
Researchers developed a mathematical model to predict crop performance and quality, accelerating the process of creating new plant varieties. The model was applied to soybeans and analyzed key traits such as plant height, seed yield, and oil content.
The study shows that reopening a business is feasible only if stringent safety measures are taken, including frequent hand washing, routine sanitation, social distancing, and monitoring body temperature. The model estimates that these measures can increase net profit under certain assumptions.
The Econometric Society and Bocconi University Virtual World Congress brought together 2,500 participants, 1,300 presentations, and over 300 sessions to discuss key topics in economics. The event featured two Nobel laureates, Esther Duflo and Abhijit Banerjee, as well as experts from top companies like Amazon and Microsoft.
The COVID-19 pandemic resulted in a global consumption loss of $3.8 trillion, accompanied by job losses equivalent to 147 million full-time positions. However, decreases in production and air travel led to environmental benefits, including a 2.5 metric gigaton reduction in greenhouse gases.
A study by Shinshu University researchers used input-output analysis to quantify economic damage from Japan's earthquakes. The study found that the largest earthquakes require significant economic assistance for initial production and recovery, with some requiring up to 50% of initial production until recovery.
Researchers propose a novel method from physics that makes economic effects of major events computable for the first time. The new method calculates resilience and outputs, testable predictions can be made and visualizations help understand economies.
Researchers investigate whether equilibrium is a good assumption in economics, finding that it breaks down in complicated games. They suggest new approaches are needed to simulate human behavior in complex situations.
New research reveals that slower runners can benefit significantly from measures improving 'running economy', such as better footwear and nutrition, resulting in faster finish times. For recreational runners, these methods can lead to substantial improvements, while elite athletes face more limited gains.
A new model of polarization explains how voters strategically vote for parties to empower their preferred party, contributing to increased polarization. The model also highlights the impact of gerrymandering on polarization and suggests policy changes, such as increasing local party coordination, could help address the issue.
A mathematical model proposes a threshold strategy for governments to counterbalance the costs of reducing public debt. The optimal threshold is endogenously determined based on inflation levels.
A mathematical economist has developed conceptual models to describe economic decisions for long-term flood protection strategies. The study highlights the importance of central government investment in infrastructure and private sector responsibility, with calculations showing that government investment is better than direct subsidies.
Mathematicians at National Research University Higher School of Economics have found a link between earthquakes and currency jumps, using the Japanese ETAS approach. This method predicts financial risks with 40% accuracy, comparable to traditional econometric models.
A no-growth economy may be more stable with fewer crashes, according to a University of Sussex study. The research challenges dominant economic thinking, suggesting that economies can be volatile even during periods of growth.
Sandro Ambuehl, an assistant professor at the University of Toronto, has received a three-year grant to investigate the impact of nudges on financial decision-making. He will collaborate with Stanford University economist B. Douglas Bernheim on the project.
Sebastian Will, a Columbia University assistant professor, has been awarded a $60,000 fellowship to investigate the fundamental understanding of quantum many-body systems. The Alfred P. Sloan Foundation recognizes his unique potential to make substantial contributions to physics.
May-Britt and Edvard Moser, Norwegian neuroscientists, were elected members of the American Philosophical Society in recognition of their groundbreaking research on spatial memory. The APS recognizes outstanding achievements in all fields of intellectual endeavor, a testament to the Mosers' exceptional contributions to neuroscience.
The Alfred P. Sloan Foundation has selected 126 outstanding early-career scientists as recipients of the 2015 Sloan Research Fellowships. These fellowships honor innovative research in eight fields, including chemistry, computer science, economics, and physics.
Researchers found that low-density neighborhoods are more likely to stay integrated, while high-density areas become segregated. The study uses a mathematical model to simulate the movement of families between neighborhoods and shows that cities can quickly become segregated once a certain density threshold is reached.
A study published in the Journal of Mathematical Economics found that short lives result in big financial losses, comparable to socio-economic gaps. The researchers suggest that individuals who die prematurely may have been better off consuming more earlier in life.
The Alfred P. Sloan Foundation has selected 126 young researchers for the 2014 Sloan Research Fellowships, recognizing their achievements and potential as rising scientific leaders. Awarded annually since 1955, the fellowships provide $50,000 to support further research.
Researchers develop a mathematical model explaining the two-phase process of abrasion that makes rocks rounder. The study reveals that abrasion reduces rock size only after it becomes smooth, providing new insights into erosion and sediment travel in rivers.
Researchers from UPV/EHU applied Game Theory to calculate motorway toll charges, proposing the Nucleolus method for fairness and equity. This method reduces charges for long-distance travelers and allows for more efficient traffic management.
Researchers identified a specific math skill, number system knowledge, that correlates with later mathematical ability and employability. Interventions targeting this skill in early childhood may help students catch up and achieve career success.
A new mathematical model uses menstrual cycle data to predict conception chances and identify potential fertility issues. The analysis suggests that older couples are more likely to experience low fertility, making it essential for them to seek medical attention sooner.
Researchers are developing a mathematical model designed to help explain how financial shocks spread across the global economy. The model, funded by the NSF, aims to provide early warnings of potential crises and inform policy makers' responses.
Gennadi Henkin has received the 2011 Stefan Bergman Prize for his fundamental contributions to theory of functions on complex manifolds, integral representations in several complex variables, and multidimensional Cauchy-Riemann equations. He is recognized as a leading scientific researcher with over 130 publications in various fields.
Three NYU faculty, Robert Froemke, Pierre Germain, and Virgiliu Midrigan, have been awarded Sloan Foundation fellowships to support their groundbreaking research in neuroplasticity, nonlinear dispersive equations, and economics. The two-year $50,000 awards aim to foster the next generation of scientific leaders and advance their work.
The Alfred P. Sloan Foundation has selected 126 outstanding researchers to receive fellowships for their work in the ocean sciences, expanding the award's reach to this field. The fellowships support early-career scientists and scholars with $50,000 grants.
A new study by University of Notre Dame Economist Kirk Doran examines the impact of Soviet mathematicians on US math. The research shows that Western and Eastern mathematicians developed different specializations due to Cold War institutions, affecting American math productivity.
Researchers develop a mathematical methodology to predict critical transitions in complex systems like fisheries and economies. The approach utilizes traditional intuition and understanding, reducing the need for large amounts of data, to enhance chances of 'seeing it coming'.