arXiv · arXiv · 2022
Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently introduced mathematical techniques to study multivariate time series pertaining to country inflation (CPI), economic growth (GDP) and equity index behaviours. We begin by assessing the temporal evolution among various economic phenomena, and complement this analysis with `economic driver analys…
Nick James, Max Menzies, Kevin Chin
arXiv · arXiv q-fin · 2025
Bitcoin operates as a macroeconomic paradox: it combines a strictly predetermined, inelastic monetary issuance schedule with a stochastic, highly elastic demand for scarce block space. This paper empirically validates the Endogenous Constraint Hypothesis, positing that protocol-level throughput limits generate a non-linear negative feedback loop between network friction and base-layer monetary velocity. Using a verif…
Hamoon Soleimani
arXiv · arXiv q-fin · 2018
This article aims to present an elementary analytical solution to the question of the formation of a structure of differentiation of rates of return in a classical gravitation model and in a model of the dynamics of price-wage spirals.
Afifa Alintissar, Abdelkader Intissar, Jean-karim Intissar
arXiv · arXiv q-fin · 2026
In a deep forecasting pipeline for fat-tailed financial returns at short horizons, which matters more - the backbone architecture or the output head? We compare four modern backbones (TimesNet, DLinear, N-BEATS, iTransformer) under three output heads: a point head, a single-Gaussian density head, and a Gaussian mixture density head with K=4 components. On S and P 500 monthly log-returns (1871-2023) under anchored wal…
Sichao He, Yansong Zhang
arXiv · arXiv q-fin · 2012
The analysis of dollar inflation performed by the authors through the approximation of empirical data for 1913-2012 with a power-law function with an accelerating log-periodic oscillation superimposed over it has made it possible to detect a quasi-singularity point around the 17th of December, 2012. It is demonstrated that, if adequate measures are not taken, one may expect a surge of inflation around the end of this…
Askar Akaev, Andrey Korotayev, Alexey Fomin