Search Results - subject_exact:"Catastrophe model"

Nonlinear dynamics of AI investment and economic growth in Germany : evidence from a NARDL approach

Athari, Seyed Alireza; Sassine, Mario Edmond; Tieku … - 2026

This study aims to examine the impacts of AI investment on economic growth, while controlling for labor force participation and gross fixed capital formation in Germany. The analysis is based on data collected on the state of economic development in Germany from the first quarter of 2012 to the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626027

A first step toward a CAT model framework : an ODE-based risk analysis of urban floods triggered by meteorological events

Curioso, Beatriz A.; Esquível, Manuel L.; Guerreiro, … - 2026

This paper presents a physics-based hazard model for catastrophe (CAT) modelling of urban flood risk-a first step toward a complete CAT modelling framework. We introduce a linear second-order ordinary differential equation (ODE) system to simulate the underlying mechanisms of water accumulation,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640213

Complex patterns of green transition

Gomes, Orlando - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015641922

Nonlinear dynamics in a public good game

Gori, Luca; Sodini, Mauro - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015485690

Estimating nonlinear heterogeneous agent models with neural networks

Kase, Hanno; Melosi, Leonardo; Rottner, Matthias - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015206737

Emergence of chaotic dynamics in the Goodwin model with disequilibrium in the goods market

Bella, Giovanni - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436540

Discussion of "Dynamic causal effects in a nonlinear world: the good, the bad, and the ugly"

Herbst, Edward P.; Johannsen, Benjamin K. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015438459

A dynamic model of real-financial markets interaction

Sordi, Serena; Naimzada, Ahmad; Dávila-Fernández, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015440980

Nonlinear dynamics of a simple behavioral model of inflation

Agliari, Anna; Bignami, Fernando; Pecora, Nicoló - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015594091

From Samuelson's multiplier-accelerator to bifurcations and chaos in economic dynamics

Bischi, Gian Italo - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015594648

Dynamic investigations of an endogenous business cycle model with heterogeneous agents

Bougheas, Spiros P.; Commendatore, Pasquale; Gardini, Laura - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015589852

Exploring market efficiency in cryptocurrencies : fourier analysis of non-linear dynamics and breaks

Öztürk, Cemal - 2025

This study evaluates cryptocurrency market efficiency through an analysis of 25 leading cryptocurrencies traded between 2014 and 2024. This research employs the Augmented Dickey-Fuller (ADF) test and its Fourier-augmented variant (Fourier ADF, FADF), the Kapetanios-Shin-Snell (KSS) test, and its...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591994

Nonlinear effects of uncertainty shocks : state dependency and asymmetry

Morita, Hiroshi; Yuasa, Shiro - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015399288

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Nonlinear effects of uncertainty shocks : state-dependency and asymmetry

Morita, Hiroshi; Yuasa, Shiro - 2022

Book / Working Paper

Nonlinear dynamics of Kimchi premium

Seo, Myung Hwan; Koo, Bonsoo; Yang, Yangzhuoran Fin - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014549082

The effect of noise on recurrent diagrams of energy consumption of a metallurgical enterprise

Bakurova, Anna; Yuskiv, Olesia - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015078503

Machine learning for continuous-time finance

Duarte, Victor; Duarte, Diogo; Silva, Dejanir H. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015359477

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Machine learning for continuous-time finance

Duarte, Victor; Duarte, Diogo; Silva, Dejanir H. - 2024

Book / Working Paper

The emergence of chaos in productivity distribution dynamics

Gomes, Orlando - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015177128

Equilibrium reinsurance strategies for catastrophe and secondary claims under α-maxmin mean-variance criterion

Zhang, Liming; Wu, Hongping; Zhao, Qian; Wang, Ning - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015595132

The complexity of the APP competition model with bounded rationality in platform ecosystem

Xiao, Jianli; Xiao, Hanli; Li, Changrong - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015595719

A nonlinear dynamic theory of economic growth and environmental change

Zhang, Wei-Bin - 2026

"The contemporary global economy is characterized by rapid economic growth of different countries and increasingly severe environmental problems. It is necessary to construct a theory to connect all of these changes in a single analytical framework with minimum assumptions. This book advances...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015402608

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A nonlinear dynamic theory of economic growth and environmental change

Zhang, Wei-Bin - 2026

Book / Working Paper

Nonlinear Dynamics of Islamic Fixed Income Securities : Evidence from Generalized Chaos Analysis Framework

Kojić, Milena; Vogl, Markus; Mitić, Petar; Hanić, Aida - 2023

This study endeavors to unravel the structured and sequential intricacies underlying the empirical da-ta-generating process (DGP) and the captivating evolutionary dynamism of Islamic fixed income securi-ties. To achieve this goal, we delve into the realm of nonlinear dynamics governing the Dow...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014352812

Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior

Mignot, Sarah; Tramontana, Fabio; Westerhoff, Frank H. - 2023

We develop a nonlinear duopoly model in which the heuristic expectation formation and learning behavior of two boundedly rational firms may engender complex dynamics. Most importantly, we assume that the firms employ different forecasting models to predict the behavior of their opponent....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014305614

The distribution of savings behaviours and macro dynamics

Gomes, Orlando - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357333

Design of neuro-stochastic Bayesian networks for nonlinear chaotic differential systems in financial mathematics

Syed, Farwah Ali; Fang, Kwo-Ting; Kiani, Adiqa Kausar; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195764

On the Fragility of the Nonlinear Phillips Curve View of Recent Inflation

Beaudry, Paul; Hou, Chenyu; Portier, Franck - 2025

The paper examines whether the US evidence in favour of a nonlinearity in the Phillips curve is robust or fragile. To this end, we use both cross city and aggregate time series data. We are particularly concerned with the possibility that the evidence in favour a nonlinear Phillips curve may is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326515

Economic bifurcation and chaos

Barnett, William A.; Han, Ruoning - 2025

"Economic Bifurcation and Chaos provides a unified presentation of the contributions to the literature on economic bifurcation, nonlinear dynamics, and chaos by William A Barnett and his coauthors. The span of the research begins in 1988 with Barnett's initial finding of chaos in economic data....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015448598

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Economic bifurcation and chaos

Barnett, William A.; Han, Ruoning - 2025

Book / Working Paper

Introduction to the special issue on nonlinear dynamics and complex systems

Caravaggio, Andrea; Iannucci, Gianluca; Sodini, Mauro; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015589845

Special issue: nonlinear dynamics and complex systems

2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015589848

Heterogeneous entrepreneurial will and aggregate fluctuations : a reassessment of the standard Keynesian macro model

Gomes, Orlando - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591304

Controversy in Financial Chaos Research and Nonlinear Dynamics : A Short Literature Review

Vogl, Markus - 2022

In this study, I apply a bibliometric analysis paired with a subsequent snowball sampling procedure. Moreover, I display a full citation network analysis, outlining the most relevant publications and contributions, defining relevant measures and show the interconnectivities and gaps within the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013295421

Complexity research in economics : past, present and future

Nomaler, Önder; Verspagen, Bart - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013443739

Estimating Nonlinear Heterogeneous Agents Models with Neural Networks

Kase, Hanno; Melosi, Leonardo; Rottner, Matthias - 2022

Economists typically make simplifying assumptions to make the solution and estimation of their highly complex models feasible. These simplifications include approximating the true nonlinear dynamics of the model, disregarding aggregate uncertainty or assuming that all agents are identical. While...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013405546

A Non-Linear Market Model

Sichert, Tobias - 2022

This paper estimates a single pricing factor from index options and shows that it can explain a large set of prominent stock return anomalies jointly. A key feature of the new pricing factor is that it is a U-shaped function of index returns, implying that investors demand an upside risk...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013405693

Uncertainty Quantification of Multi-Scale Resilience in Nonlinear Complex Networks Using Arbitrary Polynomial Chaos

zou, mengbang; Zanotti Fragonara, Luca; Qiu, Song; Guo, … - 2022

Complex systems derive sophisticated behavioural dynamics by connecting individual component dynamics via a complex network. The resilience of complex systems is a critical ability to regain desirable behaviour after perturbations. In the past years our understanding of large-scale networked...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013299944

Nonlinear Dynamic Dissolution Behavior of Ti-48al-2cr-2nb Alloy

Zhang, Xianmiao; Luo, Zhijian; Liao, Cuijiao - 2022

Chronoamperometry (CA), phase space reconstruction, correlation dimension, multifractal detrended fluctuation analysis (MFDFA) combining linear sweep voltammetry (LSV), electrochemical impedance spectroscopy (EIS), and surface morphology observation were used to systematically analyze the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013304492

A stylized macro-model with interacting real, monetary and stock markets

Cavalli, F.; Naimzada, Ahmad; Pecora, N. - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013171528

Environmental sustainability, nonlinear dynamics and chaos reloaded : 0 matters!

Caravaggio, Andrea; Sodini, Mauro - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014248165

A model of consumer choice with bounded rationality and reference quantity

Bischi, Gian Italo; Tramontana, Fabio - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014282405

How Do Strategic Complementarity and Substitutability Shape Equilibrium Dynamics?

Beaudry, Paul; Galizia, Dana S.; Portier, Franck - 2024

Macroeconomic dynamics are shaped by how individual incentives to spend and accumulate interact with the decisions of others. The goal of this paper is to identify--within a simple large-game-theoretic structure--which types of agent interactions favor which types of dynamic equilibrium...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014635624

Nonlinear Dynamics in Menu Cost Economies? Evidence from U.S. Data

Blanco, Andrés; Boar, Corina; Jones, Callum; Midrigan, … - 2024

We show that standard menu cost models cannot simultaneously reproduce the dispersion in the size of micro-price changes and the extent to which the fraction of price changes increases with inflation in the U.S. time-series. Though the Golosov and Lucas (2007) model generates fluctuations in the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014635711

Filtering with Limited Information

Drautzburg, Thorsten; Fernández-Villaverde, Jesús; … - 2024

We propose a new tool to filter non-linear dynamic models that does not require the researcher to specify the model fully and can be implemented without solving the model. If two conditions are satisfied, we can use a flexible statistical model and a known measurement equation to back out the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014635717

A fast temporal decomposition procedure for long-horizon nonlinear dynamic programming

Na, Sen; Anitescu, Mihai; Kolar, Mladen - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014564928

Empirical performance of an ESG assets portfolio from US market

Pokou, Fredy; Kamdem, Jules Sadefo; Benhmad, François - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015143946

Destroying phantom jams with connectivity and automation : nonlinear dynamics and control of mixed traffic

Molnar, Tamas G.; Orosz, Gábor - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015359293

Logistic forecasting of GDP competitiveness

Ray, Arnab K. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015395463

Catastrophe theory and economic modelling at the back of an envelope

Pol, Eduardo J. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014540220

Nonlinear dynamics and game-theoretic modeling in economics and finance

2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014540249

Dynamic realized minimum variance portfolio models

Kim, Donggyu; Oh, Minseog - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015533688

The Nonlinear Dynamics of Corporate Bond Spreads : Regime-Dependent Effects of their Determinants

Fischer, Henning; Stolper, Oscar - 2021

This paper studies the behavior of corporate bond spreads during different market regimes between 2004 and 2016. Applying a Markov-switching vector autoregressive (MS-VAR) model, we document that the dynamic impact of spread determinants varies substantially with market conditions. In periods of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013250306

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The Nonlinear Dynamics of Corporate Bond Spreads : Regime-Dependent Effects of Their Determinants

Fischer, Henning - 2019

Book / Working Paper

Environmental Policy and the Macroeconomy Under Shallow-Lake Dynamics

Heijdra, Ben J.; Heijnen, Pim - 2021

We study the environmental and economic effects of public abatement in the presence of multiple stable steady-state ecological equilibria. Under shallow-lake dynamics (SLD), the isocline for the stock of pollution features two stable branches, a good and a bad one. Assuming that the ecology is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013316289