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Record W4249924096 · doi:10.32920/ryerson.14668107.v1

Dynamic behavior of a nonlinear macro-financial system

2021· preprint· en· W4249924096 on OpenAlexaff
Azadeh Aram

Bibliographic record

Venuenot available
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsToronto Metropolitan University
Fundersnot available
KeywordsMacroNonlinear systemHopf bifurcationEconomicsLeverOrder (exchange)Investment (military)Function (biology)ExponentFinancial marketStability (learning theory)BifurcationMathematicsMathematical economicsControl theory (sociology)FinanceComputer sciencePhysics

Abstract

fetched live from OpenAlex

We investigate dynamic behavior of the macro- financial models governed by a system of three first order differential equation involving interest rate, price exponent and investment demand. Using this mathematical model, all the possible behavior that a model shows in the operation of macro-financial system were examined, such as equilibria, stability and Hopf-bifurcations. We find out the ranges of parameters involved in the system under which the equilibria exist the relationship between the parameters and Hopf-bifurcation. Due to changes in conditions in parameters in this financial system, all the behavior of the model as well as the effects of adjustment of the macro-economic policies and adjustment of some parameter on the whole financial system behavior were discussed by applying Ruth-Hurwitz theorem. Hence, It provides better understanding of the lever function of all types of financial policies.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.004
Threshold uncertainty score0.009

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.001
Scholarly communication0.0010.001
Open science0.0000.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.021
GPT teacher head0.221
Teacher spread0.201 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2021
Admission routes1
Has abstractyes

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