2 papers
physics.soc-ph2026
Wealth Inequality and Planetary Boundaries in a Stylized Agent-Based Model
Thomas Valade, Michael Benzaquen, Matthieu Cristelli +2
At the intersection of rising wealth inequality and intensifying environmental pressures, we investigate a reverse causal relationship that has received comparatively little attent…
stat.ME2026
Prediction of linear fractional stable motions using codifference, with application to non-Gaussian rough volatility
Matthieu Garcin, Karl Sawaya, Thomas Valade
The linear fractional stable motion (LFSM) extends the fractional Brownian motion (fBm) by considering -stable increments. We propose a method to forecast future increments of…