3 papers
econ.GN2024
Measures of the Capital Network of the U.S. Economy
Ben Klemens
About two million U.S. corporations and partnerships are linked to each other and human investors by about 15 million owner-subsidiary links. Comparable social networks such as cor…
stat.ME2015
A Useful Algebraic System of Statistical Models
Ben Klemens
This paper proposes a single form for statistical models that accommodates a broad range of models, from ordinary least squares to agent-based microsimulations. The definition make…
q-fin.TR2013
A Peer-based Model of Fat-tailed Outcomes
Ben Klemens
It is well known that the distribution of returns from various financial instruments are leptokurtic, meaning that the distributions have "fatter tails" than a Normal distribution,…