This study explores the potential to enhance the reflectance of solar insolation by the human settlement and grassland components of the Earth's terrestrial surface as a climate change mitigation measure. Preliminary estimates derived using a static radiative transfer model indicate that such efforts could amplify the planetary albedo enough to offset the current global annual average level of radiative forcing caused by anthropogenic greenhouse gases by as much as 30 percent or 0.76 W/m2. Terrestrial albedo amplification may thus extend, by about 25 years, the time available to advance the development and use of low-emission energy conversion technologies which ultimately remain essential to mitigate long-term climate change. However, additional study is needed to confirm the estimates reported here and to assess the economic and environmental impacts of active land-surface albedo amplification as a climate change mitigation measure.

The Synchrosqueezing transform is a time-frequency analysis method that can decompose complex signals into time-varying oscillatory components. It is a form of time-frequency reassignment that is both sparse and invertible, allowing for the recovery of the signal. This article presents an overview of the theory and stability properties of Synchrosqueezing, as well as applications of the technique to topics in cardiology, climate science and economics.

The international trade network (ITN) has received renewed multidisciplinary interest due to recent advances in network theory. However, it is still unclear whether a network approach conveys additional, nontrivial information with respect to traditional international-economics analyses that describe world trade only in terms of local (first-order) properties. In this and in a companion paper, we employ a recently proposed randomization method to assess in detail the role that local properties have in shaping higher-order patterns of the ITN in all its possible representations (binary/weighted, directed/undirected, aggregated/disaggregated by commodity) and across several years. Here we show that, remarkably, the properties of all binary projections of the network can be completely traced back to the degree sequence, which is therefore maximally informative. Our results imply that explaining the observed degree sequence of the ITN, which has not received particular attention in economic theory, should instead become one the main focuses of models of trade.

Based on the misleading expectation that weighted network properties always offer a more complete description than purely topological ones, current economic models of the International Trade Network (ITN) generally aim at explaining local weighted properties, not local binary ones. Here we complement our analysis of the binary projections of the ITN by considering its weighted representations. We show that, unlike the binary case, all possible weighted representations of the ITN (directed/undirected, aggregated/disaggregated) cannot be traced back to local country-specific properties, which are therefore of limited informativeness. Our two papers show that traditional macroeconomic approaches systematically fail to capture the key properties of the ITN. In the binary case, they do not focus on the degree sequence and hence cannot characterize or replicate higher-order properties. In the weighted case, they generally focus on the strength sequence, but the knowledge of the latter is not enough in order to understand or reproduce indirect effects.

The relationships between game theory and quantum mechanics let us propose certain quantization relationships through which we could describe and understand not only quantum but also classical, evolutionary and the biological systems that were described before through the replicator dynamics. Quantum mechanics could be used to explain more correctly biological and economical processes and even it could encloses theories like games and evolutionary dynamics. This could make quantum mechanics a more general theory that we had thought. Although both systems analyzed are described through two apparently different theories (quantum mechanics and game theory) it is shown that both systems are analogous and thus exactly equivalents. So, we can take some concepts and definitions from quantum mechanics and physics for the best understanding of the behavior of economics and biology. Also, we could maybe understand nature like a game in where its players compete for a common welfare and the equilibrium of the system that they are members.

Researchers working in lattice field theory constitute an established community since the early 1990s, and around the same time the online open-access e-print repository arXiv was created. The fact that this field has a specific arXiv section, hep-lat, which is comprehensively used, provides a unique opportunity for a statistical study of its evolution over the last three decades. We present data for the number of entries, $E$, published papers, $P$, and citations, $C$, in total and separated by nations. We compare them to six other arXiv sections (hep-ph, hep-th, gr-qc, nucl-th, quant-ph, cond-mat) and to two socio-economic indices of the nations involved: the Gross Domestic Product (GDP) and the Education Index (EI). We present rankings, which are based either on the Hirsch Index H, or on the linear combination $Σ= E + P + 0.05 C$. We consider both extensive and intensive national statistics, i.e. absolute and relative to the population or to the GDP.

This paper addresses the challenges of pricing exotic options and structured products, which traditional models often fail to handle due to their inability to capture real-world market phenomena like fat-tailed distributions and volatility clustering. We introduce a Diffusion-Conditional Probability Model (DDPM) to generate more realistic price paths. Our method incorporates a composite loss function with financial-specific features, and we propose a P-Q dynamic game framework for evaluating the model's economic value through adversarial backtesting. Static validation shows our P-model effectively matches market mean and volatility. In dynamic games, it demonstrates significantly higher profitability than a traditional Monte Carlo-based model for European and Asian options. However, the model shows limitations in pricing products highly sensitive to extreme events, such as snowballs and accumulators, because it tends to underestimate tail risks. The study concludes that diffusion models hold significant potential for enhancing pricing accuracy, though further research is needed to improve their ability to model extreme market risks.

We formulate option market making as a constrained, risk-sensitive control problem that unifies execution, hedging, and arbitrage-free implied-volatility surfaces inside a single learning loop. A fully differentiable eSSVI layer enforces static no-arbitrage conditions (butterfly and calendar) while the policy controls half-spreads, hedge intensity, and structured surface deformations (state-dependent rho-shift and psi-scale). Executions are intensity-driven and respond monotonically to spreads and relative mispricing; tail risk is shaped with a differentiable CVaR objective via the Rockafellar--Uryasev program. We provide theory for (i) grid-consistency and rates for butterfly/calendar surrogates, (ii) a primal--dual grounding of a learnable dual action acting as a state-dependent Lagrange multiplier, (iii) differentiable CVaR estimators with mixed pathwise and likelihood-ratio gradients and epi-convergence to the nonsmooth objective, (iv) an eSSVI wing-growth bound aligned with Lee's moment constraints, and (v) policy-gradient validity under smooth surrogates. In simulation (Heston fallback; ABIDES-ready), the agent attains positive adjusted P\&L on most intraday segments while keeping calendar violations at numerical zero and butterfly violations at the numerical floor; ex-post tails remain realistic and can be tuned through the CVaR weight. The five control heads admit clear economic semantics and analytic sensitivities, yielding a white-box learner that unifies pricing consistency and execution control in a reproducible pipeline.

The following note contains a computer simulation concerning the struggle between two companies: the first one is "the biggest zaibatsu of all", while the second one is "small, fast, ruthless". The model is based on a neo-Schumpeterian framework operating in a Darwinian evolutionary environment. After running the program a large number of times, two characteristics stand out: -- There is always a winner which takes it all, while the loser disappears. -- The key to success is the ability to employ efficiently the technological innovations. The topic of the present paper is strictly related with the content of the following notes: Michele Tucci, Evolution and Gravitation: a Computer Simulation of a Non-Walrasian Equilibrium Model; Michele Tucci, Oligopolistic Competition in an Evolutionary Environment: a Computer Simulation. The texts can be downloaded respectively at the following addresses: http://arxiv.org/abs/cs.CY/0209017 http://arxiv.org/abs/cs.CY/0501037 These references include some preliminary considerations regarding the comparison between the evolutionary and the gravitational paradigms and the evaluation of approaches belonging to rival schools of economic thought.

The following notes contain a computer simulation concerning effective competition in an evolutionary environment. The scope is to underline the existence of a side effect pertaining to the competitive processes: the tendency toward an excess of supply by producers which operate in a strongly competitive situation. A set of four oligopolistic firms will be employed in the formal reconstruction. The simulation will operate following the Edmond Malinvaud "short side" approach, as far as the price adjustment is concerned, and the sequential Hicksian "weeks" structure with regard of the temporal characterization. The content of the present paper ought to be considered as a development of the writing: Michele Tucci, Evolution and Gravitation: a Computer Simulation of a Non-Walrasian Equilibrium Model, published with the E-print Archives at arXiv.com (section: Computer Science, registration number: cs.CY/0209017). In such a paper there can be found some preliminary considerations regarding the comparison between the evolutionary and the gravitational paradigms and the evaluation of approaches belonging to rival schools of economic thought.