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Dear QuantNet community,
I am pleased to share my newly published peer-reviewed article, which introduces a novel application of the Navier–Stokes equations—one of the Clay Millennium Problems—for modeling the dynamics of liquidity flows and systemic risk in financial systems.
Paper Title:
Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier–Stokes Equations
Abstract (brief version):
This research adapts the classical Navier–Stokes partial differential equations to economic systems, modeling liquidity “flow” and systemic risk propagation as analogous to fluid dynamics. The model uses empirical macro-financial data from Georgia (2010–2024), AI-driven parameter calibration, and captures both cyclical and shock scenarios.
Key features:
Full paper:
I welcome any feedback, critique, or questions from the community regarding the mathematical approach, calibration process, or possible extensions for global markets.
Looking forward to a fruitful discussion!
Best regards,
Davit Gondauri
Professor, Business & Technology University, Tbilisi, Georgia
I am pleased to share my newly published peer-reviewed article, which introduces a novel application of the Navier–Stokes equations—one of the Clay Millennium Problems—for modeling the dynamics of liquidity flows and systemic risk in financial systems.
Paper Title:
Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier–Stokes Equations
Abstract (brief version):
This research adapts the classical Navier–Stokes partial differential equations to economic systems, modeling liquidity “flow” and systemic risk propagation as analogous to fluid dynamics. The model uses empirical macro-financial data from Georgia (2010–2024), AI-driven parameter calibration, and captures both cyclical and shock scenarios.
Key features:
- Dynamic modeling of liquidity, stress, and risk
- Integration of macro-financial variables and AI-based calibration
- Empirical testing and policy implications for resilience
Full paper:
- Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier–Stokes Equations | ArmgPublishing
- Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier-Stokes Equations
I welcome any feedback, critique, or questions from the community regarding the mathematical approach, calibration process, or possible extensions for global markets.
Looking forward to a fruitful discussion!
Best regards,
Davit Gondauri
Professor, Business & Technology University, Tbilisi, Georgia
