Work todate has highlighted the challenges inmitigating bias within these datasets.

What is in the 28-point US plan for Ukraine? 'Ukraine is running out of men, money and time' Can the US get all sides to end the war? Why is Europe opposing Trump's peace plan? Two people were killed in a Ukrainian drone strike on the Russian city of Saratov, regional Governor Roman Busargin said in a statement on Telegram. An unspecified number of people were also injured in the attack.

Power consumption has become a critical aspect of modern life due to the consistent reliance on technological advancements. Reducing power consumption or following power usage predictions can lead to lower monthly costs and improved electrical reliability. The proposal of a holistic framework to establish a foundation for IoT systems with a focus on contextual decision making, proactive adaptation, and scalable structure. A structured process for IoT systems with accuracy and interconnected development would support reducing power consumption and support grid stability. This study presents the feasibility of this proposal through the application of each aspect of the framework. This system would have long term forecasting, short term forecasting, anomaly detection, and consideration of qualitative data with any energy management decisions taken. Performance was evaluated on Power Consumption Time Series data to display the direct application of the framework.

We introduce the General Incentives-based Framework for Fairness (GIFF), a novel approach for fair multi-agent resource allocation that infers fair decision-making from standard value functions. In resource-constrained settings, agents optimizing for efficiency often create inequitable outcomes. Our approach leverages the action-value (Q-)function to balance efficiency and fairness without requiring additional training. Specifically, our method computes a local fairness gain for each action and introduces a counterfactual advantage correction term to discourage over-allocation to already well-off agents. This approach is formalized within a centralized control setting, where an arbitrator uses the GIFF-modified Q-values to solve an allocation problem. Empirical evaluations across diverse domains, including dynamic ridesharing, homelessness prevention, and a complex job allocation task-demonstrate that our framework consistently outperforms strong baselines and can discover far-sighted, equitable policies. The framework's effectiveness is supported by a theoretical foundation; we prove its fairness surrogate is a principled lower bound on the true fairness improvement and that its trade-off parameter offers monotonic tuning. Our findings establish GIFF as a robust and principled framework for leveraging standard reinforcement learning components to achieve more equitable outcomes in complex multi-agent systems.

We analyse financial stability and welfare impacts associated with the introduction of a Central Bank Digital Currency (CBDC) in a macroeconomic agent-based model. The model considers firms, banks, and households interacting on labour, goods, credit, and interbank markets. Households move their liquidity from deposits to CBDC based on the perceived riskiness of their banks. We find that the introduction of CBDC exacerbates bank-runs and may lead to financial instability phenomena. The effect can be changed by introducing a limit on CBDC holdings. The adoption of CBDC has little effect on macroeconomic variables but the interest rate on loans to firms goes up and credit goes down in a limited way. CBDC leads to a redistribution of wealth from firms and banks to households with a higher bank default rate. CBDC may have negative welfare effects, but a bound on holding enables a welfare improvement.

International Journal of Applied Mathematics Volume 38 No. 5 s, 2025 ISSN: 1311 - 1728 (printed version); ISSN: 1314 - 8060 (on - line version) Received: August 0 7, 2025 550 Abstract The growing instability of both global and domestic economic environments has increased the risk of financial distress at the household level. However, traditional econometric models often rely on delayed and aggregated data, limiting their effectiveness. This study introduces a machine learning - based early warning system that utilizes real - time digital and macroeconomic signals to identify financial distress in near real - time. Using a panel dataset of 750 households tracked over three monitoring rounds spa nning 13 months, the framework combines socioeconomic attributes, macroeconomic indicators (such as GDP growth, inflation, and foreign exchange fluctuations), and digital economy measures (including ICT demand and market volatility). Through data preproces sing and feature engineering, we introduce lagged variables, volatility measures, and interaction terms to capture both gradual and sudden changes in financial stability. We benchmark baseline classifiers, such as logistic regression and decision trees, ag ainst advanced ensemble models including random forests, XGBoost, and LightGBM. Our results indicate that the engineered features from the digital economy significantly enhance predictive accuracy. The system performs reliably for both binary distress dete ction and multi - class severity classification, with SHAP - based explanations identifying inflation volatility and ICT demand as key predictors. Crucially, the framework is International Journal of Applied Mathematics Volume 38 No. 5 s, 2025 ISSN: 1311 - 1728 (printed version); ISSN: 1314 - 8060 (on - line version) Received: August 0 7, 2025 551 By implementing machine learning in a transparent and interpretable manner, this study demonstrates the feasibility and impact of providing near - real - time early warnings of financial distress. This offers actionable insights that can strengthen household resilience and guide preemptive intervention strategies. Keywords: Financial Distress, Early Warning Systems, Machine Learning, Digital Economy, Temporal Classification, Explainable AI 1. Introduction 1.1 Background and Motivation The prediction of financial distress has long been recognized as a critical element for ensuring economic resilience and mitigating systemic risk across households, firms, and national economies.

This paper demonstrates how reinforcement learning can explain two puzzling empirical patterns in household consumption behavior during economic downturns. I develop a model where agents use Q-learning with neural network approximation to make consumption-savings decisions under income uncertainty, departing from standard rational expectations assumptions. The model replicates two key findings from recent literature: (1) unemployed households with previously low liquid assets exhibit substantially higher marginal propensities to consume (MPCs) out of stimulus transfers compared to high-asset households (0.50 vs 0.34), even when neither group faces borrowing constraints, consistent with Ganong et al. (2024); and (2) households with more past unemployment experiences maintain persistently lower consumption levels after controlling for current economic conditions, a "scarring" effect documented by Malmendier and Shen (2024). Unlike existing explanations based on belief updating about income risk or ex-ante heterogeneity, the reinforcement learning mechanism generates both higher MPCs and lower consumption levels simultaneously through value function approximation errors that evolve with experience. Simulation results closely match the empirical estimates, suggesting that adaptive learning through reinforcement learning provides a unifying framework for understanding how past experiences shape current consumption behavior beyond what current economic conditions would predict.

While credit is often portrayed as the fuel of development, access to credi t is unevenly distributed -- not merely as a function of income or collateral, but increasingly as a function of data visibility. In this context, the core hypothesis of this paper is that data, when governed ethically and reused efficiently, operates as a re distributive economic asset. The idea that being poor is more expensive is not new; it has been conceptualized as the "poverty premium" -- where low - income individuals pay higher effective prices for credit, insurance, and other services (Carrière - Swallow & Haksar, 2019). Y et what has ch anged is the infrastructure of decision - making: creditworthiness is increasingly determined by algorithmic systems whose inputs are not equitably distributed. Individuals with limited credit histories or fragmented digital footprints remain invisible, not due to financial incapacity, but due to informational exclusion. This asymmetry is not merely a market failure -- it is a structural inequality encoded in data regimes. W e argue that positive credit data -- payment histories, utilization patterns, and account stability -- constitutes a nonrival input that, once generated, can be reused across institutions at near - zero marginal cost without diminishing its value (Jones & Tonetti, 2020; Acemoglu et al., 2023). However, the ability to extract value from such data remains highly uneven. In traditional credit markets, the absence of negative signals penalizes borrowers more than the presence of positive behavior benefits them.