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Content
2021
- 2108.05858 An Optimal Transport Approach to Estimating Causal Effects via Nonlinear Difference-in-Differences
by William Torous & Florian Gunsilius & Philippe Rigollet
- 2108.05801 A Hybrid Learning Approach to Detecting Regime Switches in Financial Markets
by Peter Akioyamen & Yi Zhou Tang & Hussien Hussien
- 2108.05791 Risk sharing under heterogeneous beliefs without convexity
by Felix-Benedikt Liebrich
- 2108.05783 Sparse Temporal Disaggregation
by Luke Mosley & Idris Eckley & Alex Gibberd
- 2108.05747 Comment on "An appropriate approach to pricing european-style options with the Adomian decomposition method"
by Francisco M. Fern'andez
- 2108.05721 Networks of News and Cross-Sectional Returns
by Junjie Hu & Wolfgang Karl Hardle
- 2108.05488 Identifying poverty traps based on the network structure of economic output
by Vanessa Echeverri & Juan C. Duque & Daniel E. Restrepo
- 2108.05458 A New Multi Objective Mathematical Model for Relief Distribution Location at Natural Disaster Response Phase
by Mohamad Ebrahim Sadeghi & Morteza Khodabakhsh & Mahmood Reza Ganjipoor & Hamed Kazemipoor & Hamed Nozari
- 2108.05066 Risk Concentration and the Mean-Expected Shortfall Criterion
by Xia Han & Bin Wang & Ruodu Wang & Qinyu Wu
- 2108.05048 Markovian approximations of stochastic Volterra equations with the fractional kernel
by Christian Bayer & Simon Breneis
- 2108.04941 Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
by Brian Ning & Sebastian Jaimungal & Xiaorong Zhang & Maxime Bergeron
- 2108.04885 Benefits of marriage as a search strategy
by Davi B. Costa
- 2108.04852 Multiway empirical likelihood
by Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu
- 2108.04739 About inevitability of budgetary code receiving for fiscal politics
by George Abuselidze
- 2108.04737 Weighted asymmetric least squares regression with fixed-effects
by Amadou Barry & Karim Oualkacha & Arthur Charpentier
- 2108.04705 Level-strategyproof Belief Aggregation Mechanisms
by Rida Laraki & Estelle Varloot
- 2108.04622 Characterizing the Top Cycle via Strategyproofness
by Felix Brandt & Patrick Lederer
- 2108.04464 Distributionally robust goal-reaching optimization in the presence of background risk
by Yichun Chi & Zuo Quan Xu & Sheng Chao Zhuang
- 2108.04291 What if we knew what the future brings? Optimal investment for a frontrunner with price impact
by Peter Bank & Yan Dolinsky & Mikl'os R'asonyi
- 2108.04198 The Structure and Incentives of a COVID related Emergency Wage Subsidy
by Jules Linden & Cathal O'Donoghue & Denisa M. Sologon
- 2108.04047 Reduced-form framework for multiple ordered default times under model uncertainty
by Francesca Biagini & Andrea Mazzon & Katharina Oberpriller
- 2108.04019 Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution
by Sakae Oya & Teruo Nakatsuma
- 2108.03912 Agricultural Growth Diagnostics: Identifying the Binding Constraints and Policy Remedies for Bihar, India
by Elumalai Kannan & Sanjib Pohit
- 2108.03849 Controlling for Unmeasured Confounding in Panel Data Using Minimal Bridge Functions: From Two-Way Fixed Effects to Factor Models
by Guido Imbens & Nathan Kallus & Xiaojie Mao
- 2108.03733 Visualizing Income Distribution in the United States
by Sang Truong & Humberto Barreto
- 2108.03726 Improving Inference from Simple Instruments through Compliance Estimation
by Stephen Coussens & Jann Spiess
- 2108.03722 Knowledge for a warmer world: a patent analysis of climate change adaptation technologies
by Kerstin Hotte & Su Jung Jee
- 2108.03715 A Theoretical Analysis of Logistic Regression and Bayesian Classifiers
by Roman V. Kirin
- 2108.03709 Grade Inflation and Stunted Effort in a Curved Economics Course
by Alex Garivaltis
- 2108.03623 Including the asymmetry of the Lorenz curve into measures of economic inequality
by Mario Schlemmer
- 2108.03486 Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems
by Igor L. Kheifets & Peter C. B. Phillips
- 2108.03389 Predicting Credit Default Probabilities Using Bayesian Statistics and Monte Carlo Simulations
by Dominic Joseph
- 2108.03382 Culling the herd of moments with penalized empirical likelihood
by Jinyuan Chang & Zhentao Shi & Jia Zhang
- 2108.03280 A characterization of lexicographic preferences
by Mridu Prabal Goswami & Manipushpak Mitra & Debapriya Sen
- 2108.03277 Empirical Welfare Economics
by Christopher P Chambers & Federico Echenique
- 2108.03110 A Pomeranzian Growth Theory of the Great Divergence
by Shuhei Aoki
- 2108.03092 Approximating Optimal Asset Allocations using Simulated Bifurcation
by Thomas Bouquet & Mehdi Hmyene & Franc{c}ois Porcher & Lorenzo Pugliese & Jad Zeroual
- 2108.03027 Specifics of formation tax revenues and ways to improve it in Georgia
by George Abuselidze & Rusudan Zoidze
- 2108.02956 Features of international taxation and its impact on business entities of Georgia
by George Abuselidze & Mariam Msakhuradze
- 2108.02925 Effectiveness of Anambra Broadcasting Service (ABS) Radio News on Teaching and Learning (a case study of Awka based Students)
by Okechukwu Christopher Onuegbu
- 2108.02904 Building a Foundation for Data-Driven, Interpretable, and Robust Policy Design using the AI Economist
by Alexander Trott & Sunil Srinivasa & Douwe van der Wal & Sebastien Haneuse & Stephan Zheng
- 2108.02864 Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data
by Hanno Reuvers & Etienne Wijler
- 2108.02853 Supervised Neural Networks for Illiquid Alternative Asset Cash Flow Forecasting
by Tugce Karatas & Federico Klinkert & Ali Hirsa
- 2108.02838 Two-Stage Sector Rotation Methodology Using Machine Learning and Deep Learning Techniques
by Tugce Karatas & Ali Hirsa
- 2108.02755 The AI Economist: Optimal Economic Policy Design via Two-level Deep Reinforcement Learning
by Stephan Zheng & Alexander Trott & Sunil Srinivasa & David C. Parkes & Richard Socher
- 2108.02648 Optimal consumption with loss aversion and reference to past spending maximum
by Xun Li & Xiang Yu & Qinyi Zhang
- 2108.02633 The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion
by Spiridon Penev & Pavel V. Shevchenko & Wei Wu
- 2108.02547 Fairer Chess: A Reversal of Two Opening Moves in Chess Creates Balance Between White and Black
by Steven J. Brams & Mehmet S. Ismail
- 2108.02506 Understanding the nature of the long-range memory phenomenon in socioeconomic systems
by Rytis Kazakevicius & Aleksejus Kononovicius & Bronislovas Kaulakys & Vygintas Gontis
- 2108.02447 Short-time implied volatility of additive normal tempered stable processes
by Michele Azzone & Roberto Baviera
- 2108.02442 House Price Determinants and Market Segmentation in Boulder, Colorado: A Hedonic Price Approach
by Mahdieh Yazdani
- 2108.02419 Implementing the BBE Agent-Based Model of a Sports-Betting Exchange
by Dave Cliff & James Hawkins & James Keen & Roberto Lau-Soto
- 2108.02283 Machine Learning Classification Methods and Portfolio Allocation: An Examination of Market Efficiency
by Yang Bai & Kuntara Pukthuanthong
- 2108.02272 R&D Heterogeneity and Countercyclical Productivity Dispersion
by Shuowen Chen & Yang Ming
- 2108.02196 Synthetic Controls for Experimental Design
by Alberto Abadie & Jinglong Zhao
- 2108.02182 Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games
by Jason R. Blevins & Minhae Kim
- 2108.02151 Semiparametric Functional Factor Models with Bayesian Rank Selection
by Daniel R. Kowal & Antonio Canale
- 2108.02082 Bayesian forecast combination using time-varying features
by Li Li & Yanfei Kang & Feng Li
- 2108.01999 On simulation of rough Volterra stochastic volatility models
by Jan Matas & Jan Posp'iv{s}il
- 2108.01886 On Modelling of Crude Oil Futures in a Bivariate State-Space Framework
by Peilun He & Karol Binkowski & Nino Kordzakhia & Pavel Shevchenko
- 2108.01881 On the Parameter Estimation in the Schwartz-Smiths Two-Factor Model
by Karol Binkowski & Peilun He & Nino Kordzakhia & Pavel Shevchenko
- 2108.01825 Regret theory under fear of the unknown
by Fang Liu
- 2108.01800 On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy
by Wenyuan Wang & Xiang Yu & Xiaowen Zhou
- 2108.01760 Calibrating the Nelson-Siegel-Svensson Model by Genetic Algorithm
by Asif Lakhany & Andrej Pintar & Amber Zhang
- 2108.01758 Factor Representation and Decision Making in Stock Markets Using Deep Reinforcement Learning
by Zhaolu Dong & Shan Huang & Simiao Ma & Yining Qian
- 2108.01720 RELATIO: Text Semantics Capture Political and Economic Narratives
by Elliott Ash & Germain Gauthier & Philine Widmer
- 2108.01617 The macroeconomic cost of climate volatility
by Piergiorgio Alessandri & Haroon Mumtaz
- 2108.01615 Accelerating the Adoption of Disruptive Technologies: The Impact of COVID-19 on Intentions to Use Autonomous Vehicles
by Maher Said & Emma R. Zajdela & Amanda Stathopoulos
- 2108.01415 Automated Identification of Climate Risk Disclosures in Annual Corporate Reports
by David Friederich & Lynn H. Kaack & Alexandra Luccioni & Bjarne Steffen
- 2108.01312 Learning Causal Models from Conditional Moment Restrictions by Importance Weighting
by Masahiro Kato & Masaaki Imaizumi & Kenichiro McAlinn & Haruo Kakehi & Shota Yasui
- 2108.01243 Some results on maximum likelihood from incomplete data: finite sample properties and improved M-estimator for resampling
by Budhi Arta Surya
- 2108.01134 Escaping Arrow's Theorem: The Advantage-Standard Model
by Wesley H. Holliday & Mikayla Kelley
- 2108.01026 US Spillovers of US Monetary Policy: Information effects & Financial Flows
by Santiago Camara
- 2108.00973 Endogenous noise trackers in a Radner equilibrium
by Jin Hyuk Choi & Kim Weston
- 2108.00926 Nighttime Light Intensity and Child Health Outcomes in Bangladesh
by Mohammad Rafiqul Islam & Masud Alam & Munshi Naser .Ibne Afzal & Sakila Alam
- 2108.00867 Overview of the global semiconductor industry market
by Cl'oves Gonc{c}alves Rodrigues
- 2108.00850 Testing the differentiated impact of the COVID-19 pandemic on air travel demand considering social inclusion
by Luca J. Santos & Alessandro V. M. Oliveira & Dante Mendes Aldrighi
- 2108.00848 A generative model for age and income distribution
by Fatih Ozhamaratli & Oleg Kitov & Paolo Barucca
- 2108.00814 What do Firms Gain from Patenting? The Case of the Global ICT Industry
by Dimitrios Exadaktylos & Mahdi Ghodsi & Armando Rungi
- 2108.00799 Mean Field Game of Optimal Relative Investment with Jump Risk
by Lijun Bo & Shihua Wang & Xiang Yu
- 2108.00733 On the probability of the Condorcet Jury Theorem or the Miracle of Aggregation
by 'Alvaro Romaniega
- 2108.00723 Partial Identification and Inference for Conditional Distributions of Treatment Effects
by Sungwon Lee
- 2108.00664 Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators
by Victor Storchan & Svitlana Vyetrenko & Tucker Balch
- 2108.00542 Stable Voting
by Wesley H. Holliday & Eric Pacuit
- 2108.00519 Knowing When to Splurge: Precautionary Saving and Chinese-Canadians
by Mark S. Manger & J. Scott Matthews
- 2108.00511 Implementing an Improved Test of Matrix Rank in Stata
by Qihui Chen & Zheng Fang & Xun Huang
- 2108.00480 Realised Volatility Forecasting: Machine Learning via Financial Word Embedding
by Eghbal Rahimikia & Stefan Zohren & Ser-Huang Poon
- 2108.00242 The Inelastic Market Hypothesis: A Microstructural Interpretation
by Jean-Philippe Bouchaud
- 2108.00234 Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate
by Julia Eisenberg & Stefan Kremsner & Alexander Steinicke
- 2107.14695 A data-science-driven short-term analysis of Amazon, Apple, Google, and Microsoft stocks
by Shubham Ekapure & Nuruddin Jiruwala & Sohan Patnaik & Indranil SenGupta
- 2107.14678 Financial intermediation and risk in decentralized lending protocols
by Carlos Castro-Iragorri & Julian Ramirez & Sebastian Velez
- 2107.14554 International Trade Network: Country centrality and COVID-19 pandemic
by Roberto Antonietti & Paolo Falbo & Fulvio Fontini & Rosanna Grassi & Giorgio Rizzini
- 2107.14410 The Adaptive Multi-Factor Model and the Financial Market
by Liao Zhu
- 2107.14405 Semiparametric Estimation of Long-Term Treatment Effects
by Jiafeng Chen & David M. Ritzwoller
- 2107.14365 Comparing cars with apples? Identifying the appropriate benchmark countries for relative ecological pollution rankings and international learning
by Dominik Hartmann & Diogo Ferraz & Mayra Bezerra & Andreas Pyka & Flavio L. Pinheiro
- 2107.14350 Spousal Occupational Sorting and COVID-19 Incidence: Evidence from the United States
by Egor Malkov
- 2107.14343 Reconciling revealed and stated measures for willingness to pay in recreation by building a probability model
by Edoh Y. Amiran & Joni S. James Charles
- 2107.14113 Neural network approximation for superhedging prices
by Francesca Biagini & Lukas Gonon & Thomas Reitsam
- 2107.14109 Digital Twin As A Cost Reduction Method
by Suleyman Yukcu & Omer Aydin
- 2107.14092 Feature importance recap and stacking models for forex price prediction
by Yunze Li & Yanan Xie & Chen Yu & Fangxing Yu & Bo Jiang & Matloob Khushi
- 2107.14055 Profit and loss manipulations by online trading brokers
by Golnaz Shahtahmassebi & Lascelles Wright
- 2107.14052 The Role of Social Movements, Coalitions, and Workers in Resisting Harmful Artificial Intelligence and Contributing to the Development of Responsible AI
by Susan von Struensee
- 2107.14049 Collaboration Planning of Stakeholders for Sustainable City Logistics Operations
by Taiwo Adetiloye
- 2107.14033 Temporal-Relational Hypergraph Tri-Attention Networks for Stock Trend Prediction
by Chaoran Cui & Xiaojie Li & Juan Du & Chunyun Zhang & Xiushan Nie & Meng Wang & Yilong Yin
- 2107.14026 Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
by Han Lin Shang & Fearghal Kearney
- 2107.13926 Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time
by Nick James & Max Menzies
- 2107.13894 Inference in heavy-tailed non-stationary multivariate time series
by Matteo Barigozzi & Giuseppe Cavaliere & Lorenzo Trapani
- 2107.13866 Machine Learning and Factor-Based Portfolio Optimization
by Thomas Conlon & John Cotter & Iason Kynigakis
- 2107.13737 Design-Robust Two-Way-Fixed-Effects Regression For Panel Data
by Dmitry Arkhangelsky & Guido W. Imbens & Lihua Lei & Xiaoman Luo
- 2107.13727 China, India, Myanmar: Playing Rohingya Roulette
by Hossain Ahmed Taufiq
- 2107.13716 Role of NGOs in fostering equity and social inclusion in cities of Bangladesh: The Case of Dhaka
by Hossain Ahmed Taufiq
- 2107.13678 Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States
by Masud Alam
- 2107.13673 Relational Graph Neural Networks for Fraud Detection in a Super-App environment
by Jaime D. Acevedo-Viloria & Luisa Roa & Soji Adeshina & Cesar Charalla Olazo & Andr'es Rodr'iguez-Rey & Jose Alberto Ramos & Alejandro Correa-Bahnsen
- 2107.13441 MobilityCoins -- A new currency for the multimodal urban transportation system
by Klaus Bogenberger & Philipp Blum & Florian Dandl & Lisa-Sophie Hamm & Allister Loder & Patrick Malcolm & Martin Margreiter & Natalie Sautter
- 2107.13380 Renewable Energy Targets and Unintended Storage Cycling: Implications for Energy Modeling
by Martin Kittel & Wolf-Peter Schill
- 2107.13363 From Monopoly to Competition: Optimal Contests Prevail
by Xiaotie Deng & Yotam Gafni & Ron Lavi & Tao Lin & Hongyi Ling
- 2107.13148 Combining Machine Learning Classifiers for Stock Trading with Effective Feature Extraction
by A. K. M. Amanat Ullah & Fahim Imtiaz & Miftah Uddin Md Ihsan & Md. Golam Rabiul Alam & Mahbub Majumdar
- 2107.13128 Towards an enabling environment for social accountability in Bangladesh
by Hossain Ahmed Taufiq
- 2107.12899 Mortality in Germany during the Covid-19 pandemic
by Alois Pichler & Dana Uhlig
- 2107.12885 No free lunch for markets with multiple num\'eraires
by Laurence Carassus
- 2107.12872 LOB modeling using Hawkes processes with a state-dependent factor
by Emmanouil Sfendourakis & Ioane Muni Toke
- 2107.12870 A Free and Fair Economy: A Game of Justice and Inclusion
by Ghislain H. Demeze-Jouatsa & Roland Pongou & Jean-Baptiste Tondji
- 2107.12862 Quasi-sure essential supremum and applications to finance
by Laurence Carassus
- 2107.12848 The Rising Entropy of English in the Attention Economy
by Charlie Pilgrim & Weisi Guo & Thomas T. Hills
- 2107.12702 Income Inequality and Intergenerational Mobility in India
by Anuradha Singh
- 2107.12625 Dhaka Water-logging: Causes, Effects and Remedial Policy Options
by Hossain Ahmed Taufiq
- 2107.12552 Estimating high-dimensional Markov-switching VARs
by Kenwin Maung
- 2107.12516 They Chose to Not Tell You
by Bruce Knuteson
- 2107.12494 A Unifying Framework for Testing Shape Restrictions
by Zheng Fang
- 2107.12484 Constant Function Market Makers: Multi-Asset Trades via Convex Optimization
by Guillermo Angeris & Akshay Agrawal & Alex Evans & Tarun Chitra & Stephen Boyd
- 2107.12462 Robustness and sensitivity analyses for rough Volterra stochastic volatility models
by Jan Matas & Jan Posp'iv{s}il
- 2107.12447 Bitcoin option pricing: A market attention approach
by Alvaro Guinea Julia & Alet Roux
- 2107.12439 Proof of non-convergence of the short-maturity expansion for the SABR model
by Alan L. Lewis & Dan Pirjol
- 2107.12420 Efficient Treatment Effect Estimation in Observational Studies under Heterogeneous Partial Interference
by Zhaonan Qu & Ruoxuan Xiong & Jizhou Liu & Guido Imbens
- 2107.12094 Liquidity Provision with Adverse Selection and Inventory Costs
by Martin Herdegen & Johannes Muhle-Karbe & Florian Stebegg
- 2107.12080 Rohingya Refugee Crisis and the State of Insecurity in Bangladesh
by Hossain Ahmed Taufiq
- 2107.12041 Inverse and Quanto Inverse Options in a Black-Scholes World
by Carol Alexander & Ding Chen & Arben Imeraj
- 2107.12023 Beyond Pigouvian Taxes: A Worst Case Analysis
by Moshe Babaioff & Ruty Mundel & Noam Nisan
- 2107.11972 Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling
by Liang Zeng & Lei Wang & Hui Niu & Ruchen Zhang & Ling Wang & Jian Li
- 2107.11896 Reflected backward stochastic differential equations under stopping with an arbitrary random time
by Safa Alsheyab & Tahir Choulli
- 2107.11869 Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities
by Xiaohong Chen & Timothy Christensen & Sid Kankanala
- 2107.11732 Federated Causal Inference in Heterogeneous Observational Data
by Ruoxuan Xiong & Allison Koenecke & Michael Powell & Zhu Shen & Joshua T. Vogelstein & Susan Athey
- 2107.11593 Inferring Economic Condition Uncertainty from Electricity Big Data
by Haoqi Qian & Zhengyu Shi & Libo Wu
- 2107.11589 Effect of the COVID-19 pandemic on bike-sharing demand and hire time: Evidence from Santander Cycles in London
by Shahram Heydari & Garyfallos Konstantinoudis & Abdul Wahid Behsoodi
- 2107.11575 Peace through bribing
by Jingfeng Lu & Zongwei Lu & Christian Riis
- 2107.11371 Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market
by Jaydip Sen & Sidra Mehtab
- 2107.11340 Deep equal risk pricing of financial derivatives with non-translation invariant risk measures
by Alexandre Carbonneau & Fr'ed'eric Godin
- 2107.11314 Dealing with Uncertainty: The Value of Reputation in the Absence of Legal Institutions
by Nicolas Eschenbaum & Helge Liebert
- 2107.11255 Margin trading, short selling and corporate green innovation
by Ge-zhi Wu & Da-ming You
- 2107.11185 Where do I rank? Am I happy?: learning income position and subjective-wellbeing in an internet experiment
by Eiji Yamamura
- 2107.11133 Reference Class Selection in Similarity-Based Forecasting of Sales Growth
by Etienne Theising & Dominik Wied & Daniel Ziggel
- 2107.11124 COVID-19 and the gig economy in Poland
by Maciej Berk{e}sewicz & Dagmara Nikulin
- 2107.11059 LocalGLMnet: interpretable deep learning for tabular data
by Ronald Richman & Mario V. Wuthrich
- 2107.11048 Stability of backward stochastic differential equations: the general case
by Antonis Papapantoleon & Dylan Possamai & Alexandros Saplaouras
- 2107.10980 Economic Recession Prediction Using Deep Neural Network
by Zihao Wang & Kun Li & Steve Q. Xia & Hongfu Liu
- 2107.10941 Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data
by Qinkai Chen & Christian-Yann Robert
- 2107.10891 A bridge between Local GAAP and Solvency II frameworks to quantify Capital Requirement for demographic risk
by Gian Paolo Clemente & Francesco Della Corte & Nino Savelli
- 2107.10801 Specifying a Game-Theoretic Extensive Form as an Abstract 5-ary Relation
by Peter A. Streufert
- 2107.10723 Of Access and Inclusivity Digital Divide in Online Education
by Bheemeshwar Reddy A & Sunny Jose & Vaidehi R
- 2107.10639 Economic Hysteresis and Its Mathematical Modeling
by Isaak D. Mayergoyz & Can E. Korman
- 2107.10635 Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation
by Cosimo Munari & Lutz Wilhelmy & Stefan Weber
- 2107.10634 Factors determining maximum energy consumption of Bitcoin miners
by Jesus M. Gonzalez-Barahona
- 2107.10606 cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope
by Gautier Marti & Victor Goubet & Frank Nielsen
- 2107.10510 Hodge theoretic reward allocation for generalized cooperative games on graphs
by Tongseok Lim
- 2107.10491 A Stochastic Control Approach to Public Debt Management
by Matteo Brachetta & Claudia Ceci
- 2107.10455 Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return
by Masud Alam
- 2107.10377 Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask
by Lorenzo Silotto & Marco Scaringi & Marco Bianchetti
- 2107.10323 The Optimality of Upgrade Pricing
by Dirk Bergemann & Alessandro Bonatti & Andreas Haupt & Alex Smolin
- 2107.10306 A Sparsity Algorithm with Applications to Corporate Credit Rating
by Dan Wang & Zhi Chen & Ionut Florescu
- 2107.10226 Default Distances Based on the CEV-KMV Model
by Wen Su
- 2107.10225 Pricing Exchange Option Based on Copulas by MCMC Algorithm
by Wen Su
- 2107.10001 Forecasting performance of workforce reskilling programmes
by Evan Hurwitz & George Cevora
- 2107.09765 A conditional independence test for causality in econometrics
by Jaime Sevilla & Alexandra Mayn
- 2107.09736 Recent Developments in Inference: Practicalities for Applied Economics
by Jeffrey D. Michler & Anna Josephson
- 2107.09651 A mathematical definition of property rights in a Debreu economy
by Abhimanyu Pallavi Sudhir
- 2107.09637 Moore's law, Wright's law and the Countdown to Exponential Space
by Daniel Berleant & Venkat Kodali & Richard Segall & Hyacinthe Aboudja & Michael Howell
- 2107.09636 Co-optimization of Energy and Reserve with Incentives to Wind Generation: Case Study
by Yves Smeers & Sebastian Martin & Jose A. Aguado
- 2107.09629 Order Book Queue Hawkes-Markovian Modeling
by Philip Protter & Qianfan Wu & Shihao Yang
- 2107.09396 A Incid\^encia Final dos Tributos Indiretos no Brasil: Estimativa Usando a Matriz de Insumo-Produto 2015
by Rozane Bezerra de Siqueira & Jos'e Ricardo Bezerra Nogueira & Carlos Feitosa Luna
- 2107.09273 Volatility of S&P500: Estimation and Evaluation
by Wen Su
- 2107.09235 Nonlinear Approaches to Intergenerational Income Mobility allowing for Measurement Error
by Brantly Callaway & Tong Li & Irina Murtazashvili
- 2107.09148 Adaptive Multilevel Monte Carlo for Probabilities
by Abdul-Lateef Haji-Ali & Jonathan Spence & Aretha Teckentrup
- 2107.09094 Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models
by Bertram During & Christof Heuer
- 2107.09055 Stock price prediction using BERT and GAN
by Priyank Sonkiya & Vikas Bajpai & Anukriti Bansal
- 2107.09051 AI in Finance: Challenges, Techniques and Opportunities
by Longbing Cao
- 2107.09048 A New Attempt to Identify Long-term Precursors for Endogenous Financial Crises in the Market Correlation Structures
by Anton J. Heckens & Thomas Guhr
- 2107.09032 Sustainability of Global Economy as a Quantum Circuit
by Antonino Claudio Bonan
- 2107.08950 Mind the Income Gap: Bias Correction of Inequality Estimators in Small-Sized Samples
by Silvia De Nicol`o & Maria Rosaria Ferrante & Silvia Pacei
- 2107.08827 Optimal sports betting strategies in practice: an experimental review
by Matej Uhr'in & Gustav v{S}ourek & Ondv{r}ej Hub'av{c}ek & Filip v{Z}elezn'y
- 2107.08813 Competitive equilibrium always exists for combinatorial auctions with graphical pricing schemes
by Marie-Charlotte Brandenburg & Christian Haase & Ngoc Mai Tran
- 2107.08808 A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection
by Wei Li & Florentina Paraschiv & Georgios Sermpinis
- 2107.08721 Stock Movement Prediction with Financial News using Contextualized Embedding from BERT
by Qinkai Chen
- 2107.08713 Empirical evidence on the Euler equation for investment in the US
by Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis
- 2107.08684 A characterisation of cross-impact kernels
by Mathieu Rosenbaum & Mehdi Tomas
- 2107.08630 Data Sharing Markets
by Mohammad Rasouli & Michael I. Jordan
- 2107.08586 Global Gridded Daily CO$_2$ Emissions
by Xinyu Dou & Yilong Wang & Philippe Ciais & Fr'ed'eric Chevallier & Steven J. Davis & Monica Crippa & Greet Janssens-Maenhout & Diego Guizzardi & Efisio Solazzo & Feifan Yan & Da Huo & Zheng Bo & Zhu Deng & Biqing Zhu & Hengqi Wang & Qiang Zhang & Pierre Gentine & Zhu Liu
- 2107.08498 Decoupling Shrinkage and Selection for the Bayesian Quantile Regression
by David Kohns & Tibor Szendrei
- 2107.08423 Sampling dynamics and stable mixing in hawk-dove games
by Srinivas Arigapudi & Yuval Heller & Amnon Schreiber