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Content
2021
- 2106.15035 Empirical Framework for Cournot Oligopoly with Private Information
by Gaurab Aryal & Federico Zincenko
- 2106.15003 A Note on the Topology of the First Stage of 2SLS with Many Instruments
by Guy Tchuente
- 2106.14870 On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula
by Kaustav Das & Ivan Guo & Gr'egoire Loeper
- 2106.14824 Risk contributions of lambda quantiles
by Akif Ince & Ilaria Peri & Silvana Pesenti
- 2106.14820 Rational Pricing of Leveraged ETF Expense Ratios
by Alex Garivaltis
- 2106.14758 Inheritances, social classes, and wealth distribution
by Pedro Patr'icio & Nuno A. M. Ara'ujo
- 2106.14659 Applications of Mechanism Design in Market-Based Demand-Side Management
by Khaled Abedrabboh & Luluwah Al-Fagih
- 2106.14486 Unifying Revealed Preference and Revealed Rational Inattention
by Kunal Pattanayak & Vikram Krishnamurthy
- 2106.14456 The Machiavellian frontier of top trading cycles
by Yajing Chen & Zhenhua Jiao & Chenfeng Zhang & Luosai Zhang
- 2106.14404 UNISWAP: Impermanent Loss and Risk Profile of a Liquidity Provider
by Andreas A. Aigner & Gurvinder Dhaliwal
- 2106.14397 Graphical Economies with Resale
by Gabriel P. Andrade & Rafael Frongillo & Elliot Gorokhovsky & Sharadha Srinivasan
- 2106.14351 On the Design of an Insurance Mechanism for Reliability Differentiation in Electricity Markets
by Farhad Billimoria & Filiberto Fele & Iacopo Savelli & Thomas Morstyn & Malcolm McCulloch
- 2106.14204 Bitcoin, Currencies, and Fragility
by Nassim Nicholas Taleb
- 2106.14168 Hierarchical contagions in the interdependent financial network
by William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou
- 2106.14077 The Role of Contextual Information in Best Arm Identification
by Masahiro Kato & Kaito Ariu
- 2106.13888 Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences
by Katia Colaneri & Alessandra Cretarola & Benedetta Salterini
- 2106.13856 Nonparametric inference on counterfactuals in first-price auctions
by Pasha Andreyanov & Grigory Franguridi
- 2106.13670 Sovereign wealth funds: main activity trends
by Oksana Mamina & Alexander Barannikov & Ludmila Gruzdeva
- 2106.13644 Intergenerational risk sharing in a Defined Contribution pension system: analysis with Bayesian optimization
by An Chen & Motonobu Kanagawa & Fangyuan Zhang
- 2106.13612 Political Power and Market Power
by Bo Cowgill & Andrea Prat & Tommaso Valletti
- 2106.13598 Bibliometric Analysis Of Herding Behavior In Times Of Crisis
by Fenny Marietza & Ridwan Nurazi & Fitri Santi & Saiful
- 2106.13350 Reference Dependence and Random Attention
by Matthew Kovach & Elchin Suleymanov
- 2106.13347 Relationship between Cultural Values, Sense of Community and Trust and the Effect of Trust in Workplace
by Nazli Mohammad & Yvonne Stedham
- 2106.13321 Game theory and scholarly publishing: premises for an agreement around open access
by Abdelghani Maddi
- 2106.13283 Pricing multi-asset contingent claims in a multi-dimensional binomial market
by Jarek Kk{e}dra & Assaf Libman & Victoria Steblovskaya
- 2106.13059 Robust Decisions for Heterogeneous Agents via Certainty Equivalents
by Anne G. Balter & Nikolaus Schweizer
- 2106.12987 Fund2Vec: Mutual Funds Similarity using Graph Learning
by Vipul Satone & Dhruv Desai & Dhagash Mehta
- 2106.12985 Stock Market Analysis with Text Data: A Review
by Kamaladdin Fataliyev & Aneesh Chivukula & Mukesh Prasad & Wei Liu
- 2106.12977 Unique Stable Matchings
by Gregory Z. Gutin & Philip R. Neary & Anders Yeo
- 2106.12971 The Pricing of Vanilla Options with Cash Dividends as a Classic Vanilla Basket Option Problem
by Jherek Healy
- 2106.12961 Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods
by Liping Yang
- 2106.12950 Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport
by Hengxu Lin & Dong Zhou & Weiqing Liu & Jiang Bian
- 2106.12928 Exploration-Exploitation in Multi-Agent Competition: Convergence with Bounded Rationality
by Stefanos Leonardos & Georgios Piliouras & Kelly Spendlove
- 2106.12886 Constrained Classification and Policy Learning
by Toru Kitagawa & Shosei Sakaguchi & Aleksey Tetenov
- 2106.12868 Awareness Logic: Kripke Lattices as a Middle Ground between Syntactic and Semantic Models
by Gaia Belardinelli & Rasmus K. Rendsvig
- 2106.12827 The gig economy in Poland: evidence based on mobile big data
by Maciej Berk{e}sewicz & Dagmara Nikulin & Marcin Szymkowiak & Kamil Wilak
- 2106.12727 Robust Misspecified Models and Paradigm Shifts
by Cuimin Ba
- 2106.12705 Alternative Microfoundations for Strategic Classification
by Meena Jagadeesan & Celestine Mendler-Dunner & Moritz Hardt
- 2106.12431 Chebyshev Greeks: Smoothing Gamma without Bias
by Andrea Maran & Andrea Pallavicini & Stefano Scoleri
- 2106.12425 Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations
by Anders D. Sleire & B{aa}rd St{o}ve & H{aa}kon Otneim & Geir Drage Berentsen & Dag Tj{o}stheim & Sverre Hauso Haugen
- 2106.12395 From Bachelier to Dupire via Optimal Transport
by Mathias Beiglbock & Gudmund Pammer & Walter Schachermayer
- 2106.12332 From Griefing to Stability in Blockchain Mining Economies
by Yun Kuen Cheung & Stefanos Leonardos & Georgios Piliouras & Shyam Sridhar
- 2106.12329 Games in the Time of COVID-19: Promoting Mechanism Design for Pandemic Response
by Bal'azs Pej'o & Gergely Bicz'ok
- 2106.12315 Bailouts in Financial Networks
by Beni Egressy & Roger Wattenhofer
- 2106.12292 Dispersion indices based on Kerridge inaccuracy and Kullback-Leibler divergence
by Francesco Buono & Camilla Cal`i & Maria Longobardi
- 2106.12262 Variational Bayes in State Space Models: Inferential and Predictive Accuracy
by David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin
- 2106.12051 More stochastic expansions for the pricing of vanilla options with cash dividends
by Fabien Le Floc'h
- 2106.12049 Pricing American options with the Runge-Kutta-Legendre finite difference scheme
by Fabien Le Floc'h
- 2106.11901 A systems framework for remedying dysfunction in U.S. democracy
by Samuel S. -H. Wang & Jonathan Cervas & Bernard Grofman & Keena Lipsitz
- 2106.11846 Quantifying the Impact of Human Capital, Job History, and Language Factors on Job Seniority with a Large-scale Analysis of Resumes
by Austin P Wright & Caleb Ziems & Haekyu Park & Jon Saad-Falcon & Duen Horng Chau & Diyi Yang & Maria Tomprou
- 2106.11691 Two Price Regimes in Limit Order Books: Liquidity Cushion and Fragmented Distant Field
by Sebastian M. Krause & Edgar Jungblut & Thomas Guhr
- 2106.11640 Heterogeneous Treatment Effects in Regression Discontinuity Designs
by 'Agoston Reguly
- 2106.11537 Information of income position and its impact on perceived tax burden and preference for redistribution: An Internet Survey Experiment
by Eiji Yamamura
- 2106.11510 Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Market
by Jean-Pierre Fouque & Ruimeng Hu & Ronnie Sircar
- 2106.11502 Measuring Violations of Positive Involvement in Voting
by Wesley H. Holliday & Eric Pacuit
- 2106.11484 Sectoral portfolio optimization by judicious selection of financial ratios via PCA
by Vrinda Dhingra & Amita Sharma & Shiv K. Gupta
- 2106.11446 Bitcoin's Crypto Flow Network
by Yoshi Fujiwara & Rubaiyat Islam
- 2106.11433 Learning versus Unlearning: An Experiment on Retractions
by Duarte Gonc{c}alves & Jonathan Libgober & Jack Willis
- 2106.11387 Incentive-Compatible Kidney Exchange in a Slightly Semi-Random Model
by Avrim Blum & Paul Golz
- 2106.11270 A Concavification Approach to Ambiguous Persuasion
by Xiaoyu Cheng
- 2106.11184 The decline of disruptive science and technology
by Michael Park & Erin Leahey & Russell Funk
- 2106.11129 The Effectiveness of Strategies to Contain SARS-CoV-2: Testing, Vaccinations, and NPIs
by Jano's Gabler & Tobias Raabe & Klara Rohrl & Hans-Martin von Gaudecker
- 2106.11128 Framing and Social Information Nudges at Wikipedia
by Maximilian Linek & Christian Traxler
- 2106.11120 Mechanism Design for Efficient Nash Equilibrium in Oligopolistic Markets
by Kaiying Lin & Beibei Wang & Pengcheng You
- 2106.11104 On Testing Equal Conditional Predictive Ability Under Measurement Error
by Yannick Hoga & Timo Dimitriadis
- 2106.11012 Doctors and Nurses Social Media Ads Reduced Holiday Travel and COVID-19 infections: A cluster randomized controlled trial in 13 States
by Emily Breza & Fatima Cody Stanford & Marcela Alsan & M. D. Ph. D. & Burak Alsan & Abhijit Banerjee & Arun G. Chandrasekhar & Sarah Eichmeyer & Traci Glushko & Paul Goldsmith-Pinkham & Kelly Holland & Emily Hoppe & Mohit Karnani & Sarah Liegl & Tristan Loisel & Lucy Ogbu-Nwobodo & Benjamin A. Olken Carlos Torres & Pierre-Luc Vautrey & Erica Warner & Susan Wootton & Esther Duflo
- 2106.10949 On the Use of Two-Way Fixed Effects Models for Policy Evaluation During Pandemics
by Germain Gauthier
- 2106.10844 Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach
by Masud Alam
- 2106.10841 Entitled to Property: How Breaking the Gender Barrier Improves Child Health in India
by Md Shahadath Hossain & Plamen Nikolov
- 2106.10772 Conflicts, Assortative Matching, and the Evolution of Signaling Norms
by Ethan Holdahl & Jiabin Wu
- 2106.10770 A Neural Frequency-Severity Model and Its Application to Insurance Claims
by Dong-Young Lim
- 2106.10723 Semiparametric inference for partially linear regressions with Box-Cox transformation
by Daniel Becker & Alois Kneip & Valentin Patilea
- 2106.10498 Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing
by Daniel Sevcovic & Cyril Izuchukwu Udeani
- 2106.10491 The efficient frontiers of mean-variance portfolio rules under distribution misspecification
by Andrew Paskaramoorthy & Tim Gebbie & Terence van Zyl
- 2106.10477 Generalized Spatial and Spatiotemporal ARCH Models
by Philipp Otto & Wolfgang Schmid
- 2106.10474 The Knowledge Mobility of Renewable Energy Technology
by P. G. J. Persoon & R. N. A. Bekkers & F. Alkemade
- 2106.10341 Scalable Econometrics on Big Data -- The Logistic Regression on Spark
by Aur'elien Ouattara & Matthieu Bult'e & Wan-Ju Lin & Philipp Scholl & Benedikt Veit & Christos Ziakas & Florian Felice & Julien Virlogeux & George Dikos
- 2106.10236 Efficient Black-Box Importance Sampling for VaR and CVaR Estimation
by Anand Deo & Karthyek Murthy
- 2106.10141 Active labour market policies for the long-term unemployed: New evidence from causal machine learning
by Daniel Goller & Tamara Harrer & Michael Lechner & Joachim Wolff
- 2106.10091 Introductory Economics: Gender, Majors, and Future Performance
by Natsuki Arai & Shian Chang & Biing-Shen Kuo
- 2106.10033 Chances for the honest in honest versus insider trading
by Mauricio Elizalde & Carlos Escudero
- 2106.10030 Universal Risk Budgeting
by Alex Garivaltis
- 2106.10024 Robust deep hedging
by Eva Lutkebohmert & Thorsten Schmidt & Julian Sester
- 2106.10012 XRP Network and Proposal of Flow Index
by Hideaki Aoyama
- 2106.09978 Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence
by Lijun Bo & Tongqing Li & Xiang Yu
- 2106.09847 Disinformation, Stochastic Harm, and Costly Effort: A Principal-Agent Analysis of Regulating Social Media Platforms
by Shehroze Khan & James R. Wright
- 2106.09784 Set coverage and robust policy
by Marc Henry & Alexei Onatski
- 2106.09783 Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization?
by Agostino Capponi & Sveinn Olafsson & Humoud Alsabah
- 2106.09664 Design and Analysis of Robust Deep Learning Models for Stock Price Prediction
by Jaydip Sen & Sidra Mehtab
- 2106.09498 The Concept, Types and Structure of Corruption
by Oleg Antonov & Ekaterina Lineva
- 2106.09437 Hydrographic variability and biomass fluctuations of European anchovy (Engraulis encrasicolus) in the Central Mediterranean Sea: Monetary estimations and impacts on fishery from Lagrangian analysis
by Antonio Di Cintio & Marco Torri & Federico Falcini & Raffaele Corrado & Guglielmo Lacorata & Angela Cuttitta & Bernardo Patti & Rosalia Santoleri
- 2106.09410 Multi-activity Influence and Intervention
by Ryan Kor & Junjie Zhou
- 2106.09361 Defying Gravity: The Economic Effects of Social Distancing
by Alfredo D. Garcia & Christopher A. Hartwell & Mart'in Andr'es Szybisz
- 2106.09267 Trading with the Crowd
by Eyal Neuman & Moritz Vo{ss}
- 2106.09250 Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets
by Ahmet Goncu
- 2106.09163 Politicians' Willingness to Agree: Evidence from the interactions in Twitter of Chilean Deputies
by Pablo Henr'iquez & Jorge Sabat & Jos'e Patr`icio Sullivan
- 2106.09132 Multivariate Pair Trading by Volatility & Model Adaption Trade-off
by Chenyanzi Yu & Tianyang Xie
- 2106.09128 Market Complete Option Valuation using a Jarrow-Rudd Pricing Tree with Skewness and Kurtosis
by Yuan Hu & Abootaleb Shirvani & W. Brent Lindquist & Frank J. Fabozzi & Svetlozar T. Rachev
- 2106.09055 Diversified reward-risk parity in portfolio construction
by Jaehyung Choi & Hyangju Kim & Young Shin Kim
- 2106.08945 The Economic Impact of Critical National Infrastructure Failure Due to Space Weather
by Edward J. Oughton
- 2106.08901 Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)
by Daniel Hopp
- 2106.08900 Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality
by Lukas Gonon
- 2106.08883 What does Network Analysis teach us about International Environmental Cooperation?
by Stefano Carattini & Sam Fankhauser & Jianjian Gao & Caterina Gennaioli & Pietro Panzarasa
- 2106.08778 An Information Filtering approach to stress testing: an application to FTSE markets
by Isobel Seabrook & Fabio Caccioli & Tomaso Aste
- 2106.08563 Characterization of equilibrium existence and purification in general Bayesian games
by Wei He & Xiang Sun & Yeneng Sun & Yishu Zeng
- 2106.08496 Asymmetric All-Pay Auctions with Spillovers
by Maria Betto & Matthew W. Thomas
- 2106.08437 Deep reinforcement learning on a multi-asset environment for trading
by Ali Hirsa & Joerg Osterrieder & Branka Hadji-Misheva & Jan-Alexander Posth
- 2106.08421 Pricing and Risk Analysis in Hyperbolic Local Volatility Model with Quasi Monte Carlo
by Julien Hok & Sergei Kucherenko
- 2106.08420 Trend-Following Strategies via Dynamic Momentum Learning
by Bruno P. C. Levy & Hedibert F. Lopes
- 2106.08361 Adversarial Attacks on Deep Models for Financial Transaction Records
by Ivan Fursov & Matvey Morozov & Nina Kaploukhaya & Elizaveta Kovtun & Rodrigo Rivera-Castro & Gleb Gusev & Dmitry Babaev & Ivan Kireev & Alexey Zaytsev & Evgeny Burnaev
- 2106.08296 Young people between education and the labour market during the COVID-19 pandemic in Italy
by Davide Fiaschi & Cristina Tealdi
- 2106.08224 Cyclical behavior of evolutionary dynamics in coordination games with changing payoffs
by George Loginov
- 2106.08157 CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance
by Kaihua Qin & Liyi Zhou & Yaroslav Afonin & Ludovico Lazzaretti & Arthur Gervais
- 2106.08144 The Relationship between Foreign Direct Investment and Economic Growth: A Case of Turkey
by Orhan Gokmen
- 2106.08097 Reservoir optimization and Machine Learning methods
by Xavier Warin
- 2106.08066 Re-examining the Philosophical Underpinnings of the Melting Pot vs. Multiculturalism in the Current Immigration Debate in the United States
by Daniel Woldeab & Robert Yawson & Irina Woldeab
- 2106.08047 Comparisons of Australian Mental Health Distributions
by David Gunawan & William Griffiths & Duangkamon Chotikapanich
- 2106.07712 Fragility of Confounded Learning
by Xuanye Wang
- 2106.07679 The Effect of Client Appraisal on the Efficiency of Micro Finance Bank
by Esther Yusuf Enoch & Usman Abubakar Arabo & Abubakar Mahmud Digil
- 2106.07612 Dynamic Asymmetric Causality Tests with an Application
by Abdulnasser Hatemi-J
- 2106.07377 A new measure between sets of probability distributions with applications to erratic financial behavior
by Nick James & Max Menzies
- 2106.07362 A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics
by Len Patrick Dominic M. Garces & Gerald H. L. Cheang
- 2106.07361 Probabilistic Forecasting of Imbalance Prices in the Belgian Context
by Jonathan Dumas & Ioannis Boukas & Miguel Manuel de Villena & S'ebastien Mathieu & Bertrand Corn'elusse
- 2106.07358 Credit spread approximation and improvement using random forest regression
by Mathieu Mercadier & Jean-Pierre Lardy
- 2106.07354 The relationship between the US broad money supply and US GDP for the time period 2001 to 2019 with that of the corresponding time series for US national property and stock market indices, using an information entropy methodology
by Laurence Lacey
- 2106.07191 Distributionally Robust Martingale Optimal Transport
by Zhengqing Zhou & Jose Blanchet & Peter W. Glynn
- 2106.07177 A Two-Step Framework for Arbitrage-Free Prediction of the Implied Volatility Surface
by Wenyong Zhang & Lingfei Li & Gongqiu Zhang
- 2106.07104 The link between Bitcoin and Google Trends attention
by Nektarios Aslanidis & Aurelio F. Bariviera & 'Oscar G. L'opez
- 2106.07103 A News-based Machine Learning Model for Adaptive Asset Pricing
by Liao Zhu & Haoxuan Wu & Martin T. Wells
- 2106.07040 Exogenous and Endogenous Price Jumps Belong to Different Dynamical Classes
by Riccardo Marcaccioli & Jean-Philippe Bouchaud & Michael Benzaquen
- 2106.06974 Algorithmic market making in dealer markets with hedging and market impact
by Alexander Barzykin & Philippe Bergault & Olivier Gu'eant
- 2106.06735 Quantum Portfolio Optimization with Investment Bands and Target Volatility
by Samuel Palmer & Serkan Sahin & Rodrigo Hernandez & Samuel Mugel & Roman Orus
- 2106.06665 An Integration and Operation Framework of Geothermal Heat Pumps in Distribution Networks
by Lei Liang & Xuan Zhang & Hongbin Sun
- 2106.06599 The value of travel speed
by Cornelis Dirk van Goeverden
- 2106.06582 Mechanism Design meets Priority Design: Redesigning the US Army's Branching Process
by Kyle Greenberg & Parag A. Pathak & Tayfun Sonmez
- 2106.06518 Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation
by Luca Merlo & Lea Petrella & Valentina Raponi
- 2106.06436 Finding the Contextual Gap Towards Employee Engagement in Financial Sector: A Review Study
by Habiba Akter & Ilham Sentosa & Sheikh Muhamad Hizam & Waqas Ahmed & Arifa Akter
- 2106.06421 Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption
by Claudia Noack
- 2106.06389 An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities
by Kaihua Qin & Liyi Zhou & Pablo Gamito & Philipp Jovanovic & Arthur Gervais
- 2106.06377 An age-structured SEIR model for COVID--19 incidence in Dublin, Ireland with framework for evaluating health intervention cost
by Fatima-Zahra Jaouimaa & Daniel Dempsey & Suzanne van Osch & Stephen Kinsella & Kevin Burke & Jason Wyse & James Sweeney
- 2106.06373 Applying endogenous learning models in energy system optimization
by Jabir Ali Ouassou & Julian Straus & Marte Fodstad & Gunhild Reigstad & Ove Wolfgang
- 2106.06364 Generative Adversarial Networks in finance: an overview
by Florian Eckerli & Joerg Osterrieder
- 2106.06185 Mean Field Portfolio Games
by Guanxing Fu & Chao Zhou
- 2106.06164 A new look at calendar anomalies: Multifractality and day of the week effect
by Darko Stosic & Dusan Stosic & Irena Vodenska & H. Eugene Stanley & Tatijana Stosic
- 2106.06030 Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities
by Carolyn E. Phelan & Daniele Marazzina & Guido Germano
- 2106.06028 Sample Recycling Method -- A New Approach to Efficient Nested Monte Carlo Simulations
by Runhuan Feng & Peng Li
- 2106.05972 The separation of market and price in some free competitions and its related solution to the over-application problem in the job market
by Vincent Zha
- 2106.05957 Subjective Causality in Choice
by Andrew Ellis & Heidi Christina Thysen
- 2106.05797 Linear Classifiers Under Infinite Imbalance
by Paul Glasserman & Mike Li
- 2106.05536 An Interpretable Neural Network for Parameter Inference
by Johann Pfitzinger
- 2106.05503 Panel Data with Unknown Clusters
by Yong Cai
- 2106.05472 A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits
by Zengjing Chen & Larry G. Epstein & Guodong Zhang
- 2106.05240 A Century of Economic Policy Uncertainty Through the French-Canadian Lens
by David Ardia & Keven Bluteau & Alaa Kassem
- 2106.05031 Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints
by Shosei Sakaguchi
- 2106.05024 Contamination Bias in Linear Regressions
by Paul Goldsmith-Pinkham & Peter Hull & Michal Koles'ar
- 2106.04906 Engineering-Economic Evaluation of Diffractive Non-Line-Of-Sight Backhaul (e3nb): A Techno-economic Model for 3D Wireless Backhaul Assessment
by Edward J. Oughton & Erik Boch & Julius Kusuma
- 2106.04850 Dynamic mechanism design: An elementary introduction
by Kiho Yoon
- 2106.04636 Automatically Differentiable Random Coefficient Logistic Demand Estimation
by Andrew Chia
- 2106.04518 Options on Bonds: Implied Volatilities from Affine Short-Rate Dynamics
by Matthew Lorig & Natchanon Suaysom
- 2106.04421 How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method
by Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou
- 2106.04338 Engines of Power: Electricity, AI, and General-Purpose Military Transformations
by Jeffrey Ding & Allan Dafoe
- 2106.04239 The Russian practice of applying cluster approach in regional development
by Victor Grebenik & Yuri Tarasenko & Dmitry Zerkin & Mattia Masolletti
- 2106.04237 Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data
by Yu-Chin Hsu & Martin Huber & Ying-Ying Lee & Chu-An Liu
- 2106.04218 Modeling Portfolios with Leptokurtic and Dependent Risk Factors
by Piero Quatto & Gianmarco Vacca & Maria Grazia Zoia
- 2106.04114 Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction
by Liu Ziyin & Kentaro Minami & Kentaro Imajo
- 2106.04028 Deep Learning Statistical Arbitrage
by Jorge Guijarro-Ordonez & Markus Pelger & Greg Zanotti
- 2106.03716 How to handle negative interest rates in a CIR framework
by Marco Di Francesco & Kevin Kamm
- 2106.03700 Superconsistency of Tests in High Dimensions
by Anders Bredahl Kock & David Preinerstorfer
- 2106.03691 On the "mementum" of Meme Stocks
by Michele Costola & Matteo Iacopini & Carlo R. M. A. Santagiustina
- 2106.03643 Prevention Is Better Than Cure: Experimental Evidence From Milk Fever Incidence in Dairy Animals of Haryana, India
by A. G. Adeeth Cariappa & B. S. Chandel & Gopal Sankhala & Veena Mani & Sendhil R & Anil Kumar Dixit & B. S. Meena
- 2106.03560 Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes
by Raviar Karim & Roger J. A. Laeven & Michel Mandjes
- 2106.03467 The Intellectual Property Protection System of the Foreign Investment Law: Basic Structure, Motivation and Game Logic
by Luo Ying
- 2106.03417 Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification
by Alvaro Arroyo & Bruno Scalzo & Ljubisa Stankovic & Danilo P. Mandic
- 2106.03272 Signatured Deep Fictitious Play for Mean Field Games with Common Noise
by Ming Min & Ruimeng Hu
- 2106.03263 Estimating the number of entities with vacancies using administrative and online data
by Maciej Berk{e}sewicz & Herman Cherniaiev & Robert Pater
- 2106.03176 The Limits of Multi-task Peer Prediction
by Shuran Zheng & Fang-Yi Yu & Yiling Chen
- 2106.03156 Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
- 2106.03070 Linear Rescaling to Accurately Interpret Logarithms
by Nick Huntington-Klein
- 2106.03035 Online Trading Models with Deep Reinforcement Learning in the Forex Market Considering Transaction Costs
by Koya Ishikawa & Kazuhide Nakata
- 2106.03007 Truthful Self-Play
by Shohei Ohsawa
- 2106.02945 The Rohingyas of Rakhine State: Social Evolution and History in the Light of Ethnic Nationalism
by Sarwar J. Minar & Abdul Halim
- 2106.02917 On the Stratification of Product Portfolios
by Vikram Govindan & Wei Xie
- 2106.02916 3D Tensor-based Deep Learning Models for Predicting Option Price
by Muyang Ge & Shen Zhou & Shijun Luo & Boping Tian
- 2106.02861 Optimal Taxation of Assets
by Nicolaus Tideman & Thomas Mecherikunnel
- 2106.02780 Learning Treatment Effects in Panels with General Intervention Patterns
by Vivek F. Farias & Andrew A. Li & Tianyi Peng
- 2106.02546 Testing the Goodwin Growth Cycles with Econophysics Approach in 2002-2019 Period in Turkey
by Kerim Eser Afc{s}ar & Mehmet Ozyi~git & Yusuf Yuksel & Umit Ak{i}nc{i}
- 2106.02522 Price graphs: Utilizing the structural information of financial time series for stock prediction
by Junran Wu & Ke Xu & Xueyuan Chen & Shangzhe Li & Jichang Zhao
- 2106.02512 Interdependence of Growth, Structure, Size and Resource Consumption During an Economic Growth Cycle
by Carey W. King
- 2106.02446 Modeling premiums of non-life insurance companies in India
by Kartik Sethi & Siddhartha P. Chakrabarty
- 2106.02418 Explicit no arbitrage domain for sub-SVIs via reparametrization
by Claude Martini & Arianna Mingone
- 2106.02371 Cupid's Invisible Hand: Social Surplus and Identification in Matching Models
by Alfred Galichon & Bernard Salani'e
- 2106.02263 Unbiased Optimal Stopping via the MUSE
by Zhengqing Zhou & Guanyang Wang & Jose Blanchet & Peter W. Glynn
- 2106.02187 Time-dependent relations between gaps and returns in a Bitcoin order book
by Roberto Mota Navarro & Paulino Monroy Castillero & Francois Leyvraz
- 2106.02150 Interactive Communication in Bilateral Trade
by Jieming Mao & Renato Paes Leme & Kangning Wang
- 2106.02149 Optimal Pricing Schemes for an Impatient Buyer
by Yuan Deng & Jieming Mao & Balasubramanian Sivan & Kangning Wang
- 2106.02131 Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio
by Taras Bodnar & Nestor Parolya & Erik Thorsen
- 2106.02031 Change-Point Analysis of Time Series with Evolutionary Spectra
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