Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Content
2020
- 2009.05508 Volatility Forecasting with 1-dimensional CNNs via transfer learning
by Bernadett Aradi & G'abor Petneh'azi & J'ozsef G'all
- 2009.05507 Forecasting the Leading Indicator of a Recession: The 10-Year minus 3-Month Treasury Yield Spread
by Sudiksha Joshi
- 2009.05498 Mean-$\rho$ portfolio selection and $\rho$-arbitrage for coherent risk measures
by Martin Herdegen & Nazem Khan
- 2009.05455 Object Recognition for Economic Development from Daytime Satellite Imagery
by Klaus Ackermann & Alexey Chernikov & Nandini Anantharama & Miethy Zaman & Paul A Raschky
- 2009.05360 Inferring hidden potentials in analytical regions: uncovering crime suspect communities in Medell\'in
by Alejandro Puerta & Andr'es Ram'irez-Hassan
- 2009.05311 Strategy-proof allocation with outside option
by Jun Zhang
- 2009.05274 Measuring Cognitive Abilities in the Wild: Validating a Population-Scale Game-Based Cognitive Assessment
by Mads Kock Pedersen & Carlos Mauricio Casta~no D'iaz & Qian Janice Wang & Mario Alejandro Alba-Marrugo & Ali Amidi & Rajiv Vaid Basaiawmoit & Carsten Bergenholtz & Morten H. Christiansen & Miroslav Gajdacz & Ralph Hertwig & Byurakn Ishkhanyan & Kim Klyver & Nicolai Ladegaard & Kim Mathiasen & Christine Parsons & Janet Rafner & Anders Ryom Villadsen & Mikkel Wallentin & Blanka Zana & Jacob Friis Sherson
- 2009.05245 Reforms meet fairness concerns in school and college admissions
by Somouaoga Bonkoungou & Alexander Nesterov
- 2009.05194 Scenario Forecast of Cross-border Electric Interconnection towards Renewables in South America
by Wenhao Wang & Jing Meng & Duan Chen & Wei Cong
- 2009.05150 Inference for high-dimensional exchangeable arrays
by Harold D. Chiang & Kengo Kato & Yuya Sasaki
- 2009.05124 Tiered Random Matching Markets: Rank is Proportional to Popularity
by Itai Ashlagi & Mark Braverman & Amin Saberi & Clayton Thomas & Geng Zhao
- 2009.05034 Deep Replication of a Runoff Portfolio
by Thomas Krabichler & Josef Teichmann
- 2009.04975 Forecasting financial markets with semantic network analysis in the COVID-19 crisis
by A. Fronzetti Colladon & S. Grassi & F. Ravazzolo & F. Violante
- 2009.04917 The 2020 Sturgis Motorcycle Rally and COVID-19
by Yong Cai & Grant Goehring
- 2009.04912 On the Effectiveness of Minisum Approval Voting in an Open Strategy Setting: An Agent-Based Approach
by Joop van de Heijning & Stephan Leitner & Alexandra Rausch
- 2009.04824 Is Factor Momentum More than Stock Momentum?
by Antoine Falck & Adam Rej & David Thesmar
- 2009.04786 Price formation and optimal trading in intraday electricity markets
by Olivier F'eron & Peter Tankov & Laura Tinsi
- 2009.04767 Using Nudges to Prevent Student Dropouts in the Pandemic
by Guilherme Lichand & Julien Christen
- 2009.04536 Improving Investment Suggestions for Peer-to-Peer (P2P) Lending via Integrating Credit Scoring into Profit Scoring
by Yan Wang & Xuelei Sherry Ni
- 2009.04514 X-Value adjustments: accounting versus economic management perspectives
by Alberto Elices
- 2009.04462 A Survey on Data Pricing: from Economics to Data Science
by Jian Pei
- 2009.04461 Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies
by Alla Petukhina & Simon Trimborn & Wolfgang Karl Hardle & Hermann Elendner
- 2009.04408 Fairness principles for insurance contracts in the presence of default risk
by Delia Coculescu & Freddy Delbaen
- 2009.04200 Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies
by Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Hardle
- 2009.04173 Random Non-Expected Utility: Non-Uniqueness
by Yi-Hsuan Lin
- 2009.04171 A Framework for Crop Price Forecasting in Emerging Economies by Analyzing the Quality of Time-series Data
by Ayush Jain & Smit Marvaniya & Shantanu Godbole & Vitobha Munigala
- 2009.04151 Multi-utility representations of incomplete preferences induced by set-valued risk measures
by Cosimo Munari
- 2009.04144 Law-invariant functionals that collapse to the mean
by Fabio Bellini & Pablo Koch-Medina & Cosimo Munari & Gregor Svindland
- 2009.04113 Inter-organisational patent opposition network: How companies form adversarial relationships
by Tomomi Kito & Nagi Moriya & Junichi Yamanoi
- 2009.04037 The Impact of COVID-19 and Policy Responses on Australian Income Distribution and Poverty
by Jinjing Li & Yogi Vidyattama & Hai Anh La & Riyana Miranti & Denisa M Sologon
- 2009.03844 Exact Computation of Maximum Rank Correlation Estimator
by Youngki Shin & Zvezdomir Todorov
- 2009.03761 Electoral Accountability and Selection with Personalized Information Aggregation
by Anqi Li & Lin Hu
- 2009.03719 Sales Policies for a Virtual Assistant
by Wenjia Ba & Haim Mendelson & Mingxi Zhu
- 2009.03716 Local Composite Quantile Regression for Regression Discontinuity
by Xiao Huang & Zhaoguo Zhan
- 2009.03653 Simulation Methods for Robust Risk Assessment and the Distorted Mix Approach
by Sojung Kim & Stefan Weber
- 2009.03436 Globalization? Trade War? A Counterbalance Perspective
by Arthur Hu & Xingwei Hu & Hui Tong
- 2009.03394 Deep Learning, Predictability, and Optimal Portfolio Returns
by Mykola Babiak & Jozef Barunik
- 2009.03379 Counterfactual and Welfare Analysis with an Approximate Model
by Roy Allen & John Rehbeck
- 2009.03362 Topological Data Analysis for Portfolio Management of Cryptocurrencies
by Rodrigo Rivera-Castro & Polina Pilyugina & Evgeny Burnaev
- 2009.03361 Dimension Reduction for High Dimensional Vector Autoregressive Models
by Gianluca Cubadda & Alain Hecq
- 2009.03239 A Stock Prediction Model Based on DCNN
by Qiao Zhou & Ningning Liu
- 2009.03202 The Seven-League Scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations
by Shuaiqiang Liu & Lech A. Grzelak & Cornelis W. Oosterlee
- 2009.03160 A graphical approach to carbon-efficient spot market scheduling for Power-to-X applications
by Neeraj Bokde & Bo Tranberg & Gorm Bruun Andresen
- 2009.03151 Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data
by Yang Ning & Sida Peng & Jing Tao
- 2009.03094 Capturing dynamics of post-earnings-announcement drift using genetic algorithm-optimised supervised learning
by Zhengxin Joseph Ye & Bjorn W. Schuller
- 2009.02979 An Analysis of Random Elections with Large Numbers of Voters
by Matthew Harrison-Trainor
- 2009.02904 Dependent Conditional Value-at-Risk for Aggregate Risk Models
by Bony Josaphat & Khreshna Syuhada
- 2009.02854 Two-Stage Maximum Score Estimator
by Wayne Yuan Gao & Sheng Xu & Kan Xu
- 2009.02853 Do Black and Indigenous Communities Receive their Fair Share of Vaccines Under the 2018 CDC Guidelines
by Parag A. Pathak & Harald Schmidt & Adam Solomon & Edwin Song & Tayfun Sonmez & M. Utku Unver
- 2009.02808 Limit Order Book (LOB) shape modeling in presence of heterogeneously informed market participants
by Mouhamad Drame
- 2009.02642 Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects
by Lina Zhang & David T. Frazier & D. S. Poskitt & Xueyan Zhao
- 2009.02566 Skewing Quanto with Simplicity
by George Hong
- 2009.02486 COVID-19: Tail Risk and Predictive Regressions
by Walter Distaso & Rustam Ibragimov & Alexander Semenov & Anton Skrobotov
- 2009.02314 Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects
by Whitney K. Newey & Sami Stouli
- 2009.02262 Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?
by Yicong Lin & Hanno Reuvers
- 2009.02198 Unlucky Number 13? Manipulating Evidence Subject to Snooping
by Uwe Hassler & Marc-Oliver Pohle
- 2009.01995 Instrument Validity for Heterogeneous Causal Effects
by Zhenting Sun
- 2009.01963 The role of parallel trends in event study settings: An application to environmental economics
by Michelle Marcus & Pedro H. C. Sant'Anna
- 2009.01749 Using Household Grants to Benchmark the Cost Effectiveness of a USAID Workforce Readiness Program
by Craig McIntosh & Andrew Zeitlin
- 2009.01676 Automated Market Makers for Decentralized Finance (DeFi)
by Yongge Wang
- 2009.01644 A note on large deviations in life insurance
by Stefan Gerhold
- 2009.01575 Deep Learning in Science
by Stefano Bianchini & Moritz Muller & Pierre Pelletier
- 2009.01517 A Robust Score-Driven Filter for Multivariate Time Series
by Enzo D'Innocenzo & Alessandra Luati & Mario Mazzocchi
- 2009.01505 Hidden Group Time Profiles: Heterogeneous Drawdown Behaviours in Retirement
by Igor Balnozan & Denzil G. Fiebig & Anthony Asher & Robert Kohn & Scott A. Sisson
- 2009.01430 Eliciting Information from Sensitive Survey Questions
by Yonghong An & Pengfei Liu
- 2009.01343 Bear Markets and Recessions versus Bull Markets and Expansions
by Abdulnasser Hatemi-J
- 2009.01317 Towards Earnings Call and Stock Price Movement
by Zhiqiang Ma & Grace Bang & Chong Wang & Xiaomo Liu
- 2009.01276 Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon
by Tiziano De Angelis
- 2009.01219 Weak error rates for option pricing under linear rough volatility
by Christian Bayer & Eric Joseph Hall & Ra'ul Tempone
- 2009.00972 Infinite horizon utility maximisation from inter-temporal wealth
by Michael Monoyios
- 2009.00907 An approximate solution for options market-making in high dimension
by Bastien Baldacci & Joffrey Derchu & Iuliia Manziuk
- 2009.00868 Post-Last Exit Time Process and its Application to Loss-Given-Default Distribution
by Masahiko Egami & Rusudan Kevkhishvili
- 2009.00557 The SINC way: A fast and accurate approach to Fourier pricing
by Fabio Baschetti & Giacomo Bormetti & Silvia Romagnoli & Pietro Rossi
- 2009.00553 A Vector Monotonicity Assumption for Multiple Instruments
by Leonard Goff
- 2009.00544 High-Resolution Poverty Maps in Sub-Saharan Africa
by Kamwoo Lee & Jeanine Braithwaite
- 2009.00519 Finding Core Members of Cooperative Games using Agent-Based Modeling
by Daniele Vernon-Bido & Andrew J. Collins
- 2009.00484 Incentives, lockdown, and testing: from Thucydides's analysis to the COVID-19 pandemic
by Emma Hubert & Thibaut Mastrolia & Dylan Possamai & Xavier Warin
- 2009.00436 Instrumental Variable Quantile Regression
by Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich
- 2009.00401 Time-Varying Parameters as Ridge Regressions
by Philippe Goulet Coulombe
- 2009.00368 XVA Analysis From the Balance Sheet
by Claudio Albanese & Stephane Crepey & Rodney Hoskinson & Bouazza Saadeddine
- 2009.00360 Pseudo-Hermiticity, Martingale Processes and Non-Arbitrage Pricing
by Will Hicks
- 2009.00212 An optimal test for strategic interaction in social and economic network formation between heterogeneous agents
by Andrin Pelican & Bryan S. Graham
- 2009.00131 InClass Nets: Independent Classifier Networks for Nonparametric Estimation of Conditional Independence Mixture Models and Unsupervised Classification
by Konstantin T. Matchev & Prasanth Shyamsundar
- 2009.00085 Robust Semiparametric Estimation in Panel Multinomial Choice Models
by Wayne Yuan Gao & Ming Li
- 2009.00062 Contingent Convertible Bonds in Financial Networks
by Giovanni Calice & Carlo Sala & Daniele Tantari
- 2008.13726 Reviewing climate change and agricultural market competitiveness
by Bakhtmina Zia & Dr Muhammad Rafiq PhD Research Scholar & Institute of Management Sciences & Peshawar & Pakistan & Associate Professor & Institute of Management Sciences & Peshawar & Pakistan
- 2008.13651 Causal Inference in Possibly Nonlinear Factor Models
by Yingjie Feng
- 2008.13561 Sustainable Border Control Policy in the COVID-19 Pandemic: A Math Modeling Study
by Zhen Zhu & Enzo Weber & Till Strohsal & Duaa Serhan
- 2008.13472 The behavior of stock market prices throughout the episodes of capital inflows
by Boubekeur Baba & Guven Sevil
- 2008.13420 A Myopic Adjustment Process for Mean Field Games with Finite State and Action Space
by Berenice Anne Neumann
- 2008.13309 Preference Robust Optimization with Quasi-Concave Choice Functions for Multi-Attribute Prospects
by Jian Wu & William B. Haskell & Wenjie Huang & Huifu Xu
- 2008.13276 Proportional Participatory Budgeting with Additive Utilities
by Dominik Peters & Grzegorz Pierczy'nski & Piotr Skowron
- 2008.13230 A continuous-time asset market game with short-lived assets
by Mikhail Zhitlukhin
- 2008.13198 Measuring and Managing Carbon Risk in Investment Portfolios
by Th'eo Roncalli & Th'eo Le Guenedal & Fr'ed'eric Lepetit & Thierry Roncalli & Takaya Sekine
- 2008.13087 Efficient Nested Simulation Experiment Design via the Likelihood Ratio Method
by Mingbin Ben Feng & Eunhye Song
- 2008.13082 Nonparametric Predictive Inference for Asian options
by Ting He
- 2008.13042 Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression
by Marcelo J. Moreira & Geert Ridder
- 2008.12953 Sparse High-Order Portfolios via Proximal DCA and SCA
by Jinxin Wang & Zengde Deng & Taoli Zheng & Anthony Man-Cho So
- 2008.12910 Implication of Natal Care and Maternity Leave on Child Morbidity: Evidence from Ghana
by Danny Turkson & Joy Kafui Ahiabor
- 2008.12849 The Identity Fragmentation Bias
by Tesary Lin & Sanjog Misra
- 2008.12720 Generalized Lee Bounds
by Vira Semenova
- 2008.12706 Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
by Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner
- 2008.12477 How is Machine Learning Useful for Macroeconomic Forecasting?
by Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant
- 2008.12459 Layoffs, Inequity and COVID-19: A Longitudinal Study of the Journalism Jobs Crisis in Australia from 2012 to 2020
by Nik Dawson & Sacha Molitorisz & Marian-Andrei Rizoiu & Peter Fray
- 2008.12427 Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market
by John A. Major & Stephen J. Mildenhall
- 2008.12395 Efficient closed-form estimation of large spatial autoregressions
by Abhimanyu Gupta
- 2008.12364 Complexity science approach to economic crime
by J'anos Kert'esz & Johannes Wachs
- 2008.12275 Market-making with reinforcement-learning (SAC)
by Alexey Bakshaev
- 2008.12152 DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Data
by Aiusha Sangadiev & Rodrigo Rivera-Castro & Kirill Stepanov & Andrey Poddubny & Kirill Bubenchikov & Nikita Bekezin & Polina Pilyugina & Evgeny Burnaev
- 2008.12132 How Much Ad Viewability is Enough? The Effect of Display Ad Viewability on Advertising Effectiveness
by Christina Uhl & Nadia Abou Nabout & Klaus Miller
- 2008.12108 Coexisting Hidden and self-excited attractors in an economic system of integer or fractional order
by Marius-F. Danca
- 2008.12050 Hybrid quantum-classical optimization for financial index tracking
by Samuel Fern'andez-Lorenzo & Diego Porras & Juan Jos'e Garc'ia-Ripoll
- 2008.12032 A competitive search game with a moving target
by Benoit Duvocelle & J'anos Flesch & Mathias Staudigl & Dries Vermeulen
- 2008.11850 Changes in mobility and socioeconomic conditions in Bogot\'a city during the COVID-19 outbreak
by Marco Due~nas & Mercedes Campi & Luis Olmos
- 2008.11806 The Time Function of Stock Price
by Shengfeng Mei & Hong Gao
- 2008.11788 Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA
by Linyu Zheng & Hongmei He
- 2008.11757 Deep Learning for Constrained Utility Maximisation
by Ashley Davey & Harry Zheng
- 2008.11720 A Spatial Analysis of Disposable Income in Ireland: A GWR Approach
by Paul Kilgarriff & Martin Charlton
- 2008.11558 Investigation of Flash Crash via Topological Data Analysis
by Wonse Kim & Younng-Jin Kim & Gihyun Lee & Woong Kook
- 2008.11334 Potential impacts of ballast water regulations on international trade, shipping patterns, and the global economy: An integrated transportation and economic modeling assessment
by Zhaojun Wang & Duy Nong & Amanda M. Countryman & James J. Corbett & Travis Warziniack
- 2008.11327 Untangling the complexity of market competition in consumer goods -A complex Hilbert PCA analysis
by Makoto Mizuno & Hideaki Aoyama & Yoshi Fujiwara
- 2008.11275 Formula to Determine the Countries Equilibrium Exchange Rate With the Dollar and Proposal for a Second Bretton Woods Conference
by Walter H. Bruckman
- 2008.11140 Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
by Xiaohong Chen & Sokbae Lee & Myung Hwan Seo & Myunghyun Song
- 2008.10967 An energy-based macroeconomic model validated by global historical series since 1820
by Herve Bercegol & Henri Benisty
- 2008.10952 A Data Envelopment Analysis Approach to Benchmark the Performance of Mutual Funds in India
by Adit Chopra
- 2008.10930 High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process
by Valentin Courgeau & Almut E. D. Veraart
- 2008.10926 The Impact of Sodomy Law Repeals on Crime
by Riccardo Ciacci & Dario Sansone
- 2008.10885 Quantifying the impact of COVID-19 on the US stock market: An analysis from multi-source information
by Asim Kumer Dey & Toufiqul Haq & Kumer Das & Irina Panovska
- 2008.10819 "Near" Weighted Utilitarian Characterizations of Pareto Optima
by Yeon-Koo Che & Jinwoo Kim & Fuhito Kojima & Christopher Thomas Ryan
- 2008.10775 Drivers learn city-scale dynamic equilibrium
by Ruda Zhang & Roger Ghanem
- 2008.10745 Interacting Regional Policies in Containing a Disease
by Arun G. Chandrasekhar & Paul Goldsmith-Pinkham & Matthew O. Jackson & Samuel Thau
- 2008.10666 On the equivalence between the Kinetic Ising Model and discrete autoregressive processes
by Carlo Campajola & Fabrizio Lillo & Piero Mazzarisi & Daniele Tantari
- 2008.10348 Transaction Costs: Economies of Scale, Optimum, Equilibrium and Efficiency
by L'aszl'o K'allay & Tibor Tak'acs & L'aszl'o Trautmann
- 2008.10257 Portfolio Selection under Median and Quantile Maximization
by Xue Dong He & Zhaoli Jiang & Steven Kou
- 2008.10217 Finite-Sample Average Bid Auction
by Haitian Xie
- 2008.10184 Power-type derivatives for rough volatility with jumps
by Liang Wang & Weixuan Xia
- 2008.10145 Implications of the Tradeoff between Inside and Outside Social Status in Group Choice
by Takaaki Hamada
- 2008.09932 Lindahl Equilibrium as a Collective Choice Rule
by Faruk Gul & Wolfgang Pesendorfer
- 2008.09818 Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives
by Anand Deo & Karthyek Murthy
- 2008.09815 Competitive ride-sourcing market with a third-party integrator
by Yaqian Zhou & Hai Yang & Jintao Ke & Hai Wang & Xinwei Li
- 2008.09757 Constrained Trading Networks
by Can Kizilkale & Rakesh Vohra
- 2008.09667 A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction
by Xiao Li & Weili Wu
- 2008.09653 Search for a moving target in a competitive environment
by Benoit Duvocelle & J'anos Flesch & Hui Min Shi & Dries Vermeulen
- 2008.09529 Optimal Rating Design under Moral Hazard
by Maryam Saeedi & Ali Shourideh
- 2008.09484 A theoretical look at ELECTRE TRI-nB and related sorting models
by Denis Bouyssou & Thierry Marchant & Marc Pirlot
- 2008.09482 Using detrended deconvolution foreign exchange network to identify currency status
by Pengfei Xi & Shiyang Lai & Xueying Wang & Weiqiang Huang
- 2008.09481 Learning low-frequency temporal patterns for quantitative trading
by Joel da Costa & Tim Gebbie
- 2008.09471 GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading
by Zezheng Zhang & Matloob Khushi
- 2008.09454 Detecting and repairing arbitrage in traded option prices
by Samuel N. Cohen & Christoph Reisinger & Sheng Wang
- 2008.09407 Estimation of the number of irregular foreigners in Poland using non-linear count regression models
by Maciej Berk{e}sewicz & Katarzyna Pawlukiewicz
- 2008.09263 Empirical Likelihood Covariate Adjustment for Regression Discontinuity Designs
by Jun Ma & Zhengfei Yu
- 2008.09108 Analytic Calibration in Andreasen-Huge SABR Model
by K. E. Feldman
- 2008.09044 Modelling multi-period carbon markets using singular forward backward SDEs
by Chassagneux Jean-Francois & Chotai Hinesh & Crisan Dan
- 2008.09021 Inference for Moment Inequalities: A Constrained Moment Selection Procedure
by Rami V. Tabri & Christopher D. Walker
- 2008.08991 The Vigilant Eating Rule: A General Approach for Probabilistic Economic Design with Constraints
by Haris Aziz & Florian Brandl
- 2008.08918 West Australian Pandemic Response: The Black Swan of Black Swans
by David Cavanagh & Mark Hoey & Andrew Clark & Michael Small & Paul Bailey & Jon Watson
- 2008.08759 Positionality-Weighted Aggregation Methods for Cumulative Voting
by Takeshi Kato & Yasuhiro Asa & Misa Owa
- 2008.08733 Optimal Network Compression
by Hamed Amini & Zachary Feinstein
- 2008.08705 Reforming the State-Based Forward Guidance through Wage Growth Rate Threshold: Evidence from FRB/US Simulations
by Sudiksha Joshi
- 2008.08669 Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms
by Jeffrey Cohen & Alex Khan & Clark Alexander
- 2008.08576 Series expansions and direct inversion for the Heston model
by Simon J. A. Malham & Jiaqi Shen & Anke Wiese
- 2008.08517 Competing Persuaders in Zero-Sum Games
by Dilip Ravindran & Zhihan Cui
- 2008.08511 Are temporary value-added tax reductions passed on to consumers? Evidence from Germany's stimulus
by Felix Montag & Alina Sagimuldina & Monika Schnitzer
- 2008.08451 Axioms for Defeat in Democratic Elections
by Wesley H. Holliday & Eric Pacuit
- 2008.08387 A Novel Approach to Predictive Accuracy Testing in Nested Environments
by Jean-Yves Pitarakis
- 2008.08117 Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement
by Brantly Callaway
- 2008.08048 Learning Structure in Nested Logit Models
by Youssef M. Aboutaleb & Moshe Ben-Akiva & Patrick Jaillet
- 2008.08006 Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs
by Grzegorz Marcjasz & Jesus Lago & Rafa{l} Weron
- 2008.08004 Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark
by Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafa{l} Weron
- 2008.07907 Volatility Depend on Market Trades and Macro Theory
by Victor Olkhov
- 2008.07886 Peer effects and endogenous social interactions
by Koen Jochmans
- 2008.07871 Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects
by Peter Belcak & Jan-Peter Calliess & Stefan Zohren
- 2008.07836 Unveiling the directional network behind the financial statements data using volatility constraint correlation
by Tomoshiro Ochiai & Jose C. Nacher
- 2008.07822 Long vs Short Time Scales: the Rough Dilemma and Beyond
by Matthieu Garcin & Martino Grasselli
- 2008.07820 A Relation Analysis of Markov Decision Process Frameworks
by Tien Mai & Patrick Jaillet
- 2008.07807 Adaptive trading strategies across liquidity pools
by Bastien Baldacci & Iuliia Manziuk
- 2008.07798 Generalisation of Fractional-Cox-Ingersoll-Ross Process
by Marc Mukendi Mpanda & Safari Mukeru & Mmboniseni Mulaudzi
- 2008.07650 Mobility and Social Efficiency
by Ryan Steven Kostiuk
- 2008.07564 Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network
by Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez
- 2008.07335 Verification Results for Age-Structured Models of Economic-Epidemics Dynamics
by Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco
- 2008.07221 Modelling uncertainty in coupled electricity and gas systems -- is it worth the effort?
by Iegor Riepin & Thomas Mobius & Felix Musgens
- 2008.07165 Analysing a built-in advantage in asymmetric darts contests using causal machine learning
by Daniel Goller
- 2008.07103 Variance Contracts
by Yichun Chi & Xun Yu Zhou & Sheng Chao Zhuang
- 2008.07082 A free boundary problem arising from a multi-state regime-switching stock trading model
by Chonghu Guan & Jing Peng & Zuo Quan Xu
- 2008.07063 To Bag is to Prune
by Philippe Goulet Coulombe
- 2008.06660 No COVID-19 Climate Silver Lining in the US Power Sector
by Max Luke & Priyanshi Somani & Turner Cotterman & Dhruv Suri & Stephen J. Lee
- 2008.06598 A Stochastic Control Approach to Defined Contribution Plan Decumulation: "The Nastiest, Hardest Problem in Finance"
by Peter A. Forsyth
- 2008.06564 Optimal selection of the number of control units in kNN algorithm to estimate average treatment effects
by Andr'es Ram'irez-Hassan & Raquel Vargas-Correa & Gustavo Garc'ia & Daniel Londo~no
- 2008.06450 Short Term Stress of Covid-19 On World Major Stock Indices
by Muhammad Rehan & Jahanzaib Alvi & Suleyman Serdar Karaca
- 2008.06377 Kyle-Back Models with risk aversion and non-Gaussian Beliefs
by Shreya Bose & Ibrahim Ekren
- 2008.06225 Neural Network-based Automatic Factor Construction
by Jie Fang & Jianwu Lin & Shutao Xia & Yong Jiang & Zhikang Xia & Xiang Liu
- 2008.06184 No-Arbitrage Symmetries
by I. L. Degano & S. E. Ferrando & A. L. Gonzalez
- 2008.06178 Bounding Infection Prevalence by Bounding Selectivity and Accuracy of Tests: With Application to Early COVID-19
by Jorg Stoye
- 2008.06130 An estimator for predictive regression: reliable inference for financial economics
by Neil Shephard
- 2008.06051 A Spatial Stochastic SIR Model for Transmission Networks with Application to COVID-19 Epidemic in China
by Tatsushi Oka & Wei Wei & Dan Zhu
- 2008.06042 Image Processing Tools for Financial Time Series Classification
by Bairui Du & Delmiro Fernandez-Reyes & Paolo Barucca
- 2008.05885 The p-Innovation ecosystems model
by R. Church & J. C. Duque & D. E. Restrepo
- 2008.05883 Effect of pop-up bike lanes on cycling in European cities
by Sebastian Kraus & Nicolas Koch