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Content
2020
- 2003.05797 Inf-convolution and optimal risk sharing with countable sets of risk measures
by Marcelo Brutti Righi & Marlon Ruoso Moresco
- 2003.05750 Multidimensional Analysis of Monthly Stock Market Returns
by Osman Gulseven
- 2003.05726 Indemnity Payments in Agricultural Insurance: Risk Exposure of EU States
by Osman Gulseven & Kasirga Yildirak
- 2003.05725 Electoral systems and international trade policy
by Serkan Kucuksenel & Osman Gulseven
- 2003.05708 Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities
by Christian Bayer & Chiheb Ben Hammouda & Raul Tempone
- 2003.05441 Can Society Function Without Ethical Agents? An Informational Perspective
by Bruno Strulovici
- 2003.05358 A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model
by Grzegorz Krzy.zanowski & Marcin Magdziarz
- 2003.05221 A mixture autoregressive model based on Gaussian and Student's $t$-distributions
by Savi Virolainen
- 2003.05204 On the structure of the world economy: An absorbing Markov chain approach
by Olivera Kostoska & Viktor Stojkoski & Ljupco Kocarev
- 2003.05114 A price on warming with a supply chain directed market
by John F. Raffensperger
- 2003.05095 Machine Learning Treasury Yields
by Zura Kakushadze & Willie Yu
- 2003.04967 KryptoOracle: A Real-Time Cryptocurrency Price Prediction Platform Using Twitter Sentiments
by Shubhankar Mohapatra & Nauman Ahmed & Paulo Alencar
- 2003.04938 A Mean-Field Game Approach to Equilibrium Pricing in Solar Renewable Energy Certificate Markets
by Arvind Shrivats & Dena Firoozi & Sebastian Jaimungal
- 2003.04646 Equations and Shape of the Optimal Band Strategy
by Joachim de Lataillade & Ayman Chaouki
- 2003.04620 Multilayer Network Analysis of the Drug Pipeline in the Global Pharmaceutical Industry
by Hiromitsu Goto & Wataru Souma & Mari Jibu & Yuichi Ikeda
- 2003.04606 Pricing Interest Rate Derivatives under Volatility Uncertainty
by Julian Holzermann
- 2003.04459 A New Approach for Macroscopic Analysis to Improve the Technical and Economic Impacts of Urban Interchanges on Traffic Networks
by Seyed Hassan Hosseini & Ahmad Mehrabian & Zhila Dehdari Ebrahimi & Mohsen Momenitabar & Mohammad Arani
- 2003.04452 A Systematic and Analytical Review of the Socioeconomic and Environmental Impact of the Deployed High-Speed Rail (HSR) Systems on the World
by Mohsen Momenitabar & Zhila Dehdari Ebrahimi & Mohammad Arani
- 2003.04425 Informed trading, limit order book and implementation shortfall: equilibrium and asymptotics
by Umut c{C}etin & Henri Waelbroeck
- 2003.04337 Identification and Estimation of Weakly Separable Models Without Monotonicity
by Songnian Chen & Shakeeb Khan & Xun Tang
- 2003.04307 Optimal trade strategy of a regional economy by food exports
by M. Okimoto
- 2003.04263 Mechanism Design for Large Scale Network Utility Maximization
by Meng Zhang & Deepanshu Vasal
- 2003.04238 Fast Bayesian Record Linkage With Record-Specific Disagreement Parameters
by Thomas Stringham
- 2003.04129 Effect of segregation on inequality in kinetic models of wealth exchange
by Lennart Fernandes & Jacques Tempere
- 2003.04066 Unit Root Testing with Slowly Varying Trends
by Sven Otto
- 2003.04060 Favoritism in Research Assistantship Selection in Turkish Academia
by Osman Gulseven
- 2003.04007 Copula-based local dependence between energy, agriculture and metal commodity markets
by Claudiu Albulescu & Aviral Tiwari & Qiang Ji
- 2003.04005 Coronavirus and financial volatility: 40 days of fasting and fear
by Claudiu Albulescu
- 2003.03876 How much is your Strangle worth? On the relative value of the $\delta-$Symmetric Strangle under the Black-Scholes model
by Ben Boukai
- 2003.03851 On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models
by Jose Cruz & Daniel Sevcovic
- 2003.03848 Coronavirus Perceptions And Economic Anxiety
by Thiemo Fetzer & Lukas Hensel & Johannes Hermle & Christopher Roth
- 2003.03540 SkillCheck: An Incentive-based Certification System using Blockchains
by Jay Gupta & Swaprava Nath
- 2003.03403 Model independent WWR for regulatory CVA and for accounting CVA and FVA
by Chris Kenyon & Mourad Berrahoui & Benjamin Poncet
- 2003.03299 Complete Subset Averaging for Quantile Regressions
by Ji Hyung Lee & Youngki Shin
- 2003.03191 Double Machine Learning based Program Evaluation under Unconfoundedness
by Michael C. Knaus
- 2003.03173 Implementability of Honest Multi-Agent Sequential Decision-Making with Dynamic Population
by Tao Zhang & Quanyan Zhu
- 2003.03076 Predicting Stock Returns with Batched AROW
by Rachid Guennouni Hassani & Alexis Gilles & Emmanuel Lassalle & Arthur D'enouveaux
- 2003.03035 A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
by Masaaki Fujii & Akihiko Takahashi
- 2003.02990 Conflict externalization and the quest for peace: theory and case evidence from Colombia
by Hector Galindo-Silva
- 2003.02878 Convex Optimization Over Risk-Neutral Probabilities
by Shane Barratt & Jonathan Tuck & Stephen Boyd
- 2003.02842 Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms
by Patrick Chang & Etienne Pienaar & Tim Gebbie
- 2003.02803 Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts
by Oguzhan Akgun & Alain Pirotte & Giovanni Urga & Zhenlin Yang
- 2003.02682 Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data
by Sven Otto & Jorg Breitung
- 2003.02550 Impact of Congestion Charge and Minimum Wage on TNCs: A Case Study for San Francisco
by Sen Li & Kameshwar Poolla & Pravin Varaiya
- 2003.02539 Compromise, Don't Optimize: Generalizing Perfect Bayesian Equilibrium to Allow for Ambiguity
by Karl Schlag & Andriy Zapechelnyuk
- 2003.02515 Time-varying neural network for stock return prediction
by Steven Y. K. Wong & Jennifer Chan & Lamiae Azizi & Richard Y. D. Xu
- 2003.02343 Bow-tie structure and community identification of global supply chain network
by Abhijit Chakraborty & Yuichi Ikeda
- 2003.02334 Application of Deep Neural Networks to assess corporate Credit Rating
by Parisa Golbayani & Dan Wang & Ionut Florescu
- 2003.02313 Joint Estimation of Discrete Choice Model and Arrival Rate with Unobserved Stock-out Events
by Hongzhang Shao & Anton J. Kleywegt
- 2003.02208 Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation
by Philipp F. M. Baumann & Michael Schomaker & Enzo Rossi
- 2003.02173 Dynamics of state-wise prospective reserves in the presence of non-monotone information
by Marcus C. Christiansen & Christian Furrer
- 2003.02149 Adaptive exponential power distribution with moving estimator for nonstationary time series
by Jarek Duda
- 2003.02035 PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations
by Yuri F. Saporito & Zhaoyu Zhang
- 2003.01977 A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options
by Kristoffer Andersson & Cornelis Oosterlee
- 2003.01859 Applications of deep learning in stock market prediction: recent progress
by Weiwei Jiang
- 2003.01855 Equity-Based Incentives, Production/Service Functions And Game Theory
by Michael C. Nwogugu
- 2003.01820 Robust Market Making via Adversarial Reinforcement Learning
by Thomas Spooner & Rahul Savani
- 2003.01809 Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
by Yongyang Cai & Kenneth Judd & Rong Xu
- 2003.01783 Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences
by Joshua Aurand & Yu-Jui Huang
- 2003.01615 The Role of Uncertainty in Controlling Climate Change
by Yongyang Cai
- 2003.01536 A Note on Solving Discretely-Constrained Nash-Cournot Games via Complementarity
by Dimitri J. Papageorgiou & Francisco Trespalacios & Stuart Harwood
- 2003.01270 Influence Of Climate Change On The Corn Yield In Ontario And Its Impact On Corn Farms Income At The 2068 Horizon
by Antoine Kornprobst & Matt Davison
- 2003.01206 A Scalar Parameterized Mechanism for Two-Sided Markets
by Mariola Ndrio & Khaled Alshehri & Subhonmesh Bose
- 2003.01055 Complete and competitive financial markets in a complex world
by Gianluca Cassese
- 2003.00930 Continuum and thermodynamic limits for a simple random-exchange model
by Bertram During & Nicos Georgiou & Sara Merino-Aceituno & Enrico Scalas
- 2003.00886 Financial replicator dynamics: emergence of systemic-risk-averting strategies
by Indrajit Saha & Veeraruna Kavitha
- 2003.00884 Cleaner Production in Optimized Multivariate Networks: Operations Management through a Roll of Dice
by Amit K Chattopadhyay & Biswajit Debnath & Rihab El-Hassani & Sadhan Kumar Ghosh & Rahul Baidya
- 2003.00812 An AGI Modifying Its Utility Function in Violation of the Orthogonality Thesis
by James D. Miller & Roman Yampolskiy & Olle Haggstrom
- 2003.00803 Ascertaining price formation in cryptocurrency markets with DeepLearning
by Fan Fang & Waichung Chung & Carmine Ventre & Michail Basios & Leslie Kanthan & Lingbo Li & Fan Wu
- 2003.00656 Machine Learning Portfolio Allocation
by Michael Pinelis & David Ruppert
- 2003.00598 Data Normalization for Bilinear Structures in High-Frequency Financial Time-series
by Dat Thanh Tran & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis
- 2003.00580 Technological interdependencies predict innovation dynamics
by Anton Pichler & Franc{c}ois Lafond & J. Doyne Farmer
- 2003.00545 Simple Mechanisms for Agents with Non-linear Utilities
by Yiding Feng & Jason Hartline & Yingkai Li
- 2003.00334 Asymptotic Smiles for an Affine Jump-Diffusion Model
by Nian Yao & Zhiqiu Li & Zhichao Ling & Junfeng Lin
- 2003.00276 Identification of Random Coefficient Latent Utility Models
by Roy Allen & John Rehbeck
- 2003.00130 Transformers for Limit Order Books
by James Wallbridge
- 2003.00129 Determination of Latent Dimensionality in International Trade Flow
by Duc P. Truong & Erik Skau & Vladimir I. Valtchinov & Boian S. Alexandrov
- 2003.00033 Dynamic Beveridge Curve Accounting
by Hie Joo Ahn & Leland D. Crane
- 2002.12857 Equilibrium Model of Limit Order Books: A Mean-field Game View
by Jin Ma & Eunjung Noh
- 2002.12710 Causal mediation analysis with double machine learning
by Helmut Farbmacher & Martin Huber & Luk'av{s} Laff'ers & Henrika Langen & Martin Spindler
- 2002.12572 Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents
by Camilo Hern'andez & Dylan Possamai
- 2002.12274 Empirical Analysis of Indirect Internal Conversions in Cryptocurrency Exchanges
by Paz Grimberg & Tobias Lauinger & Damon McCoy
- 2002.11976 Model order reduction for parametric high dimensional models in the analysis of financial risk
by Andreas Binder & Onkar Jadhav & Volker Mehrmann
- 2002.11865 On the extension property of dilatation monotone risk measures
by Massoomeh Rahsepar & Foivos Xanthos
- 2002.11705 Firms Default Prediction with Machine Learning
by Tesi Aliaj & Aris Anagnostopoulos & Stefano Piersanti
- 2002.11650 Contextual Search in the Presence of Adversarial Corruptions
by Akshay Krishnamurthy & Thodoris Lykouris & Chara Podimata & Robert Schapire
- 2002.11642 Off-Policy Evaluation and Learning for External Validity under a Covariate Shift
by Masahiro Kato & Masatoshi Uehara & Shota Yasui
- 2002.11583 Econometric issues with Laubach and Williams' estimates of the natural rate of interest
by Daniel Buncic
- 2002.11523 Using Reinforcement Learning in the Algorithmic Trading Problem
by Evgeny Ponomarev & Ivan Oseledets & Andrzej Cichocki
- 2002.11362 Feasible Joint Posterior Beliefs
by Itai Arieli & Yakov Babichenko & Fedor Sandomirskiy & Omer Tamuz
- 2002.11258 Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale
by Nicolas Essis-Breton & Patrice Gaillardetz
- 2002.11211 Hours Worked and the U.S. Distribution of Real Annual Earnings 1976-2019
by Iv'an Fern'andez-Val & Franco Peracchi & Aico van Vuuren & Francis Vella
- 2002.11158 SHIFT: A Highly Realistic Financial Market Simulation Platform
by Thiago W. Alves & Ionut Florescu & George Calhoun & Dragos Bozdog
- 2002.11017 A Practical Approach to Social Learning
by Amir Ban & Moran Koren
- 2002.10990 G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning
by Matthew Dixon & Igor Halperin
- 2002.10982 Random horizon principal-agent problems
by Yiqing Lin & Zhenjie Ren & Nizar Touzi & Junjian Yang
- 2002.10566 Forecasting the Intra-Day Spread Densities of Electricity Prices
by Ekaterina Abramova & Derek Bunn
- 2002.10415 Estimating Economic Models with Testable Assumptions: Theory and Applications
by Moyu Liao
- 2002.10385 Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning
by Ben Moews & Gbenga Ibikunle
- 2002.10274 Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations
by Florian Huber & Gary Koop & Michael Pfarrhofer
- 2002.10247 Forecasting Foreign Exchange Rate: A Multivariate Comparative Analysis between Traditional Econometric, Contemporary Machine Learning & Deep Learning Techniques
by Manav Kaushik & A K Giri
- 2002.10222 Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model
by Maximilian Beikirch & Torsten Trimborn
- 2002.10206 The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model
by C'onall Kelly & Gabriel Lord & Heru Maulana
- 2002.10202 Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics
by Gerald H. L. Cheang & Len Patrick Dominic M. Garces
- 2002.10194 A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics
by Len Patrick Dominic M. Garces & Gerald H. L. Cheang
- 2002.10135 Modelling volatile time series with v-transforms and copulas
by Alexander J. McNeil
- 2002.10045 Optimal Advertising for Information Products
by Shuran Zheng & Yiling Chen
- 2002.09982 Estimation and Inference about Tail Features with Tail Censored Data
by Yulong Wang & Zhijie Xiao
- 2002.09968 Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis
by Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong
- 2002.09911 Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing
by Walter Farkas & Ludovic Mathys
- 2002.09881 An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies
by Taurai Muvunza
- 2002.09814 Survey Bandits with Regret Guarantees
by Sanath Kumar Krishnamurthy & Susan Athey
- 2002.09656 A new hybrid approach for crude oil price forecasting: Evidence from multi-scale data
by Yang Yifan & Guo Ju'e & Sun Shaolong & Li Yixin
- 2002.09598 A characterization of proportionally representative committees
by Haris Aziz & Barton E. Lee
- 2002.09578 Scores for Multivariate Distributions and Level Sets
by Xiaochun Meng & James W. Taylor & Souhaib Ben Taieb & Siran Li
- 2002.09565 Adversarial Attacks on Machine Learning Systems for High-Frequency Trading
by Micah Goldblum & Avi Schwarzschild & Ankit B. Patel & Tom Goldstein
- 2002.09549 Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact
by Eyal Neuman & Moritz Vo{ss}
- 2002.09445 Stability of the indirect utility process
by Oleksii Mostovyi
- 2002.09394 Optimization of a Dynamic Profit Function using Euclidean Path Integral
by P. Pramanik & A. M. Polansky
- 2002.09272 Regional Inequality Simulations Based on Asset Exchange Models with Exchange Range and Local Support Bias
by Takeshi Kato & Yasuyuki Kudo & Hiroyuki Mizuno & Yoshinori Hiroi
- 2002.09225 Kernel Conditional Moment Test via Maximum Moment Restriction
by Krikamol Muandet & Wittawat Jitkrittum & Jonas Kubler
- 2002.09215 Volatility has to be rough
by Masaaki Fukasawa
- 2002.09201 A New Decomposition Ensemble Approach for Tourism Demand Forecasting: Evidence from Major Source Countries
by Chengyuan Zhang & Fuxin Jiang & Shouyang Wang & Shaolong Sun
- 2002.09108 Asymptotic Linearity of Consumption Functions and Computational Efficiency
by Qingyin Ma & Alexis Akira Toda
- 2002.09097 Sector connectedness in the Chinese stock markets
by Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou
- 2002.09037 Sustainability and Fairness Simulations Based on Decision-Making Model of Utility Function and Norm Function
by Takeshi Kato & Yasuyuki Kudo & Junichi Miyakoshi & Jun Otsuka & Hayato Saigo & Kaori Karasawa & Hiroyuki Yamaguchi & Yoshinori Hiroi & Yasuo Deguchi
- 2002.09036 Rational Choice Hypothesis as X-point of Utility Function and Norm Function
by Takeshi Kato & Yasuyuki Kudo & Junichi Miyakoshi & Jun Otsuka & Hayato Saigo & Kaori Karasawa & Hiroyuki Yamaguchi & Yasuo Deguchi
- 2002.09014 Heavy Tails Make Happy Buyers
by Eric Bax
- 2002.08849 Forecasting Realized Volatility Matrix With Copula-Based Models
by Wenjing Wang & Minjing Tao
- 2002.08786 Cournot-Nash equilibrium and optimal transport in a dynamic setting
by Beatrice Acciaio & Julio Backhoff-Veraguas & Junchao Jia
- 2002.08760 Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models
by Niko Hauzenberger & Florian Huber & Luca Onorante
- 2002.08536 Debiased Off-Policy Evaluation for Recommendation Systems
by Yusuke Narita & Shota Yasui & Kohei Yata
- 2002.08532 Derivatives Discounting Explained
by Wujiang Lou
- 2002.08531 The Fair Basis: Funding and capital in the reduced form framework
by Wujiang Lou
- 2002.08492 Equal Risk Pricing of Derivatives with Deep Hedging
by Alexandre Carbonneau & Fr'ed'eric Godin
- 2002.08466 Criptocurrencies, Fiat Money, Blockchains and Databases
by Jorge Barrera
- 2002.08286 Price impact equilibrium with transaction costs and TWAP trading
by Eunjung Noh & Kim Weston
- 2002.08245 AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment
by Tianping Zhang & Yuanqi Li & Yifei Jin & Jian Li
- 2002.08207 Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning
by Daniel Guterding
- 2002.08156 Lattice structure of the random stable set in many-to-many matching market
by Noelia Juarez & Pablo A. Neme & Jorge Oviedo
- 2002.08092 Cointegration without Unit Roots
by James A. Duffy & Jerome R. Simons
- 2002.08021 Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach
by Shaolong Suna & Dan Bi & Ju-e Guo & Shouyang Wang
- 2002.07964 Tourism Demand Forecasting: An Ensemble Deep Learning Approach
by Shaolong Sun & Yanzhao Li & Ju-e Guo & Shouyang Wang
- 2002.07880 The interconnectedness of the economic content in the speeches of the US Presidents
by Matteo Cinelli & Valerio Ficcadenti & Jessica Riccioni
- 2002.07862 VAT Compliance Incentives
by Maria-Augusta Miceli
- 2002.07741 Default Ambiguity: Finding the Best Solution to the Clearing Problem
by P'al Andr'as Papp & Roger Wattenhofer
- 2002.07595 Market Power in Convex Hull Pricing
by Jian Sun & Chenye Wu
- 2002.07566 Network-Aware Strategies in Financial Systems
by P'al Andr'as Papp & Roger Wattenhofer
- 2002.07561 The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
by Annika Kemper & Maren D. Schmeck & Anna Kh. Balci
- 2002.07479 Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy
by Jean-Bernard Chatelain & Kirsten Ralf
- 2002.07477 ESG investments: Filtering versus machine learning approaches
by Carmine de Franco & Christophe Geissler & Vincent Margot & Bruno Monnier
- 2002.07389 Quantum Implementation of Risk Analysis-relevant Copulas
by Janusz Milek
- 2002.07331 Dynamic Reserve Prices for Repeated Auctions: Learning from Bids
by Yash Kanoria & Hamid Nazerzadeh
- 2002.07285 Double/Debiased Machine Learning for Dynamic Treatment Effects via g-Estimation
by Greg Lewis & Vasilis Syrgkanis
- 2002.07229 How Do Expectations Affect Learning About Fundamentals? Some Experimental Evidence
by Kieran Marray & Nikhil Krishna & Jarel Tang
- 2002.07163 Satellite reveals age and extent of oil palm plantations in Southeast Asia
by Olha Danylo & Johannes Pirker & Guido Lemoine & Guido Ceccherini & Linda See & Ian McCallum & Hadi & Florian Kraxner & Fr'ed'eric Achard & Steffen Fritz
- 2002.07147 Fair Prediction with Endogenous Behavior
by Christopher Jung & Sampath Kannan & Changhwa Lee & Mallesh M. Pai & Aaron Roth & Rakesh Vohra
- 2002.07117 Pricing Bitcoin Derivatives under Jump-Diffusion Models
by Pablo Olivares
- 2002.07116 A New Pricing Theory That Solves the St. Petersburg Paradox
by Dahang Li
- 2002.07100 Crisis contagion in the world trade network
by C'elestin Coquid'e & Jos'e Lages & Dima L. Shepelyansky
- 2002.06975 Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management
by Masaya Abe & Kei Nakagawa
- 2002.06878 Trimming the Sail: A Second-order Learning Paradigm for Stock Prediction
by Chi Chen & Li Zhao & Wei Cao & Jiang Bian & Chunxiao Xing
- 2002.06748 From Matching with Diversity Constraints to Matching with Regional Quotas
by Haris Aziz & Serge Gaspers & Zhaohong Sun & Toby Walsh
- 2002.06702 Multi-item Non-truthful Auctions Achieve Good Revenue
by Constantinos Daskalakis & Maxwell Fishelson & Brendan Lucier & Vasilis Syrgkanis & Santhoshini Velusamy
- 2002.06555 Synchronization of endogenous business cycles
by Marco Pangallo
- 2002.06554 Convex Combinatorial Auction of Pipeline Network Capacities
by D'avid Csercsik
- 2002.06533 An optimal mechanism charging for priority in a queue
by Moshe Haviv & Eyal Winter
- 2002.06405 Deep Learning for Asset Bubbles Detection
by Oksana Bashchenko & Alexis Marchal
- 2002.06341 The structure of two-valued strategy-proof social choice functions with indifference
by Achille Basile & Surekha Rao & K. P. S. Bhaskara Rao
- 2002.06253 Polytopes associated with lattices of subsets and maximising expectation of random variables
by Assaf Libman
- 2002.06243 TPLVM: Portfolio Construction by Student's $t$-process Latent Variable Model
by Yusuke Uchiyama & Kei Nakagawa
- 2002.06227 Detection of arbitrage opportunities in multi-asset derivatives markets
by Antonis Papapantoleon & Paulo Yanez Sarmiento
- 2002.05819 Fairness through Experimentation: Inequality in A/B testing as an approach to responsible design
by Guillaume Saint-Jacques & Amir Sepehri & Nicole Li & Igor Perisic
- 2002.05791 The Effect of Network Adoption Subsidies: Evidence from Digital Traces in Rwanda
by Daniel Bjorkegren & Burak Ceyhun Karaca
- 2002.05789 Gaussian process imputation of multiple financial series
by Taco de Wolff & Alejandro Cuevas & Felipe Tobar
- 2002.05786 Deep Learning for Financial Applications : A Survey
by Ahmet Murat Ozbayoglu & Mehmet Ugur Gudelek & Omer Berat Sezer
- 2002.05785 Economic complexity of prefectures in Japan
by Abhijit Chakraborty & Hiroyasu Inoue & Yoshi Fujiwara
- 2002.05784 Improving S&P stock prediction with time series stock similarity
by Lior Sidi
- 2002.05780 Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States
by Yunan Ye & Hengzhi Pei & Boxin Wang & Pin-Yu Chen & Yada Zhu & Jun Xiao & Bo Li
- 2002.05697 Analysis of intra-day fluctuations in the Mexican financial market index
by L'ester Alfonso & Danahe E. Garcia-Ramirez & Ricardo Mansilla & C'esar A. Terrero-Escalante
- 2002.05670 Experimental Design in Two-Sided Platforms: An Analysis of Bias
by Ramesh Johari & Hannah Li & Inessa Liskovich & Gabriel Weintraub
- 2002.05571 Are American options European after all?
by Soren Christensen & Jan Kallsen & Matthias Lenga
- 2002.05384 Long-term prediction intervals of economic time series
by Marek Chudy & Sayar Karmakar & Wei Biao Wu
- 2002.05323 Top of the Batch: Interviews and the Match
by Federico Echenique & Ruy Gonzalez & Alistair Wilson & Leeat Yariv
- 2002.05319 A study on the leverage effect on financial series using a TAR model: a Bayesian approach
by Oscar Espinosa & Fabio Nieto
- 2002.05308 Efficient Adaptive Experimental Design for Average Treatment Effect Estimation
by Masahiro Kato & Takuya Ishihara & Junya Honda & Yusuke Narita
- 2002.05253 Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition
by Martin Huber & Luk'av{s} Laff'ers
- 2002.05240 The Multiplayer Colonel Blotto Game
by Enric Boix-Adser`a & Benjamin L. Edelman & Siddhartha Jayanti
- 2002.05232 Sharing of longevity basis risk in pension schemes with income-drawdown guarantees
by Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang
- 2002.05209 Decreasing market value of variable renewables can be avoided by policy action
by T. Brown & L. Reichenberg
- 2002.05193 A Hierarchy of Limitations in Machine Learning
by Momin M. Malik
- 2002.05153 Efficient Policy Learning from Surrogate-Loss Classification Reductions
by Andrew Bennett & Nathan Kallus
- 2002.05143 Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness
by Archil Gulisashvili
- 2002.05016 Bifurcations in economic growth model with distributed time delay transformed to ODE
by Luca Guerrini & Adam Krawiec & Marek Szydlowski
- 2002.04886 Guiding the guiders: Foundations of a market-driven theory of disclosure
by M. Gietzmann & A. J. Ostaszewski & M. H. G. Schroder
- 2002.04832 Invariant measures for multidimensional fractional stochastic volatility models
by Bal'azs Gerencs'er & Mikl'os R'asonyi
- 2002.04734 Fast Complete Algorithm for Multiplayer Nash Equilibrium
by Sam Ganzfried
- 2002.04675 Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps
by Walter Farkas & Ludovic Mathys & Nikola Vasiljevi'c