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Content
2019
- 1912.00764 A multifactor regime-switching model for inter-trade durations in the limit order market
by Zhicheng Li & Haipeng Xing & Xinyun Chen
- 1912.00712 Financial Market Directional Forecasting With Stacked Denoising Autoencoder
by Shaogao Lv & Yongchao Hou & Hongwei Zhou
- 1912.00691 Artificial boundary method for the solution of pricing European options under the Heston model
by Hongshan Li & Zhongyi Huang
- 1912.00469 Valuing Tradeability in Exponential L\'evy Models
by Ludovic Mathys
- 1912.00459 Fair Division with Bounded Sharing
by Erel Segal-Halevi
- 1912.00454 On Extensions of the Barone-Adesi & Whaley Method to Price American-Type Options
by Ludovic Mathys
- 1912.00359 Endogenous Liquidity Crises
by Antoine Fosset & Jean-Philippe Bouchaud & Michael Benzaquen
- 1912.00269 Optimal forest rotation under carbon pricing and forest damage risk
by Tommi Ekholm
- 1912.00244 A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging
by Tao Chen & Michael Ludkovski
- 1912.00211 Super-Nash performance in games
by Mehmet S. Ismail
- 1912.00011 Heuristic Strategies in Uncertain Approval Voting Environments
by Jaelle Scheuerman & Jason L. Harman & Nicholas Mattei & K. Brent Venable
- 1911.13300 Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning
by Indranil SenGupta & William Nganje & Erik Hanson
- 1911.13288 Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019
by Omer Berat Sezer & Mehmet Ugur Gudelek & Ahmet Murat Ozbayoglu
- 1911.13123 The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
by Jaehyuk Choi & Lixin Wu
- 1911.13063 Semiparametric Quantile Models for Ascending Auctions with Asymmetric Bidders
by Jayeeta Bhattacharya & Nathalie Gimenes & Emmanuel Guerre
- 1911.13025 Dynamic Optimal Choice When Rewards are Unbounded Below
by Qingyin Ma & John Stachurski
- 1911.12969 The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics
by Ulrich Horst & Wei Xu
- 1911.12944 Pricing and hedging short-maturity Asian options in local volatility models
by Jaehyun Kim & Hyungbin Park & Jonghwa Park
- 1911.12816 On the Importance of Opponent Modeling in Auction Markets
by Mahmoud Mahfouz & Angelos Filos & Cyrine Chtourou & Joshua Lockhart & Samuel Assefa & Manuela Veloso & Danilo Mandic & Tucker Balch
- 1911.12779 Inference under random limit bootstrap measures
by Giuseppe Cavaliere & Iliyan Georgiev
- 1911.12623 A Principal-Agent approach to Capacity Remuneration Mechanisms
by Cl'emence Alasseur & Heythem Farhat & Marcelo Saguan
- 1911.12596 An Integrated Early Warning System for Stock Market Turbulence
by Peiwan Wang & Lu Zong & Ye Ma
- 1911.12582 Reaction Asymmetries to Social Responsibility Index Recomposition: A Matching Portfolio Approach
by Wanling Rudkin & Charlie X Cai
- 1911.12540 U-CNNpred: A Universal CNN-based Predictor for Stock Markets
by Ehsan Hoseinzade & Saman Haratizadeh & Arash Khoeini
- 1911.12490 A Contribution to Theory of Factor Income Distribution, Cambridge Capital Controversy and Equity Premium Puzzle
by Xiaofeng Liu
- 1911.12469 Reduction of Qubits in Quantum Algorithm for Monte Carlo Simulation by Pseudo-random Number Generator
by Koichi Miyamoto & Kenji Shiohara
- 1911.12231 Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning
by Bernhard Hientzsch
- 1911.11971 With or without replacement? Sampling uncertainty in Shepp's urn scheme
by Kristoffer Glover
- 1911.11880 A General Framework on Enhancing Portfolio Management with Reinforcement Learning
by Yinheng Li & Junhao Wang & Yijie Cao
- 1911.11819 Cryptocurrency Price Prediction and Trading Strategies Using Support Vector Machines
by David Zhao & Alessandro Rinaldo & Christopher Brookins
- 1911.11747 Proportionality and the Limits of Welfarism
by Dominik Peters & Piotr Skowron
- 1911.11569 Direct and indirect transactions and requirements
by Husna Betul Coskun & Huseyin Coskun
- 1911.11501 Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations
by Masaaki Fujii
- 1911.11475 Closed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of Motion
by Will Hicks
- 1911.11362 Neural network for pricing and universal static hedging of contingent claims
by Vikranth Lokeshwar & Vikram Bhardawaj & Shashi Jain
- 1911.11226 A new set of cluster driven composite development indicators
by Anshul Verma & Orazio Angelini & Tiziana Di Matteo
- 1911.11205 Income growth with high inequality implies loss of well-being: A mathematical model
by Fernando C'ordova-Lepe
- 1911.10972 On unbiased simulations of stochastic bridges conditioned on extrema
by Andrew Schaug & Harish Chandra
- 1911.10948 Denting the FRTB IMA computational challenge via Orthogonal Chebyshev Sliding Technique
by Mariano Zeron-Medina Laris & Ignacio Ruiz
- 1911.10916 Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models
by Alain Hecq & Elisa Voisin
- 1911.10552 High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration
by Stephan Smeekes & Etienne Wijler
- 1911.10476 Topologically Mapping the Macroeconomy
by Pawel Dlotko & Simon Rudkin & Wanling Qiu
- 1911.10450 A singular stochastic control approach for optimal pairs trading with proportional transaction costs
by Haipeng Xing
- 1911.10297 Financial ratios and stock returns reappraised through a topological data analysis lens
by Pawel Dlotko & Wanling Qiu & Simon Rudkin
- 1911.10254 Omega and Sharpe ratio
by Eric Benhamou & Beatrice Guez & Nicolas Paris1
- 1911.10215 Uniform inference for value functions
by Sergio Firpo & Antonio F. Galvao & Thomas Parker
- 1911.10149 Asset Price Bubbles in market models with proportional transaction costs
by Francesca Biagini & Thomas Reitsam
- 1911.10116 Aggregative Efficiency of Bayesian Learning in Networks
by Krishna Dasaratha & Kevin He
- 1911.10107 Deep Reinforcement Learning for Trading
by Zihao Zhang & Stefan Zohren & Stephen Roberts
- 1911.10106 Speculative Trading, Prospect Theory and Transaction Costs
by Alex S. L. Tse & Harry Zheng
- 1911.10104 Towards Quantification of Explainability in Explainable Artificial Intelligence Methods
by Sheikh Rabiul Islam & William Eberle & Sheikh K. Ghafoor
- 1911.10047 Collectivised Pension Investment with Homogeneous Epstein-Zin Preferences
by John Armstrong & Cristin Buescu
- 1911.10009 Guarantees in Fair Division: general or monotone preferences
by Anna bogomolnaia & Herve Moulin
- 1911.09985 Estimation of the Parameters of Symmetric Stable ARMA and ARMA-GARCH Models
by Aastha M. Sathe & N. S. Upadhye
- 1911.09858 Investigating bankruptcy prediction models in the presence of extreme class imbalance and multiple stages of economy
by Sheikh Rabiul Islam & William Eberle & Sheikh K. Ghafoor & Sid C. Bundy & Douglas A. Talbert & Ambareen Siraj
- 1911.09813 Facility Location Problem with Capacity Constraints: Algorithmic and Mechanism Design Perspectives
by Haris Aziz & Hau Chan & Barton E. Lee & Bo Li & Toby Walsh
- 1911.09681 The artefact of the Natural Resources Curse
by Matata Ponyo Mapon & Jean-Paul K. Tsasa
- 1911.09511 A Practical Introduction to Regression Discontinuity Designs: Foundations
by Matias D. Cattaneo & Nicolas Idrobo & Rocio Titiunik
- 1911.09441 Some analytically solvable problems of the mean-field games theory
by Sergey I. Nikulin & Olga S. Rozanova
- 1911.09359 Multi-Scale RCNN Model for Financial Time-series Classification
by Liu Guang & Wang Xiaojie & Li Ruifan
- 1911.09343 Hybrid quantile estimation for asymmetric power GARCH models
by Guochang Wang & Ke Zhu & Guodong Li & Wai Keung Li
- 1911.09256 Information Disclosure and Promotion Policy Design for Platforms
by Yonatan Gur & Gregory Macnamara & Ilan Morgenstern & Daniela Saban
- 1911.09248 Regression Discontinuity Design under Self-selection
by Sida Peng & Yang Ning
- 1911.09209 Bounded Temporal Fairness for FIFO Financial Markets
by Vasilios Mavroudis
- 1911.09173 Manipulable outcomes within the class of scoring voting rules
by Mostapha Diss & Boris Tsvelikhovskiy
- 1911.09151 A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior
by Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang
- 1911.09128 A Scrambled Method of Moments
by Jean-Jacques Forneron
- 1911.08944 Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market
by Stanis{l}aw Dro.zd.z & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek & Marcin Wk{a}torek
- 1911.08830 Statistical Inference on Partially Linear Panel Model under Unobserved Linearity
by Ruiqi Liu & Ben Boukai & Zuofeng Shang
- 1911.08809 Strategy-Proof and Non-Wasteful Multi-Unit Auction via Social Network
by Takehiro Kawasaki & Nathanael Barrot & Seiji Takanashi & Taiki Todo & Makoto Yokoo
- 1911.08662 Equivariant online predictions of non-stationary time series
by K=osaku Takanashi & Kenichiro McAlinn
- 1911.08647 Deep Reinforcement Learning in Cryptocurrency Market Making
by Jonathan Sadighian
- 1911.08637 Robust Inference on Infinite and Growing Dimensional Time Series Regression
by Abhimanyu Gupta & Myung Hwan Seo
- 1911.08521 Synthetic Controls with Imperfect Pre-Treatment Fit
by Bruno Ferman & Cristine Pinto
- 1911.08448 Artificial intelligence approach to momentum risk-taking
by Ivan Cherednik
- 1911.08412 Infinitesimal generators for two-dimensional L\'evy process-driven hypothesis testing
by Michael Roberts & Indranil SenGupta
- 1911.08260 Bidding in Smart Grid PDAs: Theory, Analysis and Strategy (Extended Version)
by Susobhan Ghosh & Sujit Gujar & Praveen Paruchuri & Easwar Subramanian & Sanjay P. Bhat
- 1911.08247 A Multicriteria Macroeconomic Model with Intertemporal Equity and Spatial Spillovers
by Herb Kunze & Davide La Torre & Simone Marsiglio
- 1911.08129 Communication, Distortion, and Randomness in Metric Voting
by David Kempe
- 1911.08094 Strongly Budget Balanced Auctions for Multi-Sided Markets
by Rica Gonen & Erel Segal-Halevi
- 1911.07914 On the Price of Satisficing in Network User Equilibria
by Mahdi Takalloo & Changhyun Kwon
- 1911.07773 Optimal Search and Discovery
by Rafael P. Greminger
- 1911.07719 The Laplace transform of the integrated Volterra Wishart process
by Eduardo Abi Jaber
- 1911.07526 Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection
by Shubhangi Sikaria & Rituparna Sen & Neelesh S. Upadhye
- 1911.07313 Mathematical Modeling of Systemic Risk in Financial Networks: Managing Default Contagion and Fire Sales
by Daniel Ritter
- 1911.07288 Application of Principal Component Analysis in Chinese Sovereign Bond Market and Principal Component-Based Fixed Income Immunization
by Lim Tze Yee & Tony She & Kezia Irene
- 1911.07162 An Analysis Framework for Metric Voting based on LP Duality
by David Kempe
- 1911.07106 Inference in Models of Discrete Choice with Social Interactions Using Network Data
by Michael P. Leung
- 1911.07103 Distributionally Robust Optimal Auction Design under Mean Constraints
by Ethan Che
- 1911.07085 Causal Inference Under Approximate Neighborhood Interference
by Michael P. Leung
- 1911.06893 Imitation in the Imitation Game
by Ravi Kashyap
- 1911.06872 Innovation and Strategic Network Formation
by Krishna Dasaratha
- 1911.06857 Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables
by Samuele Centorrino & Aman Ullah & Jing Xue
- 1911.06716 A Generalized Markov Chain Model to Capture Dynamic Preferences and Choice Overload
by Kumar Goutam & Vineet Goyal & Agathe Soret
- 1911.06698 Cyber bonds and their pricing models
by Oleg Kolesnikov & Alexander Markov & Daulet Smagulov & Sergejs Solovjovs
- 1911.06552 An approximate solution for the power utility optimization under predictable returns
by Dmytro Ivasiuk
- 1911.06442 Weak Monotone Comparative Statics
by Yeon-Koo Che & Jinwoo Kim & Fuhito Kojima
- 1911.06400 Tracking the circulation routes of fresh coins in Bitcoin: A way of identifying coin miners with transaction network structural properties
by Zeng-Xian Lin & Xiao Fan Liu
- 1911.06206 Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
by Niko Hauzenberger & Michael Pfarrhofer
- 1911.06193 Predicting Indian stock market using the psycho-linguistic features of financial news
by B. Shravan Kumar & Vadlamani Ravi & Rishabh Miglani
- 1911.06159 Nonlinear reserving and multiple contract modifications in life insurance
by Marcus C. Christiansen & Boualem Djehiche
- 1911.06126 Unveil stock correlation via a new tensor-based decomposition method
by Giuseppe Brandi & Ruggero Gramatica & Tiziana Di Matteo
- 1911.06123 Assessing Guaranteed Minimum Income Benefits and Rationality of Exercising Reset Options in Variable
by Riley Jones & Adriana Ocejo
- 1911.05952 Change-point Analysis in Financial Networks
by Sayantan Banerjee & Kousik Guhathakurta
- 1911.05892 Reinforcement Learning for Market Making in a Multi-agent Dealer Market
by Sumitra Ganesh & Nelson Vadori & Mengda Xu & Hua Zheng & Prashant Reddy & Manuela Veloso
- 1911.05814 Econophysics deserves a revamping
by Paolo Magrassi
- 1911.05620 Neural networks for option pricing and hedging: a literature review
by Johannes Ruf & Weiguan Wang
- 1911.05523 Bounds on Multi-asset Derivatives via Neural Networks
by Luca De Gennaro Aquino & Carole Bernard
- 1911.05462 Quantization-based Bermudan option pricing in the $FX$ world
by Jean-Michel Fayolle & Vincent Lemaire & Thibaut Montes & Gilles Pag`es
- 1911.05363 How do scientific disciplines evolve in applied sciences? The properties of scientific fission and ambidextrous scientific drivers
by Mario Coccia
- 1911.05309 Adaptive Portfolio by Solving Multi-armed Bandit via Thompson Sampling
by Mengying Zhu & Xiaolin Zheng & Yan Wang & Yuyuan Li & Qianqiao Liang
- 1911.05307 Randomization tests of copula symmetry
by Brendan K. Beare & Juwon Seo
- 1911.05271 Beveridgean Unemployment Gap
by Pascal Michaillat & Emmanuel Saez
- 1911.05193 Optical Proof of Work
by Michael Dubrovsky & Marshall Ball & Bogdan Penkovsky
- 1911.05122 A two-player portfolio tracking game
by Moritz Vo{ss}
- 1911.05116 An Unethical Optimization Principle
by Nicholas Beale & Heather Battey & Anthony C. Davison & Robert S. MacKay
- 1911.05052 Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach
by Yu Zheng & Bowei Chen & Timothy M. Hospedales & Yongxin Yang
- 1911.05044 Combinatorial Models of Cross-Country Dual Meets: What is a Big Victory?
by Kurt S. Riedel
- 1911.04865 Analytical solution of $k$th price auction
by Martin Mihelich & Yan Shu
- 1911.04844 Dynamical approach to Zipf's law
by Giordano De Marzo & Andrea Gabrielli & Andrea Zaccaria & Luciano Pietronero
- 1911.04729 A Simple Estimator for Quantile Panel Data Models Using Smoothed Quantile Regressions
by Liang Chen & Yulong Huo
- 1911.04696 Extended MinP Tests of Multiple Hypotheses
by Zeng-Hua Lu
- 1911.04529 Identification in discrete choice models with imperfect information
by Cristina Gualdani & Shruti Sinha
- 1911.04489 Making Good on LSTMs' Unfulfilled Promise
by Daniel Philps & Artur d'Avila Garcez & Tillman Weyde
- 1911.04435 A many-to-many assignment game and stable outcome algorithm to evaluate collaborative Mobility-as-a-Service platforms
by Theodoros P. Pantelidis & Joseph Y. J. Chow & Saeid Rasulkhani
- 1911.04348 Semi-discrete optimal transport
by Gershon Wolansky
- 1911.04223 Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
by Torben Koch & Tiziano Vargiolu
- 1911.04199 Quantitative earnings enhancement from share buybacks
by Lawrence Middleton & James Dodd & Graham Baird
- 1911.04090 A post hoc test on the Sharpe ratio
by Steven Pav
- 1911.04059 Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
by Kenichi Hirayama & Akihiko Noda
- 1911.03771 An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation
by Yixiao Sun & Xuexin Wang
- 1911.03764 Optimal Experimental Design for Staggered Rollouts
by Ruoxuan Xiong & Susan Athey & Mohsen Bayati & Guido Imbens
- 1911.03629 Tit-for-Tat Dynamics and Market Volatility
by Simina Br^anzei
- 1911.03467 Relation between Blomqvist's beta and other measures of concordance of copulas
by Damjana Kokol Bukovv{s}ek & Tomav{z} Kov{s}ir & Blav{z} Mojv{s}kerc & Matjav{z} Omladiv{c}
- 1911.03380 An analysis of Uniswap markets
by Guillermo Angeris & Hsien-Tang Kao & Rei Chiang & Charlie Noyes & Tarun Chitra
- 1911.03245 Dual Representation of Expectile based Expected Shortfall and Its Properties
by Samuel Drapeau & Mekonnen Tadese
- 1911.03000 Dynamic Influence on Replicator Evolution for the Propagation of Competing Technologies
by Elijah D. Bolluyt & Cristina Comaniciu
- 1911.02918 Behavioral Equivalence of Extensive Game Structures
by Pierpaolo Battigalli & Paolo Leonetti & Fabio Maccheroni
- 1911.02906 Multiple yield curve modelling with CBI processes
by Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda
- 1911.02688 Group Average Treatment Effects for Observational Studies
by Daniel Jacob
- 1911.02678 Relative Maximum Likelihood Updating of Ambiguous Beliefs
by Xiaoyu Cheng
- 1911.02614 Infinite dimensional polynomial processes
by Christa Cuchiero & Sara Svaluto-Ferro
- 1911.02502 Deep Learning for Stock Selection Based on High Frequency Price-Volume Data
by Junming Yang & Yaoqi Li & Xuanyu Chen & Jiahang Cao & Kangkang Jiang
- 1911.02449 Scaling in Income Inequalities and its Dynamical Origin
by Zoltan Neda & Istvan Gere & Tamas S. Biro & Geza Toth & Noemi Derzsy
- 1911.02361 Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction
by Jaros{l}aw Duda & Robert Syrek & Henryk Gurgul
- 1911.02296 Collectivised Pension Investment with Exponential Kihlstrom--Mirman Preferences
by John Armstrong & Cristin Buescu
- 1911.02261 Acceptability Indices of Performance for Bounded C\`adl\`ag Processes
by Christos E. Kountzakis & Damiano Rossello
- 1911.02205 The Fourier Transform Method for Volatility Functional Inference by Asynchronous Observations
by Richard Y. Chen
- 1911.02194 A Rational Finance Explanation of the Stock Predictability Puzzle
by Abootaleb Shirvani & Svetlozar T. Rachev & Frank J. Fabozzi
- 1911.02173 Quantile Factor Models
by Liang Chen & Juan Jose Dolado & Jesus Gonzalo
- 1911.02067 Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices
by Humoud Alsabah & Agostino Capponi & Octavio Ruiz Lacedelli & Matt Stern
- 1911.01826 A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index
by Abootaleb Shirvani & Dimitri Volchenkov
- 1911.01824 Nonparametric Quantile Regressions for Panel Data Models with Large T
by Liang Chen
- 1911.01700 Deep Hedging: Learning to Simulate Equity Option Markets
by Magnus Wiese & Lianjun Bai & Ben Wood & Hans Buehler
- 1911.01568 Engel's law in the commodity composition of exports
by Sung-Gook Choi & Deok-Sun Lee
- 1911.01391 Personalized Robo-Advising: Enhancing Investment through Client Interaction
by Agostino Capponi & Sveinn Olafsson & Thaleia Zariphopoulou
- 1911.01330 Bitcoin Coin Selection with Leverage
by Daniel J. Diroff
- 1911.01272 iCurrency?
by Zura Kakushadze & Willie Yu
- 1911.01251 Cheating with (Recursive) Models
by Kfir Eliaz & Ran Spiegler & Yair Weiss
- 1911.01203 ElecSim: Monte-Carlo Open-Source Agent-Based Model to Inform Policy for Long-Term Electricity Planning
by Alexander J. M. Kell & Matthew Forshaw & A. Stephen McGough
- 1911.01073 The survival of start-ups in time of crisis. A machine learning approach to measure innovation
by Marco Guerzoni & Consuelo R. Nava & Massimiliano Nuccio
- 1911.00992 The Transport-based Mesh-free Method (TMM) and its applications in finance: a review
by Philippe G. LeFloch & Jean-Marc Mercier
- 1911.00946 Decision Making under Uncertainty: An Experimental Study in Market Settings
by Federico Echenique & Taisuke Imai & Kota Saito
- 1911.00919 The Reactive Beta Model
by Sebastien Valeyre & Denis S. Grebenkov & Sofiane Aboura
- 1911.00877 Calibration of Local-Stochastic and Path-Dependent Volatility Models to Vanilla and No-Touch Options
by Alan Bain & Matthieu Mariapragassam & Christoph Reisinger
- 1911.00872 Aggregation for potentially infinite populations without continuity or completeness
by David McCarthy & Kalle Mikkola & Teruji Thomas
- 1911.00715 Do Chinese Internet Users Exist Heterogeneity in Search Behavior?
by Ren-jie Han & Shi-yuan Liu & Qian Li
- 1911.00688 Model Specification Test with Unlabeled Data: Approach from Covariate Shift
by Masahiro Kato & Hikaru Kawarazaki
- 1911.00667 A two-dimensional propensity score matching method for longitudinal quasi-experimental studies: A focus on travel behavior and the built environment
by Haotian Zhong & Wei Li & Marlon G. Boarnet
- 1911.00512 Modeling National Latent Socioeconomic Health and Examination of Policy Effects via Causal Inference
by F. Swen Kuh & Grace S. Chiu & Anton H. Westveld
- 1911.00467 Explaining black box decisions by Shapley cohort refinement
by Masayoshi Mase & Art B. Owen & Benjamin Seiler
- 1911.00386 Risk Neutral Valuation of Inflation-Linked Interest Rate Derivatives
by Flavia Antonacci & Cristina Costantini & Fernanda D'Ippoliti & Marco Papi
- 1911.00370 Time discounting under uncertainty
by Lorenzo Bastianello & Jos'e Heleno Faro
- 1911.00281 Asset Prices with Investor Protection and Past Information
by Jia Yue & Ben-Zhang Yang & Ming-Hui Wang & Nan-Jing Huang
- 1911.00272 Dominantly Truthful Multi-task Peer Prediction with a Constant Number of Tasks
by Yuqing Kong
- 1911.00166 Regularized Quantile Regression with Interactive Fixed Effects
by Junlong Feng
- 1911.00033 Integration into \'economie-monde and regionalisation of the Central Eastern European space since 1989
by Natalia Zdanowska
- 1910.14658 Spatial polarisation within foreign trade and transnational firms' networks. The Case of Central and Eastern Europe
by Natalia Zdanowska
- 1910.14652 Exploring cities of Central and Eastern Europe within transnational company networks: the core-periphery effect
by Natalia Zdanowska
- 1910.14522 Option-based Equity Risk Premiums
by Alan L. Lewis
- 1910.14413 Credit risk with asymmetric information and a switching default threshold
by Imke Redeker & Ralf Wunderlich
- 1910.14282 Markov Chain Approximation of One-Dimensional Sticky Diffusions
by Christian Meier & Lingfei Li & Gongqiu Zhang
- 1910.14023 Firm Entry and Exit with Unbounded Productivity Growth
by John Stachurski
- 1910.14005 Portfolio Optimization with Expectile and Omega Functions
by Alexander Wagner & Stan Uryasev
- 1910.13979 Costly Verification in Collective Decisions
by Albin Erlanson & Andreas Kleiner
- 1910.13969 A Classifiers Voting Model for Exit Prediction of Privately Held Companies
by Giuseppe Carlo Calafiore & Marisa Hillary Morales & Vittorio Tiozzo & Serge Marquie
- 1910.13960 Cross-validated covariance estimators for high-dimensional minimum-variance portfolios
by Sven Husmann & Antoniya Shivarova & Rick Steinert
- 1910.13882 Michael Milken: The Junk Dealer
by Ravi Kashyap
- 1910.13803 Rank-size law, financial inequality indices and gain concentrations by cyclist teams. The case of a multiple stage bicycle race, like Tour de France
by Marcel Ausloos
- 1910.13729 Time-dependent lead-lag relationships between the VIX and VIX futures markets
by Yan-Hong Yang & Ying-Hui Shao
- 1910.13668 Random concave functions
by Peter Baxendale & Ting-Kam Leonard Wong
- 1910.13633 Disclosure Games with Large Evidence Spaces
by Shaofei Jiang
- 1910.13547 Persuasion with Coarse Communication
by Yunus C. Aybas & Eray Turkel
- 1910.13534 Microscopic Derivation of Mean Field Game Models
by Martin Frank & Michael Herty & Torsten Trimborn
- 1910.13443 Multilevel evolutionary developmental optimization (MEDO): A theoretical framework for understanding preferences and selection dynamics
by Adam Safron
- 1910.13385 Hipsters and the Cool: A Game Theoretic Analysis of Social Identity, Trends and Fads
by Russell Golman & Aditi Jain & Sonica Saraf
- 1910.13338 From microscopic price dynamics to multidimensional rough volatility models
by Mehdi Tomas & Mathieu Rosenbaum
- 1910.13301 Analyzing China's Consumer Price Index Comparatively with that of United States
by Zhenzhong Wang & Yundong Tu & Song Xi Chen