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Content
2018
- 1812.09393 Population Growth and Economic Development in Bangladesh: Revisited Malthus
by Md Niaz Murshed Chowdhury & Md. Mobarak Hossain
- 1812.09385 Poverty, Income Inequality and Growth in Bangladesh: Revisited Karl-Marx
by Md Niaz Murshed Chowdhury & Md Mobarak Hossain
- 1812.09302 Growth, Industrial Externality, Prospect Dynamics, and Well-being on Markets
by Emmanuel Chauvet
- 1812.09234 A Primal-dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint
by Ningyuan Chen & Guillermo Gallego
- 1812.09149 Multivariate Fractional Components Analysis
by Tobias Hartl & Roland Weigand
- 1812.09142 Approximate State Space Modelling of Unobserved Fractional Components
by Tobias Hartl & Roland Weigand
- 1812.09081 Econometric modelling and forecasting of intraday electricity prices
by Micha{l} Narajewski & Florian Ziel
- 1812.09067 How spread changes affect the order book: Comparing the price responses of order deletions and placements to trades
by Stephan Grimm & Thomas Guhr
- 1812.08913 Internal migration and education: A cross-national comparison
by Aude Bernard & Martin Bell
- 1812.08548 Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017
by Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Pawe{l} O'swic{e}cimka & Marek Stanuszek
- 1812.08533 Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model
by Christian Bayer & Chiheb Ben Hammouda & Raul Tempone
- 1812.08486 Affine Rough Models
by Martin Keller-Ressel & Martin Larsson & Sergio Pulido
- 1812.08435 An optimization approach to adaptive multi-dimensional capital management
by G. A. Delsing & M. R. H. Mandjes & P. J. C. Spreij & E. M. M. Winands
- 1812.08343 Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
by Hossein Nadeb & Hamzeh Torabi & Ali Dolati
- 1812.08099 Estimating biomass migration parameters by analyzing the spatial behavior of the fishing fleet
by Hugo Salgado & Ariel Soto-Caro
- 1812.08091 Social security and labor absenteeism in a regional health service
by Ariel Soto Caro & Roberto Herrera Cofre & Rodrigo Fuentes Solis
- 1812.07961 Geobiodynamics and Roegenian Economic Systems
by Constantin Udriste & Massimiliano Ferrara & Dorel Zugravescu & Florin Munteanu & Ionel Tevy
- 1812.07960 Economic Cycles of Carnot Type
by Constantin Udriste & Vladimir Golubyatnikov & Ionel Tevy
- 1812.07959 Phase Diagram for Roegenian Economics
by Constantin Udriste & Massimiliano Ferrara & Ionel Tevy & Dorel Zugravescu & Florin Munteanu
- 1812.07827 Spreading of an infectious disease between different locations
by Alessio Muscillo & Paolo Pin & Tiziano Razzolini
- 1812.07803 Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility
by Kaustav Das & Nicolas Langren'e
- 1812.07645 Network effects in default clustering for large systems
by Konstantinos Spiliopoulos & Jia Yang
- 1812.07635 Portfolio Rebalancing under Uncertainty Using Meta-heuristic Algorithm
by Mostafa Zandieh & Seyed Omid Mohaddesi
- 1812.07529 On pricing rules and optimal strategies in general Kyle-Back models
by Umut c{C}etin & Albina Danilova
- 1812.07415 Change of Measure in Midcurve Pricing
by K. E. Feldman
- 1812.07414 Causality: a decision theoretic approach
by Pablo Schenone
- 1812.07369 Emergence of stylized facts during the opening of stock markets
by Sebastian M. Krause & Jonas A. Fiegen & Thomas Guhr
- 1812.07318 Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros
by Francisco Blasques & Vladim'ir Hol'y & Petra Tomanov'a
- 1812.07295 A new time-varying model for forecasting long-memory series
by Luisa Bisaglia & Matteo Grigoletto
- 1812.07048 Double Majority and Generalized Brexit: Explaining Counterintuitive Results
by Werner Kirsch & Wojciech S{l}omczy'nski & Dariusz Stolicki & Karol .Zyczkowski
- 1812.06975 The risk of contagion spreading and its optimal control in the economy
by Olena Kostylenko & Helena Sofia Rodrigues & Delfim F. M. Torres
- 1812.06973 Systemic risk governance in a dynamical model of a banking system
by Lorella Fatone & Francesca Mariani
- 1812.06967 Optimal Dynamic Allocation of Attention
by Yeon-Koo Che & Konrad Mierendorff
- 1812.06694 How the network properties of shareholders vary with investor type and country
by Qing Yao & Tim Evans & Kim Christensen
- 1812.06679 Real-Time Carbon Accounting Method for the European Electricity Markets
by Bo Tranberg & Olivier Corradi & Bruno Lajoie & Thomas Gibon & Iain Staffell & Gorm Bruun Andresen
- 1812.06600 Double Deep Q-Learning for Optimal Execution
by Brian Ning & Franco Ho Ting Lin & Sebastian Jaimungal
- 1812.06537 Fuzzy Difference-in-Discontinuities: Identification Theory and Application to the Affordable Care Act
by Hector Galindo-Silva & Nibene Habib Some & Guy Tchuente
- 1812.06533 What Is the Value Added by Using Causal Machine Learning Methods in a Welfare Experiment Evaluation?
by Anthony Strittmatter
- 1812.06185 Systemic risk measures with markets volatility
by Fei Sun & Yijun Hu
- 1812.06175 Can Deep Learning Predict Risky Retail Investors? A Case Study in Financial Risk Behavior Forecasting
by Yaodong Yang & Alisa Kolesnikova & Stefan Lessmann & Tiejun Ma & Ming-Chien Sung & Johnnie E. V. Johnson
- 1812.06166 Ordering the smallest claim amounts from two sets of interdependent heterogeneous portfolios
by Hossein Nadeb & Hamzeh Torabi & Ali Dolati
- 1812.06000 The Rank Effect
by Ricardo T. Fernholz & Christoffer Koch
- 1812.05916 Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications
by Achref Bachouch & C^ome Hur'e & Nicolas Langren'e & Huyen Pham
- 1812.05893 Stochastic derivative estimation for max-stable random fields
by Erwan Koch & Christian Y. Robert
- 1812.05859 Consistent Time-Homogeneous Modeling of SPX and VIX Derivatives
by Andrew Papanicolaou
- 1812.05748 Dynamic Programming with Recursive Preferences: Optimality and Applications
by Guanlong Ren & John Stachurski
- 1812.05657 Selection mechanisms affect volatility in evolving markets
by David Rushing Dewhurst & Michael Vincent Arnold & Colin Michael Van Oort
- 1812.05315 Calibrating rough volatility models: a convolutional neural network approach
by Henry Stone
- 1812.05093 Apropiaci\'on privada de renta de recursos naturales? El caso del cobre en Chile
by Benjam'in Leiva
- 1812.05091 A theoretical framework to consider energy transfers within growth theory
by Benjamin Leiva & Octavio Ramirez & John R. Schramski
- 1812.04827 Weak comonotonicity
by Ruodu Wang & Ricardas Zitikis
- 1812.04603 Game-Theoretic Optimal Portfolios for Jump Diffusions
by Alex Garivaltis
- 1812.04528 Deep Neural Networks for Choice Analysis: Extracting Complete Economic Information for Interpretation
by Shenhao Wang & Qingyi Wang & Jinhua Zhao
- 1812.04486 Trade Selection with Supervised Learning and OCA
by David Saltiel & Eric Benhamou
- 1812.04354 Monetary Measures of Risk
by Andreas H Hamel
- 1812.04345 Closing the U.S. gender wage gap requires understanding its heterogeneity
by Philipp Bach & Victor Chernozhukov & Martin Spindler
- 1812.04272 A Numerical Analysis of the Modified Kirk's Formula and Applications to Spread Option Pricing Approximations a numerical analysis of the modified kirk's formula and applications to spread option pricing approximations
by Suren Harutyunyan & Adri`A Masip Borr`As
- 1812.04211 The Cost of Information: The Case of Constant Marginal Costs
by Luciano Pomatto & Philipp Strack & Omer Tamuz
- 1812.04184 Influence of High-Speed Railway System on Inter-city Travel Behavior in Vietnam
by Tho V. Le & Junyi Zhang & Makoto Chikaraishi & Akimasa Fujiwara
- 1812.03771 Shattering the glass ceiling? How the institutional context mitigates the gender gap in entrepreneurship
by Christopher J. Boudreaux & Boris Nikolaev
- 1812.03566 Mutual Conversion Between Preference Maps And Cook-Seiford Vectors
by Fujun Hou
- 1812.03534 Machine-learned patterns suggest that diversification drives economic development
by Charles D. Brummitt & Andres Gomez-Lievano & Ricardo Hausmann & Matthew H. Bonds
- 1812.03526 Path Dependent Optimal Transport and Model Calibration on Exotic Derivatives
by Ivan Guo & Gregoire Loeper
- 1812.03475 A supreme test for periodic explosive GARCH
by Stefan Richter & Weining Wang & Wei Biao Wu
- 1812.03453 Asymptotic Filter Behavior for High-Frequency Expert Opinions in a Market with Gaussian Drift
by Abdelali Gabih & Hakam Kondakji & Ralf Wunderlich
- 1812.02993 Optimal Dynamic Auctions are Virtual Welfare Maximizers
by Vahab Mirrokni & Renato Paes Leme & Pingzhong Tang & Song Zuo
- 1812.02842 Estimating the drivers of urban economic complexity and their connection to economic performance
by Andres Gomez-Lievano & Oscar Patterson-Lomba
- 1812.02726 Simulation of Stylized Facts in Agent-Based Computational Economic Market Models
by Maximilian Beikirch & Simon Cramer & Martin Frank & Philipp Otte & Emma Pabich & Torsten Trimborn
- 1812.02527 Evaluating the Building Blocks of a Dynamically Adaptive Systematic Trading Strategy
by Sonam Srivastava & Ritabratta Bhattacharya
- 1812.02433 Using published bid/ask curves to error dress spot electricity price forecasts
by Gunnhildur H. Steinbakk & Alex Lenkoski & Ragnar Bang Huseby & Anders L{o}land & Tor Arne {O}ig{aa}rd
- 1812.02371 Quantification of market efficiency based on informational-entropy
by Roland Rothenstein
- 1812.02340 Continual Learning Augmented Investment Decisions
by Daniel Philps & Tillman Weyde & Artur d'Avila Garcez & Roy Batchelor
- 1812.02337 Improved Inference on the Rank of a Matrix
by Qihui Chen & Zheng Fang
- 1812.02311 In (Stochastic) Search of a Fairer Alife
by Dmitriy Volinskiy & Lana Cuthbertson & Omid Ardakanian
- 1812.02298 General Compound Hawkes Processes in Limit Order Books
by Anatoliy Swishchuk & Aiden Huffman
- 1812.02276 Identifying the Effect of Persuasion
by Sung Jae Jun & Sokbae Lee
- 1812.01914 The Alpha-Heston Stochastic Volatility Model
by Ying Jiao & Chunhua Ma & Simone Scotti & Chao Zhou
- 1812.01723 Doubly Robust Difference-in-Differences Estimators
by Pedro H. C. Sant'Anna & Jun B. Zhao
- 1812.01707 On dynamics of wage-price spiral and stagflation in some model economic systems
by Afifa Alintissar & Abdelkader Intissar & Jean-karim Intissar
- 1812.01412 Necessary and Probably Sufficient Test for Finding Valid Instrumental Variables
by Amit Sharma
- 1812.01400 Column Generation Algorithms for Nonparametric Analysis of Random Utility Models
by Bart Smeulders
- 1812.01341 Modelling China's Credit System with Complex Network Theory for Systematic Credit Risk Control
by Xuan Lu & Li Huang & Kangjuan Lyu
- 1812.01320 The Income Fluctuation Problem with Capital Income Risk: Optimality and Stability
by Qingyin Ma & John Stachurski & Alexis Akira Toda
- 1812.01270 An Optimal Extraction Problem with Price Impact
by Giorgio Ferrari & Torben Koch
- 1812.01103 Predicting future stock market structure by combining social and financial network information
by Th'arsis T. P. Souza & Tomaso Aste
- 1812.01102 Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds
by Greg Kirczenow & Masoud Hashemi & Ali Fathi & Matt Davison
- 1812.00849 Strategically Simple Mechanisms
by Tilman Borgers & Jiangtao Li
- 1812.00839 PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black-Scholes Equation
by Will Hicks
- 1812.00773 Effects of forecast errors on optimal utilisation in aggregate production planning with stochastic customer demand
by Klaus Altendorfer & Thomas Felberbauer & Herbert Jodlbauer
- 1812.00595 Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets
by Nikolaus Hautsch & Christoph Scheuch & Stefan Voigt
- 1812.00501 Optimal Resource Allocation over Networks via Lottery-Based Mechanisms
by Soham R. Phade & Venkat Anantharam
- 1812.00383 Ordeal Mechanisms, Information, and the Cost-Effectiveness of Subsidies: Evidence from Subsidized Eyeglasses in Rural China
by Sean Sylvia & Xiaochen Ma & Yaojiang Shi & Scott Rozelle & C. -Y. Cynthia Lin Lawell
- 1812.00093 Using Column Generation to Solve Extensions to the Markowitz Model
by Lorenz M. Roebers & Aras Selvi & Juan C. Vera
- 1812.00032 On the K\"ahler Geometry of Certain Optimal Transport Problems
by Gabriel Khan & Jun Zhang
- 1811.12516 Fair Odds for Noisy Probabilities
by Ulrik W. Nash
- 1811.12502 Why are prices proportional to embodied energies?
by Benjamin Leiva
- 1811.12491 Survival investment strategies in a continuous-time market model with competition
by Mikhail Zhitlukhin
- 1811.12356 Uniqueness for contagious McKean--Vlasov systems in the weak feedback regime
by Sean Ledger & Andreas Sojmark
- 1811.11664 Dynamic Competitive Persuasion
by Mark Whitmeyer
- 1811.11621 Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs
by Christoph Kuhn & Alexander Molitor
- 1811.11618 Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets
by Eric Benhamou
- 1811.11603 Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK
by Victor Chernozhukov & Iv'an Fern'andez-Val & Siyi Luo
- 1811.11557 A Residual Bootstrap for Conditional Expected Shortfall
by Alexander Heinemann & Sean Telg
- 1811.11512 Simple Local Polynomial Density Estimators
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma
- 1811.11476 Modelling Social Evolutionary Processes and Peer Effects in Agricultural Trade Networks: the Rubber Value Chain in Indonesia
by Thomas Kopp & Jan Salecker
- 1811.11379 Option Pricing in a Regime Switching Jump Diffusion Model
by Anindya Goswami & Omkar Manjarekar & Anjana R
- 1811.11326 Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling
by Moshe A. Milevsky
- 1811.11301 Calculating CVaR and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation
by Matthew Norton & Valentyn Khokhlov & Stan Uryasev
- 1811.11287 Lagged correlation-based deep learning for directional trend change prediction in financial time series
by Ben Moews & J. Michael Herrmann & Gbenga Ibikunle
- 1811.11265 Static vs Adaptive Strategies for Optimal Execution with Signals
by Claudio Bellani & Damiano Brigo & Alex Done & Eyal Neuman
- 1811.11079 Robust Classification of Financial Risk
by Suproteem K. Sarkar & Kojin Oshiba & Daniel Giebisch & Yaron Singer
- 1811.10993 Analysis of the problem of intervention control in the economy on the basis of solving the problem of tuning
by Peter Shnurkov & Daniil Novikov
- 1811.10935 On the martingale property in the rough Bergomi model
by Paul Gassiat
- 1811.10690 Estimation of a Heterogeneous Demand Function with Berkson Errors
by Richard Blundell & Joel Horowitz & Matthias Parey
- 1811.10676 LM-BIC Model Selection in Semiparametric Models
by Ivan Korolev
- 1811.10552 Semi-Device Independent Quantum Money
by Karol Horodecki & Maciej Stankiewicz
- 1811.10195 Bull Bear Balance: A Cluster Analysis of Socially Informed Financial Volatility
by Jonathan Manfield & Derek Lukacsko & Th'arsis T. P. Souza
- 1811.10109 The Anatomy of a Cryptocurrency Pump-and-Dump Scheme
by Jiahua Xu & Benjamin Livshits
- 1811.10045 Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals
by Matteo Barigozzi & Marc Hallin
- 1811.10041 BDLOB: Bayesian Deep Convolutional Neural Networks for Limit Order Books
by Zihao Zhang & Stefan Zohren & Stephen Roberts
- 1811.09932 The implied longevity curve: How long does the market think you are going to live?
by Moshe A. Milevsky & Thomas S. Salisbury & Alexander Chigodaev
- 1811.09921 Retirement spending and biological age
by Huaxiong Huang & Moshe A. Milevsky & Thomas S. Salisbury
- 1811.09837 Heterogenous Coefficients, Discrete Instruments, and Identification of Treatment Effects
by Whitney K. Newey & Sami Stouli
- 1811.09622 Lee-Carter method for forecasting mortality for Peruvian Population
by J. Cerda-Hern'andez & A. Sikov
- 1811.09615 Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing
by Mitja Stadje
- 1811.09549 Idiosyncrasies and challenges of data driven learning in electronic trading
by Vangelis Bacoyannis & Vacslav Glukhov & Tom Jin & Jonathan Kochems & Doo Re Song
- 1811.09540 High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization
by Le-Yu Chen & Sokbae Lee
- 1811.09475 New dynamics of energy use and CO2 emissions in China
by Zhu Liu & Bo Zheng & Qiang Zhang
- 1811.09312 Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy
by Vladim'ir Hol'y & Petra Tomanov'a
- 1811.09309 Bayesian Alternatives to the Black-Litterman Model
by Mihnea S. Andrei & John S. J. Hsu
- 1811.09257 Hedging and Pricing European-type, Early-Exercise and Discrete Barrier Options using Algorithm for the Convolution of Legendre Series
by Tat Lung Chan & Nicholas Hale
- 1811.09004 Long-run Consequences of Health Insurance Promotion When Mandates are Not Enforceable: Evidence from a Field Experiment in Ghana
by Patrick Asuming & Hyuncheol Bryant Kim & Armand Sim
- 1811.08949 The transmission of liquidity shocks via China's segmented money market: evidence from recent market events
by Ruoxi Lu & David A. Bessler & David J. Leatham
- 1811.08818 Model instability in predictive exchange rate regressions
by Niko Hauzenberger & Florian Huber
- 1811.08808 Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
by Ben Hambly & Nikolaos Kolliopoulos
- 1811.08782 Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning
by Ali Al-Aradi & Adolfo Correia & Danilo Naiff & Gabriel Jardim & Yuri Saporito
- 1811.08773 Entropy and Transfer Entropy: The Dow Jones and the build up to the 1997 Asian Crisis
by Michael S. Harre
- 1811.08726 Neural Network for CVA: Learning Future Values
by Jian-Huang She & Dan Grecu
- 1811.08706 A sparse grid approach to balance sheet risk measurement
by Cyril B'en'ezet & J'er'emie Bonnefoy & Jean-Franc{c}ois Chassagneux & Shuoqing Deng & Camilo Garcia Trillos & Lionel Len^otre
- 1811.08604 The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts
by Christopher Kath & Florian Ziel
- 1811.08509 An Aspect of Optimal Regression Design for LSMC
by Christian Wei{ss} & Zoran Nikoli'c
- 1811.08376 A possible alternative evaluation method for the non-use and nonmarket values of ecosystem services
by Shuyao Wu & Shuangcheng Li
- 1811.08365 An analysis of cryptocurrencies conditional cross correlations
by Nektarios Aslanidis & Aurelio F. Bariviera & Oscar Martinez-Iba~nez
- 1811.08308 Economics of disagreement -- financial intuition for the R\'enyi divergence
by Andrei N. Soklakov
- 1811.08255 An updated review of (sub-)optimal diversification models
by Johannes Bock
- 1811.08167 Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity
by Helmut Lutkepohl & Tomasz Wo'zniak
- 1811.08083 Complete Subset Averaging with Many Instruments
by Seojeong Lee & Youngki Shin
- 1811.08076 Modeling aggressive market order placements with Hawkes factor models
by Hai-Chuan Xu & Wei-Xing Zhou
- 1811.08038 Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives
by Raymond Brummelhuis & Zhongmin Luo
- 1811.07860 Cryptoasset Factor Models
by Zura Kakushadze
- 1811.07792 The ETS challenges: a machine learning approach to the evaluation of simulated financial time series for improving generation processes
by Javier Franco-Pedroso & Joaquin Gonzalez-Rodriguez & Maria Planas & Jorge Cubero & Rafael Cobo & Fernando Pablos
- 1811.07522 Practical Deep Reinforcement Learning Approach for Stock Trading
by Xiao-Yang Liu & Zhuoran Xiong & Shan Zhong & Hongyang Yang & Anwar Walid
- 1811.07509 On the degree of incompleteness of an incomplete financial market
by Abdelkarem Berkaoui
- 1811.07499 Optimal Iterative Threshold-Kernel Estimation of Jump Diffusion Processes
by Jos'e E. Figueroa-L'opez & Cheng Li & Jeffrey Nisen
- 1811.07415 MALTS: Matching After Learning to Stretch
by Harsh Parikh & Cynthia Rudin & Alexander Volfovsky
- 1811.07294 CVA and vulnerable options pricing by correlation expansions
by Fabio Antonelli & Alessandro Ramponi & Sergio Scarlatti
- 1811.07237 Portfolio Theory, Information Theory and Tsallis Statistics
by Marco A. S. Trindade & Sergio Floquet & Lourival M. S. Filho
- 1811.07220 Determination of the L\'evy Exponent in Asset Pricing Models
by George Bouzianis & Lane Hughston
- 1811.07188 A Big data analytical framework for portfolio optimization
by Dhanya Jothimani & Ravi Shankar & Surendra S. Yadav
- 1811.06893 Bayesian learning for the Markowitz portfolio selection problem
by Carmine De Franco & Johann Nicolle & Huy^en Pham
- 1811.06772 Evolution and structure of technological systems - An innovation output network
by Josef Taalbi
- 1811.06766 Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices
by Georgios Sermpinis & Arman Hassanniakalager & Charalampos Stasinakis & Ioannis Psaradellis
- 1811.06736 Learning Approximately Optimal Contracts
by Alon Cohen & Moran Koren & Argyrios Deligkas
- 1811.06684 Fairness for Multi-Self Agents
by Sophie Bade & Erel Segal-Halevi
- 1811.06650 Asymptotics for Small Nonlinear Price Impact: a PDE Approach to the Multidimensional Case
by Erhan Bayraktar & Thomas Caye & Ibrahim Ekren
- 1811.06606 Economics of Human-AI Ecosystem: Value Bias and Lost Utility in Multi-Dimensional Gaps
by Daniel Muller
- 1811.06361 On approximations of Value at Risk and Expected Shortfall involving kurtosis
by Matyas Barczy & Adam Dudas & Jozsef Gall
- 1811.06323 The effects of non-tariff measures on agri-food trade: a review and meta-analysis of empirical evidence
by Fabio Gaetano Santeramo & Emilia Lamonaca
- 1811.06173 Leveraging Financial News for Stock Trend Prediction with Attention-Based Recurrent Neural Network
by Huicheng Liu
- 1811.06135 Measuring Knowledge for Recognition and Knowledge Entropy
by Fujun Hou
- 1811.06107 Operator-Theoretical Treatment of Ergodic Theorem and Its Application to Dynamic Models in Economics
by Shizhou Xu
- 1811.05935 Navigating the Cryptocurrency Landscape: An Islamic Perspective
by Hina Binte Haq & Syed Taha Ali
- 1811.05741 Stochastic Algorithmic Differentiation of (Expectations of) Discontinuous Functions (Indicator Functions)
by Christian P. Fries
- 1811.05567 Estimation of High-Dimensional Seemingly Unrelated Regression Models
by Lidan Tan & Khai X. Chiong & Hyungsik Roger Moon
- 1811.05555 Identification and estimation of multinomial choice models with latent special covariates
by Nail Kashaev
- 1811.05524 Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and their Effect on Portfolio Execution
by Seungki Min & Costis Maglaras & Ciamac C. Moallemi
- 1811.05464 New fat-tail normality test based on conditional second moments with applications to finance
by Damian Jelito & Marcin Pitera
- 1811.05424 The Affordable Care Act and the IRS Iterative Fixed Point Procedure
by Samuel J. Ferguson
- 1811.05421 Health Care Expenditures, Financial Stability, and Participation in the Supplemental Nutrition Assistance Program (SNAP)
by Yunhee Chang & Jinhee Kim & Swarn Chatterjee
- 1811.05270 Predicting Distresses using Deep Learning of Text Segments in Annual Reports
by Rastin Matin & Casper Hansen & Christian Hansen & Pia M{o}lgaard
- 1811.05230 Crossover from linear to square-Root market impact
by Fr'ed'eric Bucci & Michael Benzaquen & Fabrizio Lillo & Jean-Philippe Bouchaud
- 1811.05206 Exploring the role of talent and luck in getting success
by Alessandro Pluchino & Alessio. E. Biondo & Andrea Rapisarda
- 1811.05138 M Equilibrium: A theory of beliefs and choices in games
by Jacob K. Goeree & Philippos Louis
- 1811.04994 How to Increase Global Wealth Inequality for Fun and Profit
by Bruce Knuteson
- 1811.04502 A Simple Combinatorial Model of World Economic History
by Roger Koppl & Abigail Devereaux & Jim Herriot & Stuart Kauffman
- 1811.04473 Capital Structure and Speed of Adjustment in U.S. Firms. A Comparative Study in Microeconomic and Macroeconomic Conditions - A Quantille Regression Approach
by Andreas Kaloudis & Dimitrios Tsolis
- 1811.04232 A Model of Competing Narratives
by Kfir Eliaz & Ran Spiegler
- 1811.04223 A framework for simulating systemic risk and its application to the South African banking sector
by Nadine M Walters & Conrad Beyers & Gusti van Zyl & Rolf van den Heever
- 1811.04197 Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness
by Gholamreza Hajargasht & Prasada Rao
- 1811.04170 The Augmented Synthetic Control Method
by Eli Ben-Michael & Avi Feller & Jesse Rothstein
- 1811.04125 Bootstrapping Structural Change Tests
by Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall
- 1811.03931 Risk-Neutral Pricing and Hedging of In-Play Football Bets
by Sebastian del Bano Rollin & Zsolt Bihari & Tomaso Aste
- 1811.03820 How does stock market volatility react to oil shocks?
by Andrea Bastianin & Matteo Manera
- 1811.03766 Endogeneous Dynamics of Intraday Liquidity
by Miko{l}aj Bi'nkowski & Charles-Albert Lehalle
- 1811.03720 Estimation of a Structural Break Point in Linear Regression Models
by Yaein Baek
- 1811.03718 Optimal trading using signals
by Hadrien De March & Charles-Albert Lehalle
- 1811.03711 Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series
by Qiang Zhang & Rui Luo & Yaodong Yang & Yuanyuan Liu
- 1811.03710 Incentivising Participation in Liquid Democracy with Breadth-First Delegation
by Grammateia Kotsialou & Luke Riley