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
2018
- 1805.01019 When a `rat race' implies an intergenerational wealth trap
by Joel Nishimura
- 1805.00898 Chebyshev Methods for Ultra-efficient Risk Calculations
by Mariano Zeron Medina Laris & Ignacio Ruiz
- 1805.00896 Data-based Automatic Discretization of Nonparametric Distributions
by Alexis Akira Toda
- 1805.00875 Chain effects of clean water: The Mills-Reincke phenomenon in early twentieth-century Japan
by Tatsuki Inoue & Kota Ogasawara
- 1805.00792 Pricing European option with the short rate under Subdiffusive fractional Brownian motion regime
by Foad Shokrollahi
- 1805.00785 When panic makes you blind: a chaotic route to systemic risk
by Piero Mazzarisi & Fabrizio Lillo & Stefano Marmi
- 1805.00668 Endogenous growth - A dynamic technology augmentation of the Solow model
by Murad Kasim
- 1805.00558 Sentiment-Based Prediction of Alternative Cryptocurrency Price Fluctuations Using Gradient Boosting Tree Model
by Tianyu Ray Li & Anup S. Chamrajnagar & Xander R. Fong & Nicholas R. Rizik & Feng Fu
- 1805.00435 Aide et Croissance dans les pays de l'Union Economique et Mon{\'e}taire Ouest Africaine (UEMOA) : retour sur une relation controvers{\'e}e
by Nimonka Bayale
- 1805.00387 Agents' beliefs and economic regimes polarization in interacting markets
by Fausto Cavalli & Ahmad Naimzada & Nicol`o Pecora & Marina Pireddu
- 1805.00268 Quantifying macroeconomic expectations in stock markets using Google Trends
by Johannes Bock
- 1805.00205 Robust Log-Optimal Strategy with Reinforcement Learning
by Yifeng Guo & Xingyu Fu & Yuyan Shi & Mingwen Liu
- 1805.00057 Identifying Effects of Multivalued Treatments
by Sokbae Lee & Bernard Salani'e
- 1804.10957 Interpreting Quantile Independence
by Matthew A. Masten & Alexandre Poirier
- 1804.10869 Application of Probabilistic Graphical Models in Forecasting Crude Oil Price
by Danish A. Alvi
- 1804.10753 Arbitrage-free pricing of American options in nonlinear markets
by Edward Kim & Tianyang Nie & Marek Rutkowski
- 1804.10264 Nonlinearity in stock networks
by David Hartman & Jaroslav Hlinka
- 1804.09866 New HSIC-based tests for independence between two stationary multivariate time series
by Guochang Wang & Wai Keung Li & Ke Zhu
- 1804.09752 On the complexity of solving a decision problem with flow-depending costs: the case of the IJsselmeer dikes
by Aida Abiad & Sander Gribling & Domenico Lahaye & Matthias Mnich & Guus Regts & Lluis Vena & Gerard Verweij & Peter Zwaneveld
- 1804.09565 Co-impact: Crowding effects in institutional trading activity
by Fr'ed'eric Bucci & Iacopo Mastromatteo & Zolt'an Eisler & Fabrizio Lillo & Jean-Philippe Bouchaud & Charles-Albert Lehalle
- 1804.09550 Critical analysis of human progress: Its negative and positive sides in the late-capitalism
by Mario Coccia & Matteo Bellitto
- 1804.09532 Chocs technologiques, chocs des prix et fluctuations du ch\^omage en R\'epublique D\'emocratique du Congo
by Antoine Kamiantako Miyamueni & Henry Ngongo Muganza
- 1804.09314 Deep Learning for Predicting Asset Returns
by Guanhao Feng & Jingyu He & Nicholas G. Polson
- 1804.09302 Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions
by Miao Yuan & Cheng Yong Tang & Yili Hong & Jian Yang
- 1804.09284 Economic inequality and Islamic Charity: An exploratory agent-based modeling approach
by Hossein Sabzian & Alireza Aliahmadi & Adel Azar & Madjid Mirzaee
- 1804.09253 DeepTriangle: A Deep Learning Approach to Loss Reserving
by Kevin Kuo
- 1804.09151 Optimal Investment, Demand and Arbitrage under Price Impact
by Michail Anthropelos & Scott Robertson & Konstantinos Spiliopoulos
- 1804.09056 Emerging Market Corporate Bonds as First-to-Default Baskets
by Richard Martin & Yao Ma
- 1804.09043 Compact finite difference method for pricing European and American options under jump-diffusion models
by Kuldip Singh Patel & Mani Mehra
- 1804.08904 Closed-form approximations in derivatives pricing: The Kristensen-Mele approach
by Michael Kurz
- 1804.08472 High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
by Liao Zhu & Sumanta Basu & Robert A. Jarrow & Martin T. Wells
- 1804.08442 Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms
by Adriana Ocejo
- 1804.08315 Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers
by Andrea Bastianin & Marzio Galeotti & Matteo Manera
- 1804.08218 Econometric Modeling of Regional Electricity Spot Prices in the Australian Market
by Michael Stanley Smith & Thomas S. Shively
- 1804.08153 Price Competition with Geometric Brownian motion in Exchange Rate Uncertainty
by Murat Erkoc & Huaqing Wang & Anas Ahmed
- 1804.08021 Planetary boundaries of consumption growth: Declining social discount rates
by Victor E. Gluzberg & Yuri A. Katz
- 1804.07997 Valuation of contingent convertible catastrophe bonds - the case for equity conversion
by Krzysztof Burnecki & Mario Nicol'o Giuricich & Zbigniew Palmowski
- 1804.07986 Empirical Equilibrium
by Rodrigo A. Velez & Alexander L. Brown
- 1804.07978 Conditional heteroskedasticity in crypto-asset returns
by Charles Shaw
- 1804.07852 Analytical Path-Integral Pricing of Moving-Barrier Options under non-Gaussian Distributions
by Andre Catalao & Rogerio Rosenfeld
- 1804.07556 Affine processes beyond stochastic continuity
by Martin Keller-Ressel & Thorsten Schmidt & Robert Wardenga
- 1804.07534 Fourth order compact scheme for option pricing under Merton and Kou jump-diffusion models
by Kuldip Singh Patel & Mani Mehra
- 1804.07392 Optimal investment with transient price impact
by Peter Bank & Moritz Vo{ss}
- 1804.07384 Classes of elementary function solutions to the CEV model. I
by Evangelos Melas
- 1804.07352 The impact of margin trading on share price evolution: A cascading failure model investigation
by Ya-Chun Gao & Huai-Lin Tang & Shi-Min Cai & Jing-Jing Gao & H. Eugene Stanley
- 1804.07022 The determinants of bank loan recovery rates in good times and bad - new evidence
by Hong Wang & Catherine S. Forbes & Jean-Pierre Fenech & John Vaz
- 1804.06923 Truthful Fair Division without Free Disposal
by Xiaohui Bei & Guangda Huzhang & Warut Suksompong
- 1804.06890 Accounting Noise and the Pricing of CoCos
by Mike Derksen & Peter Spreij & Sweder van Wijnbergen
- 1804.06792 Transaction Costs in Collective Waste Recovery Systems in the EU
by Shteryo Nozharov
- 1804.06721 Estimating Treatment Effects in Mover Designs
by Peter Hull
- 1804.06711 The CCI30 Index
by Igor Rivin & Carlo Scevola
- 1804.06710 An Attempt at Analyzing the Information Nature of Money
by Haibo Chen
- 1804.06709 Assessing the state of e-Readiness for Small and Medium Companies in Mexico: a Proposed Taxonomy and Adoption Model
by Guillermo Rodriguez-Abitia & Susana Vidrio & Claudia Montiel-Sanchez
- 1804.06707 Warranty Cost Analysis with an Alternating Geometric Process
by Richard Arnold & Stefanka Chukova & Yu Hayakawa & Sarah Marshall
- 1804.06598 Ruin probabilities for two collaborating insurance companies
by Zbigniew Michna
- 1804.06465 Triggers for cooperative behavior in the thermodynamic limit: a case study in Public goods game
by Colin Benjamin & Shubhayan Sarkar
- 1804.06341 Revisiting the thermal and superthermal two-class distribution of incomes: A critical perspective
by Markus P. A. Schneider
- 1804.06261 Dissection of Bitcoin's Multiscale Bubble History from January 2012 to February 2018
by Jan-Christian Gerlach & Guilherme Demos & Didier Sornette
- 1804.05979 Quantum Blockchain using entanglement in time
by Del Rajan & Matt Visser
- 1804.05974 Quantifying the Economic Case for Electric Semi-Trucks
by Shashank Sripad & Venkatasubramanian Viswanathan
- 1804.05916 Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects
by Stanis{l}aw Dro.zd.z & Robert Gk{e}barowski & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marcin Wk{a}torek
- 1804.05785 Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects
by Liyang Sun & Sarah Abraham
- 1804.05694 Extremal dependence and spatial risk measures for insured losses due to extreme winds
by Erwan Koch
- 1804.05667 Evolution of the Chinese Guarantee Network under Financial Crisis and Stimulus Program
by Yingli Wang & Qingpeng Zhang & Xiaoguang Yang
- 1804.05454 A refinement of Bennett's inequality with applications to portfolio optimization
by Tony Jebara
- 1804.05354 The Italian Pension Gap: a Stochastic Optimal Control Approach
by Alessandro Milazzo & Elena Vigna
- 1804.05327 Shapley Value Methods for Attribution Modeling in Online Advertising
by Kaifeng Zhao & Seyed Hanif Mahboobi & Saeed R. Bagheri
- 1804.05279 Distributions of Historic Market Data -- Implied and Realized Volatility
by M. Dashti Moghaddam & Zhiyuan Liu & R. A. Serota
- 1804.05103 The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study
by Mounira Chniguir & Mohamed Kefi & Jamel Henchiri
- 1804.04924 Robust calibration and arbitrage-free interpolation of SSVI slices
by Pierre Cohort & Jacopo Corbetta & Claude Martini & Ismail Laachir
- 1804.04916 Large Sample Properties of Partitioning-Based Series Estimators
by Matias D. Cattaneo & Max H. Farrell & Yingjie Feng
- 1804.04870 An Optimal Dividend Problem with Capital Injections over a Finite Horizon
by Giorgio Ferrari & Patrick Schuhmann
- 1804.04789 Successful Nash Equilibrium Agent for a 3-Player Imperfect-Information Game
by Sam Ganzfried & Austin Nowak & Joannier Pinales
- 1804.04721 Econophysics Beyond General Equilibrium: the Business Cycle Model
by Victor Olkhov
- 1804.04283 Transport plans with domain constraints
by Erhan Bayraktar & Xin Zhang & Zhou Zhou
- 1804.04216 Market Making via Reinforcement Learning
by Thomas Spooner & John Fearnley & Rahul Savani & Andreas Koukorinis
- 1804.04170 Optimal liquidation under stochastic price impact
by Weston Barger & Matthew Lorig
- 1804.03975 Monte Carlo pathwise sensitivities for barrier options
by Thomas Gerstner & Bastian Harrach & Daniel Roth
- 1804.03674 Moment Inequalities in the Context of Simulated and Predicted Variables
by Hiroaki Kaido & Jiaxuan Li & Marc Rysman
- 1804.03349 Inference on Local Average Treatment Effects for Misclassified Treatment
by Takahide Yanagi
- 1804.03290 A derivation of the Black-Scholes option pricing model using a central limit theorem argument
by Rajeshwari Majumdar & Phanuel Mariano & Lowen Peng & Anthony Sisti
- 1804.03219 Dynamic Pricing and Learning with Competition: Insights from the Dynamic Pricing Challenge at the 2017 INFORMS RM & Pricing Conference
by Ruben van de Geer & Arnoud V. den Boer & Christopher Bayliss & Christine Currie & Andria Ellina & Malte Esders & Alwin Haensel & Xiao Lei & Kyle D. S. Maclean & Antonio Martinez-Sykora & Asbj{o}rn Nilsen Riseth & Fredrik {O}degaard & Simos Zachariades
- 1804.03110 Varying Random Coefficient Models
by Christoph Breunig
- 1804.03002 Portfolio Optimization under Fast Mean-reverting and Rough Fractional Stochastic Environment
by Jean-Pierre Fouque & Ruimeng Hu
- 1804.02689 An extremal fractional Gaussian with a possible application to option-pricing with skew and smile
by Alexander Jurisch
- 1804.02350 From Bitcoin to Bitcoin Cash: a network analysis
by Marco Alberto Javarone & Craig Steven Wright
- 1804.02348 Statistical inference for autoregressive models under heteroscedasticity of unknown form
by Ke Zhu
- 1804.02333 Corruption-free scheme of entering into contract: mathematical model
by Oleg Malafeyev & Olga Koroleva & Dmitriy Prusskiy & Olga Zenovich
- 1804.02289 Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
by David Lee
- 1804.02233 Forex trading and Twitter: Spam, bots, and reputation manipulation
by Igor Mozetiv{c} & Peter Gabrovv{s}ek & Petra Kralj Novak
- 1804.01825 Evaluating Hospital Case Cost Prediction Models Using Azure Machine Learning Studio
by Alexei Botchkarev
- 1804.01764 Reducing Estimation Risk in Mean-Variance Portfolios with Machine Learning
by Daniel Kinn
- 1804.01676 Predictive modeling of stock indices closing from web search trends
by Arjun R & Suprabha KR
- 1804.01631 Simultaneous Mean-Variance Regression
by Richard Spady & Sami Stouli
- 1804.01554 A Bayesian panel VAR model to analyze the impact of climate change on high-income economies
by Florian Huber & Tam'as Krisztin & Michael Pfarrhofer
- 1804.01475 Pricing sovereign contingent convertible debt
by Andrea Consiglio & Michele Tumminello & Stavros A. Zenios
- 1804.01367 A dynamic network model to measure exposure diversification in the Austrian interbank market
by Juraj Hledik & Riccardo Rastelli
- 1804.01208 Should We Adjust for the Test for Pre-trends in Difference-in-Difference Designs?
by Jonathan Roth
- 1804.00825 A Probabilistic Analysis of Autocallable Optimization Securities
by Gilna K. Samuel & Donald St. P. Richards
- 1804.00820 Return Optimization Securities and Other Remarkable Structured Investment Products: Indicators of Future Outcomes for U.S. Treasuries?
by Donald St. P. Richards
- 1804.00764 Constant Proportion Debt Obligations, Zeno's Paradox, and the Spectacular Financial Crisis of 2008
by Donald Richards & Hein Hundal
- 1804.00442 The value of informational arbitrage
by Huy N. Chau & Andrea Cosso & Claudio Fontana
- 1804.00232 Continuous Record Laplace-based Inference about the Break Date in Structural Change Models
by Alessandro Casini & Pierre Perron
- 1804.00223 Indifference pricing of pure endowments via BSDEs under partial information
by Claudia Ceci & Katia Colaneri & Alessandra Cretarola
- 1803.11467 Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization
by Rongju Zhang & Nicolas Langren'e & Yu Tian & Zili Zhu & Fima Klebaner & Kais Hamza
- 1803.11309 Simulation Methods for Stochastic Storage Problems: A Statistical Learning Perspective
by Michael Ludkovski & Aditya Maheshwari
- 1803.11233 Mortality in a heterogeneous population - Lee-Carter's methodology
by Kamil Jod'z
- 1803.11161 Bi-Demographic Changes and Current Account using SVAR Modeling
by Hassan B. Ghassan & Hassan R. Al-Hajhoj & Faruk Balli
- 1803.10883 Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework
by Alessandro Casini
- 1803.10881 Continuous Record Asymptotics for Change-Points Models
by Alessandro Casini & Pierre Perron
- 1803.10871 Generalized Laplace Inference in Multiple Change-Points Models
by Alessandro Casini & Pierre Perron
- 1803.10376 Computing the CEV option pricing formula using the semiclassical approximation of path integral
by Axel A. Araneda & Marcelo J. Villena
- 1803.10128 Explicit description of all deflators for market models under random horizon with applications to NFLVR
by Tahir Choulli & Sina Yansori
- 1803.10083 Emergence of Cooperation in the thermodynamic limit
by Colin Benjamin & Shubhayan Sarkar
- 1803.09935 A Perfect Specialization Model for Gravity Equation in Bilateral Trade based on Production Structure
by Majid Einian & Farshad Ranjbar Ravasan
- 1803.09898 On Fairness of Systemic Risk Measures
by Francesca Biagini & Jean-Pierre Fouque & Marco Frittelli & Thilo Meyer-Brandis
- 1803.09514 Cluster analysis of stocks using price movements of high frequency data from National Stock Exchange
by Charu Sharma & Amber Habib & Sunil Bowry
- 1803.09452 Panel Data Analysis with Heterogeneous Dynamics
by Ryo Okui & Takahide Yanagi
- 1803.09444 Cliquet option pricing with Meixner processes
by Markus Hess
- 1803.09432 Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates
by Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette
- 1803.09422 The cooling-off effect of price limits in the Chinese stock markets
by Yu-Lei Wan & Gang-Jin Wang & Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou
- 1803.09159 Efficient Discovery of Heterogeneous Quantile Treatment Effects in Randomized Experiments via Anomalous Pattern Detection
by Edward McFowland III & Sriram Somanchi & Daniel B. Neill
- 1803.09020 Schooling Choice, Labour Market Matching, and Wages
by Jacob Schwartz
- 1803.09015 Difference-in-Differences with Multiple Time Periods
by Brantly Callaway & Pedro H. C. Sant'Anna
- 1803.08868 How does monetary policy affect income inequality in Japan? Evidence from grouped data
by Martin Feldkircher & Kazuhiko Kakamu
- 1803.08836 Decentralized Pure Exchange Processes on Networks
by Daniele Cassese & Paolo Pin
- 1803.08831 A structural Heath-Jarrow-Morton framework for consistent intraday, spot, and futures electricity prices
by Wieger Hinderks & Andreas Wagner & Ralf Korn
- 1803.08807 Two-way fixed effects estimators with heterogeneous treatment effects
by Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille
- 1803.08803 Fast swaption pricing in Gaussian term structure models
by Jaehyuk Choi & Sungchan Shin
- 1803.08698 Measurement of the evolution of technology: A new perspective
by Mario Coccia
- 1803.08405 Scaling properties of extreme price fluctuations in Bitcoin markets
by Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar & H. Eugene Stanley & Boris Podobnik
- 1803.08390 Large large-trader activity weakens the long memory of limit order markets
by Kevin Primicerio & Damien Challet
- 1803.08336 Equilibrium Effects of Intraday Order-Splitting Benchmarks
by Jin Hyuk Choi & Kasper Larsen & Duane J. Seppi
- 1803.08218 Causal Inference for Survival Analysis
by Vikas Ramachandra
- 1803.08170 Mislearning from Censored Data: The Gambler's Fallacy and Other Correlational Mistakes in Optimal-Stopping Problems
by Kevin He
- 1803.08169 Financial Contagion in a Generalized Stochastic Block Model
by Nils Detering & Thilo Meyer-Brandis & Konstantinos Panagiotou & Daniel Ritter
- 1803.08166 Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates
by Matteo Basei
- 1803.08160 An Economic Bubble Model and Its First Passage Time
by Angelos Dassios & Luting Li
- 1803.08154 Network and Panel Quantile Effects Via Distribution Regression
by Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner
- 1803.07951 Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design
by Federico A. Bugni & Ivan A. Canay
- 1803.07904 A path integral based model for stocks and order dynamics
by Giovanni Paolinelli & Gianni Arioli
- 1803.07843 Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization
by Alan White
- 1803.07720 Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments
by Ruimeng Hu
- 1803.07590 On the Basel Liquidity Formula for Elliptical Distributions
by Janine Balter & Alexander J. McNeil
- 1803.07514 Testing for Unobserved Heterogeneous Treatment Effects with Observational Data
by Yu-Chin Hsu & Ta-Cheng Huang & Haiqing Xu
- 1803.07247 Sparse Reduced Rank Regression With Nonconvex Regularization
by Ziping Zhao & Daniel P. Palomar
- 1803.07216 Mixing LSMC and PDE Methods to Price Bermudan Options
by David Farahany & Kenneth Jackson & Sebastian Jaimungal
- 1803.07164 Adversarial Generalized Method of Moments
by Greg Lewis & Vasilis Syrgkanis
- 1803.07152 Exploring the predictability of range-based volatility estimators using RNNs
by G'abor Petneh'azi & J'ozsef G'all
- 1803.07138 Fear Universality and Doubt in Asset price movements
by Igor Rivin
- 1803.07041 Spatial risk measures and rate of spatial diversification
by Erwan Koch
- 1803.07021 Jumping VaR: Order Statistics Volatility Estimator for Jumps Classification and Market Risk Modeling
by Luca Spadafora & Francesca Sivero & Nicola Picchiotti
- 1803.06922 Approximation of Some Multivariate Risk Measures for Gaussian Risks
by E. Hashorva
- 1803.06917 Universal features of price formation in financial markets: perspectives from Deep Learning
by Justin Sirignano & Rama Cont
- 1803.06738 Large-Scale Dynamic Predictive Regressions
by Daniele Bianchi & Kenichiro McAlinn
- 1803.06653 Modeling stock markets through the reconstruction of market processes
by Jo~ao Pedro Rodrigues do Carmo
- 1803.06460 Mean Reverting Portfolios via Penalized OU-Likelihood Estimation
by Jize Zhang & Tim Leung & Aleksandr Y. Aravkin
- 1803.06401 Evaluating Conditional Cash Transfer Policies with Machine Learning Methods
by Tzai-Shuen Chen
- 1803.06386 Forecasting Economics and Financial Time Series: ARIMA vs. LSTM
by Sima Siami-Namini & Akbar Siami Namin
- 1803.06223 Efficient construction of threshold networks of stock markets
by Xin-Jian Xu & Kuo Wang & Liucun Zhu & Li-Jie Zhang
- 1803.06108 Business Cycles in Economics
by Viktor O. Ledenyov & Dimitri O. Ledenyov
- 1803.06035 Reputation is required for cooperation to emerge in dynamic networks
by Jose A. Cuesta & Carlos Gracia-L'azaro & Yamir Moreno & Angel S'anchez
- 1803.05861 Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises
by Ludovic Cales & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos
- 1803.05831 Technical Uncertainty in Real Options with Learning
by Ali Al-Aradi & Alvaro Cartea & Sebastian Jaimungal
- 1803.05819 Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management
by Ali Al-Aradi & Sebastian Jaimungal
- 1803.05690 Optimal liquidity-based trading tactics
by Charles-Albert Lehalle & Othmane Mounjid & Mathieu Rosenbaum
- 1803.05663 Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model
by Spencer Wheatley & Didier Sornette & Tobias Huber & Max Reppen & Robert N. Gantner
- 1803.05659 Does agricultural subsidies foster Italian southern farms? A Spatial Quantile Regression Approach
by Marusca De Castris & Daniele Di Gennaro
- 1803.05513 Limitations of P-Values and $R^2$ for Stepwise Regression Building: A Fairness Demonstration in Health Policy Risk Adjustment
by Sherri Rose & Thomas G. McGuire
- 1803.05244 Stochastic Dynamic Utilities and Inter-Temporal Preferences
by Marco Maggis & Andrea Maran
- 1803.05075 Stock Price Prediction using Principle Components
by Mahsa Ghorbani & Edwin K. P. Chong
- 1803.05002 An Endogenous Mechanism of Business Cycles
by Dimitri Kroujiline & Maxim Gusev & Dmitry Ushanov & Sergey V. Sharov & Boris Govorkov
- 1803.04991 Inference on a Distribution from Noisy Draws
by Koen Jochmans & Martin Weidner
- 1803.04894 A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics
by Giuseppe Buccheri & Giacomo Bormetti & Fulvio Corsi & Fabrizio Lillo
- 1803.04892 Theoretical and empirical analysis of trading activity
by Mathias Pohl & Alexander Ristig & Walter Schachermayer & Ludovic Tangpi
- 1803.04593 How Smart Are `Water Smart Landscapes'?
by Christa Brelsford & Joshua K. Abbott
- 1803.04591 A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control
by Atul Deshpande & B. Ross Barmish
- 1803.04585 Categorizing Variants of Goodhart's Law
by David Manheim & Scott Garrabrant
- 1803.04532 Minimising the expectation value of the procurement cost in electricity markets based on the prediction error of energy consumption
by Naoya Yamaguchi & Maiya Hori & Yoshinari Ideguchi
- 1803.04483 Pathwise moderate deviations for option pricing
by Antoine Jacquier & Konstantinos Spiliopoulos
- 1803.04213 Robust utility maximization in markets with transaction costs
by Huy N. Chau & Miklos Rasonyi
- 1803.04094 Mean Field Games with Partial Information for Algorithmic Trading
by Philippe Casgrain & Sebastian Jaimungal
- 1803.03996 Matching distributions: Recovery of implied physical densities from option prices
by Jarno Talponen
- 1803.03941 Calibration of Local Volatility Model with Stochastic Interest Rates by Efficient Numerical PDE Method
by Julien Hok & Shih-Hau Tan
- 1803.03861 Reality-check for Econophysics: Likelihood-based fitting of physics-inspired market models to empirical data
by Nils Bertschinger & Iurii Mozzhorin & Sitabhra Sinha
- 1803.03573 Bayesian mean-variance analysis: Optimal portfolio selection under parameter uncertainty
by David Bauder & Taras Bodnar & Nestor Parolya & Wolfgang Schmid
- 1803.03477 Behavioural effects on XVA
by Chris Kenyon & Hayato Iida
- 1803.03394 A study of strategy to the remove and ease TBT for increasing export in GCC6 countries
by YongJae Kim
- 1803.03364 Efficient Pricing of Barrier Options on High Volatility Assets using Subset Simulation
by Keegan Mendonca & Vasileios E. Kontosakos & Athanasios A. Pantelous & Konstantin M. Zuev
- 1803.03088 Classification of cryptocurrency coins and tokens by the dynamics of their market capitalisations
by Ke Wu & Spencer Wheatley & Didier Sornette
- 1803.02974 Optimal Portfolio Design for Statistical Arbitrage in Finance
by Ziping Zhao & Rui Zhou & Zhongju Wang & Daniel P. Palomar
- 1803.02962 Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain
by Yong Jiang & Zhongbao Zhou
- 1803.02887 A first look at browser-based Cryptojacking
by Shayan Eskandari & Andreas Leoutsarakos & Troy Mursch & Jeremy Clark
- 1803.02872 The nested structural organization of the worldwide trade multi-layer network
by Luiz G. A. Alves & Giuseppe Mangioni & Isabella Cingolani & Francisco A. Rodrigues & Pietro Panzarasa & Yamir Moreno
- 1803.02570 An ontological investigation of unimaginable events
by Thomas Santoli & Christoph Siebenbrunner
- 1803.02546 Pareto optimal moral-hazard-free insurance contracts in behavioral finance framework
by Zuo Quan Xu
- 1803.02486 Pricing index options by static hedging under finite liquidity
by John Armstrong & Teemu Pennanen & Udomsak Rakwongwan
- 1803.02415 Almost Sure Uniqueness of a Global Minimum Without Convexity
by Gregory Cox