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Content
2024
- 2411.12725 Reinforcement Learning, Collusion, and the Folk Theorem
by Galit Askenazi-Golan & Domenico Mergoni Cecchelli & Edward Plumb
- 2411.12714 Scoring and Favoritism in Optimal Procurement Design
by Pasha Andreyanov & Ilia Krasikov & Alex Suzdaltsev
- 2411.12655 The Distributional Effects of Economic Uncertainty
by Florian Huber & Massimiliano Marcellino & Tommaso Tornese
- 2411.12543 Germany's Tax Revenue and its Total Administrative Cost
by Christopher Mantzaris & Ajda Fov{s}ner
- 2411.12533 Quasi-stability notions in two-sided matching models
by Nadia Gui~naz'u & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2411.12522 Canonical insurance models: stochastic equations and comparison theorems
by Marcus C. Christiansen & Christian Furrer
- 2411.12509 During and after COVID-19: What happened to the home advantage in Germany's first football division?
by Thorsten Schank & Vivien Voigt & Christian Orthey
- 2411.12412 Procompetitive effects of vertical takeovers. Evidence from the European Union
by Chiara Bellucci & Armando Rungi
- 2411.12375 Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach
by Liang Hou & Hao Yu & Guosong Xu
- 2411.12323 Mirror Descent Algorithms for Risk Budgeting Portfolios
by Martin Arnaiz Iglesias & Adil Rengim Cetingoz & Noufel Frikha
- 2411.12128 The Role of Accuracy and Validation Effectiveness in Conversational Business Analytics
by Adem Alparslan
- 2411.12110 Impacto Redistributivo da Reforma da Tributacao do Consumo no Brasil: Simulacoes Baseadas no PLP68/2004
by Rozane Bezerra de Siqueira & Jose Ricardo Bezerra Nogueira & Carlos Feitosa Luna
- 2411.12036 Prediction-Guided Active Experiments
by Ruicheng Ao & Hongyu Chen & David Simchi-Levi
- 2411.12013 Pricing Weather Derivatives: A Time Series Neural Network Approach
by Marco Hening-Tallarico & Pablo Olivares
- 2411.11853 Chat Bankman-Fried: an Exploration of LLM Alignment in Finance
by Claudia Biancotti & Carolina Camassa & Andrea Coletta & Oliver Giudice & Aldo Glielmo
- 2411.11848 Robust Graph Neural Networks for Stability Analysis in Dynamic Networks
by Xin Zhang & Zhen Xu & Yue Liu & Mengfang Sun & Tong Zhou & Wenying Sun
- 2411.11847 Modelling financial returns with mixtures of generalized normal distributions
by Pierdomenico Duttilo
- 2411.11828 Reinterpreting Delay and Procrastination
by Conrad Kosowsky
- 2411.11810 Projection onto the core: An optimal reallocation to correct market failure
by Dylan Laplace Mermoud
- 2411.11748 Debiased Regression for Root-N-Consistent Conditional Mean Estimation
by Masahiro Kato
- 2411.11625 Modeling the Modeler: A Normative Theory of Experimental Design
by Fernando Payr'o & Evan Piermont
- 2411.11606 Direct Fractional Auction
by Dmitriy Taubman & Boris Gleyzer & Ke Yang & Farhad Rassekh
- 2411.11589 The Impact of the General Data Protection Regulation (GDPR) on Online Usage Behavior
by Klaus M. Miller & Julia Schmitt & Bernd Skiera
- 2411.11559 Treatment Effect Estimators as Weighted Outcomes
by Michael C. Knaus
- 2411.11522 Robust Bernoulli mixture models for credit portfolio risk
by Jonathan Ansari & Eva Lutkebohmert
- 2411.11408 Multidimensional specific relative entropy between continuous martingales
by Julio Backhoff & Edoardo Kimani Bellotto
- 2411.11186 Disagreement Spillovers
by Giampaolo Bonomi
- 2411.11183 Competition, Persuasion, and Search
by Teddy Mekonnen & Bobak Pakzad-Hurson
- 2411.11131 On Truthful Mechanisms without Pareto-efficiency: Characterizations and Fairness
by Moshe Babaioff & Noam Manaker Morag
- 2411.11059 Financial News-Driven LLM Reinforcement Learning for Portfolio Management
by Ananya Unnikrishnan
- 2411.11058 Econometrics and Formalism of Psychological Archetypes of Scientific Workers with Introverted Thinking Type
by Eldar Knar
- 2411.10959 Program Evaluation with Remotely Sensed Outcomes
by Ashesh Rambachan & Rahul Singh & Davide Viviano
- 2411.10956 IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers
by Hanwool Lee & Heehwan Park
- 2411.10768 Building Interpretable Climate Emulators for Economics
by Aryan Eftekhari & Doris Folini & Aleksandra Friedl & Felix Kubler & Simon Scheidegger & Olaf Schenk
- 2411.10728 Air Pollution and Under-5 Child Mortality: Evidence from China's Coal Power Plant Phase-out Policy
by X. Liu & H. Yu
- 2411.10726 Some Computations for Optimal Execution with Monotone Strategies
by Yan Dolinsky
- 2411.10628 Feature Importance of Climate Vulnerability Indicators with Gradient Boosting across Five Global Cities
by Lidia Cano Pecharroman & Melissa O. Tier & Elke U. Weber
- 2411.10600 Monetary Incentives, Landowner Preferences: Estimating Cross-Elasticities in Farmland Conversion to Renewable Energy
by Chad Fiechter & Binayak Kunwar & Guy Tchuente
- 2411.10584 Social Learning in Lung Transplant Decision
by Laura Doval & Federico Echenique Wanying Huang & Yi Xin
- 2411.10496 Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making
by Jian Guo & Saizhuo Wang & Yiyan Qi
- 2411.10415 Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly
by Michal Koles'ar & Mikkel Plagborg-M{o}ller
- 2411.10386 The role of debt valuation factors in systemic risk assessment
by Kamil Fortuna & Janusz Szwabi'nski
- 2411.10325 Bitcoin Research with a Transaction Graph Dataset
by Hugo Schnoering & Michalis Vazirgiannis
- 2411.10314 Estimating the Cost of Informal Care with a Novel Two-Stage Approach to Individual Synthetic Control
by Maria Petrillo & Daniel Valdenegro Ibarra & Charles Rahal & Yanan Zhang & Gwilym Pryce & Matthew R. Bennett
- 2411.10278 The Link Between Large Scientific Collaboration and Productivity. Rethinking How to Estimate the Monetary Value of Publications
by Francesco Giffoni & Emanuela Sirtori & Louis Colnot
- 2411.10139 Some remarks on the effect of risk sharing and diversification for infinite mean risks
by Alfred Muller
- 2411.10079 Deep Hedging Bermudan Swaptions
by Kenjiro Oya
- 2411.10009 Semiparametric inference for impulse response functions using double/debiased machine learning
by Daniele Ballinari & Alexander Wehrli
- 2411.09937 Refined and Segmented Price Sentiment Indices from Survey Comments
by Masahiro Suzuki & Hiroki Sakaji
- 2411.09899 Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks
by Yaacov Kopeliovich & Michael Pokojovy
- 2411.09869 Natural resources balance sheets accounting: theoretical framework and practice in the Shaanxi province of China
by Wentao Wang & Guoping Li & Andreas Kontoleon & Yiming Ma & Weishan Guo
- 2411.09856 InvestESG: A multi-agent reinforcement learning benchmark for studying climate investment as a social dilemma
by Xiaoxuan Hou & Jiayi Yuan & Joel Z. Leibo & Natasha Jaques
- 2411.09817 Dynamic Envy-Free Permanency in Child Welfare Systems
by Terence Highsmith
- 2411.09808 Sharp Testable Implications of Encouragement Designs
by Yuehao Bai & Max Tabord-Meehan
- 2411.09771 Bayesian estimation of finite mixtures of Tobit models
by Caio Waisman
- 2411.09676 On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
by Tong Pu & Yunran Wei & Yiying Zhang
- 2411.09659 A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging
by Xianhua Peng & Xiang Zhou & Bo Xiao & Yi Wu
- 2411.09657 Asymptotics of Sum of Heavy-tailed Risks with Copulas
by Fan Yang & Yi Zhang
- 2411.09644 Neural Operators Can Play Dynamic Stackelberg Games
by Guillermo Alvarez & Ibrahim Ekren & Anastasis Kratsios & Xuwei Yang
- 2411.09586 Commodity Booms, Local State Capacity, and Development
by Dafne Murillo & Sebastian Sardon
- 2411.09517 Randomized Truthful Auctions with Learning Agents
by Gagan Aggarwal & Anupam Gupta & Andres Perlroth & Grigoris Velegkas
- 2411.09452 Sparse Interval-valued Time Series Modeling with Machine Learning
by Haowen Bao & Yongmiao Hong & Yuying Sun & Shouyang Wang
- 2411.09258 On Asymptotic Optimality of Least Squares Model Averaging When True Model Is Included
by Wenchao Xu & Xinyu Zhang
- 2411.09221 Difference-in-Differences with Sample Selection
by Gayani Rathnayake & Akanksha Negi & Otavio Bartalotti & Xueyan Zhao
- 2411.09218 On the (Mis)Use of Machine Learning with Panel Data
by Augusto Cerqua & Marco Letta & Gabriele Pinto
- 2411.09191 Informational Puts
by Andrew Koh & Sivakorn Sanguanmoo & Kei Uzui
- 2411.09149 A Strategic Topology on Information Structures
by Dirk Bergemann & Stephen Morris & Rafael Veiel
- 2411.08967 An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
by Graham L. Giller
- 2411.08899 FinVision: A Multi-Agent Framework for Stock Market Prediction
by Sorouralsadat Fatemi & Yuheng Hu
- 2411.08864 Isotropic Correlation Models for the Cross-Section of Equity Returns
by Graham L. Giller
- 2411.08826 The Structure of the U.S. Income Distribution
by Conrad Kosowsky
- 2411.08804 FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
by Tianyu Zhou & Pinqiao Wang & Yilin Wu & Hongyang Yang
- 2411.08763 Multi-asset return risk measures
by Christian Laudag'e & Felix-Benedikt Liebrich & Jorn Sass
- 2411.08726 Analyst Reports and Stock Performance: Evidence from the Chinese Market
by Rui Liu & Jiayou Liang & Haolong Chen & Yujia Hu
- 2411.08720 How Wash Traders Exploit Market Conditions in Cryptocurrency Markets
by Hunter Ng
- 2411.08668 A Machine Learning Algorithm for Finite-Horizon Stochastic Control Problems in Economics
by Xianhua Peng & Steven Kou & Lekang Zhang
- 2411.08637 Robot See, Robot Do: Imitation Reward for Noisy Financial Environments
by Sven Goluv{z}a & Tomislav Kovav{c}evi'c & Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar
- 2411.08601 Does the Gini index represent people's views on inequality?
by Gaelle Aymeric & Brice Magdalou
- 2411.08491 Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions
by Sihui Zhao & Xinbo Wang & Lin Liu & Xin Zhang
- 2411.08483 Industrial symbiosis: How to apply successfully
by Limor Hatsor & Artyom Jelnov
- 2411.08471 Equilibrium Cycle: A "Dynamic" Equilibrium
by Tushar Shankar Walunj & Shiksha Singhal & Veeraruna Kavitha & Jayakrishnan Nair
- 2411.08452 Complementing Carbon Credits from Forest-Related Activities with Biodiversity Insurance and Resilience Value
by Hanna Fiegenbaum
- 2411.08419 Orchestrating Organizational Politics: Baron and Ferejohn Meet Tullock
by Qiang Fu & Zenan Wu & Yuxuan Zhu
- 2411.08404 Quantifying Qualitative Insights: Leveraging LLMs to Market Predict
by Hoyoung Lee & Youngsoo Choi & Yuhee Kwon
- 2411.08382 Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
by Abdul Rahman & Neelesh Upadhye
- 2411.08350 How Transit Countries Become Refugee Destinations: Insights from Central and Eastern Europe
by Liliana Harding & Ciprian Panzaru
- 2411.08263 On the Welfare (Ir)Relevance of Two-Stage Models
by Mikhail Freer & Hassan Nosratabadi
- 2411.08246 New approaches of the DCC-GARCH residual: Application to foreign exchange rates
by Kenichiro Shiraya & Kanji Suzuki & Tomohisa Yamakami
- 2411.08188 MSTest: An R-Package for Testing Markov Switching Models
by Gabriel Rodriguez-Rondon & Jean-Marie Dufour
- 2411.08174 Estimating Variability in Hospital Charges: The Case of Cesarean Section
by Anna Perfilyeva & Vittal Raghavendra Miskin & Ryan Aven & Craig Drohan & Huthaifa I. Ashqar
- 2411.08145 Automated Market Making: the case of Pegged Assets
by Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant & Julien Guilbert
- 2411.08067 A note on the Cobb-Douglas function
by Richard Vale
- 2411.08053 We must re-evaluate assumptions about carbon trading for effective climate change mitigation
by Alyssa R. Pfadt-Trilling & Marie-Odile P. Fortier
- 2411.08026 Incentive Design with Spillovers
by Krishna Dasaratha & Benjamin Golub & Anant Shah
- 2411.07978 Doubly Robust Regression Discontinuity Designs
by Masahiro Kato
- 2411.07952 Matching $\leq$ Hybrid $\leq$ Difference in Differences
by Yechan Park & Yuya Sasaki
- 2411.07949 Optimization Thresholding Problem
by Chutian Ma & Paul Smith
- 2411.07851 Mechanisms for a dynamic many-to-many school choice problem
by Adriana Amieva & Agust'in Bonifacio & Pablo Neme
- 2411.07817 Impact of R&D and AI Investments on Economic Growth and Credit Rating
by Davit Gondauri & Ekaterine Mikautadze
- 2411.07808 Spatial Competition on Psychological Pricing Strategies: Preliminary Evidence from an Online Marketplace
by Magdalena Schindl & Felix Reichel
- 2411.07732 Implementing Dynamic Pricing Across Multiple Pricing Groups in Real Estate
by Lev Razumovskiy & Mariya Gerasimova & Nikolay Karenin & Mikhail Safro
- 2411.07674 The relationship between general equilibrium models with infinite-lived agents and overlapping generations models, and some applications
by Ngoc-Sang Pham
- 2411.07604 Dynamic Evolutionary Game Analysis of How Fintech in Banking Mitigates Risks in Agricultural Supply Chain Finance
by Qiang Wan & Jun Cui
- 2411.07585 Reinforcement Learning Framework for Quantitative Trading
by Alhassan S. Yasin & Prabdeep S. Gill
- 2411.07421 An Empirical Implementation of the Shadow Riskless Rate
by Davide Lauria & JiHo Park & Yuan Hu & W. Brent Lindquist & Svetlozar T. Rachev & Frank J. Fabozzi
- 2411.07212 Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
by Tiantian Mao & Gilles Stupfler & Fan Yang
- 2411.07203 Estimation of the Adjusted Standard-deviatile for Extreme Risks
by Haoyu Chen & Tiantian Mao & Fan Yang
- 2411.07166 The Shapley index for music streaming platforms
by Gustavo Berganti~nos & Juan D. Moreno-Ternero
- 2411.07031 Evaluating the Accuracy of Chatbots in Financial Literature
by Orhan Erdem & Kristi Hassett & Feyzullah Egriboyun
- 2411.06998 Voting behind the Veil of Ignorance
by Boris Ginzburg
- 2411.06875 NGO Activism: Exposure vs. Influence
by Michele Fioretti & Victor Saint-Jean & Simon C. Smith
- 2411.06862 The Impact of the General Data Protection Regulation (GDPR) on Online Tracking
by Klaus M. Miller & Karlo Lukic & Bernd Skiera
- 2411.06847 Human game experiment to verify the equilibrium selection controlled by design
by Wang Zhijian & Shan Lixia & Yao Qinmei & Wang Yijia
- 2411.06640 Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
by Hengxin Cui & Ken Seng Tan & Fan Yang
- 2411.06566 A Fully Analog Pipeline for Portfolio Optimization
by James S. Cummins & Natalia G. Berloff
- 2411.06545 A dynamic auction for multilateral collaboration
by Chao Huang
- 2411.06484 ajdmom: a Python Package for Deriving Moment Formulas of Affine Jump Diffusion Processes
by Yan-Feng Wu & Jian-Qiang Hu
- 2411.06389 Optimal Execution with Reinforcement Learning
by Yadh Hafsi & Edoardo Vittori
- 2411.06337 The labour and resource use requirements of a good life for all
by Chris McElroy & Daniel W. O'Neill
- 2411.06327 Return-forecasting and Volatility-forecasting Power of On-chain Activities in the Cryptocurrency Market
by Yeguang Chi & Qionghua & Chu & Wenyan Hao
- 2411.06312 Multidimensional Screening with Rich Consumer Data
by Mira Frick & Ryota Iijima & Yuhta Ishii
- 2411.06285 Allocating Positional Goods: A Mechanism Design Approach
by Peiran Xiao
- 2411.06240 Axiomatic characterizations of some simple risk-sharing rules
by Jan Dhaene & Rodrigue Kazzi & Emiliano A. Valdez
- 2411.06185 Sensitivity Analysis of emissions Markets: A Discrete-Time Radner Equilibrium Approach
by St'ephane Cr'epey & Mekonnen Tadese & Gauthier Vermandel
- 2411.06110 Can ESG Investment and the Implementation of the New Environmental Protection Law Enhance Public Subjective Well-being?
by Hambur Wang
- 2411.06095 Green antitrust conundrum: Collusion with social goals
by Nigar Hashimzade & Limor Hatsor & Artyom Jelnov
- 2411.06080 The lexical ratio: A new perspective on portfolio diversification
by Sayyed Faraz Mohseni & Hamid R. Arian & Jean-Franc{c}ois B'egin
- 2411.06076 BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges
by Aleksandr Simonyan
- 2411.05998 Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation
by Achintya Gopal
- 2411.05951 Approaching multifractal complexity in decentralized cryptocurrency trading
by Marcin Wk{a}torek & Marcin Kr'olczyk & Jaros{l}aw Kwapie'n & Tomasz Stanisz & Stanis{l}aw Dro.zd.z
- 2411.05938 Distinguishing Strong from Weak Signals in Economic Forecasts
by Eric Vansteenberghe
- 2411.05829 Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization
by Shamima Nasrin Tumpa & Kehelwala Dewage Gayan Maduranga
- 2411.05815 Graph Neural Networks for Financial Fraud Detection: A Review
by Dawei Cheng & Yao Zou & Sheng Xiang & Changjun Jiang
- 2411.05807 Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios
by Peter Cotton
- 2411.05803 Daily Liquidity Jump and Diffusion, and Treatment on Crypto Wash Trading
by Qi Deng & Zhong-Guo Zhou
- 2411.05801 Do LLM Personas Dream of Bull Markets? Comparing Human and AI Investment Strategies Through the Lens of the Five-Factor Model
by Harris Borman & Anna Leontjeva & Luiz Pizzato & Max Kun Jiang & Dan Jermyn
- 2411.05791 Forecasting Company Fundamentals
by Felix Divo & Eric Endress & Kevin Endler & Kristian Kersting & Devendra Singh Dhami
- 2411.05790 Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction
by Jue Xiao & Tingting Deng & Shuochen Bi
- 2411.05788 News-Driven Stock Price Forecasting in Indian Markets: A Comparative Study of Advanced Deep Learning Models
by Kaushal Attaluri & Mukesh Tripathi & Srinithi Reddy & Shivendra
- 2411.05758 On the limiting variance of matching estimators
by Songliang Chen & Fang Han
- 2411.05695 Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model
by Massimiliano Marcellino & Andrea Renzetti & Tommaso Tornese
- 2411.05629 Nowcasting distributions: a functional MIDAS model
by Massimiliano Marcellino & Andrea Renzetti & Tommaso Tornese
- 2411.05601 Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series
by Alain Hecq & Ivan Ricardo & Ines Wilms
- 2411.05574 Parameterized Voter Relevance in Facility Location Games with Tree-Shaped Invitation Graphs
by Ryoto Ando & Kei Kimura & Taiki Todo & Makoto Yokoo
- 2411.05567 Workers as Partners: a Theory of Responsible Firms in Labor Markets
by Francesco Del Prato & Marc Fleurbaey
- 2411.05506 Higher education funding: The value of choice
by Limor Hatsor & Ronen Bar-El
- 2411.05470 Model-free portfolio allocation in continuous-time
by Henry Chiu
- 2411.05425 Multi-asset and generalised Local Volatility. An efficient implementation
by Olivier Deloire & Louis Roth
- 2411.05417 Optimal reinsurance and investment via stochastic projected gradient method based on Malliavin calculus
by Yuta Otsuki & Shotaro Yagishita
- 2411.05257 Enforcing asymptotic behavior with DNNs for approximation and regression in finance
by Hardik Routray & Bernhard Hientzsch
- 2411.05220 Inference for Treatment Effects Conditional on Generalized Principal Strata using Instrumental Variables
by Yuehao Bai & Shunzhuang Huang & Sarah Moon & Andres Santos & Azeem M. Shaikh & Edward J. Vytlacil
- 2411.05032 Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents
by Aleksei Pastushkov
- 2411.05013 Enhancing literature review with LLM and NLP methods. Algorithmic trading case
by Stanis{l}aw {L}aniewski & Robert 'Slepaczuk
- 2411.04880 Bridging an energy system model with an ensemble deep-learning approach for electricity price forecasting
by Souhir Ben Amor & Thomas Mobius & Felix Musgens
- 2411.04841 Robust Regulation of Labour Contracts
by Th'eo Durandard & Alexis Ghersengorin
- 2411.04808 Words that Move Markets- Quantifying the Impact of RBI's Monetary Policy Communications on Indian Financial Market
by Rohit Kumar & Sourabh Bikas Paul & Nikita Singh
- 2411.04788 Enhancing Investment Analysis: Optimizing AI-Agent Collaboration in Financial Research
by Xuewen Han & Neng Wang & Shangkun Che & Hongyang Yang & Kunpeng Zhang & Sean Xin Xu
- 2411.04751 On the Extent, Correlates, and Consequences of Reporting Bias in Survey Wages
by Marco Caliendo & Katrin Huber & Ingo E. Isphording & Jakob Wegmann
- 2411.04640 The role of expansion strategies and operational attributes on hotel performance: a compositional approach
by Carles Mulet-Forteza & Berta Ferrer-Rosell & Onofre Martorell Cunill & Salvador Linares-Mustar'os
- 2411.04616 Optimal Execution under Incomplete Information
by Etienne Chevalier & Yadh Hafsi & Vathana Ly Vath
- 2411.04450 Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions
by Heshani Madigasekara & D. S. Poskitt & Lina Zhang & Xueyan Zhao
- 2411.04380 Identification of Long-Term Treatment Effects via Temporal Links, Observational, and Experimental Data
by Filip Obradovi'c
- 2411.04339 Economic evaluation of empowering older patients transitioning from hospital to home: Trial-based analysis of the 'Your Care Needs You' intervention
by Alfredo Palacios & Simon Walker & Beth Woods & Gerry Richardson
- 2411.04321 Robust and Fast Bass local volatility
by Hao Qin & Charlie Che & Ruozhong Yang & Liming Feng
- 2411.04312 Lee Bounds with a Continuous Treatment in Sample Selection
by Ying-Ying Lee & Chu-An Liu
- 2411.04286 Bounded Rationality in Central Bank Communication
by Wonseong Kim & Choong Lyol Lee
- 2411.04262 Sequential optimal contracting in continuous time
by Guillermo Alonso Alvarez & Erhan Bayraktar & Ibrahim Ekren & Liwei Huang
- 2411.04259 Artificial Intelligence in Financial Forecasting: Analyzing the Suitability of AI Models for Dollar/TL Exchange Rate Predictions
by Asef Yelghi & Aref Yelghi & Shirmohammad Tavangari
- 2411.04239 An Adversarial Approach to Identification and Inference
by Irene Botosaru & Isaac Loh & Chris Muris
- 2411.04072 Comparing Electoral Polarization Levels
by Boris Ginzburg
- 2411.04041 Volatility Parametrizations with Random Coefficients: Analytic Flexibility for Implied Volatility Surfaces
by Nicola F. Zaugg & Leonardo Perotti & Lech A. Grzelak
- 2411.03922 Corporate Fundamentals and Stock Price Co-Movement
by Lyuhong Wang & Jiawei Jiang & Yang Zhao
- 2411.03779 Multilingual hierarchical classification of job advertisements for job vacancy statistics
by Maciej Berk{e}sewicz & Marek Wydmuch & Herman Cherniaiev & Robert Pater
- 2411.03699 Zero-Coupon Treasury Yield Curve with VIX as Stochastic Volatility
by Jihyun Park & Andrey Sarantsev
- 2411.03625 Identification and Inference in General Bunching Designs
by Myunghyun Song
- 2411.03616 Hiring as Exploration
by Danielle Li & Lindsey Raymond & Peter Bergman
- 2411.03608 From Design to Disclosure
by S. Nageeb Ali & Andreas Kleiner & Kun Zhang
- 2411.03583 Beyond Regularity: Simple versus Optimal Mechanisms, Revisited
by Yiding Feng & Yaonan Jin
- 2411.03530 Improving precision of A/B experiments using trigger intensity
by Tanmoy Das & Dohyeon Lee & Arnab Sinha
- 2411.03502 Adaptive Shock Compensation in the Multi-layer Network of Global Food Production and Trade
by Sophia Baum & Moritz Laber & Martin Bruckner & Liuhuaying Yang & Stefan Thurner & Peter Klimek
- 2411.03402 Climate AI for Corporate Decarbonization Metrics Extraction
by Aditya Dave & Mengchen Zhu & Dapeng Hu & Sachin Tiwari
- 2411.03361 Age Normalized Testosterone Peaks at Series B for Male Startup Founders
by Jordan Moradian & Michael Dubrovsky & Megha Sama & Pavel Korecky & Sidarth Kulkarni & Yaniv Goder & Diedrik Vermeulen
- 2411.03241 Troll Farms
by Philipp Denter & Boris Ginzburg
- 2411.03217 A Personal data Value at Risk Approach
by Luis Enriquez
- 2411.03209 Gender Differences in Comparative Advantage Matches: Evidence from Linked Employer-Employee Data
by Hugo Sant'Anna
- 2411.03208 Randomly Assigned First Differences?
by Cl'ement de Chaisemartin
- 2411.03140 The Impact of Medicaid Expansion on Medicare Quality Measures
by Hala Algrain & Elizabeth Cardosa & Shekha Desai & Eugene Fong & Tanguy Ringoir & Huthaifa I. Ashqar
- 2411.03116 Generative AI and Security Operations Center Productivity: Evidence from Live Operations
by James Bono & Justin Grana & Alec Xu
- 2411.03035 Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)
by Quechen Yang
- 2411.03026 Robust Market Interventions
by Andrea Galeotti & Benjamin Golub & Sanjeev Goyal & Eduard Talam`as & Omer Tamuz
- 2411.02963 Global Value Chain Linkages and Carbon Emissions embodied in trade, An Evidence from Emerging Economies: Uncovering Connections
by Sakshi Bhayana & Biswajit Nag
- 2411.02947 Time-Causal VAE: Robust Financial Time Series Generator
by Beatrice Acciaio & Stephan Eckstein & Songyan Hou
- 2411.02807 It Takes Three to Ceilidh: Pension System and Multidimensional Poverty Mitigation in China
by Yansong David Wang & Tao Louie Xu & Cheng Yuan
- 2411.02804 Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets
by Ayush Jha & Abootaleb Shirvani & Svetlozar T. Rachev & Frank J. Fabozzi
- 2411.02675 Does Regression Produce Representative Causal Rankings?
by Apoorva Lal
- 2411.02668 Assessing the regulatory framework of financial institutions in Canada in the context of international climate risk management practices and Canadian net zero emission targets
by Victor Cardenas
- 2411.02558 Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions
by Jinghan Zhang & Henry Xie & Xinhao Zhang & Kunpeng Liu
- 2411.02531 Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Fr\"uhwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes
by Roberto Casarin & Antonio Peruzzi
- 2411.02520 Short-maturity options on realized variance in local-stochastic volatility models
by Dan Pirjol & Xiaoyu Wang & Lingjiong Zhu