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
2024
- 2408.04509 Robust Market Design with Opaque Announcements
by Aram Grigoryan & Markus Moller
- 2408.04508 Scarce Workers, High Wages?
by Erik-Benjamin Borschlein & Mario Bossler & Martin Popp
- 2408.04385 Non-maximizing policies that fulfill multi-criterion aspirations in expectation
by Simon Dima & Simon Fischer & Jobst Heitzig & Joss Oliver
- 2408.03930 Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens
by Zhan Gao & Hyungsik Roger Moon
- 2408.03926 New fairness criteria for truncated ballots in multi-winner ranked-choice elections
by Adam Graham-Squire & Matthew I. Jones & David McCune
- 2408.03689 The Design and Price of Influence
by Raphael Boleslavsky & Aaron Kolb
- 2408.03659 Firms' Risk Adjustments to Minimum Wage: Financial Leverage and Labor Share Trade-off
by Ying Liang
- 2408.03655 Consumer Transactions Simulation through Generative Adversarial Networks
by Sergiy Tkachuk & Szymon {L}ukasik & Anna Wr'oblewska
- 2408.03594 Forecasting High Frequency Order Flow Imbalance
by Aditya Nittur Anantha & Shashi Jain
- 2408.03579 "The Strength of Weak Ties" Varies Across Viral Channels
by Shan Huang & Yuan Yuan & Yi Ji
- 2408.03530 Robust Identification in Randomized Experiments with Noncompliance
by Yi Cui & D'esir'e K'edagni & Huan Wu
- 2408.03328 Sentiment Analysis of State Bank of Pakistan's Monetary Policy Documents and its Impact on Stock Market
by Aabid Karim & Heman Das Lohano
- 2408.03320 Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer
by Siqiao Zhao & Zhikang Dong & Zeyu Cao & Raphael Douady
- 2408.03181 Correlation emergence in two coupled simulated limit order books
by Dominic Bauer & Derick Diana & Tim Gebbie
- 2408.03147 Risk sharing with Lambda value at risk under heterogeneous beliefs
by Peng Liu & Andreas Tsanakas & Yunran Wei
- 2408.03137 Efficient Asymmetric Causality Tests
by Abdulnasser Hatemi-J
- 2408.03134 Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets
by Christoph Czichowsky & Martin Herdegen & David Martins
- 2408.03116 Centralization in Attester-Proposer Separation
by Mallesh Pai & Max Resnick
- 2408.03034 A Course in Dynamic Optimization
by Bar Light
- 2408.02973 Comparative analysis of stationarity for Bitcoin and the S&P500
by Yaoyue Tang & Karina Arias-Calluari & Michael S. Harr'e
- 2408.02942 The Impossible Trinity of Human Space Usage between Home, Workplace and Amenity
by Shizhen Wang & Stanimira Milcheva
- 2408.02757 A nonparametric test for diurnal variation in spot correlation processes
by Kim Christensen & Ulrich Hounyo & Zhi Liu
- 2408.02700 Inventory problems and the parametric measure $m_{\lambda}$
by Irina Georgescu
- 2408.02694 KAN based Autoencoders for Factor Models
by Tianqi Wang & Shubham Singh
- 2408.02634 CLVR Ordering of Transactions on AMMs
by Robert McLaughlin & Nir Chemaya & Dingyue Liu & Dahlia Malkhi
- 2408.02573 Testing identifying assumptions in Tobit Models
by Santiago Acerenza & Ot'avio Bartalotti & Federico Veneri
- 2408.02558 Peer-induced Fairness: A Causal Approach for Algorithmic Fairness Auditing
by Shiqi Fang & Zexun Chen & Jake Ansell
- 2408.02492 Bargaining via Weber's law
by V. G. Bardakhchyan & A. E. Allahverdyan
- 2408.02477 Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels
by Herv'e Andr`es & Benjamin Jourdain
- 2408.02467 Inferring firm-level supply chain networks with realistic systemic risk from industry sector-level data
by Massimiliano Fessina & Giulio Cimini & Tiziano Squartini & Pablo Astudillo-Est'evez & Stefan Thurner & Diego Garlaschelli
- 2408.02410 Fairness in Multi-Proposer-Multi-Responder Ultimatum Game
by Hana Krakovsk'a & Rudolf Hanel & Mark Broom
- 2408.02401 An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models
by Soren Bettels & Stefan Weber
- 2408.02391 Kullback-Leibler-based characterizations of score-driven updates
by Ramon de Punder & Timo Dimitriadis & Rutger-Jan Lange
- 2408.02355 Quantile Regression using Random Forest Proximities
by Mingshu Li & Bhaskarjit Sarmah & Dhruv Desai & Joshua Rosaler & Snigdha Bhagat & Philip Sommer & Dhagash Mehta
- 2408.02339 Modeling the impact of Climate transition on real estate prices
by Lionel Sopgoui
- 2408.02322 Consistent time travel for realistic interactions with historical data: reinforcement learning for market making
by Vincent Ragel & Damien Challet
- 2408.02289 PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
by J. G. L'opez-Salas & S. P'erez-Rodr'iguez & C. V'azquez
- 2408.02273 Machine Learning-based Relative Valuation of Municipal Bonds
by Preetha Saha & Jingrao Lyu & Dhruv Desai & Rishab Chauhan & Jerinsh Jeyapaulraj & Philip Sommer & Dhagash Mehta
- 2408.02217 Climate-Driven Doubling of U.S. Maize Loss Probability: Interactive Simulation with Neural Network Monte Carlo
by A Samuel Pottinger & Lawson Connor & Brookie Guzder-Williams & Maya Weltman-Fahs & Nick Gondek & Timothy Bowles
- 2408.02137 The indifference value of the weak information
by Fabrice Baudoin & Oleksii Mostovyi
- 2408.02064 A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricing
by Mark Stedman & Luca Capriotti
- 2408.01985 Analysis of Factors Affecting the Entry of Foreign Direct Investment into Indonesia (Case Study of Three Industrial Sectors in Indonesia)
by Tracy Patricia Nindry Abigail Rolnmuch & Yuhana Astuti
- 2408.01898 Efficient simulation of the SABR model
by Jaehyuk Choi & Lilian Hu & Yue Kuen Kwok
- 2408.01887 The Logic of Political Survival Revisited: Consequences of Elite Uncertainty Under Authoritarian Rule
by Tamar Zeilberger
- 2408.01782 Are EU low-carbon structural funds efficient in reducing emissions?
by Marco Due~nas & Antoine Mandel
- 2408.01772 Investment strategies based on forecasts are (almost) useless
by Michael Weba
- 2408.01673 Strategic Analysis of Fair Rank-Minimizing Mechanisms with Agent Refusal Option
by Yasunori Okumura
- 2408.01642 Neural Term Structure of Additive Process for Option Pricing
by Jimin Lin & Guixin Liu
- 2408.01499 NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
by Achintya Gopal
- 2408.01470 SABR/LIBOR market models: pricing and calibration for some interest rate derivatives
by A. M. Ferreiro & J. A. Garc'ia & J. G. L'opez-Salas & C. V'azquez
- 2408.01387 NeuralBeta: Estimating Beta Using Deep Learning
by Yuxin Liu & Jimin Lin & Achintya Gopal
- 2408.01317 Harmful choices
by Angelo Petralia
- 2408.01309 Towards fair roads -- Why we should & how to improve the fairness in traffic engineering
by Kevin Riehl & Anastasios Kouvelas & Michail Makridis
- 2408.01250 Persuading an inattentive and privately informed receiver
by Pietro Dall'Ara
- 2408.01208 Distributional Difference-in-Differences Models with Multiple Time Periods: A Monte Carlo Analysis
by Andrea Ciaccio
- 2408.01185 Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
by A. Agarwal & S. De Marco & E. Gobet & J. G. Lopez-Salas & F. Noubiagain & A. Zhou
- 2408.01023 Distilling interpretable causal trees from causal forests
by Patrick Rehill
- 2408.01017 Application of Superconducting Technology in the Electricity Industry: A Game-Theoretic Analysis of Government Subsidy Policies and Power Company Equipment Upgrade Decisions
by Mingyang Li & Maoqin Yuan & Han Pengsihua & Yuan Yuan & Zejun Wang
- 2408.00928 How much should you pay for restaking security?
by Tarun Chitra & Mallesh Pai
- 2408.00885 A Perfect Storm: First-Nature Geography and Economic Development
by Christian Vedel
- 2408.00784 Evaluating Microscopic and Macroscopic Models for Derivative Contracts on Commodity Indices
by Alberto Manzano & Emanuele Nastasi & Andrea Pallavicini & Carlos V'azquez
- 2408.00683 Hydrological collapse in southern Spain under expanding irrigated agriculture: Meteorological, hydrological, and structural drought
by Victoria Junquera & Daniel I. Rubenstein & Simon A. Levin & Jos'e I. Hormaza & I~naki Vadillo P'erez & Pablo Jim'enez Gavil'an
- 2408.00507 Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting
by Monika Zimmermann & Florian Ziel
- 2408.00291 Identification and Inference for Synthetic Control Methods with Spillover Effects: Estimating the Economic Cost of the Sudan Split
by Shosei Sakaguchi & Hayato Tagawa
- 2408.00265 Jumping on the bandwagon and off the Titanic: an experimental study of turnout in two-tier voting
by Yoichi Hizen & Kazuya Kikuchi & Yukio Koriyama & Takehito Masuda
- 2408.00131 Distributionally Robust Optimization as a Scalable Framework to Characterize Extreme Value Distributions
by Patrick Kuiper & Ali Hasan & Wenhao Yang & Yuting Ng & Hoda Bidkhori & Jose Blanchet & Vahid Tarokh
- 2408.00032 Methodological Foundations of Modern Causal Inference in Social Science Research
by Guanghui Pan
- 2408.00003 Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities
by Dhiti Osatakul & Shuanming Li & Xueyuan Wu
- 2407.21791 Deep Learning for Options Trading: An End-To-End Approach
by Wee Ling Tan & Stephen Roberts & Stefan Zohren
- 2407.21409 Price formation without fuel costs: the interaction of elastic demand with storage bidding
by Tom Brown & Fabian Neumann & Iegor Riepin
- 2407.21209 Algorithm-Assisted Decision Making and Racial Disparities in Housing: A Study of the Allegheny Housing Assessment Tool
by Lingwei Cheng & Cameron Drayton & Alexandra Chouldechova & Rhema Vaithianathan
- 2407.21198 Lattice operations for the stable set in substitutable matching markets via re-equilibration dynamics
by Agustin G. Bonifacio & Noelia Juarez & Paola B. Manasero
- 2407.21148 On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
by Katia Colaneri & Daniele Mancinelli & Immacolata Oliva
- 2407.21138 Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
by Pascal Franc{c}ois & Genevi`eve Gauthier & Fr'ed'eric Godin & Carlos Octavio P'erez Mendoza
- 2407.21119 Potential weights and implicit causal designs in linear regression
by Jiafeng Chen
- 2407.21025 Reinforcement Learning in High-frequency Market Making
by Yuheng Zheng & Zihan Ding
- 2407.20931 Nonparametric Estimation of Matching Efficiency and Mismatch in Labor Markets via Public Employment Security Offices in Japan, 1972-2024
by Suguru Otani
- 2407.20909 Impact of Geographical Separation on Spectrum Sharing Markets
by Kangle Mu & Zongyun Xie & Igor Kadota & Randall Berry
- 2407.20810 What does a dynamic oligopoly maximize? The continuous time Markov case
by Juan Pablo Rinc'on-Zapatero
- 2407.20587 Close to Home: Analyzing Urban Consumer Behavior and Consumption Space in Seoul
by Hyoji Choi & Frank Neffke & Donghyeon Yu & Bogang Jun
- 2407.20386 On the power properties of inference for parameters with interval identified sets
by Federico A. Bugni & Mengsi Gao & Filip Obradovic & Amilcar Velez
- 2407.20380 Inferring financial stock returns correlation from complex network analysis
by Ixandra Achitouv
- 2407.20377 Leveraging Natural Language and Item Response Theory Models for ESG Scoring
by C'esar Pedrosa Soares
- 2407.20352 Designing Time-Series Models With Hypernetworks & Adversarial Portfolios
by Filip Stanv{e}k
- 2407.20306 Unemployment Benefits and Job Quality: Unveiling the Complexities of Labour Market Dynamics
by Jessica Reale & Frederik Banning & Michael Roos
- 2407.20301 Legal Aspects of Decentralized and Platform-Driven Economies
by Marcelo Corrales Compagnucci & Toshiyuki Kono & Shinto Teramoto
- 2407.20139 Emission Reduction in Urban Environments by Replacing Conventional City Buses with Electric Bus Technology: A Case Study of Pakistan
by Muhammad Haris Saleem & S. Wajahat Ali & Sheikh Abdullah Shehzad
- 2407.20136 "How lonely are you?" The role of social contacts and farm characteristics in farmers' self-reported feelings of loneliness, and why it matters
by Victoria Junquera & Daniel I. Rubenstein & Florian Knaus
- 2407.19995 Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets
by Zixin Feng & Dejian Tian & Harry Zheng
- 2407.19936 Risk management in multi-objective portfolio optimization under uncertainty
by Yannick Becker & Pascal Halffmann & Anita Schobel
- 2407.19932 Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin
by Abdulnasser Hatemi-J
- 2407.19858 AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks
by Tiago Monteiro
- 2407.19857 PO-QA: A Framework for Portfolio Optimization using Quantum Algorithms
by Kamila Zaman & Alberto Marchisio & Muhammad Kashif & Muhammad Shafique
- 2407.19848 Generative model for financial time series trained with MMD using a signature kernel
by Chung I Lu & Julian Sester
- 2407.19831 Unimprovable Students and Inequality in School Choice
by Josue Ortega & Gabriel Ziegler & R. Pablo Arribillaga
- 2407.19814 Certifying Lemons
by Hershdeep Chopra
- 2407.19762 Redefining Urban Centrality: Integrating Economic Complexity Indices into Central Place Theory
by Jonghyun Kim & Donghyeon Yu & Hyoji Choi & Dongwoo Seo & Bogang Jun
- 2407.19749 Mitigating Farmland Biodiversity Loss: A Bio-Economic Model of Land Consolidation and Pesticide Use
by Elia Moretti & Michael Benzaquen
- 2407.19618 Experimenting on Markov Decision Processes with Local Treatments
by Shuze Chen & David Simchi-Levi & Chonghuan Wang
- 2407.19509 Heterogeneous Grouping Structures in Panel Data
by Katerina Chrysikou & George Kapetanios
- 2407.19439 Business and Regulatory Responses to Artificial Intelligence: Dynamic Regulation, Innovation Ecosystems and the Strategic Management of Disruptive Technology
by Mark Fenwick & Erik P. M. Vermeulen & Marcelo Corrales Compagnucci
- 2407.19367 Enhancing Black-Scholes Delta Hedging via Deep Learning
by Chunhui Qiao & Xiangwei Wan
- 2407.19352 Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets
by Liyang Wang & Yu Cheng & Xingxin Gu & Zhizhong Wu
- 2407.19339 Using Total Margin of Error to Account for Non-Sampling Error in Election Polls: The Case of Nonresponse
by Jeff Dominitz & Charles F. Manski
- 2407.19190 Optimal retirement in presence of stochastic labor income: a free boundary approach in presence of an incomplete market
by Daniele Marazzina
- 2407.19127 Getting the Agent to Wait
by Maryam Saeedi & Yikang Shen & Ali Shourideh
- 2407.18966 Towards A Post-Quantum Cryptography in Blockchain I: Basic Review on Theoretical Cryptography and Quantum Information Theory
by Tatsuru Kikuchi
- 2407.18957 When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments
by Chong Zhang & Xinyi Liu & Zhongmou Zhang & Mingyu Jin & Lingyao Li & Zhenting Wang & Wenyue Hua & Dong Shu & Suiyuan Zhu & Xiaobo Jin & Sujian Li & Mengnan Du & Yongfeng Zhang
- 2407.18781 The Gradient Flow of the Bass Functional in Martingale Optimal Transport
by Julio Backhoff-Veraguas & Gudmund Pammer & Walter Schachermayer
- 2407.18687 Set risk measures
by Marcelo Righi & Eduardo Horta & Marlon Moresco
- 2407.18645 Contrastive Learning of Asset Embeddings from Financial Time Series
by Rian Dolphin & Barry Smyth & Ruihai Dong
- 2407.18583 CVA Sensitivities, Hedging and Risk
by St'ephane Cr'epey & Botao Li & Hoang Nguyen & Bouazza Saadeddine
- 2407.18582 Order-theoretical fixed point theorems for correspondences and application in game theory
by Lu Yu
- 2407.18519 TCGPN: Temporal-Correlation Graph Pre-trained Network for Stock Forecasting
by Wenbo Yan & Ying Tan
- 2407.18504 Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application
by Devang Sinha & Siddhartha P. Chakrabarty
- 2407.18334 A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin
by Abdul Jabbar & Syed Qaisar Jalil
- 2407.18327 The Structure of Financial Equity Research Reports -- Identification of the Most Frequently Asked Questions in Financial Analyst Reports to Automate Equity Research Using Llama 3 and GPT-4
by Adria Pop & Jan Sporer & Siegfried Handschuh
- 2407.18324 AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction
by Shengkun Wang & Taoran Ji & Jianfeng He & Mariam Almutairi & Dan Wang & Linhan Wang & Min Zhang & Chang-Tien Lu
- 2407.18206 Starting Small: Prioritizing Safety over Efficacy in Randomized Experiments Using the Exact Finite Sample Likelihood
by Neil Christy & A. E. Kowalski
- 2407.18103 Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
by Tian Guo & Emmanuel Hauptmann
- 2407.17975 Recursive Optimal Stopping with Poisson Stopping Constraints
by Gechun Liang & Wei Wei & Zhen Wu & Zhenda Xu
- 2407.17888 Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm
by Anders Bredahl Kock & David Preinerstorfer
- 2407.17884 Generalization of Zhou fixed point theorem
by Lu Yu
- 2407.17866 Financial Statement Analysis with Large Language Models
by Alex Kim & Maximilian Muhn & Valeri Nikolaev
- 2407.17731 Optimal Trade and Industrial Policies in the Global Economy: A Deep Learning Framework
by Zi Wang & Xingcheng Xu & Yanqing Yang & Xiaodong Zhu
- 2407.17645 Hopfield Networks for Asset Allocation
by Carlo Nicolini & Monisha Gopalan & Jacopo Staiano & Bruno Lepri
- 2407.17624 Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs
by Felix Drinkall & Janet B. Pierrehumbert & Stefan Zohren
- 2407.17589 Diversity in Choice as Majorization
by Federico Echenique & Teddy Mekonnen & M. Bumin Yenmez
- 2407.17523 How does the national new area impact the local economy? -- An empirical analysis from Zhoushan
by Yi Zheng
- 2407.17489 Collective Attention in Human-AI Teams
by Josie Zvelebilova & Saiph Savage & Christoph Riedl
- 2407.17401 Estimation of bid-ask spreads in the presence of serial dependence
by Xavier Brouty & Matthieu Garcin & Hugo Roccaro
- 2407.17393 Market Making with Exogenous Competition
by Robert Boyce & Martin Herdegen & Leandro S'anchez-Betancourt
- 2407.17385 Causal modelling without introducing counterfactuals or abstract distributions
by Benedikt Holtgen & Robert C. Williamson
- 2407.17293 Fintech and MSEs Innovation: an Empirical Analysis
by Siyu Chen & Qing Guo
- 2407.17151 High order approximations and simulation schemes for the log-Heston process
by Aur'elien Alfonsi & Edoardo Lombardo
- 2407.17084 Effect of Austerity Measures on Infant Mortality: Evidence from Greece
by Robert J. Kolesar & Rok Spruk
- 2407.17048 Artificial intelligence and financial crises
by Jon Danielsson & Andreas Uthemann
- 2407.17037 Robust Comparative Statics with Misspecified Bayesian Learning
by Aniruddha Ghosh
- 2407.17014 Simulation in discrete choice models evaluation: SDCM, a simulation tool for performance evaluation of DCMs
by Amirreza Talebi
- 2407.16987 Quantity Limits on Addictive Goods
by Eric Gao
- 2407.16950 Identification and inference of outcome conditioned partial effects of general interventions
by Zhengyu Zhang & Zequn Jin & Lihua Lin
- 2407.16885 Automated Market Making and Decentralized Finance
by Marcello Monga
- 2407.16878 On the Separability of Vector-Valued Risk Measures
by c{C}au{g}{i}n Ararat & Zachary Feinstein
- 2407.16854 Impacts of National Cultures on Managerial Decisions of Engaging in Core Earnings Management
by Muhammad Rofiqul Islam & Abdullah Al Mehdi
- 2407.16838 Bridging Climate Awareness and Sustainable Entrepreneurship: A Conceptual Framework Based on the Theory of Planned Behavior
by Muhammad Rofiqul Islam & Abdullah Al Mehdi
- 2407.16813 Short-maturity asymptotics for VIX and European options in local-stochastic volatility models
by Dan Pirjol & Xiaoyu Wang & Lingjiong Zhu
- 2407.16780 The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
by Natalia Roszyk & Robert 'Slepaczuk
- 2407.16707 Colonel Blotto Game: An Analysis and Extension to Networks
by Sidarth Erat
- 2407.16648 Dynamic Signals
by Mark Whitmeyer & Cole Williams
- 2407.16566 Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data
by Chenkai Wang & Junji Ren & Peng Yang
- 2407.16527 The Negative Drift of a Limit Order Fill
by Timothy DeLise
- 2407.16525 Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time
by Luca De Gennaro Aquino & Sascha Desmettre & Yevhen Havrylenko & Mogens Steffensen
- 2407.16437 Multi-Industry Simplex 2.0 : Temporally-Evolving Probabilistic Industry Classification
by Maksim Papenkov
- 2407.16435 On Deep Learning for computing the Dynamic Initial Margin and Margin Value Adjustment
by Joel P. Villarino & 'Alvaro Leitao
- 2407.16349 Bayesian modelling of VAR precision matrices using stochastic block networks
by Florian Huber & Gary Koop & Massimiliano Marcellino & Tobias Scheckel
- 2407.16314 Capital as Artificial Intelligence
by Cesare Carissimo & Marcin Korecki
- 2407.16141 Stock-driven Household Attention
by Hie Joo Ahn & Shihan Xie
- 2407.16103 Reinforcement Learning Pair Trading: A Dynamic Scaling approach
by Hongshen Yang & Avinash Malik
- 2407.16099 Counter-monotonic risk allocations and distortion risk measures
by Mario Ghossoub & Qinghua Ren & Ruodu Wang
- 2407.16037 Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction
by Undral Byambadalai & Tatsushi Oka & Shota Yasui
- 2407.15874 Spatially-clustered spatial autoregressive models with application to agricultural market concentration in Europe
by Roy Cerqueti & Paolo Maranzano & Raffaele Mattera
- 2407.15801 Selection pressure/Noise driven cooperative behaviour in the thermodynamic limit of repeated games
by Rajdeep Tah & Colin Benjamin
- 2407.15766 Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches
by Shafique Ur Rehman & Touqeer Ahmad & Wu Dash Desheng & Amirhossein Karamoozian
- 2407.15757 Willingness to Pay for an Electricity Connection: A Choice Experiment Among Rural Households and Enterprises in Nigeria
by Pouya Janghorban & Temilade Sesan & Muhammad-Kabir Salihu & Olayinka Ohunakin & Narges Chinichian
- 2407.15755 Income, health, and cointegration
by Jos'e A. Tapia Granados & Edward L. Ionides
- 2407.15715 Cryptoeconomics and Tokenomics as Economics: A Survey with Opinions
by Kensuke Ito
- 2407.15536 Calibrating the Heston model with deep differential networks
by Chen Zhang & Giovanni Amici & Marco Morandotti
- 2407.15532 Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks
by Kamesh Korangi & Christophe Mues & Cristi'an Bravo
- 2407.15522 Big Data Analytics-Enabled Dynamic Capabilities and Market Performance: Examining the Roles of Marketing Ambidexterity and Competitor Pressure
by Gulfam Haider & Laiba Zubair & Aman Saleem
- 2407.15509 The increasing share of low-value transactions in international trade
by Ra'ul M'inguez & Asier Minondo
- 2407.15388 A new paradigm of mortality modeling via individual vitality dynamics
by Xiaobai Zhu & Kenneth Q. Zhou & Zijia Wang
- 2407.15339 Deep Learning for Economists
by Melissa Dell
- 2407.15276 Nonlinear Binscatter Methods
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
- 2407.15256 Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets
by Malte Londschien & Peter Buhlmann
- 2407.15147 Industry Dynamics with Cartels: The Case of the Container Shipping Industry
by Suguru Otani
- 2407.15105 Weak convergence implies convergence in mean within GGC
by Hasanjan Sayit
- 2407.15038 Explainable AI in Request-for-Quote
by Qiqin Zhou
- 2407.15016 Rethinking Digitalization and Climate: Don't Predict, Mitigate
by Daria Gritsenko & Jon Aaen & Bent Flyvbjerg
- 2407.14959 (Non-)Commutative Aggregation
by Yuzhao Yang
- 2407.14955 Temptation: Immediacy and certainty
by J. Lucas Reddinger
- 2407.14914 Leveraging Uniformization and Sparsity for Computation of Continuous Time Dynamic Discrete Choice Games
by Jason R. Blevins
- 2407.14844 Political Leanings in Web3 Betting: Decoding the Interplay of Political and Profitable Motives
by Hongzhou Chen & Xiaolin Duan & Abdulmotaleb El Saddik & Wei Cai
- 2407.14776 National accounting from the bottom up using large-scale financial transactions data: An application to input-output tables
by Kerstin Hotte & Andreina Naddeo
- 2407.14773 Similarity of Information and Collective Action
by Deepal Basak & Joyee Deb & Aditya Kuvalekar
- 2407.14736 Is the difference between deep hedging and delta hedging a statistical arbitrage?
by Pascal Franc{c}ois & Genevi`eve Gauthier & Fr'ed'eric Godin & Carlos Octavio P'erez Mendoza
- 2407.14734 Super-efficiency and Stock Market Valuation: Evidence from Listed Banks in China (2006 to 2023)
by Yun Liao
- 2407.14728 An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans
by Minh-Quan Nguyen & Nhat-Tan Le & Khuong Nguyen-An & Duc-Thi Luu
- 2407.14642 Applying the Nash Bargaining Solution for a Reasonable Royalty II
by David M. Kryskowski & David Kryskowski
- 2407.14635 Predicting the Distribution of Treatment Effects: A Covariate-Adjustment Approach
by Bruno Fava
- 2407.14623 Fair allocation of riparian water rights
by Ricardo Martinez & Juan D. Moreno-Ternero
- 2407.14573 Trading Devil Final: Backdoor attack via Stock market and Bayesian Optimization
by Orson Mengara
- 2407.14486 Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent
by Alejandra de la Rica Escudero & Eduardo C. Garrido-Merchan & Maria Coronado-Vaca
- 2407.14335 Quantifying the Blockchain Trilemma: A Comparative Analysis of Algorand, Ethereum 2.0, and Beyond
by Yihang Fu & Mingwei Jing & Jiaolun Zhou & Peilin Wu & Ye Wang & Luyao Zhang & Chuang Hu
- 2407.14333 As Generative Models Improve, We Must Adapt Our Prompts
by Eaman Jahani & Benjamin S. Manning & Joe Zhang & Hong-Yi TuYe & Mohammed Alsobay & Christos Nicolaides & Siddharth Suri & David Holtz
- 2407.14327 Why to DAO: a narrative analysis of the drivers of tokenized Exit to Community
by Tara Merk
- 2407.14315 Soviet Mathematics and Economic Theory in the Past Century: An Historical Reappraisal
by Ivan Boldyrev
- 2407.14272 Global Balance and Systemic Risk in Financial Correlation Networks
by Paolo Bartesaghi & Fernando Diaz-Diaz & Rosanna Grassi & Pierpaolo Uberti
- 2407.14267 The spatial evolution of economic activities: from theory to estimation
by Davide Fiaschi & Angela Parenti & Cristiano Ricci
Printed from https://ideas.repec.org/s/arx/papers10.html
