Printed from https://ideas.repec.org/s/arx/papers100.html
Content
2017
- 1703.00703 *K-means and Cluster Models for Cancer Signatures
by Zura Kakushadze & Willie Yu - 1703.00485 A review of two decades of correlations, hierarchies, networks and clustering in financial markets
by Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat - 1703.00476 Existence and Uniqueness for the Multivariate Discrete Terminal Wealth Relative
by Andreas Hermes & Stanislaus Maier-Paape - 1703.00308 Are Trump and Bitcoin Good Partners?
by Jamal Bouoiyour & Refk Selmi - 1703.00259 Binary Funding Impacts in Derivative Valuation
by Junbeom Lee & Chao Zhou - 1703.00182 Incremental computation of block triangular matrix exponentials with application to option pricing
by Daniel Kressner & Robert Luce & Francesco Statti - 1703.00062 Optimal Investment and Pricing in the Presence of Defaults
by Tetsuya Ishikawa & Scott Robertson - 1702.08901 Solvency II, or How to Sweep the Downside Risk Under the Carpet
by Stefan Weber - 1702.08867 Robust and Consistent Estimation of Generators in Credit Risk
by Greig Smith & Goncalo dos Reis - 1702.08774 Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability
by Yuri Biondi & Feng Zhou - 1702.08744 Reverse stress testing interbank networks
by Daniel Grigat & Fabio Caccioli - 1702.08391 Economic inequality and mobility for stochastic models with multiplicative noise
by Maria Letizia Bertotti & Amit K Chattopadhyay & Giovanni Modanese - 1702.08081 Probability density of lognormal fractional SABR model
by Jiro Akahori & Xiaoming Song & Tai-Ho Wang - 1702.08029 The short-term price impact of trades is universal
by Bence Toth & Zoltan Eisler & Jean-Philippe Bouchaud - 1702.07936 Obligations with Physical Delivery in a Multi-Layered Financial Network
by Zachary Feinstein - 1702.07786 A Unified Approach for Drawdown (Drawup) of Time-Homogeneous Markov Processes
by David Landriault & Bin Li & Hongzhong Zhang - 1702.07556 A closed-form representation of mean-variance hedging for additive processes via Malliavin calculus
by Takuji Arai & Yuto Imai - 1702.07423 A generalized public goods game with coupling of individual ability and project benefit
by Li-Xin Zhong & Wen-Juan Xu & Yun-Xin He & Chen-Yang Zhong & Rong-Da Chen & Tian Qiu & Yong-Dong Shi & Fei Ren - 1702.07374 Time series momentum and contrarian effects in the Chinese stock market
by Huai-Long Shi & Wei-Xing Zhou - 1702.07169 Robust Hedging of Options on a Leveraged Exchange Traded Fund
by Alexander M. G. Cox & Sam M. Kinsley - 1702.06913 Structural Change in (Economic) Time Series
by Christian Kleiber - 1702.06191 Evidence for criticality in financial data
by G. Ruiz L'opez & A. Fern'andez de Marcos - 1702.06055 Performance of information criteria used for model selection of Hawkes process models of financial data
by J. M. Chen & A. G. Hawkes & E. Scalas & M. Trinh - 1702.05944 Relation between regional uncertainty spillovers in the global banking system
by Sachapon Tungsong & Fabio Caccioli & Tomaso Aste - 1702.05809 Network-based Anomaly Detection for Insider Trading
by Adarsh Kulkarni & Priya Mani & Carlotta Domeniconi - 1702.05649 Temporal and Spatial Turnpike-Type Results Under Forward Time-Monotone Performance Criteria
by Tianran Geng & Thaleia Zariphopoulou - 1702.05434 The amazing power of dimensional analysis: Quantifying market impact
by Mathias Pohl & Alexander Ristig & Walter Schachermayer & Ludovic Tangpi - 1702.05315 Estimation for the Prediction of Point Processes with Many Covariates
by Alessio Sancetta - 1702.05036 Uncertain Volatility Models with Stochastic Bounds
by Jean-Pierre Fouque & Ning Ning - 1702.05005 PyCaMa: Python for cash management
by Francisco Salas-Molina & Juan A. Rodr'iguez-Aguilar & Pablo D'iaz-Garc'ia - 1702.04967 Multi-Dimensional Pass-Through and Welfare Measures under Imperfect Competition
by Takanori Adachi & Michal Fabinger - 1702.04642 Prediction defaults for networked-guarantee loans
by Dawei Cheng & Zhibin Niu & Yi Tu & Liqing Zhang - 1702.04443 Hawkes process model with a time-dependent background rate and its application to high-frequency financial data
by Takahiro Omi & Yoshito Hirata & Kazuyuki Aihara - 1702.04388 Estimating VaR in credit risk: Aggregate vs single loss distribution
by M. Assadsolimani & D. Chetalova - 1702.04289 Regularities and Irregularities in Order Flow Data
by Martin Theissen & Sebastian M. Krause & Thomas Guhr - 1702.04287 Contagion in financial systems: A Bayesian network approach
by Carsten Chong & Claudia Kluppelberg - 1702.04053 Discounting with Imperfect Collateral
by Wujiang Lou - 1702.03977 Labor Contract Law -An Economic View
by Yaofeng Fu & Ruokun Huang & Yiran Sheng - 1702.03838 Trading Lightly: Cross-Impact and Optimal Portfolio Execution
by Iacopo Mastromatteo & Michael Benzaquen & Zoltan Eisler & Jean-Philippe Bouchaud - 1702.03382 Short Maturity Asian Options for the CEV Model
by Dan Pirjol & Lingjiong Zhu - 1702.03290 A Theory of Market Efficiency
by Anup Rao - 1702.03244 $L_2$Boosting for Economic Applications
by Ye Luo & Martin Spindler - 1702.03232 Invariance properties in the dynamic gaussian copula model
by St'ephane Cr'epey & Shiqi Song - 1702.03226 An applied spatial agent-based model of administrative boundaries using SEAL
by Bernardo Alves Furtado & Isaque Daniel Eberhardt Rocha - 1702.03098 Estimation of Risk Contributions with MCMC
by Takaaki Koike & Mihoko Minami - 1702.02896 Policy Learning with Observational Data
by Susan Athey & Stefan Wager - 1702.02826 Super Generalized Central Limit Theorem: Limit distributions for sums of non-identical random variables with power-laws
by Masaru Shintani & Ken Umeno - 1702.02777 Rough volatility: evidence from option prices
by Giulia Livieri & Saad Mouti & Andrea Pallavicini & Mathieu Rosenbaum - 1702.02763 Econophysics of Macroeconomics: "Action-at-a-Distance" and Waves
by Victor Olkhov - 1702.02254 One-Switch Discount Functions
by Nina Anchugina - 1702.02087 Conditional Davis Pricing
by Kasper Larsen & Halil Mete Soner & Gordan v{Z}itkovi'c - 1702.02007 The Installation Costs of a Satellite and Space Shuttle Launch Complex as a Public Expenditure Project
by Dogus Ozuyar & Sevilay Gumus Ozuyar & Oguzhan Karadeniz & Ozge Varol - 1702.01936 Existence, uniqueness and stability of optimal portfolios of eligible assets
by Michel Baes & Pablo Koch-Medina & Cosimo Munari - 1702.01819 Learning and Type Compatibility in Signaling Games
by Drew Fudenberg & Kevin He - 1702.01742 Business Dynamics in KPI Space. Some thoughts on how business analytics can benefit from using principles of classical physics
by Alex Ushveridze - 1702.01706 Existence of a Radner equilibrium in a model with transaction costs
by Kim Weston - 1702.01686 Demonetization and Its Impact on Employment in India
by Pawan Kumar - 1702.01385 Perfect hedging under endogenous permanent market impacts
by Masaaki Fukasawa & Mitja Stadje - 1702.01362 Hyperbolic Discounting of the Far-Distant Future
by Nina Anchugina & Matthew Ryan & Arkadii Slinko - 1702.01354 Market Depth and Risk Return Analysis of Dhaka Stock Exchange: An Empirical Test of Market Efficiency
by Md. Mahmudul Alam & Kazi Ashraful Alam & Md. Gazi Salah Uddin - 1702.01250 Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges
by Susan Athey & Guido Imbens & Thai Pham & Stefan Wager - 1702.01175 Monetary value measures in a category of probability spaces
by Takanori Adachi & Yoshihiro Ryu - 1702.01164 Estimation of a noisy subordinated Brownian Motion via two-scales power variations
by Jose E. Figueroa-Lopez & K. Lee - 1702.01045 Invariance times
by St'ephane Cr'epey & Shiqi Song - 1702.01017 Emergence of Distributed Coordination in the Kolkata Paise Restaurant Problem with Finite Information
by Diptesh Ghosh & Anindya S. Chakrabarti - 1702.00994 Approaches to Asian Option Pricing with Discrete Dividends
by Jacob Lundgren & Yuri Shpolyanskiy - 1702.00982 On utility maximization without passing by the dual problem
by Miklos Rasonyi - 1702.00586 Record statistics of a strongly correlated time series: random walks and L\'evy flights
by Claude Godreche & Satya N. Majumdar & Gregory Schehr - 1702.00215 A confidence-based model for asset and derivative prices in the BitCoin market
by Alessandra Cretarola & Gianna Fig`a-Talamanca - 1702.00152 The valuation of European option with transaction costs by mixed fractional Merton model
by Foad Shokrollahi - 1702.00144 Zipf's law for share price and company fundamentals
by Taisei Kaizoji & Michiko Miyano - 1702.00037 Fractional delta hedging strategy for pricing currency options with transaction costs
by Foad Shokrollahi - 1701.09043 Towards a taxonomy of learning dynamics in 2 x 2 games
by Marco Pangallo & James Sanders & Tobias Galla & Doyne Farmer - 1701.08972 An Optimal Execution Problem in the Volume-Dependent Almgren-Chriss Model
by Takashi Kato - 1701.08861 On a class of path-dependent singular stochastic control problems
by Romuald Elie & Ludovic Moreau & Dylan Possamai - 1701.08789 Understanding food inflation in India: A Machine Learning approach
by Akash Malhotra & Mayank Maloo - 1701.08711 Predicting Auction Price of Vehicle License Plate with Deep Recurrent Neural Network
by Vinci Chow - 1701.08579 Asset liquidation under drift uncertainty and regime-switching volatility
by Juozas Vaicenavicius - 1701.08567 Decision structure of risky choice
by Lamb Wubin & Naixin Ren - 1701.08545 Computing stable numerical solutions for multidimensional American option pricing problems: a semi-discretization approach
by Rafael Company & Vera Egorova & Lucas J'odar & Fazlollah Soleymani - 1701.08399 Arbitrage-Free Pricing Of Derivatives In Nonlinear Market Models
by Tomasz R. Bielecki & Igor Cialenco & Marek Rutkowski - 1701.08299 Computing the aggregate loss distribution based on numerical inversion of the compound empirical characteristic function of frequency and severity
by Viktor Witkovsky & Gejza Wimmer & Tomas Duby - 1701.08204 A stability result on optimal Skorokhod embedding
by Gaoyue Guo - 1701.08149 Representation of I(1) and I(2) autoregressive Hilbertian processes
by Brendan K. Beare & Won-Ki Seo - 1701.07333 Supply based on demand dynamical model
by Asaf Levi & Juan Sabuco & Miguel A. F. Sanjuan - 1701.07218 Premium valuation for a multiple state model containing manifold premium-paid states
by Joanna Dk{e}bicka & Beata Zmy'slona - 1701.07175 Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes
by Swarn Chatterjee - 1701.07152 Time Series Copulas for Heteroskedastic Data
by Rub'en Loaiza-Maya & Michael S. Smith & Worapree Maneesoonthorn - 1701.06975 Multichannel Contagion vs Stabilisation in Multiple Interconnected Financial Markets
by Antoaneta Serguieva - 1701.06779 Monotone Martingale Transport Plans and Skorohod Embedding
by Mathias Beiglboeck & Pierre Henry-Labordere & Nizar Touzi - 1701.06625 Econophysics Macroeconomic Model
by Victor Olkhov - 1701.06299 Economic Growth Model with Constant Pace and Dynamic Memory
by Valentina V. Tarasova & Vasily E. Tarasov - 1701.06234 A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation
by Andrzej Ruszczynski & Jianing Yao - 1701.06081 Topology data analysis of critical transitions in financial networks
by Marian Gidea - 1701.06038 Asymptotic efficiency of the proportional compensation scheme for a large number of producers
by Dmitry B. Rokhlin & Anatoly Usov - 1701.06001 Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method
by Andrei Cozma & Matthieu Mariapragassam & Christoph Reisinger - 1701.05967 Fatou Property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
by Niushan Gao & Denny H. Leung & Cosimo Munari & Foivos Xanthos - 1701.05864 Bank monitoring incentives under moral hazard and adverse selection
by Nicol'as Hern'andez Santib'a~nez & Dylan Possamai & Chao Zhou - 1701.05695 The Value of Timing Risk
by Jiro Akahori & Flavia Barsotti & Yuri Imamura - 1701.05632 The Internet as Quantitative Social Science Platform: Insights from a Trillion Observations
by Klaus Ackermann & Simon D Angus & Paul A Raschky - 1701.05450 An Optimal Combination of Proportional and Stop-Loss Reinsurance Contracts From Insurer's and Reinsurer's Viewpoints
by Amir T. Payandeh-Najafabadi & Ali Panahi-Bazaz - 1701.05447 An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation
by Amir T. Payandeh Najafabadi & Ali Panahi Bazaz - 1701.05176 Dynamic Prize Linked Savings: Maximizing Savings and Managing Risk
by Oisin Connolly - 1701.05114 A geometrical imaging of the real gap between economies of China and the United States
by Ali Hosseiny - 1701.05091 On the tail behavior of a class of multivariate conditionally heteroskedastic processes
by Rasmus Pedersen & Olivier Wintenberger - 1701.05016 Mean-Reverting Portfolio Design with Budget Constraint
by Ziping Zhao & Daniel P. Palomar - 1701.04780 Corporate Security Prices in Structural Credit Risk Models with Incomplete Information: Extended Version
by Ruediger Frey & Lars Roesler & Dan Lu - 1701.04565 Time Reversal and Last Passage Time of Diffusions with Applications to Credit Risk Management
by Masahiko Egami & Rusudan Kevkhishvili - 1701.04491 A geometric approach to the transfer problem for a finite number of traders
by Tomohiro Uchiyama - 1701.04431 Interpolating between matching and hedonic pricing models
by Brendan Pass - 1701.04260 On VIX Futures in the rough Bergomi model
by Antoine Jacquier & Claude Martini & Aitor Muguruza - 1701.04167 Worst-Case Expected Shortfall with Univariate and Bivariate Marginals
by Anulekha Dhara & Bikramjit Das & Karthik Natarajan - 1701.04134 A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities
by Seyed Amir Hejazi & Kenneth R. Jackson & Guojun Gan - 1701.03960 Optimal Trading with a Trailing Stop
by Tim Leung & Hongzhong Zhang - 1701.03897 A Black--Scholes inequality: applications and generalisation
by Michael R. Tehranchi - 1701.03770 The structural constraints of income inequality in Latin America
by Dominik Hartmann & Cristian Jara-Figueroa & Miguel Guevara & Alex Simoes & C'esar A. Hidalgo - 1701.03512 Parallelizing Computation of Expected Values in Recombinant Binomial Trees
by Sai K. Popuri & Andrew M. Raim & Nagaraj K. Neerchal & Matthias K. Gobbert - 1701.03098 Trading strategies for stock pairs regarding to the cross-impact cost
by Shanshan Wang - 1701.02958 Robust Portfolio Optimisation with Specified Competitors
by Gonc{c}alo Sim~oes & Mark McDonald & Stacy Williams & Daniel Fenn & Raphael Hauser - 1701.02821 Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps
by Andrey Itkin - 1701.02798 Phase-type Approximation of the Gerber-Shiu Function
by Kazutoshi Yamazaki - 1701.02681 Recursive Marginal Quantization of Higher-Order Schemes
by T. A. McWalter & R. Rudd & J. Kienitz & E. Platen - 1701.02245 Property Safety Stock Policy for Correlated Commodities Based on Probability Inequality
by Takashi Shinzato - 1701.02216 Structural propagation in a production network with restoring substitution elasticities
by Satoshi Nakano & Kazuhiko Nishimura - 1701.02182 Political elections and uncertainty -Are BRICS markets equally exposed to Trump's agenda?
by Jamal Bouoiyour & Refk Selmi - 1701.02167 Stability for gains from large investors' strategies in M1/J1 topologies
by Dirk Becherer & Todor Bilarev & Peter Frentrup - 1701.02028 Asset correlation estimation for inhomogeneous exposure pools
by Christoph Wunderer - 1701.02015 Functional Analytic (Ir-)Regularity Properties of SABR-type Processes
by Leif Doering & Blanka Horvath & Josef Teichmann - 1701.01891 Pricing insurance drawdown-type contracts with underlying L\'evy assets
by Zbigniew Palmowski & Joanna Tumilewicz - 1701.01677 The Shapley Value of Digraph Games
by Krishna Khatri - 1701.01515 Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives
by Wenting Chen & Kai Du & Xinzi Qiu - 1701.01429 Chebyshev Reduced Basis Function applied to Option Valuation
by Javier de Frutos & Victor Gaton - 1701.01428 Predicting Economic Recessions Using Machine Learning Algorithms
by Rickard Nyman & Paul Ormerod - 1701.01427 Rational Decision-Making Under Uncertainty: Observed Betting Patterns on a Biased Coin
by Victor Haghani & Richard Dewey - 1701.01327 Optimal liquidation in a Level-I limit order book for large tick stocks
by Antoine Jacquier & Hao Liu - 1701.01255 Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets
by V. Gontis & A. Kononovicius - 1701.01185 Efficient asymptotic variance reduction when estimating volatility in high frequency data
by Simon Clinet & Yoann Potiron - 1701.00993 Brownian trading excursions and avalanches
by Friedrich Hubalek & Paul Kruhner & Thorsten Rheinlander - 1701.00886 Pricing European Options by Stable Fourier-Cosine Series Expansions
by Chunfa Wang - 1701.00875 Optimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach
by Tim Leung & Yerkin Kitapbayev - 1701.00540 Net Stable Funding Ratio: Impact on Funding Value Adjustment
by Medya Siadat & Ola Hammarlid
2016
- 1701.07323 Les produits Halal dans les {\'e}conomies occidentales
by Abdelatif Kerzabi - 1701.07322 Heterogeneity of the educational system: an introduction to the problem
by F. Aleskerov & I. Frumin & E. Kardanova - 1701.07321 An analysis of potential conflict zones in the arctic region
by F. Aleskerov & E. Victorova - 1701.07318 Research and Teaching Efficiencies of Turkish Universities with Heterogeneity Considerations: Application of Multi-Activity DEA and DEA by Sequential Exclusion of Alternatives Methods
by Y. c{C}inar - 1701.06624 Revenue Forecasting for Enterprise Products
by Amita Gajewar & Gagan Bansal - 1701.06410 Economics cannot isolate itself from political theory: a mathematical demonstration
by Brendan Markey-Towler - 1701.02662 Mathematical models describing the effects of different tax evasion behaviors
by M. L. Bertotti & G. Modanese - 1701.02649 Sur la d\'ecomposabilit\'e empirique des indicateurs de pauvret\'e
by Gane Samb Lo & Cheikh Mohamed Haidara - 1701.02647 The Influence of Collaboration in Procurement Relationships
by Wesley S. Boyce & Haim Mano & John L. Kent - 1701.02646 Economic information from Smart Meter: Nexus Between Demand Profile and Electricity Retail Price Between Demand Profile and Electricity Retail Price
by Yang Yu & Guangyi Liu & Wendong Zhu & Fei Wang & Bin Shu & Kai Zhang & Ram Rajagopal & Nicolas Astier - 1701.00112 Multinomial method for option pricing under Variance Gamma
by Nicola Cantarutti & Jo~ao Guerra - 1701.00030 Numerical analysis of an extended structural default model with mutual liabilities and jump risk
by Vadim Kaushansky & Alexander Lipton & Christoph Reisinger - 1612.09553 Investor Experiences and Financial Market Dynamics
by Ulrike Malmendier & Demian Pouzo & Victoria Vanasco - 1612.09549 The Industry Supply Function and the Long-Run Competitive Equilibrium with Heterogeneous Firms
by Ignacio Esponda & Demian Pouzo - 1612.09469 A spectral method for an Optimal Investment problem with Transaction Costs under Potential Utility
by Javier de Frutos & Victor Gaton - 1612.09344 The Random Walk behind Volatility Clustering
by Sabiou Inoua - 1612.09244 Measuring the temperature and diversity of the U.S. regulatory ecosystem
by Michael J Bommarito II & Daniel Martin Katz - 1612.09189 Global economic dynamics of the forthcoming years. A forecast
by Askar Akaev & Andrey Korotayev - 1612.09152 A Risk-Neutral Equilibrium Leading to Uncertain Volatility Pricing
by Johannes Muhle-Karbe & Marcel Nutz - 1612.09123 Population and trends in the global mean temperature
by Richard S. J. Tol - 1612.09103 Conditional nonlinear expectations
by Daniel Bartl - 1612.09060 Fractional Dynamics of Natural Growth and Memory Effect in Economics
by Valentina V. Tarasova & Vasily E. Tarasov - 1612.08767 Pricing of Asian-type and Basket Options via Upper and Lower Bounds
by Alexander Novikov & Scott Alexander & Nino Kordzakhia & Timothy Ling - 1612.08705 Speculation and Power Law
by Sabiou Inoua - 1612.08689 Crisis' Heritage Management - New Business Opportunities Out of the Financial Collapse
by Hristian Daskalov - 1612.08583 A Proposal to Extend Expected Utility in a Quantum Probabilistic Framework
by Diederik Aerts & Emmanuel Haven & Sandro Sozzo - 1612.08488 Bayesian Semi-parametric Realized-CARE Models for Tail Risk Forecasting Incorporating Realized Measures
by Richard Gerlach & Chao Wang - 1612.08486 Understanding the Impacts of Dark Pools on Price Discovery
by Linlin Ye - 1612.08338 A Generalized Population Dynamics Model of a City and an Algorithm for Engineering Regime Shifts
by James PL Tan - 1612.08111 The prevalence of chaotic dynamics in games with many players
by James B. T. Sanders & J. Doyne Farmer & Tobias Galla - 1612.07913 Economic Accelerator with Memory: Discrete Time Approach
by Valentina V. Tarasova & Vasily E. Tarasov - 1612.07903 Long and Short Memory in Economics: Fractional-Order Difference and Differentiation
by Vasily E. Tarasov & Valentina V. Tarasova - 1612.07802 How fast does the clock of Finance run? - A time-definition enforcing scale invariance and quantifying overnights
by Michele Caraglio & Fulvio Baldovin & Attilio L. Stella - 1612.07742 Cross-impact and no-dynamic-arbitrage
by Michael Schneider & Fabrizio Lillo - 1612.07618 Pointwise Arbitrage Pricing Theory in Discrete Time
by Matteo Burzoni & Marco Frittelli & Zhaoxu Hou & Marco Maggis & Jan Ob{l}'oj - 1612.07543 Rating evaluation of sports development efficiency using statistical analysis: evidence from Russian football
by Ilya Solntsev & Anatoly Vorobyev & Elnura Irmatova & Nikita Osokin - 1612.07194 Leverage and Uncertainty
by Mihail Turlakov - 1612.07132 Conditional loss probabilities for systems of economic agents sharing light-tailed claims with analysis of portfolio diversification benefits
by Claudia Kluppelberg & Miriam Isabel Seifert - 1612.07067 Analytic solution to variance optimization with no short-selling
by Imre Kondor & G'abor Papp & Fabio Caccioli - 1612.07016 Pricing Derivatives in Hermite Markets
by Svetlozar T. Rachev & Stefan Mittnik & Frank J. Fabozzi - 1612.06855 Information, Impact, Ignorance, Illegality, Investing, and Inequality
by Bruce Knuteson - 1612.06850 Extremal Quantile Regression: An Overview
by Victor Chernozhukov & Iv'an Fern'andez-Val & Tetsuya Kaji - 1612.06665 Subdiffusive fractional Brownian motion regime for pricing currency options under transaction costs
by Foad Shokrollahi - 1612.06654 The Impact of Negative Interest Rates on Optimal Capital Injections
by Julia Eisenberg & Paul Kruhner - 1612.06616 Shot-Noise Processes in Finance
by Thorsten Schmidt - 1612.06451 Panel dataset description for econometric analysis of the ISP-OTT relationship in the years 2008-2013
by Chiara Perillo & Angelos Antonopoulos & Christos Verikoukis - 1612.06441 Quantifying Retail Agglomeration using Diverse Spatial Data
by Duccio Piovani & Vassilis Zachariadis & Michael Batty - 1612.06291 The Topology of Inter-industry Relations from the Portuguese National Accounts
by Tanya Ara'ujo & Rui Faustino - 1612.06244 The Blockchain: A Gentle Four Page Introduction
by Jan Hendrik Witte - 1612.06200 The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets
by Jamal Bouoiyour & Refk Selmi - 1612.06186 A Markovian Model of the Evolving World Input-Output Network
by Vahid Moosavi & Giulio Isacchini - 1612.06133 Optimal Investment under Information Driven Contagious Distress
by Lijun Bo & Agostino Capponi - 1612.05952 Co-movements in financial fluctuations are anchored to economic fundamentals: A mesoscopic mapping
by Kiran Sharma & Balagopal Gopalakrishnan & Anindya S. Chakrabarti & Anirban Chakraborti - 1612.05855 Should we opt for the Black Friday discounted price or wait until the Boxing Day?
by Jiang Wu & Ricardas Zitikis - 1612.05681 BSDEs with default jump
by Roxana Dumitrescu & Marie-Claire Quenez & Agn`es Sulem - 1612.05525 Extreme prices in electricity balancing markets from an approach of statistical physics
by Mario Mureddu & Hildegard Meyer-Ortmanns - 1612.05255 Stratified regression-based variance reduction approach for weak approximation schemes
by Denis Belomestny & Stefan Hafner & Mikhail Urusov