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Content
2024
- 2409.06496 Valuation Model of Chinese Convertible Bonds Based on Monte Carlo Simulation
by Yu Liu
- 2409.06289 Automate Strategy Finding with LLM in Quant investment
by Zhizhuo Kou & Holam Yu & Jingshu Peng & Lei Chen
- 2409.06272 Information Asymmetry Index: The View of Market Analysts
by Roberto Frota Decourt & Heitor Almeida & Philippe Protin & Matheus R. C. Gonzalez
- 2409.06248 Evidence gathering under competitive and noncompetitive rewards
by Philip Brookins & Jennifer Brown & Dmitry Ryvkin
- 2409.06230 Contests with sequential moves: An experimental study
by Arthur B. Nelson & Dmitry Ryvkin
- 2409.06112 Optimal In-Kind Redistribution
by Zi Yang Kang & Mitchell Watt
- 2409.06054 Coarse Descriptions and Cautious Preferences
by Evan Piermont & Marcus Pivato
- 2409.06026 Patterns of Medical Care Cost by Service Type Associated with Lung Cancer Screening
by Kris Wain & Mahesh Maiyani & Nikki M. Carroll & Rafael Meza & Robert T. Greenlee & Christine Neslund-Dudas & Michelle R. Odelberg & Caryn Oshiro & Debra P. Ritzwoller
- 2409.05798 Enhancing Preference-based Linear Bandits via Human Response Time
by Shen Li & Yuyang Zhang & Zhaolin Ren & Claire Liang & Na Li & Julie A. Shah
- 2409.05715 Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators
by Matias D. Cattaneo & Yingjie Feng & Boris Shigida
- 2409.05713 The Surprising Robustness of Partial Least Squares
by Jo~ao B. Assunc{c}~ao & Pedro Afonso Fernandes
- 2409.05708 Quantum Volunteer's Dilemma
by Dax Enshan Koh & Kaavya Kumar & Siong Thye Goh
- 2409.05698 MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction
by Mengyu Wang & Tiejun Ma
- 2409.05547 Critical Dynamics of Random Surfaces
by Christof Schmidhuber
- 2409.05518 Note on solving one-to-one matching models with linear transferable utility
by Esben Scrivers Andersen
- 2409.05397 The Global Minimum Tax, Investment Incentives and Asymmetric Tax Competition
by Xuyang Chen
- 2409.05315 Obvious Strategy-proofness with Respect to a Partition
by R. Pablo Arribillaga & Jordi Mass'o & Alejandro Neme
- 2409.05194 Risk measures on incomplete markets: a new non-solid paradigm
by Vasily Melnikov
- 2409.05192 Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets
by Tejas Ramdas & Martin T. Wells
- 2409.05184 Difference-in-Differences with Multiple Events
by Lin-Tung Tsai
- 2409.05144 QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE
by Junjie Zhao & Chengxi Zhang & Min Qin & Peng Yang
- 2409.05103 Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures
by Mario Ghossoub & Michael B. Zhu & Wing Fung Chong
- 2409.04903 Semi-analytical pricing of options written on SOFR futures
by Andrey Itkin & Yerkin Kitapbayev
- 2409.04897 Centralized Selection with Preferences in the Presence of Biases
by L. Elisa Celis & Amit Kumar & Nisheeth K. Vishnoi & Andrew Xu
- 2409.04876 DEPLOYERS: An agent based modeling tool for multi country real world data
by Martin Jaraiz & Ruth Pinacho
- 2409.04874 Improving the Finite Sample Estimation of Average Treatment Effects using Double/Debiased Machine Learning with Propensity Score Calibration
by Daniele Ballinari & Nora Bearth
- 2409.04589 Horowitz-Manski-Lee Bounds with Multilayered Sample Selection
by Kory Kroft & Ismael Mourifi'e & Atom Vayalinkal
- 2409.04541 Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing
by Soumil Hooda & Shubham Sharma & Kunal Bansal
- 2409.04496 Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process
by Mohamed Ben Alaya & Martin Friesen & Jonas Kremer
- 2409.04471 Predicting Foreign Exchange EUR/USD direction using machine learning
by Kevin Cedric Guyard & Michel Deriaz
- 2409.04412 Robust Elicitable Functionals
by Kathleen E. Miao & Silvana M. Pesenti
- 2409.04378 An MPEC Estimator for the Sequential Search Model
by Shinji Koiso & Suguru Otani
- 2409.04326 Platform-Mediated Consolidation and Offline Store Expansion: Evidence from Real Estate Brokerages in Major Chinese Cities
by Guoying Deng & Xuyuan Zhang
- 2409.04233 Pricing and hedging of decentralised lending contracts
by Lukasz Szpruch & Marc Sabat'e Vidales & Tanut Treetanthiploet & Yufei Zhang
- 2409.04047 Uniform price auction with quantity constraints
by Kiho Yoon
- 2409.03979 Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
by Yuya Sasaki & Yulong Wang
- 2409.03956 Algorithmic Collusion Without Threats
by Eshwar Ram Arunachaleswaran & Natalie Collina & Sampath Kannan & Aaron Roth & Juba Ziani
- 2409.03762 Combining supervised and unsupervised learning methods to predict financial market movements
by Gabriel Rodrigues Palma & Mariusz Skocze'n & Phil Maguire
- 2409.03734 Safety vs. Performance: How Multi-Objective Learning Reduces Barriers to Market Entry
by Meena Jagadeesan & Michael I. Jordan & Jacob Steinhardt
- 2409.03676 Signature of maturity in cryptocurrency volatility
by Asim Ghosh & Soumyajyoti Biswas & Bikas K. Chakrabarti
- 2409.03606 Performance of Empirical Risk Minimization For Principal Component Regression
by Christian Brownlees & Gu{dh}mundur Stef'an Gu{dh}mundsson & Yaping Wang
- 2409.03593 Ensuring resilience to extreme weather events increases the ambition of mitigation scenarios on solar power and storage uptake: a study on the Italian power system
by Alice Di Bella & Francesco Pietro Colelli
- 2409.03586 Optimal position-building strategies in competition
by Neil A. Chriss
- 2409.03349 Spectral signatures of structural change in financial networks
by Valentina Macchiati & Emiliano Marchese & Piero Mazzarisi & Diego Garlaschelli & Tiziano Squartini
- 2409.03204 Pricing American Options using Machine Learning Algorithms
by Prudence Djagba & Callixte Ndizihiwe
- 2409.03157 Microfinance in Thailand: Navigating Challenges and Unlocking Opportunities
by Worrawoot Jumlongnark
- 2409.02872 Momentum Dynamics in Competitive Sports: A Multi-Model Analysis Using TOPSIS and Logistic Regression
by Mingpu Ma
- 2409.02662 The Impact of Data Elements on Narrowing the Urban-Rural Consumption Gap in China: Mechanisms and Policy Analysis
by Mingpu Ma
- 2409.02642 The Application of Green GDP and Its Impact on Global Economy and Environment: Analysis of GGDP based on SEEA model
by Mingpu Ma
- 2409.02573 Fitting an Equation to Data Impartially
by Chris Tofallis
- 2409.02551 Deep Learning for Multi-Country GDP Prediction: A Study of Model Performance and Data Impact
by Huaqing Xie & Xingcheng Xu & Fangjia Yan & Xun Qian & Yanqing Yang
- 2409.02521 Fundamental properties of linear factor models
by Damir Filipovic & Paul Schneider
- 2409.02391 Scaling Laws for Economic Productivity: Experimental Evidence in LLM-Assisted Translation
by Ali Merali
- 2409.02332 Double Machine Learning at Scale to Predict Causal Impact of Customer Actions
by Sushant More & Priya Kotwal & Sujith Chappidi & Dinesh Mandalapu & Chris Khawand
- 2409.02311 Distribution Regression Difference-In-Differences
by Iv'an Fern'andez-Val & Jonas Meier & Aico van Vuuren & Francis Vella
- 2409.02285 Coping or Hoping? Livelihood Diversification and Food Insecurity in the COVID-19 Pandemic
by Ann M. Furbush & Anna Josephson & Talip Kilic & Jeffrey D. Michler
- 2409.02277 Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book
by Jiwon Jung & Kiseop Lee
- 2409.02201 Impact Evaluations in Data Poor Settings: The Case of Stress-Tolerant Rice Varieties in Bangladesh
by Jeffrey D. Michler & Dewan Abdullah Al Rafi & Jonathan Giezendanner & Anna Josephson & Valerien O. Pede & Elizabeth Tellman
- 2409.02138 A Financial Time Series Denoiser Based on Diffusion Model
by Zhuohan Wang & Carmine Ventre
- 2409.02087 Objective Weights for Scoring: The Automatic Democratic Method
by Chris Tofallis
- 2409.02031 Optimal allocations with capacity constrained verification
by Albin Erlanson & Andreas Kleiner
- 2409.02025 Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
by Jialun Cao & David v{S}iv{s}ka & Lukasz Szpruch & Tanut Treetanthiploet
- 2409.01911 Variable selection in convex nonparametric least squares via structured Lasso: An application to the Swedish electricity distribution networks
by Zhiqiang Liao
- 2409.01908 Bayesian CART models for aggregate claim modeling
by Yaojun Zhang & Lanpeng Ji & Georgios Aivaliotis & Charles C. Taylor
- 2409.01861 Inventor Mobility After the Fall of the Berlin Wall
by Paul Hunermund & Ann Hipp
- 2409.01843 Lapse-supported life insurance and adverse selection
by Oytun Hac{c}ar{i}z & Torsten Kleinow & Angus S. Macdonald
- 2409.01830 Reinterpreting economic complexity in multiple dimensions
by Onder Nomaler & Bart Verspagen
- 2409.01739 Review of the EU ETS Literature: A Bibliometric Perspective
by Cristiano Salvagnin
- 2409.01493 Shrouded Sin Taxes
by Johannes Kasinger
- 2409.01478 Irreversible investment under weighted discounting: effects of decreasing impatience
by Pengyu Wei & Wei Wei
- 2409.01412 Estimating Heterogenous Treatment Effects for Survival Data with Doubly Doubly Robust Estimator
by Guanghui Pan
- 2409.01266 Double Machine Learning meets Panel Data -- Promises, Pitfalls, and Potential Solutions
by Jonathan Fuhr & Dominik Papies
- 2409.01180 Price effects and pass-through of a VAT increase on restaurants in Germany: causal evidence for the first months and a mega sports event
by Matthias Firgo
- 2409.01147 On Mechanism Underlying Algorithmic Collusion
by Zhang Xu & Wei Zhao
- 2409.00843 Global Public Sentiment on Decentralized Finance: A Spatiotemporal Analysis of Geo-tagged Tweets from 150 Countries
by Yuqi Chen & Yifan Li & Kyrie Zhixuan Zhou & Xiaokang Fu & Lingbo Liu & Shuming Bao & Daniel Sui & Luyao Zhang
- 2409.00832 Satisficing Equilibrium
by Bary S. R. Pradelski & Bassel Tarbush
- 2409.00812 An essay on the history of DSGE models
by Genaro Mart'in Damiani
- 2409.00780 A functional variational approach to pricing path dependent insurance policies
by David R. Ba~nos & Salvador Ortiz-Latorre & Oriol Zamora Font
- 2409.00769 Not All Oil Price Shocks Are Alike. A Replication of Kilian (American Economic Review, 2009)
by Rich Ryan & Nyakundi Michieka
- 2409.00758 Does ESG Consistently Promote the Corporate Financial Performance? A Study of the Global Cruise Industry
by Yuechen Wu
- 2409.00742 Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network
by Gonzalo Bohorquez & John Cartlidge
- 2409.00704 Stochastic Monotonicity and Random Utility Models: The Good and The Ugly
by Henk Keffert & Nikolaus Schweizer
- 2409.00658 Nasdaq-100 Companies' Hiring Insights: A Topic-based Classification Approach to the Labor Market
by Seyed Mohammad Ali Jafari & Ehsan Chitsaz
- 2409.00535 Long-term decomposition of robust pricing kernels under G-expectation
by Jaehyun Kim & Hyungbin Park
- 2409.00480 Advancing Financial Forecasting: A Comparative Analysis of Neural Forecasting Models N-HiTS and N-BEATS
by Mohit Apte & Yashodhara Haribhakta
- 2409.00416 Betting Against (Bad) Beta
by Miguel C. Herculano
- 2409.00379 Bandit Algorithms for Policy Learning: Methods, Implementation, and Welfare-performance
by Toru Kitagawa & Jeff Rowley
- 2409.00348 State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing
by Peilun He & Gareth W. Peters & Nino Kordzakhia & Pavel V. Shevchenko
- 2409.00296 Credit Scores: Performance and Equity
by Stefania Albanesi & Domonkos F. Vamossy
- 2409.00270 Bitcoin ETF: Opportunities and risk
by Di Wu
- 2409.00128 Can AI Replace Human Subjects? A Large-Scale Replication of Psychological Experiments with LLMs
by Ziyan Cui & Ning Li & Huaikang Zhou
- 2409.00107 Evaluating the Impact of Multiple DER Aggregators on Wholesale Energy Markets: A Hybrid Mean Field Approach
by Jun He & Andrew L. Liu
- 2409.00095 Risk-indifference Pricing of American-style Contingent Claims
by Rohini Kumar & Frederick Forrest Miller & Hussein Nasralah & Stephan Sturm
- 2409.00039 Spatial-temporal evolution characteristics and driving factors of carbon emission prediction in China-research on ARIMA-BP neural network algorithm
by Zhao Sanglin & Li Zhetong & Deng Hao & You Xing & Tong Jiaang & Yuan Bingkun & Zeng Zihao
- 2408.17426 Weighted Regression with Sybil Networks
by Nihar Shah
- 2408.17398 Robust Technology Regulation
by Andrew Koh & Sivakorn Sanguanmoo
- 2408.17335 Why do elites extend property rights: unlocking investment and the switch to public goods
by Alastair Langtry
- 2408.17200 Investor behavior and multiscale cross-correlations: Unveiling regime shifts in global financial markets
by Marina Dolfin & George Kapetanios & Leone Leonida & Jose De Leon Miranda
- 2408.17187 State Space Model of Realized Volatility under the Existence of Dependent Market Microstructure Noise
by Toru Yano
- 2408.17177 Optimal Strategy in Werewolf Game: A Game Theoretic Perspective
by ST Wang
- 2408.16989 Optimal Ratcheting of Dividends with Irreversible Reinsurance
by Tim J. Boonen & Engel John C. Dela Vega
- 2408.16898 Robust Robustness
by Ian Ball & Deniz Kattwinkel
- 2408.16891 Brief Synopsis of the Scientific Career of T. R. Hurd
by Matheus R. Grasselli & Lane P. Hughston
- 2408.16861 Pareto's Limits: Improving Inequality Estimates in America, 1917 to 1965
by Vincent Geloso & Alexis Akira Toda
- 2408.16443 The Turing Valley: How AI Capabilities Shape Labor Income
by Enrique Ide & Eduard Talam`as
- 2408.16419 The Green Peace Dividend: the Effects of Militarization on Emissions and the Green Transition
by Bal'azs Mark'o
- 2408.16330 Sensitivity Analysis for Dynamic Discrete Choice Models
by Chun Pong Lau
- 2408.16260 A General Framework for Optimizing and Learning Nash Equilibrium
by Di Zhang & Wei Gu & Qing Jin
- 2408.16015 The nonlinear economy (I): How resource constrains lead to business cycles
by Frank Schweitzer & Giona Casiraghi
- 2408.16010 Model-based and empirical analyses of stochastic fluctuations in economy and finance
by Rubina Zadourian
- 2408.15862 Marginal homogeneity tests with panel data
by Federico Bugni & Jackson Bunting & Muyang Ren
- 2408.15846 Trading with Time Series Causal Discovery: An Empirical Study
by Ruijie Tang
- 2408.15690 Assessing solution quality in risk-averse stochastic programs
by E. Ruben van Beesten & Nick W. Koning & David P. Morton
- 2408.15675 Quantifying the degree of risk aversion of spectral risk measures
by E. Ruben van Beesten
- 2408.15454 BayesSRW: Bayesian Sampling and Re-weighting approach for variance reduction
by Carol Liu
- 2408.15452 The effects of data preprocessing on probability of default model fairness
by Di Wu
- 2408.15438 Regional emission dynamics across phases of the EU ETS
by Marco Due~nas & Antoine Mandel
- 2408.15416 Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates
by Nicole Hao & Echo Li & Diep Luong-Le
- 2408.15404 Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
by Robert Taylor
- 2408.15196 Monetizing digital content with network effects: A mechanism-design approach
by Vincent Meisner & Pascal Pillath
- 2408.15033 Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
by Yuyu Chen & Seva Shneer
- 2408.14949 The Asymptotic Cost of Complexity
by Martin W Cripps
- 2408.14872 Time is Knowledge: What Response Times Reveal
by Jean-Michel Benkert & Shuo Liu & Nick Netzer
- 2408.14671 Double/Debiased CoCoLASSO of Treatment Effects with Mismeasured High-Dimensional Control Variables
by Geonwoo Kim & Suyong Song
- 2408.14476 A new approach to the theory of optimal income tax
by Vassili N. Kolokoltsov & Egor M. Dranov & Denis E. Piskun
- 2408.14359 The Climate Cost of Climate Investment: A Two-Period Perspective
by Shaunak Kulkarni & Rohan Ajay Dubey
- 2408.14263 A topological proof of Terao's generalized Arrow's Impossibility Theorem
by Takuma Okura
- 2408.14243 Insuring Long-Term Care in Developing Countries: The Interaction between Formal and Informal Insurance
by Jiayi Wen & Xiaoqing Yu
- 2408.14214 Modeling the Dynamics of Growth in Master-Planned Communities
by Christopher K. Allsup & Irene S. Gabashvili
- 2408.14205 From catch-up to frontier: The utility model as a learning device to escape the middle-income trap
by Su Jung Jee & Kerstin Hotte
- 2408.14151 A novel k-generation propagation model for cyber risk and its application to cyber insurance
by Na Ren & Xin Zhang
- 2408.13971 Endogenous Treatment Models with Social Interactions: An Application to the Impact of Exercise on Self-Esteem
by Zhongjian Lin & Francis Vella
- 2408.13949 Inference on Consensus Ranking of Distributions
by David M. Kaplan
- 2408.13895 ESG Rating Disagreement and Corporate Total Factor Productivity:Inference and Prediction
by Zhanli Li & Zichao Yang
- 2408.13822 Informativeness and Trust in Bayesian Persuasion
by Reema Deori & Ankur A. Kulkarni
- 2408.13706 Import competition and domestic vertical integration: Theory and Evidence from Chinese firms
by Xin Du & Xiaoxia Shi
- 2408.13630 DeepVoting: Learning Voting Rules with Tailored Embeddings
by Leonardo Matone & Ben Abramowitz & Nicholas Mattei & Avinash Balakrishnan
- 2408.13588 Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model
by Rangika Peiris & Minh-Ngoc Tran & Chao Wang & Richard Gerlach
- 2408.13580 Semi-Separable Mechanisms in Multi-Item Robust Screening
by Shixin Wang
- 2408.13437 Cross-sectional Dependence in Idiosyncratic Volatility
by Ilze Kalnina & Kokouvi Tewou
- 2408.13300 The Future of Work: Inequality, Artificial Intelligence, and What Can Be Done About It. A Literature Review
by Caleb Peppiatt
- 2408.13266 Impact of Climate transition on Credit portfolio's loss with stochastic collateral
by Lionel Sopgoui
- 2408.13214 EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods
by Hongcheng Ding & Xuanze Zhao & Zixiao Jiang & Shamsul Nahar Abdullah & Deshinta Arrova Dewi
- 2408.13200 Understanding the Effect of Market Risks on New Pension System and Government Responsibility
by Sourish Das & Bikramaditya Datta & Shiv Ratan Tiwari
- 2408.13048 Asset pricing under model uncertainty with finite time and states
by Shuzhen Yang & Wenqing Zhang
- 2408.13047 Difference-in-differences with as few as two cross-sectional units -- A new perspective to the democracy-growth debate
by Gilles Koumou & Emmanuel Selorm Tsyawo
- 2408.12991 Controllable Financial Market Generation with Diffusion Guided Meta Agent
by Yu-Hao Huang & Chang Xu & Yang Liu & Weiqing Liu & Wu-Jun Li & Jiang Bian
- 2408.12915 Education Opportunities for Rural Areas: Evidence from China's Higher Education Expansion
by Ande Shen & Jiwei Zhou
- 2408.12863 Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching
by Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li
- 2408.12839 Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
by Tobias Wand & Oliver Kamps & Hiroshi Iyetomi
- 2408.12577 Integrating an agent-based behavioral model in microtransit forecasting and revenue management
by Xiyuan Ren & Joseph Y. J. Chow & Venktesh Pandey & Linfei Yuan
- 2408.12553 Dynamic Pricing for Real Estate
by Lev Razumovskiy & Mariya Gerasimova & Nikolay Karenin
- 2408.12446 EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning
by Parvin Malekzadeh & Zissis Poulos & Jacky Chen & Zeyu Wang & Konstantinos N. Plataniotis
- 2408.12338 Making intellectual property rights work for climate technology transfer and innovation in developing countries
by Su Jung Jee & Kerstin Hotte & Caoimhe Ring & Robert Burrell
- 2408.12286 Momentum Informed Inflation-at-Risk
by Tibor Szendrei & Arnab Bhattacharjee
- 2408.12225 Fair Combinatorial Auction for Blockchain Trade Intents: Being Fair without Knowing What is Fair
by Andrea Canidio & Felix Henneke
- 2408.12210 Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
by Cameron Cornell & Lewis Mitchell & Matthew Roughan
- 2408.12115 Cross-border Commodity Pricing Strategy Optimization via Mixed Neural Network for Time Series Analysis
by Lijuan Wang & Yijia Hu & Yan Zhou
- 2408.12038 Empirical Equilibria in Agent-based Economic systems with Learning agents
by Kshama Dwarakanath & Svitlana Vyetrenko & Tucker Balch
- 2408.12014 An Econometric Analysis of Large Flexible Cryptocurrency-mining Consumers in Electricity Markets
by Subir Majumder & Ignacio Aravena & Le Xie
- 2408.12001 Rank-Guaranteed Auctions
by Wei He & Jiangtao Li & Weijie Zhong
- 2408.11970 Rooftop and Community Solar Adoption with Income Heterogeneity
by Swapnil Rayal & Apurva Jain & Matthew Lorig
- 2408.11967 Valuing an Engagement Surface using a Large Scale Dynamic Causal Model
by Abhimanyu Mukerji & Sushant More & Ashwin Viswanathan Kannan & Lakshmi Ravi & Hua Chen & Naman Kohli & Chris Khawand & Dinesh Mandalapu
- 2408.11951 SPORTSCausal: Spill-Over Time Series Causal Inference
by Carol Liu
- 2408.11878 Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications
by Qianqian Xie & Dong Li & Mengxi Xiao & Zihao Jiang & Ruoyu Xiang & Xiao Zhang & Zhengyu Chen & Yueru He & Weiguang Han & Yuzhe Yang & Shunian Chen & Yifei Zhang & Lihang Shen & Daniel Kim & Zhiwei Liu & Zheheng Luo & Yangyang Yu & Yupeng Cao & Zhiyang Deng & Zhiyuan Yao & Haohang Li & Duanyu Feng & Yongfu Dai & VijayaSai Somasundaram & Peng Lu & Yilun Zhao & Yitao Long & Guojun Xiong & Kaleb Smith & Honghai Yu & Yanzhao Lai & Min Peng & Jianyun Nie & Jordan W. Suchow & Xiao-Yang Liu & Benyou Wang & Alejandro Lopez-Lira & Jimin Huang & Sophia Ananiadou
- 2408.11859 Gradient Reduction Convolutional Neural Network Policy for Financial Deep Reinforcement Learning
by Sina Montazeri & Haseebullah Jumakhan & Sonia Abrasiabian & Amir Mirzaeinia
- 2408.11773 Deviations from the Nash equilibrium and emergence of tacit collusion in a two-player optimal execution game with reinforcement learning
by Fabrizio Lillo & Andrea Macr`i
- 2408.11759 Dynamical analysis of financial stocks network: improving forecasting using network properties
by Ixandra Achitouv
- 2408.11740 Less is more: AI Decision-Making using Dynamic Deep Neural Networks for Short-Term Stock Index Prediction
by CJ Finnegan & James F. McCann & Salissou Moutari
- 2408.11739 Network-based diversification of stock and cryptocurrency portfolios
by Dimitar Kitanovski & Igor Mishkovski & Viktor Stojkoski & Miroslav Mirchev
- 2408.11676 Actually, There is No Rotational Indeterminacy in the Approximate Factor Model
by Philipp Gersing
- 2408.11621 Robust Bayes Treatment Choice with Partial Identification
by Andr'es Aradillas Fern'andez & Jos'e Luis Montiel Olea & Chen Qiu & Jorg Stoye & Serdil Tinda
- 2408.11600 A Novel {\delta}-SBM-OPA Approach for Policy-Driven Analysis of Carbon Emission Efficiency under Uncertainty in the Chinese Industrial Sector
by Shutian Cui & Renlong Wang
- 2408.11519 Towards an Inclusive Approach to Corporate Social Responsibility (CSR) in Morocco: CGEM's Commitment
by Gnaoui Imane & Moutahaddib Aziz
- 2408.11504 Von Neumann's minimax theorem through Fourier-Motzkin elimination
by Mark Voorneveld
- 2408.11445 Verifying Approximate Equilibrium in Auctions
by Fabian R. Pieroth & Tuomas Sandholm
- 2408.11362 A Theory of Recommendations
by Jean-Michel Benkert & Armin Schmutzler
- 2408.11257 A case study on different one-factor Cheyette models for short maturity caplet calibration
by Arun Kumar Polala & Bernhard Hientzsch
- 2408.11255 MEV Capture and Decentralization in Execution Tickets
by Jonah Burian & Davide Crapis & Fahad Saleh
- 2408.11224 Optimal Guarantees for Online Selection Over Time
by Sebastian Perez-Salazar & Victor Verdugo
- 2408.11199 Institutions of public judgment established by social contract and taxation
by Taylor A. Kessinger & Joshua B. Plotkin
- 2408.11193 Inference with Many Weak Instruments and Heterogeneity
by Luther Yap
- 2408.11146 Swim till You Sink: Computing the Limit of a Game
by Rashida Hakim & Jason Milionis & Christos Papadimitriou & Georgios Piliouras
- 2408.10825 Conditional nonparametric variable screening by neural factor regression
by Jianqing Fan & Weining Wang & Yue Zhao
- 2408.10785 Hedging in Jump Diffusion Model with Transaction Costs
by Hamidreza Maleki Almani & Foad Shokrollahi & Tommi Sottinen
- 2408.10686 Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters
by Wenjie Wang & Yichong Zhang
- 2408.10509 Continuous difference-in-differences with double/debiased machine learning
by Lucas Zhang
- 2408.10391 Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy
by Kshama Dwarakanath & Jialin Dong & Svitlana Vyetrenko
- 2408.10368 Deep-MacroFin: Informed Equilibrium Neural Network for Continuous Time Economic Models
by Yuntao Wu & Jiayuan Guo & Goutham Gopalakrishna & Zisis Poulos
- 2408.10359 How Small is Big Enough? Open Labeled Datasets and the Development of Deep Learning
by Daniel Souza & Aldo Geuna & Jeff Rodr'iguez
- 2408.10340 Can an unsupervised clustering algorithm reproduce a categorization system?
by Nathalia Castellanos & Dhruv Desai & Sebastian Frank & Stefano Pasquali & Dhagash Mehta
- 2408.10279 A new measure of risk using Fourier analysis
by Michael Grabinski & Galiya Klinkova
- 2408.10255 Large Investment Model
by Jian Guo & Heung-Yeung Shum
- 2408.10184 Participatory Mapping of Local Green Hydrogen Cost-Potentials in Sub-Saharan Africa
by C. Winkler & H. Heinrichs & S. Ishmam & B. Bayat & A. Lahnaoui & S. Agbo & E. U. Pe~na Sanchez & D. Franzmann & N. Oijeabou & C. Koerner & Y. Michael & B. Oloruntoba & C. Montzka & H. Vereecken & H. Hendricks Franssen & J. Brendt & S. Brauner & W. Kuckshinrichs & S. Venghaus & D. Kone & B. Korgo & K. Ogunjobi & J. Olwoch & V. Chiteculo & Z. Getenga & J. Lin{ss}en & D. Stolten
- 2408.10077 No Screening is More Efficient with Multiple Objects
by Shunya Noda & Genta Okada
- 2408.10066 Near-Optimal Mechanisms for Resource Allocation Without Monetary Transfers
by Moise Blanchard & Patrick Jaillet
- 2408.10016 High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
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Printed from https://ideas.repec.org/s/arx/papers11.html
