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
- 2406.19402 Modelling financial volume curves with hierarchical Poisson processes
by Creighton Heaukulani & Abhinav Pandey & Lancelot F. James
- 2406.19401 An empirical study of market risk factors for Bitcoin
by Shubham Singh
- 2406.19399 Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
by Andrew Estornell & Stylianos Loukas Vasileiou & William Yeoh & Daniel Borrajo & Rui Silva
- 2406.19261 Commodification of Compute
by Jesper Kristensen & David Wender & Carl Anthony
- 2406.19242 Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty
by Corrado De Vecchi & Max Nendel & Jan Streicher
- 2406.19222 The myth of declining competitive balance in the UEFA Champions League group stage
by L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy
- 2406.19105 Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives
by Matthew J. Schneider & Rufus Rankin & Prabir Burman & Alexander Aue
- 2406.19063 Convex Choice
by Navin Kartik & Andreas Kleiner
- 2406.19033 Factor multivariate stochastic volatility models of high dimension
by Benjamin Poignard & Manabu Asai
- 2406.18936 Credit Ratings: Heterogeneous Effect on Capital Structure
by Helmut Wasserbacher & Martin Spindler
- 2406.18913 A Note on Identification of Match Fixed Effects as Interpretable Unobserved Match Affinity
by Suguru Otani & Tohya Sugano
- 2406.18685 Battery Operations in Electricity Markets: Strategic Behavior and Distortions
by Jerry Anunrojwong & Santiago R. Balseiro & Omar Besbes & Bolun Xu
- 2406.18471 Pareto-Nash Reversion Strategies: Three Period Dynamic Co-operative Signalling with Sticky Efficiency Wages
by Alfred Anate Mayaki
- 2406.18463 Complexity Aversion
by Yuan Gu & Chao Hung Chan
- 2406.18457 Costly Signalling in DAOs
by Darcy W. E. Allen & Jason Potts & Julian Waters-Lynch & Max Parasol
- 2406.18440 New intelligent empowerment for digital transformation
by Peng Yifeng & Gao Chen
- 2406.18394 AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
by Hao Shi & Weili Song & Xinting Zhang & Jiahe Shi & Cuicui Luo & Xiang Ao & Hamid Arian & Luis Seco
- 2406.18206 LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
by Kamil Kashif & Robert 'Slepaczuk
- 2406.18194 Revisiting the capitalist road to communism: unconditional basic income and the post-labor world
by Robert van der Veen & Loek Groot
- 2406.18174 An elementary proof of representation of submodular function as an supremum of measures on $\sigma$-algebra with totally ordered generating class
by Tetsuya Hattori
- 2406.18123 Is the logistical engagement of stakeholders in short food chains a crucible of alternativity?
by Camille Horvath & C'eline Raimbert & Gwenaelle Raton
- 2406.18121 The Merton's Default Risk Model for Public Company
by Battulga Gankhuu
- 2406.17972 LABOR-LLM: Language-Based Occupational Representations with Large Language Models
by Susan Athey & Herman Brunborg & Tianyu Du & Ayush Kanodia & Keyon Vafa
- 2406.17708 Forecast Relative Error Decomposition
by Christian Gourieroux & Quinlan Lee
- 2406.17528 Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints
by Rudiger Frey & Theresa Traxler
- 2406.17308 Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data
by Zuzanna Kostecka & Robert 'Slepaczuk
- 2406.17278 Estimation and Inference for CP Tensor Factor Models
by Bin Chen & Yuefeng Han & Qiyang Yu
- 2406.17155 Optimizing Sparse Mean-Reverting Portfolio
by Sung Min Yoon
- 2406.17084 Information Revelation and Pandering in Elections
by Navin Kartik & Francesco Squintani & Katrin Tinn
- 2406.17056 Efficient two-sample instrumental variable estimators with change points and near-weak identification
by Bertille Antoine & Otilia Boldea & Niccolo Zaccaria
- 2406.16600 Profit Maximization In Arbitrage Loops
by Yu Zhang & Zichen Li & Tao Yan & Qianyu Liu & Nicolo Vallarano & Claudio Tessone
- 2406.16587 Velocity, Holding Time and Lifespan of Cryptocurrency in Transactions
by Yu Zhang & Mostafa Chegeni & Claudio Tessone
- 2406.16573 An Improved Algorithm to Identify More Arbitrage Opportunities on Decentralized Exchanges
by Yu Zhang & Tao Yan & Jianhong Lin & Benjamin Kraner & Claudio Tessone
- 2406.16510 Large Language Models in Student Assessment: Comparing ChatGPT and Human Graders
by Magnus Lundgren
- 2406.16505 $\text{Alpha}^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning
by Feng Xu & Yan Yin & Xinyu Zhang & Tianyuan Liu & Shengyi Jiang & Zongzhang Zhang
- 2406.16400 Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing
by Jinniao Qiu & Antony Ware & Yang Yang
- 2406.16221 F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data
by Zexing Xu & Linjun Zhang & Sitan Yang & Rasoul Etesami & Hanghang Tong & Huan Zhang & Jiawei Han
- 2406.16212 A Mechanism for Optimizing Media Recommender Systems
by Brian McFadden
- 2406.16199 Reinterpreting Economic Complexity: A co-clustering approach
by Carlo Bottai & Jacopo Di Iorio & Martina Iori
- 2406.16131 Computing the SSR
by Peter K. Friz & Jim Gatheral
- 2406.15905 Revealing risk preferences Evidence from Turkeys 2023 Earthquake
by Emily Quiroga & Michael Tanner
- 2406.15867 Hedging in Sequential Experiments
by Thomas Cook & Patrick Flaherty
- 2406.15702 Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia
by Rami V. Tabri & Mathew J. Elias
- 2406.15687 Canceled: A New Reliability Incentive for Energy-Only Electricity Markets
by Devin Mounts & Robin M. Cross
- 2406.15680 Calibrated Forecasting and Persuasion
by Atulya Jain & Vianney Perchet
- 2406.15667 Identification and Estimation of Causal Effects in High-Frequency Event Studies
by Alessandro Casini & Adam McCloskey
- 2406.15612 Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients
by Parisa Davar & Fr'ed'eric Godin & Jose Garrido
- 2406.15593 News Deja Vu: Connecting Past and Present with Semantic Search
by Brevin Franklin & Emily Silcock & Abhishek Arora & Tom Bryan & Melissa Dell
- 2406.15576 Contrastive Entity Coreference and Disambiguation for Historical Texts
by Abhishek Arora & Emily Silcock & Leander Heldring & Melissa Dell
- 2406.15522 Statistical Inference and A/B Testing in Fisher Markets and Paced Auctions
by Luofeng Liao & Christian Kroer
- 2406.15508 What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs
by Raeid Saqur
- 2406.15505 Integral Betti signature confirms the hyperbolic geometry of brain, climate, and financial networks
by Luigi Caputi & Anna Pidnebesna & Jaroslav Hlinka
- 2406.15453 Revisiting Monetarism: influence of Entropic Models
by Henry D. Vera Ramirez
- 2406.15373 Occupation Life Cycle
by Lan Chen & Yufei Ji & Xichen Yao & Hengshu Zhu
- 2406.15338 Network-Based Optimal Control of Pollution Growth
by Fausto Gozzi & Marta Leocata & Giulia Pucci
- 2406.15311 The disruption index suffers from citation inflation and is confounded by shifts in scholarly citation practice
by Alexander M. Petersen & Felber Arroyave & Fabio Pammolli
- 2406.15288 Difference-in-Differences when Parallel Trends Holds Conditional on Covariates
by Carolina Caetano & Brantly Callaway
- 2406.15282 Computing Optimal Manipulations in Cryptographic Self-Selection Proof-of-Stake Protocols
by Matheus V. X. Ferreira & Aadityan Ganesh & Jack Hourigan & Hannah Huh & S. Matthew Weinberg & Catherine Yu
- 2406.15215 Sound and Fury, Signifying Nothing? Impact of Data Breach Disclosure Laws
by Muhammad Zia Hydari & Yangfan Liang & Rahul Telang
- 2406.15197 Fiduciary Duty in the Municipal Bonds Market
by Baridhi Malakar
- 2406.15157 MIDAS-QR with 2-Dimensional Structure
by Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer
- 2406.14907 Maximum Flow is Fair: A Network Flow Approach to Committee Voting
by Mashbat Suzuki & Jeremy Vollen
- 2406.14776 Lessons From Model Risk Management in Financial Institutions for Academic Research
by Mahmood Alaghmandan & Olga Streltchenko
- 2406.14537 MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
by Chuqiao Zong & Chaojie Wang & Molei Qin & Lei Feng & Xinrun Wang & Bo An
- 2406.14469 Forecasting Symmetric Random Walks: A Fusion Approach
by Cheng Zhang
- 2406.14382 Identification of fiscal SVAR-IVs in small open economies
by Henri Keranen & Sakari Lahdemaki
- 2406.14380 Estimating Treatment Effects under Recommender Interference: A Structured Neural Networks Approach
by Ruohan Zhan & Shichao Han & Yuchen Hu & Zhenling Jiang
- 2406.14238 The Economics of Coal Phaseouts: Auctions as a Novel Policy Instrument for the Energy Transition
by Sugandha Srivastav & Michael Zaehringer
- 2406.14198 Guaranteed shares of benefits and costs
by Anna Bogomolnaia & Herv'e Moulin
- 2406.14174 Redistribution Through Market Segmentation
by Victor Augias & Alexis Ghersengorin & Daniel M. A. Barreto
- 2406.14145 Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity
by C. Vladimir Rodr'iguez-Caballero & Esther Ruiz
- 2406.14074 Strong existence and uniqueness of a calibrated local stochastic volatility model
by Scander Mustapha
- 2406.14046 Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression
by Mikihito Nishi
- 2406.13969 Nonparametric Analysis of Random Utility Models Robust to Nontransitive Preferences
by Wilfried Youmbi
- 2406.13882 Allocation Requires Prediction Only if Inequality Is Low
by Ali Shirali & Rediet Abebe & Moritz Hardt
- 2406.13835 Bundling in Oligopoly: Revenue Maximization with Single-Item Competitors
by Moshe Babaioff & Linda Cai & Brendan Lucier
- 2406.13826 Testing identification in mediation and dynamic treatment models
by Martin Huber & Kevin Kloiber & Lukas Laffers
- 2406.13794 Adaptive Curves for Optimally Efficient Market Making
by Viraj Nadkarni & Sanjeev Kulkarni & Pramod Viswanath
- 2406.13789 Death, Taxes, and Inequality. Can a Minimal Model Explain Real Economic Inequality?
by John C. Stevenson
- 2406.13783 Nash equilibria of quasisupermodular games
by Lu Yu
- 2406.13749 Combining Combined Forecasts: a Network Approach
by Marcos R. Fernandes
- 2406.13726 Global Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models
by Zhouzhou Gu & Mathieu Lauri`ere & Sebastian Merkel & Jonathan Payne
- 2406.13563 Serotonin as a Creativity Pump
by Tariq Khan
- 2406.13539 Robust Lambda-quantiles and extreme probabilities
by Xia Han & Peng Liu
- 2406.13508 Pricing VIX options under the Heston-Hawkes stochastic volatility model
by Oriol Zamora Font
- 2406.13486 Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms
by Duy Khanh Lam
- 2406.13395 Bayesian Inference for Multidimensional Welfare Comparisons
by David Gunawan & William Griffiths & Duangkamon Chotikapanich
- 2406.13166 Enhancing supply chain security with automated machine learning
by Haibo Wang & Lutfu S. Sua & Bahram Alidaee
- 2406.13122 Testing for Underpowered Literatures
by Stefan Faridani
- 2406.12999 Robust convex risk measures
by Marcelo Righi
- 2406.12995 Essays on Responsible and Sustainable Finance
by Baridhi Malakar
- 2406.12983 Reinforcement Learning for Corporate Bond Trading: A Sell Side Perspective
by Samuel Atkins & Ali Fathi & Sammy Assefa
- 2406.12818 Optimal Bailouts in Diversified Financial Networks
by Krishna Dasaratha & Santosh Venkatesh & Rakesh Vohra
- 2406.12457 Data Trade and Consumer Privacy
by Jiadong Gu
- 2406.12445 DAOs' Business Value from an Open Systems Perspective: A Best-Fit Framework Synthesis
by Lukas Kung & George M. Giaglis
- 2406.12417 Role of fee choice in revenue generation of AMMs: A quantitative study
by Abe Alexander & Jesse Moestaredjo & Mart Heuvelmans & Lars Fritz
- 2406.12305 Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences
by Kexin Chen & Kyunghyun Park & Hoi Ying Wong
- 2406.12279 Strategy-proof Selling: a Geometric Approach
by Mridu Prabal Goswami
- 2406.12278 Persuasion and Optimal Stopping
by Andrew Koh & Sivakorn Sanguanmoo & Weijie Zhong
- 2406.12098 Circular transformation of the European steel industry renders scrap metal a strategic resource
by Peter Klimek & Maximilian Hess & Markus Gerschberger & Stefan Thurner
- 2406.11940 Model-Based Inference and Experimental Design for Interference Using Partial Network Data
by Steven Wilkins Reeves & Shane Lubold & Arun G. Chandrasekhar & Tyler H. McCormick
- 2406.11913 Big data in economics
by Bogdan Oancea
- 2406.11908 Research on Trends in Illegal Wildlife Trade based on Comprehensive Growth Dynamic Model
by Run-Xuan Tang
- 2406.11903 A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges
by Yuqi Nie & Yaxuan Kong & Xiaowen Dong & John M. Mulvey & H. Vincent Poor & Qingsong Wen & Stefan Zohren
- 2406.11886 Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
by Haoren Zhu & Pengfei Zhao & Wilfred Siu Hung NG & Dik Lun Lee
- 2406.11728 Dynamic Evidence Disclosure: Delay the Good to Accelerate the Bad
by Jan Knoepfle & Julia Salmi
- 2406.11712 Incentive Contracts and Peer Effects in the Workplace
by Marc Claveria-Mayol & Pau Mil'an & Nicol'as Oviedo-D'avila
- 2406.11660 Moral Hazard with Network Effects
by Marc Claveria-Mayol
- 2406.11528 Optimal Robust Contract Design
by Bo Peng & Zhihao Gavin Tang
- 2406.11520 Operator Deep Smoothing for Implied Volatility
by Lukas Gonon & Antoine Jacquier & Ruben Wiedemann
- 2406.11467 Resilience of international oil trade networks under extreme event shock-recovery simulations
by Na Wei & Wen-Jie Xie & Wei-Xing Zhou
- 2406.11426 Can AI with High Reasoning Ability Replicate Human-like Decision Making in Economic Experiments?
by Ayato Kitadai & Sinndy Dayana Rico Lugo & Yudai Tsurusaki & Yusuke Fukasawa & Nariaki Nishino
- 2406.11308 Management Decisions in Manufacturing using Causal Machine Learning -- To Rework, or not to Rework?
by Philipp Schwarz & Oliver Schacht & Sven Klaassen & Daniel Grunbaum & Sebastian Imhof & Martin Spindler
- 2406.11166 Hoping for the best while preparing for the worst in the face of uncertainty: a new type of incomplete preferences
by Pierre Bardier & Bach Dong-Xuan & Van-Quy Nguyen
- 2406.11046 Impact of the Availability of ChatGPT on Software Development: A Synthetic Difference in Differences Estimation using GitHub Data
by Alexander Quispe & Rodrigo Grijalba
- 2406.11024 Endogenous Attention and the Spread of False News
by Tuval Danenberg & Drew Fudenberg
- 2406.10978 Local wealth condensation for yard-sale models with wealth-dependent biases
by Christoph Borgers & Claude Greengard
- 2406.10972 Endogenous Identity in a Social Network
by Christian Ghiglino & Nicole Tabasso
- 2406.10837 EM Estimation of Conditional Matrix Variate $t$ Distributions
by Battulga Gankhuu
- 2406.10719 Trading Devil: Robust backdoor attack via Stochastic investment models and Bayesian approach
by Orson Mengara
- 2406.10695 Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
by Adam Korniejczuk & Robert 'Slepaczuk
- 2406.10648 Generalized FGM dependence: Geometrical representation and convex bounds on sums
by H'el`ene Cossette & Etienne Marceau & Alessandro Mutti & Patrizia Semeraro
- 2406.10465 Constrained mean-variance investment-reinsurance under the Cram\'er-Lundberg model with random coefficients
by Xiaomin Shi & Zuo Quan Xu
- 2406.10214 Universal randomised signatures for generative time series modelling
by Francesca Biagini & Lukas Gonon & Niklas Walter
- 2406.10136 Rationalizability, Cost-Rationalizability, and Afriat's Efficiency Index
by Matthew Polisson & John K. -H. Quah
- 2406.09959 Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport
by Linn Engstrom & Sigrid Kallblad & Johan Karlsson
- 2406.09765 Application of Natural Language Processing in Financial Risk Detection
by Liyang Wang & Yu Cheng & Ao Xiang & Jingyu Zhang & Haowei Yang
- 2406.09734 Embracing the Enemy
by 'Alvaro Delgado-Vega & Johannes Schneider
- 2406.09732 Finding pure Nash equilibria in large random games
by Andrea Collevecchio & Tuan-Minh Nguyen & Ziwen Zhong
- 2406.09582 Existence and structure of Nash equilibria for supermodular games
by Lu Yu
- 2406.09578 Dynamic Asset Allocation with Asset-Specific Regime Forecasts
by Yizhan Shu & Chenyu Yu & John M. Mulvey
- 2406.09554 California Community Colleges: Designing mentoring networks for access to social capital
by A. Balaraman & S. Maokosy & L. Slaton & R. Cardona & P. Maokosy & N. Gaitan
- 2406.09536 Equilibria and Group Welfare in Vote Trading Systems
by Matthew I. Jones
- 2406.09521 Randomization Inference: Theory and Applications
by David M. Ritzwoller & Joseph P. Romano & Azeem M. Shaikh
- 2406.09490 Newswire: A Large-Scale Structured Database of a Century of Historical News
by Emily Silcock & Abhishek Arora & Luca D'Amico-Wong & Melissa Dell
- 2406.09488 Note on a Theoretical Justification for Approximations of Arithmetic Forwards
by 'Alvaro Romaniega
- 2406.09473 Multidimensional clustering in judge designs
by Johannes W. Ligtenberg & Tiemen Woutersen
- 2406.09226 How & Why To Use Audience Segmentation to Maximize (Listener) Demand Across Digital Music Portfolio
by Kobi Abayomi
- 2406.08955 Equality of Opportunity and Opportunity Pluralism
by Giovanni Valvassori Bolg`e
- 2406.08936 Mechanism Design by a Politician
by Giovanni Valvassori Bolg`e
- 2406.08880 Jackknife inference with two-way clustering
by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
- 2406.08742 DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts
by Joel Ong & Dorien Herremans
- 2406.08727 Trade, Growth, and Product Innovation
by Carlos G'oes
- 2406.08700 Matching With Pre-Existing Binding Agreements: The Agreeable Core
by Peter Doe
- 2406.08448 Heterogeneous Beliefs Model of Stock Market Predictability
by Jiho Park
- 2406.08419 Identification and Inference on Treatment Effects under Covariate-Adaptive Randomization and Imperfect Compliance
by Federico A. Bugni & Mengsi Gao & Filip Obradovic & Amilcar Velez
- 2406.08357 Long-Term Effects of Hiring Subsidies for Low-Educated Unemployed Youths
by Andrea Albanese & Bart Cockx & Muriel Dejemeppe
- 2406.08279 Positive and negative word of mouth in the United States
by Shawn Berry
- 2406.08041 HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
by Francesco Audrino & Jonathan Chassot
- 2406.08013 Deep reinforcement learning with positional context for intraday trading
by Sven Goluv{z}a & Tomislav Kovav{c}evi'c & Tessa Bauman & Zvonko Kostanjv{c}ar
- 2406.07809 Did Harold Zuercher Have Time-Separable Preferences?
by Jay Lu & Yao Luo & Kota Saito & Yi Xin
- 2406.07641 Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency
by Wei Wang & Haibo Wang
- 2406.07564 Optimizing Sales Forecasts through Automated Integration of Market Indicators
by Lina Doring & Felix Grumbach & Pascal Reusch
- 2406.07525 Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses on factors influencing offshore decisions
by Haibo Wang & Lutfu S. Sua & Jun Huang & Jaime Ortiz & Bahram Alidaee
- 2406.07523 Change of numeraire for weak martingale transport
by Mathias Beiglbock & Gudmund Pammer & Lorenz Riess
- 2406.07464 Convex ordering for stochastic control: the swing contracts case
by Gilles Pag`es & Christian Yeo
- 2406.07388 Probabilistic models and statistics for electronic financial markets in the digital age
by Markus Bibinger
- 2406.07354 The Theory of Intrinsic Time: A Primer
by James B. Glattfelder & Richard B. Olsen
- 2406.07286 From rank-based models with common noise to pathwise entropy solutions of SPDEs
by Mykhaylo Shkolnikov & Lane Chun Yeung
- 2406.07210 The green hydrogen ambition and implementation gap
by Adrian Odenweller & Falko Ueckerdt
- 2406.07200 A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
by Daniele Maria Di Nosse & Federico Gatta
- 2406.07186 Information Aggregation with Costly Information Acquisition
by Spyros Galanis & Sergei Mikhalishchev
- 2406.07149 From Policy to Practice: The Cost of Europe's Green Hydrogen Ambitions
by Erlend Hordvei & Sebastian Emil Hummelen & Marianne Petersen & Stian Backe & Pedro Crespo del Granado
- 2406.06952 Factors and moderators of ageism: An analysis using data from 55 countries in the World Values Survey Wave 6
by Keisuke Kokubun
- 2406.06860 Cluster GARCH
by Chen Tong & Peter Reinhard Hansen & Ilya Archakov
- 2406.06804 Robustness to Missing Data: Breakdown Point Analysis
by Daniel Ober-Reynolds
- 2406.06768 Data-Driven Switchback Experiments: Theoretical Tradeoffs and Empirical Bayes Designs
by Ruoxuan Xiong & Alex Chin & Sean J. Taylor
- 2406.06706 Application of Black-Litterman Bayesian in Statistical Arbitrage
by Qiqin Zhou
- 2406.06594 Stock Movement Prediction with Multimodal Stable Fusion via Gated Cross-Attention Mechanism
by Chang Zong & Hang Zhou
- 2406.06552 Optimizing Sharpe Ratio: Risk-Adjusted Decision-Making in Multi-Armed Bandits
by Sabrina Khurshid & Mohammed Shahid Abdulla & Gourab Ghatak
- 2406.06524 Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations
by Bernhard K Meister & Henry CW Price
- 2406.06235 Adaptive combinations of tail-risk forecasts
by Alessandra Amendola & Vincenzo Candila & Antonio Naimoli & Giuseppe Storti
- 2406.06026 Third Degree Price Discrimination Under Costly Information Acquisition
by Irfan Tekdir
- 2406.06023 The Limits of Interval-Regulated Price Discrimination
by Kamesh Munagala & Yiheng Shen & Renzhe Xu
- 2406.05987 Data-Driven Real-time Coupon Allocation in the Online Platform
by Jinglong Dai & Hanwei Li & Weiming Zhu & Jianfeng Lin & Binqiang Huang
- 2406.05972 Decision-Making Behavior Evaluation Framework for LLMs under Uncertain Context
by Jingru Jia & Zehua Yuan & Junhao Pan & Paul E. McNamara & Deming Chen
- 2406.05917 China's Rising Leadership in Global Science
by Renli Wu & Christopher Esposito & James Evans
- 2406.05854 Can market volumes reveal traders' rationality and a new risk premium?
by Francesca Mariani & Maria Cristina Recchioni & Tai-Ho Wang & Roberto Giacalone
- 2406.05662 Macroscopic Market Making Games
by Ivan Guo & Shijia Jin & Kihun Nam
- 2406.05633 Heterogeneous Treatment Effects in Panel Data
by Retsef Levi & Elisabeth Paulson & Georgia Perakis & Emily Zhang
- 2406.05548 Causal Interpretation of Regressions With Ranks
by Lihua Lei
- 2406.05408 Human Learning about AI Performance
by Bnaya Dreyfuss & Raphael Raux
- 2406.05299 Learning about informativeness
by Wanying Huang
- 2406.05283 Differential Test Performance and Peer Effects
by Guido Kuersteiner & Ingmar Prucha & Ying Zeng
- 2406.05172 Early School Leaving in Spain: a longitudinal analysis by gender
by Mart'in Mart'in-Gonz'alez & Sara M. Gonz'alez-Betancor & Carmen P'erez-Esparrells
- 2406.05124 Optimizing Exit Queues for Proof-of-Stake Blockchains: A Mechanism Design Approach
by Michael Neuder & Mallesh Pai & Max Resnick
- 2406.05094 Investigating the price determinants of the European Emission Trading System: a non-parametric approach
by Cristiano Salvagnin & Aldo Glielmo & Maria Elena De Giuli & Antonietta Mira
- 2406.04969 An Algebraic Framework for the Modeling of Limit Order Books
by Johannes Bleher & Michael Bleher
- 2406.04540 Network Threshold Games
by Alastair Langtry & Sarah Taylor & Yifan Zhang
- 2406.04439 A simulation-optimization framework for food supply chain network design to ensure food accessibility under uncertainty
by Mengfei Chen & Mohamed Kharbeche & Mohamed Haouari & Weihong Grace Guo
- 2406.04390 Sensitivity Assessing to Data Volume for forecasting: introducing similarity methods as a suitable one in Feature selection methods
by Mahdi Goldani & Soraya Asadi Tirvan
- 2406.04191 Strong Approximations for Empirical Processes Indexed by Lipschitz Functions
by Matias D. Cattaneo & Ruiqi Rae Yu
- 2406.04133 GLOBUS: Global building renovation potential by 2070
by Shufan Zhang & Minda Ma & Nan Zhou & Jinyue Yan
- 2406.04074 Estimation of Global Building Stocks by 2070: Unlocking Renovation Potential
by Shufan Zhang & Minda Ma & Nan Zhou & Jinyue Yan & Wei Feng & Ran Yan & Kairui You & Jingjing Zhang & Jing Ke
- 2406.04016 Geometric Martingale Benamou-Brenier transport and geometric Bass martingales
by Julio Backhoff-Veraguas & Gregoire Loeper & Jan Obloj
- 2406.03971 Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion
by Benedikt M. Potscher
- 2406.03823 Views about ChatGPT: Are human decision making and human learning necessary?
by Eiji Yamamura & Fumio Ohtake
- 2406.03742 Evaluating Feature Selection Methods for Macro-Economic Forecasting, Applied for Inflation Indicator of Iran
by Mahdi Goldani
Printed from https://ideas.repec.org/s/arx/papers12.html
