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Content
2024
- 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 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
- 2407.14179 The Structure of Occupational Mobility in France
by Max Sina Knicker & Karl Naumann-Woleske & Michael Benzaquen
- 2407.14101 Justified Fairness in House Allocation Problems: two Characterizations of Strategy-proof Mechanisms
by Di Feng & Jacob Coreno
- 2407.14074 Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials
by Tatsushi Oka & Shota Yasui & Yuta Hayakawa & Undral Byambadalai
- 2407.14045 Cohesion, Ideology, and Tolerance
by Patrick Allmis
- 2407.14017 Rational Bubbles: A Clarification
by Tomohiro Hirano & Alexis Akira Toda
- 2407.14016 Factor-Biased Efficiency Gains from Exporting: Evidence from Colombia
by Joonkyo Hong & Davide Luparello
- 2407.13908 Construction and Hedging of Equity Index Options Portfolios
by Maciej Wysocki & Robert 'Slepaczuk
- 2407.13880 The Software Complexity of Nations
by S'andor Juh'asz & Johannes Wachs & Jermain Kaminski & C'esar A. Hidalgo
- 2407.13845 Multi-Tier Tournaments: Matching and Scoring Players
by Steven J. Brams & Mehmet S. Ismail
- 2407.13776 Offline Digital Euro: a Minimum Viable CBDC using Groth-Sahai proofs
by Leon Kempen & Johan Pouwelse
- 2407.13751 Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management
by Yoontae Hwang & Stefan Zohren & Yongjae Lee
- 2407.13698 International Trade Flow Prediction with Bilateral Trade Provisions
by Zijie Pan & Stepan Gordeev & Jiahui Zhao & Ziyi Meng & Caiwen Ding & Sandro Steinbach & Dongjin Song
- 2407.13688 Deep learning for quadratic hedging in incomplete jump market
by Nacira Agram & Bernt {O}ksendal & Jan Rems
- 2407.13687 Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio
by Jing Xu & Yung-Cheng Hsu & William Biscarri
- 2407.13685 Beyond Trend Following: Deep Learning for Market Trend Prediction
by Fernando Berzal & Alberto Garcia
- 2407.13659 Regression coefficient estimation from remote sensing maps
by Kerri Lu & Dan M. Kluger & Stephen Bates & Sherrie Wang
- 2407.13613 Revisiting Randomization with the Cube Method
by Laurent Davezies & Guillaume Hollard & Pedro Vergara Merino
- 2407.13547 Unified Asymptotics For Investment Under Illiquidity: Transaction Costs And Search Frictions
by Tae Ung Gang & Jin Hyuk Choi
- 2407.13232 Autonomous Money Supply Strategy Utilizing Control Theory
by Yuval Boneh
- 2407.13213 Leveraging Machine Learning for High-Dimensional Option Pricing within the Uncertain Volatility Model
by Ludovic Goudenege & Andrea Molent & Antonino Zanette
- 2407.13204 The Pay and Non-Pay Content of Job Ads
by Richard Audoly & Manudeep Bhuller & Tore Adam Reiremo
- 2407.12953 Using satellite imagery to monitor remote rural economies at high frequency
by Tillmann von Carnap & Reza M. Asiyabi & Paul Dingus & Anna Tompsett
- 2407.12924 Concentration-Based Inference for Evaluating Horizontal Mergers
by Paul S. Koh
- 2407.12837 Keynesian chaos revisited: odd period cycles and ergodic properties
by Tomohiro Uchiyama
- 2407.12775 Estimating the Potential Impact of Combined Race and Ethnicity Reporting on Long-Term Earnings Statistics
by Kevin L. McKinney & John M. Abowd
- 2407.12774 Market Definition: A Sensitivity Analysis
by Paul S. Koh
- 2407.12754 A Mean Field Game approach for pollution regulation of competitive firms
by Gianmarco Del Sarto & Marta Leocata & Giulia Livieri
- 2407.12683 Information Flow in the FTX Bankruptcy: A Network Approach
by Riccardo De Blasis & Luca Galati & Rosanna Grassi & Giorgio Rizzini
- 2407.12422 Conduct Parameter Estimation in Homogeneous Goods Markets with Equilibrium Existence and Uniqueness Conditions: The Case of Log-linear Specification
by Yuri Matsumura & Suguru Otani
- 2407.12150 To Trade Or Not To Trade: Cascading Waterfall Round Robin Rebalancing Mechanism for Cryptocurrencies
by Ravi Kashyap
- 2407.12044 Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach
by Aditya Saxena & Dr Parizad Dungore
- 2407.12032 Large Language Models for Behavioral Economics: Internal Validity and Elicitation of Mental Models
by Brian Jabarian
- 2407.11937 Factorial Difference-in-Differences
by Yiqing Xu & Anqi Zhao & Peng Ding
- 2407.11765 Nowcasting R&D Expenditures: A Machine Learning Approach
by Atin Aboutorabi & Ga'etan de Rassenfosse
- 2407.11761 Mean-Variance Optimization for Participating Life Insurance Contracts
by Felix Fie{ss}inger & Mitja Stadje
- 2407.11716 No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank
by Walter Hernandez Cruz & Jiahua Xu & Paolo Tasca & Carlo Campajola
- 2407.11710 Continuous Social Networks
by Juli'an Chitiva & Xavier Venel
- 2407.11465 Testing by Betting while Borrowing and Bargaining
by Hongjian Wang & Aaditya Ramdas
- 2407.11273 Informational Size in School Choice
by Di Feng & Yun Liu
- 2407.10909 FinDKG: Dynamic Knowledge Graphs with Large Language Models for Detecting Global Trends in Financial Markets
by Xiaohui Victor Li & Francesco Sanna Passino
- 2407.10773 Quantifying distribution system resilience from utility data: large event risk and benefits of investments
by Arslan Ahmad & Ian Dobson
- 2407.10659 A nonparametric test for rough volatility
by Carsten H. Chong & Viktor Todorov
- 2407.10653 The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series
by Matteo Barigozzi & Marc Hallin
- 2407.10561 Nash Equilibrium between Brokers and Traders
by 'Alvaro Cartea & Sebastian Jaimungal & Leandro S'anchez-Betancourt
- 2407.10525 Incentivizing Agents through Ratings
by Peiran Xiao
- 2407.10426 Adaptive Money Market Interest Rate Strategy Utilizing Control Theory
by Yuval Boneh
- 2407.10284 The Self-Organized Criticality Paradigm in Economics & Finance
by Jean-Philippe Bouchaud
- 2407.10247 Strategic Integration of Artificial Intelligence in the C-Suite: The Role of the Chief AI Officer
by Marc Schmitt
- 2407.10175 Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration
by Parley R Yang & Alexander Y Shestopaloff
- 2407.09831 Machine learning in weekly movement prediction
by Han Gui
- 2407.09795 Population Concentration in High-Complexity Regions within City during the heat wave
by Hyoji Choi & Jonghyun Kim & Donghyeon Yu & Bogang Jun
- 2407.09759 Estimation of Integrated Volatility Functionals with Kernel Spot Volatility Estimators
by Jos'e E. Figueroa-L'opez & Jincheng Pang & Bei Wu
- 2407.09738 Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon
by Zhaoxing Gao
- 2407.09736 Uncovering the Effect of Toxicity on Player Engagement and its Propagation in Competitive Online Video Games
by Jacob Morrier & Amine Mahmassani & R. Michael Alvarez
- 2407.09711 Data Analysis of Decision Support for Sustainable Welfare in The Presence of GDP Threshold Effects: A Case Study of Interactive Data Exploration
by Fahimeh Asgari & Seyedeh Gol Ara Ghoreishi & Matin Khajavi & Ali Foozoni & Ali Ala & Ahmad Gholizadeh Lonbar
- 2407.09696 Regularizing stock return covariance matrices via multiple testing of correlations
by Richard Luger
- 2407.09695 Monopoly Unveiled: Telecom Breakups in the US and Mexico
by Fausto Hern'andez Trillo & C. Vladimir Rodr'iguez-Caballero & Daniel Ventosa-Santaul`aria
- 2407.09664 An Introduction to Permutation Processes (version 0.5)
by Fang Han
- 2407.09638 Cultural Transmission, Property Rights, and Treatment of the Elderly
by Matthew J. Baker & Joyce P. Jacobsen
- 2407.09565 A Short Note on Event-Study Synthetic Difference-in-Differences Estimators
by Diego Ciccia
- 2407.09557 Deep Reinforcement Learning Strategies in Finance: Insights into Asset Holding, Trading Behavior, and Purchase Diversity
by Alireza Mohammadshafie & Akram Mirzaeinia & Haseebullah Jumakhan & Amir Mirzaeinia
- 2407.09546 A Reflective LLM-based Agent to Guide Zero-shot Cryptocurrency Trading
by Yuan Li & Bingqiao Luo & Qian Wang & Nuo Chen & Xu Liu & Bingsheng He
- 2407.09536 The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments
by Ravi Kashyap
- 2407.09487 IT Enabling Factors in a new Industry Design: Open Banking and Digital Economy
by Carlos Alberto Durigan Junior & Kumiko Oshio Kissimoto & Fernando Jose Barbin Laurindo
- 2407.09480 Using Artificial Intelligence to Unlock Crowdfunding Success for Small Businesses
by Teng Ye & Jingnan Zheng & Junhui Jin & Jingyi Qiu & Wei Ai & Qiaozhu Mei
- 2407.09471 A new approach to principal-agent problems with volatility control
by Alessandro Chiusolo & Emma Hubert
- 2407.09371 Computationally Efficient Estimation of Large Probit Models
by Patrick Ding & Guido Imbens & Zhaonan Qu & Yinyu Ye
- 2407.09340 Modelling shock propagation and resilience in financial temporal networks
by Fabrizio Lillo & Giorgio Rizzini
- 2407.09321 A note on Skew Brownian Motion with two-valued drift and an application
by Zaniar Ahmadi & Xiaowen Zhou
- 2407.08953 Attribution Methods in Asset Pricing: Do They Account for Risk?
by Dangxing Chen & Yuan Gao
- 2407.08756 Examples and Counterexamples of Cost-efficiency in Incomplete Markets
by Carole Bernard & Stephan Sturm
- 2407.08750 Online Distributional Regression
by Simon Hirsch & Jonathan Berrisch & Florian Ziel
- 2407.08748 Covariance Matrix Analysis for Optimal Portfolio Selection
by Lim Hao Shen Keith
- 2407.08602 An Introduction to Causal Discovery
by Martin Huber
- 2407.08510 Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting
by Adam Bahelka & Harmen de Weerd
- 2407.08477 Optimal Carbon Emission Control With Allowances Purchasing
by Xinfu Chen & Yuchao Dong & Wenlin Huang & Jin Liang
- 2407.08332 Risk Analysis of Passive Portfolios
by Sourish Das
- 2407.08312 Valuation of travel time savings in the presence of simultaneous activities
by Jacek Pawlak & John Polak
- 2407.08069 Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs
by An Pham Ngoc Nguyen & Martin Crane & Thomas Conlon & Marija Bezbradica
- 2407.08036 Financial market geometry: The tube oscillator
by Dragoljub Katic & Stefan Richter
- 2407.07988 Production function estimation using subjective expectations data
by Agnes Norris Keiller & Aureo de Paula & John Van Reenen
- 2407.07973 Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach
by Alain Hecq & Ivan Ricardo & Ines Wilms
- 2407.07898 Central Bank Digital Currency: The Advent of its IT Governance in the financial markets
by Carlos Alberto Durigan Junior & Mauro De Mesquita Spinola & Rodrigo Franco Gonc{c}alves & Fernando Jos'e Barbin Laurindo
- 2407.07795 Multiple split approach -- multidimensional probabilistic forecasting of electricity markets
by Katarzyna Maciejowska & Weronika Nitka
- 2407.07652 The heterogeneous impact of the EU-Canada agreement with causal machine learning
by Lionel Fontagn'e & Francesca Micocci & Armando Rungi
- 2407.07632 The role of green ammonia in meeting challenges towards a sustainable development in China
by Hanxin Zhao
- 2407.07573 Mapping Local Green Hydrogen Cost-Potentials by a Multidisciplinary Approach
by Shitab Ishmam & Heidi Heinrichs & Christoph Winkler & Bagher Bayat & Amin Lahnaoui & Solomon Agbo & Edgar Ubaldo Pena Sanchez & David Franzmann & Nathan Ojieabu & Celine Koerner & Youpele Micheal & Bamidele Oloruntoba & Carsten Montzka & Harry Vereecken & Harrie-Jan Hendricks-Franssen & Jeerawan Brendt & Simon Brauner & Wilhelm Kuckshinrichs & Sandra Venghaus & Daouda Kone & Bruno Korgo & Kehinde Ogunjobi & Vasco Chiteculo & Jane Olwoch & Zachary Getenga & Jochen Lin{ss}en & Detlef Stolten
- 2407.07386 Carbon Pricing and Resale in Emission Trading Systems
by Peyman Khezr
- 2407.07293 Optimal Decision Mechanisms for Committees: Acquitting the Guilty
by Deniz Kattwinkel & Alexander Winter
- 2407.07251 R. A. Fisher's Exact Test Revisited
by Martin Mugnier
- 2407.07217 The Hidden Subsidy of the Affordable Care Act
by Liam Sigaud & Markus Bjoerkheim & Vitor Melo
- 2407.07201 The Pass-through of Retail Crime
by Carl Hase & Johannes Kasinger
- 2407.07100 Asymptotic methods for transaction costs
by Eberhard Mayerhofer
- 2407.06883 Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors
by Diego Fresoli & Pilar Poncela & Esther Ruiz
- 2407.06808 Credit and Voting
by Eleonora Brandimarti & Giacomo De Giorgi & Jeremy Laurent-Lucchetti
- 2407.06745 Stochastic Approaches to Asset Price Analysis
by Michael Sekatchev & Zhengxiang Zhou
- 2407.06733 Causes and Electoral Consequences of Political Assassinations: The Role of Organized Crime in Mexico
by Roxana Guti'errez-Romero & Nayely Iturbe
- 2407.06722 Femicide Laws, Unilateral Divorce, and Abortion Decriminalization Fail to Stop Women's Killings in Mexico
by Roxana Guti'errez-Romero
- 2407.06695 Gentrification, Mobility, and Consumption
by Giacomo De Giorgi & Enrico Moretti & Harrison Wheeler
- 2407.06619 CAESar: Conditional Autoregressive Expected Shortfall
by Federico Gatta & Fabrizio Lillo & Piero Mazzarisi
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