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
- 2406.03709 Mean-variance portfolio selection in jump-diffusion model under no-shorting constraint: A viscosity solution approach
by Xiaomin Shi & Zuo Quan Xu
- 2406.03652 Ensembling Portfolio Strategies for Long-Term Investments: A Distribution-Free Preference Framework for Decision-Making and Algorithms
by Duy Khanh Lam
- 2406.03614 Advancing Anomaly Detection: Non-Semantic Financial Data Encoding with LLMs
by Alexander Bakumenko & Katev{r}ina Hlav'av{c}kov'a-Schindler & Claudia Plant & Nina C. Hubig
- 2406.03500 Impact of aleatoric, stochastic and epistemic uncertainties on project cost contingency reserves
by David Curto & Fernando Acebes & Jose M Gonzalez-Varona & David Poza
- 2406.03393 Censorship in Democracy
by Marcel Caesmann & Janis Goldzycher & Matteo Grigoletto & Lorenz Gschwent
- 2406.03321 Decision synthesis in monetary policy
by Tony Chernis & Gary Koop & Emily Tallman & Mike West
- 2406.03053 Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity
by Justyna Wr'oblewska & {L}ukasz Kwiatkowski
- 2406.03022 Is local opposition taking the wind out of the energy transition?
by Federica Daniele & Guido de Blasio & Alessandra Pasquini
- 2406.02969 Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models
by Raeid Saqur & Anastasis Kratsios & Florian Krach & Yannick Limmer & Jacob-Junqi Tian & John Willes & Blanka Horvath & Frank Rudzicz
- 2406.02878 The test of investors' behavioral bias through the price discovery process in cryptoasset exchange" Transactional-level evidence from Thailand
by Roongkiat Ratanabanchuen & Kanis Saengchote & Voraprapa Nakavachara & Thitiphong Amonthumniyom & Pongsathon Parinyavuttichai & Polpatt Vinaibodee
- 2406.02835 When does IV identification not restrict outcomes?
by Leonard Goff
- 2406.02712 Efficiency in Pure-Exchange Economies with Risk-Averse Monetary Utilities
by Mario Ghossoub & Michael Boyuan Zhu
- 2406.02604 Gated recurrent neural network with TPE Bayesian optimization for enhancing stock index prediction accuracy
by Bivas Dinda
- 2406.02589 Stochastic Earned Value Analysis using Monte Carlo Simulation and Statistical Learning Techniques
by Fernando Acebes & M Pereda & David Poza & Javier Pajares & Jose M Galan
- 2406.02588 Production planning in 3DPrinting factories
by Juan De Anton & Juan J Senovilla & Jose M Gonzalez-Varona & Fernando Acebes
- 2406.02525 The Impact of Acquisition on Product Quality in the Console Gaming Industry
by Shivam Somani
- 2406.02492 Distrust of social media influencers in America
by Shawn Berry
- 2406.02459 Do Cure Violence Programs Reduce Gun Violence? Evidence from New York City
by Rachel Avram & Eric J. Koepcke & Alaa Moussawi & Melissa Nu~nez
- 2406.02437 Algorithmic Collusion in Dynamic Pricing with Deep Reinforcement Learning
by Shidi Deng & Maximilian Schiffer & Martin Bichler
- 2406.02319 Pricing and calibration in the 4-factor path-dependent volatility model
by Guido Gazzani & Julien Guyon
- 2406.02314 Integrating Sustainability in Controlling and Accounting Practices: A Critical Review and Implications for Competences in German Vocational Business Education
by Julia Pargmann & Florian Berding
- 2406.02241 Enabling Decision-Making with the Modified Causal Forest: Policy Trees for Treatment Assignment
by Hugo Bodory & Federica Mascolo & Michael Lechner
- 2406.02155 Mean field equilibrium asset pricing model with habit formation
by Masaaki Fujii & Masashi Sekine
- 2406.02152 A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models
by Andrea Bucci
- 2406.02102 Simulation-based approach for Multiproject Scheduling based on composite priority rules
by Pablo Alvarez-Campana & Felix Villafanez & Fernando Acebes & David Poza
- 2406.01898 How Inductive Bias in Machine Learning Aligns with Optimality in Economic Dynamics
by Mahdi Ebrahimi Kahou & James Yu & Jesse Perla & Geoff Pleiss
- 2406.01886 Monotone Equilibrium Design for Matching Markets with Signaling
by Seungjin Han & Alex Sam & Youngki Shin
- 2406.01722 On Labs and Fabs: Mapping How Alliances, Acquisitions, and Antitrust are Shaping the Frontier AI Industry
by Tom'as Aguirre
- 2406.01714 The Oxford Olympics Study 2024: Are Cost and Cost Overrun at the Games Coming Down?
by Alexander Budzier & Bent Flyvbjerg
- 2406.01640 Stakeholder-driven research in the European Climate and Energy Modelling Forum
by Emir Fejzic & Will Usher
- 2406.01616 Applicability of Business Intelligence Maturity Models to SMEs
by Jose M Gonzalez-Varona & Adolfo Lopez-Paredes & Javier Pajares & Fernando Acebes & Felix Villafanez
- 2406.01615 Building and development of an organizational competence for digital transformation in SMEs
by Jose M Gonzalez-Varona & Adolfo Lopez-Paredes & David Poza & Fernando Acebes
- 2406.01614 Stochastic Earned Duration Analysis for Project Schedule Management
by Fernando Acebes & David Poza & Jose Manuel Gonzalez-Varona & Adolfo Lopez-Paredes
- 2406.01407 Utilizing Large Language Models for Automating Technical Customer Support
by Jochen Wulf & Jurg Meierhofer
- 2406.01398 Local non-bossiness
by Eduardo Duque & Juan S. Pereyra & Juan Pablo Torres-Mart'inez
- 2406.01343 Absolute and Relative Ambiguity Attitudes
by Francesco Fabbri & Giulio Principi & Lorenzo Stanca
- 2406.01335 Statistics-Informed Parameterized Quantum Circuit via Maximum Entropy Principle for Data Science and Finance
by Xi-Ning Zhuang & Zhao-Yun Chen & Cheng Xue & Xiao-Fan Xu & Chao Wang & Huan-Yu Liu & Tai-Ping Sun & Yun-Jie Wang & Yu-Chun Wu & Guo-Ping Guo
- 2406.01199 A Geometric Approach To Asset Allocation With Investor Views
by Alexandre V. Antonov & Koushik Balasubramanian & Alexander Lipton & Marcos Lopez de Prado
- 2406.01168 How Ethical Should AI Be? How AI Alignment Shapes the Risk Preferences of LLMs
by Shumiao Ouyang & Hayong Yun & Xingjian Zheng
- 2406.01002 Random Subspace Local Projections
by Viet Hoang Dinh & Didier Nibbering & Benjamin Wong
- 2406.00998 Distributional Refinement Network: Distributional Forecasting via Deep Learning
by Benjamin Avanzi & Eric Dong & Patrick J. Laub & Bernard Wong
- 2406.00941 A Robust Residual-Based Test for Structural Changes in Factor Models
by Bin Peng & Liangjun Su & Yayi Yan
- 2406.00827 LaLonde (1986) after Nearly Four Decades: Lessons Learned
by Guido Imbens & Yiqing Xu
- 2406.00700 On the modelling and prediction of high-dimensional functional time series
by Jinyuan Chang & Qin Fang & Xinghao Qiao & Qiwei Yao
- 2406.00669 Multi-technology co-optimization approach for sustainable hydrogen and electricity supply chains considering variability and demand scale
by Sunwoo Kim & Joungho Park & Jay H. Lee
- 2406.00665 Integrating solid direct air capture systems with green hydrogen production: Economic synergy of sector coupling
by Sunwoo Kim & Joungho Park & Jay H. Lee
- 2406.00655 Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection
by Andrzej Cichocki & Sergio Cruces & Auxiliadora Sarmiento & Toshihisa Tanaka
- 2406.00650 Cluster-robust jackknife and bootstrap inference for binary response models
by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
- 2406.00610 Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints
by Qiqin Zhou
- 2406.00477 Generative AI as Economic Agents
by Nicole Immorlica & Brendan Lucier & Aleksandrs Slivkins
- 2406.00472 Financial Deepening and Economic Growth in Select Emerging Markets with Currency Board Systems: Theory and Evidence
by Yujuan Qiu
- 2406.00459 Machine Learning Methods for Pricing Financial Derivatives
by Lei Fan & Justin Sirignano
- 2406.00455 Games under the Tiered Deferred Acceptance Mechanism
by Jiarui Xie
- 2406.00442 Optimizing hydrogen and e-methanol production through Power-to-X integration in biogas plants
by Alberto Alamia & Behzad Partoon & Eoghan Rattigan & Gorm Brunn Andresen
- 2406.00435 PSAHARA Utility Family: Modeling Non-monotone Risk Aversion and Convex Compensation in Incomplete Markets
by Yang Liu & Zhenyu Shen
- 2406.00326 From day-ahead to mid and long-term horizons with econometric electricity price forecasting models
by Paul Ghelasi & Florian Ziel
- 2406.00147 Fair Allocation in Dynamic Mechanism Design
by Alireza Fallah & Michael I. Jordan & Annie Ulichney
- 2406.00113 Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains
by Ciamac C. Moallemi & Dan Robinson
- 2406.00078 Project Risk Management from the bottom-up: Activity Risk Index
by Fernando Acebes & Javier Pajares & Jose M Gonzalez-Varona & Adolfo Lopez-Paredes
- 2406.00077 On the project risk baseline: integrating aleatory uncertainty into project scheduling
by Fernando Acebes & David Poza & Jose M Gonzalez-Varona & Javier Pajares & Adolfo Lopez-Paredes
- 2406.00076 How public funding affects complexity in R&D projects. An analysis of team project perceptions
by Jose M. Gonzalez-Varona & Natalia Martin-Cruz & Fernando Acebes & Javier Pajares
- 2405.20912 A Branch-Price-Cut-And-Switch Approach for Optimizing Team Formation and Routing for Airport Baggage Handling Tasks with Stochastic Travel Times
by Andreas Hagn & Rainer Kolisch & Giacomo Dall'Olio & Stefan Weltge
- 2405.20880 Paying to Do Better: Games with Payments between Learning Agents
by Yoav Kolumbus & Joe Halpern & 'Eva Tardos
- 2405.20822 Inflation Determinants in Argentina (2004-2022)
by Pablo de la Vega & Guido Zack & Jimena Calvo & Emiliano Libman
- 2405.20715 Transforming Japan Real Estate
by Diabul Haque
- 2405.20688 Analisis cuantitativo de riesgos utilizando "MCSimulRisk" como herramienta didactica
by Fernando Acebes & David Curto & Juan de Anton & Felix Villafanez
- 2405.20679 Beyond probability-impact matrices in project risk management: A quantitative methodology for risk prioritisation
by Fernando Acebes & Jos'e Manuel Gonz'alez-Varona & Adolfo L'opez-Paredes & Javier Pajares
- 2405.20604 Tracking the Credibility Revolution across Fields
by Paul Goldsmith-Pinkham
- 2405.20564 Divide and Diverge: Polarization Incentives
by Giampaolo Bonomi
- 2405.20522 Visualization of Board of Director Connections for Analysis in Socially Responsible Investing
by Alice Da Fonseca & Peter Lake & Ariana Barrenechea
- 2405.20423 Dynamics and Contracts for an Agent with Misspecified Beliefs
by Yingkai Li & Argyris Oikonomou
- 2405.20399 AI Diffusion to Low-Middle Income Countries; A Blessing or a Curse?
by Rafael Andersson Lipcsey
- 2405.20191 Multidimensional spatiotemporal clustering -- An application to environmental sustainability scores in Europe
by Caterina Morelli & Simone Boccaletti & Paolo Maranzano & Philipp Otto
- 2405.20094 Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach
by Reza Arabpour & John Armstrong & Luca Galimberti & Anastasis Kratsios & Giulia Livieri
- 2405.19920 The ARR2 prior: flexible predictive prior definition for Bayesian auto-regressions
by David Kohns & Noa Kallioinen & Yann McLatchie & Aki Vehtari
- 2405.19897 The Political Resource Curse Redux
by Hanyuan Jiang
- 2405.19849 Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach
by Seulki Chung
- 2405.19578 The Accuracy of Domain Specific and Descriptive Analysis Generated by Large Language Models
by Denish Omondi Otieno & Faranak Abri & Sima Siami-Namini & Akbar Siami Namin
- 2405.19463 Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data
by Xuxing Chen & Abhishek Roy & Yifan Hu & Krishnakumar Balasubramanian
- 2405.19317 Generalized Neyman Allocation for Locally Minimax Optimal Best-Arm Identification
by Masahiro Kato
- 2405.19313 Language Models Trained to do Arithmetic Predict Human Risky and Intertemporal Choice
by Jian-Qiao Zhu & Haijiang Yan & Thomas L. Griffiths
- 2405.19225 Synthetic Potential Outcomes and Causal Mixture Identifiability
by Bijan Mazaheri & Chandler Squires & Caroline Uhler
- 2405.19104 Phase transitions in debt recycling
by Sabrina Aufiero & Preben Forer & Pierpaolo Vivo & Fabio Caccioli & Silvia Bartolucci
- 2405.19075 Worst-cases of distortion riskmetrics and weighted entropy with partial information
by Baishuai Zuo & Chuancun Yin
- 2405.18987 Transmission Channel Analysis in Dynamic Models
by Enrico Wegner & Lenard Lieb & Stephan Smeekes & Ines Wilms
- 2405.18938 HLOB -- Information Persistence and Structure in Limit Order Books
by Antonio Briola & Silvia Bartolucci & Tomaso Aste
- 2405.18936 Optimizing Broker Performance Evaluation through Intraday Modeling of Execution Cost
by Zoltan Eisler & Johannes Muhle-Karbe
- 2405.18748 Equity Implications of Net-Zero Emissions: A Multi-Model Analysis of Energy Expenditures Across Income Classes Under Economy-Wide Deep Decarbonization Policies
by John Bistlinea & Chikara Onda & Morgan Browning & Johannes Emmerling & Gokul Iyer & Megan Mahajan & Jim McFarland & Haewon McJeon & Robbie Orvis & Francisco Ralston Fonseca & Christopher Roney & Noah Sandoval & Luis Sarmiento & John Weyant & Jared Woollacott & Mei Yuan
- 2405.18728 A Tick-by-Tick Solution for Concentrated Liquidity Provisioning
by Corinne Powers
- 2405.18594 A Novel Approach to Queue-Reactive Models: The Importance of Order Sizes
by Hamza Bodor & Laurent Carlier
- 2405.18531 Difference-in-Discontinuities: Estimation, Inference and Validity Tests
by Pedro Picchetti & Cristine C. X. Pinto & Stephanie T. Shinoki
- 2405.18521 Falsifiable Test Design in Coordination Games
by Yingkai Li & Boli Xu
- 2405.18517 New Approaches to Old Problems? Thinking About a New Design of the AML/CFT Strategy
by Chiara Ferri
- 2405.18434 Modeling the Feedback of AI Price Estimations on Actual Market Values
by Viorel Silaghi & Zobaida Alssadi & Ben Mathew & Majed Alotaibi & Ali Alqarni & Marius Silaghi
- 2405.18089 Semi-nonparametric models of multidimensional matching: an optimal transport approach
by Dongwoo Kim & Young Jun Lee
- 2405.17924 Generative AI Enhances Team Performance and Reduces Need for Traditional Teams
by Ning Li & Huaikang Zhou & Kris Mikel-Hong
- 2405.17841 Constrained monotone mean--variance investment-reinsurance under the Cram\'er--Lundberg model with random coefficients
by Xiaomin Shi & Zuo Quan Xu
- 2405.17787 Dyadic Regression with Sample Selection
by Kensuke Sakamoto
- 2405.17770 Risk-Neutral Generative Networks
by Zhonghao Xian & Xing Yan & Cheuk Hang Leung & Qi Wu
- 2405.17762 Tuition too high? Blame competition
by Oleg V. Pavlov & Evangelos Katsamakas
- 2405.17753 Regression Equilibrium in Electricity Markets
by Vladimir Dvorkin
- 2405.17682 Managing Financial Climate Risk in Banking Services: A Review of Current Practices and the Challenges Ahead
by Victor Cardenas
- 2405.17290 Count Data Models with Heterogeneous Peer Effects under Rational Expectations
by Aristide Houndetoungan
- 2405.17254 Estimating treatment-effect heterogeneity across sites, in multi-site randomized experiments with few units per site
by Cl'ement de Chaisemartin & Antoine Deeb
- 2405.17237 Mixing it up: Inflation at risk
by Maximilian Schroder
- 2405.17225 Quantifying the Reliance of Black-Box Decision-Makers on Variables of Interest
by Daniel Vebman
- 2405.17178 Statistical Mechanism Design: Robust Pricing, Estimation, and Inference
by Duarte Gonc{c}alves & Bruno A. Furtado
- 2405.17166 Cross-border cannibalization: Spillover effects of wind and solar energy on interconnected European electricity markets
by Clemens Stiewe & Alice Lixuan Xu & Anselm Eicke & Lion Hirth
- 2405.17070 Efficient mid-term forecasting of hourly electricity load using generalized additive models
by Monika Zimmermann & Florian Ziel
- 2405.16688 DeTEcT: Dynamic and Probabilistic Parameters Extension
by Rem Sadykhov & Geoffrey Goodell & Philip Treleaven
- 2405.16643 The Hamilton-Jacobi-Bellman Equation in Economic Dynamics with a Non-Smooth Fiscal Policy
by Yuhki Hosoya
- 2405.16636 A probabilistic approach to continuous differentiability of optimal stopping boundaries
by Tiziano De Angelis & Damien Lamberton
- 2405.16547 Estimating Dyadic Treatment Effects with Unknown Confounders
by Tadao Hoshino & Takahide Yanagi
- 2405.16467 Two-way fixed effects instrumental variable regressions in staggered DID-IV designs
by Sho Miyaji
- 2405.16458 Comparing experiments in discounted problems
by Ludovic Renou & Xavier Venel
- 2405.16449 Reinforcement Learning for Jump-Diffusions, with Financial Applications
by Xuefeng Gao & Lingfei Li & Xun Yu Zhou
- 2405.16356 Prudent Price-Responsive Demands
by Liudong Chen & Bolun Xu
- 2405.16336 Intertemporal Cost-efficient Consumption
by Mauricio Elizalde & Stephan Sturm
- 2405.16333 Gaussian Recombining Split Tree
by Yury Lebedev & Arunava Banerjee
- 2405.16193 Effect of Interest Payments on External Debt on Economic Growth in Kenya
by Sammy Kemboi Chepkilot
- 2405.16052 Identifying Extreme Events in the Stock Market: A Topological Data Analysis
by Anish Rai & Buddha Nath Sharma & Salam Rabindrajit Luwang & Md. Nurujjaman & Sushovan Majhi
- 2405.16050 Rationalizability, Iterated Dominance, and the Theorems of Radon and Carath\'eodory
by Roy Long
- 2405.15975 Inference of Utilities and Time Preference in Sequential Decision-Making
by Haoyang Cao & Zhengqi Wu & Renyuan Xu
- 2405.15929 Product Design Using Generative Adversarial Network: Incorporating Consumer Preference and External Data
by Hui Li & Jian Ni & Fangzhu Yang
- 2405.15862 The Mariana Environmental Disaster and its Labor Market Effects
by Hugo Sant'Anna
- 2405.15833 DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction
by Jianyuan Zhong & Zhijian Xu & Saizhuo Wang & Xiangyu Wen & Jian Guo & Qiang Xu
- 2405.15825 Multimarket Contact, Merger, and Airline Collusion
by Ziyu Yan
- 2405.15781 Prediction of healthcare costs on consumer direct health plan in the Brazilian context
by Claudia M. Peixoto & Diego Marcondes & Mariana P. Melo & Ana C. Maia & Luis A. Correia
- 2405.15721 Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics
by Adam Baybutt
- 2405.15716 Empirical Crypto Asset Pricing
by Adam Baybutt
- 2405.15672 Serving economic prosperity: economic impact assessments (EIA) on Earth observation-based services and tools by SERVIR
by Reetwika Basu & Eric Anderson & Chinmay Deval & Kelsey Herndon & Amanda Markert & Lena Pransky & Emil Cherrington & Aparna Phalke & Alqamah Sayeed
- 2405.15600 Transfer Learning for Spatial Autoregressive Models with Application to U.S. Presidential Election Prediction
by Hao Zeng & Wei Zhong & Xingbai Xu
- 2405.15579 Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout
by Krist'of N'emeth & D'aniel Hadh'azi
- 2405.15486 Digital finance, Bargaining Power and Gender Wage Gap
by Qing Guo & Siyu Chen & Xiangquan Zeng
- 2405.15461 Optimal market-neutral currency trading on the cryptocurrency platform
by Hongshen Yang & Avinash Malik
- 2405.15042 Modularity, Higher-Order Recombination, and New Venture Success
by Likun Cao & Ziwen Chen & James Evans
- 2405.14999 The Impact of Social Media on Music Demand: Evidence from a Quasi-Natural Experiment
by Daniel Winkler & Christian Hotz-Behofsits & Nils Wlomert & Dominik Papies & Jura Liaukonyte
- 2405.14893 Revisiting Day-ahead Electricity Price: Simple Model Save Millions
by Linian Wang & Jianghong Liu & Huibin Zhang & Leye Wang
- 2405.14767 FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models
by Hongyang Yang & Boyu Zhang & Neng Wang & Cheng Guo & Xiaoli Zhang & Likun Lin & Junlin Wang & Tianyu Zhou & Mao Guan & Runjia Zhang & Christina Dan Wang
- 2405.14617 Towards an Optimal Staking Design: Balancing Security, User Growth, and Token Appreciation
by Nicolas Oderbolz & Beatrix Marosvolgyi & Matthias Hafner
- 2405.14611 Is the EJRA proportionate and therefore justified? A critical review of the EJRA policy at Cambridge
by Oliver Linton & Raghavendra Rau & Patrick Baert & Peter Bossaerts & Jon Crowcroft & G. R. Evans & Paul Ewart & Nick Gay & Paul Kattuman & Stefan Scholtes & Hamid Sabourian & Richard J. Smith
- 2405.14575 Share-Based Fairness for Arbitrary Entitlements
by Moshe Babaioff & Uriel Feige
- 2405.14418 Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs
by Michail Anthropelos & Constantinos Stefanakis
- 2405.14279 Optimized Cost Per Click in Online Advertising: A Theoretical Analysis
by Kaichen Zhang & Zixuan Yuan & Hui Xiong
- 2405.14262 Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters
by Abdul Rahman
- 2405.14177 Long Time Behavior of Optimal Liquidation Problems
by Xinman Cheng & Guanxing Fu & Xiaonyu Xia
- 2405.14104 On the Identifying Power of Monotonicity for Average Treatment Effects
by Yuehao Bai & Shunzhuang Huang & Sarah Moon & Azeem M. Shaikh & Edward J. Vytlacil
- 2405.13959 Decision Trees for Intuitive Intraday Trading Strategies
by Prajwal Naga & Dinesh Balivada & Sharath Chandra Nirmala & Poornoday Tiruveedi
- 2405.13945 Exogenous Consideration and Extended Random Utility
by Roy Allen
- 2405.13926 Some models are useful, but for how long?: A decision theoretic approach to choosing when to refit large-scale prediction models
by Kentaro Hoffman & Stephen Salerno & Jeff Leek & Tyler McCormick
- 2405.13879 FACT or Fiction: Can Truthful Mechanisms Eliminate Federated Free Riding?
by Marco Bornstein & Amrit Singh Bedi & Abdirisak Mohamed & Furong Huang
- 2405.13753 A Dynamic Model of Performative Human-ML Collaboration: Theory and Empirical Evidence
by Tom Suhr & Samira Samadi & Chiara Farronato
- 2405.13709 Comparisons of Sequential Experiments for Additively Separable Problems
by Mark Whitmeyer & Cole Williams
- 2405.13609 Tackling Decision Processes with Non-Cumulative Objectives using Reinforcement Learning
by Maximilian Nagele & Jan Olle & Thomas Fosel & Remmy Zen & Florian Marquardt
- 2405.13513 An Asymptotic CVaR Measure of Risk for Markov Chains
by Shivam Patel & Vivek Borkar
- 2405.13422 Learning Trade Opportunities through Production Network
by Kenan Huremovi'c & Federico Nutarelli & Francesco Serti & Fernando Vega-Redondo
- 2405.13390 Convergence analysis of kernel learning FBSDE filter
by Yunzheng Lyu & Feng Bao
- 2405.13341 Wealth inequality and utility: Effect evaluation of redistribution and consumption morals using macro-econophysical coupled approach
by Takeshi Kato & Mohammad Rezoanul Hoque
- 2405.13327 Monitoring the carbon emissions transition of global building end-use activity
by Xiwang Xiang & Minda Ma
- 2405.13296 The Debt-Inflation Channel of the German (Hyper-)Inflation
by Markus K. Brunnermeier & Sergio Correia & Stephan Luck & Emil Verner & Tom Zimmermann
- 2405.13251 Valores extremos de inflaci\'on en Costa Rica
by Daniel Aguilar & Breyner Chac'on
- 2405.13241 Selecting Experimental Sites for External Validity
by Michael Gechter & Keisuke Hirano & Jean Lee & Mahreen Mahmud & Orville Mondal & Jonathan Morduch & Saravana Ravindran & Abu S. Shonchoy
- 2405.13224 Integrating behavioral experimental findings into dynamical models to inform social change interventions
by Radu Tanase & Ren'e Algesheimer & Manuel S. Mariani
- 2405.13186 Doing the right thing (or not) in a lemons-like situation: on the role of social preferences and Kantian moral concerns
by Ingela Alger & Jos'e Ignacio Rivero-Wildemauwe
- 2405.13169 Evaluating Offshore Electricity Market Design Considering Endogenous Infrastructure Investments: Zonal or Nodal?
by Michiel Kenis & Vladimir Dvorkin & Tim Schittekatte & Kenneth Bruninx & Erik Delarue & Audun Botterud
- 2405.13102 Trading Volume Maximization with Online Learning
by Tommaso Cesari & Roberto Colomboni
- 2405.13076 A K-means Algorithm for Financial Market Risk Forecasting
by Jinxin Xu & Kaixian Xu & Yue Wang & Qinyan Shen & Ruisi Li
- 2405.12993 A novel portfolio construction strategy based on the core-periphery profile of stocks
by Imran Ansari & Charu Sharma & Akshay Agrawal & Niteesh Sahni
- 2405.12991 Systematic Comparable Company Analysis and Computation of Cost of Equity using Clustering
by Mohammed Perves
- 2405.12990 BERT vs GPT for financial engineering
by Edward Sharkey & Philip Treleaven
- 2405.12988 Prediction of Cryptocurrency Prices through a Path Dependent Monte Carlo Simulation
by Ayush Singh & Anshu K. Jha & Amit N. Kumar
- 2405.12982 The puzzle of Carbon Allowance spread
by Michele Azzone & Roberto Baviera & Pietro Manzoni
- 2405.12804 The Machiavellian frontier of stable mechanisms
by Qiufu Chen & Yuanmei Li & Xiaopeng Yin & Luosai Zhang & Siyi Zhou
- 2405.12768 Ponzi Funds
by Philippe van der Beck & Jean-Philippe Bouchaud & Dario Villamaina
- 2405.12743 Consumer lying in online reviews: recent evidence
by Shawn Berry
- 2405.12608 A 22 percent increase in the German minimum wage: nothing crazy!
by Mario Bossler & Lars Chittka & Thorsten Schank
- 2405.12565 Resilience Analysis of Multi-modal Logistics Service Network Through Robust Optimization with Budget-of-Uncertainty
by Yaxin Pang & Shenle Pan & Eric Ballot
- 2405.12479 Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model
by W. Brent Lindquist & Svetlozar T. Rachev & Jagdish Gnawali & Frank J. Fabozzi
- 2405.12467 Conditional Choice Probability Estimation of Dynamic Discrete Choice Models with 2-period Finite Dependence
by Yu Hao & Hiroyuki Kasahara
- 2405.12240 Modelo de la inflaci\'on en Costa Rica
by Daniel Aguilar & Minor Acu~na & Breyner Chac'on
- 2405.12180 Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach
by Difang Huang & Ying Liang & Boyao Wu & Yanyi Ye
- 2405.12154 Risk, utility and sensitivity to large losses
by Martin Herdegen & Nazem Khan & Cosimo Munari
- 2405.12083 Instrumented Difference-in-Differences with Heterogeneous Treatment Effects
by Sho Miyaji
- 2405.12041 Earthquakes and the wealth of nations: The cases of Chile and New Zealand
by Diego D'iaz & Pablo Paniagua & Cristi'an Larroulet
- 2405.11954 Comparing predictive ability in presence of instability over a very short time
by Fabrizio Iacone & Luca Rossini & Andrea Viselli
- 2405.11759 Testing Sign Congruence Between Two Parameters
by Douglas L. Miller & Francesca Molinari & Jorg Stoye
- 2405.11730 Degree of Irrationality: Sentiment and Implied Volatility Surface
by Jiahao Weng & Yan Xie
- 2405.11686 Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by Colin D. Grab
- 2405.11578 Random Attention Span
by Dazhuo Wei
- 2405.11455 Impact Analysis of the Chesa Boudin Administration
by Jordan G. Taqi-Eddin
- 2405.11444 Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
by Jonathan Ch'avez-Casillas & Jos'e E. Figueroa-L'opez & Chuyi Yu & Yi Zhang
- 2405.11431 Review of deep learning models for crypto price prediction: implementation and evaluation
by Jingyang Wu & Xinyi Zhang & Fangyixuan Huang & Haochen Zhou & Rohtiash Chandra
- 2405.11392 Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
by Yunfei Peng & Pengyu Wei & Wei Wei
- 2405.11371 A simple proof of the representation theorem for betweenness preferences
by Yutaro Akita
- 2405.11329 Risk-neutral valuation of options under arithmetic Brownian motions
by Qiang Liu & Shuxin Guo
- 2405.11284 The Logic of Counterfactuals and the Epistemology of Causal Inference
by Hanti Lin
- 2405.11142 Selling Correlated Information Products
by Klajdi Hoxha
- 2405.10920 Data-generating process and time-series asset pricing
by Shuxin Guo & Qiang Liu
Printed from https://ideas.repec.org/s/arx/papers13.html
