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Content
2023
- 2310.02008 fmeffects: An R Package for Forward Marginal Effects
by Holger Lowe & Christian A. Scholbeck & Christian Heumann & Bernd Bischl & Giuseppe Casalicchio
- 2310.01950 Specification testing with grouped fixed effects
by Claudia Pigini & Alessandro Pionati & Francesco Valentini
- 2310.01869 Actuarial Implications and Modeling of Yellow Virus on Sugar Beet After the EU's Ban on Neonicotinoids and Climate Change
by Martial Ph'elipp'e-Guinvarc & Jean Cordier
- 2310.01666 The Dictator Dilemma: The Distortion of Information Flow in Autocratic Regimes and Its Consequences
by Vakhtang Putkaradze
- 2310.01528 A new proof for the existence of Nash equilibrium
by Davide Carpentiere & Stephen Watson
- 2310.01319 CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy
by Zhengyong Jiang & Jeyan Thiayagalingam & Jionglong Su & Jinjun Liang
- 2310.01285 Automated regime detection in multidimensional time series data using sliced Wasserstein k-means clustering
by Qinmeng Luan & James Hamp
- 2310.01155 EIP-4844 Economics and Rollup Strategies
by Davide Crapis & Edward W. Felten & Akaki Mamageishvili
- 2310.01123 Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation
by Sarit Maitra
- 2310.01104 Multi-period static hedging of European options
by Purba Banerjee & Srikanth Iyer & Shashi Jain
- 2310.01063 Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting
by Jakub Micha'nk'ow & {L}ukasz Kwiatkowski & Janusz Morajda
- 2310.00786 Semidiscrete optimal transport with unknown costs
by Yinchu Zhu & Ilya O. Ryzhov
- 2310.00753 Study of Stylized Facts in Stock Market Data
by Vaibhav Sherkar & Rituparna Sen
- 2310.00747 NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading
by Hsiang-Hui Liu & Han-Jay Shu & Wei-Ning Chiu
- 2310.00613 Review on Decarbonizing the Transportation Sector in China: Overview, Analysis, and Perspectives
by Jiewei Li & Ling Jin & Han Deng & Lin Yang
- 2310.00606 A semi-Lagrangian $\epsilon$-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate
by Yaowen Lu & Duy-Minh Dang
- 2310.00561 CausalGPS: An R Package for Causal Inference With Continuous Exposures
by Naeem Khoshnevis & Xiao Wu & Danielle Braun
- 2310.00553 Robust Asset-Liability Management
by Tjeerd de Vries & Alexis Akira Toda
- 2310.00531 Separately Convex and Separately Continuous Preferences: On Results of Schmeidler, Shafer, and Bergstrom-Parks-Rader
by Metin Uyanik & Aniruddha Ghosh & M. Ali Khan
- 2310.00490 A systematic review of early warning systems in finance
by Ali Namaki & Reza Eyvazloo & Shahin Ramtinnia
- 2310.00446 Reconstructing supply networks
by Luca Mungo & Alexandra Brintrup & Diego Garlaschelli & Franc{c}ois Lafond
- 2310.00321 Modeling the yield curve of Burundian bond market by parametric models
by R'edempteur Ntawiratsa & David Niyukuri & Ir`ene Irakoze & Menus Nkurunziza
- 2310.00260 On Sinkhorn's Algorithm and Choice Modeling
by Zhaonan Qu & Alfred Galichon & Johan Ugander
- 2310.00231 The Distributional Impact of Inflation in Pakistan: A Case Study of a New Price Focused Microsimulation Framework, PRICES
by Cathal ODonoghue & Beenish Amjad & Jules Linden & Nora Lustig & Denisa Sologon & Yang Wang
- 2310.00197 Identification, Impacts, and Opportunities of Three Common Measurement Considerations when using Digital Trace Data
by Daniel Muise & Nilam Ram & Thomas Robinson & Byron Reeves
- 2309.17379 Handling missing data in Burundian sovereign bond market
by Ir`ene Irakoze & R'edempteur Ntawiratsa & David Niyukuri
- 2309.17346 Symmetric Bernoulli distributions and minimal dependence copulas
by Alessandro Mutti & Patrizia Semeraro
- 2309.17322 Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis
by Paul Glasserman & Caden Lin
- 2309.17268 Income Mobility and Mixing in North Macedonia
by Viktor Stojkoski & Sonja Mitikj & Marija Trpkova-Nestorovska & Dragan Tevdovski
- 2309.17219 Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS
by Christian Bongiorno & Damien Challet
- 2309.17216 The long-term impact of (un)conditional cash transfers on labour market outcomes in Ecuador
by Juan Ponce & Jos'e-Ignacio Ant'on & Mercedes Onofa & Roberto Castillo
- 2309.17147 Using Large Language Models for Qualitative Analysis can Introduce Serious Bias
by Julian Ashwin & Aditya Chhabra & Vijayendra Rao
- 2309.16888 Sourcing Investment Targets for Venture and Growth Capital Using Multivariate Time Series Transformer
by Lele Cao & Gustaf Halvardsson & Andrew McCornack & Vilhelm von Ehrenheim & Pawel Herman
- 2309.16695 Normalized insured losses caused by windstorms in Quebec and Ontario, Canada, in the period 2008-2021
by Mohammad Hadavi & Lutong Sun & Djordje Romanic
- 2309.16679 Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management
by Paraskevi Nousi & Loukia Avramelou & Georgios Rodinos & Maria Tzelepi & Theodoros Manousis & Konstantinos Tsampazis & Kyriakos Stefanidis & Dimitris Spanos & Manos Kirtas & Pavlos Tosidis & Avraam Tsantekidis & Nikolaos Passalis & Anastasios Tefas
- 2309.16678 Water Markets as a Coping Mechanism for Climate-Induced Water Changes on the Canadian Economy: A Computable General Equilibrium Approach
by Jorge Garcia-Hernandez & Roy Brouwer
- 2309.16440 The effect of COVID restriction levels on shared micromobility travel patterns: A comparison between dockless bike sharing and e-scooter services
by Marco Diana & Andrea Chicco
- 2309.16437 Beyond Citations: Measuring Novel Scientific Ideas and their Impact in Publication Text
by Sam Arts & Nicola Melluso & Reinhilde Veugelers
- 2309.16408 Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?
by Pietro Saggese & Esther Segalla & Michael Sigmund & Burkhard Raunig & Felix Zangerl & Bernhard Haslhofer
- 2309.16348 Smoothing the Nonsmoothness
by Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu
- 2309.16196 Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data
by Wenting Liu & Zhaozhong Gui & Guilin Jiang & Lihua Tang & Lichun Zhou & Wan Leng & Xulong Zhang & Yujiang Liu
- 2309.16186 Intergenerational Equity in Models of Climate Change Mitigation: Stochastic Interest Rates introduce Adverse Effects, but (Non-linear) Funding Costs can Improve Intergenerational Equity
by Christian Fries & Lennart Quante
- 2309.16047 Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot
by Puru Gupta & Saul D. Jacka
- 2309.16008 Optimal Entry and Exit with Signature in Statistical Arbitrage
by Boming Ning & Prakash Chakraborty & Kiseop Lee
- 2309.15997 Adaptive Priority Mechanisms
by Oguzhan Celebi & Joel Flynn
- 2309.15983 What To Do (and Not to Do) with Causal Panel Analysis under Parallel Trends: Lessons from A Large Reanalysis Study
by Albert Chiu & Xingchen Lan & Ziyi Liu & Yiqing Xu
- 2309.15890 An Introduction to Complex Networks in Climate Finance
by Alexander P. Kartun-Giles & Nadia Ameli
- 2309.15767 Implementing portfolio risk management and hedging in practice
by Paul Alexander Bilokon
- 2309.15760 Linearity of Aggregate Production Functions
by Christopher P. Chambers & Alexis Akira Toda
- 2309.15705 Sluggish news reactions: A combinatorial approach for synchronizing stock jumps
by Nabil Bouamara & Kris Boudt & S'ebastien Laurent & Christopher J. Neely
- 2309.15640 Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices
by Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk
- 2309.15574 To better understand realized ecosystem services: An integrated analysis framework of supply, demand, flow and use
by Shuyao Wu & Kai-Di Liu & Wentao Zhang & Yuehan Dou & Yuqing Chen & Delong Li
- 2309.15552 Startup success prediction and VC portfolio simulation using CrunchBase data
by Mark Potanin & Andrey Chertok & Konstantin Zorin & Cyril Shtabtsovsky
- 2309.15511 Measuring risk contagion in financial networks with CoVaR
by Bikramjit Das & Vicky Fasen-Hartmann
- 2309.15368 Enumerating the climate impact of disequilibrium in critical mineral supply
by Lucas Woodley & Chung Yi See & Peter Cook & Megan Yeo & Daniel S. Palmer & Laurena Huh & Seaver Wang & Ashley Nunes
- 2309.15309 The importance of quality in austere times: University competitiveness and grant income
by Ye Sun & Athen Ma & Georg von Graevenitz & Vito Latora
- 2309.15297 Double machine learning and design in batch adaptive experiments
by Harrison H. Li & Art B. Owen
- 2309.15269 Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis
by Yann Braouezec & John Cagnol
- 2309.15044 The ATM implied skew in the ADO-Heston model
by Andrey Itkin
- 2309.14964 A dynamic systems approach to harness the potential of social tipping
by Sibel Eker & Charlie Wilson & Niklas Hohne & Mark S. McCaffrey & Irene Monasterolo & Leila Niamir & Caroline Zimm
- 2309.14869 Nuclear Energy Acceptance in Poland: From Societal Attitudes to Effective Policy Strategies -- Network Modeling Approach
by Pawel Robert Smolinski & Joseph Januszewicz & Barbara Pawlowska & Jacek Winiarski
- 2309.14784 Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models
by Francesca Biagini & Lukas Gonon & Niklas Walter
- 2309.14630 Free Discontinuity Regression: With an Application to the Economic Effects of Internet Shutdowns
by Florian Gunsilius & David Van Dijcke
- 2309.14615 Gray-box Adversarial Attack of Deep Reinforcement Learning-based Trading Agents
by Foozhan Ataiefard & Hadi Hemmati
- 2309.14581 Assessing Utility of Differential Privacy for RCTs
by Soumya Mukherjee & Aratrika Mustafi & Aleksandra Slavkovi'c & Lars Vilhuber
- 2309.14555 Optimal Stopping with Multi-Dimensional Comparative Loss Aversion
by Linda Cai & Joshua Gardner & S. Matthew Weinberg
- 2309.14548 Algorithmic Collusion or Competition: the Role of Platforms' Recommender Systems
by Xingchen Xu & Stephanie Lee & Yong Tan
- 2309.14475 Designing Effective Music Excerpts
by Emaad Manzoor & Nikhil Malik
- 2309.14334 Tasks Makyth Models: Machine Learning Assisted Surrogates for Tipping Points
by Gianluca Fabiani & Nikolaos Evangelou & Tianqi Cui & Juan M. Bello-Rivas & Cristina P. Martin-Linares & Constantinos Siettos & Ioannis G. Kevrekidis
- 2309.14297 Leveraging Uncertainties to Infer Preferences: Robust Analysis of School Choice
by Yeon-Koo Che & Dong Woo Hahm & YingHua He
- 2309.14201 Towards a Theory of Maximal Extractable Value II: Uncertainty
by Tarun Chitra
- 2309.14186 Value-transforming financial, carbon and biodiversity footprint accounting
by S. El Geneidy & S. Baumeister & M. Peura & J. S. Kotiaho
- 2309.14160 Unified Inference for Dynamic Quantile Predictive Regression
by Christis Katsouris
- 2309.14044 The Accuracy of Job Seekers' Wage Expectations
by Marco Caliendo & Robert Mahlstedt & Aiko Schmei{ss}er & Sophie Wagner
- 2309.14009 Discounting and Impatience
by Salvatore Greco & Diego Rago
- 2309.13766 Reserve Matching with Thresholds
by Suat Evren
- 2309.13696 Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks
by Abhiraj Sen & Jaydip Sen
- 2309.13662 Topology-Agnostic Detection of Temporal Money Laundering Flows in Billion-Scale Transactions
by Haseeb Tariq & Marwan Hassani
- 2309.13648 Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
by Austin Adams & Benjamin Y Chan & Sarit Markovich & Xin Wan
- 2309.13449 Profit shifting under the arm's length principle
by Alex A. T. Rathke
- 2309.13251 Nonparametric estimation of conditional densities by generalized random forests
by Federico Zincenko
- 2309.13246 Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models
by Dangxing Chen
- 2309.13219 Waiting for Dr. Godot: how much and who responds to predicted health care wait times?
by Stephenson Strobel
- 2309.13159 Nonparametric estimation of k-modal taste heterogeneity for group level agent-based mixed logit
by Xiyuan Ren & Joseph Y. J. Chow
- 2309.13096 Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns
by Sarit Maitra & Vivek Mishra & Sukanya Kundu & Manav Chopra
- 2309.13064 InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning
by Yi Yang & Yixuan Tang & Kar Yan Tam
- 2309.12945 The Micro-Aggregated Profit Share
by Thomas Hasenzagl & Luis Perez
- 2309.12902 Reduced-rank Envelope Vector Autoregressive Models
by S. Yaser Samadi & Wiranthe B. Herath
- 2309.12891 EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading
by Molei Qin & Shuo Sun & Wentao Zhang & Haochong Xia & Xinrun Wang & Bo An
- 2309.12818 How Automated Market Makers Approach the Thin Market Problem in Cryptoeconomic Systems
by Daniel Kirste & Niclas Kannengie{ss}er & Ricky Lamberty & Ali Sunyaev
- 2309.12704 Searching for Smurfs: Testing if Money Launderers Know Alert Thresholds
by Rasmus Ingemann Tuffveson Jensen & Joras Ferwerda & Christian Remi Wewer
- 2309.12588 A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization
by Zhou Yang & Junkee Jeon
- 2309.12384 Probability of Default modelling with L\'evy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9
by Kyriakos Georgiou & Athanasios N. Yannacopoulos
- 2309.12374 Rational Aversion to Information
by Sven Neth
- 2309.12330 Decentralized Token Economy Theory (DeTEcT)
by Rem Sadykhov & Geoffrey Goodell & Denis de Montigny & Martin Schoernig & Philip Treleaven
- 2309.12322 The Rise and Fall of Cryptocurrencies: Defining the Economic and Social Values of Blockchain Technologies, assessing the Opportunities, and defining the Financial and Cybersecurity Risks of the Metaverse
by Petar Radanliev
- 2309.12162 Optimal Conditional Inference in Adaptive Experiments
by Jiafeng Chen & Isaiah Andrews
- 2309.12122 Buyer-Optimal Algorithmic Consumption
by Shota Ichihashi & Alex Smolin
- 2309.12085 Techno-Economic Analysis of Synthetic Fuel Production from Existing Nuclear Power Plants across the United States
by Marisol Garrouste & Michael T. Craig & Daniel Wendt & Maria Herrera Diaz & William Jenson & Qian Zhang & Brendan Kochunas
- 2309.12082 Estimating Stable Fixed Points and Langevin Potentials for Financial Dynamics
by Tobias Wand & Timo Wiedemann & Jan Harren & Oliver Kamps
- 2309.12034 A detection analysis for temporal memory patterns at different time-scales
by Fabio Vanni & David Lambert
- 2309.12014 Singular Control in a Cash Management Model with Ambiguity
by Arnon Archankul & Giorgio Ferrari & Tobias Hellmann & Jacco J. J. Thijssen
- 2309.11979 Stock Market Sentiment Classification and Backtesting via Fine-tuned BERT
by Jiashu Lou
- 2309.11960 A Comprehensive Review on Financial Explainable AI
by Wei Jie Yeo & Wihan van der Heever & Rui Mao & Erik Cambria & Ranjan Satapathy & Gianmarco Mengaldo
- 2309.11693 Doubly Robust Mean-CVaR Portfolio
by Kei Nakagawa & Masaya Abe & Seiichi Kuroki
- 2309.11690 Explosive growth from AI automation: A review of the arguments
by Ege Erdil & Tamay Besiroglu
- 2309.11595 Common Agency with Non-Delegation or Imperfect Commitment
by Seungjin Han & Siyang Xiong
- 2309.11416 Existence of a Competitive Equilibrium with Substitutes, with Applications to Matching and Discrete Choice Models
by Liang Chen & Eugene Choo & Alfred Galichon & Simon Weber
- 2309.11400 Transformers versus LSTMs for electronic trading
by Paul Bilokon & Yitao Qiu
- 2309.11394 Is Ethereum Proof of Stake Sustainable? $-$ Considering from the Perspective of Competition Among Smart Contract Platforms $-$
by Kenji Saito & Yutaka Soejima & Toshihiko Sugiura & Yukinobu Kitamura & Mitsuru Iwamura
- 2309.11387 Identifying Causal Effects in Information Provision Experiments
by Dylan Balla-Elliott
- 2309.11189 Increasing Ticketing Allocative Efficiency Using Marginal Price Auction Theory
by Boxiang Fu
- 2309.11058 require: Package dependencies for reproducible research
by Sergio Correia & Matthew P. Seay
- 2309.10986 Research on the Impact of Executive Shareholding on New Investment in Enterprises Based on Multivariable Linear Regression Model
by Shanyi Zhou & Ning Yan & Zhijun Li & Mo Geng & Xulong Zhang & Hongbiao Si & Lihua Tang & Wenyuan Sun & Longda Zhang & Yi Cao
- 2309.10749 Substitutability in Favor Exchange
by Oguzhan Celebi
- 2309.10729 PAMS: Platform for Artificial Market Simulations
by Masanori Hirano & Ryosuke Takata & Kiyoshi Izumi
- 2309.10642 Testing and correcting sample selection in academic achievement comparisons
by Onil Boussim
- 2309.10609 Game Connectivity and Adaptive Dynamics
by Tom Johnston & Michael Savery & Alex Scott & Bassel Tarbush
- 2309.10546 Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies
by Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk
- 2309.10481 Regressing on distributions: The nonlinear effect of temperature on regional economic growth
by Malte Jahn
- 2309.10477 Derivatives Sensitivities Computation under Heston Model on GPU
by Pierre-Antoine Arsaguet & Paul Bilokon
- 2309.10448 Human-AI Interactions and Societal Pitfalls
by Francisco Castro & Jian Gao & S'ebastien Martin
- 2309.10252 OPUS: An Integrated Assessment Model for Satellites and Orbital Debris
by Akhil Rao & Mark Moretto & Marcus Holzinger & Daniel Kaffine & Brian Weeden
- 2309.10220 Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model
by Takanobu Mizuta & Isao Yagi
- 2309.10152 Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio
by Eisuke Yamagata & Shunsuke Ono
- 2309.10080 Can political gridlock undermine checks and balances? A lab experiment
by Alvaro Forteza & Irene Mussio & Juan S Pereyra
- 2309.09890 Pragmatic Comparison Analysis of Alternative Option Pricing Models
by Natasha Latif & Shafqat Ali Shad & Muhammad Usman & Chandan Kumar & Bahman B Motii & MD Mahfuzer Rahman & Khuram Shafi & Zahra Idrees
- 2309.09481 Estimation and Testing of Forecast Rationality with Many Moments
by Tae-Hwy Lee & Tao Wang
- 2309.09299 Bounds on Average Effects in Discrete Choice Panel Data Models
by Cavit Pakel & Martin Weidner
- 2309.09202 Examining psychology of science as a potential contributor to science policy
by Arash Mousavi & Reza Hafezi & Hasan Ahmadi
- 2309.09178 Does Reliable Electricity Mean Lesser Agricultural Labor Wages? Evidence from Indian Villages
by Suryadeepto Nag
- 2309.09176 Odd period cycles and ergodic properties in price dynamics for an exchange economy
by Tomohiro Uchiyama
- 2309.09103 Optimal Estimation under a Semiparametric Density Ratio Model
by Archer Gong Zhang & Jiahua Chen
- 2309.09094 Sizing Strategies for Algorithmic Trading in Volatile Markets: A Study of Backtesting and Risk Mitigation Analysis
by S. M. Masrur Ahmed
- 2309.08982 Least squares estimation in nonstationary nonlinear cohort panels with learning from experience
by Alexander Mayer & Michael Massmann
- 2309.08910 Total-effect Test May Erroneously Reject So-called "Full" or "Complete" Mediation
by Tingxuan Han & Luxi Zhang & Xinshu Zhao & Ke Deng
- 2309.08855 An Empirical Analysis on Remittances and Financial Development in Latin American Countries
by Sumaiya Binta Islam & Laboni Mondal
- 2309.08808 Adaptive Neyman Allocation
by Jinglong Zhao
- 2309.08800 Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models
by Yichi Zhang & Mihai Cucuringu & Alexander Y. Shestopaloff & Stefan Zohren
- 2309.08755 Ordered Correlation Forest
by Riccardo Di Francesco
- 2309.08740 Learning Source Biases: Multi-sourced Misspecifications and Consequences
by Lin Hu & Matthew Kovach & Anqi Li
- 2309.08707 Fixed-b Asymptotics for Panel Models with Two-Way Clustering
by Kaicheng Chen & Timothy J. Vogelsang
- 2309.08652 Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks
by Sergio Caprioli & Emanuele Cagliero & Riccardo Crupi
- 2309.08619 Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries
by Ida Johnsson & M. Hashem Pesaran & Cynthia Fan Yang
- 2309.08431 Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
by 'Alvaro Cartea & Fayc{c}al Drissi & Marcello Monga
- 2309.08287 On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets
by Jiefei Yang & Guanglian Li
- 2309.08175 A Markovian empirical model for the VIX index and the pricing of the corresponding derivatives
by Ying-Li Wang & Cheng-Long Xu & Ping He
- 2309.07843 Applying Deep Learning to Calibrate Stochastic Volatility Models
by Abir Sridi & Paul Bilokon
- 2309.07708 Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
by Haochong Xia & Shuo Sun & Xinrun Wang & Bo An
- 2309.07667 Profit and loss attribution: An empirical study
by Solveig Flaig & Gero Junike
- 2309.07664 Computer says 'no': Exploring systemic bias in ChatGPT using an audit approach
by Louis Lippens
- 2309.07488 Long-Term Mean-Variance Optimization Under Mean-Reverting Equity Returns
by Michael Preisel
- 2309.07476 Causal inference in network experiments: regression-based analysis and design-based properties
by Mengsi Gao & Peng Ding
- 2309.07427 Measuring Higher-Order Rationality with Belief Control
by Wei James Chen & Meng-Jhang Fong & Po-Hsuan Lin
- 2309.07371 The Fiscal Cost of Public Debt and Government Spending Shocks
by Venance Riblier
- 2309.07363 Quota Mechanisms: Robustness and Finite-Sample Performance
by Ian Ball & Deniz Kattwinkel
- 2309.07160 The effect of housewife labor on gdp calculations
by Saadet Yagmur Kumcu
- 2309.07023 Weak Markovian Approximations of Rough Heston
by Christian Bayer & Simon Breneis
- 2309.06949 Government Investments and Entrepreneurship
by Joao Ricardo Faria & Laudo Ogura & Mauricio Prado & Christopher J. Boudreaux
- 2309.06885 The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia
by Christopher A. Hartwell & Paul M. Vaaler
- 2309.06875 How to foster innovation in the social sciences? Qualitative evidence from focus group workshops at Oxford University
by Fabian Braesemann & Moritz Marpe
- 2309.06753 A Reexamination of Proof Approaches for the Impossibility Theorem
by Kazuya Yamamoto
- 2309.06711 Epps Effect and the Signature of Short-Term Momentum Traders
by J'er^ome Busca & L'eon Thomir
- 2309.06693 Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size
by Qingsong Yao
- 2309.06559 Media Moments and Corporate Connections: A Deep Learning Approach to Stock Movement Classification
by Luke Sanborn & Matthew Sahagun
- 2309.06546 Not obviously manipulable allotment rules
by R. Pablo Arribillaga & Agustin G. Bonifacio
- 2309.06538 Desenvolvimento de modelo para predi\c{c}\~ao de cota\c{c}\~oes de a\c{c}\~ao baseada em an\'alise de sentimentos de tweets
by Mario Mitsuo Akita & Everton Josue da Silva
- 2309.06393 Real-time VaR Calculations for Crypto Derivatives in kdb+/q
by Yutong Chen & Paul Bilokon & Conan Hales & Laura Kerr
- 2309.06383 Dynamic Arrangements in Economic Theory: Level-Agnostic Representations
by Fernando Tohm'e
- 2309.06353 The Conundrum of the Pension System in India: A Comprehensive study in the context of India's Growth Story
by Aditya Deeti
- 2309.06305 Sensitivity Analysis for Linear Estimators
by Jacob Dorn & Luther Yap
- 2309.05977 A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models
by Hanwen Zhang & Duy-Minh Dang
- 2309.05935 Dynamic relationship between XRP price and correlation tensor spectra of the transaction network
by Abhijit Chakraborty & Tetsuo Hatsuda & Yuichi Ikeda
- 2309.05926 SCOP: Schrodinger Control Optimal Planning for Goal-Based Wealth Management
by Igor Halperin
- 2309.05898 Strategic Behavior of Large Language Models: Game Structure vs. Contextual Framing
by Nunzio Lor`e & Babak Heydari
- 2309.05866 ESG-coherent risk measures for sustainable investing
by Gabriele Torri & Rosella Giacometti & Darinka Dentcheva & Svetlozar T. Rachev & W. Brent Lindquist
- 2309.05816 A duality between utility transforms and probability distortions
by Christopher P. Chambers & Peng Liu & Ruodu Wang
- 2309.05783 A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association
by Jackson P. Lautier
- 2309.05682 A compendium of data sources for data science, machine learning, and artificial intelligence
by Paul Bilokon & Oleksandr Bilokon & Saeed Amen
- 2309.05639 Forecasted Treatment Effects
by Irene Botosaru & Raffaella Giacomini & Martin Weidner
- 2309.05560 New News is Bad News
by Paul Glasserman & Harry Mamaysky & Jimmy Qin
- 2309.05512 Monte Carlo Simulation for Trading Under a L\'evy-Driven Mean-Reverting Framework
by Tim Leung & Kevin W. Lu
- 2309.05107 Nonlinear Granger Causality using Kernel Ridge Regression
by Wojciech Victor Fulmyk
- 2309.05054 Gamma Hedging and Rough Paths
by John Armstrong & Andrei Ionescu
- 2309.05003 Multidimensional indefinite stochastic Riccati equations and zero-sum linear-quadratic stochastic differential games with non-markovian regime switching
by Panpan Zhang & Zuo Quan Xu
- 2309.04947 Geometry of vectorial martingale optimal transport and robust option pricing
by Joshua Zoen-Git Hiew & Tongseok Lim & Brendan Pass & Marcelo Cruz de Souza
- 2309.04926 Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions
by Mikihito Nishi
- 2309.04876 News-driven Expectations and Volatility Clustering
by Sabiou Inoua
- 2309.04821 Non-linear dimension reduction in factor-augmented vector autoregressions
by Karin Klieber
- 2309.04793 Interpreting TSLS Estimators in Information Provision Experiments
by Vod Vilfort & Whitney Zhang
- 2309.04578 Maintaining human wellbeing as socio-environmental systems undergo regime shifts
by Andrew R. Tilman & Elisabeth H. Krueger & Lisa C. McManus & James R. Watson
- 2309.04557 Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing
by Xuwei Yang & Anastasis Kratsios & Florian Krach & Matheus Grasselli & Aurelien Lucchi
- 2309.04547 Kelvin Waves, Klein-Kramers and Kolmogorov Equations, Path-Dependent Financial Instruments: Survey and New Results
by Alexander Lipton
- 2309.04507 Generating drawdown-realistic financial price paths using path signatures
by Emiel Lemahieu & Kris Boudt & Maarten Wyns
- 2309.04483 Ein neuer Ansatz zur Frequenzmodellierung im Versicherungswesen (A new Approach to frequency modeling in risk theory)
by Dietmar Pfeifer
- 2309.04259 C++ Design Patterns for Low-latency Applications Including High-frequency Trading
by Paul Bilokon & Burak Gunduz
- 2309.04216 Modeling liquidity in corporate bond markets: applications to price adjustments
by Philippe Bergault & Olivier Gu'eant
- 2309.04193 Robust equilibria in cheap-talk games with fairly transparent motives
by Jan-Henrik Steg & Elshan Garashli & Michael Greinecker & Christoph Kuzmics