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Content
2024
- 2404.04077 The forgotten pillar of sustainability: development of the S-assessment tool to evaluate Organizational Social Sustainability
by Alessandro Annarelli & Tiziana Catarci & Laura Palagi
- 2404.03989 Instruments And Effects Of Monetary And Fiscal Policy: The Relationship Between Inflation, Vat, And Deposit Interest Rate
by Ali Dogdu & Murad Kayacan
- 2404.03976 A theoretical framework for dynamical fee choice in AMMs
by Abe Alexander & Lars Fritz
- 2404.03968 Regularization for electricity price forecasting
by Bartosz Uniejewski
- 2404.03794 Effect of State and Local Sexual Orientation Anti-Discrimination Laws on Labor Market Differentials
by Scott Delhommer & Domonkos F. Vamossy
- 2404.03792 Social Media Emotions and Market Behavior
by Domonkos F. Vamossy
- 2404.03783 Coherent risk measures and uniform integrability
by Muqiao Huang & Ruodu Wang
- 2404.03737 Forecasting with Neuro-Dynamic Programming
by Pedro Afonso Fernandes
- 2404.03581 Consumer Behavior under Benevolent Price Discrimination
by Alexander Erlei & Mattheus Brenig & Nils Engelbrecht
- 2404.03508 The economic consequences of geopolitical fragmentation: Evidence from the Cold War
by Rodolfo G. Campos & Benedikt Heid & Jacopo Timini
- 2404.03319 Early warning systems for financial markets of emerging economies
by Artem Kraevskiy & Artem Prokhorov & Evgeniy Sokolovskiy
- 2404.03235 Marginal Treatment Effects and Monotonicity
by Henrik Sigstad
- 2404.02871 Existence and uniqueness results for a mean-field game of optimal investment
by Alessandro Calvia & Salvatore Federico & Giorgio Ferrari & Fausto Gozzi
- 2404.02858 The Life Care Annuity: enhancing product features and refining pricing methods
by G. Apicella & A. Molent & M. Gaudenzi
- 2404.02803 Collaboratively adding context to social media posts reduces the sharing of false news
by Thomas Renault & David Restrepo Amariles & Aurore Troussel
- 2404.02756 Chasing Contests
by Zhuo Chen & Yun Liu
- 2404.02687 Dynamic Resource Allocation with Karma: An Experimental Study
by Ezzat Elokda & Heinrich Nax & Saverio Bolognani & Florian Dorfler
- 2404.02671 Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting
by Matteo Mogliani & Anna Simoni
- 2404.02620 Farkas' Lemma and Complete Indifference
by Florian Herold & Christoph Kuzmics
- 2404.02612 Exploring Sustainable Clothing Consumption in Middle-Income Countries: A case study of Romanian consumers
by Anastasia Cosma
- 2404.02595 QFNN-FFD: Quantum Federated Neural Network for Financial Fraud Detection
by Nouhaila Innan & Alberto Marchisio & Mohamed Bennai & Muhammad Shafique
- 2404.02584 Moran's I 2-Stage Lasso: for Models with Spatial Correlation and Endogenous Variables
by Sylvain Barde & Rowan Cherodian & Guy Tchuente
- 2404.02582 Quantum computing approach to realistic ESG-friendly stock portfolios
by Francesco Catalano & Laura Nasello & Daniel Guterding
- 2404.02498 From Time-inconsistency to Time-consistency for Optimal Stopping Problems
by Sang Hu & Zihan Zhou
- 2404.02497 From Friendship Networks to Classroom Dynamics: Leveraging Neural Networks, Instrumental Variable and Genetic Algorithms for Optimal Educational Outcomes
by Lei Bill Wang & Om Prakash Bedant & Zhenbang Jiao & Haoran Wang
- 2404.02426 Equilibrium in Style: A Modeling Framework on the Cash Flow and the Life Cycle of a Consumer Store
by Shanyu Han & Jian Lei & Yang Liu
- 2404.02400 Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications
by Zhaolin Li & Artem Prokhorov
- 2404.02343 Improved model-free bounds for multi-asset options using option-implied information and deep learning
by Evangelia Dragazi & Shuaiqiang Liu & Antonis Papapantoleon
- 2404.02273 Beyond Social Media Analogues
by Gregory M. Dickinson
- 2404.02270 Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
by Arkadiusz Lipiecki & Bartosz Uniejewski & Rafa{l} Weron
- 2404.02228 Seemingly unrelated Bayesian additive regression trees for cost-effectiveness analyses in healthcare
by Jonas Esser & Mateus Maia & Andrew C. Parnell & Judith Bosmans & Hanneke van Dongen & Thomas Klausch & Keefe Murphy
- 2404.02175 Social Dynamics of Consumer Response: A Unified Framework Integrating Statistical Physics and Marketing Dynamics
by Javier Marin
- 2404.02142 Priority-Neutral Matching Lattices Are Not Distributive
by Clayton Thomas
- 2404.02141 Robustly estimating heterogeneity in factorial data using Rashomon Partitions
by Aparajithan Venkateswaran & Anirudh Sankar & Arun G. Chandrasekhar & Tyler H. McCormick
- 2404.02053 BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights
by Enmin Zhu & Jerome Yen
- 2404.01866 Supervised Autoencoder MLP for Financial Time Series Forecasting
by Bartosz Bieganowski & Robert Slepaczuk
- 2404.01782 Multicriteria Analysis Model in Sustainable Corn Farming Area Planning
by Abdul Haris & Muhammad Munawir Syarif & Hamed Narolla & Rachmat Hidayat
- 2404.01641 The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model
by Yun-Shi Dai & Peng-Fei Dai & Wei-Xing Zhou
- 2404.01624 Intelligent Optimization of Mine Environmental Damage Assessment and Repair Strategies Based on Deep Learning
by Qishuo Cheng
- 2404.01566 Heterogeneous Treatment Effects and Causal Mechanisms
by Jiawei Fu & Tara Slough
- 2404.01522 Watanabe's expansion: A Solution for the convexity conundrum
by David Garc'ia-Lorite & Raul Merino
- 2404.01498 Existence, uniqueness, and regularity of solutions to nonlinear and non-smooth parabolic obstacle problems
by Durandard Th'eo & Strulovici Bruno
- 2404.01495 Estimating Heterogeneous Effects: Applications to Labor Economics
by Stephane Bonhomme & Angela Denis
- 2404.01451 Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
by Katalin Varga & Tibor Szendrei
- 2404.01404 Resolute and symmetric mechanisms for two-sided matching problems
by Daniela Bubboloni & Michele Gori & Claudia Meo
- 2404.01338 Automatic detection of relevant information, predictions and forecasts in financial news through topic modelling with Latent Dirichlet Allocation
by Silvia Garc'ia-M'endez & Francisco de Arriba-P'erez & Ana Barros-Vila & Francisco J. Gonz'alez-Casta~no & Enrique Costa-Montenegro
- 2404.01337 Detection of Temporality at Discourse Level on Financial News by Combining Natural Language Processing and Machine Learning
by Silvia Garc'ia-M'endez & Francisco de Arriba-P'erez & Ana Barros-Vila & Francisco J. Gonz'alez-Casta~no
- 2404.01333 Methods of Stochastic Field Theory in Non-Equilibrium Systems -- Spontaneous Symmetry Breaking of Ergodicity
by Tatsuru Kikuchi
- 2404.01190 Call the Dentist! A (Con-)Cavity in the Value of Information
by Mark Whitmeyer
- 2404.00864 Convolution-t Distributions
by Peter Reinhard Hansen & Chen Tong
- 2404.00825 Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients
by Nolan Alexander & William Scherer
- 2404.00806 Algorithmic Collusion by Large Language Models
by Sara Fish & Yannai A. Gonczarowski & Ran I. Shorrer
- 2404.00784 Estimating sample paths of Gauss-Markov processes from noisy data
by Benjamin Davies
- 2404.00475 Shill-Proof Auctions
by Andrew Komo & Scott Duke Kominers & Tim Roughgarden
- 2404.00424 Quantformer: from attention to profit with a quantitative transformer trading strategy
by Zhaofeng Zhang & Banghao Chen & Shengxin Zhu & Nicolas Langren'e
- 2404.00221 Policy Learning for Optimal Dynamic Treatment Regimes with Observational Data
by Shosei Sakaguchi
- 2404.00187 Portfolio management using graph centralities: Review and comparison
by Bahar Arslan & Vanni Noferini & Spyridon Vrontos
- 2404.00183 Shared Hardships Strengthen Bonds: Negative Shocks, Embeddedness and Employee Retention
by Andrew Balthrop & Hyunseok Jung
- 2404.00164 Sequential Synthetic Difference in Differences
by Dmitry Arkhangelsky & Aleksei Samkov
- 2404.00060 Temporal Graph Networks for Graph Anomaly Detection in Financial Networks
by Yejin Kim & Youngbin Lee & Minyoung Choe & Sungju Oh & Yongjae Lee
- 2404.00034 Investigating Similarities Across Decentralized Financial (DeFi) Services
by Junliang Luo & Stefan Kitzler & Pietro Saggese
- 2404.00028 Antinetwork among China A-shares
by Peng Liu
- 2404.00015 Empowering Credit Scoring Systems with Quantum-Enhanced Machine Learning
by Javier Mancilla & Andr'e Sequeira & Tomas Tagliani & Francisco Llaneza & Claudio Beiza
- 2404.00013 Missing Data Imputation With Granular Semantics and AI-driven Pipeline for Bankruptcy Prediction
by Debarati Chakraborty & Ravi Ranjan
- 2404.00012 Stress index strategy enhanced with financial news sentiment analysis for the equity markets
by Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez & Thomas Jacquot
- 2403.20310 Predicting the impact of e-commerce indices on international trade in Iran and other selected members of the Organization for Economic Co-operation and Development (OECD) by using the artificial intelligence and P-VAR model
by Soheila Khajoui & Saeid Dehyadegari & Sayyed Abdolmajid Jalaee
- 2403.20171 Risk exchange under infinite-mean Pareto models
by Yuyu Chen & Paul Embrechts & Ruodu Wang
- 2403.20039 Variability in Aggregate Personal Income Across Industrial Sectors During COVID-19 Shock: A Time-Series Exploration
by Didarul Islam & Mohammad Abdullah Al Faisal
- 2403.19945 Optimal Auction Design with Contingent Payments and Costly Verification
by Ian Ball & Teemu Pekkarinen
- 2403.19915 Using Images as Covariates: Measuring Curb Appeal with Deep Learning
by Ardyn Nordstrom & Morgan Nordstrom & Matthew D. Webb
- 2403.19847 Strategic complementarities as stochastic control under sticky price
by Lambert Dong
- 2403.19781 Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior
by Zhiyuan Yao & Zheng Li & Matthew Thomas & Ionut Florescu
- 2403.19735 Enhancing Anomaly Detection in Financial Markets with an LLM-based Multi-Agent Framework
by Taejin Park
- 2403.19563 Using Event Studies as an Outcome in Causal Analysis
by Dmitry Arkhangelsky & Kazuharu Yanagimoto & Tom Zohar
- 2403.19502 On the potential of quantum walks for modeling financial return distributions
by Stijn De Backer & Luis E. C. Rocha & Jan Ryckebusch & Koen Schoors
- 2403.19439 Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy
by Muzi Chen & Yuhang Wang & Boyao Wu & Difang Huang
- 2403.19363 Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price
by Muzi Chen & Nan Li & Lifen Zheng & Difang Huang & Boyao Wu
- 2403.19077 Blockchains, MEV and the knapsack problem: a primer
by Vijay Mohan & Peyman Khezr
- 2403.19051 Towards Standardized Regulations for Block Chain Smart Contracts: Insights from Delphi and SWARA Analysis
by Shahin Heidari & Shannon Hashemi & Mohammad-Soroush Khorsand & Alireza Daneshfar & Seyedalireza Jazayerifar
- 2403.18839 Long Short-Term Memory Pattern Recognition in Currency Trading
by Jai Pal
- 2403.18837 Repetitive Dilemma Games in Distribution Information Using Interplay of Droop Quota: Meek's Method in Impact of Maximum Compensation and Minimum Cost Routes in Information Role of Marginal Contribution in Two-Sided Matching Markets
by Yasuko Kawahata
- 2403.18831 DeepTraderX: Challenging Conventional Trading Strategies with Deep Learning in Multi-Threaded Market Simulations
by Armand Mihai Cismaru
- 2403.18737 Optimal Rebalancing in Dynamic AMMs
by Matthew Willetts & Christian Harrington
- 2403.18694 Designing Simple Mechanisms
by Shengwu Li
- 2403.18528 Limited Attention Allocation in a Stochastic Linear Quadratic System with Multiplicative Noise
by Xiangyu Cui & Jianjun Gao & Lingjie Kong
- 2403.18521 Redirecting Flows -- Navigating the Future of the Amazon
by Victor Galaz & Megan Meacham
- 2403.18503 Distributional Treatment Effect with Latent Rank Invariance
by Myungkou Shin
- 2403.18248 Statistical Inference of Optimal Allocations I: Regularities and their Implications
by Kai Feng & Han Hong
- 2403.18185 Learning Optimal Behavior Through Reasoning and Experiences
by Cosmin Ilut & Rosen Valchev
- 2403.18177 Growth rate of liquidity provider's wealth in G3Ms
by Cheuk Yin Lee & Shen-Ning Tung & Tai-Ho Wang
- 2403.18166 Incentive-Compatible Vertiport Reservation in Advanced Air Mobility: An Auction-Based Approach
by Pan-Yang Su & Chinmay Maheshwari & Victoria Tuck & Shankar Sastry
- 2403.18126 Revisiting Elastic String Models of Forward Interest Rates
by Victor Le Coz & Jean-Philippe Bouchaud
- 2403.18086 Generalizing Better Response Paths and Weakly Acyclic Games
by Bora Yongacoglu & Gurdal Arslan & Lacra Pavel & Serdar Yuksel
- 2403.17798 Ethical considerations when planning, implementing and releasing health economic model software: a new proposal
by Matthew P Hamilton & Caroline Gao & Jonathan Karnon & Luis Salvador-Carulla & Sue M Cotton & Cathrine Mihalopoulos
- 2403.17777 Deconvolution from two order statistics
by JoonHwan Cho & Yao Luo & Ruli Xiao
- 2403.17641 Share the Sugar
by Christian Tarsney & Harvey Lederman & Dean Spears
- 2403.17624 The inclusive Synthetic Control Method
by Roberta Di Stefano & Giovanni Mellace
- 2403.17605 On the Pettis Integral Approach to Large Population Games
by Masaki Miyashita & Takashi Ui
- 2403.17546 Decoding excellence: Mapping the demand for psychological traits of operations and supply chain professionals through text mining
by S. Di Luozzo & A. Fronzetti Colladon & M. M. Schiraldi
- 2403.17515 Prediction-sharing During Training and Inference
by Yotam Gafni & Ronen Gradwohl & Moshe Tennenholtz
- 2403.17206 The Devil is in the Details: Heterogeneous Effects of the German Minimum Wage on Working Hours and Minijobs
by Mario Bossler & Ying Liang & Thorsten Schank
- 2403.17187 Alternatives to classical option pricing
by W. Brent Lindquist & Svetlozar T. Rachev
- 2403.17162 Design Insights for Industrial CO2 Capture, Transport, and Storage Systems
by Tubagus Aryandi Gunawan & Lilianna Gittoes & Cecelia Isaac & Chris Greig & Eric Larson
- 2403.17127 High-Dimensional Mean-Variance Spanning Tests
by David Ardia & S'ebastien Laurent & Rosnel Sessinou
- 2403.17112 The Impact of Pradhan Mantri Ujjwala Yojana on Indian Households
by Nabeel Asharaf & Richard S. J. Tol
- 2403.17095 Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions
by David Ardia & Cl'ement Aymard & Tolga Cenesizoglu
- 2403.16980 Economic DAO Governance: A Contestable Control Approach
by Jeff Strnad
- 2403.16934 The Costs of Competition in Distributing Scarce Research Funds
by Gerald Schweiger & Adrian Barnett & Peter van den Besselaar & Lutz Bornmann & Andreas De Block & John P. A. Ioannidis & Ulf Sandstrom & Stijn Conix
- 2403.16844 Resistant Inference in Instrumental Variable Models
by Jens Klooster & Mikhail Zhelonkin
- 2403.16773 Privacy-Protected Spatial Autoregressive Model
by Danyang Huang & Ziyi Kong & Shuyuan Wu & Hansheng Wang
- 2403.16673 Quasi-randomization tests for network interference
by Supriya Tiwari & Pallavi Basu
- 2403.16632 Risk Propagation in Endogenous Supply Chains
by Andrea Titton
- 2403.16525 Measuring Name Concentrations through Deep Learning
by Eva Lutkebohmert & Julian Sester
- 2403.16452 Determinants of Uruguay's Real Effective Exchange Rate: A Mundell-Fleming Model Approach
by Didarul Islam & Mohammad Abdullah Al Faisal
- 2403.16413 Optimal testing in a class of nonregular models
by Yuya Shimizu & Taisuke Otsu
- 2403.16373 A new social welfare function with a number of desirable properties
by Fujun Hou
- 2403.16296 Workplace sustainability or financial resilience? Composite-financial resilience index
by Elham Daadmehr
- 2403.16228 Rank-Dependent Predictable Forward Performance Processes
by Bahman Angoshtari & Shida Duan
- 2403.16177 The Informativeness of Combined Experimental and Observational Data under Dynamic Selection
by Yechan Park & Yuya Sasaki
- 2403.16006 Crypto Inverse-Power Options and Fractional Stochastic Volatility
by Boyi Li & Weixuan Xia
- 2403.15980 Markovian projections for It\^o semimartingales with jumps
by Martin Larsson & Shukun Long
- 2403.15957 Putting all eggs in one basket: some insights from a correlation inequality
by Pradeep Dubey & Siddhartha Sahi & Guanyang Wang
- 2403.15934 Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions
by Gyungbae Park
- 2403.15925 Hedge Fund Index Rules and Construction
by David Xiao
- 2403.15923 On Merton's Optimal Portfolio Problem with Sporadic Bankruptcy for Isoelastic Utility
by Yaacov Kopeliovich & Michael Pokojovy & Julia Bernatska
- 2403.15910 Difference-in-Differences with Unpoolable Data
by Sunny Karim & Matthew D. Webb & Nichole Austin & Erin Strumpf
- 2403.15810 Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup
by Aman Saggu & Lennart Ante & Ender Demir
- 2403.15429 Single-token vs Two-token Blockchain Tokenomics
by Aggelos Kiayias & Philip Lazos & Paolo Penna
- 2403.15319 Discounted Subjective Expected Utility in Continuous Time
by Lorenzo Bastianello & Vassili Vergopoulos
- 2403.15293 Human behaviour through a LENS: How Linguistic content triggers Emotions and Norms and determines Strategy choices
by Valerio Capraro
- 2403.15281 Measuring Gender and Racial Biases in Large Language Models
by Jiafu An & Difang Huang & Chen Lin & Mingzhu Tai
- 2403.15262 Strategic Responses to Technological Change: Evidence from ChatGPT and Upwork
by Shun Yiu & Rob Seamans & Manav Raj & Ted Liu
- 2403.15258 Tests for almost stochastic dominance
by Amparo Ba'illo & Javier C'arcamo & Carlos Mora-Corral
- 2403.15243 Robust Utility Optimization via a GAN Approach
by Florian Krach & Josef Teichmann & Hanna Wutte
- 2403.15220 Modelling with Discretized Variables
by Felix Chan & Laszlo Matyas & Agoston Reguly
- 2403.15200 Teamwork and Spillover Effects in Performance Evaluations
by Enzo Brox & Michael Lechner
- 2403.15198 On the Weighted Top-Difference Distance: Axioms, Aggregation, and Approximation
by Andrea Aveni & Ludovico Crippa & Giulio Principi
- 2403.15163 Nonlinear shifts and dislocations in financial market structure and composition
by Nick James & Max Menzies
- 2403.15111 Fast TTC Computation
by Irene Aldridge
- 2403.15074 Tax Policy Handbook for Crypto Assets
by Arindam Misra
- 2403.15062 Construction of a Japanese Financial Benchmark for Large Language Models
by Masanori Hirano
- 2403.14868 A Markov approach to credit rating migration conditional on economic states
by Michael Kalkbrener & Natalie Packham
- 2403.14862 The Power of Linear Programming in Sponsored Listings Ranking: Evidence from Field Experiments
by Haihao Lu & Luyang Zhang
- 2403.14841 On the Hull-White model with volatility smile for Valuation Adjustments
by T. van der Zwaard & L. A. Grzelak & C. W. Oosterlee
- 2403.14724 Six Levels of Privacy: A Framework for Financial Synthetic Data
by Tucker Balch & Vamsi K. Potluru & Deepak Paramanand & Manuela Veloso
- 2403.14695 Chain-structured neural architecture search for financial time series forecasting
by Denis Levchenko & Efstratios Rappos & Shabnam Ataee & Biagio Nigro & Stephan Robert-Nicoud
- 2403.14483 Utilizing the LightGBM Algorithm for Operator User Credit Assessment Research
by Shaojie Li & Xinqi Dong & Danqing Ma & Bo Dang & Hengyi Zang & Yulu Gong
- 2403.14385 Estimating Causal Effects with Double Machine Learning -- A Method Evaluation
by Jonathan Fuhr & Philipp Berens & Dominik Papies
- 2403.14231 Spanning Multi-Asset Payoffs With ReLUs
by S'ebastien Bossu & St'ephane Cr'epey & Hoang-Dung Nguyen
- 2403.14216 A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks
by Markku Lanne & Savi Virolainen
- 2403.14063 DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models
by Divyanshu Daiya & Monika Yadav & Harshit Singh Rao
- 2403.14036 Fused LASSO as Non-Crossing Quantile Regression
by Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer
- 2403.13983 Robust Communication Between Parties with Nearly Independent Preferences
by Alistair Barton
- 2403.13791 New Stochastic Fubini Theorems
by Tahir Choulli & Martin Schweizer
- 2403.13773 The Limits of Identification in Discrete Choice
by Christopher P. Chambers & Christopher Turansick
- 2403.13738 Policy Relevant Treatment Effects with Multidimensional Unobserved Heterogeneity
by Takuya Ura & Lina Zhang
- 2403.13725 Robust Inference in Locally Misspecified Bipartite Networks
by Luis E. Candelaria & Yichong Zhang
- 2403.13625 Enhancing Law Enforcement Training: A Gamified Approach to Detecting Terrorism Financing
by Francesco Zola & Lander Segurola & Erin King & Martin Mullins & Raul Orduna
- 2403.13429 Detecting and Triaging Spoofing using Temporal Convolutional Networks
by Kaushalya Kularatnam & Tania Stathaki
- 2403.13388 Optimal VPPI strategy under Omega ratio with stochastic benchmark
by Guohui Guan & Lin He & Zongxia Liang & Litian Zhang
- 2403.13361 Multifractal wavelet dynamic mode decomposition modeling for marketing time series
by Mohamed Elshazli A. Zidan & Anouar Ben Mabrouk & Nidhal Ben Abdallah & Tawfeeq M. Alanazi
- 2403.13222 On Equilibrium Determinacy in Overlapping Generations Models with Money
by Tomohiro Hirano & Alexis Akira Toda
- 2403.13192 Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach
by Dennis Lartey Quayesam & Anani Lotsi & Felix Okoe Mettle
- 2403.13138 Max-stability under first-order stochastic dominance
by Christopher Chambers & Alan Miller & Ruodu Wang & Qinyu Wu
- 2403.12917 When is Trust Robust?
by Luca Anderlini & Larry Samuelson & Daniele Terlizzese
- 2403.12694 Performance, Knowledge Acquisition and Satisfaction in Self-selected Groups: Evidence from a Classroom Field Experiment
by Julius Duker & Alexander Rieber
- 2403.12653 Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility
by Mikkel Bennedsen & Kim Christensen & Peter Christensen
- 2403.12647 Uncertainty in the financial market and application to forecastabnormal financial fluctuations
by Shige Peng & Shuzhen Yang & Wenqing Zhang
- 2403.12456 Inflation Target at Risk: A Time-varying Parameter Distributional Regression
by Yunyun Wang & Tatsushi Oka & Dan Zhu
- 2403.12285 FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications
by Thanos Konstantinidis & Giorgos Iacovides & Mingxue Xu & Tony G. Constantinides & Danilo Mandic
- 2403.12260 The Best of Many Robustness Criteria in Decision Making: Formulation and Application to Robust Pricing
by Jerry Anunrojwong & Santiago R. Balseiro & Omar Besbes
- 2403.12183 Fragile Stable Matchings
by Kirill Rudov
- 2403.12180 Advanced Statistical Arbitrage with Reinforcement Learning
by Boming Ning & Kiseop Lee
- 2403.12161 Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
by Arijit Das & Tanmoy Nandi & Prasanta Saha & Suman Das & Saronyo Mukherjee & Sudip Kumar Naskar & Diganta Saha
- 2403.12108 Does AI help humans make better decisions? A statistical evaluation framework for experimental and observational studies
by Eli Ben-Michael & D. James Greiner & Melody Huang & Kosuke Imai & Zhichao Jiang & Sooahn Shin
- 2403.12107 Scenarios for the Transition to AGI
by Anton Korinek & Donghyun Suh
- 2403.12093 Learning Macroeconomic Policies based on Microfoundations: A Stackelberg Mean Field Game Approach
by Qirui Mi & Zhiyu Zhao & Siyu Xia & Yan Song & Jun Wang & Haifeng Zhang
- 2403.12078 Student t-L\'evy regression model in YUIMA
by Hiroki Masuda & Lorenzo Mercuri & Yuma Uehara
- 2403.11954 Robust Estimation and Inference for Categorical Data
by Max Welz
- 2403.11897 Risk premium and rough volatility
by Ofelia Bonesini & Antoine Jacquier & Aitor Muguruza
- 2403.11824 Nonconcave Robust Utility Maximization under Projective Determinacy
by Laurence Carassus & Massinissa Ferhoune
- 2403.11738 A path-dependent PDE solver based on signature kernels
by Alexandre Pannier & Cristopher Salvi
- 2403.11680 Multiscale Orientation Values for Biodiversity, Climate and Water: A Scientific Input for Science- Based Targets
by Viktoras Kulionis & Andreas Froemelt & Stephan Pfister
- 2403.11622 Asset management with an ESG mandate
by Michele Azzone & Emilio Barucci & Davide Stocco
- 2403.11333 Identification of Information Structures in Bayesian Games
by Masaki Miyashita
- 2403.11309 Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables
by Kirill S. Evdokimov & Andrei Zeleneev
- 2403.11240 Speed, Accuracy, and Complexity
by Duarte Gonc{c}alves
- 2403.11028 What Makes Systemic Discrimination, "Systemic?" Exposing the Amplifiers of Inequity
by David B. McMillon
- 2403.11022 Auctions with Dynamic Scoring
by Martino Banchio & Aranyak Mehta & Andres Perlroth
- 2403.11016 Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory
by Jeff Dominitz & Charles F. Manski
- 2403.11010 How Periodic Forecast Updates Influence MRP Planning Parameters: A Simulation Study
by Klaus Altendorfer & Wolfgang Seiringer & Thomas Felberbauer & Balwin Bokor & Fabian Brockmann
- 2403.10982 Financial Performance and Innovation: Evidence From USA, 1998-2023
by Panteleimon Kruglov & Charles Shaw
- 2403.10916 FishNet: Deep Neural Networks for Low-Cost Fish Stock Estimation
by Moseli Mots'oehli & Anton Nikolaev & Wawan B. IGede & John Lynham & Peter J. Mous & Peter Sadowski
- 2403.10907 Macroeconomic Spillovers of Weather Shocks across U.S. States
by Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco
- 2403.10652 Improving Fairness in Credit Lending Models using Subgroup Threshold Optimization
by Cecilia Ying & Stephen Thomas
- 2403.10636 Resilient by Design: Simulating Street Network Disruptions across Every Urban Area in the World
by Geoff Boeing & Jaehyun Ha
- 2403.10631 Default Resilience and Worst-Case Effects in Financial Networks
by Giuseppe Calafiore & Giulia Fracastoro & Anton Proskurnikov
- 2403.10618 Limits of Approximating the Median Treatment Effect
by Raghavendra Addanki & Siddharth Bhandari
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