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Content
2024
- 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 Refracted Skew Brownian Motion with 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
- 2407.06529 Advanced Financial Fraud Detection Using GNN-CL Model
by Yu Cheng & Junjie Guo & Shiqing Long & You Wu & Mengfang Sun & Rong Zhang
- 2407.06495 Impact Evaluation on the European Privacy Laws governing generative-AI models -- Evidence in Relation between Internet Censorship and the Ban of ChatGPT in Italy
by Tatsuru Kikuchi
- 2407.06387 Conditional Rank-Rank Regression
by Victor Chernozhukov & Iv'an Fern'andez-Val & Jonas Meier & Aico van Vuuren & Francis Vella
- 2407.06248 Auction theory and demography
by O. A. Malafeyev & I. E. Khomenko
- 2407.06215 Robust Routing and Scheduling of Home Healthcare Workers: A Nested Branch-and-Price Approach
by Carolin Bauerhenne & Jonathan Bard & Rainer Kolisch
- 2407.05974 45 Years of Publications in Energy Economics: Evolution and Thematic Trends
by Maria Laura Victoria Marques & Ronaldo Seroa da Motta & Daniel de Abreu Pereira Uhr & Julia Ziero Uhr
- 2407.05933 Estimation of tail risk measures in finance: Approaches to extreme value mixture modeling
by Yujuan Qiu
- 2407.05912 Constructing an Investment Fund through Stock Clustering and Integer Programming
by Maysam Khodayari Gharanchaei & Prabhu Prasad Panda
- 2407.05866 Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches
by Anita Behme
- 2407.05804 Pattern formation by advection-diffusion in new economic geography
by Kensuke Ohtake
- 2407.05624 Dynamic Matrix Factor Models for High Dimensional Time Series
by Ruofan Yu & Rong Chen & Han Xiao & Yuefeng Han
- 2407.05596 Methodology for Calculating CO2 Absorption by Tree Planting for Greening Projects
by Kento Ichii & Toshiki Muraoka & Nobumichi Shinohara & Shunsuke Managi & Shutaro Takeda
- 2407.05460 Basins of Attraction in Two-Player Random Ordinal Potential Games
by Andrea Collevecchio & Hlafo Alfie Mimun & Matteo Quattropani & Marco Scarsini
- 2407.05372 A Convexified Matching Approach to Imputation and Individualized Inference
by YoonHaeng Hur & Tengyuan Liang
- 2407.05196 Collective Upkeep
by Erik Madsen & Eran Shmaya
- 2407.05146 Unified Approach for Hedging Impermanent Loss of Liquidity Provision
by Alexander Lipton & Vladimir Lucic & Artur Sepp
- 2407.05142 Subleading correction to the Asian options volatility in the Black-Scholes model
by Dan Pirjol
- 2407.05132 Fair Money -- Public Good Value Pricing With Karma Economies
by Kevin Riehl & Anastasios Kouvelas & Michail Makridis
- 2407.04860 Kullback-Leibler Barycentre of Stochastic Processes
by Sebastian Jaimungal & Silvana M. Pesenti
- 2407.04857 Consistent Conjectures in Dynamic Matching Markets
by Laura Doval & Pablo Schenone
- 2407.04521 Unified continuous-time q-learning for mean-field game and mean-field control problems
by Xiaoli Wei & Xiang Yu & Fengyi Yuan
- 2407.04520 Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary vs Non-Unitary Time Evolution
by Will Hicks
- 2407.04510 Unwinding Toxic Flow with Partial Information
by Alexander Barzykin & Robert Boyce & Eyal Neuman
- 2407.04500 Longitudinal market structure detection using a dynamic modularity-spectral algorithm
by Philipp Wirth & Francesca Medda & Thomas Schroder
- 2407.04448 Learning control variables and instruments for causal analysis in observational data
by Nicolas Apfel & Julia Hatamyar & Martin Huber & Jannis Kueck
- 2407.04437 Overeducation under different macroeconomic conditions: The case of Spanish university graduates
by Maite Bl'azquez Cuesta & Marco A. P'erez Navarro & Roc'io S'anchez-Mangas
- 2407.04366 Nash epidemics
by Simon K. Schnyder & John J. Molina & Ryoichi Yamamoto & Matthew S. Turner
- 2407.04354 Fluid-Limits of Fragmented Limit-Order Markets
by Johannes Muhle-Karbe & Eyal Neuman & Yonatan Shadmi
- 2407.04227 Computationally Efficient Methods for Solving Discrete-time Dynamic models with Continuous Actions
by Takeshi Fukasawa
- 2407.04088 Artificial Intelligence and Algorithmic Price Collusion in Two-sided Markets
by Cristian Chica & Yinglong Guo & Gilad Lerman
- 2407.03960 The second-order Esscher martingale densities for continuous-time market models
by Tahir Choulli & Ella Elazkany & Mich`ele Vanmaele
- 2407.03781 Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
by Lucija v{Z}igni'c & Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar
- 2407.03760 GraphCNNpred: A stock market indices prediction using a Graph based deep learning system
by Yuhui Jin
- 2407.03725 Under the null of valid specification, pre-tests cannot make post-test inference liberal
by Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille
- 2407.03616 When can weak latent factors be statistically inferred?
by Jianqing Fan & Yuling Yan & Yuheng Zheng
- 2407.03595 Machine Learning for Economic Forecasting: An Application to China's GDP Growth
by Yanqing Yang & Xingcheng Xu & Jinfeng Ge & Yan Xu
- 2407.03527 Minute-by-Minute: Financial Markets' Reaction to the 2020 U.S. Election
by Matthew DeHaven & Hannah Firestone & Chris Webster
- 2407.03521 Algorithmic Collusion And The Minimum Price Markov Game
by Igor Sadoune & Marcelin Joanis & Andrea Lodi
- 2407.03517 The geographic flow of bank funding and access to credit: Branch networks, local synergies and competition
by Victor Aguirregabiria & Robert Clark & Hui Wang
- 2407.03504 Prices and Concentration: A U-shape? Theory and Evidence from Renewables
by Michele Fioretti & Junnan He & Jorge Tamayo
- 2407.03431 Optimal hedging with variational preferences under convex risk measures
by Marcelo Righi
- 2407.03285 The not-so-hidden risks of 'hidden-to-maturity' accounting: on depositor runs and bank resilience
by Zachary Feinstein & Grzegorz Halaj & Andreas Sojmark
- 2407.03279 Finely Stratified Rerandomization Designs
by Max Cytrynbaum
- 2407.03265 Wild inference for wild SVARs with application to heteroscedasticity-based IV
by Bulat Gafarov & Madina Karamysheva & Andrey Polbin & Anton Skrobotov
- 2407.02948 Information Greenhouse: Optimal Persuasion for Medical Test-Avoiders
by Zhuo Chen
- 2407.02901 Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
by Nicola F. Zaugg & Lech A. Grzelak
- 2407.02831 Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment
by Len Patrick Dominic M. Garces & Yang Shen
- 2407.02536 Reducing False Discoveries in Statistically-Significant Regional-Colocation Mining: A Summary of Results
by Subhankar Ghosh & Jayant Gupta & Arun Sharma & Shuai An & Shashi Shekhar
- 2407.02496 DeFi's Concentrated Liquidity From Scratch
by Mark B. Richardson & Stefan Loesch
- 2407.02323 Comparative Patience
by Mark Whitmeyer
- 2407.02262 Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints
by Joshua C. C. Chan & Davide Pettenuzzo & Aubrey Poon & Dan Zhu
- 2407.02236 Indian Stock Market Prediction using Augmented Financial Intelligence ML
by Anishka Chauhan & Pratham Mayur & Yeshwanth Sai Gokarakonda & Pooriya Jamie & Naman Mehrotra
- 2407.02183 How do financial variables impact public debt growth in China? An empirical study based on Markov regime-switching model
by Tianbao Zhou & Zhixin Liu & Yingying Xu
- 2407.02003 Policy Changes and Growth Slowdown: Assessing the Lost Decade of the Latin American Miracle
by Emiliano Toni & Pablo Paniagua & Patricio 'Ordenes
- 2407.01953 CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
by Yupeng Cao & Zhiyuan Yao & Zhi Chen & Zhiyang Deng
- 2407.01844 An Efficient and Sybil Attack Resistant Voting Mechanism
by Jeremias Lenzi
- 2407.01818 Predicting public market behavior from private equity deals
by Paolo Barucca & Flaviano Morone
- 2407.01577 MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading
by Xi Cheng & Jinghao Zhang & Yunan Zeng & Wenfang Xue
- 2407.01572 Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning
by Jaydip Sen & Hetvi Waghela & Sneha Rakshit
- 2407.01566 A Contextual Online Learning Theory of Brokerage
by Franc{c}ois Bachoc & Tommaso Cesari & Roberto Colomboni
- 2407.01564 Decarbonization analysis on residential end uses in the emerging economies
by Ran Yan & Minda Ma
- 2407.01555 Unveiling Patterns in European Airbnb Prices: A Comprehensive Analytical Study Using Machine Learning Techniques
by Trinath Sai Subhash Reddy Pittala & Uma Maheswara R Meleti & Hemanth Vasireddy
- 2407.01550 Quantitative Investment Diversification Strategies via Various Risk Models
by Maysam Khodayari Gharanchaei & Prabhu Prasad Panda & Xilin Chen
- 2407.01545 In the Shadow of Smith`s Invisible Hand: Risks to Economic Stability and Social Wellbeing in the Age of Intelligence
by Jo-An Occhipinti & William Hynes & Ante Prodan & Harris A. Eyre & Roy Green & Sharan Burrow & Marcel Tanner & John Buchanan & Goran Ujdur & Frederic Destrebecq & Christine Song & Steven Carnevale & Ian B. Hickie & Mark Heffernan
- 2407.01542 Benchmark-Neutral Pricing
by Eckhard Platen
- 2407.01539 Household Leverage Cycle Around the Great Recession
by Bo Li
- 2407.01538 Beyond the Mean: Testing Consumer Rationality through Higher Moments of Demand
by Sebastiaan Maes & Raghav Malhotra
- 2407.01533 Organizational transformation: The impact of servant leadership on work ethic culture with burnout as a mediating factor in the hospitality industry
by Darul Wiyono & Rinaldi Tanjung & Hedi Setiadi & Sri Marini & Yayan Sugiarto
- 2407.01532 Regulating Cryptocurrency and Decentralized Finance for an Inclusive Economy
by Amrutha Muralidhar & Muralidhar Lakkanna
- 2407.01528 Random Attention and Unobserved Reference Alternatives
by Varun Bansal
- 2407.01458 Contractual Reinforcement Learning: Pulling Arms with Invisible Hands
by Jibang Wu & Siyu Chen & Mengdi Wang & Huazheng Wang & Haifeng Xu
- 2407.01364 Co-benefits of Agricultural Diversification and Technology for Food and Nutrition Security in China
by Thomas Cherico Wanger & Estelle Raveloaritiana & Siyan Zeng & Haixiu Gao & Xueqing He & Yiwen Shao & Panlong Wu & Kris A. G. Wyckhuys & Wenwu Zhou & Yi Zou & Zengrong Zhu & Ling Li & Haiyan Cen & Yunhui Liu & Shenggen Fan
- 2407.01057 AI-powered Chatbots: Effective Communication Styles for Sustainable Development Goals
by Ennio Bilancini & Leonardo Boncinelli & Eugenio Vicario
- 2407.00890 Macroeconomic Forecasting with Large Language Models
by Andrea Carriero & Davide Pettenuzzo & Shubhranshu Shekhar
- 2407.00887 Portfolio optimisation: bridging the gap between theory and practice
by Cristiano Arbex Valle
- 2407.00813 Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks
by Qi Deng
- 2407.00751 Crosswashing in Sustainable Investing: Unveiling Strategic Practices Impacting ESG Scores
by Bertrand Kian Hassani & Yacoub Bahini
- 2407.00698 NourishNet: Proactive Severity State Forecasting of Food Commodity Prices for Global Warning Systems
by Sydney Balboni & Grace Ivey & Brett Storoe & John Cisler & Tyge Plater & Caitlyn Grant & Ella Bruce & Benjamin Paulson
- 2407.00636 Nash equilibria of games with generalized complementarities
by Lu Yu
- 2407.00266 Vector-valued robust stochastic control
by Igor Cialenco & Gabriela Kov'av{c}ov'a
- 2407.00199 Communication Reliably Improves Individual But Not Group Accuracy
by Charlie Pilgrim & Joshua Becker
- 2407.00055 Counterexamples to "Transitive Regret"
by Yuan Chang & Shuo Li Liu
- 2407.00037 Information About Other Players in Mechanism Design
by Eric Yan
- 2407.00022 Entropy and Economics
by Martin Pomares Calero
- 2406.20063 Optimal consumption under loss-averse multiplicative habit-formation preferences
by Bahman Angoshtari & Xiang Yu & Fengyi Yuan
- 2406.20045 Single Transferable Vote and Paradoxes of Negative and Positive Involvement
by David McCune
- 2406.20029 Common Identification and Common Learning
by Martin W. Cripps
- 2406.20027 Information Entropy of the Financial Market: Modelling Random Processes Using Open Quantum Systems
by Will Hicks
- 2406.19956 Three Scores and 15 Years (1948-2023) of Rao's Score Test: A Brief History
by Anil K. Bera & Yannis Bilias
- 2406.19938 Non-Linearities in International Spillovers of the ECB$^\prime$s Monetary Policy. The Case of Non-ERM II Countries and Anti-Fragmentation Policy
by Iones Kelanemer Holban
- 2406.19702 Vector AutoRegressive Moving Average Models: A Review
by Marie-Christine Duker & David S. Matteson & Ruey S. Tsay & Ines Wilms
- 2406.19424 Gordon Growth Model with Vector Autoregressive Process
by Battulga Gankhuu
- 2406.19414 Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder
by Parley R Yang & Alexander Y Shestopaloff
- 2406.19412 Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
by Dennis Schroers
- 2406.19408 Modeling a Financial System with Memory via Fractional Calculus and Fractional Brownian Motion
by Patrick Geraghty
- 2406.19406 Dissecting Multifractal detrended cross-correlation analysis
by Borko Stosic & Tatijana Stosic
- 2406.19405 Electricity Spot Prices Forecasting Using Stochastic Volatility Models
by Andrei Renatovich Batyrov
- 2406.19403 Temporal distribution of clusters of investors and their application in prediction with expert advice
by Wojciech Wisniewski & Yuri Kalnishkan & David Lindsay & Si^an Lindsay
- 2406.19402 Modelling financial volume curves with hierarchical Poisson processes
by Creighton Heaukulani & Abhinav Pandey & Lancelot F. James
- 2406.19401 An empirical study of market risk factors for Bitcoin
by Shubham Singh
- 2406.19399 Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
by Andrew Estornell & Stylianos Loukas Vasileiou & William Yeoh & Daniel Borrajo & Rui Silva
- 2406.19261 Commodification of Compute
by Jesper Kristensen & David Wender & Carl Anthony
- 2406.19242 Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty
by Corrado De Vecchi & Max Nendel & Jan Streicher
- 2406.19222 The myth of declining competitive balance in the UEFA Champions League group stage
by L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy
- 2406.19105 Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives
by Matthew J. Schneider & Rufus Rankin & Prabir Burman & Alexander Aue
- 2406.19063 Convex Choice
by Navin Kartik & Andreas Kleiner
- 2406.19033 Factor multivariate stochastic volatility models of high dimension
by Benjamin Poignard & Manabu Asai
- 2406.18936 Credit Ratings: Heterogeneous Effect on Capital Structure
by Helmut Wasserbacher & Martin Spindler
- 2406.18913 A Note on Identification of Match Fixed Effects as Interpretable Unobserved Match Affinity
by Suguru Otani & Tohya Sugano
- 2406.18685 Battery Operations in Electricity Markets: Strategic Behavior and Distortions
by Jerry Anunrojwong & Santiago R. Balseiro & Omar Besbes & Bolun Xu
- 2406.18471 Pareto-Nash Reversion Strategies: Three Period Dynamic Co-operative Signalling with Sticky Efficiency Wages
by Alfred A. B. Mayaki
- 2406.18463 Complexity Aversion
by Yuan Gu & Chao Hung Chan
- 2406.18457 Costly Signalling in DAOs
by Darcy W. E. Allen & Jason Potts & Julian Waters-Lynch & Max Parasol
- 2406.18440 New intelligent empowerment for digital transformation
by Peng Yifeng & Gao Chen
- 2406.18394 AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
by Hao Shi & Weili Song & Xinting Zhang & Jiahe Shi & Cuicui Luo & Xiang Ao & Hamid Arian & Luis Seco
- 2406.18206 LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
by Kamil Kashif & Robert 'Slepaczuk
- 2406.18194 Revisiting the capitalist road to communism: unconditional basic income and the post-labor world
by Robert van der Veen & Loek Groot
- 2406.18174 An elementary proof of representation of submodular function as an supremum of measures on $\sigma$-algebra with totally ordered generating class
by Tetsuya Hattori
- 2406.18123 Is the logistical engagement of stakeholders in short food chains a crucible of alternativity?
by Camille Horvath & C'eline Raimbert & Gwenaelle Raton
- 2406.18121 The Merton's Default Risk Model for Public Company
by Battulga Gankhuu
- 2406.17972 LABOR-LLM: Language-Based Occupational Representations with Large Language Models
by Susan Athey & Herman Brunborg & Tianyu Du & Ayush Kanodia & Keyon Vafa
- 2406.17708 Forecast Relative Error Decomposition
by Christian Gourieroux & Quinlan Lee
- 2406.17528 Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints
by Rudiger Frey & Theresa Traxler
- 2406.17308 Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data
by Zuzanna Kostecka & Robert 'Slepaczuk
- 2406.17278 Estimation and Inference for CP Tensor Factor Models
by Bin Chen & Yuefeng Han & Qiyang Yu
- 2406.17155 Optimizing Sparse Mean-Reverting Portfolio
by Sung Min Yoon
- 2406.17084 Information Revelation and Pandering in Elections
by Navin Kartik & Francesco Squintani & Katrin Tinn
- 2406.17056 Efficient two-sample instrumental variable estimators with change points and near-weak identification
by Bertille Antoine & Otilia Boldea & Niccolo Zaccaria
- 2406.16600 Profit Maximization In Arbitrage Loops
by Yu Zhang & Zichen Li & Tao Yan & Qianyu Liu & Nicolo Vallarano & Claudio Tessone
- 2406.16587 Velocity, Holding Time and Lifespan of Cryptocurrency in Transactions
by Yu Zhang & Mostafa Chegeni & Claudio Tessone
- 2406.16573 An Improved Algorithm to Identify More Arbitrage Opportunities on Decentralized Exchanges
by Yu Zhang & Tao Yan & Jianhong Lin & Benjamin Kraner & Claudio Tessone
- 2406.16510 Large Language Models in Student Assessment: Comparing ChatGPT and Human Graders
by Magnus Lundgren
- 2406.16505 $\text{Alpha}^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning
by Feng Xu & Yan Yin & Xinyu Zhang & Tianyuan Liu & Shengyi Jiang & Zongzhang Zhang
- 2406.16400 Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing
by Jinniao Qiu & Antony Ware & Yang Yang
- 2406.16221 F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data
by Zexing Xu & Linjun Zhang & Sitan Yang & Rasoul Etesami & Hanghang Tong & Huan Zhang & Jiawei Han
- 2406.16212 A Mechanism for Optimizing Media Recommender Systems
by Brian McFadden
- 2406.16199 Reinterpreting Economic Complexity: A co-clustering approach
by Carlo Bottai & Jacopo Di Iorio & Martina Iori
- 2406.16131 Computing the SSR
by Peter K. Friz & Jim Gatheral
- 2406.15905 Revealing risk preferences Evidence from Turkeys 2023 Earthquake
by Emily Quiroga & Michael Tanner
- 2406.15867 Hedging in Sequential Experiments
by Thomas Cook & Patrick Flaherty
- 2406.15702 Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia
by Rami V. Tabri & Mathew J. Elias
- 2406.15687 Canceled: A New Reliability Incentive for Energy-Only Electricity Markets
by Devin Mounts & Robin M. Cross
- 2406.15680 Calibrated Forecasting and Persuasion
by Atulya Jain & Vianney Perchet
- 2406.15667 Identification and Estimation of Causal Effects in High-Frequency Event Studies
by Alessandro Casini & Adam McCloskey
- 2406.15612 Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients
by Parisa Davar & Fr'ed'eric Godin & Jose Garrido
- 2406.15593 News Deja Vu: Connecting Past and Present with Semantic Search
by Brevin Franklin & Emily Silcock & Abhishek Arora & Tom Bryan & Melissa Dell
- 2406.15576 Contrastive Entity Coreference and Disambiguation for Historical Texts
by Abhishek Arora & Emily Silcock & Leander Heldring & Melissa Dell
- 2406.15522 Statistical Inference and A/B Testing in Fisher Markets and Paced Auctions
by Luofeng Liao & Christian Kroer
- 2406.15508 What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs
by Raeid Saqur
Printed from https://ideas.repec.org/s/arx/papers16.html
