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Content
2024
- 2405.04465 Two-way Fixed Effects and Differences-in-Differences Estimators in Heterogeneous Adoption Designs
by Cl'ement de Chaisemartin & Diego Ciccia Xavier D'Haultf{oe}uille & Felix Knau
- 2405.04375 Coherent distributions: Hilbert space approach and duality
by Egor Kravchenko
- 2405.04365 Detailed Gender Wage Gap Decompositions: Controlling for Worker Unobserved Heterogeneity Using Network Theory
by Jamie Fogel & Bernardo Modenesi
- 2405.04352 Return to Office and the Tenure Distribution
by David Van Dijcke & Florian Gunsilius & Austin Wright
- 2405.03910 A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances
by Yuehao Bai & Azeem M. Shaikh & Max Tabord-Meehan
- 2405.03893 Large Effects of Small Cues: Priming Selfish Economic Decisions
by Avichai Snir & Dudi Levy & Dian Wang & Haipeng Allan Chen & Daniel Levy
- 2405.03826 A quantile-based nonadditive fixed effects model
by Xin Liu
- 2405.03701 QxEAI: Quantum-like evolutionary algorithm for automated probabilistic forecasting
by Kevin Xin & Lizhi Xin
- 2405.03624 $\epsilon$-Policy Gradient for Online Pricing
by Lukasz Szpruch & Tanut Treetanthiploet & Yufei Zhang
- 2405.03496 Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity
by Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant & Julien Guilbert
- 2405.03453 A weighted multilevel Monte Carlo method
by Yu Li & Antony Ware
- 2405.03451 Uncertainty of Supply Chains: Risk and Ambiguity
by d'Artis Kancs
- 2405.03402 Distributional Reference Class Forecasting of Corporate Sales Growth With Multiple Reference Variables
by Etienne Theising
- 2405.03021 Tuning parameter selection in econometrics
by Denis Chetverikov
- 2405.02919 Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference
by Agni Rakshit & Gautam Bandyopadhyay & Tanujit Chakraborty
- 2405.02865 Non cooperative Liquidity Games and their application to bond market trading
by Alicia Vidler & Toby Walsh
- 2405.02849 Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study
by Alicia Vidler & Toby Walsh
- 2405.02575 Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network
by Tingguo Zheng & Hongyin Zhang & Shiqi Ye
- 2405.02570 Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options
by Jiefei Yang & Guanglian Li
- 2405.02547 Crypto Market Analysis & Real-Estate Business Protocol Proposal | Application of Ethereum Blockchain
by Sid Bhatia & Samuel Gedal & Himaya Jeyakumar Grace Lee & Ravinder Chopra & Daniel Roman & Shrijani Chakroborty
- 2405.02480 A Network Simulation of OTC Markets with Multiple Agents
by James T. Wilkinson & Jacob Kelter & John Chen & Uri Wilensky
- 2405.02445 Energy Price and Workload Related Dispatching Rule: Balancing Energy and Production Logistics Costs
by Balwin Bokor & Wolfgang Seiringer & Klaus Altendorfer & Thomas Felberbauer
- 2405.02302 The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol
by Ravi Kashyap
- 2405.02217 Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
by M. Hashem Pesaran & Ron P. Smith
- 2405.02170 Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models
by Eduardo Abi Jaber & Shaun & Li & Xuyang Lin
- 2405.02161 Simulating the Economic Impact of Rationality through Reinforcement Learning and Agent-Based Modelling
by Simone Brusatin & Tommaso Padoan & Andrea Coletta & Domenico Delli Gatti & Aldo Glielmo
- 2405.02115 On variable annuities with surrender charges
by Tiziano De Angelis & Alessandro Milazzo & Gabriele Stabile
- 2405.02087 Testing for an Explosive Bubble using High-Frequency Volatility
by H. Peter Boswijk & Jun Yu & Yang Zu
- 2405.02015 Evaluating Production Planning and Control Systems in Different Environments: A Comparative Simulation Study
by Wolfgang Seiringer & Balwin Bokor & Klaus Altendorfer
- 2405.02012 Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials
by Sullivan Hu'e & Christophe Hurlin & Yang Lu
- 2405.01913 Unleashing the Power of AI: Transforming Marketing Decision-Making in Heavy Machinery with Machine Learning, Radar Chart Simulation, and Markov Chain Analysis
by Tian Tian & Jiahao Deng
- 2405.01892 Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets
by Tian Tian & Ricky Cooper & Jiahao Deng & Qingquan Zhang
- 2405.01881 Explainable Risk Classification in Financial Reports
by Xue Wen Tan & Stanley Kok
- 2405.01798 The Economy and Public Diplomacy: An Analysis of RT's Economic Content and Context on Facebook
by Ayse D. Lokmanoglu & Carol K. Winkler & Kareem El Damanhoury & Virginia Massignan & Esteban Villa-Turek & Keyu Alexander Chen
- 2405.01655 Manipulation of Belief Aggregation Rules
by Christopher P. Chambers & Federico Echenique & Takashi Hayashi
- 2405.01645 Synthetic Controls with spillover effects: A comparative study
by Andrii Melnychuk
- 2405.01604 Portfolio Management using Deep Reinforcement Learning
by Ashish Anil Pawar & Vishnureddy Prashant Muskawar & Ritesh Tiku
- 2405.01598 Predictive Decision Synthesis for Portfolios: Betting on Better Models
by Emily Tallman & Mike West
- 2405.01484 Designing Algorithmic Recommendations to Achieve Human-AI Complementarity
by Bryce McLaughlin & Jann Spiess
- 2405.01479 On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models
by Eric Ghysels & Jack Morgan
- 2405.01463 Dynamic Local Average Treatment Effects
by Ravi B. Sojitra & Vasilis Syrgkanis
- 2405.01341 Dynamic opinion updating with endogenous networks
by Ugo Bolletta & Paolo Pin
- 2405.01281 Demistifying Inference after Adaptive Experiments
by Aur'elien Bibaut & Nathan Kallus
- 2405.01271 The role of the Allee effect in common-pool resource and its sustainability
by Chengyi Tu & Fabio Menegazzo & Paolo D'Odorico & Samir Suweis
- 2405.01233 Mathematics of Differential Machine Learning in Derivative Pricing and Hedging
by Pedro Duarte Gomes
- 2405.01137 Modelling user behavior towards smartphones and wearable technologies: A bibliometric study and brief literature review
by Maral Jamalova
- 2405.01078 Does Financial Literacy Impact Investment Participation and Retirement Planning in Japan?
by Yi Jiang & Shohei Shimizu
- 2405.00953 Asymptotic Properties of the Distributional Synthetic Controls
by Lu Zhang & Xiaomeng Zhang & Xinyu Zhang
- 2405.00910 De-Biasing Models of Biased Decisions: A Comparison of Methods Using Mortgage Application Data
by Nicholas Tenev
- 2405.00895 Racial and Ethnic Disparities in Mortgage Lending: New Evidence from Expanded HMDA Data
by Sean Lewis-Faupel & Nicholas Tenev
- 2405.00701 Learning parameter dependence for Fourier-based option pricing with tensor trains
by Rihito Sakurai & Haruto Takahashi & Koichi Miyamoto
- 2405.00697 Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective
by Xiaowei Chen & Hong Li & Yufan Lu & Rui Zhou
- 2405.00606 Some properties of Euler capital allocation
by Lars Holden
- 2405.00576 Calibration of the rating transition model for high and low default portfolios
by Jian He & Asma Khedher & Peter Spreij
- 2405.00566 NumLLM: Numeric-Sensitive Large Language Model for Chinese Finance
by Huan-Yi Su & Ke Wu & Yu-Hao Huang & Wu-Jun Li
- 2405.00561 A Taste for Variety
by Galit Ashkenazi-Golan & Dominik Karos & Ehud Lehrer
- 2405.00540 Heat, Health, and Habitats: Analyzing the Intersecting Risks of Climate and Demographic Shifts in Austrian Districts
by Hannah Schuster & Axel Polleres & Amin Anjomshoaa & Johannes Wachs
- 2405.00537 Quantifying Price Improvement in Order Flow Auctions
by Brad Bachu & Xin Wan & Ciamac C. Moallemi
- 2405.00522 DAM: A Universal Dual Attention Mechanism for Multimodal Timeseries Cryptocurrency Trend Forecasting
by Yihang Fu & Mingyu Zhou & Luyao Zhang
- 2405.00473 Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus
by Ayub Ahmadi & Mahdieh Tahmasebi
- 2405.00424 Optimal Bias-Correction and Valid Inference in High-Dimensional Ridge Regression: A Closed-Form Solution
by Zhaoxing Gao & Ruey S. Tsay
- 2405.00357 Optimal nonparametric estimation of the expected shortfall risk
by Daniel Bartl & Stephan Eckstein
- 2405.00247 The value of non-traditional credentials in the labor market
by Susan Athey & Emil Palikot
- 2405.00235 Blockchain Price vs. Quantity Controls
by Abdoulaye Ndiaye
- 2405.00234 Conceiving Naturally After IVF: the effect of assisted reproduction on obstetric interventions and child health at birth
by Fabio I. Martinenghi & Xian Zhang & Luk Rombauts & Georgina M. Chambers
- 2405.00188 A Revisit of the Optimal Excess-of-Loss Contract
by Ernest Aboagye & Vali Asimit & Tsz Chai Fung & Liang Peng & Qiuqi Wang
- 2405.00161 Estimating Heterogeneous Treatment Effects with Item-Level Outcome Data: Insights from Item Response Theory
by Joshua B. Gilbert & Zachary Himmelsbach & James Soland & Mridul Joshi & Benjamin W. Domingue
- 2405.00051 Arbitrage impact on the relationship between XRP price and correlation tensor spectra of transaction networks
by Abhijit Chakraborty & Yuichi Ikeda
- 2405.00047 The Quantum Dynamics of Cost Accounting: Investigating WIP via the Time-Independent Schrodinger Equation
by Maksym Lazirko
- 2405.00046 Synchronization in a market model with time delays
by Ghassan Dibeh & Omar El Deeb
- 2404.19740 Almost Envy-Freeness under Weakly Lexicographic Preferences
by Hadi Hosseini & Aghaheybat Mammadov & Tomasz Wk{a}s
- 2404.19707 Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models
by Savi Virolainen
- 2404.19699 Generative AI Usage and Exam Performance
by Janik Ole Wecks & Johannes Voshaar & Benedikt Jost Plate & Jochen Zimmermann
- 2404.19623 Level-$k$ Reasoning, Cognitive Hierarchy, and Rationalizability
by Shuige Liu
- 2404.19590 Internal migration after a uniform minimum wage introduction
by Alexander Moog
- 2404.19555 Transforming Credit Guarantee Schemes with Distributed Ledger Technology
by Sabrina Leo & Andrea Delle Foglie & Luca Barbaro & Edoardo Marangone & Ida Claudia Panetta & Claudio Di Ciccio
- 2404.19495 Percentage Coefficient (bp) -- Effect Size Analysis (Theory Paper 1)
by Xinshu Zhao & Dianshi Moses Li & Ze Zack Lai & Piper Liping Liu & Song Harris Ao & Fei You
- 2404.19324 The Effect of Data Types' on the Performance of Machine Learning Algorithms for Financial Prediction
by Hulusi Mehmet Tanrikulu & Hakan Pabuccu
- 2404.19290 Efficient inverse $Z$-transform and Wiener-Hopf factorization
by Svetlana Boyarchenko & Sergei Levendorskiu{i}
- 2404.19145 Orthogonal Bootstrap: Efficient Simulation of Input Uncertainty
by Kaizhao Liu & Jose Blanchet & Lexing Ying & Yiping Lu
- 2404.19144 A Locally Robust Semiparametric Approach to Examiner IV Designs
by Lonjezo Sithole
- 2404.19116 Disentangling Exploration from Exploitation
by Alessandro Lizzeri & Eran Shmaya & Leeat Yariv
- 2404.19109 The Shape of Money Laundering: Subgraph Representation Learning on the Blockchain with the Elliptic2 Dataset
by Claudio Bellei & Muhua Xu & Ross Phillips & Tom Robinson & Mark Weber & Tim Kaler & Charles E. Leiserson & Arvind & Jie Chen
- 2404.18980 Networks And Productivity -- A Study In Economic Scholars During COVID-19
by Hanqiao Zhang & Joy D. Xiuyao Yang
- 2404.18979 Analysis of Proximity Informed User Behavior in a Global Online Social Network
by Nils Breitmar & Matthew C. Harding & Hanqiao Zhang
- 2404.18965 Persuasion in Networks: Can the Sender Do Better than Using Public Signals?
by Yifan Zhang
- 2404.18884 Reputation and Risk in Regimes
by Daniel Luo
- 2404.18822 A Multi-Period Black-Litterman Model
by Anas Abdelhakmi & Andrew Lim
- 2404.18761 A pure dual approach for hedging Bermudan options
by Aur'elien Alfonsi & Ahmed Kebaier & J'er^ome Lelong
- 2404.18709 Three-state Opinion Dynamics for Financial Markets on Complex Networks
by Bernardo J. Zubillaga & Mateus F. B. Granha & Andr'e L. M. Vilela & Chao Wang & Kenric P. Nelson & H. Eugene Stanley
- 2404.18684 Work Smarter...Not Harder: Efficient Minimization of Dependency Length in SOV Languages
by Sidharth Ranjan & Titus von der Malsburg
- 2404.18499 Quantitative Tools for Time Series Analysis in Natural Language Processing: A Practitioners Guide
by W. Benedikt Schmal
- 2404.18470 ECC Analyzer: Extract Trading Signal from Earnings Conference Calls using Large Language Model for Stock Performance Prediction
by Yupeng Cao & Zhi Chen & Qingyun Pei & Nathan Jinseok Lee & K. P. Subbalakshmi & Papa Momar Ndiaye
- 2404.18467 Diversification for infinite-mean Pareto models without risk aversion
by Yuyu Chen & Taizhong Hu & Ruodu Wang & Zhenfeng Zou
- 2404.18445 Strategic Behavior and AI Training Data
by Christian Peukert & Florian Abeillon & J'er'emie Haese & Franziska Kaiser & Alexander Staub
- 2404.18268 Optimal Treatment Allocation under Constraints
by Torben S. D. Johansen
- 2404.18207 Testing for Asymmetric Information in Insurance with Deep Learning
by Serguei Maliar & Bernard Salanie
- 2404.18200 Mean Field Game of High-Frequency Anticipatory Trading
by Xue Cheng & Meng Wang & Ziyi Xu
- 2404.18184 Application and practice of AI technology in quantitative investment
by Shuochen Bi & Wenqing Bao & Jue Xiao & Jiangshan Wang & Tingting Deng
- 2404.18183 Innovative Application of Artificial Intelligence Technology in Bank Credit Risk Management
by Shuochen Bi & Wenqing Bao
- 2404.18148 Decentralized Peer Review in Open Science: A Mechanism Proposal
by Andreas Finke & Thomas Hensel
- 2404.18137 The role of substitution elasticity in Domar aggregation
by Satoshi Nakano & Kazuhiko Nishimura
- 2404.18029 Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification
by Bingzhen Geng & Yang Liu & Yimiao Zhao
- 2404.18017 Application of Deep Learning for Factor Timing in Asset Management
by Prabhu Prasad Panda & Maysam Khodayari Gharanchaei & Xilin Chen & Haoshu Lyu
- 2404.18009 Exit Spillovers of Foreign-invested Enterprises in Shenzhen's Electronics Manufacturing Industry
by Hanqiao Zhang
- 2404.17915 Bertrand oligopoly in insurance markets with Value at Risk Constraints
by Kolos Csaba 'Agoston & Veronika Varga
- 2404.17885 Sequential monitoring for explosive volatility regimes
by Lajos Horvath & Lorenzo Trapani & Shixuan Wang
- 2404.17751 Disappointment concordance and duet expectiles
by Fabio Bellini & Tiantian Mao & Ruodu Wang & Qinyu Wu
- 2404.17713 Revisiting the Resource Curse in the Age of Energy Transition: Cobalt Reserves and Conflict in Africa
by Weihong Qi
- 2404.17700 Decentralized Finance and Local Public Goods: A Bayesian Maximum Entropy Model of School District Spending in the U.S
by Juan Melo
- 2404.17693 A Survey Selection Correction using Nonrandom Followup with an Application to the Gender Entrepreneurship Gap
by Clint Harris & Jon Eckhardt & Brent Goldfarb
- 2404.17551 The Role of Marketing in Public Policy Decision Making: The Case of Fuel Subsidy Removal in Nigeria
by Salome O. Ighomereho & Ifeoma E. Ezeabasili
- 2404.17497 Merchants of Vulnerabilities: How Bug Bounty Programs Benefit Software Vendors
by Esther Gal-Or & Muhammad Zia Hydari & Rahul Telang
- 2404.17413 Voting with Partial Orders: The Plurality and Anti-Plurality Classes
by Federico Fioravanti & Ulle Endriss
- 2404.17412 Characterizing Public Debt Cycles: Don't Ignore the Impact of Financial Cycles
by Tianbao Zhou & Zhixin Liu & Yingying Xu
- 2404.17369 Assessing the Potential of AI for Spatially Sensitive Nature-Related Financial Risks
by Steven Reece & Emma O'Donnell & Felicia Liu & Joanna Wolstenholme & Frida Arriaga & Giacomo Ascenzi & Richard Pywell
- 2404.17227 Trust Dynamics and Market Behavior in Cryptocurrency: A Comparative Study of Centralized and Decentralized Exchanges
by Xintong Wu & Wanlin Deng & Yutong Quan & Luyao Zhang
- 2404.17049 Overidentification in Shift-Share Designs
by Jinyong Hahn & Guido Kuersteiner & Andres Santos & Wavid Willigrod
- 2404.17008 The TruEnd-procedure: Treating trailing zero-valued balances in credit data
by Arno Botha & Tanja Verster & Roelinde Bester
- 2404.16961 A joint test of unconfoundedness and common trends
by Martin Huber & Eva-Maria Oe{ss}
- 2404.16777 Subset second-order stochastic dominance for enhanced indexation with diversification enforced by sector constraints
by Cristiano Arbex Valle & John E Beasley & Nigel Meade
- 2404.16467 Riding Wavelets: A Method to Discover New Classes of Price Jumps
by Cecilia Aubrun & Rudy Morel & Michael Benzaquen & Jean-Philippe Bouchaud
- 2404.16449 Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
by Beier Liu & Haiyun Zhu
- 2404.16295 Joint Calibration to SPX and VIX Derivative Markets with Composite Change of Time Models
by Liexin Cheng & Xue Cheng & Xianhua Peng
- 2404.16169 Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds
by Minwu Kim & Sidahmed Benabderrahmane & Talal Rahwan
- 2404.16061 Dynamic Many Valued Logic Systems in Theoretical Economics
by Daniel Lu
- 2404.16056 Intelligent Machines and Incomplete Information
by Sujata Goala & Mridu Prabal Goswami & Surajit Borkotokey
- 2404.15633 Artificial Intelligence for Multi-Unit Auction design
by Peyman Khezr & Kendall Taylor
- 2404.15531 Maximal Procurement under a Budget
by Nicole Immorlica & Nicholas Wu & Brendan Lucier
- 2404.15495 Correlations versus noise in the NFT market
by Marcin Wk{a}torek & Pawe{l} Szyd{l}o & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z
- 2404.15489 Multiblock MEV opportunities & protections in dynamic AMMs
by Matthew Willetts & Christian Harrington
- 2404.15478 Market Making in Spot Precious Metals
by Alexander Barzykin & Philippe Bergault & Olivier Gu'eant
- 2404.15391 Data-Driven Automated Mechanism Design using Multi-Agent Revealed Preferences
by Luke Snow & Vikram Krishnamurthy
- 2404.15226 Revisiting Granular Models of Firm Growth
by Jos'e Moran & Angelo Secchi & Jean-Philippe Bouchaud
- 2404.15158 Blackwell-Monotone Information Costs
by Xiaoyu Cheng & Yonggyun Kim
- 2404.15079 Cooperation, Correlation and Competition in Ergodic $N$-player Games and Mean-field Games of Singular Controls: A Case Study
by Federico Cannerozzi & Giorgio Ferrari
- 2404.15023 The checkerboard copula and dependence concepts
by Liyuan Lin & Ruodu Wang & Ruixun Zhang & Chaoyi Zhao
- 2404.14927 Optimal Refund Mechanism with Consumer Learning
by Qianjun Lyu
- 2404.14603 Quantifying the Internal Validity of Weighted Estimands
by Alexandre Poirier & Tymon S{l}oczy'nski
- 2404.14337 Statistical Validation of Contagion Centrality in Financial Networks
by Agathe Sadeghi & Zachary Feinstein
- 2404.14302 A Global Minimum Tax for Large Firms Only: Implications for Tax Competition
by Andreas Haufler & Hayato Kato
- 2404.14252 On a fundamental statistical edge principle
by Tommaso Gastaldi
- 2404.14141 Competition and Collaboration in Crowdsourcing Communities: What happens when peers evaluate each other?
by Christoph Riedl & Tom Grad & Christopher Lettl
- 2404.14137 An Asymmetric Capital Asset Pricing Model
by Abdulnasser Hatemi-J
- 2404.14136 Elicitability and identifiability of tail risk measures
by Tobias Fissler & Fangda Liu & Ruodu Wang & Linxiao Wei
- 2404.14115 Pricing of European Calls with the Quantum Fourier Transform
by Tom Ewen
- 2404.14041 Natural Capital as a Stock Option
by O. Bertolami
- 2404.13986 Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler
by Daichi Hiraki & Siddhartha Chib & Yasuhiro Omori
- 2404.13964 An Economic Solution to Copyright Challenges of Generative AI
by Jiachen T. Wang & Zhun Deng & Hiroaki Chiba-Okabe & Boaz Barak & Weijie J. Su
- 2404.13869 A separate way to measure rate of return
by Gordon Getty & Nikita Tkachenko
- 2404.13818 Joint Liability Model with Adaptation to Climate Change
by Jiayue Zhang & Ken Seng Tan & Tony S. Wirjanto & Lysa Porth
- 2404.13768 The Economics of Blockchain Governance: Evaluate Liquid Democracy on the Internet Computer
by Yulin Liu & Luyao Zhang
- 2404.13754 Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts
by Bastien Baldacci & Philippe Bergault & Olivier Gu'eant
- 2404.13735 Identification and Estimation of Nonseparable Triangular Equations with Mismeasured Instruments
by Shaomin Wu
- 2404.13637 Extremal cases of distortion risk measures with partial information
by Mengshuo Zhao & Narayanaswamy Balakrishnan & Chuancun Yin
- 2404.13371 On Risk-Sensitive Decision Making Under Uncertainty
by Chung-Han Hsieh & Yi-Shan Wong
- 2404.13356 How do applied researchers use the Causal Forest? A methodological review of a method
by Patrick Rehill
- 2404.13291 Optimal Design of Automated Market Makers on Decentralized Exchanges
by Xue Dong He & Chen Yang & Yutian Zhou
- 2404.13211 Long-term forecasts of statewide travel demand patterns using large-scale mobile phone GPS data: A case study of Indiana
by Rajat Verma & Eunhan Ka & Satish V. Ukkusuri
- 2404.13198 An economically-consistent discrete choice model with flexible utility specification based on artificial neural networks
by Jose Ignacio Hernandez & Niek Mouter & Sander van Cranenburgh
- 2404.13189 Use of two Public Distributed Ledgers to track the money of an economy
by Gonzalo Garcia-Atance Fatjo
- 2404.13178 The benefits and costs of agglomeration: insights from economics and complexity
by Andres Gomez-Lievano & Michail Fragkias
- 2404.13163 Course-Skill Atlas: A national longitudinal dataset of skills taught in U.S. higher education curricula
by Alireza Javadian Sabet & Sarah H. Bana & Renzhe Yu & Morgan R. Frank
- 2404.12997 On the Asymmetric Volatility Connectedness
by Abdulnasser Hatemi-J
- 2404.12988 How Gender and Birth Order Affect Educational attainment Inequality within-Families: Evidence from Benin
by Christelle Zozoungbo
- 2404.12974 Quantifying seasonal hydrogen storage demands under cost and market uptake uncertainties in energy system transformation pathways
by Felix Frischmuth & Mattis Berghoff & Martin Braun & Philipp Haertel
- 2404.12882 The modified conditional sum-of-squares estimator for fractionally integrated models
by Mustafa R. K{i}l{i}nc{c} & Michael Massmann
- 2404.12598 Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty
by Yanwei Jia
- 2404.12581 Two-step Estimation of Network Formation Models with Unobserved Heterogeneities and Strategic Interactions
by Shaomin Wu
- 2404.12477 Sustainable regional economic development and land use: a case of Russia
by Wadim Strielkowski & Oxana Mukhoryanova & Oxana Kuznetsova & Yury Syrov
- 2404.12462 Axiomatic modeling of fixed proportion technologies
by Xun Zhou & Timo Kuosmanen
- 2404.12332 Decision making in stochastic extensive form I: Stochastic decision forests
by E. Emanuel Rapsch
- 2404.12214 Income Shocks and their Transmission into Consumption
by Edmund Crawley & Alexandros Theloudis
- 2404.12193 Portrait comparison of binary and weighted Skill Relatedness Networks
by Sergio A. De Raco & Viktoriya Semeshenko
- 2404.12001 Internet sentiment exacerbates intraday overtrading, evidence from A-Share market
by Peng Yifeng
- 2404.11883 Testing the simplicity of strategy-proof mechanisms
by Alexander L. Brown & Daniel G. Stephenson & Rodrigo A. Velez
- 2404.11839 (Empirical) Bayes Approaches to Parallel Trends
by Soonwoo Kwon & Jonathan Roth
- 2404.11794 Automated Social Science: Language Models as Scientist and Subjects
by Benjamin S. Manning & Kehang Zhu & John J. Horton
- 2404.11767 Regret Analysis in Threshold Policy Design
by Federico Crippa
- 2404.11745 Piercing the Veil of TVL: DeFi Reappraised
by Yichen Luo & Yebo Feng & Jiahua Xu & Paolo Tasca
- 2404.11739 Testing Mechanisms
by Soonwoo Kwon & Jonathan Roth
- 2404.11722 Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon
by Yifan He & Abootaleb Shirvani & Barret Shao & Svetlozar Rachev & Frank Fabozzi
- 2404.11705 A Comprehensive Study for Multi-Criteria Comparison of EV, ICEV, and HEV
by Tushar Gahlaut & Gourav Dwivedi
- 2404.11526 A Comparison of Traditional and Deep Learning Methods for Parameter Estimation of the Ornstein-Uhlenbeck Process
by Jacob Fein-Ashley
- 2404.11482 Optimal reinsurance in a dynamic contagion model: comparing self-exciting and externally-exciting risks
by Claudia Ceci & Alessandra Cretarola
- 2404.11407 Generalizing Instant Runoff Voting to Allow Indifferences
by Th'eo Delemazure & Dominik Peters
- 2404.11334 The dynamics of diversity on corporate boards
by Matthias Raddant & Fariba Karimi
- 2404.11324 Weighted-Average Least Squares for Negative Binomial Regression
by Kevin Huynh
- 2404.11276 Towards Data-Centric Automatic R&D
by Haotian Chen & Xinjie Shen & Zeqi Ye & Wenjun Feng & Haoxue Wang & Xiao Yang & Xu Yang & Weiqing Liu & Jiang Bian
- 2404.11257 Deep Joint Learning valuation of Bermudan Swaptions
by Francisco G'omez Casanova & 'Alvaro Leitao & Fernando de Lope Contreras & Carlos V'azquez
- 2404.11235 Bayesian Markov-Switching Vector Autoregressive Process
by Battulga Gankhuu
- 2404.11198 Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
by M. Hashem Pesaran & Andreas Pick & Allan Timmermann
- 2404.11092 Estimation for conditional moment models based on martingale difference divergence
by Kunyang Song & Feiyu Jiang & Ke Zhu
- 2404.11080 Recommender Systems in Financial Trading: Using machine-based conviction analysis in an explainable AI investment framework
by Alicia Vidler
- 2404.11063 Attitudinal Loyalty Manifestation in Banking CSR: Cross-Buying Behavior and Customer Advocacy
by Muhamad Bhayuta Yudhi Putera & Melia Famiola
- 2404.11057 Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference
by Helmut Lutkepohl & Fei Shang & Luis Uzeda & Tomasz Wo'zniak
- 2404.10931 The Relationship between Consumer Theories with and without Utility Maximization
by Yuhki Hosoya
- 2404.10900 Allocation Mechanisms in Decentralized Exchange Markets with Frictions
by Mario Ghossoub & Giulio Principi & Ruodu Wang
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