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Content
2024
- 2404.10555 Construction of Domain-specified Japanese Large Language Model for Finance through Continual Pre-training
by Masanori Hirano & Kentaro Imajo
- 2404.10554 Quantum Mechanics of Human Perception, Behaviour and Decision-Making: A Do-It-Yourself Model Kit for Modelling Optical Illusions and Opinion Formation in Social Networks
by Ivan S. Maksymov
- 2404.10111 From Predictive Algorithms to Automatic Generation of Anomalies
by Sendhil Mullainathan & Ashesh Rambachan
- 2404.10090 Intergenerational Insurance
by Francesco Lancia & Alessia Russo & Tim Worrall
- 2404.10088 Quantum Risk Analysis of Financial Derivatives
by Nikitas Stamatopoulos & B. David Clader & Stefan Woerner & William J. Zeng
- 2404.10006 Harmony in the Australian Domain Space
by Xian Gong & Paul X. McCarthy & Marian-Andrei Rizoiu & Paolo Boldi
- 2404.09796 A note on heterogeneity, trade integration and spatial inequality
by Jos'e M. Gaspar
- 2404.09646 Derivatives of Risk Measures
by Battulga Gankhuu
- 2404.09629 Quantifying fair income distribution in Thailand
by Thitithep Sitthiyot & Kanyarat Holasut
- 2404.09553 Has Anti-corruption Efforts lowered Enterprises Innovation Efficiency? -An Empirical Analysis from China
by lunwu Liu & Shi Liu
- 2404.09528 Overfitting Reduction in Convex Regression
by Zhiqiang Liao & Sheng Dai & Eunji Lim & Timo Kuosmanen
- 2404.09523 More, better or different? Trade-offs between group size and competence development in jury theorems
by Gustaf Arrhenius & Klas Markstrom
- 2404.09467 The Role of Carbon Pricing in Food Inflation: Evidence from Canadian Provinces
by Jiansong Xu
- 2404.09462 Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators
by Masanori Hirano
- 2404.09309 Julia as a universal platform for statistical software development
by David Roodman
- 2404.09297 Belief Bias Identification
by Pedro Gonzalez-Fernandez
- 2404.09180 ge_gravity2: a command for solving universal gravity models
by Rodolfo G. Campos & Iliana Reggio & Jacopo Timini
- 2404.09117 Identifying Causal Effects under Kink Setting: Theory and Evidence
by Yi Lu & Jianguo Wang & Huihua Xie
- 2404.09090 DEX Specs: A Mean Field Approach to DeFi Currency Exchanges
by Erhan Bayraktar & Asaf Cohen & April Nellis
- 2404.08991 Business models for the simulation hypothesis
by Evangelos Katsamakas
- 2404.08984 Long run consequence of p-hacking
by Xuanye Wang
- 2404.08935 Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation
by Zhenglong Li & Vincent Tam
- 2404.08908 Minimizing Errors or Surprises?
by Jiaoying Pei
- 2404.08906 Voting Participation and Engagement in Blockchain-Based Fan Tokens
by Lennart Ante & Aman Saggu & Benjamin Schellinger & Friedrich Wazinksi
- 2404.08903 Enhancing path-integral approximation for non-linear diffusion with neural network
by Anna Knezevic
- 2404.08839 Multiply-Robust Causal Change Attribution
by Victor Quintas-Martinez & Mohammad Taha Bahadori & Eduardo Santiago & Jeff Mu & Dominik Janzing & David Heckerman
- 2404.08816 Measuring the Quality of Answers in Political Q&As with Large Language Models
by R. Michael Alvarez & Jacob Morrier
- 2404.08762 Competition for Budget-Constrained Buyers: Exploring All-Pay Auctions
by Cemil Selcuk
- 2404.08757 Strategic Informed Trading and the Value of Private Information
by Michail Anthropelos & Scott Robertson
- 2404.08712 Machine learning and economic forecasting: the role of international trade networks
by Thiago C. Silva & Paulo V. B. Wilhelm & Diego R. Amancio
- 2404.08665 Targeted aspect-based emotion analysis to detect opportunities and precaution in financial Twitter messages
by Silvia Garc'ia-M'endez & Francisco de Arriba-P'erez & Ana Barros-Vila & Francisco J. Gonz'alez-Casta~no
- 2404.08620 Natural disasters and social entrepreneurship: An attention-based view
by Shihao Wei & Christopher Boudreaux & Zhongfeng Su & Zhan Wu
- 2404.08492 Strategic Interactions between Large Language Models-based Agents in Beauty Contests
by Siting Estee Lu
- 2404.08475 Factor risk measures
by Hirbod Assa & Peng Liu
- 2404.08474 The Squared Kemeny Rule for Averaging Rankings
by Patrick Lederer & Dominik Peters & Tomasz Wk{a}s
- 2404.08456 A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
by Lorenc Kapllani & Long Teng
- 2404.08365 Estimation and Inference for Three-Dimensional Panel Data Models
by Guohua Feng & Jiti Gao & Fei Liu & Bin Peng
- 2404.08288 Istanbul Flower Auction: The Need for Speed
by Isa Hafalir & Onur Kesten & Donglai Luo & Katerina Sherstyuk & Cong Tao
- 2404.08136 Exponentially Weighted Moving Models
by Eric Luxenberg & Stephen Boyd
- 2404.08129 One Factor to Bind the Cross-Section of Returns
by Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski
- 2404.08105 Uniform Inference in High-Dimensional Threshold Regression Models
by Jiatong Li & Hongqiang Yan
- 2404.07969 An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting
by Chufeng Li & Jianyong Chen
- 2404.07935 Compositional Growth Models
by Jos'e Moran & Massimo Riccaboni
- 2404.07750 The Broken Rung: Gender and the Leadership Gap
by Ingrid Haegele
- 2404.07684 Merger Analysis with Latent Price
by Paul S. Koh
- 2404.07678 On the role of ethics and sustainability in business innovation
by Maria Fay & Frederik F. Flother
- 2404.07658 Enhancing Valuation of Variable Annuities in L\'evy Models with Stochastic Interest Rate
by Ludovic Gouden`ege & Andrea Molent & Xiao Wei & Antonino Zanette
- 2404.07651 Impacto Distributivo Potencial de Reformas na Tributacao Indireta no Brasil: Simulacoes Baseadas na PEC 45/2019
by Rozane Bezerra dde Siqueira & Jose Ricardo Bezerra Nogueira & Carlos Feitosa Luna
- 2404.07630 Short, Disclose, and Distort
by Jinzhi Lu & Pingyang Gao
- 2404.07574 International environmental treaties: An honest or a misguided effort
by Reza Hafezi & David A. Wood & Firouzeh Rosa Taghikhah
- 2404.07452 RiskLabs: Predicting Financial Risk Using Large Language Model Based on Multi-Sources Data
by Yupeng Cao & Zhi Chen & Qingyun Pei & Fabrizio Dimino & Lorenzo Ausiello & Prashant Kumar & K. P. Subbalakshmi & Papa Momar Ndiaye
- 2404.07396 Can Base ChatGPT be Used for Forecasting without Additional Optimization?
by Van Pham & Scott Cunningham
- 2404.07331 Financial climate risk: a review of recent advances and key challenges
by Victor Cardenas
- 2404.07298 A Deep Learning Method for Predicting Mergers and Acquisitions: Temporal Dynamic Industry Networks
by Dayu Yang
- 2404.07225 Unveiling the Impact of Macroeconomic Policies: A Double Machine Learning Approach to Analyzing Interest Rate Effects on Financial Markets
by Anoop Kumar & Suresh Dodda & Navin Kamuni & Rajeev Kumar Arora
- 2404.07224 Detection of financial opportunities in micro-blogging data with a stacked classification system
by Francisco de Arriba-P'erez & Silvia Garc'ia-M'endez & Jos'e A. Regueiro-Janeiro & Francisco J. Gonz'alez-Casta~no
- 2404.07223 Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling
by Youngbin Lee & Yejin Kim & Javier Sanz-Cruzado & Richard McCreadie & Yongjae Lee
- 2404.07222 Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets
by Qi Deng & Zhong-guo Zhou
- 2404.07221 Improving Retrieval for RAG based Question Answering Models on Financial Documents
by Spurthi Setty & Harsh Thakkar & Alyssa Lee & Eden Chung & Natan Vidra
- 2404.07179 Machine learning-based similarity measure to forecast M&A from patent data
by Giambattista Albora & Matteo Straccamore & Andrea Zaccaria
- 2404.07132 Hedonic Models Incorporating ESG Factors for Time Series of Average Annual Home Prices
by Jason R. Bailey & W. Brent Lindquist & Svetlozar T. Rachev
- 2404.06489 Challenges in Finding Stable Price Zones in European Electricity Markets: Aiming to Square the Circle?
by Teodora Dobos & Martin Bichler & Johannes Knorr
- 2404.06472 High-skilled Human Workers in Non-Routine Jobs are Susceptible to AI Automation but Wage Benefits Differ between Occupations
by Pelin Ozgul & Marie-Christine Fregin & Michael Stops & Simon Janssen & Mark Levels
- 2404.06471 Regression Discontinuity Design with Spillovers
by Eric Auerbach & Yong Cai & Ahnaf Rafi
- 2404.06019 Robust Pricing for Quality Disclosure
by Tan Gan & Hongcheng Li
- 2404.05803 Measuring Arbitrage Losses and Profitability of AMM Liquidity
by Robin Fritsch & Andrea Canidio
- 2404.05546 Information Sale on Network
by Jihwan Do & Lining Han & Xiaoxi Li
- 2404.05372 The PEAL Method: a mathematical framework to streamline securitization structuring
by Andrea Pinto & Antonio Scala
- 2404.05349 Common Trends and Long-Run Identification in Nonlinear Structural VARs
by James A. Duffy & Sophocles Mavroeidis
- 2404.05230 Non-concave distributionally robust stochastic control in a discrete time finite horizon setting
by Ariel Neufeld & Julian Sester
- 2404.05214 Generalized measure Black-Scholes equation: Towards option self-similar pricing
by Nizar Riane & Claire David
- 2404.05209 Maximally Forward-Looking Core Inflation
by Philippe Goulet Coulombe & Karin Klieber & Christophe Barrette & Maximilian Goebel
- 2404.05178 Estimating granular house price distributions in the Australian market using Gaussian mixtures
by Willem P Sijp & Anastasios Panagiotelis
- 2404.05101 StockGPT: A GenAI Model for Stock Prediction and Trading
by Dat Mai
- 2404.05021 Context-dependent Causality (the Non-Nonotonic Case)
by Nir Billfeld & Moshe Kim
- 2404.04989 Towards a representative social cost of carbon
by Jinchi Dong & Richard S. J. Tol & Fangzhi Wang
- 2404.04985 Towards a generalized accessibility measure for transportation equity and efficiency
by Rajat Verma & Mithun Debnath & Shagun Mittal & Satish V. Ukkusuri
- 2404.04979 CAVIAR: Categorical-Variable Embeddings for Accurate and Robust Inference
by Anirban Mukherjee & Hannah Hanwen Chang
- 2404.04974 Neural Network Modeling for Forecasting Tourism Demand in Stopi\'{c}a Cave: A Serbian Cave Tourism Study
by Buda Baji'c & Sr{dj}an Mili'cevi'c & Aleksandar Anti'c & Slobodan Markovi'c & Nemanja Tomi'c
- 2404.04962 A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
by Alessio Brini & Jimmie Lenz
- 2404.04847 A many-to-one job market: more about the core and the competitive salaries
by Ata Atay & Marina N'u~nez & Tam'as Solymosi
- 2404.04843 Money Pumps and Bounded Rationality
by Joshua Lanier & Matthew Polisson & John K. -H. Quah
- 2404.04822 Some Characterizations of TTC in Multiple-Object Reallocation Problems
by Jacob Coreno & Di Feng
- 2404.04710 Exploiting the geometry of heterogeneous networks: A case study of the Indian stock market
by Pawanesh Pawanesh & Charu Sharma & Niteesh Sahni
- 2404.04709 Two-Sided Flexibility in Platforms
by Daniel Freund & S'ebastien Martin & Jiayu Kamessi Zhao
- 2404.04707 Breaking New Ground, Reinforcing Old Gaps: Gender Disparities in Access to Emerging Research Frontiers
by Carolina Biliotti & Luca Verginer & Massimo Riccaboni
- 2404.04700 Stratifying on Treatment Status
by Jinyong Hahn & John Ham & Geert Ridder & Shuyang Sheng
- 2404.04590 Absolute Technical Efficiency Indices
by Montacer Ben Cheikh Larbi & Sina Belkhiria
- 2404.04543 Early Adoption of Generative AI by Global Business Leaders: Insights from an INSEAD Alumni Survey
by Jason P Davis & Jian Bai Li
- 2404.04506 Super Apps and the Digital Markets Act
by Simonetta Vezzoso
- 2404.04494 Fast and simple inner-loop algorithms of static / dynamic BLP estimations
by Takeshi Fukasawa
- 2404.04424 Algorithmic Fairness and Social Welfare
by Annie Liang & Jay Lu
- 2404.04335 Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect
by Boyao Wu & Difang Huang & Muzi Chen
- 2404.04282 Analyzing Economic Convergence Across the Americas: A Survival Analysis Approach to GDP per Capita Trajectories
by Diego Vallarino
- 2404.04276 Recursive index for assessing value added of individual scientific publications
by Eldar Knar
- 2404.04121 Productivity and quality-adjusted life years: QALYs, PALYs and beyond
by Kristian S. Hansen & Juan D. Moreno-Ternero & Lars P. {O}sterdal
- 2404.04105 Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence
by Michael Pedersen
- 2404.04097 Subscription-Based Inventory Planning for E-Grocery Retailing
by David Winkelmann & Charlotte Kohler
- 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 Robust 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