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Content
2024
- 2402.15849 MEV Sharing with Dynamic Extraction Rates
by Pedro Braga & Georgios Chionas & Piotr Krysta & Stefanos Leonardos & Georgios Piliouras & Carmine Ventre
- 2402.15828 Pricing of geometric Asian options in the Volterra-Heston model
by Florian Aichinger & Sascha Desmettre
- 2402.15620 Comparison of sectoral structures between China and Japan: A network perspective
by Tao Wang & Shiying Xiao & Jun Yan
- 2402.15588 Sizing the bets in a focused portfolio
by Vuko Vukcevic & Robert Keser
- 2402.15585 Inference for Regression with Variables Generated by AI or Machine Learning
by Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher
- 2402.15498 Using CPI in Loss Given Default Forecasting Models for Commercial Real Estate Portfolio
by Ying Wu & Garvit Arora & Xuan Mei
- 2402.15418 Reputational Algorithm Aversion
by Gregory Weitzner
- 2402.15387 Higher order measures of risk and stochastic dominance
by Alois Pichler
- 2402.15072 Impacts of Extreme Heat on Labor Force Dynamics
by Andrew Ireland & David Johnston & Rachel Knott
- 2402.15037 Multi Agent Influence Diagrams for DeFi Governance
by Abhimanyu Nag & Samrat Gupta & Sudipan Sinha & Arka Datta
- 2402.14983 Privacy-Enhancing Collaborative Information Sharing through Federated Learning -- A Case of the Insurance Industry
by Panyi Dong & Zhiyu Quan & Brandon Edwards & Shih-han Wang & Runhuan Feng & Tianyang Wang & Patrick Foley & Prashant Shah
- 2402.14952 Implementations of Cooperative Games Under Non-Cooperative Solution Concepts
by Justin Chan
- 2402.14940 Assessment of Technical Efficiency in the Moroccan Public Hospital Network: Using the DEA Method
by Youssef Er-Rays & Meriem M'dioud
- 2402.14939 Evaluating the Financial Factors Influencing Maternal, Newborn, and Child Health in Africa
by Youssef Er-Rays & Meriem M'dioud
- 2402.14764 A Combinatorial Central Limit Theorem for Stratified Randomization
by Purevdorj Tuvaandorj
- 2402.14763 Functional Spatial Autoregressive Models
by Tadao Hoshino
- 2402.14708 CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks
by Yifan Duan & Guibin Zhang & Shilong Wang & Xiaojiang Peng & Wang Ziqi & Junyuan Mao & Hao Wu & Xinke Jiang & Kun Wang
- 2402.14674 Doing AI: Algorithmic decision support as a human activity
by Joachim Meyer
- 2402.14555 The Riccati Tontine: How to Satisfy Regulators on Average
by Moshe A. Milevsky & Thomas S. Salisbury
- 2402.14538 Interference Produces False-Positive Pricing Experiments
by Lars Roemheld & Justin Rao
- 2402.14506 Enhancing Rolling Horizon Production Planning Through Stochastic Optimization Evaluated by Means of Simulation
by Manuel Schlenkrich & Wolfgang Seiringer & Klaus Altendorfer & Sophie N. Parragh
- 2402.14486 Are Bounded Contracts Learnable and Approximately Optimal?
by Yurong Chen & Zhaohua Chen & Xiaotie Deng & Zhiyi Huang
- 2402.14476 Quantifying neural network uncertainty under volatility clustering
by Steven Y. K. Wong & Jennifer S. K. Chan & Lamiae Azizi
- 2402.14389 Securing Transactions: A Hybrid Dependable Ensemble Machine Learning Model using IHT-LR and Grid Search
by Md. Alamin Talukder & Rakib Hossen & Md Ashraf Uddin & Mohammed Nasir Uddin & Uzzal Kumar Acharjee
- 2402.14322 Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data
by Suparna Biswas & Rituparna Sen
- 2402.14269 Optimal Mechanism in a Dynamic Stochastic Knapsack Environment
by Jihyeok Jung & Chan-Oi Song & Deok-Joo Lee & Kiho Yoon
- 2402.14264 Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation
by Jikai Jin & Vasilis Syrgkanis
- 2402.14206 The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method
by Vahidin Jeleskovic & Yinan Wan
- 2402.14189 Optimal transmission expansion minimally reduces decarbonization costs of U.S. electricity
by Rangrang Zheng & Greg Schivley & Patricia Hidalgo-Gonzalez & Matthias Fripp & Michael J. Roberts
- 2402.14161 Short-maturity asymptotics for option prices with interest rates effects
by Dan Pirjol & Lingjiong Zhu
- 2402.14100 A Note on Optimal Liquidation with Linear Price Impact
by Yan Dolinsky & Doron Greenstein
- 2402.14090 Social Environment Design
by Edwin Zhang & Sadie Zhao & Tonghan Wang & Safwan Hossain & Henry Gasztowtt & Stephan Zheng & David C. Parkes & Milind Tambe & Yiling Chen
- 2402.14005 Relying on the Metrics of Evaluated Agents
by Serena Wang & Michael I. Jordan & Katrina Ligett & R. Preston McAfee
- 2402.14003 Multidimensional Signaling with a Resource Constraint
by Seungjin Han & Alex Sam
- 2402.13807 Offshoring Emissions through Used Vehicle Exports
by S. J. Newman & K. Schulte & M. M. Morellini & C. Rahal & D. Leasure
- 2402.13789 The seasonality of air ticket prices before and after the pandemic
by Alessandro V. M. Oliveira
- 2402.13627 Algorithms for Claims Trading
by Martin Hoefer & Carmine Ventre & Lisa Wilhelmi
- 2402.13604 Breaking the HISCO Barrier: Automatic Occupational Standardization with OccCANINE
by Christian M{o}ller Dahl & Torben Johansen & Christian Vedel
- 2402.13580 Mechanism Design with Sequential-Move Games: Revelation Principle
by Siyang Xiong
- 2402.13439 Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada
by Zakary Rodrigue Diakit'e
- 2402.13378 Stable matching as transportation
by Federico Echenique & Joseph Root & Fedor Sandomirskiy
- 2402.13375 Vulnerability Webs: Systemic Risk in Software Networks
by Cornelius Fritz & Co-Pierre Georg & Angelo Mele & Michael Schweinberger
- 2402.13355 A new characterization of second-order stochastic dominance
by Yuanying Guan & Muqiao Huang & Ruodu Wang
- 2402.13338 Incentivized Exploration via Filtered Posterior Sampling
by Anand Kalvit & Aleksandrs Slivkins & Yonatan Gur
- 2402.13326 Deep Hedging with Market Impact
by Andrei Neagu & Fr'ed'eric Godin & Clarence Simard & Leila Kosseim
- 2402.13279 Privatiza\c{c}\~ao de aeroportos: motiva\c{c}\~oes, regula\c{c}\~ao e efici\^encia operacional
by Igor R. S. Brito & Alessandro V. M. Oliveira
- 2402.13278 Determinantes do planejamento estrat\'egico da rede de uma companhia a\'erea
by Bruno F. Oliveira & Alessandro V. M. Oliveira
- 2402.13177 The Ebb and Flow of Brand Loyalty: A 28-Year Bibliometric and Content Analysis
by Azin Yazdi & Sunder Ramachandran & Hoda Mohsenifard & Khaled Nawaser & Faraz Sasani & Behrooz Gharleghi
- 2402.13023 Bridging Methodologies: Angrist and Imbens' Contributions to Causal Identification
by Lucas Girard & Yannick Guyonvarch
- 2402.13009 Sequential unanimity voting rules for binary social choice
by Stergios Athanasoglou & Somouaoga Bonkoungou
- 2402.12859 ATLAS: A Model of Short-term European Electricity Market Processes under Uncertainty -- Balancing Modules
by Florent Cogen & Emily Little & Virginie Dussartre & Quentin Bustarret
- 2402.12848 ATLAS: A Model of Short-term European Electricity Market Processes under Uncertainty
by Emily Little & Florent Cogen & Quentin Bustarret & Virginie Dussartre & Maxime L^aasri & Gabriel Kasmi & Marie Girod & Frederic Bienvenu & Maxime Fortin & Jean-Yves Bourmaud
- 2402.12838 Extending the Scope of Inference About Predictive Ability to Machine Learning Methods
by Juan Carlos Escanciano & Ricardo Parra
- 2402.12607 Inference on LATEs with covariates
by Tom Boot & Didier Nibbering
- 2402.12583 Non-linear Triple Changes Estimator for Targeted Policies
by Sina Akbari & Negar Kiyavash
- 2402.12575 Revisiting the Impact of Upstream Mergers with Downstream Complements and Substitutes
by Enrique Ide
- 2402.12561 Robust Appointment Scheduling with Waiting Time Guarantees
by Carolin Bauerhenne & Rainer Kolisch & Andreas S. Schulz
- 2402.12528 Denoised Monte Carlo for option pricing and Greeks estimation
by Andrzej Daniluk & Evgeny Lakshtanov & Rafal Muchorski
- 2402.12487 Explaining the emergence of land-use frontiers
by Patrick Meyfroidt & Dilini Abeygunawardane & Matthias Baumann & Adia Bey & Ana Buchadas & Cristina Chiarella & Victoria Junquera & Angela Kronenburg Garc'ia & Tobias Kuemmerle & Yann le Polain de Waroux & Eduardo Oliveira & Michelle Picoli & Siyu Qin & Virginia Rodriguez Garc'ia & Philippe Rufin
- 2402.12404 Estudos de cen\'arios de implanta\c{c}\~ao de um imposto ambiental no transporte a\'ereo no Brasil
by Carolina B. Resende & Alessandro V. M. Oliveira
- 2402.12403 A literatura das receitas comerciais em aeroportos: discuss\~oes e principais descobertas
by Murillo Massaretto & Alessandro V. M. Oliveira
- 2402.12402 A padroniza\c{c}\~ao de frota e suas consequ\^encias para as companhias a\'ereas
by Rodolfo R. Narcizo & Alessandro V. M. Oliveira
- 2402.12401 An\'alise das estrat\'egias de planejamento de tempos de voo pelas companhias a\'ereas
by Ana B. R. Eufr'asio & Alessandro V. M. Oliveira
- 2402.12384 Comparing MCMC algorithms in Stochastic Volatility Models using Simulation Based Calibration
by Benjamin Wee
- 2402.12327 Shall We Team Up: Exploring Spontaneous Cooperation of Competing LLM Agents
by Zengqing Wu & Run Peng & Shuyuan Zheng & Qianying Liu & Xu Han & Brian Inhyuk Kwon & Makoto Onizuka & Shaojie Tang & Chuan Xiao
- 2402.12200 The matching problem with linear transfers is equivalent to a hide-and-seek game
by Alfred Galichon & Antoine Jacquet
- 2402.12049 Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying
by Andrea Macr`i & Fabrizio Lillo
- 2402.11961 Optimal Design of Climate Disclosure Policies: Transparency versus Externality
by Shangen Li
- 2402.11930 Stylized Facts of High-Frequency Bitcoin Time Series
by Yaoyue Tang & Karina Arias-Calluari & Michael S. Harr'e & Fernando Alonso-Marroquin
- 2402.11881 Ironing allocations
by Filip Tokarski
- 2402.11864 The Price of Information
by Sebastian Jaimungal & Xiaofei Shi
- 2402.11754 Attraction Via Prices and Information
by Pak Hung Au & Mark Whitmeyer
- 2402.11728 Numerical Claim Detection in Finance: A New Financial Dataset, Weak-Supervision Model, and Market Analysis
by Agam Shah & Arnav Hiray & Pratvi Shah & Arkaprabha Banerjee & Anushka Singh & Dheeraj Eidnani & Sahasra Chava & Bhaskar Chaudhury & Sudheer Chava
- 2402.11715 The Gerber-Shiu Expected Discounted Penalty Function: An Application to Poverty Trapping
by Jos'e Miguel Flores-Contr'o
- 2402.11659 Credible causal inference beyond toy models
by Pablo Geraldo Bast'ias
- 2402.11652 Doubly Robust Inference in Causal Latent Factor Models
by Alberto Abadie & Anish Agarwal & Raaz Dwivedi & Abhin Shah
- 2402.11580 Stackelberg reinsurance and premium decisions with MV criterion and irreversibility
by Zongxia Liang & Xiaodong Luo
- 2402.11579 Assessment of low-carbon tourism development from multi-aspect analysis: A case study of the Yellow River Basin, China
by Xiaopeng Si & Zi Tang
- 2402.11464 Weighted Myerson value for Network games
by Niharika Kakoty & Surajit Borkotokey & Rajnish Kumar & Abhijit Bora
- 2402.11437 Equitable Core Imputations via a New Adaptation of The Primal-Dual Framework
by Vijay V. Vazirani
- 2402.11394 Maximal Inequalities for Empirical Processes under General Mixing Conditions with an Application to Strong Approximations
by Demian Pouzo
- 2402.11379 Estimating HANK with Micro Data
by Man Chon Iao & Yatheesan J. Selvakumar
- 2402.11374 Impactos da Navega\c{c}\~ao Baseada em Performance nos Tempos de Voo da Avia\c{c}\~ao Comercial
by Jo~ao B. T. Szenczuk & Alessandro V. M. Oliveira
- 2402.11373 Determinantes concorrenciais dos atrasos dos voos no aeroporto e na rota
by William E. Bendinelli & Alessandro V. M. Oliveira
- 2402.11372 Low costs na aviacao: importancia e desdobramentos
by Bruno F. Oliveira & Alessandro V. M. Oliveira
- 2402.11371 Companhias a\'ereas s\~ao todas iguais? A converg\^encia dos modelos de neg\'ocios no transporte a\'ereo
by Renan P. de Oliveira & Alessandro V. M. Oliveira
- 2402.11370 Stable Menus of Public Goods: A Matching Problem
by Sara Fish & Yannai A. Gonczarowski & Sergiu Hart
- 2402.11231 Enhancing Security in Blockchain Networks: Anomalies, Frauds, and Advanced Detection Techniques
by Joerg Osterrieder & Stephen Chan & Jeffrey Chu & Yuanyuan Zhang & Branka Hadji Misheva & Codruta Mare
- 2402.11209 When Simple is Near Optimal in Security Games
by Devansh Jalota & Michael Ostrovsky & Marco Pavone
- 2402.11170 Analyzing Reward Dynamics and Decentralization in Ethereum 2.0: An Advanced Data Engineering Workflow and Comprehensive Datasets for Proof-of-Stake Incentives
by Tao Yan & Shengnan Li & Benjamin Kraner & Luyao Zhang & Claudio J. Tessone
- 2402.11157 The Value of Context: Human versus Black Box Evaluators
by Andrei Iakovlev & Annie Liang
- 2402.11136 Interbank network reconstruction enforcing density and reciprocity
by Valentina Macchiati & Piero Mazzarisi & Diego Garlaschelli
- 2402.11134 Functional Partial Least-Squares: Optimal Rates and Adaptation
by Andrii Babii & Marine Carrasco & Idriss Tsafack
- 2402.11072 Awareness of self-control
by Mohammad Mehdi Mousavi & Mahdi Kohan Sefidi & Shirin Allahyarkhani
- 2402.11066 Towards Financially Inclusive Credit Products Through Financial Time Series Clustering
by Tristan Bester & Benjamin Rosman
- 2402.10982 mshw, a forecasting library to predict short-term electricity demand based on multiple seasonal Holt-Winters
by Oscar Trull & J. Carlos Garc'ia-D'iaz & Angel Peir'o-Signes
- 2402.10836 Manipulation Test for Multidimensional RDD
by Federico Crippa
- 2402.10803 Modelling crypto markets by multi-agent reinforcement learning
by Johann Lussange & Stefano Vrizzi & Stefano Palminteri & Boris Gutkin
- 2402.10760 RAGIC: Risk-Aware Generative Adversarial Model for Stock Interval Construction
by Jingyi Gu & Wenlu Du & Guiling Wang
- 2402.10592 Optimizing Adaptive Experiments: A Unified Approach to Regret Minimization and Best-Arm Identification
by Chao Qin & Daniel Russo
- 2402.10574 Nowcasting with Mixed Frequency Data Using Gaussian Processes
by Niko Hauzenberger & Massimiliano Marcellino & Michael Pfarrhofer & Anna Stelzer
- 2402.10481 Emoji Driven Crypto Assets Market Reactions
by Xiaorui Zuo & Yao-Tsung Chen & Wolfgang Karl Hardle
- 2402.10253 The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory
by Ignas Gasparaviv{c}ius & Andrius Grigutis
- 2402.09985 Semi-parametric financial risk forecasting incorporating multiple realized measures
by Rangika Peiris & Chao Wang & Richard Gerlach & Minh-Ngoc Tran
- 2402.09928 When Can We Use Two-Way Fixed-Effects (TWFE): A Comparison of TWFE and Novel Dynamic Difference-in-Differences Estimators
by Tobias Ruttenauer & Ozan Aksoy
- 2402.09895 Spatial Data Analysis
by Tobias Ruttenauer
- 2402.09820 Utilizing Deep Learning for Enhancing Network Resilience in Finance
by Yulu Gong & Mengran Zhu & Shuning Huo & Yafei Xiang & Hanyi Yu
- 2402.09789 Identification with Posterior-Separable Information Costs
by Martin Bustos
- 2402.09746 Alpha-GPT 2.0: Human-in-the-Loop AI for Quantitative Investment
by Hang Yuan & Saizhuo Wang & Jian Guo
- 2402.09744 Quantile Granger Causality in the Presence of Instability
by Alexander Mayer & Dominik Wied & Victor Troster
- 2402.09721 Generalized Principal-Agent Problem with a Learning Agent
by Tao Lin & Yiling Chen
- 2402.09697 On Three-Layer Data Markets
by Alireza Fallah & Michael I. Jordan & Ali Makhdoumi & Azarakhsh Malekian
- 2402.09563 ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents
by Kshama Dwarakanath & Svitlana Vyetrenko & Peyman Tavallali & Tucker Balch
- 2402.09556 A game theoretic approach to lowering incentives to violate speed limits in Finland
by Mika Sutela & Nino Lindstrom
- 2402.09552 STEER: Assessing the Economic Rationality of Large Language Models
by Narun Raman & Taylor Lundy & Samuel Amouyal & Yoav Levine & Kevin Leyton-Brown & Moshe Tennenholtz
- 2402.09495 On the Potential of Network-Based Features for Fraud Detection
by Catayoun Azarm & Erman Acar & Mickey van Zeelt
- 2402.09384 Persuasion, Delegation, and Private Information in Algorithm-Assisted Decisions
by Ruqing Xu
- 2402.09321 Collusion-Resilience in Transaction Fee Mechanism Design
by Hao Chung & Tim Roughgarden & Elaine Shi
- 2402.09317 Extended mean-field games with multi-dimensional singular controls and non-linear jump impact
by Robert Denkert & Ulrich Horst
- 2402.09243 Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Lo\`eve expansions
by Jaehyuk Choi
- 2402.09194 The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
by Marah-Lisanne Thormann & Phan Tu Vuong & Alain B. Zemkoho
- 2402.09129 Optimal Automated Market Makers: Differentiable Economics and Strong Duality
by Michael J. Curry & Zhou Fan & David C. Parkes
- 2402.09125 Database for the meta-analysis of the social cost of carbon (v2025.0)
by Richard S. J. Tol
- 2402.09033 Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning
by Jeroen Rombouts & Marie Ternes & Ines Wilms
- 2402.08941 Local-Polynomial Estimation for Multivariate Regression Discontinuity Designs
by Masayuki Sawada & Takuya Ishihara & Daisuke Kurisu & Yasumasa Matsuda
- 2402.08905 Time preference, wealth and utility inequality: A microeconomic interaction and dynamic macroeconomic model connection approach
by Takeshi Kato
- 2402.08879 Inference for an Algorithmic Fairness-Accuracy Frontier
by Yiqi Liu & Francesca Molinari
- 2402.08781 Equitable screening
by Filip Tokarski
- 2402.08755 LLM-driven Imitation of Subrational Behavior : Illusion or Reality?
by Andrea Coletta & Kshama Dwarakanath & Penghang Liu & Svitlana Vyetrenko & Tucker Balch
- 2402.08575 Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation
by Jackson Bunting & Paul Diegert & Arnaud Maurel
- 2402.08564 Barriers to Collusion-resistant Transaction Fee Mechanisms
by Yotam Gafni & Aviv Yaish
- 2402.08549 Competitive Revenue Extraction from Time-Discounted Transactions in the Semi-Myopic Regime
by Yotam Gafni & Aviv Yaish
- 2402.08547 Dueling Over Dessert, Mastering the Art of Repeated Cake Cutting
by Simina Br^anzei & MohammadTaghi Hajiaghayi & Reed Phillips & Suho Shin & Kun Wang
- 2402.08541 Continuous-Time Best-Response and Related Dynamics in Tullock Contests with Convex Costs
by Edith Elkind & Abheek Ghosh & Paul W. Goldberg
- 2402.08513 Asymptotic Error Distribution of the Euler Scheme for Fractional Stochastic Delay Differential Equations with Additive Noise
by Orimar Sauri
- 2402.08446 Inevitability of Polarization in Geometric Opinion Exchange
by Abdou Majeed Alidou & J'ulia Balig'acs & Max Hahn-Klimroth & Jan Hk{a}z{l}a & Lukas Hintze & Olga Scheftelowitsch
- 2402.08396 Domestic Competitive Balance and International Success: The Case of The Football Industry
by Juan D. Moreno-Ternero & Tim Pawlowski & Shlomo Weber
- 2402.08387 Portfolio Optimization under Transaction Costs with Recursive Preferences
by Martin Herdegen & David Hobson & Alex S. L. Tse
- 2402.08233 End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture
by Fabian Krause & Jan-Peter Calliess
- 2402.08223 The Limits of Price Discrimination Under Privacy Constraints
by Alireza Fallah & Michael I. Jordan & Ali Makhdoumi & Azarakhsh Malekian
- 2402.08143 Artificial intelligence and the transformation of higher education institutions
by Evangelos Katsamakas & Oleg V. Pavlov & Ryan Saklad
- 2402.08108 Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization
by Kasper Johansson & Thomas Schmelzer & Stephen Boyd
- 2402.08071 Contagion on Financial Networks: An Introduction
by Sunday Akukodi Ugwu
- 2402.08051 On Bayesian Filtering for Markov Regime Switching Models
by Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih
- 2402.07960 An Analysis of the Recovery Path of the Consumer Sector in the Post-Pandemic Era
by Wenbo Lyu & Jiayi Zhu & Yunan Ding & Keming Zhang
- 2402.07908 Continuous Representations of Preferences by Means of Two Continuous Functions
by Gianni Bosi & Asier Estevan
- 2402.07743 Local Projections Inference with High-Dimensional Covariates without Sparsity
by Jooyoung Cha
- 2402.07521 A step towards the integration of machine learning and small area estimation
by Tomasz .Zk{a}d{l}o & Adam Chwila
- 2402.07503 Affine term structure models driven by independent L\'evy processes
by Micha{l} Barski & Rafa{l} {L}ochowski
- 2402.07462 A Hormetic Approach to the Value-Loading Problem: Preventing the Paperclip Apocalypse?
by Nathan I. N. Henry & Mangor Pedersen & Matt Williams & Jamin L. B. Martin & Liesje Donkin
- 2402.07435 Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs
by Narayan Tondapu
- 2402.07322 Interference Among First-Price Pacing Equilibria: A Bias and Variance Analysis
by Luofeng Liao & Christian Kroer & Sergei Leonenkov & Okke Schrijvers & Liang Shi & Nicolas Stier-Moses & Congshan Zhang
- 2402.07277 Bundling Demand in K-12 Broadband Procurement
by Gaurab Aryal & Charles Murry & Pallavi Pal & Arnab Palit
- 2402.07266 Spillover Effects of US Monetary Policy on Emerging Markets Amidst Uncertainty
by Povilas Lastauskas & Anh Dinh Minh Nguyen
- 2402.07235 Scientific Talent Leaks Out of Funding Gaps
by Wei Yang Tham & Joseph Staudt & Elisabeth Ruth Perlman & Stephanie D. Cheng
- 2402.07227 Time-Delayed Game Strategy Analysis Among Japan, Other Nations, and the International Atomic Energy Agency in the Context of Fukushima Nuclear Wastewater Discharge Decision
by Mingyang Li & Han Pengsihua & Fujiao Meng & Zejun Wang & Weian Liu
- 2402.07210 Fukushima Nuclear Wastewater Discharge: An Evolutionary Game Theory Approach to International and Domestic Interaction and Strategic Decision-Making
by Mingyang Li & Han Pengsihua & Songqing Zhao & Zejun Wang & Limin Yang & Weian Liu
- 2402.07190 Transporte Aereo: Economia e Politicas Publicas
by Alessandro V. M. Oliveira
- 2402.07185 Existence of an equilibrium with limited stock market participation and power utilities
by Paolo Guasoni & Kasper Larsen & Giovanni Leoni
- 2402.07170 Research on the multi-stage impact of digital economy on rural revitalization in Hainan Province based on GPM model
by Wenbo Lyu
- 2402.07134 Tail risk forecasting with semi-parametric regression models by incorporating overnight information
by Cathy W. S. Chen & Takaaki Koike & Wei-Hsuan Shau
- 2402.07125 Intermodal competition in the Brazilian interstate travel market
by Frederico A. Turolla & Moises D. Vassallo & Alessandro V. M. Oliveira
- 2402.07124 Econometric analysis to estimate the impact of holidays on airfares
by Helena Povoa & Alessandro V. M. Oliveira
- 2402.07080 RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search
by Tao Ren & Ruihan Zhou & Jinyang Jiang & Jiafeng Liang & Qinghao Wang & Yijie Peng
- 2402.06999 Comparative Statics for Optimal Stopping Problems in Nonstationary Environments
by Th'eo Durandard & Matteo Camboni
- 2402.06840 A monotone piecewise constant control integration approach for the two-factor uncertain volatility model
by Duy-Minh Dang & Hao Zhou
- 2402.06765 Perfect Bayesian Persuasion
by Elliot Lipnowski & Doron Ravid & Denis Shishkin
- 2402.06758 Measuring the Dunkelflaute: How (not) to analyze variable renewable energy shortage
by Martin Kittel & Wolf-Peter Schill
- 2402.06731 Closed-form solutions for generic N-token AMM arbitrage
by Matthew Willetts & Christian Harrington
- 2402.06714 Electricity Price Forecasting in the Irish Balancing Market
by Ciaran O'Connor & Joseph Collins & Steven Prestwich & Andrea Visentin
- 2402.06698 FNSPID: A Comprehensive Financial News Dataset in Time Series
by Zihan Dong & Xinyu Fan & Zhiyuan Peng
- 2402.06689 A Study on Stock Forecasting Using Deep Learning and Statistical Models
by Himanshu Gupta & Aditya Jaiswal
- 2402.06656 DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
by Yuan Gao & Haokun Chen & Xiang Wang & Zhicai Wang & Xue Wang & Jinyang Gao & Bolin Ding
- 2402.06642 From GARCH to Neural Network for Volatility Forecast
by Pengfei Zhao & Haoren Zhu & Wilfred Siu Hung NG & Dik Lun Lee
- 2402.06638 Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting
by Chu Myaet Thwal & Ye Lin Tun & Kitae Kim & Seong-Bae Park & Choong Seon Hong
- 2402.06635 Large (and Deep) Factor Models
by Bryan Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu
- 2402.06633 MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction
by Hao Qian & Hongting Zhou & Qian Zhao & Hao Chen & Hongxiang Yao & Jingwei Wang & Ziqi Liu & Fei Yu & Zhiqiang Zhang & Jun Zhou
- 2402.06594 They were robbed! Scoring by the middlemost to attenuate biased judging in boxing
by Stuart Baumann & Carl Singleton
- 2402.06495 Monopoly agenda control with privately informed voters
by Kirill S. Evdokimov
- 2402.06459 Maximizing NFT Incentives: References Make You Rich
by Guangsheng Yu & Qin Wang & Caijun Sun & Lam Duc Nguyen & H. M. N. Dilum Bandara & Shiping Chen
- 2402.06100 Towards Industry 5.0: A Systematic Literature Review on Sustainable and Green Composite Materials Supply Chains
by Md Rabiul Hasan & Muztoba Ahmed Khan & Thorsten Wuest
- 2402.06032 Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk
by Katerina Rigana & Ernst C. Wit & Samantha Cook
- 2402.06024 A Generalization of Arrow's Impossibility Theorem Through Combinatorial Topology
by Isaac Lara & Sergio Rajsbaum & Armajac Ravent'os-Pujol
- 2402.05789 High Dimensional Factor Analysis with Weak Factors
by Jungjun Choi & Ming Yuan
- 2402.05729 Monetary Policy and the Gendered Labor Market Dynamics: Evidence from Developing Economies
by Marjan Petreski & Stefan Tanevski & Alejandro D. Jacobo
- 2402.05716 Who is in equilibrium?
by Valerio Astuti
- 2402.05679 Heterogeneous drivers of overnight and same-day visits
by Francesco Scotti & Andrea Flori & Piercesare Secchi & Marika Arena & Giovanni Azzone
- 2402.05574 Quantum Amplitude Loading for Rainbow Options Pricing
by Francesca Cibrario & Or Samimi Golan & Giacomo Ranieri & Emanuele Dri & Mattia Ippoliti & Ron Cohen & Christian Mattia & Bartolomeo Montrucchio & Amir Naveh & Davide Corbelletto
- 2402.05432 Difference-in-Differences Estimators with Continuous Treatments and no Stayers
by Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille & Gonzalo Vazquez-Bare
- 2402.05364 Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
by M. Mija'il Mart'inez-Ramos & Parisa Majari & Andres R. Cruz-Hern'andez & Hirdesh K. Pharasi & Manan Vyas
- 2402.05329 Selective linear segmentation for detecting relevant parameter changes
by Arnaud Dufays & Aristide Houndetoungan & Alain Coen
- 2402.05276 Spreading Information via Social Networks: An Irrelevance Result
by Yu Awaya & Vijay Krishna
- 2402.05272 Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach
by Yizhan Shu & Chenyu Yu & John M. Mulvey
- 2402.05152 Is the price right? Reconceptualizing price and income elasticity to anticipate price perception issues
by Shawn Berry
- 2402.05030 Inference for Two-Stage Extremum Estimators
by Aristide Houndetoungan & Abdoul Haki Maoude
- 2402.05024 Does the Use of Unusual Combinations of Datasets Contribute to Greater Scientific Impact?
by Yulin Yu & Daniel M. Romero
- 2402.04828 What drives the European carbon market? Macroeconomic factors and forecasts
by Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini
- 2402.04775 Cyber risk and the cross-section of stock returns
by Daniel Celeny & Loic Mar'echal
Printed from https://ideas.repec.org/s/arx/papers18.html
