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Content
2024
- 2403.17206 The Devil is in the Details: Heterogeneous Effects of the German Minimum Wage on Working Hours and Minijobs
by Mario Bossler & Ying Liang & Thorsten Schank
- 2403.17187 Alternatives to classical option pricing
by W. Brent Lindquist & Svetlozar T. Rachev
- 2403.17162 Design Insights for Industrial CO2 Capture, Transport, and Storage Systems
by Tubagus Aryandi Gunawan & Lilianna Gittoes & Cecelia Isaac & Chris Greig & Eric Larson
- 2403.17127 High-Dimensional Mean-Variance Spanning Tests
by David Ardia & S'ebastien Laurent & Rosnel Sessinou
- 2403.17112 The Impact of Pradhan Mantri Ujjwala Yojana on Indian Households
by Nabeel Asharaf & Richard S. J. Tol
- 2403.17095 Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions
by David Ardia & Cl'ement Aymard & Tolga Cenesizoglu
- 2403.16980 Economic DAO Governance: A Contestable Control Approach
by Jeff Strnad
- 2403.16934 The Costs of Competition in Distributing Scarce Research Funds
by Gerald Schweiger & Adrian Barnett & Peter van den Besselaar & Lutz Bornmann & Andreas De Block & John P. A. Ioannidis & Ulf Sandstrom & Stijn Conix
- 2403.16844 Resistant Inference in Instrumental Variable Models
by Jens Klooster & Mikhail Zhelonkin
- 2403.16773 Privacy-Protected Spatial Autoregressive Model
by Danyang Huang & Ziyi Kong & Shuyuan Wu & Hansheng Wang
- 2403.16673 Quasi-randomization tests for network interference
by Supriya Tiwari & Pallavi Basu
- 2403.16632 Risk Propagation in Endogenous Supply Chains
by Andrea Titton
- 2403.16525 Measuring Name Concentrations through Deep Learning
by Eva Lutkebohmert & Julian Sester
- 2403.16452 Determinants of Uruguay's Real Effective Exchange Rate: A Mundell-Fleming Model Approach
by Didarul Islam & Mohammad Abdullah Al Faisal
- 2403.16413 Optimal testing in a class of nonregular models
by Yuya Shimizu & Taisuke Otsu
- 2403.16373 A new social welfare function with a number of desirable properties
by Fujun Hou
- 2403.16296 Workplace sustainability or financial resilience? Composite-financial resilience index
by Elham Daadmehr
- 2403.16228 Rank-Dependent Predictable Forward Performance Processes
by Bahman Angoshtari & Shida Duan
- 2403.16177 The Informativeness of Combined Experimental and Observational Data under Dynamic Selection
by Yechan Park & Yuya Sasaki
- 2403.16006 Crypto Inverse-Power Options and Fractional Stochastic Volatility
by Boyi Li & Weixuan Xia
- 2403.15980 Markovian projections for It\^o semimartingales with jumps
by Martin Larsson & Shukun Long
- 2403.15957 Putting all eggs in one basket: some insights from a correlation inequality
by Pradeep Dubey & Siddhartha Sahi & Guanyang Wang
- 2403.15934 Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions
by Gyungbae Park
- 2403.15925 Hedge Fund Index Rules and Construction
by David Xiao
- 2403.15923 On Merton's Optimal Portfolio Problem with Sporadic Bankruptcy for Isoelastic Utility
by Yaacov Kopeliovich & Michael Pokojovy & Julia Bernatska
- 2403.15910 Difference-in-Differences with Unpoolable Data
by Sunny Karim & Matthew D. Webb & Nichole Austin & Erin Strumpf
- 2403.15810 Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup
by Aman Saggu & Lennart Ante & Ender Demir
- 2403.15429 Single-token vs Two-token Blockchain Tokenomics
by Aggelos Kiayias & Philip Lazos & Paolo Penna
- 2403.15319 Discounted Subjective Expected Utility in Continuous Time
by Lorenzo Bastianello & Vassili Vergopoulos
- 2403.15293 Human behaviour through a LENS: How Linguistic content triggers Emotions and Norms and determines Strategy choices
by Valerio Capraro
- 2403.15281 Measuring Gender and Racial Biases in Large Language Models
by Jiafu An & Difang Huang & Chen Lin & Mingzhu Tai
- 2403.15262 Strategic Responses to Technological Change: Evidence from ChatGPT and Upwork
by Shun Yiu & Rob Seamans & Manav Raj & Ted Liu
- 2403.15258 Tests for almost stochastic dominance
by Amparo Ba'illo & Javier C'arcamo & Carlos Mora-Corral
- 2403.15243 Robust Utility Optimization via a GAN Approach
by Florian Krach & Josef Teichmann & Hanna Wutte
- 2403.15220 Modelling with Discretized Variables
by Felix Chan & Laszlo Matyas & Agoston Reguly
- 2403.15200 Teamwork and Spillover Effects in Performance Evaluations
by Enzo Brox & Michael Lechner
- 2403.15198 On the Weighted Top-Difference Distance: Axioms, Aggregation, and Approximation
by Andrea Aveni & Ludovico Crippa & Giulio Principi
- 2403.15163 Nonlinear shifts and dislocations in financial market structure and composition
by Nick James & Max Menzies
- 2403.15111 Fast TTC Computation
by Irene Aldridge
- 2403.15074 Tax Policy Handbook for Crypto Assets
by Arindam Misra
- 2403.15062 Construction of a Japanese Financial Benchmark for Large Language Models
by Masanori Hirano
- 2403.14868 A Markov approach to credit rating migration conditional on economic states
by Michael Kalkbrener & Natalie Packham
- 2403.14862 The Power of Linear Programming in Sponsored Listings Ranking: Evidence from Field Experiments
by Haihao Lu & Luyang Zhang & Yuting Zhu
- 2403.14841 On the Hull-White model with volatility smile for Valuation Adjustments
by T. van der Zwaard & L. A. Grzelak & C. W. Oosterlee
- 2403.14724 Six Levels of Privacy: A Framework for Financial Synthetic Data
by Tucker Balch & Vamsi K. Potluru & Deepak Paramanand & Manuela Veloso
- 2403.14695 Chain-structured neural architecture search for financial time series forecasting
by Denis Levchenko & Efstratios Rappos & Shabnam Ataee & Biagio Nigro & Stephan Robert-Nicoud
- 2403.14483 Utilizing the LightGBM Algorithm for Operator User Credit Assessment Research
by Shaojie Li & Xinqi Dong & Danqing Ma & Bo Dang & Hengyi Zang & Yulu Gong
- 2403.14385 Estimating Causal Effects with Double Machine Learning -- A Method Evaluation
by Jonathan Fuhr & Philipp Berens & Dominik Papies
- 2403.14231 Spanning Multi-Asset Payoffs With ReLUs
by S'ebastien Bossu & St'ephane Cr'epey & Hoang-Dung Nguyen
- 2403.14216 A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks
by Markku Lanne & Savi Virolainen
- 2403.14063 DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models
by Divyanshu Daiya & Monika Yadav & Harshit Singh Rao
- 2403.14036 Fused LASSO as Non-Crossing Quantile Regression
by Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer
- 2403.13983 Robust Communication Between Parties with Nearly Independent Preferences
by Alistair Barton
- 2403.13791 New Stochastic Fubini Theorems
by Tahir Choulli & Martin Schweizer
- 2403.13773 The Limits of Identification in Discrete Choice
by Christopher P. Chambers & Christopher Turansick
- 2403.13738 Policy Relevant Treatment Effects with Multidimensional Unobserved Heterogeneity
by Takuya Ura & Lina Zhang
- 2403.13725 Robust Inference in Locally Misspecified Bipartite Networks
by Luis E. Candelaria & Yichong Zhang
- 2403.13625 Enhancing Law Enforcement Training: A Gamified Approach to Detecting Terrorism Financing
by Francesco Zola & Lander Segurola & Erin King & Martin Mullins & Raul Orduna
- 2403.13429 Detecting and Triaging Spoofing using Temporal Convolutional Networks
by Kaushalya Kularatnam & Tania Stathaki
- 2403.13388 Optimal VPPI strategy under Omega ratio with stochastic benchmark
by Guohui Guan & Lin He & Zongxia Liang & Litian Zhang
- 2403.13361 Multifractal wavelet dynamic mode decomposition modeling for marketing time series
by Mohamed Elshazli A. Zidan & Anouar Ben Mabrouk & Nidhal Ben Abdallah & Tawfeeq M. Alanazi
- 2403.13222 On Equilibrium Determinacy in Overlapping Generations Models with Money
by Tomohiro Hirano & Alexis Akira Toda
- 2403.13192 Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach
by Dennis Lartey Quayesam & Anani Lotsi & Felix Okoe Mettle
- 2403.13138 Max- and min-stability under first-order stochastic dominance
by Christopher Chambers & Alan Miller & Ruodu Wang & Qinyu Wu
- 2403.12917 When is Trust Robust?
by Luca Anderlini & Larry Samuelson & Daniele Terlizzese
- 2403.12694 Performance, Knowledge Acquisition and Satisfaction in Self-selected Groups: Evidence from a Classroom Field Experiment
by Julius Duker & Alexander Rieber
- 2403.12653 Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility
by Mikkel Bennedsen & Kim Christensen & Peter Christensen
- 2403.12647 Uncertainty in the financial market and application to forecastabnormal financial fluctuations
by Shige Peng & Shuzhen Yang & Wenqing Zhang
- 2403.12456 Inflation Target at Risk: A Time-varying Parameter Distributional Regression
by Yunyun Wang & Tatsushi Oka & Dan Zhu
- 2403.12285 FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications
by Thanos Konstantinidis & Giorgos Iacovides & Mingxue Xu & Tony G. Constantinides & Danilo Mandic
- 2403.12260 The Best of Many Robustness Criteria in Decision Making: Formulation and Application to Robust Pricing
by Jerry Anunrojwong & Santiago R. Balseiro & Omar Besbes
- 2403.12183 Fragile Stable Matchings
by Kirill Rudov
- 2403.12180 Advanced Statistical Arbitrage with Reinforcement Learning
by Boming Ning & Kiseop Lee
- 2403.12161 Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
by Arijit Das & Tanmoy Nandi & Prasanta Saha & Suman Das & Saronyo Mukherjee & Sudip Kumar Naskar & Diganta Saha
- 2403.12108 Does AI help humans make better decisions? A statistical evaluation framework for experimental and observational studies
by Eli Ben-Michael & D. James Greiner & Melody Huang & Kosuke Imai & Zhichao Jiang & Sooahn Shin
- 2403.12107 Scenarios for the Transition to AGI
by Anton Korinek & Donghyun Suh
- 2403.12093 Learning Macroeconomic Policies based on Microfoundations: A Stackelberg Mean Field Game Approach
by Qirui Mi & Zhiyu Zhao & Siyu Xia & Yan Song & Jun Wang & Haifeng Zhang
- 2403.12078 Student t-L\'evy regression model in YUIMA
by Hiroki Masuda & Lorenzo Mercuri & Yuma Uehara
- 2403.11954 Robust Estimation and Inference for Categorical Data
by Max Welz
- 2403.11897 Risk premium and rough volatility
by Ofelia Bonesini & Antoine Jacquier & Aitor Muguruza
- 2403.11824 Nonconcave Robust Utility Maximization under Projective Determinacy
by Laurence Carassus & Massinissa Ferhoune
- 2403.11738 A path-dependent PDE solver based on signature kernels
by Alexandre Pannier & Cristopher Salvi
- 2403.11680 Multiscale Orientation Values for Biodiversity, Climate and Water: A Scientific Input for Science- Based Targets
by Viktoras Kulionis & Andreas Froemelt & Stephan Pfister
- 2403.11622 Asset management with an ESG mandate
by Michele Azzone & Emilio Barucci & Davide Stocco
- 2403.11333 Identification of Information Structures in Bayesian Games
by Masaki Miyashita
- 2403.11309 Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables
by Kirill S. Evdokimov & Andrei Zeleneev
- 2403.11240 Speed, Accuracy, and Complexity
by Duarte Gonc{c}alves
- 2403.11028 What Makes Systemic Discrimination, "Systemic?" Exposing the Amplifiers of Inequity
by David B. McMillon
- 2403.11022 Ads in Conversations
by Martino Banchio & Aranyak Mehta & Andres Perlroth
- 2403.11016 Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory
by Jeff Dominitz & Charles F. Manski
- 2403.11010 How Periodic Forecast Updates Influence MRP Planning Parameters: A Simulation Study
by Wolfgang Seiringer & Klaus Altendorfer & Thomas Felberbauer & Balwin Bokor & Fabian Brockmann
- 2403.10982 Financial Performance and Innovation: Evidence From USA, 1998-2023
by Panteleimon Kruglov & Charles Shaw
- 2403.10916 FishNet: Deep Neural Networks for Low-Cost Fish Stock Estimation
by Moseli Mots'oehli & Anton Nikolaev & Wawan B. IGede & John Lynham & Peter J. Mous & Peter Sadowski
- 2403.10907 Macroeconomic Spillovers of Weather Shocks across U.S. States
by Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco
- 2403.10652 Improving Fairness in Credit Lending Models using Subgroup Threshold Optimization
by Cecilia Ying & Stephen Thomas
- 2403.10636 Resilient by Design: Simulating Street Network Disruptions across Every Urban Area in the World
by Geoff Boeing & Jaehyun Ha
- 2403.10631 Default Resilience and Worst-Case Effects in Financial Networks
by Giuseppe Calafiore & Giulia Fracastoro & Anton Proskurnikov
- 2403.10618 Limits of Approximating the Median Treatment Effect
by Raghavendra Addanki & Siddharth Bhandari
- 2403.10614 Gentrification, displacement, and income trajectory of incumbents
by Pierre-Loup Beauregard
- 2403.10482 Can a GPT4-Powered AI Agent Be a Good Enough Performance Attribution Analyst?
by Bruno de Melo & Jamiel Sheikh
- 2403.10441 A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints
by Guanxing Fu & Paul P. Hager & Ulrich Horst
- 2403.10352 Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection
by Cui Rui & Li Yuhao
- 2403.10273 Optimal Portfolio Choice with Cross-Impact Propagators
by Eduardo Abi Jaber & Eyal Neuman & Sturmius Tuschmann
- 2403.10239 A Big Data Approach to Understand Sub-national Determinants of FDI in Africa
by A. Fronzetti Colladon & R. Vestrelli & S. Bait & M. M. Schiraldi
- 2403.10208 Irrational Random Utility Models
by Daniele Caliari & Henrik Petri
- 2403.09899 Prediction of retail chain failure: examples of recent U.S. retail failures
by Shawn Berry
- 2403.09761 Hydrodynamics of Markets:Hidden Links Between Physics and Finance
by Alexander Lipton
- 2403.09532 Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems
by Ariel Neufeld & Matthew Ng Cheng En & Ying Zhang
- 2403.09494 Layer 2 be or Layer not 2 be: Scaling on Uniswap v3
by Austin Adams
- 2403.09484 Artificial Bugs for Crowdsearch
by Hans Gersbach & Fikri Pitsuwan & Pio Blieske
- 2403.09470 Climate Immobility Traps: A Household-Level Test
by Marco Letta & Pierluigi Montalbano & Adriana Paolantonio
- 2403.09272 Global Shipyard Capacities Limiting the Ramp-Up of Global Hydrogen Transport
by Maximilian Stargardt & David Kress & Heidi Heinrichs & Jorn-Christian Meyer & Jochen Lin{ss}en & Grit Walther & Detlef Stolten
- 2403.09267 Deep Limit Order Book Forecasting
by Antonio Briola & Silvia Bartolucci & Tomaso Aste
- 2403.09265 Zonal vs. Nodal Pricing: An Analysis of Different Pricing Rules in the German Day-Ahead Market
by Johannes Knorr & Martin Bichler & Teodora Dobos
- 2403.09155 News Media as Suppliers of Narratives (and Information)
by Kfir Eliaz & Ran Spiegler
- 2403.09138 Study on Standardizing Working Time: A Case of XYZ Retail Store in Bandung, Indonesia
by Aprodhita Anindya Putri & Akhmad Yunani
- 2403.09045 Entangled vs. Separable Choice
by Nail Kashaev & Martin Pl'avala & Victor H. Aguiar
- 2403.08944 Language-based game theory in the age of artificial intelligence
by Valerio Capraro & Roberto Di Paolo & Matjaz Perc & Veronica Pizziol
- 2403.08886 Measuring the bioeconomy economically: exploring the connections between concepts, methods, data, indicators and their limitations
by Sebasti'an Leavy & Gabriela Allegretti & Elen Presotto & Marco Antonio Montoya & Edson Talamini
- 2403.08846 Valuation of Power Purchase Agreements for Corporate Renewable Energy Procurement
by Roozbeh Qorbanian & Nils Lohndorf & David Wozabal
- 2403.08811 The UK Universities Superannuation Scheme valuations 2014-2023: gilt yield dependence, self-sufficiency and metrics
by Jackie Grant
- 2403.08753 Invalid proxies and volatility changes
by Giovanni Angelini & Luca Fanelli & Luca Neri
- 2403.08678 Path-dependency and leverage effect on capital return in periodic growth processes
by Petri P. Karenlampi
- 2403.08532 The social value of overreaction to information
by Matteo Bizzarri & Daniele d'Arienzo
- 2403.08421 Measures of relevance to the success of streaming platforms
by Juan Carlos Gonc{c}alves-Dosantos & Ricardo Mart'inez & Joaqu'in S'anchez-Soriano
- 2403.08362 Mean-Field Microcanonical Gradient Descent
by Marcus Haggbom & Morten Karlsmark & Joakim And'en
- 2403.08230 A vicious cycle along busy bus corridors and how to abate it
by Minyu Shen & Weihua Gu & Michael J. Cassidy & Yongjie Lin & Wei Ni
- 2403.08202 Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders
by Ziyi Xu & Xue Cheng
- 2403.08183 Identifying Treatment and Spillover Effects Using Exposure Contrasts
by Michael P. Leung
- 2403.08145 Algorithmic Information Disclosure in Optimal Auctions
by Yang Cai & Yingkai Li & Jinzhao Wu
- 2403.08130 Imputation of Counterfactual Outcomes when the Errors are Predictable
by Silvia Goncalves & Serena Ng
- 2403.08102 Tournament Auctions
by Luca Anderlini & GaOn Kim
- 2403.08031 Score-based mechanisms
by Eduardo Perez-Richet & Vasiliki Skreta
- 2403.07998 Pairs Trading Using a Novel Graphical Matching Approach
by Khizar Qureshi & Tauhid Zaman
- 2403.07928 Strategic Bidding in Knapsack Auctions
by Peyman Khezr & Vijay Mohan & Lionel Page
- 2403.07896 SACR\'E BLEU: Self-Assessed Creator Royalties \'Enforced by Balancing Liquidity Estimation & Utility (A formal definition and analysis of Ethereum Request for Comment ERC-7526)
by David Huber & Arran Schlosberg
- 2403.07799 Equitable Auctions
by Simon Finster & Patrick Loiseau & Simon Mauras & Mathieu Molina & Bary Pradelski
- 2403.07617 Price Gouging or Market Forces? Fairness Perceptions of Price Hikes in the Pandemic
by Avichai Snir & Daniel Levy & Dudi Levy & Haipeng Allan Chen
- 2403.07530 Carbon Economics of Different Agricultural Practices for Farming Soil
by Suganthi Pazhanivel Koushika & Anbalagan Krishnaveni & Sellaperumal Pazhanivelan & Alagirisamy Bharani & Venugopal Arunkumar & Perumal Devaki & Narayanan Muthukrishnan
- 2403.07236 Partial Identification of Individual-Level Parameters Using Aggregate Data in a Nonparametric Model
by Sarah Moon
- 2403.07180 Study of the Impact of the Big Data Era on Accounting and Auditing
by Yuxiang Sun & Jingyi Li & Mengdie Lu & Zongying Guo
- 2403.07177 Collusive Outcomes Without Collusion
by Inkoo Cho & Noah Williams
- 2403.07166 Small Price Changes, Sales Volume, and Menu Cost
by Doron Sayag & Avichai Snir & Daniel Levy
- 2403.07152 Success functions in large contests
by Yaron Azrieli & Christopher P. Chambers
- 2403.07019 Reasons behind the Water Crisis and its Potential Health Outcomes
by Md. Galib Ishraq Emran & Rhidi Barma & Akram Hussain Khan & Mrinmoy Roy
- 2403.06879 Partially identified heteroskedastic SVARs
by Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto
- 2403.06779 From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing
by Junyi Ye & Bhaskar Goswami & Jingyi Gu & Ajim Uddin & Guiling Wang
- 2403.06657 Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions
by Anders Bredahl Kock & Rasmus S{o}ndergaard Pedersen & Jesper Riis-Vestergaard S{o}rensen
- 2403.06482 Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning
by Daixin Wang & Zhiqiang Zhang & Yeyu Zhao & Kai Huang & Yulin Kang & Jun Zhou
- 2403.06368 A New Testing Method for Justification Bias Using High-Frequency Data of Health and Employment
by Jiayi Wen & Zixi Ye & Xuan Zhang
- 2403.06344 Can One Hear the Shape of a Decision Problem?
by Mark Whitmeyer
- 2403.06303 A Unifying Approach for the Pricing of Debt Securities
by Marie-Claude Vachon & Anne Mackay
- 2403.06253 Entropy corrected geometric Brownian motion
by Rishabh Gupta & Ewa A. Drzazga-Szczc{e}'sniak & Sabre Kais & Dominik Szczc{e}'sniak
- 2403.06246 Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data
by Degui Li & Oliver Linton & Haoxuan Zhang
- 2403.06188 On Geometrically Convex Risk Measures
by Mucahit Aygun & Fabio Bellini & Roger J. A. Laeven
- 2403.06150 Algorithmic Collusion and Price Discrimination: The Over-Usage of Data
by Zhang Xu & Mingsheng Zhang & Wei Zhao
- 2403.06035 Capital Structure Adjustment Speed and Expected Returns: Examination of Information Asymmetry as a Moderating Role
by Masoud Taherinia & Mehrdad Matin & Jamal Valipour & Kavian Abdolahi & Peyman Shouryabi & Mohammad Mahdi Barzegar
- 2403.05999 Locally Regular and Efficient Tests in Non-Regular Semiparametric Models
by Adam Lee
- 2403.05913 Network formation and efficiency in linear-quadratic games: An experimental study
by Gergely Horvath
- 2403.05850 Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments
by Victor Chernozhukov & Iv'an Fern'andez-Val & Sukjin Han & Kaspar Wuthrich
- 2403.05830 The impact of social status on the formation of collaborative ties and effort provision: An experimental study
by Gergely Horvath & Mofei Jia
- 2403.05803 Semiparametric Inference for Regression-Discontinuity Designs
by Weiwei Jiang & Rong J. B. Zhu
- 2403.05743 Probabilistic Forecasting of Real-Time Electricity Market Signals via Interpretable Generative AI
by Xinyi Wang & Qing Zhao & Lang Tong
- 2403.05704 Non-robustness of diffusion estimates on networks with measurement error
by Arun G. Chandrasekhar & Paul Goldsmith-Pinkham & Tyler H. McCormick & Samuel Thau & Jerry Wei
- 2403.05671 Investigating Changes of Water Quality in Reservoirs based on Flood and Inflow Fluctuations
by Shabnam Salehi & Mojtaba Ardestani
- 2403.05541 AI in ESG for Financial Institutions: An Industrial Survey
by Jun Xu
- 2403.05222 Matching under Imperfectly Transferable Utility
by Alfred Galichon & Simon Weber
- 2403.04766 Nonparametric Regression under Cluster Sampling
by Yuya Shimizu
- 2403.04674 Calibrated rank volatility stabilized models for large equity markets
by David Itkin & Martin Larsson
- 2403.04530 Multi-District School Choice: Playing on Several Fields
by Yannai A. Gonczarowski & Michael Yin & Shirley Zhang
- 2403.04512 A topological characterization of the existence of w-stable sets
by Athanasios Andrikopoulos & Nikolaos Sampanis
- 2403.04354 A Logarithmic Mean Divisia Index Decomposition of CO$_2$ Emissions from Energy Use in Romania
by Mariana Carmelia Balanica-Dragomir & Gabriel Murariu & Lucian Puiu Georgescu
- 2403.04328 A dual approach to nonparametric characterization for random utility models
by Nobuo Koida & Koji Shirai
- 2403.04236 Regularized DeepIV with Model Selection
by Zihao Li & Hui Lan & Vasilis Syrgkanis & Mengdi Wang & Masatoshi Uehara
- 2403.04131 Extracting Mechanisms from Heterogeneous Effects: An Identification Strategy for Mediation Analysis
by Jiawei Fu
- 2403.04104 Testing Business Cycle Theories: Evidence from the Great Recession
by Bo Li
- 2403.04057 To Spend or to Gain: Online Learning in Repeated Karma Auctions
by Damien Berriaud & Ezzat Elokda & Devansh Jalota & Emilio Frazzoli & Marco Pavone & Florian Dorfler
- 2403.04029 Two-Person Adversarial Games are Zero-Sum: An Elaboration of a Folk Theorem
by M. Ali Khan & Arthur Paul Pedersen & David Schrittesser
- 2403.03915 Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets
by Xin Yue Ren & Dena Firoozi
- 2403.03785 A machine learning workflow to address credit default prediction
by Rambod Rahmani & Marco Parola & Mario G. C. A. Cimino
- 2403.03649 The Cost of Coming Out
by Enzo Brox & Riccardo Di Francesco
- 2403.03612 Consumers' Perceived Privacy Violations in Online Advertising
by Kinshuk Jerath & Klaus M. Miller
- 2403.03610 Paying for Privacy: Pay-or-Tracking Walls
by Timo Mueller-Tribbensee & Klaus M. Miller & Bernd Skiera
- 2403.03606 Enhancing Price Prediction in Cryptocurrency Using Transformer Neural Network and Technical Indicators
by Mohammad Ali Labbaf Khaniki & Mohammad Manthouri
- 2403.03597 La R\'evolution D\'evore ses Enfants: Pricing Implications of Transformative Agreements
by W. Benedikt Schmal
- 2403.03589 Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choices
by Masahiro Kato & Akihiro Oga & Wataru Komatsubara & Ryo Inokuchi
- 2403.03410 Prediction Of Cryptocurrency Prices Using LSTM, SVM And Polynomial Regression
by Novan Fauzi Al Giffary & Feri Sulianta
- 2403.03367 am-AMM: An Auction-Managed Automated Market Maker
by Austin Adams & Ciamac C. Moallemi & Sara Reynolds & Dan Robinson
- 2403.03317 Competing Mechanisms in Games Played Through Agents: Theory and Experiment
by Seungjin Han & Andrew Leal
- 2403.03299 Demystifying and avoiding the OLS "weighting problem": Unmodeled heterogeneity and straightforward solutions
by Chad Hazlett & Tanvi Shinkre
- 2403.03240 Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects
by Masahiro Kato
- 2403.02832 Quasi-Monte Carlo with Domain Transformation for Efficient Fourier Pricing of Multi-Asset Options
by Christian Bayer & Chiheb Ben Hammouda & Antonis Papapantoleon & Michael Samet & Ra'ul Tempone
- 2403.02726 Bias in Generative AI
by Mi Zhou & Vibhanshu Abhishek & Timothy Derdenger & Jaymo Kim & Kannan Srinivasan
- 2403.02591 Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector
by Sung Hoon Choi & Donggyu Kim
- 2403.02572 Fill Probabilities in a Limit Order Book with State-Dependent Stochastic Order Flows
by Felix Lokin & Fenghui Yu
- 2403.02560 Impact of COVID-19 on Exchange rate volatility of Bangladesh: Evidence through GARCH model
by Rizwanul Karim
- 2403.02523 Transformer for Times Series: an Application to the S&P500
by Pierre Brugiere & Gabriel Turinici
- 2403.02500 RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction
by Yilun Wang & Shengjie Guo
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