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Content
2024
- 2405.07998 How does ClinicalTrials.gov Impact Company Innovation?
by Yazhou Niu
- 2405.07860 Simultaneous Inference for Local Structural Parameters with Random Forests
by David M. Ritzwoller & Vasilis Syrgkanis
- 2405.07713 No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
by Dorsaf Cherif & Emmanuel Lepinette
- 2405.07628 Substitutability, equilibrium transport, and matching models
by Alfred Galichon & Antoine Jacquet
- 2405.07549 On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
by Tong Pu & Yifei Zhang & Yiying Zhang
- 2405.07431 Packing Peanuts: The Role Synthetic Data Can Play in Enhancing Conventional Economic Prediction Models
by Vansh Murad Kalia
- 2405.07420 Robust Estimation and Inference for High-Dimensional Panel Data Models
by Jiti Gao & Fei Liu & Bin Peng & Yayi Yan
- 2405.07323 Computational analysis of US Congressional speeches reveals a shift from evidence to intuition
by Segun Taofeek Aroyehun & Almog Simchon & Fabio Carrella & Jana Lasser & Stephan Lewandowsky & David Garcia
- 2405.07308 China's plug-in hybrid electric vehicle transition: an operational carbon perspective
by Yanqiao Deng & Minda Ma & Nan Zhou & Zhili Ma & Ran Yan & Xin Ma
- 2405.07292 Kernel Three Pass Regression Filter
by Rajveer Jat & Daanish Padha
- 2405.07240 Fight like a Woman: Domestic Violence and Female Judges in Brazil
by Helena Laneuville & Vitor Possebom
- 2405.07184 Trade execution games in a Markovian environment
by Masamitsu Ohnishi & Makoto Shimoshimizu
- 2405.07134 On the Ollivier-Ricci curvature as fragility indicator of the stock markets
by Joaqu'in S'anchez Garc'ia & Sebastian Gherghe
- 2405.07103 Breaking open the black box of the production function: an agent-based model accounting for time in production processes
by Jack Birner & Marco Mazzoli & Eleonora Priori & Pietro Terna
- 2405.07084 Counting steps for re-stabilization in a labor matching market
by Agustin G. Bonifacio & Nadia Gui~nazu & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2405.07071 Colocation of skill related suppliers -- Revisiting coagglomeration using firm-to-firm network data
by S'andor Juh'asz & Zolt'an Elekes & Vir'ag Ily'es & Frank Neffke
- 2405.06854 Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
by C. Escudero & F. Lara & M. Sama
- 2405.06850 Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students
by Aristide Houndetoungan & Cristelle Kouame & Michael Vlassopoulos
- 2405.06808 Large Language Model in Financial Regulatory Interpretation
by Zhiyu Cao & Zachary Feinstein
- 2405.06779 Generalization Issues in Conjoint Experiment: Attention and Salience
by Jiawei Fu & Xiaojun Li
- 2405.06774 Hedging American Put Options with Deep Reinforcement Learning
by Reilly Pickard & Finn Wredenhagen & Julio DeJesus & Mario Schlener & Yuri Lawryshyn
- 2405.06764 Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
by Emmanuel Lepinette & Duc Thinh Vu
- 2405.06570 The Impact of Financial Literacy, Social Capital, and Financial Technology on Financial Inclusion of Indonesian Students
by Gen Norman Thomas & Siti Mutiara Ramadhanti Nur & Lely Indriaty
- 2405.06476 Is the panel fair? Evaluating panel compositions through network analysis. The case of research assessments in Italy
by Alberto Baccini & Cristina Re
- 2405.06235 A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition
by Zongxia Liang & Yi Xia & Bin Zou
- 2405.06193 New Business Model for Sustainable Retail Company Using Design Thinking Concept
by Anton Kurniawan & Yos Sunitiyoso
- 2405.06156 A Sharp Test for the Judge Leniency Design
by Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifi'e & Yuanyuan Wan
- 2405.06108 The geometry of consumer preference aggregation
by Fedor Sandomirskiy & Philip Ushchev
- 2405.05901 Credit, Land Speculation, and Long-Run Economic Growth
by Tomohiro Hirano & Joseph E. Stiglitz
- 2405.05891 Financial knowledge and borrower discouragement
by David Aristei & Manuela Gallo & Raoul Minetti
- 2405.05780 Neural Network Learning of Black-Scholes Equation for Option Pricing
by Daniel de Souza Santos & Tiago Alessandro Espinola Ferreira
- 2405.05759 Advancing Distribution Decomposition Methods Beyond Common Supports: Applications to Racial Wealth Disparities
by Bernardo Modenesi
- 2405.05744 Designing Social Learning
by Aleksei Smirnov & Egor Starkov
- 2405.05642 Complex network analysis of cryptocurrency market during crashes
by Kundan Mukhia & Anish Rai & SR Luwang & Md Nurujjaman & Sushovan Majhi & Chittaranjan Hens
- 2405.05634 High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis
by Salam Rabindrajit Luwang & Anish Rai & Md. Nurujjaman & Om Prakash & Chittaranjan Hens
- 2405.05578 Shaping the Future of Urban Mobility: Insights into Autonomous Vehicle Acceptance in Shanghai Through TAM and Perceived Risk Analysis
by Miaomiao Shen & Linxuan Yu & Jing Xu & Zihao Sang & Ruijia Li & Xiang Yuan
- 2405.05534 Sequential Validation of Treatment Heterogeneity
by Stefan Wager
- 2405.05449 Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management
by Gang Hu & Ming Gu
- 2405.05220 Causal Duration Analysis with Diff-in-Diff
by Ben Deaner & Hyejin Ku
- 2405.05192 Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs
by Ariel Neufeld & Philipp Schmocker & Sizhou Wu
- 2405.05101 Inflation Models with Correlation and Skew
by Orcan Ogetbil & Bernhard Hientzsch
- 2405.04973 SVARs with breaks: Identification and inference
by Emanuele Bacchiocchi & Toru Kitagawa
- 2405.04972 Overcoming Anchoring Bias: The Potential of AI and XAI-based Decision Support
by Felix Haag & Carlo Stingl & Katrin Zerfass & Konstantin Hopf & Thorsten Staake
- 2405.04816 Testing the Fairness-Accuracy Improvability of Algorithms
by Eric Auerbach & Annie Liang & Kyohei Okumura & Max Tabord-Meehan
- 2405.04764 Predictive Enforcement
by Yeon-Koo Che & Jinwoo Kim & Konrad Mierendorff
- 2405.04693 Generalization of the Alpha-Stable Distribution with the Degree of Freedom
by Stephen H. Lihn
- 2405.04692 Enhancing Organizational Performance: Harnessing AI and NLP for User Feedback Analysis in Product Development
by Tian Tian & Liu Ze hui & Huang Zichen & Yubing Tang
- 2405.04539 Some variation of COBRA in sequential learning setup
by Aryan Bhambu & Arabin Kumar Dey
- 2405.04468 Turning the Ratchet: Dynamic Screening with Multiple Agents
by Mehmet Ekmekci & Lucas Maestri & Dong Wei
- 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 Dynamic Black-Litterman
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
Printed from https://ideas.repec.org/s/arx/papers19.html
