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Content
2025
- 2502.19788 Semiparametric Triple Difference Estimators
by Sina Akbari & Negar Kiyavash & AmirEmad Ghassami
- 2502.19659 Time-Varying Identification of Structural Vector Autoregressions
by Annika Camehl & Tomasz Wo'zniak
- 2502.19640 Mass Shootings, Community Mobility, and the Relocation of Economic Activity
by Miguel Cuellar & Hyunseok Jung
- 2502.19620 Triple Difference Designs with Heterogeneous Treatment Effects
by Laura Caron
- 2502.19615 A Method for Evaluating the Interpretability of Machine Learning Models in Predicting Bond Default Risk Based on LIME and SHAP
by Yan Zhang & Lin Chen & Yixiang Tian
- 2502.19608 Mobility and Mobility Measures
by Frank A. Cowell & Emmanuel Flachaire
- 2502.19553 Cued to Queue: Information in Waiting-Line Auctions
by Jack Hirsch & Eric Tang
- 2502.19525 Differentially Private Sequential Learning
by Yuxin Liu & M. Amin Rahimian
- 2502.19349 CryptoPulse: Short-Term Cryptocurrency Forecasting with Dual-Prediction and Cross-Correlated Market Indicators
by Amit Kumar & Taoran Ji
- 2502.19305 Corporate Fraud Detection in Rich-yet-Noisy Financial Graph
by Shiqi Wang & Zhibo Zhang & Libing Fang & Cam-Tu Nguyen & Wenzhon Li
- 2502.19213 Framework for asset-liability management with fixed-term securities
by Yevhen Havrylenko
- 2502.19075 Incomplete Information Robustness
by Stephen Morris & Takashi Ui
- 2502.18984 Cycles and collusion in congestion games under Q-learning
by Cesare Carissimo & Jan Nagler & Heinrich Nax
- 2502.18970 Empirical likelihood approach for high-dimensional moment restrictions with dependent data
by Jinyuan Chang & Qiao Hu & Zhentao Shi & Jia Zhang
- 2502.18916 Measuring trade costs and analyzing the determinants of trade growth between Cambodia and major trading partners: 1993 to 2019
by Borin Keo & Bin Li & Waqas Younis
- 2502.18876 Multidimensional Monotonicity and Economic Applications
by Frank Yang & Kai Hao Yang
- 2502.18805 It's Not All Black and White: Degree of Truthfulness for Risk-Avoiding Agents
by Eden Hartman & Erel Segal-Halevi & Biaoshuai Tao
- 2502.18625 To Make, or to Take, That Is the Question: Impact of LOB Mechanics on Natural Trading Strategies
by Jakob Albers & Mihai Cucuringu & Sam Howison & Alexander Y. Shestopaloff
- 2502.18598 Locational Energy Storage Bid Bounds for Facilitating Social Welfare Convergence
by Ning Qi & Bolun Xu
- 2502.18488 Sustainable intensification of small-scale aquaculture systems depends on the local context and characteristics of producers
by Sonja Radosavljevic & Ezio Venturino & Francesca Acotto & Quanli Wang & Jie Su & Alexandros Gasparatos
- 2502.18471 FinBloom: Knowledge Grounding Large Language Model with Real-time Financial Data
by Ankur Sinha & Chaitanya Agarwal & Pekka Malo
- 2502.18261 The effect of minimum wages on employment in the presence of productivity fluctuations
by Asahi Sato
- 2502.18253 Enhancing External Validity of Experiments with Ongoing Sampling
by Chen Wang & Shichao Han & Shan Huang
- 2502.18242 Minimum Distance Estimation of Quantile Panel Data Models
by Blaise Melly & Martina Pons
- 2502.18177 Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks
by Remi Genet
- 2502.17967 LLM Knows Geometry Better than Algebra: Numerical Understanding of LLM-Based Agents in A Trading Arena
by Tianmi Ma & Jiawei Du & Wenxin Huang & Wenjie Wang & Liang Xie & Xian Zhong & Joey Tianyi Zhou
- 2502.17915 Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints
by Jianjun Gao & Chengneng Jin & Yun Shi & Xiangyu Cui
- 2502.17906 Exactly solvable model of the square-root price impact dynamics under the long-range market-order correlation
by Yuki Sato & Kiyoshi Kanazawa
- 2502.17830 Certified Decisions
by Isaiah Andrews & Jiafeng Chen
- 2502.17816 Escaping the Subprime Trap in Algorithmic Lending
by Adam Bouyamourn & Alexander Williams Tolbert
- 2502.17777 Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management
by Lei Zhao & Lin Cai & Wu-Sheng Lu
- 2502.17757 Robust and Efficient Deep Hedging via Linearized Objective Neural Network
by Lei Zhao & Lin Cai
- 2502.17731 Comparative Study of Monte Carlo and Quasi-Monte Carlo Techniques for Enhanced Derivative Pricing
by Giacomo Case
- 2502.17682 Pareto-undominated strategy-proof rules in economies with multidimensional single-peaked preferences
by Agustin G. Bonifacio
- 2502.17518 Ensemble RL through Classifier Models: Enhancing Risk-Return Trade-offs in Trading Strategies
by Zheli Xiong
- 2502.17493 Pursuing Top Growth with Novel Loss Function
by Ruoyu Guo & Haochen Qiu
- 2502.17417 Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
by Luca Lalor & Anatoliy Swishchuk
- 2502.17271 Optimal Salaries of Researchers with Motivational Emergence
by Eldar Knar
- 2502.17186 Scaling Limits for Exponential Hedging in the Brownian Framework
by Yan Dolinksy & Xin Zhang
- 2502.17161 Real-time Monitoring of Economic Shocks using Company Websites
by Michael Koenig & Jakob Rauch & Martin Woerter
- 2502.17072 Decoding Financial Health in Kenyas' Medical Insurance Sector: A Data-Driven Cluster Analysis
by Evans Kiptoo Korir & Zsolt Vizi
- 2502.17059 Determinants of the Spousal Age Gap in India: Analysis of Indian Microdata
by Praveen & Suddhasil Siddhanta & Anoshua Chaudhuri
- 2502.17044 A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk
by Jan Fialkowski & Christian Diem & Andr'as Borsos & Stefan Thurner
- 2502.17012 A Deterministic and Linear Model of Dynamic Optimization
by Somdeb Lahiri
- 2502.17011 Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation
by Jaskaran Singh Walia & Aarush Sinha & Srinitish Srinivasan & Srihari Unnikrishnan
- 2502.16960 Efficiency in the Roommates Problem
by Keita Kuwahara
- 2502.16879 A Multi-LLM-Agent-Based Framework for Economic and Public Policy Analysis
by Yuzhi Hao & Danyang Xie
- 2502.16810 Grounded Persuasive Language Generation for Automated Marketing
by Jibang Wu & Chenghao Yang & Simon Mahns & Chaoqi Wang & Hao Zhu & Fei Fang & Haifeng Xu
- 2502.16800 A new solution for cooperative game with public externalities: Analysis based on axiomatic method
by Juanjuan Fan & Ying Wang
- 2502.16719 Exclusion Zones of Instant Runoff Voting
by Kiran Tomlinson & Johan Ugander & Jon Kleinberg
- 2502.16596 A Theory of Chaordic Economics: How Artificial Intelligence and Blockchain Transform Businesses, Economies and Societies
by Horst Treiblmaier
- 2502.16536 Bounded Foresight Equilibrium in Large Dynamic Economies with Heterogeneous Agents and Aggregate Shocks
by Bilal Islah & Bar Light
- 2502.16524 The Endurance of Identity-Based Voting: Evidence from the United States and Comparative Democracies
by Venkat Ram Reddy Ganuthula & Krishna Kumar Balaraman
- 2502.16407 De facto Openness to Immigration
by Ljubica Nedelkoska & Diego Martin & Alexia Lochmann & Ricardo Hausmann & Dany Bahar & Muhammed A. Yildirim
- 2502.16364 Risk Measures for DC Pension Plan Decumulation
by Peter A. Forsyth & Yuying Li
- 2502.16246 The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data
by Guillaume Maitrier & Gr'egoire Loeper & Kiyoshi Kanazawa & Jean-Philippe Bouchaud
- 2502.16126 Conditional Triple Difference-in-Differences
by Dor Leventer
- 2502.16041 Binary Outcome Models with Extreme Covariates: Estimation and Prediction
by Laura Liu & Yulong Wang
- 2502.16023 Contrastive Similarity Learning for Market Forecasting: The ContraSim Framework
by Nicholas Vinden & Raeid Saqur & Zining Zhu & Frank Rudzicz
- 2502.15974 Sticky information and price controls: Evidence from a natural experiment
by Doron Sayag & Avichai Snir & Daniel Levy
- 2502.15893 Pricing Valid Cuts for Price-Match Equilibria
by Robert Day & Benjamin Lubin
- 2502.15865 Position: Standard Benchmarks Fail -- LLM Agents Present Overlooked Risks for Financial Applications
by Zichen Chen & Jiaao Chen & Jianda Chen & Misha Sra
- 2502.15853 Multi-Agent Stock Prediction Systems: Machine Learning Models, Simulations, and Real-Time Trading Strategies
by Daksh Dave & Gauransh Sawhney & Vikhyat Chauhan
- 2502.15822 Financial fraud detection system based on improved random forest and gradient boosting machine (GBM)
by Tianzuo Hu
- 2502.15813 Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis
by Meet Satishbhai Sonani & Atta Badii & Armin Moin
- 2502.15807 Carbon financial system construction under the background of dual-carbon targets: current situation, problems and suggestions
by Yedong Zhang & Han Hua
- 2502.15800 LLM Trading: Analysis of LLM Agent Behavior in Experimental Asset Markets
by Thomas Henning & Siddhartha M. Ojha & Ross Spoon & Jiatong Han & Colin F. Camerer
- 2502.15787 Analysis of the Impact of the Union Budget Announcements on the Indian Stock Market: A Fractal Perspective
by Mridul Patel & Geetika Verma & Andrew Eberhard & Asha Rao & Pankaj Kumar
- 2502.15757 TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with Limit Order Book Data
by Leonardo Berti & Gjergji Kasneci
- 2502.15742 Currency Arbitrage Optimization using Quantum Annealing, QAOA and Constraint Mapping
by Sangram Deshpande & Elin Ranjan Das & Frank Mueller
- 2502.15726 Bankruptcy analysis using images and convolutional neural networks (CNN)
by Luiz Tavares & Jose Mazzon & Francisco Paletta & Fabio Barros
- 2502.15611 Network topology of the Euro Area interbank market
by Ilias Aarab & Thomas Gottron
- 2502.15549 Blockchain innovation in promoting employment
by David Lee Kuo Chuen & Yang Li
- 2502.15505 Dynamic User Competition and Miner Behavior in the Bitcoin Market
by Yuichiro Kamada & Shunya Noda
- 2502.15458 Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets
by Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz
- 2502.15275 A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting
by Sihan Tu & Zhaoxing Gao
- 2502.15084 Algorithmic Collusion under Observed Demand Shocks
by Zexin Ye
- 2502.15072 Modifying Final Splits of Classification Tree for Fine-tuning Subpopulation Target in Policy Making
by Lei Bill Wang & Zhenbang Jiao & Fangyi Wang
- 2502.15049 biastest: Testing parameter equality across different models in Stata
by Hasraddin Guliyev
- 2502.14984 Accelerating Equity: Overcoming the Gender Gap in VC Funding
by Chuan Chen & Michele Fioretti & Junnan He & Yanrong Jia
- 2502.14897 Market-Derived Financial Sentiment Analysis: Context-Aware Language Models for Crypto Forecasting
by Hamid Moradi-Kamali & Mohammad-Hossein Rajabi-Ghozlou & Mahdi Ghazavi & Ali Soltani & Amirreza Sattarzadeh & Reza Entezari-Maleki
- 2502.14879 Limited attention and models of choice: A behavioral equivalence
by Davide Carpentiere & Angelo Petralia
- 2502.14766 Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis
by Kristoffer Andersson & Alessandro Gnoatto
- 2502.14712 Does Ideological Polarization Lead to Policy Polarization?
by Philipp Denter
- 2502.14708 Human Misperception of Generative-AI Alignment: A Laboratory Experiment
by Kevin He & Ran Shorrer & Mengjia Xia
- 2502.14636 Secondary materials, Pigouvian taxes, and a monopsony
by Timo Kuosmanen & Xun Zhou
- 2502.14497 Stories that (are) Move(d by) Markets: A Causal Exploration of Market Shocks and Semantic Shifts across Different Partisan Groups
by Felix Drinkall & Stefan Zohren & Michael McMahon & Janet B. Pierrehumbert
- 2502.14479 Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework
by Arno Botha & Tanja Verster & Roland Breedt
- 2502.14431 Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective
by Buddha Nath Sharma & Anish Rai & SR Luwang & Md. Nurujjaman & Sushovan Majhi
- 2502.14393 Innovative Financing Solutions: A Transformative Driver for Financial Performance of Businesses in Morocco
by Nohayla Badrane & Zineb Bamousse
- 2502.14261 SOE's ESG Performance on Financial Flexibility: The Evidence from the Hong Kong Stock Market
by Yan Li
- 2502.14257 Community Bank Establishment and Consumption Growth: Evidence from Panel Study of Income Dynamics in USA
by Yan Li
- 2502.14160 Efficient Inverse Multiagent Learning
by Denizalp Goktas & Amy Greenwald & Sadie Zhao & Alec Koppel & Sumitra Ganesh
- 2502.14154 Ordinality in Random Allocation
by Eun Jeong Heo & Vikram Manjunath
- 2502.14150 Risk-Sensitive Security-Constrained Economic Dispatch: Pricing and Algorithm Design
by Avinash N. Madavan & Nathan Dahlin & Subhonmesh Bose & Lang Tong
- 2502.14141 Gaining efficiency in deep policy gradient method for continuous-time optimal control problems
by Arash Fahim & Md. Arafatur Rahman
- 2502.14131 Gradients can train reward models: An Empirical Risk Minimization Approach for Offline Inverse RL and Dynamic Discrete Choice Model
by Enoch H. Kang & Hema Yoganarasimhan & Lalit Jain
- 2502.14041 Fiscal Policy and Household Savings in Central Europe (Poland, Croatia, and Slovak Republic) -- A Markov Switching VAR with Covid Shock
by Tuhin G M Al Mamun
- 2502.13979 Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagation
by Guanyuan Yu & Qing Li & Yu Zhao & Jun Wang & YiJun Chen & Shaolei Chen
- 2502.13868 Locally Robust Policy Learning: Inequality, Inequality of Opportunity and Intergenerational Mobility
by Joel Terschuur
- 2502.13850 The probability of satisfying axioms: a non-binary perspective on economic design
by Pierre Bardier
- 2502.13824 Calibration and Option Pricing with Stochastic Volatility and Double Exponential Jumps
by Gaetano Agazzotti & Claudio Aglieri Rinella & Jean-Philippe Aguilar & Justin Lars Kirkby
- 2502.13744 The Risk-Neutral Equivalent Pricing of Model-Uncertainty
by Ken Kangda Wren
- 2502.13742 Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security
by Feng Runhuan & Liang Zongxia & Song Yilun
- 2502.13722 Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve
by Remi Genet
- 2502.13678 Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation
by Thijs Kamma & Antoon Pelsser
- 2502.13543 Legal routes for accomplishing corporate environmental compliance against the "carbon peaking and carbon neutrality" goals
by Yedong Zhang & Hua Han
- 2502.13461 Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"
by Cheng Yu & Zhoufan Zhu & Ke Zhu
- 2502.13438 Balancing Flexibility and Interpretability: A Conditional Linear Model Estimation via Random Forest
by Ricardo Masini & Marcelo Medeiros
- 2502.13431 Functional Network Autoregressive Models for Panel Data
by Tomohiro Ando & Tadao Hoshino
- 2502.13423 The Policy Paradox: Government Debt Servicing and Local Bank Risk Growth
by Yan Li
- 2502.13410 Tell Me Why: Incentivizing Explanations
by Siddarth Srinivasan & Ezra Karger & Michiel Bakker & Yiling Chen
- 2502.13325 Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
by Jiwook Jang & Patrick J. Laub & Tak Kuen Siu & Hongbiao Zhao
- 2502.13267 BeforeIT.jl: High-Performance Agent-Based Macroeconomics Made Easy
by Aldo Glielmo & Mitja Devetak & Adriano Meligrana & Sebastian Poledna
- 2502.13238 Robust Inference for the Direct Average Treatment Effect with Treatment Assignment Interference
by Matias D. Cattaneo & Yihan He & Ruiqi & Yu
- 2502.13165 HedgeAgents: A Balanced-aware Multi-agent Financial Trading System
by Xiangyu Li & Yawen Zeng & Xiaofen Xing & Jin Xu & Xiangmin Xu
- 2502.13148 Theoretical Frameworks for Integrating Sustainability Factors into Institutional Investment Decision-Making
by Innocentus Alhamis
- 2502.12967 Imputation Strategies for Rightcensored Wages in Longitudinal Datasets
by Jorg Drechsler & Johannes Ludsteck
- 2502.12966 The Early Days of the Ethereum Blob Fee Market and Lessons Learnt
by Lioba Heimbach & Jason Milionis
- 2502.12957 A measure-valued HJB perspective on Bayesian optimal adaptive control
by Alexander M. G. Cox & Sigrid Kallblad & Chaorui Wang
- 2502.12867 Assortative Marriage and Geographic Sorting
by Jiaming Mao & Jiayi Wen
- 2502.12774 When defaults cannot be hedged: an actuarial approach to xVA calculations via local risk-minimization
by Francesca Biagini & Alessandro Gnoatto & Katharina Oberpriller
- 2502.12660 Collective Intelligence in Dynamic Networks
by Florian Mudekereza
- 2502.12431 Minimizing Instability in Strategy-Proof Matching Mechanism Using A Linear Programming Approach
by Tohya Sugano
- 2502.12397 Could AI Leapfrog the Web? Evidence from Teachers in Sierra Leone
by Daniel Bjorkegren & Jun Ho Choi & Divya Budihal & Dominic Sobhani & Oliver Garrod & Paul Atherton
- 2502.12309 Eigenvalues in microeconomics
by Benjamin Golub
- 2502.12264 Multi-dimensional Test Design
by Xiaoyun Qiu & Liren Shan
- 2502.12211 Techno-Economic Analysis of Hydrogen Production: Costs, Policies, and Scalability in the Transition to Net-Zero
by Eliseo Curcio
- 2502.12163 Beyond surveys: A High-Precision Wealth Inequality Mapping of China's Rural Households Derived from Satellite and Street View Imageries
by Weipan Xu & Yaofu Huang & Qiumeng Li & Yu Gu & Xun Li
- 2502.12141 Potato Potahto in the FAO-GAEZ Productivity Measures? Nonclassical Measurement Error with Multiple Proxies
by Rafael Araujo & Vitor Possebom
- 2502.12116 Floods do not sink prices, historical memory does: How flood risk impacts the Italian housing market
by Anna Bellaver & Lorenzo Costantini & Ariadna Fosch & Anna Monticelli & David Scala & Marco Pangallo
- 2502.12035 Planning minimum regret $CO_2$ pipeline networks
by Stephan Bogs & Ali Abdelshafy & Grit Walther
- 2502.12026 Analysis of the Order Flow Auction under Proposer-Builder Separation
by Ruofei Ma & Wenpin Tang & David Yao
- 2502.12024 Computing and Learning Mean Field Equilibria with Scalar Interactions: Algorithms and Applications
by Bar Light
- 2502.11780 Robust Optimization of Rank-Dependent Models with Uncertain Probabilities
by Guanyu Jin & Roger J. A. Laeven & Dick den Hertog
- 2502.11706 A deep BSDE approach for the simultaneous pricing and delta-gamma hedging of large portfolios consisting of high-dimensional multi-asset Bermudan options
by Balint Negyesi & Cornelis W. Oosterlee
- 2502.11701 A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization
by Hyunglip Bae & Haeun Jeon & Minsu Park & Yongjae Lee & Woo Chang Kim
- 2502.11691 Causal Inference for Qualitative Outcomes
by Riccardo Di Francesco & Giovanni Mellace
- 2502.11449 Tractable General Equilibrium
by Denizalp Goktas & Amy Greenwald
- 2502.11433 FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading
by Guojun Xiong & Zhiyang Deng & Keyi Wang & Yupeng Cao & Haohang Li & Yangyang Yu & Xueqing Peng & Mingquan Lin & Kaleb E Smith & Xiao-Yang Liu & Jimin Huang & Sophia Ananiadou & Qianqian Xie
- 2502.11432 Maximal Inequalities for Separately Exchangeable Empirical Processes
by Harold D. Chiang
- 2502.11310 Generalized Factor Neural Network Model for High-dimensional Regression
by Zichuan Guo & Mihai Cucuringu & Alexander Y. Shestopaloff
- 2502.11264 Strategic Wealth Accumulation Under Transformative AI Expectations
by Caleb Maresca
- 2502.11255 Regression Modeling of the Count Relational Data with Exchangeable Dependencies
by Wenqin Du & Bailey K. Fosdick & Wen Zhou
- 2502.11243 Narrow Bracketing and Risk in Games
by Fedor Sandomirskiy & Po Hyun Sung & Omer Tamuz & Ben Wincelberg
- 2502.11052 Time-consistent portfolio selection with strictly monotone mean-variance preference
by Yike Wang & Yusha Chen
- 2502.10877 Bribery, Secrecy, and Communication: Theory and Evidence from Firms
by Jafar M. Olimov
- 2502.10859 From Policy to Practice. Upper Bound Cost Estimates of Europes Green Hydrogen Ambitions
by E. Hordvei & S. Hummelen & M. Petersen & S. Backe & P. Granado
- 2502.10776 A Distillation-based Future-aware Graph Neural Network for Stock Trend Prediction
by Zhipeng Liu & Peibo Duan & Mingyang Geng & Bin Zhang
- 2502.10666 Heterogenous Macro-Finance Model: A Mean-field Game Approach
by Hoang Vu & Tomoyuki Ichiba
- 2502.10653 Policy Learning with Confidence
by Victor Chernozhukov & Sokbae Lee & Adam M. Rosen & Liyang Sun
- 2502.10512 A Sea of Coins: The Proliferation of Cryptocurrencies in UniswapV2
by Manuel Naviglio & Francesco Tarantelli & Fabrizio Lillo
- 2502.10301 Residualised Treatment Intensity and the Estimation of Average Partial Effects
by Julius Schaper
- 2502.10300 Robust Pricing of Equity-Indexed Annuities under Uncertain Volatility and Stochastic Interest Rate
by Ludovic Gouden`ege & Andrea Molent & Antonino Zanette
- 2502.10101 What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles
by Michael Heinrich Baumann & Anja Janischewski
- 2502.10086 Selling Multiple Items to a Unit-Demand Buyer via Automated Mechanism Design
by Kento Hashimoto & Keita Kuwahara & Reo Nonaka
- 2502.10065 Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series
by Yannick Hoga & Christian Schulz
- 2502.10008 ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?
by Jian Chen & Guohao Tang & Guofu Zhou & Wu Zhu
- 2502.09962 Strategyproof Maximum Matching under Dichotomous Agent Preferences
by Haris Aziz & Md. Shahidul Islam & Szilvia P'apai
- 2502.09907 Prior-Independent Bidding Strategies for First-Price Auctions
by Rachitesh Kumar & Omar Mouchtaki
- 2502.09806 Prioritized Ranking Experimental Design Using Recommender Systems in Two-Sided Platforms
by Mahyar Habibi & Zahra Khanalizadeh & Negar Ziaeian
- 2502.09740 High-dimensional censored MIDAS logistic regression for corporate survival forecasting
by Wei Miao & Jad Beyhum & Jonas Striaukas & Ingrid Van Keilegom
- 2502.09678 Quality thinning and value development of boreal trees
by Petri P. Karenlampi
- 2502.09629 An Integrated Model for Financial Risk Assessment of Grid-ignited Wildfires
by Saeed Nematshahi & Amin Khodaei & Ali Arabnya
- 2502.09625 Transformer Based Time-Series Forecasting for Stock
by Shuozhe Li & Zachery B Schulwol & Risto Miikkulainen
- 2502.09569 Statistical Equilibrium of Optimistic Beliefs
by Yu Gui & Bahar Tac{s}kesen
- 2502.09495 Cracking the Code: Enhancing Development finance understanding with artificial intelligence
by Pierre Beaucoral
- 2502.09486 A class of locally state-dependent models for forward curves
by Nils Detering & Silvia Lavagnini
- 2502.09479 Assessing Generative AI value in a public sector context: evidence from a field experiment
by Trevor Fitzpatrick & Seamus Kelly & Patrick Carey & David Walsh & Ruairi Nugent
- 2502.09420 Package Bids in Combinatorial Electricity Auctions: Selection, Welfare Losses, and Alternatives
by Thomas Hubner & Gabriela Hug
- 2502.09383 Capitalizing on a Crisis: A Computational Analysis of all Five Million British Firms During the Covid-19 Pandemic
by Naomi Muggleton & Charles Rahal & Aaron Reeves
- 2502.09289 Trade and pollution: Evidence from India
by Malin Niemi & Nicklas Nordfors & Anna Tompsett
- 2502.09277 Using Covid-19 Response Policy to Estimate Open Water Swim Drafting Effects in Triathlon
by Felix Reichel
- 2502.09265 Properties of Path-Independent Choice Correspondences and Their Applications to Efficient and Stable Matchings
by Keisuke Bando & Kenzo Imamura & Yasushi Kawase
- 2502.09172 LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data
by Peer Nagy & Sascha Frey & Kang Li & Bidipta Sarkar & Svitlana Vyetrenko & Stefan Zohren & Ani Calinescu & Jakob Foerster
- 2502.09145 On (in)consistency of M-estimators under contamination
by Jens Klooster & Bent Nielsen
- 2502.09095 Blockchain-based Ecommerce It's an Evolution NOT a Revolution-Experimental Evidence from Users' Perspective
by David Lee Kuo Chuen & Yang Li & Weibiao Xu & Willy Zhao
- 2502.09079 Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting
by Francesco Puoti & Fabrizio Pittorino & Manuel Roveri
- 2502.08875 Utilizing Pre-trained and Large Language Models for 10-K Items Segmentation
by Hsin-Min Lu & Yu-Tai Chien & Huan-Hsun Yen & Yen-Hsiu Chen
- 2502.08614 Difference-in-Differences and Changes-in-Changes with Sample Selection
by Javier Viviens
- 2502.08613 The Relative Entropy of Expectation and Price
by Paul McCloud
- 2502.08597 Learning in Markets with Heterogeneous Agents: Dynamics and Survival of Bayesian vs. No-Regret Learners
by David Easley & Yoav Kolumbus & Eva Tardos
- 2502.08548 Separating Advertising and Marketplace Functions of E-commerce Platforms: Is it Social Welfare Enhancing?
by Zhe Zhang & Young Kwark & Srinivasan Raghunathan
- 2502.08501 Better Together? A Field Experiment on Human-Algorithm Interaction in Child Protection
by Marie-Pascale Grimon & Christopher Mills
- 2502.08440 Scenario Analysis with Multivariate Bayesian Machine Learning Models
by Michael Pfarrhofer & Anna Stelzer
- 2502.08412 Non-Monetary Mechanism Design without Distributional Information: Using Scarce Audits Wisely
by Yan Dai & Moise Blanchard & Patrick Jaillet
- 2502.08369 Equitable Auction Design: With and Without Distributions
by Ruiqin Wang & Cagil Kocyigit & Napat Rujeerapaiboon
- 2502.08311 Inference in dynamic models for panel data using the moving block bootstrap
by Ayden Higgins & Koen Jochmans
- 2502.08296 Renegotiation-Proof Cheap Talk
by Steven Kivinen & Christoph Kuzmics
- 2502.08258 Marginal Price Optimization
by Stefan Loesch & Mark Bentley Richardson
- 2502.08248 Mechanism Design in Max-Flows
by Shengyuan Huang & Wenjun Mei & Xiaoguang Yang & Zhigang Cao
- 2502.08242 Analyzing Communicability and Connectivity in the Indian Stock Market During Crises
by Pawanesh Pawanesh & Charu Sharma & Niteesh Sahni
- 2502.08144 Trend-encoded Probabilistic Multi-order Model: A Non-Machine Learning Approach for Enhanced Stock Market Forecasts
by Peiwan Wang & Chenhao Cui & Yong Li
- 2502.08100 Sabotage and Free Riding in Contests with a Group-Specific Public-Good/Bad Prize
by Kyung Hwan Baik & Dongwoo Lee
- 2502.08022 Optimal Pricing of Cloud Services: Committed Spend under Demand Uncertainty
by Dirk Bergemann & Michael C. Wang
- 2502.07952 A shared-revenue Bertrand game
by Raj Pabari & Udaya Ghai & Dominique Perrault-Joncas & Kari Torkkola & Orit Ronen & Dhruv Madeka & Dean Foster & Omer Gottesman
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by Matthew Stephenson & Andrew Miller & Xyn Sun & Bhargav Annem & Rohan Parikh
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by Jacob Toner Gosselin
Printed from https://ideas.repec.org/s/arx/papers2.html
