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Content
2025
- 2501.05672 Optimal Insurance under Endogenous Default and Background Risk
by Zongxia Liang & Zhaojie Ren & Bin Zou - 2501.05653 Assessing Co-Authored Papers in Tenure Decisions: Implications for Research Independence and Career Strategies in Economics
by Lekang Ren & Danyang Xie - 2501.05481 Blackwell Equilibrium in Repeated Games
by Costas Cavounidis & Sambuddha Ghosh & Johannes Horner & Eilon Solan & Satoru Takahashi - 2501.05338 Comparing latent inequality with ordinal data
by David M. Kaplan & Wei Zhao - 2501.05314 Analyzing the progress of Indian states chasing sustainable development goals using complex network framework
by Hrishidev Unni & Rubal Rathi & Sangita Dutta Gupta & Anirban Chakraborti - 2501.05299 Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network
by Lennart Ante & Aman Saggu - 2501.05278 Off-Policy Evaluation and Counterfactual Methods in Dynamic Auction Environments
by Ritam Guha & Nilavra Pathak - 2501.05232 The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And "Whale Alerts" On Twitter
by Aman Saggu - 2501.05221 RUM-NN: A Neural Network Model Compatible with Random Utility Maximisation for Discrete Choice Setups
by Niousha Bagheri & Milad Ghasri & Michael Barlow - 2501.05022 An Instrumental Variables Approach to Testing Firm Conduct
by Youngjin Hong & In Kyung Kim & Kyoo il Kim - 2501.04959 DisSim-FinBERT: Text Simplification for Core Message Extraction in Complex Financial Texts
by Wonseong Kim & Christina Niklaus & Choong Lyol Lee & Siegfried Handschuh - 2501.04853 Identification of dynamic treatment effects when treatment histories are partially observed
by Akanksha Negi & Didier Nibbering - 2501.04646 A mixture transition distribution approach to portfolio optimization
by Riccardo De Blasis & Luca Galati & Filippo Petroni - 2501.04607 Monthly GDP Growth Estimates for the U.S. States
by Gary Koop & Stuart McIntyre & James Mitchell & Aristeidis Raftapostolos - 2501.04243 Making school choice lotteries transparent
by Lingbo Huang & Jun Zhang - 2501.04241 Bundled School Choice
by Lingbo Huang & Jun Zhang - 2501.04051 Trust of Strangers: a framework for analysis
by Shawn Berry - 2501.03993 Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
by Adil Rengim Cetingoz & Charles-Albert Lehalle - 2501.03945 Sequential Monte Carlo for Noncausal Processes
by Gianluca Cubadda & Francesco Giancaterini & Stefano Grassi - 2501.03938 In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models
by Antoine Jacquier & Johannes Muhle-Karbe & Joseph Mulligan - 2501.03919 Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification
by Alejandro Rodriguez Dominguez & Muhammad Shahzad & Xia Hong - 2501.03658 Market Making with Fads, Informed, and Uninformed Traders
by Emilio Barucci & Adrien Mathieu & Leandro S'anchez-Betancourt - 2501.03434 How to verify that a given process is a L\'evy-Driven Ornstein-Uhlenbeck Process
by Ibrahim Abdelrazeq & Hardy Smith & Dinmukhammed Zhanbyrshy - 2501.03380 High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions
by Ignacio Garr'on & Andrey Ramos - 2501.03269 Evaluating the resilience of ESG investments in European Markets during turmoil periods
by Barbara Iannone & Pierdomenico Duttilo & Stefano Antonio Gattone - 2501.03196 When Do Voters Stop Caring? Estimating the Shape of Voter Utility Function
by Aleksandra Conevska & Can Mutlu - 2501.03171 High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads
by Guanlin Li & Xiyan Chen & Yingzheng Liu - 2501.03141 Foundations of Platform-Assisted Auctions
by Hao Chung & Ke Wu & Elaine Shi - 2501.03114 Environmental Policy in General Equilibrium under Market Power and Price Discrimination
by Tengjiao Chen & Daniel H. Karney - 2501.03015 Characterizing Measurement Error in the German Socio-Economic Panel Using Linked Survey and Administrative Data
by Nico Thurow - 2501.02963 A data-driven merit order: Learning a fundamental electricity price model
by Paul Ghelasi & Florian Ziel - 2501.02686 Paired Course and Dorm Allocation
by Eric Gao - 2501.02674 Identifying the Hidden Nexus between Benford Law Establishment in Stock Market and Market Efficiency: An Empirical Investigation
by M. R. Sarkandiz - 2501.02672 Re-examining Granger Causality from Causal Bayesian Networks Perspective
by S. A. Adedayo - 2501.02609 Revealed Social Networks
by Christopher P. Chambers & Yusufcan Masatlioglu & Christopher Turansick - 2501.02545 Second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
by Bingzhen Genga & Shijie Wanga & Yang Yang - 2501.02468 The Explore of Knowledge Management Dynamic Capabilities, AI-Driven Knowledge Sharing, Knowledge-Based Organizational Support, and Organizational Learning on Job Performance: Evidence from Chinese Technological Companies
by Jun Cui - 2501.02396 On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model
by Yuri Kabanov & Mikhail A. Sonin - 2501.02383 Strategic Investment to Mitigate Transition Risks
by Jiayue Zhang & Tony S. Wirjanto & Lysa Porth & Ken Seng Tan - 2501.02381 Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks
by Zhentong Lu & Kenichi Shimizu - 2501.02371 The Effect of Capital Share on Income Inequality: Identifying the Time Patterns
by Ou{g}uzhan Akgun & Ezgi Ozsou{g}ut - 2501.02327 Finite Element Method for HJB in Option Pricing with Stock Borrowing Fees
by Rakhymzhan Kazbek & Aidana Abdukarimova - 2501.02318 Prediction with Differential Covariate Classification: Illustrated by Racial/Ethnic Classification in Medical Risk Assessment
by Charles F. Manski & John Mullahy & Atheendar S. Venkataramani - 2501.02214 Efficient estimation of average treatment effects with unmeasured confounding and proxies
by Chunrong Ai & Jiawei Shan - 2501.02002 HMM-LSTM Fusion Model for Economic Forecasting
by Guhan Sivakumar - 2501.01954 Grid-level impacts of renewable energy on thermal generation: efficiency, emissions and flexibility
by Dhruv Suri & Jacques de Chalendar & Ines Azevedo - 2501.01781 Vulnerabilities and capabilities in the EU Automotive industry: Leveraging Input-Output Analysis and Economic Complexity
by Lorenzo Cresti & Dario Mazzilli & Aurelio Patelli & Angelica Sbardella & Andrea Tacchella - 2501.01763 Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings
by Lennart Ante & Aman Saggu - 2501.01749 An integral transformation approach to differential games: a climate model application
by Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi & Ted Loch-Temzelides & Cristiano Ricci - 2501.01748 On consistency of optimal portfolio choice for state-dependent exponential utilities
by Edoardo Berton & Marzia De Donno & Marco Maggis - 2501.01623 Instrumental Variables with Time-Varying Exposure: New Estimates of Revascularization Effects on Quality of Life
by Joshua D. Angrist & Bruno Ferman & Carol Gao & Peter Hull & Otavio L. Tecchio & Robert W. Yeh - 2501.01533 Dissertation Paths: Advisors and Students in the Economics Research Production Function
by Joshua Angrist & Marc Diederichs - 2501.01298 Inequality of opportunity under current China's license plate policy
by Nina Xiaochun Sun & Zaifang He & Yi Pang - 2501.01278 Risk forecasting using Long Short-Term Memory Mixture Density Networks
by Nico Herrig - 2501.01260 The Learning Crisis: Three Years After COVID-19
by Tomasz Gajderowicz & Maciej Jakubowski & Alec Kennedy & Christian Christrup Kjeldsen & Harry Anthony Patrinos & Rolf Strietholt - 2501.01241 Position building in competition is a game with incomplete information
by Neil A. Chriss - 2501.01219 Model of an Open, Decentralized Computational Network with Incentive-Based Load Balancing
by German Rodikov - 2501.01084 Are Politicians Responsive to Mass Shootings? Evidence from U.S. State Legislatures
by Haotian Chen & Jack Kappelman - 2501.00863 Paternalism and Deliberation: An Experiment on Making Formal Rules
by Max R. P. Grossmann - 2501.00826 LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management
by Yichen Luo & Yebo Feng & Jiahua Xu & Paolo Tasca & Yang Liu - 2501.00800 The Impact of Socio-Economic Challenges and Technological Progress on Economic Inequality: An Estimation with the Perelman Model and Ricci Flow Methods
by Davit Gondauri - 2501.00745 Dynamics of Adversarial Attacks on Large Language Model-Based Search Engines
by Xiyang Hu
2024
- 2501.16331 Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics
by Alicia Vidler & Toby Walsh - 2501.14747 Enhancing Green Economy with Artificial Intelligence: Role of Energy Use and FDI in the United States
by Abdullah Al Abrar Chowdhury & Azizul Hakim Rafi & Adita Sultana & Abdulla All Noman - 2501.14736 NEAT Algorithm-based Stock Trading Strategy with Multiple Technical Indicators Resonance
by Li-Chun Huang - 2501.07581 Optimal Execution Strategies Incorporating Internal Liquidity Through Market Making
by Yusuke Morimoto - 2501.07580 Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM
by Konstantinos-Leonidas Bisdoulis - 2501.03092 Societal Adaptation to AI Human-Labor Automation
by Yuval Rymon - 2501.01448 Agency-Driven Labor Theory: A Framework for Understanding Human Work in the AI Age
by Venkat Ram Reddy Ganuthula - 2501.01447 Analyzing Country-Level Vaccination Rates and Determinants of Practical Capacity to Administer COVID-19 Vaccines
by Sharika J. Hegde & Max T. M. Ng & Marcos Rios & Hani S. Mahmassani & Ying Chen & Karen Smilowitz - 2501.00634 Copula Central Asymmetry of Equity Portfolios
by Lorenzo Frattarolo - 2501.00633 Panel Estimation of Taxable Income Elasticities with Heterogeneity and Endogenous Budget Sets
by Soren Blomquist & Anil Kumar & Whitney K. Newey - 2501.00618 An Evaluation of Borda Count Variations Using Ranked Choice Voting Data
by N. Bradley Fox & Benjamin Bruyns - 2501.00578 The Limits of Tolerance
by Alan D. Miller - 2501.00428 Regression discontinuity aggregation, with an application to the union effects on inequality
by Kirill Borusyak & Matan Kolerman-Shemer - 2501.00382 Adventures in Demand Analysis Using AI
by Philipp Bach & Victor Chernozhukov & Sven Klaassen & Martin Spindler & Jan Teichert-Kluge & Suhas Vijaykumar - 2501.00235 Robust Intervention in Networks
by Daeyoung Jeong & Tongseok Lim & Euncheol Shin - 2501.00218 How Well Did U.S. Rail and Intermodal Freight Respond to the COVID-19 Pandemic vs. the Great Recession?
by Max T. M. Ng & Joseph Schofer & Hani S. Mahmassani - 2501.00075 Community detection by simulated bifurcation
by Wei Li & Yi-Lun Du & Nan Su & Konrad Tywoniuk & Kyle Godbey & Horst Stocker - 2501.00058 European Defence Readiness: A Cold War 2.0 scenario analysis
by d'Artis Kancs - 2501.00034 Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction
by Chengyue Huang & Yahe Yang - 2412.21192 Rough differential equations for volatility
by Ofelia Bonesini & Emilio Ferrucci & Ioannis Gasteratos & Antoine Jacquier - 2412.21181 Causal Hangover Effects
by Andreas Santucci & Eric Lax - 2412.20853 Incentive-Compatible Collusion-Resistance via Posted Prices
by Matheus V. X. Ferreira & Yotam Gafni & Max Resnick - 2412.20847 Strategic Learning and Trading in Broker-Mediated Markets
by Alif Aqsha & Fayc{c}al Drissi & Leandro S'anchez-Betancourt - 2412.20669 Econometric Analysis of Pandemic Disruption and Recovery Trajectory in the U.S. Rail Freight Industry
by Max T. M. Ng & Hani S. Mahmassani & Joseph L. Schofer - 2412.20447 Cool, But What About Oracles? An Oracle-Based Perspective on Blockchain Integration in the Accounting Field
by Giulio Caldarelli - 2412.20438 Integrating Natural Language Processing Techniques of Text Mining Into Financial System: Applications and Limitations
by Denisa Millo & Blerina Vika & Nevila Baci - 2412.20420 Automated Demand Forecasting in small to medium-sized enterprises
by Thomas Gaertner & Christoph Lippert & Stefan Konigorski - 2412.20285 Consumption Periods in Advance Selling Auctions: Evidence from US Timber Market
by Shosuke Noguchi & Suguru Otani - 2412.20225 Machine and Deep Learning for Credit Scoring: A compliant approach
by Abdollah Rida - 2412.20204 Fitting Dynamically Misspecified Models: An Optimal Transportation Approach
by Jean-Jacques Forneron & Zhongjun Qu - 2412.20176 The impact of China's economic growth on poverty alleviation: From absolute to relative poverty
by Yixun Kang & Ying Li - 2412.20173 Debiased Nonparametric Regression for Statistical Inference and Distributionally Robustness
by Masahiro Kato - 2412.20138 TradingAgents: Multi-Agents LLM Financial Trading Framework
by Yijia Xiao & Edward Sun & Di Luo & Wei Wang - 2412.19983 A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic
by Wenjie Lan - 2412.19932 Hidformer: Transformer-Style Neural Network in Stock Price Forecasting
by Kamil {L}. Szyd{l}owski & Jaros{l}aw A. Chudziak - 2412.19931 Pivoting B2B platform business models: From platform experimentation to multi-platform integration to ecosystem envelopment
by Clara Filosa & Marin Jovanovic & Lara Agostini & Anna Nosella - 2412.19861 Measurement of coupling development level of new infrastructure investment and digital transformation and its temporal and spatial evolution trend
by Sanglin Zhao & Jikang Cao - 2412.19850 The Patterns of Digital Deception
by Gregory M. Dickinson - 2412.19817 Digital transformation: A systematic review and bibliometric analysis from the corporate finance perspective
by Ping Zhang & Yiru Wang - 2412.19784 Can AI Help with Your Personal Finances?
by Oudom Hean & Utsha Saha & Binita Saha - 2412.19754 Complement or substitute? How AI increases the demand for human skills
by Elina Makela & Fabian Stephany - 2412.19555 Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models
by Frederik Krabbe - 2412.19546 Quantiles under ambiguity and risk sharing
by Peng Liu & Tiantian Mao & Ruodu Wang - 2412.19506 A Certain Notion of Strategy Freedom under Retail Competition in Claims Problems
by Kentar^o Yamamoto - 2412.19462 Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms
by J. Chen & S. D. Ahipac{s}aou{g}lu & N. Zhang & Y. Yang - 2412.19372 Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading
by Adamantios Ntakaris & Gbenga Ibikunle - 2412.19301 Sanctions and Venezuelan Migration
by Francisco Rodr'iguez - 2412.19245 Sentiment trading with large language models
by Kemal Kirtac & Guido Germano - 2412.19236 A Malliavin Calculus Approach to Backward Stochastic Volterra Integral Equations
by Qian Lei & Chi Seng Pun - 2412.19058 A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching
by Guanxing Fu & Xiaomin Shi & Zuo Quan Xu - 2412.19024 Nonparametric Estimation of Matching Efficiency and Elasticity in a Spot Gig Work Platform: 2019-2023
by Hayato Kanayama & Suguru Otani - 2412.19020 Travelling wave solutions of an equation of Harry Dym type arising in the Black-Scholes framework
by Jorge P. Zubelli & Kuldeep Singh & Vinicius Albani & Ioannis Kourakis - 2412.18875 Market allocations under conflation of goods
by Niccol`o Urbinat & Marco LiCalzi - 2412.18714 Using Ordinal Voting to Compare the Utilitarian Welfare of a Status Quo and A Proposed Policy: A Simple Nonparametric Analysis
by Charles F. Manski - 2412.18699 Market Basket Analysis Using Rule-Based Algorithms and Data Mining Techniques
by Marina Kholod & Nikita Mokrenko - 2412.18628 Streaming problems as (multi-issue) claims problems
by Gustavo Berganti~nos & Juan D. Moreno-Ternero - 2412.18580 A mathematical framework for modelling CLMM dynamics in continuous time
by Shen-Ning Tung & Tai-Ho Wang - 2412.18563 Dynamic Optimization of Portfolio Allocation Using Deep Reinforcement Learning
by Gang Huang & Xiaohua Zhou & Qingyang Song - 2412.18498 Dynamic Mean-Variance Asset Allocation in General Incomplete Markets A Nonlocal BSDE-based Feedback Control Approach
by Qian Lei & Chi Seng Pun & Jingxiang Tang - 2412.18486 Calibrating the Subjective
by Mark Whitmeyer - 2412.18449 Robust Equilibria in Generic Extensive form Games
by Lucas Pahl & Carlos Pimienta - 2412.18405 Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies
by Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk - 2412.18346 ORAN Drives Higher Returns on Investments in Urban and Suburban Regions
by Priyanka Sharma & Edward J. Oughton & Aleksan Shanoyan - 2412.18337 The Value of AI-Generated Metadata for UGC Platforms: Evidence from a Large-scale Field Experiment
by Xinyi Zhang & Chenshuo Sun & Renyu Zhang & Khim-Yong Goh - 2412.18222 Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications
by Yuhan Wang & Zhen Xu & Yue Yao & Jinsong Liu & Jiating Lin - 2412.18202 Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms
by Zhuohuan Hu & Richard Yu & Zizhou Zhang & Haoran Zheng & Qianying Liu & Yining Zhou - 2412.18201 Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit
by Geoffrey Hutinet & J. E. Pascoe - 2412.18174 INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent
by Haohang Li & Yupeng Cao & Yangyang Yu & Shashidhar Reddy Javaji & Zhiyang Deng & Yueru He & Yuechen Jiang & Zining Zhu & Koduvayur Subbalakshmi & Guojun Xiong & Jimin Huang & Lingfei Qian & Xueqing Peng & Qianqian Xie & Jordan W. Suchow - 2412.18130 Profit Allocation in the We Media Value Chain: A Shapley Value-Based Approach
by Jianfei Xu & Rui Zhang & Junhui Fan - 2412.18080 Conditional Influence Functions
by Victor Chernozhukov & Whitney K. Newey & Vasilis Syrgkanis - 2412.18032 A physics-engineering-economic model coupling approach for estimating the socio-economic impacts of space weather scenarios
by Edward J. Oughton & Dennies K. Bor & Michael Wiltberger & Robert Weigel & C. Trevor Gaunt & Ridvan Dogan & Liling Huang - 2412.17866 Artificial Intelligence, Scientific Discovery, and Product Innovation
by Aidan Toner-Rodgers - 2412.17822 Emergent poverty traps and inequality at multiple levels impedes social mobility
by Charles Dupont & Debraj Roy - 2412.17753 Minimax Optimal Simple Regret in Two-Armed Best-Arm Identification
by Masahiro Kato - 2412.17712 Broker-Trader Partial Information Nash Equilibria
by Xuchen Wu & Sebastian Jaimungal - 2412.17598 A large non-Gaussian structural VAR with application to Monetary Policy
by Jan Pruser - 2412.17526 State spaces of multifactor approximations of nonnegative Volterra processes
by Eduardo Abi Jaber & Christian Bayer & Simon Breneis - 2412.17470 A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics
by Benedikt M. Potscher & David Preinerstorfer - 2412.17379 Advanced Models for Hourly Marginal CO2 Emission Factor Estimation: A Synergy between Fundamental and Statistical Approaches
by Souhir Ben Amor & Smaranda Sgarciu & Taimyra BatzLineiro & Felix Muesgens - 2412.17354 Bayesian penalized empirical likelihood and MCMC sampling
by Jinyuan Chang & Cheng Yong Tang & Yuanzheng Zhu - 2412.17314 Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt
by Pengbin Feng & Yankaiqi Li & Yijiashun Qi & Xiaojun Guo & Zhenghao Lin - 2412.17293 Multimodal Deep Reinforcement Learning for Portfolio Optimization
by Sumit Nawathe & Ravi Panguluri & James Zhang & Sashwat Venkatesh - 2412.17181 Gaussian and Bootstrap Approximation for Matching-based Average Treatment Effect Estimators
by Zhaoyang Shi & Chinmoy Bhattacharjee & Krishnakumar Balasubramanian & Wolfgang Polonik - 2412.17021 Competitive Facility Location with Market Expansion and Customer-centric Objective
by Cuong Le & Tien Mai & Ngan Ha Duong & Minh Hoang Ha - 2412.16927 The impact of Egypt's accession to the BRICS group on the foreign exchange crisis in Egypt
by Yasmeen Fekery Yaseen El Khodary & Mousa Gowfal Selmey Gowfal Selmey & Elsayed Farrag Elsaid Mohamed Elsayed - 2412.16850 A Limit Order Book Model for High Frequency Trading with Rough Volatility
by Yun Chen-Shue & Yukun Li & Jiongmin Yong - 2412.16655 Direct Inversion for the Squared Bessel Process and Applications
by Simon J. A. Malham & Anke Wiese & Yifan Xu - 2412.16591 Data-Driven Economic Agent-Based Models
by Marco Pangallo & R. Maria del Rio-Chanona - 2412.16452 Sharp Results for Hypothesis Testing with Risk-Sensitive Agents
by Flora C. Shi & Stephen Bates & Martin J. Wainwright - 2412.16436 Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures
by Ulrich Horst & Wei Xu & Rouyi Zhang - 2412.16384 Algorithmic Contract Theory: A Survey
by Paul Duetting & Michal Feldman & Inbal Talgam-Cohen - 2412.16352 Counting Defiers in Health Care with a Design-Based Likelihood for the Joint Distribution of Potential Outcomes
by Neil Christy & Amanda Ellen Kowalski - 2412.16333 Optimizing Fintech Marketing: A Comparative Study of Logistic Regression and XGBoost
by Sahar Yarmohammadtoosky Dinesh Chowdary Attota - 2412.16269 (Mis)information diffusion and the financial market
by Tommaso Di Francesco & Daniel Torren Peraire - 2412.16175 Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study
by Yilie Huang & Yanwei Jia & Xun Yu Zhou - 2412.16174 Experimenting with Multi-modal Information to Predict Success of Indian IPOs
by Sohom Ghosh & Arnab Maji & N Harsha Vardhan & Sudip Kumar Naskar - 2412.16166 Unveiling the Role of Artificial Intelligence and Stock Market Growth in Achieving Carbon Neutrality in the United States: An ARDL Model Analysis
by Azizul Hakim Rafi & Abdullah Al Abrar Chowdhury & Adita Sultana & Abdulla All Noman - 2412.16160 Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks
by Adamantios Ntakaris & Gbenga Ibikunle - 2412.16132 Data-Driven Mechanism Design: Jointly Eliciting Preferences and Information
by Dirk Bergemann & Marek Bojko & Paul Dutting & Renato Paes Leme & Haifeng Xu & Song Zuo - 2412.16127 Revisiting Global Income Convergence in the 21st Century
by Bipul Verma - 2412.16126 A Scenario-Based Assessment of the Long-Term Funding Adequacy of the German Nuclear Waste Fund KENFO
by Mahdi Awawda & Alexander Wimmers - 2412.16122 Multi-scale reconstruction of large supply networks
by Leonardo Niccol`o Ialongo & Sylvain Bangma & Fabian Jansen & Diego Garlaschelli - 2412.16083 Differentially Private Federated Learning of Diffusion Models for Synthetic Tabular Data Generation
by Timur Sattarov & Marco Schreyer & Damian Borth - 2412.16067 Correct implied volatility shapes and reliable pricing in the rough Heston model
by Svetlana Boyarchenko & Sergei Levendorskiv{i} - 2412.16009 Universal approximation on non-geometric rough paths and applications to financial derivatives pricing
by Fabian A. Harang & Fred Espen Benth & Fride Straum - 2412.15986 Shifting the yield curve for fixed-income and derivatives portfolios
by Michele Leonardo Bianchi & Dario Ruzzi & Anatoli Segura - 2412.15971 Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
by Martin Friesen & Stefan Gerhold & Kristof Wiedermann - 2412.15959 Battery valuation on electricity intraday markets with liquidity costs
by Enzo Cogn'eville & Thomas Deschatre & Xavier Warin - 2412.15738 Risk spillovers between the BRICS and the U.S. staple grain futures markets
by Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou - 2412.15472 On the Fairness of Additive Welfarist Rules
by Karen Frilya Celine & Warut Suksompong & Sheung Man Yuen - 2412.15448 Assessing the Impact of Technical Indicators on Machine Learning Models for Stock Price Prediction
by Akash Deep & Chris Monico & Abootaleb Shirvani & Svetlozar Rachev & Frank J. Fabozzi - 2412.15433 Quantifying detection rates for dangerous capabilities: a theoretical model of dangerous capability evaluations
by Paolo Bova & Alessandro Di Stefano & The Anh Han - 2412.15376 Countries across the world use more land for golf courses than wind or solar energy
by Jann Weinand & Tristan Pelser & Max Kleinebrahm & Detlef Stolten - 2412.15350 Prudence and higher-order risk attitudes in the rank-dependent utility model
by Ruodu Wang & Qinyu Wu - 2412.15298 A Comparative Study of DSPy Teleprompter Algorithms for Aligning Large Language Models Evaluation Metrics to Human Evaluation
by Bhaskarjit Sarmah & Kriti Dutta & Anna Grigoryan & Sachin Tiwari & Stefano Pasquali & Dhagash Mehta - 2412.15239 Modeling Story Expectations to Understand Engagement: A Generative Framework Using LLMs
by Hortense Fong & George Gui - 2412.15222 Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
by Mohan Jiang & Yaxin Liang & Siyuan Han & Kunyuan Ma & Yuan Chen & Zhen Xu - 2412.15172 Option Pricing with a Compound CARMA(p,q)-Hawkes
by Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji - 2412.15083 Assessing the viability of non-light water reactor concepts for electricity and heat generation in decarbonized energy systems
by Alexander Wimmers & Fanny Bose & Leonard Goke - 2412.14996 From Nonequilibrium to Equilibrium: Insights from a Two-Population Occupation Model
by Jerome Garnier-Brun & Ruben Zakine & Michael Benzaquen - 2412.14778 Testing linearity of spatial interaction functions \`a la Ramsey
by Abhimanyu Gupta & Jungyoon Lee & Francesca Rossi - 2412.14624 The Diffusive Nature of Housing Prices
by Antoine-Cyrus Becharat & Michael Benzaquen & Jean-Philippe Bouchaud - 2412.14529 Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
by Arash Peik & Mohammad Ali Zare Chahooki & Amin Milani Fard & Mehdi Agha Sarram - 2412.14523 Provincial allocation of China's commercial building operational carbon towards carbon neutrality
by Yanqiao Deng & Minda Ma & Nan Zhou & Chenchen Zou & Zhili Ma & Ran Yan & Xin Ma - 2412.14447 Good Controls Gone Bad: Difference-in-Differences with Covariates
by Sunny Karim & Matthew D. Webb - 2412.14400 On Monotone Persuasion
by Anton Kolotilin & Hongyi Li & Andriy Zapechelnyuk - 2412.14370 The Role of Patents: Incentivizing Innovation or Hindering Progress?
by Ga'etan de Rassenfosse - 2412.14361 Refining and Robust Backtesting of A Century of Profitable Industry Trends
by Alessandro Massaad & Rene Moawad & Oumaima Nijad Fares & Sahaphon Vairungroj - 2412.14353 Multivariate Rough Volatility
by Ranieri Dugo & Giacomo Giorgio & Paolo Pigato - 2412.14307 Race Discrimination in Internet Advertising: Evidence From a Field Experiment
by Neil K. R. Sehgal & Dan Svirsky - 2412.14182 Uncertainty Quantification in Portfolio Temperature Alignment
by Hendrik Weichel & Aleksandr Zinovev & Heikki Haario & Martin Simon - 2412.14144 Application of the Kelly Criterion to Prediction Markets
by Bernhard K Meister - 2412.13689 A bibliometric analysis and scoping study to identify English-language perspectives on slums
by Katharina Henn & Michaela Lestakova & Kevin Logan & Jakob Hartig & Stefanos Georganos & John Friesen - 2412.13669 Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs
by Jintao Li & Shuaijie Qian - 2412.13556 An Analysis of the Relationship Between the Characteristics of Innovative Consumers and the Degree of Serious Leisure in User Innovation
by Taichi Abe & Yasunobu Morita - 2412.13523 Strictly monotone mean-variance preferences with dynamic portfolio management
by Yike Wang & Yusha Chen