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Content
2024
- 2402.10574 Nowcasting with Mixed Frequency Data Using Gaussian Processes
by Niko Hauzenberger & Massimiliano Marcellino & Michael Pfarrhofer & Anna Stelzer
- 2402.10481 Emoji Driven Crypto Assets Market Reactions
by Xiaorui Zuo & Yao-Tsung Chen & Wolfgang Karl Hardle
- 2402.10253 The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory
by Ignas Gasparaviv{c}ius & Andrius Grigutis
- 2402.09985 Semi-parametric financial risk forecasting incorporating multiple realized measures
by Rangika Peiris & Chao Wang & Richard Gerlach & Minh-Ngoc Tran
- 2402.09928 When Can We Use Two-Way Fixed-Effects (TWFE): A Comparison of TWFE and Novel Dynamic Difference-in-Differences Estimators
by Tobias Ruttenauer & Ozan Aksoy
- 2402.09895 Spatial Data Analysis
by Tobias Ruttenauer
- 2402.09820 Utilizing Deep Learning for Enhancing Network Resilience in Finance
by Yulu Gong & Mengran Zhu & Shuning Huo & Yafei Xiang & Hanyi Yu
- 2402.09789 Identification with Posterior-Separable Information Costs
by Martin Bustos
- 2402.09746 Alpha-GPT 2.0: Human-in-the-Loop AI for Quantitative Investment
by Hang Yuan & Saizhuo Wang & Jian Guo
- 2402.09744 Quantile Granger Causality in the Presence of Instability
by Alexander Mayer & Dominik Wied & Victor Troster
- 2402.09721 Generalized Principal-Agent Problem with a Learning Agent
by Tao Lin & Yiling Chen
- 2402.09697 On Three-Layer Data Markets
by Alireza Fallah & Michael I. Jordan & Ali Makhdoumi & Azarakhsh Malekian
- 2402.09563 ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents
by Kshama Dwarakanath & Svitlana Vyetrenko & Peyman Tavallali & Tucker Balch
- 2402.09556 A game theoretic approach to lowering incentives to violate speed limits in Finland
by Mika Sutela & Nino Lindstrom
- 2402.09552 STEER: Assessing the Economic Rationality of Large Language Models
by Narun Raman & Taylor Lundy & Samuel Amouyal & Yoav Levine & Kevin Leyton-Brown & Moshe Tennenholtz
- 2402.09495 On the Potential of Network-Based Features for Fraud Detection
by Catayoun Azarm & Erman Acar & Mickey van Zeelt
- 2402.09384 Persuasion, Delegation, and Private Information in Algorithm-Assisted Decisions
by Ruqing Xu
- 2402.09321 Collusion-Resilience in Transaction Fee Mechanism Design
by Hao Chung & Tim Roughgarden & Elaine Shi
- 2402.09317 Extended mean-field games with multi-dimensional singular controls and non-linear jump impact
by Robert Denkert & Ulrich Horst
- 2402.09243 Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Lo\`eve expansions
by Jaehyuk Choi
- 2402.09194 The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
by Marah-Lisanne Thormann & Phan Tu Vuong & Alain B. Zemkoho
- 2402.09129 Optimal Automated Market Makers: Differentiable Economics and Strong Duality
by Michael J. Curry & Zhou Fan & David C. Parkes
- 2402.09125 Database for the meta-analysis of the social cost of carbon (v2025.1)
by Richard S. J. Tol
- 2402.09033 Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning
by Jeroen Rombouts & Marie Ternes & Ines Wilms
- 2402.08941 Local-Polynomial Estimation for Multivariate Regression Discontinuity Designs
by Masayuki Sawada & Takuya Ishihara & Daisuke Kurisu & Yasumasa Matsuda
- 2402.08905 Time preference, wealth and utility inequality: A microeconomic interaction and dynamic macroeconomic model connection approach
by Takeshi Kato
- 2402.08879 Inference for an Algorithmic Fairness-Accuracy Frontier
by Yiqi Liu & Francesca Molinari
- 2402.08781 Equitable screening
by Filip Tokarski
- 2402.08755 LLM-driven Imitation of Subrational Behavior : Illusion or Reality?
by Andrea Coletta & Kshama Dwarakanath & Penghang Liu & Svitlana Vyetrenko & Tucker Balch
- 2402.08575 Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation
by Jackson Bunting & Paul Diegert & Arnaud Maurel
- 2402.08564 Barriers to Collusion-resistant Transaction Fee Mechanisms
by Yotam Gafni & Aviv Yaish
- 2402.08549 Scheduling With Time Discounts
by Yotam Gafni & Aviv Yaish
- 2402.08547 Dueling Over Dessert, Mastering the Art of Repeated Cake Cutting
by Simina Br^anzei & MohammadTaghi Hajiaghayi & Reed Phillips & Suho Shin & Kun Wang
- 2402.08541 Continuous-Time Best-Response and Related Dynamics in Tullock Contests with Convex Costs
by Edith Elkind & Abheek Ghosh & Paul W. Goldberg
- 2402.08513 Asymptotic Error Distribution of the Euler Scheme for Fractional Stochastic Delay Differential Equations with Additive Noise
by Orimar Sauri
- 2402.08446 Inevitability of Polarization in Geometric Opinion Exchange
by Abdou Majeed Alidou & J'ulia Balig'acs & Max Hahn-Klimroth & Jan Hk{a}z{l}a & Lukas Hintze & Olga Scheftelowitsch
- 2402.08396 Domestic Competitive Balance and International Success: The Case of The Football Industry
by Juan D. Moreno-Ternero & Tim Pawlowski & Shlomo Weber
- 2402.08387 Portfolio Optimization under Transaction Costs with Recursive Preferences
by Martin Herdegen & David Hobson & Alex S. L. Tse
- 2402.08233 End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture
by Fabian Krause & Jan-Peter Calliess
- 2402.08223 The Limits of Price Discrimination Under Privacy Constraints
by Alireza Fallah & Michael I. Jordan & Ali Makhdoumi & Azarakhsh Malekian
- 2402.08143 Artificial intelligence and the transformation of higher education institutions
by Evangelos Katsamakas & Oleg V. Pavlov & Ryan Saklad
- 2402.08108 Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization
by Kasper Johansson & Thomas Schmelzer & Stephen Boyd
- 2402.08071 Contagion on Financial Networks: An Introduction
by Sunday Akukodi Ugwu
- 2402.08051 On Bayesian Filtering for Markov Regime Switching Models
by Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih
- 2402.07960 An Analysis of the Recovery Path of the Consumer Sector in the Post-Pandemic Era
by Wenbo Lyu & Jiayi Zhu & Yunan Ding & Keming Zhang
- 2402.07908 Continuous Representations of Preferences by Means of Two Continuous Functions
by Gianni Bosi & Asier Estevan
- 2402.07743 Local Projections Inference with High-Dimensional Covariates without Sparsity
by Jooyoung Cha
- 2402.07521 A step towards the integration of machine learning and small area estimation
by Tomasz .Zk{a}d{l}o & Adam Chwila
- 2402.07503 Affine term structure models driven by independent L\'evy processes
by Micha{l} Barski & Rafa{l} {L}ochowski
- 2402.07462 A Hormetic Approach to the Value-Loading Problem: Preventing the Paperclip Apocalypse?
by Nathan I. N. Henry & Mangor Pedersen & Matt Williams & Jamin L. B. Martin & Liesje Donkin
- 2402.07435 Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs
by Narayan Tondapu
- 2402.07322 Interference Among First-Price Pacing Equilibria: A Bias and Variance Analysis
by Luofeng Liao & Christian Kroer & Sergei Leonenkov & Okke Schrijvers & Liang Shi & Nicolas Stier-Moses & Congshan Zhang
- 2402.07277 The Benefits from Bundling Demand in K-12 Broadband Procurement
by Gaurab Aryal & Charles Murry & Pallavi Pal & Arnab Palit
- 2402.07266 Spillover Effects of US Monetary Policy on Emerging Markets Amidst Uncertainty
by Povilas Lastauskas & Anh Dinh Minh Nguyen
- 2402.07235 Scientific Talent Leaks Out of Funding Gaps
by Wei Yang Tham & Joseph Staudt & Elisabeth Ruth Perlman & Stephanie D. Cheng
- 2402.07227 Time-Delayed Game Strategy Analysis Among Japan, Other Nations, and the International Atomic Energy Agency in the Context of Fukushima Nuclear Wastewater Discharge Decision
by Mingyang Li & Han Pengsihua & Fujiao Meng & Zejun Wang & Weian Liu
- 2402.07210 Fukushima Nuclear Wastewater Discharge: An Evolutionary Game Theory Approach to International and Domestic Interaction and Strategic Decision-Making
by Mingyang Li & Han Pengsihua & Songqing Zhao & Zejun Wang & Limin Yang & Weian Liu
- 2402.07190 Transporte Aereo: Economia e Politicas Publicas
by Alessandro V. M. Oliveira
- 2402.07185 Existence of an equilibrium with limited stock market participation and power utilities
by Paolo Guasoni & Kasper Larsen & Giovanni Leoni
- 2402.07170 Research on the multi-stage impact of digital economy on rural revitalization in Hainan Province based on GPM model
by Wenbo Lyu
- 2402.07134 Tail risk forecasting with semi-parametric regression models by incorporating overnight information
by Cathy W. S. Chen & Takaaki Koike & Wei-Hsuan Shau
- 2402.07125 Intermodal competition in the Brazilian interstate travel market
by Frederico A. Turolla & Moises D. Vassallo & Alessandro V. M. Oliveira
- 2402.07124 Econometric analysis to estimate the impact of holidays on airfares
by Helena Povoa & Alessandro V. M. Oliveira
- 2402.07080 RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search
by Tao Ren & Ruihan Zhou & Jinyang Jiang & Jiafeng Liang & Qinghao Wang & Yijie Peng
- 2402.06999 Comparative Statics for Optimal Stopping Problems in Nonstationary Environments
by Th'eo Durandard & Matteo Camboni
- 2402.06840 A monotone piecewise constant control integration approach for the two-factor uncertain volatility model
by Duy-Minh Dang & Hao Zhou
- 2402.06765 Perfect Bayesian Persuasion
by Elliot Lipnowski & Doron Ravid & Denis Shishkin
- 2402.06758 Measuring the Dunkelflaute: How (not) to analyze variable renewable energy shortage
by Martin Kittel & Wolf-Peter Schill
- 2402.06731 Closed-form solutions for generic N-token AMM arbitrage
by Matthew Willetts & Christian Harrington
- 2402.06714 Electricity Price Forecasting in the Irish Balancing Market
by Ciaran O'Connor & Joseph Collins & Steven Prestwich & Andrea Visentin
- 2402.06698 FNSPID: A Comprehensive Financial News Dataset in Time Series
by Zihan Dong & Xinyu Fan & Zhiyuan Peng
- 2402.06689 A Study on Stock Forecasting Using Deep Learning and Statistical Models
by Himanshu Gupta & Aditya Jaiswal
- 2402.06656 DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
by Yuan Gao & Haokun Chen & Xiang Wang & Zhicai Wang & Xue Wang & Jinyang Gao & Bolin Ding
- 2402.06642 From GARCH to Neural Network for Volatility Forecast
by Pengfei Zhao & Haoren Zhu & Wilfred Siu Hung NG & Dik Lun Lee
- 2402.06638 Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting
by Chu Myaet Thwal & Ye Lin Tun & Kitae Kim & Seong-Bae Park & Choong Seon Hong
- 2402.06635 Large (and Deep) Factor Models
by Bryan Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu
- 2402.06633 MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction
by Hao Qian & Hongting Zhou & Qian Zhao & Hao Chen & Hongxiang Yao & Jingwei Wang & Ziqi Liu & Fei Yu & Zhiqiang Zhang & Jun Zhou
- 2402.06594 They were robbed! Scoring by the middlemost to attenuate biased judging in boxing
by Stuart Baumann & Carl Singleton
- 2402.06495 Monopoly agenda control with privately informed voters
by Kirill S. Evdokimov
- 2402.06459 Maximizing NFT Incentives: References Make You Rich
by Guangsheng Yu & Qin Wang & Caijun Sun & Lam Duc Nguyen & H. M. N. Dilum Bandara & Shiping Chen
- 2402.06100 Towards Industry 5.0: A Systematic Literature Review on Sustainable and Green Composite Materials Supply Chains
by Md Rabiul Hasan & Muztoba Ahmed Khan & Thorsten Wuest
- 2402.06032 Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk
by Katerina Rigana & Ernst C. Wit & Samantha Cook
- 2402.06024 A Generalization of Arrow's Impossibility Theorem Through Combinatorial Topology
by Isaac Lara & Sergio Rajsbaum & Armajac Ravent'os-Pujol
- 2402.05789 High Dimensional Factor Analysis with Weak Factors
by Jungjun Choi & Ming Yuan
- 2402.05729 Monetary Policy and the Gendered Labor Market Dynamics: Evidence from Developing Economies
by Marjan Petreski & Stefan Tanevski & Alejandro D. Jacobo
- 2402.05716 Who is in equilibrium?
by Valerio Astuti
- 2402.05679 Heterogeneous drivers of overnight and same-day visits
by Francesco Scotti & Andrea Flori & Piercesare Secchi & Marika Arena & Giovanni Azzone
- 2402.05574 Quantum Amplitude Loading for Rainbow Options Pricing
by Francesca Cibrario & Or Samimi Golan & Giacomo Ranieri & Emanuele Dri & Mattia Ippoliti & Ron Cohen & Christian Mattia & Bartolomeo Montrucchio & Amir Naveh & Davide Corbelletto
- 2402.05432 Difference-in-Differences Estimators with Continuous Treatments and no Stayers
by Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille & Gonzalo Vazquez-Bare
- 2402.05364 Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
by M. Mija'il Mart'inez-Ramos & Parisa Majari & Andres R. Cruz-Hern'andez & Hirdesh K. Pharasi & Manan Vyas
- 2402.05329 Selective linear segmentation for detecting relevant parameter changes
by Arnaud Dufays & Aristide Houndetoungan & Alain Coen
- 2402.05276 Spreading Information via Social Networks: An Irrelevance Result
by Yu Awaya & Vijay Krishna
- 2402.05272 Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach
by Yizhan Shu & Chenyu Yu & John M. Mulvey
- 2402.05152 Is the price right? Reconceptualizing price and income elasticity to anticipate price perception issues
by Shawn Berry
- 2402.05030 Inference for Two-Stage Extremum Estimators
by Aristide Houndetoungan & Abdoul Haki Maoude
- 2402.05024 Does the Use of Unusual Combinations of Datasets Contribute to Greater Scientific Impact?
by Yulin Yu & Daniel M. Romero
- 2402.04828 What drives the European carbon market? Macroeconomic factors and forecasts
by Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini
- 2402.04775 Cyber risk and the cross-section of stock returns
by Daniel Celeny & Loic Mar'echal
- 2402.04773 Prioritizing Investments in Cybersecurity: Empirical Evidence from an Event Study on the Determinants of Cyberattack Costs
by Daniel Celeny & Loic Mar'echal & Evgueni Rousselot & Alain Mermoud & Mathias Humbert
- 2402.04765 Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data
by Loic Mar'echal & Alain Mermoud & Dimitri Percia David & Mathias Humbert
- 2402.04740 Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes
by Sobin Joseph & Shashi Jain
- 2402.04674 Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study
by Philipp Bach & Oliver Schacht & Victor Chernozhukov & Sven Klaassen & Martin Spindler
- 2402.04662 Token vs Equity for Startup Financing
by Guangye Cao
- 2402.04474 The Role of Child Gender in the Formation of Parents' Social Networks
by Aristide Houndetoungan & Asad Islam & Michael Vlassopoulos & Yves Zenou
- 2402.04472 Healthcare Quality by Specialists under a Mixed Compensation System: an Empirical Analysis
by Damien Echevin & Bernard Fortin & Aristide Houndetoungan
- 2402.04433 Fast Online Changepoint Detection
by Fabrizio Ghezzi & Eduardo Rossi & Lorenzo Trapani
- 2402.04429 Meritocracy and Its Discontents: Long-run Effects of Repeated School Admission Reforms
by Chiaki Moriguchi & Yusuke Narita & Mari Tanaka
- 2402.04166 Mind the Gap: Securely modeling cyber risk based on security deviations from a peer group
by Taylor Reynolds & Sarah Scheffler & Daniel J. Weitzner & Angelina Wu
- 2402.04165 Monthly GDP nowcasting with Machine Learning and Unstructured Data
by Juan Tenorio & Wilder Perez
- 2402.04138 TAC Method for Fitting Exponential Autoregressive Models and Others: Applications in Economy and Finance
by Javier Cabello S'anchez & Juan Antonio Fern'andez Torvisco & Mariano R. Arias
- 2402.03953 Exploring the Impact: How Decentralized Exchange Designs Shape Traders' Behavior on Perpetual Future Contracts
by Erdong Chen & Mengzhong Ma & Zixin Nie
- 2402.03922 Competitive advantage of URLLC vs. eMBB for supporting timeliness-relevant services
by Luis Guijarro & Jose-Ramon Vidal & Vicent Pla
- 2402.03894 Interpersonal trust: Asymptotic analysis of a stochastic coordination game with multi-agent learning
by Benedikt V. Meylahn & Arnoud V. den Boer & Michel Mandjes
- 2402.03806 Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering
by Marc Schmitt
- 2402.03800 Effects of carbon pricing and other climate policies on CO2 emissions
by Emanuel Kohlscheen & Richhild Moessner & Elod Takats
- 2402.03755 QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model
by Saizhuo Wang & Hang Yuan & Lionel M. Ni & Jian Guo
- 2402.03659 Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models
by Kelvin J. L. Koa & Yunshan Ma & Ritchie Ng & Tat-Seng Chua
- 2402.03411 Bride Kidnapping and Informal Governance Institutions
by Zachary Porreca
- 2402.03353 Tweet Influence on Market Trends: Analyzing the Impact of Social Media Sentiment on Biotech Stocks
by C. Sarai R. Avila
- 2402.03338 CNN-DRL with Shuffled Features in Finance
by Sina Montazeri & Akram Mirzaeinia & Amir Mirzaeinia
- 2402.02802 Redistribution with Needs
by Ricardo Martinez & Juan D. Moreno-Ternero
- 2402.02745 Optimal dynamic climate adaptation pathways: a case study of New York City
by Chi Truong & Matteo Malavasi & Han Li & Stefan Trueck & Pavel V. Shevchenko
- 2402.02714 Neural option pricing for rough Bergomi model
by Changqing Teng & Guanglian Li
- 2402.02535 Data-driven Policy Learning for Continuous Treatments
by Chunrong Ai & Yue Fang & Haitian Xie
- 2402.02482 Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?
by Jonas Krampe & Luca Margaritella
- 2402.02402 Machine Learning Analysis of the Impact of Increasing the Minimum Wage on Income Inequality in Spain from 2001 to 2021
by Marcos Lacasa Cazcarra
- 2402.02315 A Survey of Large Language Models in Finance (FinLLMs)
by Jean Lee & Nicholas Stevens & Soyeon Caren Han & Minseok Song
- 2402.02303 Bootstrapping Fisher Market Equilibrium and First-Price Pacing Equilibrium
by Luofeng Liao & Christian Kroer
- 2402.02272 One-inflated zero-truncated count regression models
by Ryan T. Godwin
- 2402.02197 Numerical solution to a Parabolic-ODE Solow model with spatial diffusion and technology-induced motility
by Nicol'as Ure~na & Antonio M. Vargas
- 2402.01966 The general solution to an autoregressive law of motion
by Brendan K. Beare & Massimo Franchi & Phil Howlett
- 2402.01951 Sparse spanning portfolios and under-diversification with second-order stochastic dominance
by Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou
- 2402.01938 Present Value of the Future Consumer Goods Multiplier
by Ihor Kendiukhov
- 2402.01892 Censored Beliefs and Wishful Thinking
by Jarrod Burgh & Emerson Melo
- 2402.01820 Signature volatility models: pricing and hedging with Fourier
by Eduardo Abi Jaber & Louis-Amand G'erard
- 2402.01785 DoubleMLDeep: Estimation of Causal Effects with Multimodal Data
by Sven Klaassen & Jan Teichert-Kluge & Philipp Bach & Victor Chernozhukov & Martin Spindler & Suhas Vijaykumar
- 2402.01784 GHG emissions in the EU-28. A multilevel club convergence study of the Emission Trading System and Effort Sharing Decision mechanisms
by Mar'ia Jos'e Presno & Manuel Landajo & Paula Fern'andez Gonz'alez
- 2402.01766 LLM Voting: Human Choices and AI Collective Decision Making
by Joshua C. Yang & Damian Dailisan & Marcin Korecki & Carina I. Hausladen & Dirk Helbing
- 2402.01745 When and Where To Submit A Paper
by Daniel Luo
- 2402.01734 CFTM: Continuous time fractional topic model
by Kei Nakagawa & Kohei Hayashi & Yugo Fujimoto
- 2402.01699 Intergenerational Preferences and Continuity: Reconciling Order and Topology
by Asier Estevan & Roberto Maura & Oscar Valero
- 2402.01648 Forecasting Imports in OECD Member Countries and Iran by Using Neural Network Algorithms of LSTM
by Soheila Khajoui & Saeid Dehyadegari & Sayyed Abdolmajid Jalaee
- 2402.01441 Learning the Market: Sentiment-Based Ensemble Trading Agents
by Andrew Ye & James Xu & Vidyut Veedgav & Yi Wang & Yifan Yu & Daniel Yan & Ryan Chen & Vipin Chaudhary & Shuai Xu
- 2402.01354 Predicting the volatility of major energy commodity prices: the dynamic persistence model
by Jozef Barunik & Lukas Vacha
- 2402.01337 Convergence rates for Backward SDEs driven by L\'evy processes
by Chenguang Liu & Antonis Papapantoleon & Alexandros Saplaouras
- 2402.01142 A simple method for joint evaluation of skill in directional forecasts of multiple variables
by Thitithep Sitthiyot & Kanyarat Holasut
- 2402.01141 Income distribution in Thailand is scale-invariant
by Thitithep Sitthiyot & Kanyarat Holasut
- 2402.01069 Data-driven model selection within the matrix completion method for causal panel data models
by Sandro Heiniger
- 2402.01007 Municipal cyber risk modeling using cryptographic computing to inform cyber policymaking
by Avital Baral & Taylor Reynolds & Lawrence Susskind & Daniel J. Weitzner & Angelina Wu
- 2402.01005 The prices of renewable commodities: A robust stationarity analysis
by Manuel Landajo & Mar'ia Jos'e Presno
- 2402.00998 Recent Advances on Uniqueness of Competitive Equilibrium
by Alexis Akira Toda & Kieran James Walsh
- 2402.00855 Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat
by Jan L. M. Dhaene & Moshe A. Milevsky
- 2402.00788 EU-28's progress towards the 2020 renewable energy share. A club convergence analysis
by Mar'ia Jos'e Presno & Manuel Landajo
- 2402.00787 Learning and Calibrating Heterogeneous Bounded Rational Market Behaviour with Multi-Agent Reinforcement Learning
by Benjamin Patrick Evans & Sumitra Ganesh
- 2402.00584 Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
by Victor Chernozhukov & Iv'an Fern'andez-Val & Chen Huang & Weining Wang
- 2402.00567 Stochastic convergence in per capita CO$_2$ emissions. An approach from nonlinear stationarity analysis
by Mar'ia Jos'e Presno & Manuel Landajo & Paula Fern'andez Gonz'alez
- 2402.00543 The extension of Pearson correlation coefficient, measuring noise, and selecting features
by Reza Salimi & Kamran Pakizeh
- 2402.00515 Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management
by Zhenglong Li & Vincent Tam & Kwan L. Yeung
- 2402.00445 Option pricing for Barndorff-Nielsen and Shephard model by supervised deep learning
by Takuji Arai & Yuto Imai
- 2402.00394 Random partitions, potential, value, and externalities
by Andr'e Casajus & Yukihiko Funaki & Frank Huettner
- 2402.00299 Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction
by Sahab Zandi & Kamesh Korangi & Mar'ia 'Oskarsd'ottir & Christophe Mues & Cristi'an Bravo
- 2402.00192 Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties
by Sergei Bazylik & Magne Mogstad & Joseph Romano & Azeem Shaikh & Daniel Wilhelm
- 2402.00184 The Mixed Aggregate Preference Logit Model: A Machine Learning Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis
by Connor R. Forsythe & Cristian Arteaga & John P. Helveston
- 2402.00172 The Fourier-Malliavin Volatility (FMVol) MATLAB library
by Simona Sanfelici & Giacomo Toscano
- 2401.17971 Let's roll back! The challenging task of regulating temporary contracts
by Davide Fiaschi & Cristina Tealdi
- 2401.17929 Technological Shocks and Algorithmic Decision Aids in Credence Goods Markets
by Alexander Erlei & Lukas Meub
- 2401.17909 Regularizing Discrimination in Optimal Policy Learning with Distributional Targets
by Anders Bredahl Kock & David Preinerstorfer
- 2401.17886 Filipino Use of Designer and Luxury Perfumes: A Pilot Study of Consumer Behavior
by John Paul P. Miranda & Maria Anna D. Cruz & Dina D. Gonzales & Ma. Rebecca G. Del Rosario & Aira May B. Canlas & Joseph Alexander Bansil
- 2401.17688 Wages and Capital returns in a generalized P\'olya urn
by Thomas Gottfried & Stefan Grosskinsky
- 2401.17595 Marginal treatment effects in the absence of instrumental variables
by Zhewen Pan & Zhengxin Wang & Junsen Zhang & Yahong Zhou
- 2401.17578 Tradeoffs and Comparison Complexity
by Cassidy Shubatt & Jeffrey Yang
- 2401.17472 Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle
by Zhipeng Huang & Balint Negyesi & Cornelis W. Oosterlee
- 2401.17448 What you know or who you know? The role of intellectual and social capital in opportunity recognition
by Antonio Rafael Ramos-Rodriguez & Jose Aurelio Medina-Garrido & Jose Daniel Lorenzo-Gomez & Jose Ruiz-Navarro
- 2401.17402 Coordinating Resource Allocation during Product Transitions Using a Multifollower Bilevel Programming Model
by Rahman Khorramfar & Osman Ozaltin & Reha Uzsoy & Karl Kempf
- 2401.17391 Education Policy and Intergenerational Educational Persistence: Evidence from rural Benin
by Christelle Zozoungbo
- 2401.17384 Modeling how and why aquatic vegetation removal can free rural households from poverty-disease traps
by Molly J Doruska & Christopher B Barrett & Jason R Rohr
- 2401.17334 Efficient estimation of parameters in marginals in semiparametric multivariate models
by Ivan Medovikov & Valentyn Panchenko & Artem Prokhorov
- 2401.17329 Assessing Public Perception of Car Automation in Iran: Acceptance and Willingness to Pay for Adaptive Cruise Control
by Sina Sahebi & Sahand Heshami & Mohammad Khojastehpour & Ali Rahimi & Mahyar Mollajani
- 2401.17265 Partial Law Invariance and Risk Measures
by Yi Shen & Zachary Van Oosten & Ruodu Wang
- 2401.17137 Partial Identification of Binary Choice Models with Misreported Outcomes
by Orville Mondal & Rui Wang
- 2401.17047 Determinants of well-being
by Cristina Pereira & Herm'inia Gonc{c}alves & Teresa Sequeira
- 2401.16942 Robust Price Discrimination
by Itai Arieli & Yakov Babichenko & Omer Madmon & Moshe Tennenholtz
- 2401.16920 Sparse Portfolio Selection via Topological Data Analysis based Clustering
by Anubha Goel & Damir Filipovi'c & Puneet Pasricha
- 2401.16844 Congestion Pricing for Efficiency and Equity: Theory and Applications to the San Francisco Bay Area
by Chinmay Maheshwari & Kshitij Kulkarni & Druv Pai & Jiarui Yang & Manxi Wu & Shankar Sastry
- 2401.16754 AI Oversight and Human Mistakes: Evidence from Centre Court
by David Almog & Romain Gauriot & Lionel Page & Daniel Martin
- 2401.16752 Enhancing Urban Traffic Safety: An Evaluation on Taipei's Neighborhood Traffic Environment Improvement Program
by Frank Y. Huang & Po-Chun Huang
- 2401.16723 Improving Business Insurance Loss Models by Leveraging InsurTech Innovation
by Zhiyu Quan & Changyue Hu & Panyi Dong & Emiliano A. Valdez
- 2401.16542 Robust Performance Evaluation of Independent and Identical Agents
by Ashwin Kambhampati
- 2401.16458 Credit Risk Meets Large Language Models: Building a Risk Indicator from Loan Descriptions in P2P Lending
by Mario Sanz-Guerrero & Javier Arroyo
- 2401.16455 The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies
by Namasi G. Sankar & Suryadeepto Nag & Siddhartha P. Chakrabarty & Sankarshan Basu
- 2401.16412 Learning to Manipulate under Limited Information
by Wesley H. Holliday & Alexander Kristoffersen & Eric Pacuit
- 2401.16406 A mathematical theory of power
by Daniele De Luca
- 2401.16399 Single-Winner Voting with Alliances: Avoiding the Spoiler Effect
by Grzegorz Pierczy'nski & Stanis{l}aw Szufa
- 2401.16286 Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions
by Dennis Schroers
- 2401.16275 Graph Neural Networks: Theory for Estimation with Application on Network Heterogeneity
by Yike Wang & Chris Gu & Taisuke Otsu
- 2401.16198 Contracting with a Learning Agent
by Guru Guruganesh & Yoav Kolumbus & Jon Schneider & Inbal Talgam-Cohen & Emmanouil-Vasileios Vlatakis-Gkaragkounis & Joshua R. Wang & S. Matthew Weinberg
- 2401.16030 Does green innovation crowd out other innovation of firms? Based on the extended CDM model and unconditional quantile regressions
by Yi Jiang & Richard S. J. Tol
- 2401.15794 Regulation of Algorithmic Collusion
by Jason D. Hartline & Sheng Long & Chenhao Zhang
Printed from https://ideas.repec.org/s/arx/papers21.html
