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Content
2024
- 2403.06368 A New Testing Method for Justification Bias Using High-Frequency Data of Health and Employment
by Jiayi Wen & Zixi Ye & Xuan Zhang
- 2403.06344 Can One Hear the Shape of a Decision Problem?
by Mark Whitmeyer
- 2403.06303 A Unifying Approach for the Pricing of Debt Securities
by Marie-Claude Vachon & Anne Mackay
- 2403.06253 Entropy corrected geometric Brownian motion
by Rishabh Gupta & Ewa A. Drzazga-Szczc{e}'sniak & Sabre Kais & Dominik Szczc{e}'sniak
- 2403.06246 Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data
by Degui Li & Oliver Linton & Haoxuan Zhang
- 2403.06188 On Geometrically Convex Risk Measures
by Mucahit Aygun & Fabio Bellini & Roger J. A. Laeven
- 2403.06150 Algorithmic Collusion and Price Discrimination: The Over-Usage of Data
by Zhang Xu & Mingsheng Zhang & Wei Zhao
- 2403.06035 Capital Structure Adjustment Speed and Expected Returns: Examination of Information Asymmetry as a Moderating Role
by Masoud Taherinia & Mehrdad Matin & Jamal Valipour & Kavian Abdolahi & Peyman Shouryabi & Mohammad Mahdi Barzegar
- 2403.05999 Locally Regular and Efficient Tests in Non-Regular Semiparametric Models
by Adam Lee
- 2403.05913 Network formation and efficiency in linear-quadratic games: An experimental study
by Gergely Horvath
- 2403.05850 Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments
by Victor Chernozhukov & Iv'an Fern'andez-Val & Sukjin Han & Kaspar Wuthrich
- 2403.05830 The impact of social status on the formation of collaborative ties and effort provision: An experimental study
by Gergely Horvath & Mofei Jia
- 2403.05803 Semiparametric Inference for Regression-Discontinuity Designs
by Weiwei Jiang & Rong J. B. Zhu
- 2403.05743 Probabilistic Forecasting of Real-Time Electricity Market Signals via Interpretable Generative AI
by Xinyi Wang & Qing Zhao & Lang Tong
- 2403.05704 Non-robustness of diffusion estimates on networks with measurement error
by Arun G. Chandrasekhar & Paul Goldsmith-Pinkham & Tyler H. McCormick & Samuel Thau & Jerry Wei
- 2403.05671 Investigating Changes of Water Quality in Reservoirs based on Flood and Inflow Fluctuations
by Shabnam Salehi & Mojtaba Ardestani
- 2403.05541 AI in ESG for Financial Institutions: An Industrial Survey
by Jun Xu
- 2403.05222 Matching under Imperfectly Transferable Utility
by Alfred Galichon & Simon Weber
- 2403.04766 Nonparametric Regression under Cluster Sampling
by Yuya Shimizu
- 2403.04674 Calibrated rank volatility stabilized models for large equity markets
by David Itkin & Martin Larsson
- 2403.04530 Multi-District School Choice: Playing on Several Fields
by Yannai A. Gonczarowski & Michael Yin & Shirley Zhang
- 2403.04512 A topological characterization of the existence of w-stable sets
by Athanasios Andrikopoulos & Nikolaos Sampanis
- 2403.04354 A Logarithmic Mean Divisia Index Decomposition of CO$_2$ Emissions from Energy Use in Romania
by Mariana Carmelia Balanica-Dragomir & Gabriel Murariu & Lucian Puiu Georgescu
- 2403.04328 A dual approach to nonparametric characterization for random utility models
by Nobuo Koida & Koji Shirai
- 2403.04236 Regularized DeepIV with Model Selection
by Zihao Li & Hui Lan & Vasilis Syrgkanis & Mengdi Wang & Masatoshi Uehara
- 2403.04131 Extracting Mechanisms from Heterogeneous Effects: An Identification Strategy for Mediation Analysis
by Jiawei Fu
- 2403.04104 Testing Business Cycle Theories: Evidence from the Great Recession
by Bo Li
- 2403.04057 To Spend or to Gain: Online Learning in Repeated Karma Auctions
by Damien Berriaud & Ezzat Elokda & Devansh Jalota & Emilio Frazzoli & Marco Pavone & Florian Dorfler
- 2403.04029 Two-Person Adversarial Games are Zero-Sum: An Elaboration of a Folk Theorem
by M. Ali Khan & Arthur Paul Pedersen & David Schrittesser
- 2403.03915 Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets
by Xin Yue Ren & Dena Firoozi
- 2403.03785 A machine learning workflow to address credit default prediction
by Rambod Rahmani & Marco Parola & Mario G. C. A. Cimino
- 2403.03649 The Cost of Coming Out
by Enzo Brox & Riccardo Di Francesco
- 2403.03612 Consumers' Perceived Privacy Violations in Online Advertising
by Kinshuk Jerath & Klaus M. Miller
- 2403.03610 Paying for Privacy: Pay-or-Tracking Walls
by Timo Mueller-Tribbensee & Klaus M. Miller & Bernd Skiera
- 2403.03606 Enhancing Price Prediction in Cryptocurrency Using Transformer Neural Network and Technical Indicators
by Mohammad Ali Labbaf Khaniki & Mohammad Manthouri
- 2403.03597 La R\'evolution D\'evore ses Enfants: Pricing Implications of Transformative Agreements
by W. Benedikt Schmal
- 2403.03589 Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choices
by Masahiro Kato & Akihiro Oga & Wataru Komatsubara & Ryo Inokuchi
- 2403.03410 Prediction Of Cryptocurrency Prices Using LSTM, SVM And Polynomial Regression
by Novan Fauzi Al Giffary & Feri Sulianta
- 2403.03367 am-AMM: An Auction-Managed Automated Market Maker
by Austin Adams & Ciamac C. Moallemi & Sara Reynolds & Dan Robinson
- 2403.03317 Competing Mechanisms in Games Played Through Agents: Theory and Experiment
by Seungjin Han & Andrew Leal
- 2403.03299 Demystifying and avoiding the OLS "weighting problem": Unmodeled heterogeneity and straightforward solutions
by Chad Hazlett & Tanvi Shinkre
- 2403.03240 Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects
by Masahiro Kato
- 2403.02832 Quasi-Monte Carlo with Domain Transformation for Efficient Fourier Pricing of Multi-Asset Options
by Christian Bayer & Chiheb Ben Hammouda & Antonis Papapantoleon & Michael Samet & Ra'ul Tempone
- 2403.02726 Bias in Generative AI
by Mi Zhou & Vibhanshu Abhishek & Timothy Derdenger & Jaymo Kim & Kannan Srinivasan
- 2403.02591 Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector
by Sung Hoon Choi & Donggyu Kim
- 2403.02572 Fill Probabilities in a Limit Order Book with State-Dependent Stochastic Order Flows
by Felix Lokin & Fenghui Yu
- 2403.02560 Impact of COVID-19 on Exchange rate volatility of Bangladesh: Evidence through GARCH model
by Rizwanul Karim
- 2403.02523 Transformer for Times Series: an Application to the S&P500
by Pierre Brugiere & Gabriel Turinici
- 2403.02500 RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction
by Yilun Wang & Shengjie Guo
- 2403.02467 Applied Causal Inference Powered by ML and AI
by Victor Chernozhukov & Christian Hansen & Nathan Kallus & Martin Spindler & Vasilis Syrgkanis
- 2403.02342 Entanglement: Balancing Punishment and Compensation, Repeated Dilemma Game-Theoretic Analysis of Maximum Compensation Problem for Bypass and Least Cost Paths in Fact-Checking, Case of Fake News with Weak Wallace's Law
by Yasuko Kawahata
- 2403.02144 Improved Tests for Mediation
by Grant Hillier & Kees Jan van Garderen & Noud van Giersbergen
- 2403.01964 The Heterogeneous Productivity Effects of Generative AI
by David Kreitmeir & Paul A. Raschky
- 2403.01770 Experimenting with Generative AI: Does ChatGPT Really Increase Everyone's Productivity?
by Voraprapa Nakavachara & Tanapong Potipiti & Thanee Chaiwat
- 2403.01745 Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets
by Han-Yu Zhu & Peng-Fei Dai & Wei-Xing Zhou
- 2403.01593 A Continuous-Time Stochastic Model of the Fiscal Theory of the Price Level and Consistency of Its Critique
by Andrey Kofnov
- 2403.01585 Calibrating doubly-robust estimators with unbalanced treatment assignment
by Daniele Ballinari
- 2403.01468 Properties of the entropic risk measure EVaR in relation to selected distributions
by Yuliya Mishura & Kostiantyn Ralchenko & Petro Zelenko & Volodymyr Zubchenko
- 2403.01442 Optimistic and pessimistic approaches for cooperative games
by Ata Atay & Christian Trudeau
- 2403.01421 Predicting the Unpredictable under Subjective Expected Utility
by Burkhard C. Schipper
- 2403.01386 Minimax-Regret Sample Selection in Randomized Experiments
by Yuchen Hu & Henry Zhu & Emma Brunskill & Stefan Wager
- 2403.01361 Bandit Profit-maximization for Targeted Marketing
by Joon Suk Huh & Ellen Vitercik & Kirthevasan Kandasamy
- 2403.01360 "Digitwashing": The Gap between Words and Deeds in Digital Transformation and Stock Price Crash Risk
by Shutter Zor
- 2403.01318 High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media
by Yuya Sasaki & Jing Tao & Yulong Wang
- 2403.01088 Justifying the Volatility of S&P 500 Daily Returns
by Hayden Brown
- 2403.01012 Hilbert Space-Valued LQ Mean Field Games: An Infinite-Dimensional Analysis
by Hanchao Liu & Dena Firoozi
- 2403.00819 Jump detection in high-frequency order prices
by Markus Bibinger & Nikolaus Hautsch & Alexander Ristig
- 2403.00796 Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting
by Narayan Tondapu
- 2403.00785 Applying News and Media Sentiment Analysis for Generating Forex Trading Signals
by Oluwafemi F Olaiyapo
- 2403.00782 Ploutos: Towards interpretable stock movement prediction with financial large language model
by Hanshuang Tong & Jun Li & Ning Wu & Ming Gong & Dongmei Zhang & Qi Zhang
- 2403.00777 Combating Financial Crimes with Unsupervised Learning Techniques: Clustering and Dimensionality Reduction for Anti-Money Laundering
by Ahmed N. Bakry & Almohammady S. Alsharkawy & Mohamed S. Farag & Kamal R. Raslan
- 2403.00775 Detecting Anomalous Events in Object-centric Business Processes via Graph Neural Networks
by Alessandro Niro & Michael Werner
- 2403.00774 Regional inflation analysis using social network data
by Vasilii Chsherbakov & Ilia Karpov
- 2403.00772 Do Weibo platform experts perform better at predicting stock market?
by Ziyuan Ma & Conor Ryan & Jim Buckley & Muslim Chochlov
- 2403.00770 Blockchain Metrics and Indicators in Cryptocurrency Trading
by Juan C. King & Roberto Dale & Jos'e M. Amig'o
- 2403.00746 A time-stepping deep gradient flow method for option pricing in (rough) diffusion models
by Antonis Papapantoleon & Jasper Rou
- 2403.00707 Dimensionality reduction techniques to support insider trading detection
by Adele Ravagnani & Fabrizio Lillo & Paola Deriu & Piero Mazzarisi & Francesca Medda & Antonio Russo
- 2403.00653 Modelling Global Fossil CO2 Emissions with a Lognormal Distribution: A Climate Policy Tool
by Faustino Prieto & Catalina B. Garc'ia-Garc'ia & Rom'an Salmer'on G'omez
- 2403.00523 Assessing the Efficacy of Heuristic-Based Address Clustering for Bitcoin
by Hugo Schnoering & Pierre Porthaux & Michalis Vazirgiannis
- 2403.00474 Volatility-based strategy on Chinese equity index ETF options
by Peng Yifeng
- 2403.00471 Idiosyncratic Risk, Government Debt and Inflation
by Matthias Hansel
- 2403.00458 Prices and preferences in the electric vehicle market
by Chung Yi See & Vasco Rato Santos & Lucas Woodley & Megan Yeo & Daniel Palmer & Shuheng Zhang & and Ashley Nunes
- 2403.00422 Inference for Interval-Identified Parameters Selected from an Estimated Set
by Sukjin Han & Adam McCloskey
- 2403.00347 Set-Valued Control Functions
by Sukjin Han & Hiroaki Kaido
- 2403.00273 ARED: Argentina Real Estate Dataset
by Iv'an Belenky
- 2403.00139 Optimal positioning in derivative securities in incomplete markets
by Tim Leung & Matthew Lorig & Yoshihiro Shirai
- 2403.00009 Randomized Control in Performance Analysis and Empirical Asset Pricing
by Cyril Bachelard & Apostolos Chalkis & Vissarion Fisikopoulos & Elias Tsigaridas
- 2403.00006 Local sensitivity analysis of heating degree day and cooling degree day temperature derivatives prices
by Sara Ana Solanilla Blanco
- 2402.19425 Testing Information Ordering for Strategic Agents
by Sukjin Han & Hiroaki Kaido & Lorenzo Magnolfi
- 2402.19421 Crafting Knowledge: Exploring the Creative Mechanisms of Chat-Based Search Engines
by Lijia Ma & Xingchen Xu & Yong Tan
- 2402.19399 An Empirical Analysis of Scam Tokens on Ethereum Blockchain
by Vahidin Jeleskovic
- 2402.19380 Impacts of electric carsharing on a power sector with variable renewables
by Adeline Gu'eret & Wolf-Peter Schill & Carlos Gaete-Morales
- 2402.19268 Extremal quantiles of intermediate orders under two-way clustering
by Harold D. Chiang & Ryutah Kato & Yuya Sasaki
- 2402.19203 On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients
by Aur'elien Alfonsi & Guillaume Szulda
- 2402.18959 MambaStock: Selective state space model for stock prediction
by Zhuangwei Shi
- 2402.18908 Facility Location Games with Scaling Effects
by Yu He & Alexander Lam & Minming Li
- 2402.18872 Semistatic robust utility indifference valuation and robust integral functionals
by Keita Owari
- 2402.18764 An Analytical Approach to (Meta)Relational Models Theory, and its Application to Triple Bottom Line (Profit, People, Planet) -- Towards Social Relations Portfolio Management
by Arsham Farzinnia & Corine Boon
- 2402.18713 Identifying Assumptions and Research Dynamics
by Andrew Ellis & Ran Spiegler
- 2402.18485 A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
by Wentao Zhang & Lingxuan Zhao & Haochong Xia & Shuo Sun & Jiaze Sun & Molei Qin & Xinyi Li & Yuqing Zhao & Yilei Zhao & Xinyu Cai & Longtao Zheng & Xinrun Wang & Bo An
- 2402.18459 In-Person, Hybrid or Remote? Employers' Perspectives on the Future of Work Post-Pandemic
by Divyakant Tahlyan & Hani Mahmassani & Amanda Stathopoulos & Maher Said & Susan Shaheen & Joan Walker & Breton Johnson
- 2402.18452 Social Learning with Intrinsic Preferences
by Fabian Dvorak & Urs Fischbacher
- 2402.18435 Stochastic User Equilibrium Model with a Bounded Perceived Travel Time
by Songyot Kitthamkesorn & Anthony Chen
- 2402.18392 Unveiling the Potential of Robustness in Selecting Conditional Average Treatment Effect Estimators
by Yiyan Huang & Cheuk Hang Leung & Siyi Wang & Yijun Li & Qi Wu
- 2402.18324 New characterizations of completely useful topologies in mathematical utility theory
by Gianni Bosi & Roberto Daris & Gabriele Sbaiz
- 2402.18135 Manager Characteristics and SMEs' Restructuring Decisions: In-Court vs. Out-of-Court Restructuring
by Rachid Achbah
- 2402.18119 Modeling and Analysis of Crypto-Backed Over-Collateralized Stable Derivatives in DeFi
by Zhenbang Feng & Hardhik Mohanty & Bhaskar Krishnamachari
- 2402.18047 Prosocial and Financial Incentives for Biodiversity Conservation: A Field Experiment Using a Smartphone App
by Shusaku Sasaki & Takahiro Kubo & Shodai Kitano
- 2402.18014 Set-valued Star-Shaped Risk Measures
by Bingchu Nie & Dejian Tian & Long Jiang
- 2402.17941 Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
by Vikranth Lokeshwar Dhandapani & Shashi Jain
- 2402.17932 A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis
by Deepeka Garg & Benjamin Patrick Evans & Leo Ardon & Annapoorani Lakshmi Narayanan & Jared Vann & Udari Madhushani & Makada Henry-Nickie & Sumitra Ganesh
- 2402.17919 Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence
by Young Shin Kim & Hyun-Gyoon Kim
- 2402.17801 Generative AI and Copyright: A Dynamic Perspective
by S. Alex Yang & Angela Huyue Zhang
- 2402.17684 Stochastic Expansion for the Pricing of Asian and Basket Options
by Fabien Le Floc'h
- 2402.17642 The critical disordered pinning measure
by Ran Wei & Jinjiong Yu
- 2402.17620 Fuzzy Classification Aggregation
by Federico Fioravanti
- 2402.17526 The Unelected Hand? Bureaucratic Influence and Electoral Accountability
by Simon Lodato & Christos Mavridis & Federico Vaccari
- 2402.17523 Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints
by Mehmet Caner & Qingliang Fan & Yingying Li
- 2402.17374 Quasi-Bayesian Estimation and Inference with Control Functions
by Ruixuan Liu & Zhengfei Yu
- 2402.17359 Limit Order Book Simulations: A Review
by Konark Jain & Nick Firoozye & Jonathan Kochems & Philip Treleaven
- 2402.17201 A Decentralized Market Mechanism for Energy Communities under Operating Envelopes
by Ahmed S. Alahmed & Guido Cavraro & Andrey Bernstein & Lang Tong
- 2402.17194 The Random Forest Model for Analyzing and Forecasting the US Stock Market in the Context of Smart Finance
by Jiajian Zheng & Duan Xin & Qishuo Cheng & Miao Tian & Le Yang
- 2402.17164 Withdrawal Success Optimization in a Pooled Annuity Fund
by Hayden Brown
- 2402.17148 Time series generation for option pricing on quantum computers using tensor network
by Nozomu Kobayashi & Yoshiyuki Suimon & Koichi Miyamoto
- 2402.17142 Distributions of Posterior Quantiles via Matching
by Anton Kolotilin & Alexander Wolitzky
- 2402.17103 Treatment effects without multicollinearity? Temporal order and the Gram-Schmidt process in causal inference
by Robin M. Cross & Steven T. Buccola
- 2402.17042 Towards Generalizing Inferences from Trials to Target Populations
by Melody Y Huang & Harsh Parikh
- 2402.16771 Wisdom and Foolishness of Noisy Matching Markets
by Kenny Peng & Nikhil Garg
- 2402.16724 Alternative models for FX: pricing double barrier options in regime-switching L\'evy models with memory
by Svetlana Boyarchenko & Sergei Levendorskiu{i}
- 2402.16693 Fast Algorithms for Quantile Regression with Selection
by Santiago Pereda-Fern'andez
- 2402.16609 Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization
by Ruoyu Sun & Angelos Stefanidis & Zhengyong Jiang & Jionglong Su
- 2402.16580 Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso
by Thilo Reinschlussel & Martin C. Arnold
- 2402.16538 Learning to Maximize Ordinal and Expected Utility, and the Indifference Hypothesis
by Thomas Dohmen & Georgios Gerasimou
- 2402.16509 On short-time behavior of implied volatility in a market model with indexes
by Huy N. Chau & Duy Nguyen & Thai Nguyen
- 2402.16428 Closed form solution to zero coupon bond using a linear stochastic delay differential equation
by Alet Roux & 'Alvaro Guinea Juli'a
- 2402.16401 A Stationary Equilibrium Model of Green Technology Adoption with Endogenous Carbon Price
by Felix Dammann & Giorgio Ferrari
- 2402.16375 Valuing insurance against small probability risks: A meta-analysis
by Selim Mankai & S'ebastien Marchand & Ngoc Ha Le
- 2402.16345 On convergence of forecasts in prediction markets
by Nina Badulina & Dmitry Shatilovich & Mikhail Zhitlukhin
- 2402.16322 Estimating Stochastic Block Models in the Presence of Covariates
by Yuichi Kitamura & Louise Laage
- 2402.16309 Aggregating Incomplete Rankings
by Yasunori Okumura
- 2402.16118 Finding Near-Optimal Portfolios With Quality-Diversity
by Bruno Gav{s}perov & Marko {DJ}urasevi'c & Domagoj Jakobovic
- 2402.15994 Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
by Qishuo Cheng & Le Yang & Jiajian Zheng & Miao Tian & Duan Xin
- 2402.15965 Evolving E-commerce Logistics Planning- Integrating Embedded Technology and Ant Colony Algorithm for Enhanced Efficiency
by Lynn Huang
- 2402.15936 Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk
by Vikranth Lokeshwar Dhandapani & Shashi Jain
- 2402.15904 Optimal Budget Aggregation with Star-Shaped Preferences
by Felix Brandt & Matthias Greger & Erel Segal-Halevi & Warut Suksompong
- 2402.15892 Statistical Games
by Jozsef Konczer
- 2402.15890 Luce contracts
by Sumit Goel & Wade Hann-Caruthers
- 2402.15849 MEV Sharing with Dynamic Extraction Rates
by Pedro Braga & Georgios Chionas & Piotr Krysta & Stefanos Leonardos & Georgios Piliouras & Carmine Ventre
- 2402.15828 Pricing of geometric Asian options in the Volterra-Heston model
by Florian Aichinger & Sascha Desmettre
- 2402.15620 Comparison of sectoral structures between China and Japan: A network perspective
by Tao Wang & Shiying Xiao & Jun Yan
- 2402.15588 Sizing the bets in a focused portfolio
by Vuko Vukcevic & Robert Keser
- 2402.15585 Inference for Regression with Variables Generated by AI or Machine Learning
by Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher
- 2402.15498 Using CPI in Loss Given Default Forecasting Models for Commercial Real Estate Portfolio
by Ying Wu & Garvit Arora & Xuan Mei
- 2402.15418 Reputational Algorithm Aversion
by Gregory Weitzner
- 2402.15387 Higher order measures of risk and stochastic dominance
by Alois Pichler
- 2402.15072 Impacts of Extreme Heat on Labor Force Dynamics
by Andrew Ireland & David Johnston & Rachel Knott
- 2402.15037 Multi Agent Influence Diagrams for DeFi Governance
by Abhimanyu Nag & Samrat Gupta & Sudipan Sinha & Arka Datta
- 2402.14983 Privacy-Enhancing Collaborative Information Sharing through Federated Learning -- A Case of the Insurance Industry
by Panyi Dong & Zhiyu Quan & Brandon Edwards & Shih-han Wang & Runhuan Feng & Tianyang Wang & Patrick Foley & Prashant Shah
- 2402.14952 Implementations of Cooperative Games Under Non-Cooperative Solution Concepts
by Justin Chan
- 2402.14940 Assessment of Technical Efficiency in the Moroccan Public Hospital Network: Using the DEA Method
by Youssef Er-Rays & Meriem M'dioud
- 2402.14939 Evaluating the Financial Factors Influencing Maternal, Newborn, and Child Health in Africa
by Youssef Er-Rays & Meriem M'dioud
- 2402.14764 A Combinatorial Central Limit Theorem for Stratified Randomization
by Purevdorj Tuvaandorj
- 2402.14763 Functional Spatial Autoregressive Models
by Tadao Hoshino
- 2402.14708 CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks
by Yifan Duan & Guibin Zhang & Shilong Wang & Xiaojiang Peng & Wang Ziqi & Junyuan Mao & Hao Wu & Xinke Jiang & Kun Wang
- 2402.14674 Doing AI: Algorithmic decision support as a human activity
by Joachim Meyer
- 2402.14555 The Riccati Tontine: How to Satisfy Regulators on Average
by Moshe A. Milevsky & Thomas S. Salisbury
- 2402.14538 Interference Produces False-Positive Pricing Experiments
by Lars Roemheld & Justin Rao
- 2402.14506 Enhancing Rolling Horizon Production Planning Through Stochastic Optimization Evaluated by Means of Simulation
by Manuel Schlenkrich & Wolfgang Seiringer & Klaus Altendorfer & Sophie N. Parragh
- 2402.14486 Are Bounded Contracts Learnable and Approximately Optimal?
by Yurong Chen & Zhaohua Chen & Xiaotie Deng & Zhiyi Huang
- 2402.14476 Quantifying neural network uncertainty under volatility clustering
by Steven Y. K. Wong & Jennifer S. K. Chan & Lamiae Azizi
- 2402.14389 Securing Transactions: A Hybrid Dependable Ensemble Machine Learning Model using IHT-LR and Grid Search
by Md. Alamin Talukder & Rakib Hossen & Md Ashraf Uddin & Mohammed Nasir Uddin & Uzzal Kumar Acharjee
- 2402.14322 Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data
by Suparna Biswas & Rituparna Sen
- 2402.14269 Optimal Mechanism in a Dynamic Stochastic Knapsack Environment
by Jihyeok Jung & Chan-Oi Song & Deok-Joo Lee & Kiho Yoon
- 2402.14264 Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation
by Jikai Jin & Vasilis Syrgkanis
- 2402.14206 The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method
by Vahidin Jeleskovic & Yinan Wan
- 2402.14189 Optimal transmission expansion modestly reduces decarbonization costs of U.S. electricity
by Rangrang Zheng & Greg Schivley & Patricia Hidalgo-Gonzalez & Matthias Fripp & Michael J. Roberts
- 2402.14161 Short-maturity asymptotics for option prices with interest rates effects
by Dan Pirjol & Lingjiong Zhu
- 2402.14100 A Note on Optimal Liquidation with Linear Price Impact
by Yan Dolinsky & Doron Greenstein
- 2402.14090 Social Environment Design
by Edwin Zhang & Sadie Zhao & Tonghan Wang & Safwan Hossain & Henry Gasztowtt & Stephan Zheng & David C. Parkes & Milind Tambe & Yiling Chen
- 2402.14005 Relying on the Metrics of Evaluated Agents
by Serena Wang & Michael I. Jordan & Katrina Ligett & R. Preston McAfee
- 2402.14003 Multidimensional Signaling with a Resource Constraint
by Seungjin Han & Alex Sam
- 2402.13807 Offshoring Emissions through Used Vehicle Exports
by S. J. Newman & K. Schulte & M. M. Morellini & C. Rahal & D. Leasure
- 2402.13789 The seasonality of air ticket prices before and after the pandemic
by Alessandro V. M. Oliveira
- 2402.13627 Algorithms for Claims Trading
by Martin Hoefer & Carmine Ventre & Lisa Wilhelmi
- 2402.13604 Breaking the HISCO Barrier: Automatic Occupational Standardization with OccCANINE
by Christian M{o}ller Dahl & Torben Johansen & Christian Vedel
- 2402.13580 Mechanism Design with Sequential-Move Games: Revelation Principle
by Siyang Xiong
- 2402.13439 Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada
by Zakary Rodrigue Diakit'e
- 2402.13378 Stable matching as transport
by Federico Echenique & Joseph Root & Fedor Sandomirskiy
- 2402.13375 Vulnerability Webs: Systemic Risk in Software Networks
by Cornelius Fritz & Co-Pierre Georg & Angelo Mele & Michael Schweinberger
- 2402.13355 A new characterization of second-order stochastic dominance
by Yuanying Guan & Muqiao Huang & Ruodu Wang
- 2402.13338 Incentivized Exploration via Filtered Posterior Sampling
by Anand Kalvit & Aleksandrs Slivkins & Yonatan Gur
- 2402.13326 Deep Hedging with Market Impact
by Andrei Neagu & Fr'ed'eric Godin & Clarence Simard & Leila Kosseim
- 2402.13279 Privatiza\c{c}\~ao de aeroportos: motiva\c{c}\~oes, regula\c{c}\~ao e efici\^encia operacional
by Igor R. S. Brito & Alessandro V. M. Oliveira
- 2402.13278 Determinantes do planejamento estrat\'egico da rede de uma companhia a\'erea
by Bruno F. Oliveira & Alessandro V. M. Oliveira
- 2402.13177 The Ebb and Flow of Brand Loyalty: A 28-Year Bibliometric and Content Analysis
by Azin Yazdi & Sunder Ramachandran & Hoda Mohsenifard & Khaled Nawaser & Faraz Sasani & Behrooz Gharleghi
- 2402.13023 Bridging Methodologies: Angrist and Imbens' Contributions to Causal Identification
by Lucas Girard & Yannick Guyonvarch
- 2402.13009 Sequential unanimity voting rules for binary social choice
by Stergios Athanasoglou & Somouaoga Bonkoungou
- 2402.12859 ATLAS: A Model of Short-term European Electricity Market Processes under Uncertainty -- Balancing Modules
by Florent Cogen & Emily Little & Virginie Dussartre & Quentin Bustarret
Printed from https://ideas.repec.org/s/arx/papers22.html
