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Content
2024
- 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
- 2401.15728 Analytic Pricing of SOFR Futures Contracts with Smile and Skew
by Aurelio Romero-Berm'udez & Colin Turfus
- 2401.15659 A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation
by Zongxia Liang & Keyu Zhang
- 2401.15570 Estimation of domain truncation error for a system of PDEs arising in option pricing
by Anindya Goswami & Kuldip Singh Patel
- 2401.15552 The McCormick martingale optimal transport
by Erhan Bayraktar & Bingyan Han & Dominykas Norgilas
- 2401.15493 The WTP-WTA Gap for Public Goods: New Insights from Compensating and Equivalent Variation Closed-Form Solutions
by Daniel H. Karney & Khyati Malik
- 2401.15483 Fast and General Simulation of L\'evy-driven OU processes for Energy Derivatives
by Roberto Baviera & Pietro Manzoni
- 2401.15253 Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas
by Seyed Morteza Emadi
- 2401.15205 csranks: An R Package for Estimation and Inference Involving Ranks
by Denis Chetverikov & Magne Mogstad & Pawel Morgen & Joseph Romano & Azeem Shaikh & Daniel Wilhelm
- 2401.15139 FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
by Jasin Machkour & Daniel P. Palomar & Michael Muma
- 2401.15108 Tacit algorithmic collusion in deep reinforcement learning guided price competition: A study using EV charge pricing game
by Diwas Paudel & Tapas K. Das
- 2401.15069 Sustainable Market Incentives -- Lessons from European Feebates for a ZEV Future
by Aditya Ramji & Daniel Sperling & Lewis Fulton
- 2401.14952 Could AI change the scientific publishing market once and for all?
by Wadim Strielkowski
- 2401.14945 Free public transport to the destination: A causal analysis of tourists' travel mode choice
by Kevin Blattler & Hannes Wallimann & Widar von Arx
- 2401.14791 ISP pricing and Platform pricing interaction under net neutrality
by Luis Guijarro & Vicent Pla & Jose Ramon Vidal
- 2401.14761 ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market
by Eeshaan Dutta & Sarthak Diwan & Siddhartha P. Chakrabarty
- 2401.14757 How to Use Data Science in Economics -- a Classroom Game Based on Cartel Detection
by Hannes Wallimann & Silvio Sticher
- 2401.14672 Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors
by Wenyuan Wang & Kaixin Yan & Xiang Yu
- 2401.14593 Robust Estimation of the Tail Index of a Single Parameter Pareto Distribution from Grouped Data
by Chudamani Poudyal
- 2401.14582 High-dimensional forecasting with known knowns and known unknowns
by M. Hashem Pesaran & Ron P. Smith
- 2401.14553 Analysis of an aggregate loss model in a Markov renewal regime
by Pepa Ram'irez-Cobo & Emilio Carrizosa & Rosa Elvira Lillo
- 2401.14545 Structural Periodic Vector Autoregressions
by Daniel Dzikowski & Carsten Jentsch
- 2401.14443 Cash non-additive risk measures: horizon risk and generalized entropy
by Giulia Di Nunno & Emanuela Rosazza Gianin
- 2401.14435 Islamic Law, Western European Law and the Roots of Middle East's Long Divergence: a Comparative Empirical Investigation (800-1600)
by Hans-Bernd Schaefer & Rok Spruk
- 2401.14395 Identification of Nonseparable Models with Endogenous Control Variables
by Kaicheng Chen & Kyoo il Kim
- 2401.14390 Higher order approximation of option prices in Barndorff-Nielsen and Shephard models
by 'Alvaro Guinea Juli'a & Alet Roux
- 2401.14199 MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning
by Junwei Su & Shan Wu & Jinhui Li
- 2401.14087 Costly Persuasion by a Partially Informed Sender
by Shaofei Jiang
- 2401.13977 Evaluating the Determinants of Mode Choice Using Statistical and Machine Learning Techniques in the Indian Megacity of Bengaluru
by Tanmay Ghosh & Nithin Nagaraj
- 2401.13890 Self and mutually exciting point process embedding flexible residuals and intensity with discretely Markovian dynamics
by Kyungsub Lee
- 2401.13812 A Characterization of Optimal Queueing Regimes
by Marco Scarsini & Eran Shmaya
- 2401.13694 The Arrival of Fast Internet and Employment in Africa: Comment
by David Roodman
- 2401.13665 Entrywise Inference for Missing Panel Data: A Simple and Instance-Optimal Approach
by Yuling Yan & Martin J. Wainwright
- 2401.13399 Real-time Risk Metrics for Programmatic Stablecoin Crypto Asset-Liability Management (CALM)
by Marcel Bluhm & Adrian Cachinero Vasiljevi'c & S'ebastien Derivaux & S{o}ren Terp H{o}rluck Jessen
- 2401.13370 New accessibility measures based on unconventional big data sources
by G. Arbia & V. Nardelli & N. Salvini & I. Valentini
- 2401.13314 An Explicit Scheme for Pathwise XVA Computations
by Lokman Abbas-Turki & St'ephane Cr'epey & Botao Li & Bouazza Saadeddine
- 2401.13179 Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting
by Makoto Takahashi & Yuta Yamauchi & Toshiaki Watanabe & Yasuhiro Omori
- 2401.13159 Environmental impacts, nutritional profiles, and retail prices of commonly sold retail food items in 181 countries: an observational study
by Elena M. Martinez & Nicole Tichenor Blackstone & Parke E. Wilde & Anna W. Herforth & William A. Masters
- 2401.13132 Three Variations on Money Pump, Common Prior, and Trade
by Ziv Hellman & Miklos Pinter
- 2401.13126 Optimizing Transition Strategies for Small to Medium Sized Portfolios
by Nakul Upadhya & Alexandre Granzer-Guay
- 2401.13057 Inference under partial identification with minimax test statistics
by Isaac Loh
- 2401.12856 Reference-dependent asset pricing with a stochastic consumption-dividend ratio
by Luca De Gennaro Aquino & Xuedong He & Moris Simon Strub & Yuting Yang
- 2401.12773 Generative AI Triggers Welfare-Reducing Decisions in Humans
by Fabian Dvorak & Regina Stumpf & Sebastian Fehrler & Urs Fischbacher
- 2401.12748 Multicausal transport: barycenters and dynamic matching
by Beatrice Acciaio & Daniel Krv{s}ek & Gudmund Pammer
- 2401.12669 New approximate stochastic dominance approaches for Enhanced Indexation models
by Francesco Cesarone & Justo Puerto
- 2401.12652 From Numbers to Words: Multi-Modal Bankruptcy Prediction Using the ECL Dataset
by Henri Arno & Klaas Mulier & Joke Baeck & Thomas Demeester
- 2401.12547 Arrow's single peaked domains, richness, and domains for plurality and the Borda count
by Klas Markstrom & S{o}ren Riis & Bei Zhou
- 2401.12475 Beveridgean Phillips Curve
by Pascal Michaillat & Emmanuel Saez
- 2401.12366 Consumer-Optimal Segmentation in Multi-Product Markets
by Dirk Bergemann & Tibor Heumann & Michael C. Wang
- 2401.12334 Business Model Contributions to Bank Profit Performance: A Machine Learning Approach
by F. Bolivar & Miguel A. Duran & A. Lozano-Vivas
- 2401.12323 Bank Business Models, Size, and Profitability
by F. Bolivar & M. A. Duran & A. Lozano-Vivas
- 2401.12315 The Risk-Return Relation in the Corporate Loan Market
by Miguel A. Duran
- 2401.12309 Interpreting Event-Studies from Recent Difference-in-Differences Methods
by Jonathan Roth
- 2401.12301 Pricing and Usage: An Empirical Analysis of Lines of Credit
by Miguel A. Duran
- 2401.12274 Are Charter Value and Supervision Aligned? A Segmentation Analysis
by Juan Aparicio & Miguel A. Duran & Ana Lozano-Vivas & Jesus T. Pastor
- 2401.12120 Centralization in Block Building and Proposer-Builder Separation
by Maryam Bahrani & Pranav Garimidi & Tim Roughgarden
- 2401.12118 Measures of the Capital Network of the U.S. Economy
by Ben Klemens
- 2401.12100 Metrics matter, a Formal comment on Ward et al Plos-One 2016 paper : Is decoupling GDP growth from environmental impact possible?
by Herv'e Bercegol & Paul E. Brockway
- 2401.12084 Temporal Aggregation for the Synthetic Control Method
by Liyang Sun & Eli Ben-Michael & Avi Feller
- 2401.12064 The Market Consequences of Perceived Strategic Generosity: An Empirical Examination of NFT Charity Fundraisers
by Chen Liang & Murat Tunc & Gordon Burtch
- 2401.12050 A Bracketing Relationship for Long-Term Policy Evaluation with Combined Experimental and Observational Data
by Yechan Park & Yuya Sasaki
- 2401.11958 General duality and dual attainment for adapted transport
by Daniel Krv{s}ek & Gudmund Pammer
- 2401.11912 Local Diversity of Condorcet Domains
by Alexander Karpov & Klas Markstrom & S{o}ren Riis & Bei Zhou
- 2401.11899 Unambiguous Efficiency of Random Allocations
by Eun Jeong Heo & Vikram Manjunath & Samson Alva
- 2401.11701 Forecasting and Backtesting Gradient Allocations of Expected Shortfall
by Takaaki Koike & Cathy W. S. Chen & Edward M. H. Lin
- 2401.11621 A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting
by Riaz Ud Din & Salman Ahmed & Saddam Hussain Khan
- 2401.11619 The geometry of multi-curve interest rate models
by Claudio Fontana & Giacomo Lanaro & Agatha Murgoci
- 2401.11585 Analyzing the Impact of Financial Inclusion on Economic Growth in Bangladesh
by Ganapati Kumar Biswas
- 2401.11568 A Note on the Stability of Monotone Markov Chains
by Bar Light
- 2401.11495 Functional Limit Theorems for Hawkes Processes
by Ulrich Horst & Wei Xu
- 2401.11422 Local Identification in Instrumental Variable Multivariate Quantile Regression Models
by Haruki Kono
- 2401.11345 Fake Google restaurant reviews and the implications for consumers and restaurants
by Shawn Berry
- 2401.11343 An income-based approach to modeling commuting distance in the Toronto area
by Shawn Berry
- 2401.11269 Coevolution of Resource and Strategies in Common-Pool Resource Dilemmas: A Coupled Human-Environmental System Model
by Chengyi Tu & Renfei Chen & Ying Fan & Yongliang Yang
- 2401.11229 Estimation with Pairwise Observations
by Felix Chan & Laszlo Matyas
- 2401.11158 Data-driven Option Pricing
by Min Dai & Hanqing Jin & Xi Yang
- 2401.11100 Long-term Effects of India's Childhood Immunization Program on Earnings and Consumption Expenditure: Comment
by David Roodman
- 2401.11046 Information Based Inference in Models with Set-Valued Predictions and Misspecification
by Hiroaki Kaido & Francesca Molinari
- 2401.11016 Bounding Consideration Probabilities in Consider-Then-Choose Ranking Models
by Ben Aoki-Sherwood & Catherine Bregou & David Liben-Nowell & Kiran Tomlinson & Thomas Zeng
- 2401.11011 BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
by Valentina Aparicio & Daniel Gordon & Sebastian G. Huayamares & Yuhuai Luo
- 2401.10937 Subjective Causality
by Joseph Y. Halpern & Evan Piermont
- 2401.10931 Forecasting Cryptocurrency Staking Rewards
by Sauren Gupta & Apoorva Hathi Katharaki & Yifan Xu & Bhaskar Krishnamachari & Rajarshi Gupta
- 2401.10872 An Experimental Study of Decentralized Matching
by Federico Echenique & Alejandro Robinson-Cort'es & Leeat Yariv
- 2401.10722 Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market
by Hamza Bodor & Laurent Carlier
- 2401.10473 Dynamic Programming: Finite States
by Thomas J. Sargent & John Stachurski
- 2401.10370 Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by Lars Ericson & Xuejun Zhu & Xusi Han & Rao Fu & Shuang Li & Steve Guo & Ping Hu
- 2401.10181 Equilibrium Multiplicity: A Systematic Approach using Homotopies, with an Application to Chicago
by Amine C-L. Ouazad
- 2401.10162 An Exploration to the Correlation Structure and Clustering of Macroeconomic Variables
by Garvit Arora & Shubhangi Tiwari & Ying Wu & Xuan Mei
- 2401.10054 Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
by Luca Barbaglia & Lorenzo Frattarolo & Niko Hauzenberger & Dominik Hirschbuehl & Florian Huber & Luca Onorante & Michael Pfarrhofer & Luca Tiozzo Pezzoli
- 2401.09955 Consistent asset modelling with random coefficients and switches between regimes
by Felix L. Wolf & Griselda Deelstra & Lech A. Grzelak
- 2401.09874 A Quantile Nelson-Siegel model
by Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu
- 2401.09871 Wealth dynamics in a multi-aggregate closed monetary system
by Andrea Monaco & Matteo Ghio & Adamaria Perrotta
- 2401.09845 Game Representations and Extensions of the Shapley Value
by Pradeep Dubey
- 2401.09811 A Framework for Digital Currencies for Financial Inclusion in Latin America and the Caribbean
by Gabriel Bizama & Alexander Wu & Bernardo Paniagua & Max Mitre
- 2401.09778 Cross-Domain Behavioral Credit Modeling: transferability from private to central data
by O. Didkovskyi & N. Jean & G. Le Pera & C. Nordio
- 2401.09718 AI and the Opportunity for Shared Prosperity: Lessons from the History of Technology and the Economy
by Guy Ben-Ishai & Jeff Dean & James Manyika & Ruth Porat & Hal Varian & Kent Walker
- 2401.09361 Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets
by Timoth'ee Fabre & Ioane Muni Toke
- 2401.09265 Equity Premium in Efficient Markets
by B. N. Kausik
- 2401.09233 A closer look at the chemical potential of an ideal agent system
by Christoph J. Borner & Ingo Hoffmann & John H. Stiebel
- 2401.09174 Airline delays, congestion internalization and non-price spillover effects of low cost carrier entry
by William E. Bendinelli & Humberto F. A. J. Bettini & Alessandro V. M. Oliveira
- 2401.09113 Mean-Field SDEs driven by $G$-Brownian Motion
by Karl-Wilhelm Georg Bollweg & Thilo Meyer-Brandis
- 2401.09056 AI Thrust: Ranking Emerging Powers for Tech Startup Investment in Latin America
by Abraham Ramos Torres & Laura N Montoya
- 2401.09054 On conditioning and consistency for nonlinear functionals
by Edoardo Berton & Alessandro Doldi & Marco Maggis
- 2401.08929 Strategic formation of production networks
by Antoine Mandel & Van-Quy Nguyen & Bach Dong-Xuan
- 2401.08892 Spurious Default Probability Projections in Credit Risk Stress Testing Models
by Bernd Engelmann
- 2401.08548 Fitting random cash management models to data
by Francisco Salas-Molina
- 2401.08442 Assessing the impact of forced and voluntary behavioral changes on economic-epidemiological co-dynamics: A comparative case study between Belgium and Sweden during the 2020 COVID-19 pandemic
by Tijs W. Alleman & Jan M. Baetens
- 2401.08323 Dynamic portfolio selection under generalized disappointment aversion
by Zongxia Liang & Sheng Wang & Jianming Xia & Fengyi Yuan
- 2401.08302 Do backrun auctions protect traders?
by Andrew W. Macpherson
- 2401.08290 Causal Machine Learning for Moderation Effects
by Nora Bearth & Michael Lechner
- 2401.08251 A techno-economic model for avoiding conflicts of interest between owners of offshore wind farms and maintenance suppliers
by Alberto Pliego Marug'an & Fausto Pedro Garc'ia M'arquez & Jes'us Mar'ia Pinar P'erez
- 2401.08094 Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional
by Jingyi Cao & Dongchen Li & Virginia R. Young & Bin Zou
- 2401.08093 A Two-Step Longstaff Schwartz Monte Carlo Approach to Game Option Pricing
by Ce Wang
- 2401.08077 Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis
by Shubham Singh & Mayur Bhat
- 2401.08064 A new model of trust based on neural information processing
by Scott E. Allen & Ren'e F. Kizilcec & A. David Redish
- 2401.08013 A Day-to-Day Dynamical Approach to the Most Likely User Equilibrium Problem
by Jiayang Li & Qianni Wang & Liyang Feng & Jun Xie & Yu Marco Nie
- 2401.07818 A General Approach for Computing a Consensus in Group Decision Making That Integrates Multiple Ethical Principles
by Francisco Salas-Molina & Filippo Bistaffa & Juan A. Rodriguez-Aguilar
- 2401.07728 Provisions and Economic Capital for Credit Losses
by Dorinel Bastide & St'ephane Cr'epey
- 2401.07689 Impermanent Loss Conditions: An Analysis of Decentralized Exchange Platforms
by Matthias Hafner & Helmut Dietl
- 2401.07682 Cash and Card Acceptance in Retail Payments: Motivations and Factors
by Samuel Vandak & Geoffrey Goodell
- 2401.07483 Graph database while computationally efficient filters out quickly the ESG integrated equities in investment management
by Partha Sen & Sumana Sen
- 2401.07423 Unemployment Volatility: When Workers Pay Costs upon Accepting Jobs
by Rich Ryan
- 2401.07345 Learning to be Homo Economicus: Can an LLM Learn Preferences from Choice
by Jeongbin Kim & Matthew Kovach & Kyu-Min Lee & Euncheol Shin & Hector Tzavellas
- 2401.07337 Individual and Collective Welfare in Risk Sharing with Many States
by Federico Echenique & Farzad Pourbabaee
- 2401.07183 Optimal Investment with Herd Behaviour Using Rational Decision Decomposition
by Huisheng Wang & H. Vicky Zhao
- 2401.07178 Utilitarian Beliefs in Social Networks: Explaining the Emergence of Hatred
by Houda Nait El Barj & Theophile Sautory
- 2401.07176 A Note on Uncertainty Quantification for Maximum Likelihood Parameters Estimated with Heuristic Based Optimization Algorithms
by Zachary Porreca
- 2401.07152 Inference for Synthetic Controls via Refined Placebo Tests
by Lihua Lei & Timothy Sudijono
- 2401.07075 Heterogeneous treatment effect estimation with high-dimensional data in public policy evaluation -- an application to the conditioning of cash transfers in Morocco using causal machine learning
by Patrick Rehill & Nicholas Biddle
- 2401.07070 A Dynamic Agent Based Model of the Real Economy with Monopolistic Competition, Perfect Product Differentiation, Heterogeneous Agents, Increasing Returns to Scale and Trade in Disequilibrium
by Subhamon Supantha & Naresh Kumar Sharma
- 2401.07038 Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach
by Xuanling Yang & Dong Li & Ting Zhang
- 2401.06876 An empirical model of fleet modernization: on the relationship between market concentration and innovation adoption in the Brazilian airline industry
by Alessandro V. M. Oliveira & Thiago Caliari & Rodolfo R. Narcizo
- 2401.06864 Deep Learning With DAGs
by Sourabh Balgi & Adel Daoud & Jose M. Pe~na & Geoffrey T. Wodtke & Jesse Zhou
- 2401.06835 Austria's KlimaTicket: Assessing the short-term impact of a cheap nationwide travel pass on demand
by Hannes Wallimann
- 2401.06740 A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models
by Emmanuil H. Georgoulis & Antonis Papapantoleon & Costas Smaragdakis
- 2401.06724 Equity auction dynamics: latent liquidity models with activity acceleration
by Mohammed Salek & Damien Challet & Ioane Muni Toke
- 2401.06611 Robust Analysis of Short Panels
by Andrew Chesher & Adam M. Rosen & Yuanqi Zhang
- 2401.06457 Analysis of the Impact of Central bank Digital Currency on the Demand for Transactional Currency
by Ruimin Song & Tiantian Zhao & Chunhui Zhou
- 2401.06264 Exposure effects are not automatically useful for policymaking
by Eric Auerbach & Jonathan Auerbach & Max Tabord-Meehan
- 2401.06257 Temporary exclusion in repeated contests
by Yaron Azrieli
- 2401.06249 SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
by Alessio Brini & Giacomo Toscano
- 2401.06179 CNN-DRL for Scalable Actions in Finance
by Sina Montazeri & Akram Mirzaeinia & Haseebullah Jumakhan & Amir Mirzaeinia
- 2401.06172 CRISIS ALERT:Forecasting Stock Market Crisis Events Using Machine Learning Methods
by Yue Chen & Xingyi Andrew & Salintip Supasanya
- 2401.05832 Interactions between dynamic team composition and coordination: An agent-based modeling approach
by Dar'io Blanco-Fern'andez & Stephan Leitner & Alexandra Rausch
- 2401.05823 Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\"odinger-Like Trading Equation and Multimodal Distribution
by Li Lin
- 2401.05799 Designing Heterogeneous LLM Agents for Financial Sentiment Analysis
by Frank Xing
- 2401.05784 Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures
by Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia
- 2401.05760 Follow The Money: Exploring the Key Factors Influencing Investment in African Startups
by Khalil Liouane
- 2401.05713 Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon
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- 2401.05657 An impossibility theorem concerning positive involvement in voting
by Wesley H. Holliday
Printed from https://ideas.repec.org/s/arx/papers24.html
