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Content
2023
- 2310.06999 Lung Cancer in Argentina: A Modelling Study of Disease and Economic Burden
by Andrea Alcaraz & Federico Rodriguez Cairoli & Carla Colaci & Constanza Silvestrini & Carolina Gabay & Natalia Espinola
- 2310.06844 Exploiting Unfair Advantages: Investigating Opportunistic Trading in the NFT Market
by Priyanka Bose & Dipanjan Das & Fabio Gritti & Nicola Ruaro & Christopher Kruegel & Giovanni Vigna
- 2310.06274 Life cycle insurance, bequest motives and annuity loads
by Aleksandar Arandjelovi'c & Geoffrey Kingston & Pavel V. Shevchenko
- 2310.06242 Treatment Choice, Mean Square Regret and Partial Identification
by Toru Kitagawa & Sokbae Lee & Chen Qiu
- 2310.06151 Differential Quantile-Based Sensitivity in Discontinuous Models
by Silvana M. Pesenti & Pietro Millossovich & Andreas Tsanakas
- 2310.06079 Anomalous diffusion and price impact in the fluid-limit of an order book
by Derick Diana & Tim Gebbie
- 2310.06000 Towards Replication-Robust Data Markets
by Thomas Falconer & Jalal Kazempour & Pierre Pinson
- 2310.05985 Does Artificial Intelligence benefit UK businesses? An empirical study of the impact of AI on productivity
by Sam Hainsworth
- 2310.05971 Theoretical Economics as Successive Approximations of Statistical Moments
by Victor Olkhov
- 2310.05970 The Mediating Effect of Blockchain Technology on the Cryptocurrency Purchase Intention
by .Ibrahim Halil Efend.iou{g}lu & Gokhan Akel & Bekir Deu{g}.irmenc.i & Dilek Aydou{g}du & Kamile Elmasou{g}lu & Hande Begum Bum.in Doyduk & Arzu c{S}eker & Hatice Bahc{c}e
- 2310.05928 Network Ecology of Marriage
by Tamas David-Barrett
- 2310.05761 Robust Minimum Distance Inference in Structural Models
by Joan Alegre & Juan Carlos Escanciano
- 2310.05750 Transportation-cost inequalities for non-linear Gaussian functionals
by Ioannis Gasteratos & Antoine Jacquier
- 2310.05627 Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction
by Yujie Ding & Shuai Jia & Tianyi Ma & Bingcheng Mao & Xiuze Zhou & Liuliu Li & Dongming Han
- 2310.05322 Market Crowds' Trading Behaviors, Agreement Prices, and the Implications of Trading Volume
by Leilei Shi & Bing Han & Yingzi Zhu & Liyan Han & Yiwen Wang & Yan Piao
- 2310.05311 Identification and Estimation in a Class of Potential Outcomes Models
by Manu Navjeevan & Rodrigo Pinto & Andres Santos
- 2310.05275 Did Private Election Administration Funding Advantage Democrats in 2020?
by Apoorva Lal & Daniel M Thompson
- 2310.05252 Equivalence between individual and group strategy-proofness under stability
by Pinaki Mandal
- 2310.05153 A time-varying finance-led model for U.S. business cycles
by Marcio Santetti
- 2310.05117 Minimum wage and manufacturing labor share: Evidence from North Macedonia
by Marjan Petreski & Jaakko Pehkonen
- 2310.05114 Poverty during Covid-19 in North Macedonia: Analysis of the distributional impact of the crisis and government response
by Marjan Petreski
- 2310.05110 The impact of the pandemic of Covid-19 on child poverty in North Macedonia: Simulation-based estimates
by Marjan Petreski
- 2310.04986 A new economic and financial theory of money
by Michael E. Glinsky & Sharon Sievert
- 2310.04917 Is Arrow's Dictator a Drinker?
by Jeffrey Uhlmann
- 2310.04907 An Information Theory Approach to the Stock and Cryptocurrency Market: A Statistical Equilibrium Perspective
by Emanuele Citera & Francesco De Pretis
- 2310.04906 Are Generation Z Less Car-centric Than Millennials? A Nationwide Analysis Through the Lens of Youth Licensing
by Kailai Wang
- 2310.04904 Bargain your share: The role of workers bargaining power for labor share, with reference to transition economies
by Marjan Petreski & Stefan Tanevski
- 2310.04853 On changepoint detection in functional data using empirical energy distance
by B. Cooper Boniece & Lajos Horv'ath & Lorenzo Trapani
- 2310.04793 FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets
by Neng Wang & Hongyang Yang & Christina Dan Wang
- 2310.04786 On the evolution of data breach reporting patterns and frequency in the United States: a cross-state analysis
by Benjamin Avanzi & Xingyun Tan & Greg Taylor & Bernard Wong
- 2310.04593 Unbounded Markov Dynamic Programming with Weighted Supremum Norm Perov Contractions
by Alexis Akira Toda
- 2310.04585 Interventions Against Machine-Assisted Statistical Discrimination
by John Y. Zhu
- 2310.04576 Challenges in Statistically Rejecting the Perfect Competition Hypothesis Using Imperfect Competition Data
by Yuri Matsumura & Suguru Otani
- 2310.04536 Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes
by Piotr Pomorski & Denise Gorse
- 2310.04511 Risk factor aggregation and stress testing
by Natalie Packham
- 2310.04464 Integration of Fractional Order Black-Scholes Merton with Neural Network
by Sarit Maitra & Vivek Mishra & Goutam Kr. Kundu & Kapil Arora
- 2310.04336 Applying Reinforcement Learning to Option Pricing and Hedging
by Zoran Stoiljkovic
- 2310.04312 Bespoke scapegoats: Scientific advisory bodies and blame avoidance in the Covid-19 pandemic and beyond
by Roger Koppl & Kira Pronin & Nick Cowen & Marta Podemska-Mikluch & Pablo Paniagua Prieto
- 2310.04280 Multi-Industry Simplex : A Probabilistic Extension of GICS
by Maksim Papenkov & Chris Meredith & Claire Noel & Jai Padalkar & Temple Hendrickson & Daniel Nitiutomo & Thomas Farrell
- 2310.04242 A New Weighted Food CPI from Scanner Big Data in China
by Zhenkun Zhou & Zikun Song & Tao Ren
- 2310.04176 Approximating the set of Nash equilibria for convex games
by Zachary Feinstein & Niklas Hey & Birgit Rudloff
- 2310.04146 Efficient option pricing in the rough Heston model using weak simulation schemes
by Christian Bayer & Simon Breneis
- 2310.04125 Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach
by Maria Kulikova & Gennady Kulikov
- 2310.04027 Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language Models
by Boyu Zhang & Hongyang Yang & Tianyu Zhou & Ali Babar & Xiao-Yang Liu
- 2310.03694 What would it cost to connect the unconnected? Estimating global universal broadband infrastructure investment
by Edward J. Oughton & David Amaglobeli & Marian Moszoro
- 2310.03692 Competitive and Revenue-Optimal Pricing with Budgets
by Simon Finster & Paul Goldberg & Edwin Lock
- 2310.03689 Initiatives Based on the Psychology of Scarcity Can Increase Covid-19 Vaccinations
by Alessandro Del Ponte & Audrey De Dominicis & Paolo Canofari
- 2310.03650 General Equilibrium Theory for Climate Change
by Robert M. Anderson & Haosui Duanmu
- 2310.03528 Best-Response Dynamics in Tullock Contests with Convex Costs
by Abheek Ghosh
- 2310.03521 Cutting Feedback in Misspecified Copula Models
by Michael Stanley Smith & Weichang Yu & David J. Nott & David Frazier
- 2310.03501 Designing Digital Voting Systems for Citizens: Achieving Fairness and Legitimacy in Participatory Budgeting
by Joshua C. Yang & Carina I. Hausladen & Dominik Peters & Evangelos Pournaras & Regula Hanggli Fricker & Dirk Helbing
- 2310.03435 Variational Inference for GARCH-family Models
by Martin Magris & Alexandros Iosifidis
- 2310.03157 A Formal Transaction Cost-Based Analysis of the Economic Feasibility of Ecosystems
by Christoph F. Strnadl
- 2310.02867 Learning Probability Distributions of Day-Ahead Electricity Prices
by Jozef Barunik & Lubos Hanus
- 2310.02773 Moran's I Lasso for models with spatially correlated data
by Sylvain Barde & Rowan Cherodian & Guy Tchuente
- 2310.02660 Affirmative Action in India: Restricted Strategy Space, Complex Constraints, and Direct Mechanism Design
by Orhan Aygun & Bertan Turhan
- 2310.02608 Resolving a Clearing Member's Default, A Radner Equilibrium Approach
by Dorinel Bastide & St'ephane Cr'epey & Samuel Drapeau & Mekonnen Tadese
- 2310.02436 Bitcoin versus S&P 500 Index: Return and Risk Analysis
by A. H. Nzokem
- 2310.02414 Sharp and Robust Estimation of Partially Identified Discrete Response Models
by Shakeeb Khan & Tatiana Komarova & Denis Nekipelov
- 2310.02322 Signature Methods in Stochastic Portfolio Theory
by Christa Cuchiero & Janka Moller
- 2310.02253 Estimating Digital Product Trade through Corporate Revenue Data
by Viktor Stojkoski & Philipp Koch & Eva Coll & Cesar A. Hidalgo
- 2310.02163 Navigating Uncertainty in ESG Investing
by Jiayue Zhang & Ken Seng Tan & Tony S. Wirjanto & Lysa Porth
- 2310.02084 Robust Long-Term Growth Rate of Expected Utility for Leveraged ETFs
by Tim Leung & Hyungbin Park & Heejun Yeo
- 2310.02081 Student debt and behavioral bias: a trillion dollar problem
by Praful Raj
- 2310.02014 Utility-based acceptability indices
by Marcin Pitera & Mikl'os R'asonyi
- 2310.02008 fmeffects: An R Package for Forward Marginal Effects
by Holger Lowe & Christian A. Scholbeck & Christian Heumann & Bernd Bischl & Giuseppe Casalicchio
- 2310.01950 Specification testing with grouped fixed effects
by Claudia Pigini & Alessandro Pionati & Francesco Valentini
- 2310.01869 Actuarial Implications and Modeling of Yellow Virus on Sugar Beet After the EU's Ban on Neonicotinoids and Climate Change
by Martial Ph'elipp'e-Guinvarc & Jean Cordier
- 2310.01666 The Dictator Dilemma: The Distortion of Information Flow in Autocratic Regimes and Its Consequences
by Vakhtang Putkaradze
- 2310.01528 A new proof for the existence of Nash equilibrium
by Davide Carpentiere & Stephen Watson
- 2310.01319 CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy
by Zhengyong Jiang & Jeyan Thiayagalingam & Jionglong Su & Jinjun Liang
- 2310.01285 Automated regime detection in multidimensional time series data using sliced Wasserstein k-means clustering
by Qinmeng Luan & James Hamp
- 2310.01155 EIP-4844 Economics and Rollup Strategies
by Davide Crapis & Edward W. Felten & Akaki Mamageishvili
- 2310.01123 Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation
by Sarit Maitra
- 2310.01104 Multi-period static hedging of European options
by Purba Banerjee & Srikanth Iyer & Shashi Jain
- 2310.01063 Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting
by Jakub Micha'nk'ow & {L}ukasz Kwiatkowski & Janusz Morajda
- 2310.00786 Semidiscrete optimal transport with unknown costs
by Yinchu Zhu & Ilya O. Ryzhov
- 2310.00753 Study of Stylized Facts in Stock Market Data
by Vaibhav Sherkar & Rituparna Sen
- 2310.00747 NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading
by Hsiang-Hui Liu & Han-Jay Shu & Wei-Ning Chiu
- 2310.00613 Review on Decarbonizing the Transportation Sector in China: Overview, Analysis, and Perspectives
by Jiewei Li & Ling Jin & Han Deng & Lin Yang
- 2310.00606 A semi-Lagrangian $\epsilon$-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate
by Yaowen Lu & Duy-Minh Dang
- 2310.00561 CausalGPS: An R Package for Causal Inference With Continuous Exposures
by Naeem Khoshnevis & Xiao Wu & Danielle Braun
- 2310.00553 Robust Asset-Liability Management
by Tjeerd de Vries & Alexis Akira Toda
- 2310.00531 Separately Convex and Separately Continuous Preferences: On Results of Schmeidler, Shafer, and Bergstrom-Parks-Rader
by Metin Uyanik & Aniruddha Ghosh & M. Ali Khan
- 2310.00490 A systematic review of early warning systems in finance
by Ali Namaki & Reza Eyvazloo & Shahin Ramtinnia
- 2310.00446 Reconstructing supply networks
by Luca Mungo & Alexandra Brintrup & Diego Garlaschelli & Franc{c}ois Lafond
- 2310.00321 Modeling the yield curve of Burundian bond market by parametric models
by R'edempteur Ntawiratsa & David Niyukuri & Ir`ene Irakoze & Menus Nkurunziza
- 2310.00260 On Sinkhorn's Algorithm and Choice Modeling
by Zhaonan Qu & Alfred Galichon & Johan Ugander
- 2310.00231 The Distributional Impact of Inflation in Pakistan: A Case Study of a New Price Focused Microsimulation Framework, PRICES
by Cathal ODonoghue & Beenish Amjad & Jules Linden & Nora Lustig & Denisa Sologon & Yang Wang
- 2310.00197 Identification, Impacts, and Opportunities of Three Common Measurement Considerations when using Digital Trace Data
by Daniel Muise & Nilam Ram & Thomas Robinson & Byron Reeves
- 2309.17379 Handling missing data in Burundian sovereign bond market
by Ir`ene Irakoze & R'edempteur Ntawiratsa & David Niyukuri
- 2309.17346 Symmetric Bernoulli distributions and minimal dependence copulas
by Alessandro Mutti & Patrizia Semeraro
- 2309.17322 Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis
by Paul Glasserman & Caden Lin
- 2309.17268 Income Mobility and Mixing in North Macedonia
by Viktor Stojkoski & Sonja Mitikj & Marija Trpkova-Nestorovska & Dragan Tevdovski
- 2309.17219 Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS
by Christian Bongiorno & Damien Challet
- 2309.17216 The long-term impact of (un)conditional cash transfers on labour market outcomes in Ecuador
by Juan Ponce & Jos'e-Ignacio Ant'on & Mercedes Onofa & Roberto Castillo
- 2309.17147 Using Large Language Models for Qualitative Analysis can Introduce Serious Bias
by Julian Ashwin & Aditya Chhabra & Vijayendra Rao
- 2309.16888 Beyond Gut Feel: Using Time Series Transformers to Find Investment Gems
by Lele Cao & Gustaf Halvardsson & Andrew McCornack & Vilhelm von Ehrenheim & Pawel Herman
- 2309.16695 Normalized insured losses caused by windstorms in Quebec and Ontario, Canada, in the period 2008-2021
by Mohammad Hadavi & Lutong Sun & Djordje Romanic
- 2309.16679 Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management
by Paraskevi Nousi & Loukia Avramelou & Georgios Rodinos & Maria Tzelepi & Theodoros Manousis & Konstantinos Tsampazis & Kyriakos Stefanidis & Dimitris Spanos & Manos Kirtas & Pavlos Tosidis & Avraam Tsantekidis & Nikolaos Passalis & Anastasios Tefas
- 2309.16678 Water Markets as a Coping Mechanism for Climate-Induced Water Changes on the Canadian Economy: A Computable General Equilibrium Approach
by Jorge Garcia-Hernandez & Roy Brouwer
- 2309.16440 The effect of COVID restriction levels on shared micromobility travel patterns: A comparison between dockless bike sharing and e-scooter services
by Marco Diana & Andrea Chicco
- 2309.16437 Beyond Citations: Measuring Novel Scientific Ideas and their Impact in Publication Text
by Sam Arts & Nicola Melluso & Reinhilde Veugelers
- 2309.16408 Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?
by Pietro Saggese & Esther Segalla & Michael Sigmund & Burkhard Raunig & Felix Zangerl & Bernhard Haslhofer
- 2309.16348 Smoothing the Nonsmoothness
by Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu
- 2309.16196 Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data
by Wenting Liu & Zhaozhong Gui & Guilin Jiang & Lihua Tang & Lichun Zhou & Wan Leng & Xulong Zhang & Yujiang Liu
- 2309.16186 Intergenerational Equity in Models of Climate Change Mitigation: Stochastic Interest Rates introduce Adverse Effects, but (Non-linear) Funding Costs can Improve Intergenerational Equity
by Christian Fries & Lennart Quante
- 2309.16047 Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot
by Puru Gupta & Saul D. Jacka
- 2309.16008 Optimal Entry and Exit with Signature in Statistical Arbitrage
by Boming Ning & Prakash Chakraborty & Kiseop Lee
- 2309.15997 Adaptive Priority Mechanisms
by Oguzhan Celebi & Joel Flynn
- 2309.15983 Causal Panel Analysis under Parallel Trends: Lessons from A Large Reanalysis Study
by Albert Chiu & Xingchen Lan & Ziyi Liu & Yiqing Xu
- 2309.15890 An Introduction to Complex Networks in Climate Finance
by Alexander P. Kartun-Giles & Nadia Ameli
- 2309.15767 Implementing portfolio risk management and hedging in practice
by Paul Alexander Bilokon
- 2309.15760 Linearity of Aggregate Production Functions
by Christopher P. Chambers & Alexis Akira Toda
- 2309.15705 Sluggish news reactions: A combinatorial approach for synchronizing stock jumps
by Nabil Bouamara & Kris Boudt & S'ebastien Laurent & Christopher J. Neely
- 2309.15640 Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices
by Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk
- 2309.15574 To better understand realized ecosystem services: An integrated analysis framework of supply, demand, flow and use
by Shuyao Wu & Kai-Di Liu & Wentao Zhang & Yuehan Dou & Yuqing Chen & Delong Li
- 2309.15552 Startup success prediction and VC portfolio simulation using CrunchBase data
by Mark Potanin & Andrey Chertok & Konstantin Zorin & Cyril Shtabtsovsky
- 2309.15511 Measuring risk contagion in financial networks with CoVaR
by Bikramjit Das & Vicky Fasen-Hartmann
- 2309.15368 Enumerating the climate impact of disequilibrium in critical mineral supply
by Lucas Woodley & Chung Yi See & Peter Cook & Megan Yeo & Daniel S. Palmer & Laurena Huh & Seaver Wang & Ashley Nunes
- 2309.15309 The importance of quality in austere times: University competitiveness and grant income
by Ye Sun & Athen Ma & Georg von Graevenitz & Vito Latora
- 2309.15297 Double machine learning and design in batch adaptive experiments
by Harrison H. Li & Art B. Owen
- 2309.15269 Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis
by Yann Braouezec & John Cagnol
- 2309.15044 The ATM implied skew in the ADO-Heston model
by Andrey Itkin
- 2309.14964 A dynamic systems approach to harness the potential of social tipping
by Sibel Eker & Charlie Wilson & Niklas Hohne & Mark S. McCaffrey & Irene Monasterolo & Leila Niamir & Caroline Zimm
- 2309.14869 Nuclear Energy Acceptance in Poland: From Societal Attitudes to Effective Policy Strategies -- Network Modeling Approach
by Pawel Robert Smolinski & Joseph Januszewicz & Barbara Pawlowska & Jacek Winiarski
- 2309.14784 Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models
by Francesca Biagini & Lukas Gonon & Niklas Walter
- 2309.14630 Free Discontinuity Regression: With an Application to the Economic Effects of Internet Shutdowns
by Florian Gunsilius & David Van Dijcke
- 2309.14615 Gray-box Adversarial Attack of Deep Reinforcement Learning-based Trading Agents
by Foozhan Ataiefard & Hadi Hemmati
- 2309.14581 Assessing Utility of Differential Privacy for RCTs
by Soumya Mukherjee & Aratrika Mustafi & Aleksandra Slavkovi'c & Lars Vilhuber
- 2309.14555 Optimal Stopping with Multi-Dimensional Comparative Loss Aversion
by Linda Cai & Joshua Gardner & S. Matthew Weinberg
- 2309.14548 Algorithmic Collusion or Competition: the Role of Platforms' Recommender Systems
by Xingchen Xu & Stephanie Lee & Yong Tan
- 2309.14475 Designing Effective Music Excerpts
by Emaad Manzoor & Nikhil Malik
- 2309.14334 Tasks Makyth Models: Machine Learning Assisted Surrogates for Tipping Points
by Gianluca Fabiani & Nikolaos Evangelou & Tianqi Cui & Juan M. Bello-Rivas & Cristina P. Martin-Linares & Constantinos Siettos & Ioannis G. Kevrekidis
- 2309.14297 Leveraging Uncertainties to Infer Preferences: Robust Analysis of School Choice
by Yeon-Koo Che & Dong Woo Hahm & YingHua He
- 2309.14201 Towards a Theory of Maximal Extractable Value II: Uncertainty
by Tarun Chitra
- 2309.14186 Value-transforming financial, carbon and biodiversity footprint accounting
by S. El Geneidy & S. Baumeister & M. Peura & J. S. Kotiaho
- 2309.14160 Unified Inference for Dynamic Quantile Predictive Regression
by Christis Katsouris
- 2309.14044 The Accuracy of Job Seekers' Wage Expectations
by Marco Caliendo & Robert Mahlstedt & Aiko Schmei{ss}er & Sophie Wagner
- 2309.14009 Discounting and Impatience
by Salvatore Greco & Diego Rago
- 2309.13766 Reserve Matching with Thresholds
by Suat Evren
- 2309.13696 Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks
by Abhiraj Sen & Jaydip Sen
- 2309.13662 Topology-Agnostic Detection of Temporal Money Laundering Flows in Billion-Scale Transactions
by Haseeb Tariq & Marwan Hassani
- 2309.13648 Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
by Austin Adams & Benjamin Y Chan & Sarit Markovich & Xin Wan
- 2309.13449 Profit shifting under the arm's length principle
by Alex A. T. Rathke
- 2309.13251 Nonparametric estimation of conditional densities by generalized random forests
by Federico Zincenko
- 2309.13246 Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models
by Dangxing Chen
- 2309.13219 Waiting for Dr. Godot: how much and who responds to predicted health care wait times?
by Stephenson Strobel
- 2309.13159 Estimating a k-modal nonparametric mixed logit model with market-level data
by Xiyuan Ren & Joseph Y. J. Chow & Prateek Bansal
- 2309.13096 Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns
by Sarit Maitra & Vivek Mishra & Sukanya Kundu & Manav Chopra
- 2309.13064 InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning
by Yi Yang & Yixuan Tang & Kar Yan Tam
- 2309.12945 The Micro-Aggregated Profit Share
by Thomas Hasenzagl & Luis Perez
- 2309.12902 Reduced-rank Envelope Vector Autoregressive Models
by S. Yaser Samadi & Wiranthe B. Herath
- 2309.12891 EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading
by Molei Qin & Shuo Sun & Wentao Zhang & Haochong Xia & Xinrun Wang & Bo An
- 2309.12818 How Automated Market Makers Approach the Thin Market Problem in Cryptoeconomic Systems
by Daniel Kirste & Niclas Kannengie{ss}er & Ricky Lamberty & Ali Sunyaev
- 2309.12704 Searching for Smurfs: Testing if Money Launderers Know Alert Thresholds
by Rasmus Ingemann Tuffveson Jensen & Joras Ferwerda & Christian Remi Wewer
- 2309.12588 A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization
by Zhou Yang & Junkee Jeon
- 2309.12384 Probability of Default modelling with L\'evy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9
by Kyriakos Georgiou & Athanasios N. Yannacopoulos
- 2309.12374 Rational Aversion to Information
by Sven Neth
- 2309.12330 Decentralized Token Economy Theory (DeTEcT)
by Rem Sadykhov & Geoffrey Goodell & Denis de Montigny & Martin Schoernig & Philip Treleaven
- 2309.12322 The Rise and Fall of Cryptocurrencies: Defining the Economic and Social Values of Blockchain Technologies, assessing the Opportunities, and defining the Financial and Cybersecurity Risks of the Metaverse
by Petar Radanliev
- 2309.12162 Optimal Conditional Inference in Adaptive Experiments
by Jiafeng Chen & Isaiah Andrews
- 2309.12122 Buyer-Optimal Algorithmic Consumption
by Shota Ichihashi & Alex Smolin
- 2309.12085 Techno-Economic Analysis of Synthetic Fuel Production from Existing Nuclear Power Plants across the United States
by Marisol Garrouste & Michael T. Craig & Daniel Wendt & Maria Herrera Diaz & William Jenson & Qian Zhang & Brendan Kochunas
- 2309.12082 Estimating Stable Fixed Points and Langevin Potentials for Financial Dynamics
by Tobias Wand & Timo Wiedemann & Jan Harren & Oliver Kamps
- 2309.12034 A detection analysis for temporal memory patterns at different time-scales
by Fabio Vanni & David Lambert
- 2309.12014 Singular Control in a Cash Management Model with Ambiguity
by Arnon Archankul & Giorgio Ferrari & Tobias Hellmann & Jacco J. J. Thijssen
- 2309.11979 Stock Market Sentiment Classification and Backtesting via Fine-tuned BERT
by Jiashu Lou
- 2309.11960 A Comprehensive Review on Financial Explainable AI
by Wei Jie Yeo & Wihan van der Heever & Rui Mao & Erik Cambria & Ranjan Satapathy & Gianmarco Mengaldo
- 2309.11693 Doubly Robust Mean-CVaR Portfolio
by Kei Nakagawa & Masaya Abe & Seiichi Kuroki
- 2309.11690 Explosive growth from AI automation: A review of the arguments
by Ege Erdil & Tamay Besiroglu
- 2309.11595 Common Agency with Non-Delegation or Imperfect Commitment
by Seungjin Han & Siyang Xiong
- 2309.11416 Existence of a Competitive Equilibrium with Substitutes, with Applications to Matching and Discrete Choice Models
by Liang Chen & Eugene Choo & Alfred Galichon & Simon Weber
- 2309.11400 Transformers versus LSTMs for electronic trading
by Paul Bilokon & Yitao Qiu
- 2309.11394 Is Ethereum Proof of Stake Sustainable? $-$ Considering from the Perspective of Competition Among Smart Contract Platforms $-$
by Kenji Saito & Yutaka Soejima & Toshihiko Sugiura & Yukinobu Kitamura & Mitsuru Iwamura
- 2309.11387 Identifying Causal Effects in Information Provision Experiments
by Dylan Balla-Elliott
- 2309.11189 Increasing Ticketing Allocative Efficiency Using Marginal Price Auction Theory
by Boxiang Fu
- 2309.11058 require: Package dependencies for reproducible research
by Sergio Correia & Matthew P. Seay
- 2309.10986 Research on the Impact of Executive Shareholding on New Investment in Enterprises Based on Multivariable Linear Regression Model
by Shanyi Zhou & Ning Yan & Zhijun Li & Mo Geng & Xulong Zhang & Hongbiao Si & Lihua Tang & Wenyuan Sun & Longda Zhang & Yi Cao
- 2309.10749 Substitutability in Favor Exchange
by Oguzhan Celebi
- 2309.10729 PAMS: Platform for Artificial Market Simulations
by Masanori Hirano & Ryosuke Takata & Kiyoshi Izumi
- 2309.10642 Correcting Selection Bias in Standardized Test Scores Comparisons
by Onil Boussim
- 2309.10609 Game Connectivity and Adaptive Dynamics
by Tom Johnston & Michael Savery & Alex Scott & Bassel Tarbush
- 2309.10546 Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies
by Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk
- 2309.10481 Regressing on distributions: The nonlinear effect of temperature on regional economic growth
by Malte Jahn
- 2309.10477 Derivatives Sensitivities Computation under Heston Model on GPU
by Pierre-Antoine Arsaguet & Paul Bilokon
- 2309.10448 Human-AI Interactions and Societal Pitfalls
by Francisco Castro & Jian Gao & S'ebastien Martin
- 2309.10252 OPUS: An Integrated Assessment Model for Satellites and Orbital Debris
by Akhil Rao & Mark Moretto & Marcus Holzinger & Daniel Kaffine & Brian Weeden
- 2309.10220 Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model
by Takanobu Mizuta & Isao Yagi
- 2309.10152 Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio
by Eisuke Yamagata & Shunsuke Ono
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