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Content
2023
- 2309.09094 Sizing Strategies for Algorithmic Trading in Volatile Markets: A Study of Backtesting and Risk Mitigation Analysis
by S. M. Masrur Ahmed
- 2309.08982 Least squares estimation in nonstationary nonlinear cohort panels with learning from experience
by Alexander Mayer & Michael Massmann
- 2309.08910 Total-effect Test May Erroneously Reject So-called "Full" or "Complete" Mediation
by Tingxuan Han & Luxi Zhang & Xinshu Zhao & Ke Deng
- 2309.08855 An Empirical Analysis on Remittances and Financial Development in Latin American Countries
by Sumaiya Binta Islam & Laboni Mondal
- 2309.08808 Adaptive Neyman Allocation
by Jinglong Zhao
- 2309.08800 Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models
by Yichi Zhang & Mihai Cucuringu & Alexander Y. Shestopaloff & Stefan Zohren
- 2309.08755 Ordered Correlation Forest
by Riccardo Di Francesco
- 2309.08740 Learning Source Biases: Multisource Misspecifications and Their Impact on Predictions
by Junnan He & Lin Hu & Matthew Kovach & Anqi Li
- 2309.08707 Fixed-b Asymptotics for Panel Models with Two-Way Clustering
by Kaicheng Chen & Timothy J. Vogelsang
- 2309.08652 Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks
by Sergio Caprioli & Emanuele Cagliero & Riccardo Crupi
- 2309.08619 Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries
by Ida Johnsson & M. Hashem Pesaran & Cynthia Fan Yang
- 2309.08431 Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
by 'Alvaro Cartea & Fayc{c}al Drissi & Marcello Monga
- 2309.08287 On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets
by Jiefei Yang & Guanglian Li
- 2309.08175 A Markovian empirical model for the VIX index and the pricing of the corresponding derivatives
by Ying-Li Wang & Cheng-Long Xu & Ping He
- 2309.07843 Applying Deep Learning to Calibrate Stochastic Volatility Models
by Abir Sridi & Paul Bilokon
- 2309.07708 Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
by Haochong Xia & Shuo Sun & Xinrun Wang & Bo An
- 2309.07667 Profit and loss attribution: An empirical study
by Solveig Flaig & Gero Junike
- 2309.07664 Computer says 'no': Exploring systemic bias in ChatGPT using an audit approach
by Louis Lippens
- 2309.07488 Long-Term Mean-Variance Optimization Under Mean-Reverting Equity Returns
by Michael Preisel
- 2309.07476 Causal inference in network experiments: regression-based analysis and design-based properties
by Mengsi Gao & Peng Ding
- 2309.07427 Measuring Higher-Order Rationality with Belief Control
by Wei James Chen & Meng-Jhang Fong & Po-Hsuan Lin
- 2309.07371 The Fiscal Cost of Public Debt and Government Spending Shocks
by Venance Riblier
- 2309.07363 Quota Mechanisms: Finite-Sample Optimality and Robustness
by Ian Ball & Deniz Kattwinkel
- 2309.07160 The effect of housewife labor on gdp calculations
by Saadet Yagmur Kumcu
- 2309.07023 Weak Markovian Approximations of Rough Heston
by Christian Bayer & Simon Breneis
- 2309.06949 Government Investments and Entrepreneurship
by Joao Ricardo Faria & Laudo Ogura & Mauricio Prado & Christopher J. Boudreaux
- 2309.06885 The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia
by Christopher A. Hartwell & Paul M. Vaaler
- 2309.06875 How to foster innovation in the social sciences? Qualitative evidence from focus group workshops at Oxford University
by Fabian Braesemann & Moritz Marpe
- 2309.06753 A Reexamination of Proof Approaches for the Impossibility Theorem
by Kazuya Yamamoto
- 2309.06711 Epps Effect and the Signature of Short-Term Momentum Traders
by J'er^ome Busca & L'eon Thomir
- 2309.06693 Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size
by Qingsong Yao
- 2309.06559 Media Moments and Corporate Connections: A Deep Learning Approach to Stock Movement Classification
by Luke Sanborn & Matthew Sahagun
- 2309.06546 Not obviously manipulable allotment rules
by R. Pablo Arribillaga & Agustin G. Bonifacio
- 2309.06538 Desenvolvimento de modelo para predi\c{c}\~ao de cota\c{c}\~oes de a\c{c}\~ao baseada em an\'alise de sentimentos de tweets
by Mario Mitsuo Akita & Everton Josue da Silva
- 2309.06393 Real-time VaR Calculations for Crypto Derivatives in kdb+/q
by Yutong Chen & Paul Bilokon & Conan Hales & Laura Kerr
- 2309.06383 Dynamic Arrangements in Economic Theory: Level-Agnostic Representations
by Fernando Tohm'e
- 2309.06353 The Conundrum of the Pension System in India: A Comprehensive study in the context of India's Growth Story
by Aditya Deeti
- 2309.06305 Sensitivity Analysis for Linear Estimators
by Jacob Dorn & Luther Yap
- 2309.05977 A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models
by Hanwen Zhang & Duy-Minh Dang
- 2309.05935 Dynamic relationship between XRP price and correlation tensor spectra of the transaction network
by Abhijit Chakraborty & Tetsuo Hatsuda & Yuichi Ikeda
- 2309.05926 SCOP: Schrodinger Control Optimal Planning for Goal-Based Wealth Management
by Igor Halperin
- 2309.05898 Strategic Behavior of Large Language Models: Game Structure vs. Contextual Framing
by Nunzio Lor`e & Babak Heydari
- 2309.05866 ESG-coherent risk measures for sustainable investing
by Gabriele Torri & Rosella Giacometti & Darinka Dentcheva & Svetlozar T. Rachev & W. Brent Lindquist
- 2309.05816 A duality between utility transforms and probability distortions
by Christopher P. Chambers & Peng Liu & Ruodu Wang
- 2309.05783 A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association
by Jackson P. Lautier
- 2309.05682 A compendium of data sources for data science, machine learning, and artificial intelligence
by Paul Bilokon & Oleksandr Bilokon & Saeed Amen
- 2309.05639 Forecasted Treatment Effects
by Irene Botosaru & Raffaella Giacomini & Martin Weidner
- 2309.05560 New News is Bad News
by Paul Glasserman & Harry Mamaysky & Jimmy Qin
- 2309.05512 Monte Carlo Simulation for Trading Under a L\'evy-Driven Mean-Reverting Framework
by Tim Leung & Kevin W. Lu
- 2309.05107 Nonlinear Granger Causality using Kernel Ridge Regression
by Wojciech Victor Fulmyk
- 2309.05054 Gamma Hedging and Rough Paths
by John Armstrong & Andrei Ionescu
- 2309.05003 Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
by Panpan Zhang & Zuo Quan Xu
- 2309.04947 Geometry of vectorial martingale optimal transport and robust option pricing
by Joshua Zoen-Git Hiew & Tongseok Lim & Brendan Pass & Marcelo Cruz de Souza
- 2309.04926 Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions
by Mikihito Nishi
- 2309.04876 News-driven Expectations and Volatility Clustering
by Sabiou Inoua
- 2309.04821 Non-linear dimension reduction in factor-augmented vector autoregressions
by Karin Klieber
- 2309.04793 Interpreting TSLS Estimators in Information Provision Experiments
by Vod Vilfort & Whitney Zhang
- 2309.04578 Maintaining human wellbeing as socio-environmental systems undergo regime shifts
by Andrew R. Tilman & Elisabeth H. Krueger & Lisa C. McManus & James R. Watson
- 2309.04557 Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing
by Xuwei Yang & Anastasis Kratsios & Florian Krach & Matheus Grasselli & Aurelien Lucchi
- 2309.04547 Kelvin Waves, Klein-Kramers and Kolmogorov Equations, Path-Dependent Financial Instruments: Survey and New Results
by Alexander Lipton
- 2309.04507 Generating drawdown-realistic financial price paths using path signatures
by Emiel Lemahieu & Kris Boudt & Maarten Wyns
- 2309.04483 Ein neuer Ansatz zur Frequenzmodellierung im Versicherungswesen (A new Approach to frequency modeling in risk theory)
by Dietmar Pfeifer
- 2309.04259 C++ Design Patterns for Low-latency Applications Including High-frequency Trading
by Paul Bilokon & Burak Gunduz
- 2309.04216 Liquidity Dynamics in RFQ Markets and Impact on Pricing
by Philippe Bergault & Olivier Gu'eant
- 2309.04193 Robust equilibria in cheap-talk games with fairly transparent motives
by Jan-Henrik Steg & Elshan Garashli & Michael Greinecker & Christoph Kuzmics
- 2309.04181 Concave many-to-one matching
by Chao Huang
- 2309.04118 Agriculture Credit and Economic Growth in Bangladesh: A Time Series Analysis
by Md. Toaha & Laboni Mondal
- 2309.04116 Aggregation of financial markets
by Georg Menz & Moritz Vo{ss}
- 2309.04020 Local Priority Mechanisms
by Joseph Root & David S. Ahn
- 2309.03984 Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping
by Chinonso Nwankwo & Weizhong Dai & Tony Ware
- 2309.03968 Common Firm-level Investor Fears: Evidence from Equity Options
by Jozef Barunik & Mattia Bevilacqua & Michael Ellington
- 2309.03966 Fourier Neural Network Approximation of Transition Densities in Finance
by Rong Du & Duy-Minh Dang
- 2309.03784 On the minimal simplex economy
by Antonio Pulgar'in
- 2309.03740 Identifying spatial interdependence in panel data with large N and small T
by Deborah Gefang & Stephen G. Hall & George S. Tavlas
- 2309.03736 TradingGPT: Multi-Agent System with Layered Memory and Distinct Characters for Enhanced Financial Trading Performance
by Yang Li & Yangyang Yu & Haohang Li & Zhi Chen & Khaldoun Khashanah
- 2309.03730 A Causal Perspective on Loan Pricing: Investigating the Impacts of Selection Bias on Identifying Bid-Response Functions
by Christopher Bockel-Rickermann & Sam Verboven & Tim Verdonck & Wouter Verbeke
- 2309.03541 Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model
by David R. Ba~nos & Salvador Ortiz-Latorre & Oriol Zamora Font
- 2309.03532 A few misfits can Change the World
by Esteve Almirall & Steve Willmott & Ulises Cort'es
- 2309.03432 Perishable Goods versus Re-tradable Assets: A Theoretical Reappraisal of a Fundamental Dichotomy
by Sabiou Inoua & Vernon Smith
- 2309.03419 Motives for Delegating Financial Decisions
by Mikhail Freer & Daniel Friedman & Simon Weidenholzer
- 2309.03403 Sources of capital growth
by Gordon Getty & Nikita Tkachenko
- 2309.03311 Default Process Modeling and Credit Valuation Adjustment
by David Xiao
- 2309.03283 Privately-Owned versus Shared Automated Vehicle: The Roles of Utilitarian and Hedonic Beliefs
by Fatemeh Nazari & Yellitza Soto & Mohamadhossein Noruzoliaee
- 2309.03202 Evaluation of Reinforcement Learning Techniques for Trading on a Diverse Portfolio
by Ishan S. Khare & Tarun K. Martheswaran & Akshana Dassanaike-Perera
- 2309.03133 Risk-reducing design and operations toolkit: 90 strategies for managing risk and uncertainty in decision problems
by Alexander Gutfraind
- 2309.03123 A Topological Proof of The Gibbard-Satterthwaite Theorem
by Yuliy Baryshnikov & Joseph Root
- 2309.03079 GPT-InvestAR: Enhancing Stock Investment Strategies through Annual Report Analysis with Large Language Models
by Udit Gupta
- 2309.03003 Proofs for the New Definitions in Financial Markets
by Atilla Aras
- 2309.02994 An Offline Learning Approach to Propagator Models
by Eyal Neuman & Wolfgang Stockinger & Yufei Zhang
- 2309.02970 On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making
by Christian Oliver Ewald & Kevin Kamm
- 2309.02608 The Iberian Exception: An overview of its effects over its first 100 days
by David Robinson & Angel Arcos-Vargas & Micheael Tennican & Fernando N'u~nez
- 2309.02570 Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions
by Tomasz R. Bielecki & Igor Cialenco & Hao Liu
- 2309.02447 Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
by Victor Olkhov
- 2309.02338 Sustainability assessment of Low Earth Orbit (LEO) satellite broadband megaconstellations
by Ogutu B. Osoro & Edward J. Oughton & Andrew R. Wilson & Akhil Rao
- 2309.02323 Projections of Economic Impacts of Climate Change on Marine Protected Areas: Palau, the Great Barrier Reef, and the Bering Sea
by Talya ten Brink
- 2309.02271 Dual Effects of the US-China Trade War and COVID-19 on United States Imports: Transfer of China's industrial chain?
by Wei Luo & Siyuan Kang & Sheng Hu & Lixian Su & Rui Dai
- 2309.02205 On statistical arbitrage under a conditional factor model of equity returns
by Trent Spears & Stefan Zohren & Stephen Roberts
- 2309.02183 Instrumental variable estimation of the proportional hazards model by presmoothing
by Lorenzo Tedesco & Jad Beyhum & Ingrid Van Keilegom
- 2309.02089 On the use of U-statistics for linear dyadic interaction models
by G. M. Szini
- 2309.02072 Data Scaling Effect of Deep Learning in Financial Time Series Forecasting
by Chen Liu & Minh-Ngoc Tran & Chao Wang & Richard Gerlach & Robert Kohn
- 2309.01936 Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint
by Hui Mi & Zuo Quan Xu & Dongfang Yang
- 2309.01889 The Local Projection Residual Bootstrap for AR(1) Models
by Amilcar Velez
- 2309.01791 Non-Transitivity of the Win Ratio and the Area Under the Receiver Operating Characteristics Curve (AUC): a case for evaluating the strength of stochastic comparisons
by Olga V. Demler & Ilona A. Demler
- 2309.01784 INTAGS: Interactive Agent-Guided Simulation
by Song Wei & Andrea Coletta & Svitlana Vyetrenko & Tucker Balch
- 2309.01764 Generalized Information Criteria for Structured Sparse Models
by Eduardo F. Mendes & Gabriel J. P. Pinto
- 2309.01658 Design-Based Multi-Way Clustering
by Luther Yap
- 2309.01637 The Robust F-Statistic as a Test for Weak Instruments
by Frank Windmeijer
- 2309.01565 Introducing the $\sigma$-Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting
by German Rodikov & Nino Antulov-Fantulin
- 2309.01495 Do Losses Matter? The Effect of Information-Search Technologies on Risky Choices
by Luigi Mittone & Mauro Papi
- 2309.01489 Moment-Based Estimation of Diffusion and Adoption Parameters in Networks
by L. S. Sanna Stephan
- 2309.01472 FinDiff: Diffusion Models for Financial Tabular Data Generation
by Timur Sattarov & Marco Schreyer & Damian Borth
- 2309.01471 A Trimming Estimator for the Latent-Diffusion-Observed-Adoption Model
by L. S. Sanna Stephan
- 2309.01363 Mutual Information Maximizing Quantum Generative Adversarial Network and Its Applications in Finance
by Mingyu Lee & Myeongjin Shin & Junseo Lee & Kabgyun Jeong
- 2309.01192 Nash's bargaining problem and the scale-invariant Hirsch citation index
by Josep Freixas & Roger Hoerl & William S. Zwicker
- 2309.01139 Logistic modelling of economic dynamics
by Arnab K. Ray
- 2309.01096 Constructing a type-adjustable mechanism to yield Pareto-optimal outcomes
by Haoyang Wu
- 2309.01033 From constant to rough: A survey of continuous volatility modeling
by Giulia Di Nunno & Kk{e}stutis Kubilius & Yuliya Mishura & Anton Yurchenko-Tytarenko
- 2309.00943 iCOS: Option-Implied COS Method
by Evgenii Vladimirov
- 2309.00909 There is power in general equilibrium
by Juan Jacobo
- 2309.00875 A hidden Markov model for statistical arbitrage in international crude oil futures markets
by Viviana Fanelli & Claudio Fontana & Francesco Rotondi
- 2309.00805 Fairness Implications of Heterogeneous Treatment Effect Estimation with Machine Learning Methods in Policy-making
by Patrick Rehill & Nicholas Biddle
- 2309.00649 GPT has become financially literate: Insights from financial literacy tests of GPT and a preliminary test of how people use it as a source of advice
by Pawe{l} Niszczota & Sami Abbas
- 2309.00638 Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network
by Peer Nagy & Sascha Frey & Silvia Sapora & Kang Li & Anisoara Calinescu & Stefan Zohren & Jakob Foerster
- 2309.00635 Theoretical foundation for the Pareto distribution of international trade strength and introduction of an equation for international trade forecasting
by Mikrajuddin Abdullah
- 2309.00632 Improving Capital Efficiency and Impermanent Loss: Multi-Token Proactive Market Maker
by Wayne Chen & Songwei Chen & Preston Rozwood
- 2309.00630 Commodities Trading through Deep Policy Gradient Methods
by Jonas Hanetho
- 2309.00629 Quantifying MEV On Layer 2 Networks
by Arthur Bagourd & Luca Georges Francois
- 2309.00626 An Ensemble Method of Deep Reinforcement Learning for Automated Cryptocurrency Trading
by Shuyang Wang & Diego Klabjan
- 2309.00618 Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms
by Albert Wong & Steven Whang & Emilio Sagre & Niha Sachin & Gustavo Dutra & Yew-Wei Lim & Gaetan Hains & Youry Khmelevsky & Frank Zhang
- 2309.00556 The Effect of Punishment and Reward on Cooperation in a Prisoners' Dilemma Game
by Alexander Kangas
- 2309.00540 Instabilities of Super-Time-Stepping Methods on the Heston Stochastic Volatility Model
by Fabien Le Floc'h
- 2309.00536 Preventing Others from Commercializing Your Innovation: Evidence from Creative Commons Licenses
by Erdem Dogukan Yilmaz & Tim Meyer & Milan Miric
- 2309.00390 Chance or Chaos? Fractal geometry aimed to inspect the nature of Bitcoin
by Esther Cabezas-Rivas & Felipe S'anchez-Coll & Isaac Tormo-Xaixo
- 2309.00214 Regret-Minimizing Project Choice
by Yingni Guo & Eran Shmaya
- 2309.00136 Predicting Financial Market Trends using Time Series Analysis and Natural Language Processing
by Ali Asgarov
- 2309.00114 Accurate Quality Elicitation in a Multi-Attribute Choice Setting
by Changkuk Im
- 2309.00088 Deep Semi-Supervised Anomaly Detection for Finding Fraud in the Futures Market
by Timothy DeLise
- 2309.00073 Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction
by Kelvin J. L. Koa & Yunshan Ma & Ritchie Ng & Tat-Seng Chua
- 2309.00025 New general dependence measures: construction, estimation and application to high-frequency stock returns
by Aleksy Leeuwenkamp & Wentao Hu
- 2308.16771 Linking microblogging sentiments to stock price movement: An application of GPT-4
by Rick Steinert & Saskia Altmann
- 2308.16391 Improving the Accuracy of Transaction-Based Ponzi Detection on Ethereum
by Phuong Duy Huynh & Son Hoang Dau & Xiaodong Li & Phuc Luong & Emanuele Viterbo
- 2308.16256 A new adaptive pricing framework for perpetual protocols using liquidity curves and on-chain oracles
by Chester Bella & Danny Boahen & Sudeep Biswas
- 2308.16200 Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?
by Kian Tehranian
- 2308.16192 High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods
by Christis Katsouris
- 2308.16054 Capital Structure Dynamics and Financial Performance in Indian Banks (An Analysis of Mergers and Acquisitions)
by Kurada T S S Satyanarayana & Addada Narasimha Rao & Kumpatla jaya surya
- 2308.15769 Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks
by Cameron Cornell & Lewis Mitchell & Matthew Roughan
- 2308.15672 Asymptotics for Short Maturity Asian Options in Jump-Diffusion models with Local Volatility
by Dan Pirjol & Lingjiong Zhu
- 2308.15661 The Financial Market of Environmental Indices
by Thisari K. Mahanama & Abootaleb Shirvani & Svetlozar Rachev & Frank J. Fabozzi
- 2308.15627 Target PCA: Transfer Learning Large Dimensional Panel Data
by Junting Duan & Markus Pelger & Ruoxuan Xiong
- 2308.15451 Metawisdom of the Crowd: How Choice Within Aided Decision Making Can Make Crowd Wisdom Robust
by Jon Atwell & Marlon Twyman II
- 2308.15445 Mixed-Effects Methods for Search and Matching Research
by John M. Abowd & Kevin L. McKinney
- 2308.15443 Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?
by Weronika Nitka & Rafa{l} Weron
- 2308.15384 Hedging Forecast Combinations With an Application to the Random Forest
by Elliot Beck & Damian Kozbur & Michael Wolf
- 2308.15341 On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model
by Elisa Al`os & Eulalia Nualart & Makar Pravosud
- 2308.15338 Another Look at the Linear Probability Model and Nonlinear Index Models
by Kaicheng Chen & Robert S. Martin & Jeffrey M. Wooldridge
- 2308.15135 Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals
by Owen Futter & Blanka Horvath & Magnus Wiese
- 2308.15062 Forecasting with Feedback
by Robert P. Lieli & Augusto Nieto-Barthaburu
- 2308.15048 Optimal ratcheting of dividend payout under Brownian motion surplus
by Chonghu Guan & Zuo Quan Xu
- 2308.14989 Efficiency in Multiple-Type Housing Markets
by Di Feng
- 2308.14982 Cognitive Aging and Labor Share
by B. N. Kausik
- 2308.14952 Stochastic Variational Inference for GARCH Models
by Hanwen Xuan & Luca Maestrini & Feng Chen & Clara Grazian
- 2308.14734 Crowdsourced data indicates broadband has a positive impact on local business creation
by Yifeng Philip Chen & Edward J. Oughton & Jakub Zagdanski & Maggie Mo Jia & Peter Tyler
- 2308.14717 Equity Pay In Networked Teams
by Krishna Dasaratha & Benjamin Golub & Anant Shah
- 2308.14703 Managing Congestion in Two-Sided Platforms: The Case of Online Rentals
by Caterina Calsamiglia & Laura Doval & Alejandro Robinson-Cort'es & Matthew Shum
- 2308.14689 Complementarities in childcare allocation under priorities
by Ata Atay & Antonio Romero-Medina
- 2308.14634 Breaking the Bank with ChatGPT: Few-Shot Text Classification for Finance
by Lefteris Loukas & Ilias Stogiannidis & Prodromos Malakasiotis & Stavros Vassos
- 2308.14487 Deep multi-step mixed algorithm for high dimensional non-linear PDEs and associated BSDEs
by Daniel Bussell & Camilo Andr'es Garc'ia-Trillos
- 2308.14473 Joint Calibration of Local Volatility Models with Stochastic Interest Rates using Semimartingale Optimal Transport
by Benjamin Joseph & Gregoire Loeper & Jan Obloj
- 2308.14464 Donut Regression Discontinuity Designs
by Cladia Noack & Chistoph Rothe
- 2308.14375 Bandwidth Selection for Treatment Choice with Binary Outcomes
by Takuya Ishihara
- 2308.14235 An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
by Haochen Li & Yi Cao & Maria Polukarov & Carmine Ventre
- 2308.14215 TimeTrail: Unveiling Financial Fraud Patterns through Temporal Correlation Analysis
by Sushrut Ghimire
- 2308.14196 Identification and Estimation of Demand Models with Endogenous Product Entry and Exit
by Victor Aguirregabiria & Alessandro Iaria & Senay Sokullu
- 2308.13956 Reputation Effects with Endogenous Records
by Harry Pei
- 2308.13915 Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models
by Christis Katsouris
- 2308.13899 Self-Enforced Job Matching
by Ce Liu & Ziwei Wang & Hanzhe Zhang
- 2308.13881 Transaction fee mechanism for Proof-of-Stake protocol
by Wenpin Tang & David D. Yao
- 2308.13850 Solutions to Equilibrium HJB Equations for Time-Inconsistent Deterministic Linear Quadratic Control: Characterization and Uniqueness
by Yunfei Peng & Wei Wei
- 2308.13804 Multivariate Majorization in Principal-Agents Models
by Nicholas C Bedard & Jacob K Goeree & Ningyi Sun
- 2308.13717 Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing
by Ricardo T. Fernholz & Robert Fernholz
- 2308.13688 Splash! Robustifying Donor Pools for Policy Studies
by Jared Amani Greathouse & Mani Bayani & Jason Coupet
- 2308.13642 The Potential of Quantum Techniques for Stock Price Prediction
by Naman S & Gaurang B & Neel S & Aswath Babu H
- 2308.13564 SGMM: Stochastic Approximation to Generalized Method of Moments
by Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song
- 2308.13496 Choice Architecture, Privacy Valuations, and Selection Bias in Consumer Data
by Tesary Lin & Avner Strulov-Shlain
- 2308.13346 GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables
by Kejin Wu & Sayar Karmakar & Rangan Gupta
- 2308.13289 JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
by Sascha Frey & Kang Li & Peer Nagy & Silvia Sapora & Chris Lu & Stefan Zohren & Jakob Foerster & Anisoara Calinescu
- 2308.13156 Parental Health Penalty on Adult Children's Employment: Gender Difference and Long-Term Consequence
by Jiayi Wen & Haili Huang
- 2308.13153 Occupational Retirement and Pension Reform: The Roles of Physical and Cognitive Health
by Jiayi Wen
- 2308.13063 Grover Search for Portfolio Selection
by A. Ege Yilmaz & Stefan Stettler & Thomas Ankenbrand & Urs Rhyner
- 2308.13061 Spatial and Spatiotemporal Volatility Models: A Review
by Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar & Wolfgang Schmid & Anil K. Bera
- 2308.12856 Uncertainty Propagation and Dynamic Robust Risk Measures
by Marlon Moresco & M'elina Mailhot & Silvana M. Pesenti
- 2308.12542 Financial Inclusion and Monetary Policy: A Study on the Relationship between Financial Inclusion and Effectiveness of Monetary Policy in Developing Countries
by Gautam Kumar Biswas & Faruque Ahamed
- 2308.12485 Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models
by Soonwoo Kwon
- 2308.12479 Procurement in welfare programs: Evidence and implications from WIC infant formula contracts
by Yonghong An & David Davis & Yizao Liu & Ruli Xiao
- 2308.12477 American Stories: A Large-Scale Structured Text Dataset of Historical U.S. Newspapers
by Melissa Dell & Jacob Carlson & Tom Bryan & Emily Silcock & Abhishek Arora & Zejiang Shen & Luca D'Amico-Wong & Quan Le & Pablo Querubin & Leander Heldring
- 2308.12470 Scalable Estimation of Multinomial Response Models with Random Consideration Sets
by Siddhartha Chib & Kenichi Shimizu
- 2308.12242 Recent Developments in Pandora's Box Problem: Variants and Applications
by Hedyeh Beyhaghi & Linda Cai
- 2308.12212 Learning to Learn Financial Networks for Optimising Momentum Strategies
by Xingyue Pu & Stefan Zohren & Stephen Roberts & Xiaowen Dong
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