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Content
2023
- 2311.18351 Does ESG and Digital Transformation affects Corporate Sustainability? The Moderating role of Green Innovation
by Chenglin Qing & Shanyue Jin
- 2311.18283 The two square root laws of market impact and the role of sophisticated market participants
by Bruno Durin & Mathieu Rosenbaum & Gr'egoire Szymanski
- 2311.18269 The impact of sensory characteristics on the willingness to pay for honey
by Julia Zaripova & Ksenia Chuprianova & Irina Polyakova & Daria Semenova & Sofya Kulikova
- 2311.18176 An analysis of multivariate measures of skewness and kurtosis of skew-elliptical distributions
by Baishuai Zuo & Narayanaswamy Balakrishnan & Chuancun Yin
- 2311.18164 The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity
by Agostino Capponi & Ruizhe Jia & Brian Zhu
- 2311.18138 Algorithmic Persuasion Through Simulation
by Keegan Harris & Nicole Immorlica & Brendan Lucier & Aleksandrs Slivkins
- 2311.18136 Extrapolating Away from the Cutoff in Regression Discontinuity Designs
by Yiwei Sun
- 2311.17981 Optimizing the Generation and Transmission Capacity of Offshore Wind Parks under Weather Uncertainty
by David Kroger & Jan Peper & Nils Offermann & Christian Rehtanz
- 2311.17882 Organizational economic sustainability via process optimization and human capital: a Soft Systems Methodology (SSM) approach
by Wadim Strielkowski & Evgeny Kuzmin & Arina Suvorova & Natalya Nikitina & Olga Gorlova
- 2311.17875 Interaction uncertainty in financial networks
by Andrea Auconi
- 2311.17858 On the Limits of Regression Adjustment
by Daniel Ting & Kenneth Hung
- 2311.17715 Market Misconduct in Decentralized Finance (DeFi): Analysis, Regulatory Challenges and Policy Implications
by Xihan Xiong & Zhipeng Wang & Tianxiang Cui & William Knottenbelt & Michael Huth
- 2311.17575 Identifying Causal Effects of Discrete, Ordered and ContinuousTreatments using Multiple Instrumental Variables
by Nadja van 't Hoff
- 2311.17443 Power system investment optimization to identify carbon neutrality scenarios for Italy
by Alice Di Bella & Federico Canti & Matteo Giacomo Prina & Valeria Casalicchio & Giampaolo Manzolini & Wolfram Sparber
- 2311.17270 Delayed Semi-static Hedging in the Continuous Time Bachelier Model
by Yan Dolinsky
- 2311.17252 Analyzing the Impact of Tax Credits on Households in Simulated Economic Systems with Learning Agents
by Jialin Dong & Kshama Dwarakanath & Svitlana Vyetrenko
- 2311.17239 Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach
by Andrea Teruzzi
- 2311.17193 El tequila para consumo nacional como una ventana de oportunidades para el peque\~no productor agavero
by Guillermo Jos'e Navarro del Toro
- 2311.17021 Optimal Categorical Instrumental Variables
by Thomas Wiemann
- 2311.17011 Pricing and hedging for a sticky diffusion
by Alexis Anagnostakis
- 2311.16762 Machine learning methods for American-style path-dependent contracts
by Matteo Gambara & Giulia Livieri & Andrea Pallavicini
- 2311.16705 Development of a Bankruptcy Prediction Model for the Banking Sector in Mozambique Using Linear Discriminant Analysis
by Reis Castigo Intupo
- 2311.16570 Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
by Daniel Polakow & Tim Gebbie & Emlyn Flint
- 2311.16486 On the adaptation of causal forests to manifold data
by Yiyi Huo & Yingying Fan & Fang Han
- 2311.16440 Inference for Low-rank Models without Estimating the Rank
by Jungjun Choi & Hyukjun Kwon & Yuan Liao
- 2311.16370 Climate, Crops, and Postharvest Conflict
by David Ubilava
- 2311.16333 From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks
by Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber
- 2311.16260 Using Multiple Outcomes to Improve the Synthetic Control Method
by Liyang Sun & Eli Ben-Michael & Avi Feller
- 2311.16204 Planning for the Efficient Updating of Mutual Fund Portfolios
by Tom'as de la Rosa
- 2311.16156 An efficiency analysis of Spanish airports
by Adrian Nerja
- 2311.16004 Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe
by Szymon Kubiak & Tillman Weyde & Oleksandr Galkin & Dan Philps & Ram Gopal
- 2311.15974 Adaptive Agents and Data Quality in Agent-Based Financial Markets
by Colin M. Van Oort & Ethan Ratliff-Crain & Brian F. Tivnan & Safwan Wshah
- 2311.15952 Robust Conditional Wald Inference for Over-Identified IV
by David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter & Luther Yap
- 2311.15932 Valid Wald Inference with Many Weak Instruments
by Luther Yap
- 2311.15878 Policy Learning with Distributional Welfare
by Yifan Cui & Sukjin Han
- 2311.15871 On Quantile Treatment Effects, Rank Similarity, and Variation of Instrumental Variables
by Sukjin Han & Haiqing Xu
- 2311.15829 (Frisch-Waugh-Lovell)': On the Estimation of Regression Models by Row
by Damian Clarke & Nicol'as Paris & Benjam'in Villena-Rold'an
- 2311.15793 Supplement Liquidity based modeling of asset price bubbles via random matching
by Francesca Biagini & Andrea Mazzon & Thilo Meyer-Brandis & Katharina Oberpriller
- 2311.15635 Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion
by Kerstin Lamert & Benjamin R. Auer & Ralf Wunderlich
- 2311.15548 Deficiency of Large Language Models in Finance: An Empirical Examination of Hallucination
by Haoqiang Kang & Xiao-Yang Liu
- 2311.15458 Causal Models for Longitudinal and Panel Data: A Survey
by Dmitry Arkhangelsky & Guido Imbens
- 2311.15362 Application of Process Mining and Sequence Clustering in Recognizing an Industrial Issue
by Hamza Saad
- 2311.15355 Characterization of valid auxiliary functions for representations of extreme value distributions and their max-domains of attraction
by Miriam Isabel Seifert
- 2311.15333 Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall
by St'ephane Cr'epey & Noufel Frikha & Azar Louzi & Gilles Pag`es
- 2311.15247 Information Content of Financial Youtube Channel: Case Study of 3PROTV and Korean Stock Market
by HyeonJun Kim
- 2311.15222 Decision Tree Psychological Risk Assessment in Currency Trading
by Jai Pal
- 2311.15180 Benchmarking Large Language Model Volatility
by Boyang Yu
- 2311.14985 Temporal Volatility Surface Projection: Parametric Surface Projection Method for Derivatives Portfolio Risk Management
by Shiva Zamani & Alireza Moslemi Haghighi & Hamid Arian
- 2311.14892 An Identification and Dimensionality Robust Test for Instrumental Variables Models
by Manu Navjeevan
- 2311.14813 A Review of Cross-Sectional Matrix Exponential Spatial Models
by Ye Yang & Osman Dogan & Suleyman Taspinar & Fei Jin
- 2311.14759 Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data
by Vincent Gurgul & Stefan Lessmann & Wolfgang Karl Hardle
- 2311.14738 The Impact Of Interest Rates On Firms Financial Decisions
by Efendi & Rahmadani Srifitri & Septriza Berliana
- 2311.14735 Generative Machine Learning for Multivariate Equity Returns
by Ruslan Tepelyan & Achintya Gopal
- 2311.14731 Deep State-Space Model for Predicting Cryptocurrency Price
by Shalini Sharma & Angshul Majumdar & Emilie Chouzenoux & Victor Elvira
- 2311.14720 Perceptions and Detection of AI Use in Manuscript Preparation for Academic Journals
by Nir Chemaya & Daniel Martin
- 2311.14698 Business Policy Experiments using Fractional Factorial Designs: Consumer Retention on DoorDash
by Yixin Tang & Yicong Lin & Navdeep S. Sahni
- 2311.14676 Decoding Social Sentiment in DAO: A Comparative Analysis of Blockchain Governance Communities
by Yutong Quan & Xintong Wu & Wanlin Deng & Luyao Zhang
- 2311.14588 Set-valued intrinsic measures of systemic risk
by Jana Hlavinova & Birgit Rudloff & Alexander Smirnow
- 2311.14577 Predicting Failure of P2P Lending Platforms through Machine Learning: The Case in China
by Jen-Yin Yeh & Hsin-Yu Chiu & Jhih-Huei Huang
- 2311.14567 Calibration of the Bass Local Volatility model
by Beatrice Acciaio & Antonio Marini & Gudmund Pammer
- 2311.14419 Narratives from GPT-derived Networks of News, and a link to Financial Markets Dislocations
by Deborah Miori & Constantin Petrov
- 2311.14417 Personalised incentives with constrained regulator's budget
by Lucas Javaudin & Andrea Araldo & Andr'e de Palma
- 2311.14358 Impact of family-friendly HRM policies in organizational performance
by Jose Maria Biedma Ferrer & Jose Aurelio Medina Garrido
- 2311.14348 Testing an instrument to measure the BPMS-KM Support Model
by Alicia Martin-Navarro & Maria Paula Lechuga Sancho & Jose Aurelio Medina-Garrido
- 2311.14340 Impact of effectual propensity on entrepreneurial intention
by Alicia Martin-Navarro & Felix Velicia-Martin & Jose Aurelio Medina-Garrido & Pedro R. Palos-Sanchez
- 2311.14320 Consumption Smoothing in Metropolis: Evidence from Working-class Households in Prewar Tokyo
by Kota Ogasawara
- 2311.14318 On optimal tracking portfolio in incomplete markets: The reinforcement learning approach
by Lijun Bo & Yijie Huang & Xiang Yu
- 2311.14219 Hierarchical Structure of Uncertainty
by Takanori Adachi
- 2311.14204 Reproducible Aggregation of Sample-Split Statistics
by David M. Ritzwoller & Joseph P. Romano
- 2311.14032 Counterfactual Sensitivity in Quantitative Trade and Spatial Models
by Bas Sanders
- 2311.14009 Organizational support for work-family life balance as an antecedent to the well-being of tourism employees in Spain
by Jose Aurelio Medina-Garrido & Jose Maria Biedma-Ferrer & Maria Bogren
- 2311.13969 Was Javert right to be suspicious? Marginal Treatment Effects with Duration Outcomes
by Santiago Acerenza & Vitor Possebom & Pedro H. C. Sant'Anna
- 2311.13802 On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks
by Eva Lutkebohmert & Julian Sester & Hongyi Shen
- 2311.13743 FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design
by Yangyang Yu & Haohang Li & Zhi Chen & Yuechen Jiang & Yang Li & Denghui Zhang & Rong Liu & Jordan W. Suchow & Khaldoun Khashanah
- 2311.13575 Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables
by Dmitry Arkhangelsky & David Hirshberg
- 2311.13564 High order universal portfolios
by Gabriel Turinici
- 2311.13394 Belief identification by proxy
by Elias Tsakas
- 2311.13327 Regressions under Adverse Conditions
by Timo Dimitriadis & Yannick Hoga
- 2311.13326 Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series
by Woosung Koh & Insu Choi & Yuntae Jang & Gimin Kang & Woo Chang Kim
- 2311.13278 Randomisation with moral hazard: a path to existence of optimal contracts
by Daniel Krv{s}ek & Dylan Possamai
- 2311.13046 Do we listen to what we are told? An empirical study on human behaviour during the COVID-19 pandemic: neural networks vs. regression analysis
by Yuxi Heluo & Kexin Wang & Charles W. Robson
- 2311.13012 Comment on "Ironing, sweeping, and multidimensional screening''
by Robert J. McCann & Kelvin Shuangjian Zhang
- 2311.12878 Adaptive Bayesian Learning with Action and State-Dependent Signal Variance
by Kaiwen Hou
- 2311.12743 Insider trading with penalties, entropy and quadratic BSDEs
by Umut c{C}etin
- 2311.12671 Predictive Density Combination Using a Tree-Based Synthesis Function
by Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell
- 2311.12575 Fast calculation of Counterparty Credit exposures and associated sensitivities using fourier series expansion
by Gijs Mast & Xiaoyu Shen & Fang Fang
- 2311.12517 Optimal Portfolio with Ratio Type Periodic Evaluation under Short-Selling Prohibition
by Wenyuan Wang & Kaixin Yan & Xiang Yu
- 2311.12496 Underreaction and dynamic inconsistency in communication games under noise
by Gerrit Bauch
- 2311.12494 Successive Incentives
by Jens Gudmundsson & Jens Leth Hougaard & Juan D. Moreno-Ternero & Lars Peter {O}sterdal
- 2311.12491 Heuristics for Detecting CoinJoin Transactions on the Bitcoin Blockchain
by Hugo Schnoering & Michalis Vazirgiannis
- 2311.12450 Hedging carbon risk with a network approach
by Michele Azzone & Maria Chiara Pocelli & Davide Stocco
- 2311.12330 A General Framework for Importance Sampling with Latent Markov Processes
by Cheng-Der Fuh & Yanwei Jia & Steven Kou
- 2311.12267 Learning Causal Representations from General Environments: Identifiability and Intrinsic Ambiguity
by Jikai Jin & Vasilis Syrgkanis
- 2311.12247 A simulated electronic market with speculative behaviour and bubble formation
by Nicolas Cofre & Magdalena Mosionek-Schweda
- 2311.12242 Uniformly Strict Equilibrium for Repeated Games with Private Monitoring and Communication
by Richard McLean & Ichiro Obara & Andrew Postlewaite
- 2311.12239 Quantum-inspired nonlinear Galerkin ansatz for high-dimensional HJB equations
by Chuhao Sun & Asaf Cohen & James Stokes & Shravan Veerapaneni
- 2311.12183 Optimal Transport Divergences induced by Scoring Functions
by Silvana M. Pesenti & Steven Vanduffel
- 2311.12177 Novel exact solutions for PDEs with mixed boundary conditions
by Mark Craddock & Martino Grasselli & Andrea Mazzoran
- 2311.12169 Optimal Retirement Choice under Age-dependent Force of Mortality
by Giorgio Ferrari & Shihao Zhu
- 2311.12129 Measure of Dependence for Financial Time-Series
by Martin Winistorfer & Ivan Zhdankin
- 2311.12055 Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities
by Almendra Awerkin & Paolo Falbo & Tiziano Vargiolu
- 2311.11913 Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks
by Namid R. Stillman & Rory Baggott & Justin Lyon & Jianfei Zhang & Dingqiu Zhu & Tao Chen & Perukrishnen Vytelingum
- 2311.11858 Theory coherent shrinkage of Time-Varying Parameters in VARs
by Andrea Renzetti
- 2311.11828 Would Monetary Incentives to COVID-19 vaccination reduce motivation?
by Eiji Yamamura & Yoshiro Tsutsui & Fumio Ohtake
- 2311.11672 Fast and Stable Credit Gamma of CVA
by Roberto Daluiso
- 2311.11637 Modeling economies of scope in joint production: Convex regression of input distance function
by Timo Kuosmanen & Sheng Dai
- 2311.11576 Multi-stage optimisation towards transformation pathways for municipal energy systems
by Paul Maximilian Rohrig & Nils Korber & Julius Zocher & Andreas Ulbig
- 2311.11526 Benefiting from Bias: Delegating to Encourage Information Acquisition
by Ian Ball & Xin Gao
- 2311.11406 Architecting the Future: A Model for Enterprise Integration in the Metaverse
by Amirmohammad Nateghi & Maedeh Mosharraf
- 2311.11366 Ambiguity aversion as a route to randomness in a duopoly game
by Davide Radi & Laura Gardini
- 2311.11248 Sensitivity of robust optimization problems under drift and volatility uncertainty
by Daniel Bartl & Ariel Neufeld & Kyunghyun Park
- 2311.11231 Workforce pDEI: Productivity Coupled with DEI
by Lanqing Du & Jinwook Lee
- 2311.10990 "Centralized or Decentralized?": Concerns and Value Judgments of Stakeholders in the Non-Fungible Tokens (NFTs) Market
by Yunpeng Xiao & Bufan Deng & Siqi Chen & Kyrie Zhixuan Zhou & Ray LC & Luyao Zhang & Xin Tong
- 2311.10987 Research on the Dynamic Evolution and Influencing Factors of Energy Resilience in China
by Tie Wei & Youqi Chen & Zhicheng Duan
- 2311.10935 Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs)
by Leonard Mushunje & Maxwell Mashasha & Edina Chandiwana
- 2311.10917 Modeling trading games in a stochastic non-life insurance market
by Leonard Mushunje & David Edmund Allen
- 2311.10861 First, Do No Harm: Algorithms, AI, and Digital Product Liability
by Marc J. Pfeiffer
- 2311.10831 Religious Competition, Culture and Domestic Violence: Evidence from Colombia
by Hector Galindo-Silva & Guy Tchuente
- 2311.10801 Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
by Wentao Zhang & Yilei Zhao & Shuo Sun & Jie Ying & Yonggang Xie & Zitao Song & Xinrun Wang & Bo An
- 2311.10799 Adaptive Modelling Approach for Row-Type Dependent Predictive Analysis (RTDPA): A Framework for Designing Machine Learning Models for Credit Risk Analysis in Banking Sector
by Minati Rath & Hema Date
- 2311.10759 Application Research of Spline Interpolation and ARIMA in the Field of Stock Market Forecasting
by Xitai Yu
- 2311.10756 Earnings Prediction Using Recurrent Neural Networks
by Moritz Scherrmann & Ralf Elsas
- 2311.10742 AI Ethics and Ordoliberalism 2.0: Towards A 'Digital Bill of Rights'
by Manuel Woersdoerfer
- 2311.10739 Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market
by Mohammadreza Mahmoudi
- 2311.10738 Approximation of supply curves
by Andres M. Alonso & Zehang Li
- 2311.10723 Large Language Models in Finance: A Survey
by Yinheng Li & Shaofei Wang & Han Ding & Hang Chen
- 2311.10720 Cryptocurrency in the Aftermath: Unveiling the Impact of the SVB Collapse
by Qin Wang & Guangsheng Yu & Shiping Chen
- 2311.10719 Analysis of frequent trading effects of various machine learning models
by Jiahao Chen & Xiaofei Li
- 2311.10718 Harnessing Deep Q-Learning for Enhanced Statistical Arbitrage in High-Frequency Trading: A Comprehensive Exploration
by Soumyadip Sarkar
- 2311.10717 Arguably Adequate Aqueduct Algorithm: Crossing A Bridge-Less Block-Chain Chasm
by Ravi Kashyap
- 2311.10716 The independence of Central Banks, a reductio ad impossibile
by Ion Pohoata & Delia-Elena Diaconasu & Ioana Negru
- 2311.10713 Diversifying an Index
by Johannes Ruf
- 2311.10685 High-Throughput Asset Pricing
by Andrew Y. Chen & Chukwuma Dim
- 2311.10520 Unveiling spatial patterns of population in Italian municipalities
by Davide Fiaschi & Angela Parenti & Cristiano Ricci
- 2311.10210 Deriving Weeklong Activity-Travel Dairy from Google Location History: Survey Tool Development and A Field Test in Toronto
by Melvyn Li & Kaili Wang & Yicong Liu & Khandker Nurul Habib
- 2311.10191 An optimization dichotomy for capital injections and absolutely continuous dividend strategies
by Jean-Franc{c}ois Renaud & Alexandre Roch & Clarence Simard
- 2311.10021 Worst-Case Optimal Investment in Incomplete Markets
by Sascha Desmettre & Sebastian Merkel & Annalena Mickel & Alexander Steinicke
- 2311.09972 Inference in Auctions with Many Bidders Using Transaction Prices
by Federico A. Bugni & Yulong Wang
- 2311.09885 The efficacy of the sugar-free labels is reduced by the health-sweetness tradeoff
by Ksenia Panidi & Yaroslava Grebenschikova & Vasily Klucharev
- 2311.09496 Posterior-Mean Separable Costs of Information Acquisition
by Jeffrey Mensch & Komal Malik
- 2311.09435 Estimating Functionals of the Joint Distribution of Potential Outcomes with Optimal Transport
by Daniel Ober-Reynolds
- 2311.09432 Urban economics of migration in the cities of the northeast region of Brazil
by Denise Cristina Bomtempo
- 2311.09429 New configurations of the interface between innovation and urban spatial agglomeration: the localized industrial systems (lis) of the clothing in Fortaleza/Brazil
by Edilson Pereira Junior
- 2311.09255 Artificial intelligence and the skill premium
by David E. Bloom & Klaus Prettner & Jamel Saadaoui & Mario Veruete
- 2311.09148 Predicting risk/reward ratio in financial markets for asset management using machine learning
by Reza Yarbakhsh & Mahdieh Soleymani Baghshah & Hamidreza Karimaghaie
- 2311.09083 Structural Advantages for Integrated Builders in MEV-Boost
by Mallesh Pai & Max Resnick
- 2311.08963 Incorporating Preferences Into Treatment Assignment Problems
by Daido Kido
- 2311.08958 Locally Asymptotically Minimax Statistical Treatment Rules Under Partial Identification
by Daido Kido
- 2311.08929 The impact of Electricity Blackouts and poor infrastructure on the livelihood of residents and the local economy of City of Johannesburg, South Africa
by Nkosingizwile Mazwi Mchunu & George Okechukwu Onatu & Trynos Gumbo
- 2311.08871 A short note on super-hedging an arbitrary number of European options with integer-valued strategies
by Dorsaf Cherif & Meriam El Mansour & Emmanuel Lepinette
- 2311.08847 Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty
by Meriam El Mansour & Emmanuel Lepinette
- 2311.08830 Quantity versus quality in publication activity: knowledge production at the regional level
by Timur Gareev & Irina Peker
- 2311.08826 Multi-stage Euler-Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains
by Akihiro Kaneko
- 2311.08678 The Future of Sustainability in Germany: Areas for Improvement and Innovation
by Mehrnaz Kouhihabibi & Erfan Mohammadi
- 2311.08671 Managing Biotechnology and Healthcare Innovation Challenges and Opportunities for Startups and Small Companies
by Narges Ramezani & Erfan Mohammadi
- 2311.08650 The Use of Symmetry for Models with Variable-size Variables
by Takeshi Fukasawa
- 2311.08617 Bank Performance Determinants: State of the Art and Future Research Avenues
by Anas Azzabi & Younes Lahrichi
- 2311.08533 Natural Language Processing for Financial Regulation
by Ixandra Achitouv & Dragos Gorduza & Antoine Jacquier
- 2311.08532 Crowdsearch
by Hans Gersbach & Akaki Mamageishvili & Fikri Pitsuwan
- 2311.08471 Incompleteness, Independence, and Negative Dominance
by Harvey Lederman
- 2311.08289 Path-dependent PDEs for volatility derivatives
by Alexandre Pannier
- 2311.08256 Consensus and Disagreement: Information Aggregation under (not so) Naive Learning
by Abhijit Banerjee & Olivier Compte
- 2311.08250 Audit fees in auditor switching
by Sarit Agami
- 2311.08218 Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models
by Christis Katsouris
- 2311.07936 Occupied Processes: Going with the Flow
by Valentin Tissot-Daguette
- 2311.07920 Strategic Waiting in Centralized Matching: Daycare Assignment
by Kan Kuno
- 2311.07905 Considering Risk Aversion in Economic Evaluation: A Rank Dependent Approach
by Jacob Smith
- 2311.07754 Efficient Prior-Free Mechanisms for No-Regret Agents
by Natalie Collina & Aaron Roth & Han Shao
- 2311.07738 Revisiting Cont's Stylized Facts for Modern Stock Markets
by Ethan Ratliff-Crain & Colin M. Van Oort & James Bagrow & Matthew T. K. Koehler & Brian F. Tivnan
- 2311.07735 Assessing the potential impact of environmental land management schemes on emergent infection disease risks
by Christopher J. Banks & Katherine Simpson & Nicholas Hanley & Rowland R. Kao
- 2311.07598 Multi-Label Topic Model for Financial Textual Data
by Moritz Scherrmann
- 2311.07597 Enhancing Actuarial Non-Life Pricing Models via Transformers
by Alexej Brauer
- 2311.07513 A Hypothesis on Good Practices for AI-based Systems for Financial Time Series Forecasting: Towards Domain-Driven XAI Methods
by Branka Hadji Misheva & Joerg Osterrieder
- 2311.07478 Optimal portfolio allocation with uncertain covariance matrix
by Maxime Markov & Vladimir Markov
- 2311.07269 Decision-making under risk: when is utility maximization equivalent to risk minimization?
by Francesco Ruscitti & Ram Sewak Dubey & Giorgio Laguzzi
- 2311.07243 Optimal Estimation of Large-Dimensional Nonlinear Factor Models
by Yingjie Feng
- 2311.07231 Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study
by Rawin Assabumrungrat & Kentaro Minami & Masanori Hirano
- 2311.07211 A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-dimensional American Options
by Jirong Zhuang & Deng Ding & Weiguo Lu & Xuan Wu & Gangnan Yuan
- 2311.07072 Technostress and Job Performance: Understanding the Negative Impacts and Strategic Responses in the Workplace
by Armita Atrian & Saleh Ghobbeh
- 2311.07071 The Impact of Generative Artificial Intelligence on Market Equilibrium: Evidence from a Natural Experiment
by Kaichen Zhang & Zixuan Yuan & Hui Xiong
- 2311.07067 High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables
by Fu Ouyang & Thomas Tao Yang
- 2311.07010 Degree-Weighted DeGroot Learning
by Chen Cheng & Xiao Han & Xin Tong & Yusheng Wu & Yiqing Xing
- 2311.06896 Markov Decision Processes with Risk-Sensitive Criteria: An Overview
by Nicole Bauerle & Anna Ja'skiewicz
- 2311.06891 Design-based Estimation Theory for Complex Experiments
by Haoge Chang
- 2311.06865 Centralised or Decentralised? Data Analysis of Transaction Network of Hedera Hashgraph
by Lucas Amherd & Sheng-Nan Li & Claudio J. Tessone
- 2311.06831 Quasi-Bayes in Latent Variable Models
by Sid Kankanala
- 2311.06811 A non-invariance result for the spatial AK model
by Cristiano Ricci
- 2311.06790 The QLBS Model within the presence of feedback loops through the impacts of a large trader
by Ahmet Umur Ozsoy & Omur Uu{g}ur
- 2311.06780 The Multi-BMBY Mechanism: Proportionality-Preserving and Strategyproof Ownership Restructuring in Private Companies
by Gal Danino & Moran Koren & Omer Madmon
- 2311.06745 Dynamic portfolio selection for nonlinear law-dependent preferences
by Zongxia Liang & Jianming Xia & Fengyi Yuan
- 2311.06740 Aggregation and Closed-Form Results for Nonhomothetic CES Preferences
by Clement E. Bohr & Mart'i Mestieri & Emre Enes Yavuz
- 2311.06718 Sustainable Development Goal (SDG) 8: New Zealand Prospects while Yield Curve Inverts in Central Bank Digital Currency (CBDC) Era
by Qionghua Chu
- 2311.06716 Sustainable Development Goals (SDGs): New Zealand Outlook with Central Bank Digital Currency and SDG 8 Realization on the Horizon
by Qionghua Chu
- 2311.06665 Withdrawal Success Optimization
by Hayden Brown
- 2311.06641 Best Complete Approximations of Preference Relations
by Hiroki Nishimura & Efe A. Ok
- 2311.06621 Quantum Computing for Financial Mathematics
by Antoine Jacquier & Oleksiy Kondratyev & Gordon Lee & Mugad Oumgari
- 2311.06590 Optimal resource allocation: Convex quantile regression approach
by Sheng Dai & Natalia Kuosmanen & Timo Kuosmanen & Juuso Liesio
- 2311.06519 Portfolio diversification with varying investor abilities
by Nick James & Max Menzies
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