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Content
2023
- 2308.12179 Investigating Short-Term Dynamics in Green Bond Markets
by Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji
- 2308.11939 Retail Demand Forecasting: A Comparative Study for Multivariate Time Series
by Md Sabbirul Haque & Md Shahedul Amin & Jonayet Miah
- 2308.11922 Discrimination and Constraints: Evidence from The Voice
by Anuar Assamidanov
- 2308.11828 Optimal Robust Reinsurance with Multiple Insurers
by Emma Kroell & Sebastian Jaimungal & Silvana M. Pesenti
- 2308.11805 The Impact of Stocks on Correlations between Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression
by Matthew Stuart & Cindy Yu & David A. Hennessy
- 2308.11597 Nash Equilibrium Existence without Convexity
by Conrad Kosowsky
- 2308.11406 Designing an attack-defense game: how to increase robustness of financial transaction models via a competition
by Alexey Zaytsev & Maria Kovaleva & Alex Natekin & Evgeni Vorsin & Valerii Smirnov & Georgii Smirnov & Oleg Sidorshin & Alexander Senin & Alexander Dudin & Dmitry Berestnev
- 2308.11302 From Mundane to Meaningful: AI's Influence on Work Dynamics -- evidence from ChatGPT and Stack Overflow
by Quentin Gallea
- 2308.11294 Network Momentum across Asset Classes
by Xingyue Pu & Stephen Roberts & Xiaowen Dong & Stefan Zohren
- 2308.11238 Distorted optimal transport
by Haiyan Liu & Bin Wang & Ruodu Wang & Sheng Chao Zhuang
- 2308.11222 Approximate Core Allocations for Edge Cover Games
by Tianhang Lu & Han Xian & Qizhi Fang
- 2308.11202 Analysis of Optimal Portfolio Management Using Hierarchical Clustering
by Kapil Panda
- 2308.11173 Forecasting inflation using disaggregates and machine learning
by Gilberto Boaretto & Marcelo C. Medeiros
- 2308.11138 NLP-based detection of systematic anomalies among the narratives of consumer complaints
by Peiheng Gao & Ning Sun & Xuefeng Wang & Chen Yang & Riv{c}ardas Zitikis
- 2308.11069 Classical Economics: Lost and Found
by Sabiou Inoua & Vernon Smith
- 2308.10993 Econometrics of Machine Learning Methods in Economic Forecasting
by Andrii Babii & Eric Ghysels & Jonas Striaukas
- 2308.10974 "Guinea Pig Trials" Utilizing GPT: A Novel Smart Agent-Based Modeling Approach for Studying Firm Competition and Collusion
by Xu Han & Zengqing Wu & Chuan Xiao
- 2308.10823 Simulation Experiments as a Causal Problem
by Tyrel Stokes & Ian Shrier & Russell Steele
- 2308.10568 Analytical valuation of vulnerable derivative claims with bilateral cash flows under credit, funding and wrong-way risk
by Juan Jose Francisco Miguelez & Cristin Buescu
- 2308.10556 D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options
by Kristoffer Andersson & Cornelis W. Oosterlee
- 2308.10550 Explicit Computations for Delayed Semistatic Hedging
by Yan Dolinsky & Or Zuk
- 2308.10359 Central Bank Digital Currency with Collateral-constrained Banks
by Hanfeng Chen & Maria Elena Filippin
- 2308.10313 Exploring the Role of Perceived Range Anxiety in Adoption Behavior of Plug-in Electric Vehicles
by Fatemeh Nazari & Abolfazl Mohammadian & Thomas Stephens
- 2308.10309 Digital Real Estate in the Metaverse: An Empirical Analysis of Retail Investor Motivations
by Lennart Ante & Friedrich-Philipp Wazinski & Aman Saggu
- 2308.10138 Genuinely Robust Inference for Clustered Data
by Harold D. Chiang & Yuya Sasaki & Yulong Wang
- 2308.10131 Agree to Disagree: Measuring Hidden Dissent in FOMC Meetings
by Kwok Ping Tsang & Zichao Yang
- 2308.10104 Green or greedy: the relationship between perceived benefits and homeowners' intention to adopt residential low-carbon technologies
by Fabian Scheller & Karyn Morrissey & Karsten Neuhoff & Dogan Keles
- 2308.10046 Startup Acquisitions: Acquihires and Talent Hoarding
by Jean-Michel Benkert & Igor Letina & Shuo Liu
- 2308.10039 Do We Price Happiness? Evidence from Korean Stock Market
by HyeonJun Kim
- 2308.10034 On the parametric description of log-growth rates of cities' sizes of four European countries and the USA
by Till Massing & Miguel Puente-Ajov'in & Arturo Ramos
- 2308.10030 The Distribution of Strike Size:Empirical Evidence from Europe and North America in the 19th and 20th Centuries
by Michele Campolieti & Arturo Ramos
- 2308.10023 Student't mixture models for stock indices. A comparative study
by Till Massing & Arturo Ramos
- 2308.10018 Is there a universal parametric city size distribution? Empirical evidence for 70 countries
by Miguel Puente-Ajov'in & Arturo Ramos & Fernando Sanz-Gracia
- 2308.09968 To the Moon: Analyzing Collective Trading Events on the Wings of Sentiment Analysis
by Tim Matthies & Thomas Lohden & Stephan Leible & Jun-Patrick Raabe
- 2308.09818 Paths to Influence: How Coordinated Influence Operations Affect the Prominence of Ideas
by Darren L. Linvill & Patrick L. Warren
- 2308.09789 Managers' Choice of Disclosure Complexity
by Jeremy Bertomeu
- 2308.09783 Discretionary Extensions to Unemployment-Insurance Compensation and Some Potential Costs for a McCall Worker
by Rich Ryan
- 2308.09535 Weak Identification with Many Instruments
by Anna Mikusheva & Liyang Sun
- 2308.09485 Wisdom of the Crowds or Ignorance of the Masses? A data-driven guide to WSB
by Valentina Semenova & Dragos Gorduza & William Wildi & Xiaowen Dong & Stefan Zohren
- 2308.09480 The Inflation Attention Threshold and Inflation Surges
by Oliver Pfauti
- 2308.09347 Endowments, patience types, and uniqueness in two-good HARA utility economies
by Andrea Loi & Stefano Matta
- 2308.09264 Black-Litterman, Bayesian Shrinkage, and Factor Models in Portfolio Selection: You Can Have It All
by Kwong Yu Chong
- 2308.09211 Asymptotic Value of Monitoring Structures in Stochastic Games
by Daehyun Kim & Ichiro Obara
- 2308.09009 Closed-form approximations of moments and densities of continuous-time Markov models
by Dennis Kristensen & Young Jun Lee & Antonio Mele
- 2308.08972 Econometrics Modelling Approach to Examine the Effect of STEM Policy Changes on Asian Students Enrollment Decision in USA
by Prathamesh Muzumdar & George Kurian & Ganga Prasad Basyal & Apoorva Muley
- 2308.08958 Linear Regression with Weak Exogeneity
by Anna Mikusheva & Mikkel S{o}lvsten
- 2308.08953 Decarbonizing the European energy system in the absence of Russian gas: Hydrogen uptake and carbon capture developments in the power, heat and industry sectors
by Goran Durakovic & Hongyu Zhang & Brage Rugstad Knudsen & Asgeir Tomasgard & Pedro Crespo del Granado
- 2308.08918 IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making
by Hui Niu & Siyuan Li & Jiahao Zheng & Zhouchi Lin & Jian Li & Jian Guo & Bo An
- 2308.08808 Entrepreneurial Higher Education Education, Knowledge and Wealth Creation
by Rahmat Ullah & Rashid Aftab & Saeed Siyal & Kashif Zaheer
- 2308.08776 Large Language Models at Work in China's Labor Market
by Qin Chen & Jinfeng Ge & Huaqing Xie & Xingcheng Xu & Yanqing Yang
- 2308.08760 Semi-analytic pricing of American options in time-dependent jump-diffusion models with exponential jumps
by Andrey Itkin
- 2308.08745 When to efficiently rebalance a portfolio
by Masayuki Ando & Masaaki Fukasawa
- 2308.08683 Detecting Financial Market Manipulation with Statistical Physics Tools
by Haochen Li & Maria Polukarova & Carmine Ventre
- 2308.08630 Cooperation and interdependence in global science funding
by Lili Miao & Vincent Larivi`ere & Feifei Wang & Yong-Yeol Ahn & Cassidy R. Sugimoto
- 2308.08558 BIRP: Bitcoin Information Retrieval Prediction Model Based on Multimodal Pattern Matching
by Minsuk Kim & Byungchul Kim & Junyeong Yong & Jeongwoo Park & Gyeongmin Kim
- 2308.08554 AI-Assisted Investigation of On-Chain Parameters: Risky Cryptocurrencies and Price Factors
by Abdulrezzak Zekiye & Semih Utku & Fadi Amroush & Oznur Ozkasap
- 2308.08550 Recurrent Neural Networks with more flexible memory: better predictions than rough volatility
by Damien Challet & Vincent Ragel
- 2308.08549 Effects of Daily News Sentiment on Stock Price Forecasting
by S. Srinivas & R. Gadela & R. Sabu & A. Das & G. Nath & V. Datla
- 2308.08430 A Majority Rule Philosophy for Instant Runoff Voting
by Ross Hyman & Deb Otis & Seamus Allen & Greg Dennis
- 2308.08390 Testing Partial Instrument Monotonicity
by Hongyi Jiang & Zhenting Sun
- 2308.08315 Modified Verhulst-Solow model for long-term population and economic growths
by Iram Gleriaa & Sergio Da Silvab & Leon Brenig & Tarc{i}sio M. Rocha Filho & Annibal Figueiredo
- 2308.08276 Computer vision-enriched discrete choice models, with an application to residential location choice
by Sander van Cranenburgh & Francisco Garrido-Valenzuela
- 2308.08152 Estimating Effects of Long-Term Treatments
by Shan Huang & Chen Wang & Yuan Yuan & Jinglong Zhao & Brocco & Zhang
- 2308.08135 Microstructure-Empowered Stock Factor Extraction and Utilization
by Xianfeng Jiao & Zizhong Li & Chang Xu & Yang Liu & Weiqing Liu & Jiang Bian
- 2308.08066 The Geometry of Constant Function Market Makers
by Guillermo Angeris & Tarun Chitra & Theo Diamandis & Alex Evans & Kshitij Kulkarni
- 2308.08044 On the unimportance of commitment for monetary policy
by Juan Paez-Farrell
- 2308.08031 Company Similarity using Large Language Models
by Dimitrios Vamvourellis & M'at'e Toth & Snigdha Bhagat & Dhruv Desai & Dhagash Mehta & Stefano Pasquali
- 2308.07993 Does courier gender matter? Exploring mode choice behaviour for E-groceries crowd-shipping in developing economies
by Oleksandr Rossolov & Anastasiia Botsman & Serhii Lyfenko & Yusak O. Susilo
- 2308.07979 Emerging Frontiers: Exploring the Impact of Generative AI Platforms on University Quantitative Finance Examinations
by Rama K. Malladi
- 2308.07944 Portfolio Selection via Topological Data Analysis
by Petr Sokerin & Kristian Kuznetsov & Elizaveta Makhneva & Alexey Zaytsev
- 2308.07835 Nested Multilevel Monte Carlo with Biased and Antithetic Sampling
by Abdul-Lateef Haji-Ali & Jonathan Spence
- 2308.07830 Optimizing B2B Product Offers with Machine Learning, Mixed Logit, and Nonlinear Programming
by John V. Colias & Stella Park & Elizabeth Horn
- 2308.07763 Online Universal Dirichlet Factor Portfolios
by Purushottam Parthasarathy & Avinash Bhardwaj & Manjesh K. Hanawal
- 2308.07626 Reconstructing cryptocurrency processes via Markov chains
by Tanya Ara'ujo & Paulo Barbosa
- 2308.07577 Interest Rate Dynamics and Commodity Prices
by Christophe Gouel & Qingyin Ma & John Stachurski
- 2308.07519 Serendipity in Science
by Pyung Nahm & Raviv Murciano-Goroff & Michael Park & Russell J. Funk
- 2308.07437 Impact of COVID-19 Lockdown Measures on Chinese Startups and Local Government Public Finance: Challenges and Policy Implications
by Xin Sun
- 2308.07334 Stochastic Optimal Investment Strategy for Net-Zero Energy Houses
by Mengmou Li & Taichi Tanaka & A. Daniel Carnerero & Yasuaki Wasa & Kenji Hirata & Yasumasa Fujisaki & Yoshiaki Ushifusa & Takeshi Hatanaka
- 2308.07329 Variations on the Reinforcement Learning performance of Blackjack
by Avish Buramdoyal & Tim Gebbie
- 2308.07320 PM-Gati Shakti: Advancing India's Energy Future through Demand Forecasting -- A Case Study
by SujayKumar Reddy M & Gopakumar G
- 2308.07268 Fault Tolerance in Euclidean Committee Selection
by Chinmay Sonar & Subhash Suri & Jie Xue
- 2308.07185 The Cycle of Value The Cycle of Value -- A Conservationist Approach to Economics
by Nick Harkiolakis
- 2308.07172 Economic complexity and the sustainability transition: A review of data, methods, and literature
by Bernardo Caldarola & Dario Mazzilli & Lorenzo Napolitano & Aurelio Patelli & Angelica Sbardella
- 2308.07154 Exploring the Nexus between Exhaustible Human Resources and Economic Development in China: An Application of the Hotelling Model
by Zhiwei Yang
- 2308.07041 The four types of stablecoins: A comparative analysis
by Matthias Hafner & Marco Henriques Pereira & Helmut Dietl & Juan Beccuti
- 2308.07029 A discretization scheme for path-dependent FBSDEs
by Jiuk Jang & Hyungbin Park
- 2308.06935 Insurance pricing on price comparison websites via reinforcement learning
by Tanut Treetanthiploet & Yufei Zhang & Lukasz Szpruch & Isaac Bowers-Barnard & Henrietta Ridley & James Hickey & Chris Pearce
- 2308.06907 Generative Interpretation
by Yonathan A. Arbel & David Hoffman
- 2308.06882 Quantifying Outlierness of Funds from their Categories using Supervised Similarity
by Dhruv Desai & Ashmita Dhiman & Tushar Sharma & Deepika Sharma & Dhagash Mehta & Stefano Pasquali
- 2308.06642 Contagion Effects of the Silicon Valley Bank Run
by Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer
- 2308.06617 Quantile Time Series Regression Models Revisited
by Christis Katsouris
- 2308.06607 The Disagreement Dividend
by Giampaolo Bonomi
- 2308.06568 "Zero Cost'' Majority Attacks on Permissionless Blockchains
by Joshua S. Gans & Hanna Halaburda
- 2308.06525 Loan portfolio management and Liquidity Risk: The impact of limited liability and haircut
by Deb Narayan Barik & Siddhartha P. Chakrabarty
- 2308.06426 Driver Heterogeneity in Willingness to Give Control to Conditional Automation
by Muhammad Sajjad Ansar & Nael Alsaleh & Bilal Farooq
- 2308.06375 UAMM: Price-oracle based Automated Market Maker
by Daniel Jiwoong Im & Alexander Kondratskiy & Vincent Harvey & Hsuan-Wei Fu
- 2308.06303 A New Approach to Overcoming Zero Trade in Gravity Models to Avoid Indefinite Values in Linear Logarithmic Equations and Parameter Verification Using Machine Learning
by Mikrajuddin Abdullah
- 2308.06279 Visitors Out! The Absence of Away Team Supporters as a Source of Home Advantage in Football
by Federico Fioravanti & Fernando Delbianco & Fernando Tohm'e
- 2308.06265 Long-term Effects of Temperature Variations on Economic Growth: A Machine Learning Approach
by Eugene Kharitonov & Oksana Zakharchuk & Lin Mei
- 2308.06260 ChatGPT-based Investment Portfolio Selection
by Oleksandr Romanko & Akhilesh Narayan & Roy H. Kwon
- 2308.06223 An approach to extend Cross-Impact Balance method in multiple timespans
by Chonghao Zhao
- 2308.05912 Ideological Ambiguity and Political Spectrum
by Hector Galindo-Silva
- 2308.05895 Characterizing Correlation Matrices that Admit a Clustered Factor Representation
by Chen Tong & Peter Reinhard Hansen
- 2308.05849 Solving equilibrium problems in economies with financial markets, home production, and retention
by Julio Deride & Roger J-B Wets
- 2308.05753 Amortized neural networks for agent-based model forecasting
by Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev
- 2308.05668 Dynamic delegation in promotion contests
by Th'eo Durandard
- 2308.05564 Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
by Lin Deng & Michael Stanley Smith & Worapree Maneesoonthorn
- 2308.05486 Money Growth and Inflation: A Quantile Sensitivity Approach
by Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu
- 2308.05263 Solving the Forecast Combination Puzzle
by David T. Frazier & Ryan Covey & Gael M. Martin & Donald Poskitt
- 2308.05237 Financial Fraud Detection: A Comparative Study of Quantum Machine Learning Models
by Nouhaila Innan & Muhammad Al-Zafar Khan & Mohamed Bennai
- 2308.05201 "Generate" the Future of Work through AI: Empirical Evidence from Online Labor Markets
by Jin Liu & Xingchen Xu & Xi Nan & Yongjun Li & Yong Tan
- 2308.05200 SmartDCA superiority
by Calvet & Emmanuel & Herranz-Celotti & Luca & Valimamode & Karim
- 2308.05183 Interpolation of numerical series by the Fermat-Torricelli point construction method on the example of the numerical series of inflation in the Czech Republic in 2011-2021
by Yekimov Sergey
- 2308.05171 Statistical Decision Theory Respecting Stochastic Dominance
by Charles F. Manski & Aleksey Tetenov
- 2308.04973 The Mobilit\"at.Leben Study: a Year-Long Mobility-Tracking Panel
by Allister Loder & Fabienne Cantner & Victoria Dahmen & Klaus Bogenberger
- 2308.04963 A Guide to Impact Evaluation under Sample Selection and Missing Data: Teacher's Aides and Adolescent Mental Health
by Simon Calmar Andersen & Louise Beuchert & Phillip Heiler & Helena Skyt Nielsen
- 2308.04947 Methods for Acquiring and Incorporating Knowledge into Stock Price Prediction: A Survey
by Liping Wang & Jiawei Li & Lifan Zhao & Zhizhuo Kou & Xiaohan Wang & Xinyi Zhu & Hao Wang & Yanyan Shen & Lei Chen
- 2308.04780 School Choice with Multiple Priorities
by Minoru Kitahara & Yasunori Okumura
- 2308.04769 Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph
by Ryo Hidaka & Yohei Hamakawa & Jun Nakayama & Kosuke Tatsumura
- 2308.04629 Instabilities of explicit finite difference schemes with ghost points on the diffusion equation
by Fabien Le Floc'h
- 2308.04593 Tropical Analysis: With an Application to Indivisible Goods
by Nicholas C. Bedard & Jacob K. Goeree
- 2308.04493 Efficient option pricing with unary-based photonic computing chip and generative adversarial learning
by Hui Zhang & Lingxiao Wan & Sergi Ramos-Calderer & Yuancheng Zhan & Wai-Keong Mok & Hong Cai & Feng Gao & Xianshu Luo & Guo-Qiang Lo & Leong Chuan Kwek & Jos'e Ignacio Latorre & Ai Qun Liu
- 2308.04400 Global evidence on the income elasticity of willingness to pay, relative price changes and public natural capital values
by Moritz A. Drupp & Zachary M. Turk & Ben Groom & Jonas Heckenhahn
- 2308.04399 Fine-Tuning Games: Bargaining and Adaptation for General-Purpose Models
by Benjamin Laufer & Jon Kleinberg & Hoda Heidari
- 2308.04378 Extended mean-field control problems with multi-dimensional singular controls
by Robert Denkert & Ulrich Horst
- 2308.04276 Causal Interpretation of Linear Social Interaction Models with Endogenous Networks
by Tadao Hoshino
- 2308.04181 Regularity in forex returns during financial distress: Evidence from India
by Radhika Prosad Datta
- 2308.04130 Options are also options on options: how to smile with Black-Scholes
by Claude Martini & Arianna Mingone
- 2308.04057 Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects
by Marco Barassi & Yiannis Karavias & Chongxian Zhu
- 2308.03858 Ramifications of generalized Feller theory
by Christa Cuchiero & Tonio Mollmann & Josef Teichmann
- 2308.03708 Measuring income inequality via percentile relativities
by Vytaras Brazauskas & Francesca Greselin & Ricardas Zitikis
- 2308.03706 Uniqueness of equilibrium and redistributive policies: a geometric approach to efficiency
by Andrea Loi & Stefano Matta & Daria Uccheddu
- 2308.03704 DeRisk: An Effective Deep Learning Framework for Credit Risk Prediction over Real-World Financial Data
by Yancheng Liang & Jiajie Zhang & Hui Li & Xiaochen Liu & Yi Hu & Yong Wu & Jinyao Zhang & Yongyan Liu & Yi Wu
- 2308.03507 How to choose a Compatible Committee?
by Ritu Dutta & Rajnish Kumnar & Surajit Borkotokey
- 2308.03494 Weighted position value for Network games
by Niharika Kakoty & Surajit Borkotokey & Rajnish Kumar & Abhijit Bora
- 2308.03489 The Expected Shapley value on a class of probabilistic games
by Surajit Borkotokey & Sujata Gowala & Rajnish Kumar
- 2308.02969 El paradigma del marketing digital en la academia, el emprendimiento universitario y las empresas establecidas
by Guillermo Jose Navarro del Toro
- 2308.02914 Anomaly Detection in Global Financial Markets with Graph Neural Networks and Nonextensive Entropy
by Kleyton da Costa
- 2308.02899 Treatment Effects in Staggered Adoption Designs with Non-Parallel Trends
by Brantly Callaway & Emmanuel Selorm Tsyawo
- 2308.02895 From Statistical Physics to Social Sciences: The Pitfalls of Multi-disciplinarity
by Jean-Philippe Bouchaud
- 2308.02820 Reinforcement Learning for Financial Index Tracking
by Xianhua Peng & Chenyin Gong & Xue Dong He
- 2308.02817 Bipartite peak-pit domains
by Alexander Karpov & Klas Markstrom & S{o}ren Riis & Bei Zhou
- 2308.02739 Fires and Local Labor Markets
by Raphaelle G. Coulombe & Akhil Rao
- 2308.02627 Hamilton-Jacobi-Bellman Equation Arising from Optimal Portfolio Selection Problem
by Daniel Sevcovic & Cyril Izuchukwu Udeani
- 2308.02624 AI exposure predicts unemployment risk
by Morgan Frank & Yong-Yeol Ahn & Esteban Moro
- 2308.02491 Mapping Global Value Chains at the Product Level
by Lea Karbevska & C'esar A. Hidalgo
- 2308.02450 Composite Quantile Factor Model
by Xiao Huang
- 2308.02364 Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models
by Jungjun Choi & Ming Yuan
- 2308.02274 Game theoretic foundations of the Gately power measure for directed networks
by Robert P. Gilles & Lina Mallozzi
- 2308.02246 Statistically consistent term structures have affine geometry
by Paul Kruhner & Shijie Xu
- 2308.02231 Should we trust web-scraped data?
by Jens Foerderer
- 2308.02083 A Non-Parametric Test of Risk Aversion
by Jacob K Goeree & Bernardo Garcia-Pola
- 2308.02049 Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results
by Abdelali Gabih & Ralf Wunderlich
- 2308.01915 LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study
by Matteo Prata & Giuseppe Masi & Leonardo Berti & Viviana Arrigoni & Andrea Coletta & Irene Cannistraci & Svitlana Vyetrenko & Paola Velardi & Novella Bartolini
- 2308.01910 Deep Policy Gradient Methods in Commodity Markets
by Jonas Hanetho
- 2308.01881 The Banks Set and the Bipartisan Set May Be Disjoint
by Felix Brandt & Florian Grundbacher
- 2308.01844 A novel approach for quantum financial simulation and quantum state preparation
by Yen-Jui Chang & Wei-Ting Wang & Hao-Yuan Chen & Shih-Wei Liao & Ching-Ray Chang
- 2308.01803 Trading and wealth evolution in the Proof of Stake protocol
by Wenpin Tang
- 2308.01755 Repeated Bidding with Dynamic Value
by Benjamin Heymann & Alexandre Gilotte & R'emi Chan-Renous
- 2308.01752 Quantifying Retrospective Human Responsibility in Intelligent Systems
by Nir Douer & Joachim Meyer
- 2308.01596 A Robust Method for Microforecasting and Estimation of Random Effects
by Raffaella Giacomini & Sokbae Lee & Silvia Sarpietro
- 2308.01486 Path Shadowing Monte-Carlo
by Rudy Morel & St'ephane Mallat & Jean-Philippe Bouchaud
- 2308.01485 A new probabilistic analysis of the yard-sale model
by Christoph Borgers & Claude Greengard
- 2308.01419 Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects
by Chao Zhang & Xingyue Pu & Mihai Cucuringu & Xiaowen Dong
- 2308.01418 Limit Theory under Network Dependence and Nonstationarity
by Christis Katsouris
- 2308.01305 A quantum double-or-nothing game: The Kelly Criterion for Spins
by Bernhard K Meister & Henry C W Price
- 2308.01208 Adaptive Collaborative Filtering with Personalized Time Decay Functions for Financial Product Recommendation
by Ashraf Ghiye & Baptiste Barreau & Laurent Carlier & Michalis Vazirgiannis
- 2308.01198 Analyzing the Reporting Error of Public Transport Trips in the Danish National Travel Survey Using Smart Card Data
by Georges Sfeir & Filipe Rodrigues & Maya Abou Zeid & Francisco Camara Pereira
- 2308.01121 An optimal transport approach for the multiple quantile hedging problem
by Cyril B'en'ezet & Jean-Franc{c}ois Chassagneux & Mohan Yang
- 2308.01112 Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years
by Yuki Sato & Kiyoshi Kanazawa
- 2308.01013 Bayesian framework for characterizing cryptocurrency market dynamics, structural dependency, and volatility using potential field
by Anoop C V & Neeraj Negi & Anup Aprem
- 2308.00921 Incident-Specific Cyber Insurance
by Wing Fung Chong & Daniel Linders & Zhiyu Quan & Linfeng Zhang
- 2308.00913 The Bayesian Context Trees State Space Model for time series modelling and forecasting
by Ioannis Papageorgiou & Ioannis Kontoyiannis
- 2308.00808 Towards Climate Neutrality: A Comprehensive Overview of Sustainable Operations Management, Optimization, and Wastewater Treatment Strategies
by Vasileios Alevizos & Ilias Georgousis & Anna-Maria Kapodistria
- 2308.00805 Second-Order Approximation of Limit Order Books in a Single-Scale Regime
by Ulrich Horst & Dorte Kreher & Konstantins Starovoitovs
- 2308.00795 Duopoly insurers' incentives for data quality under a mandatory cyber data sharing regime
by Carlos Barreto & Olof Reinert & Tobias Wiesinger & Ulrik Franke
- 2308.00706 Infodemia e pandemia: la cognitive warfare ai tempi del SARS-CoV-2
by Francesco Saverio Bucci & Matteo Cristofaro & Pier Luigi Giardino
- 2308.00702 An Empirical Study on the Holiday Effect of China's Time-Honored Companies
by Xianyang Li & Jiayi Xu & Haoxuan Xu & Yunxuan Ma & Yu Zhong & Lei Wang
- 2308.00681 Increasing Supply Chain Resiliency Through Equilibrium Pricing and Stipulating Transportation Quota Regulation
by Mostafa Pazoki & Hamed Samarghandi & Mehdi Behroozi
- 2308.00521 SurveyLM: A platform to explore emerging value perspectives in augmented language models' behaviors
by Steve J. Bickley & Ho Fai Chan & Bang Dao & Benno Torgler & Son Tran
- 2308.00444 Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes
by Francesco Angelini & Massimiliano Castellani & Simone Giannerini & Greta Goracci
- 2308.00383 Exploiting the dynamics of commodity futures curves
by Robert J Bianchi & John Hua Fan & Joelle Miffre & Tingxi Zhang
- 2308.00202 Randomization Inference of Heterogeneous Treatment Effects under Network Interference
by Julius Owusu
- 2308.00179 Position Uncertainty in a Sequential Public Goods Game: An Experiment
by Chowdhury Mohammad Sakib Anwar & Konstantinos Georgalos
- 2308.00167 What's Logs Got to do With it: On the Perils of log Dependent Variables and Difference-in-Differences
by Brendon McConnell
- 2308.00087 Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation
by Martin He{ss}ler & Tobias Wand & Oliver Kamps
- 2308.00065 FinPT: Financial Risk Prediction with Profile Tuning on Pretrained Foundation Models
by Yuwei Yin & Yazheng Yang & Jian Yang & Qi Liu
- 2308.00062 Control and Spread of Contagion in Networks
by John Higgins & Tarun Sabarwal
- 2308.00016 Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment
by Saizhuo Wang & Hang Yuan & Leon Zhou & Lionel M. Ni & Heung-Yeung Shum & Jian Guo
- 2308.00014 A new mapping of technological interdependence
by A. Fronzetti Colladon & B. Guardabascio & F. Venturini
- 2308.00013 Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
by Haoyang Yu & Yutong Sun & Yulin Liu & Luyao Zhang
- 2307.16874 Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders
by Arnav Hiray & Pratvi Shah & Vishwa Shah & Agam Shah & Sudheer Chava & Mukesh Tiwari
- 2307.16649 American Passport options in an exponential L\'evy model
by Zakaria Marah
- 2307.16619 A Common Shock Model for multidimensional electricity intraday price modelling with application to battery valuation
by Thomas Deschatre & Xavier Warin
- 2307.16554 The fiscal implications of stringent climate policy
by Richard S. J. Tol
- 2307.16427 Causal Inference for Banking Finance and Insurance A Survey
by Satyam Kumar & Yelleti Vivek & Vadlamani Ravi & Indranil Bose
- 2307.16370 Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation
by Jungjun Choi & Hyukjun Kwon & Yuan Liao
- 2307.16315 Towards Practical Robustness Auditing for Linear Regression
by Daniel Freund & Samuel B. Hopkins
Printed from https://ideas.repec.org/s/arx/papers27.html
