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Content
2023
- 2311.06476 Relative entropy-regularized robust optimal order execution
by Meng Wang & Tai-Ho Wang
- 2311.06330 Smart Agent-Based Modeling: On the Use of Large Language Models in Computer Simulations
by Zengqing Wu & Run Peng & Xu Han & Shuyuan Zheng & Yixin Zhang & Chuan Xiao
- 2311.06292 Towards a data-driven debt collection strategy based on an advanced machine learning framework
by Abel Sancarlos & Edgar Bahilo & Pablo Mozo & Lukas Norman & Obaid Ur Rehma & Mihails Anufrijevs
- 2311.06282 A Modeling Approach of Return and Volatility of Structured Investment Products with Caps and Floors
by Jiaer He & Roberto Rivera
- 2311.06280 A Data-driven Deep Learning Approach for Bitcoin Price Forecasting
by Parth Daxesh Modi & Kamyar Arshi & Pertami J. Kunz & Abdelhak M. Zoubir
- 2311.06278 Boosting Stock Price Prediction with Anticipated Macro Policy Changes
by Md Sabbirul Haque & Md Shahedul Amin & Jonayet Miah & Duc Minh Cao & Ashiqul Haque Ahmed
- 2311.06273 Potential of ChatGPT in predicting stock market trends based on Twitter Sentiment Analysis
by Ummara Mumtaz & Summaya Mumtaz
- 2311.06256 From Deep Filtering to Deep Econometrics
by Robert Stok & Paul Bilokon
- 2311.06251 AI for Investment: A Platform Disruption
by Mohammad Rasouli & Ravi Chiruvolu & Ali Risheh
- 2311.06092 Patience ensures fairness
by Florian Brandl & Andrew Mackenzie
- 2311.06048 Empirical Review of Youth-Employment Programs in Ghana
by Monica Lambon-Quayefio & Thomas Yeboah & Nkechi S. Owoo & Marjan Petreski & Catherine Koranchie & Edward Asiedu & Mohammed Zakaria & Ernest Berko & Yaw Nsiah Agyemang
- 2311.05977 Price-mediated contagion with endogenous market liquidity
by Zhiyu Cao & Zachary Feinstein
- 2311.05883 Time-Varying Identification of Monetary Policy Shocks
by Annika Camehl & Tomasz Wo'zniak
- 2311.05840 Predictive AI for SME and Large Enterprise Financial Performance Management
by Ricardo Cuervo
- 2311.05822 Optimal taxation and the Domar-Musgrave effect
by Brendan K. Beare & Alexis Akira Toda
- 2311.05781 Optimal dividend strategies for a catastrophe insurer
by Hansjoerg Albrecher & Pablo Azcue & Nora Muler
- 2311.05758 Collective Sampling: An Ex Ante Perspective
by Yangfan Zhou
- 2311.05743 Advancing Algorithmic Trading: A Multi-Technique Enhancement of Deep Q-Network Models
by Gang Hu
- 2311.05292 City formation by dual migration of firms and workers
by Kensuke Ohtake
- 2311.05288 Towards a Taxonomy of Large Language Model based Business Model Transformations
by Jochen Wulf & Juerg Meierhofer
- 2311.05234 Intermediating DFMM Asset (IDA)
by Arman Abgaryan & Utkarsh Sharma
- 2311.05219 Workplace diversity and innovation performance: current state of affairs and future directions
by Christian R. {O}stergaard & Bram Timmermans
- 2311.04946 Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning
by Yasuhiro Nakayama & Tomochika Sawaki
- 2311.04841 Predictable Relative Forward Performance Processes: Multi-Agent and Mean Field Games for Portfolio Management
by Gechun Liang & Moris S. Strub & Yuwei Wang
- 2311.04727 Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter
by Siu Hin Tang & Mathieu Rosenbaum & Chao Zhou
- 2311.04599 Explainable artificial intelligence model for identifying Market Value in Professional Soccer Players
by Chunyang Huang & Shaoliang Zhang
- 2311.04475 Portfolio Construction using Black-Litterman Model and Factors
by Fanyu Zhao
- 2311.04392 Global Vulnerability Assessment of Mobile Telecommunications Infrastructure to Climate Hazards using Crowdsourced Open Data
by Edward J. Oughton & Tom Russell & Jeongjin Oh & Sara Ballan & Jim W. Hall
- 2311.04374 Common Knowledge, Regained
by Yannai A. Gonczarowski & Yoram Moses
- 2311.04162 Coarse correlated equilibria in linear quadratic mean field games and application to an emission abatement game
by Luciano Campi & Federico Cannerozzi & Fanny Cartellier
- 2311.04073 Debiased Fixed Effects Estimation of Binary Logit Models with Three-Dimensional Panel Data
by Amrei Stammann
- 2311.04008 Joint model for longitudinal and spatio-temporal survival data
by Victor Medina-Olivares & Finn Lindgren & Raffaella Calabrese & Jonathan Crook
- 2311.03987 Dynamics of buyer populations in fresh product markets
by Ali Ellouze & Bastien Fernandez
- 2311.03950 Stable partitions for proportional generalized claims problems
by Oihane Gallo & Bettina Klaus
- 2311.03814 Ultimatum game: regret or fairness?
by Lida H. Aleksanyan & Armen E. Allahverdyan & Vardan G. Bardakhchyan
- 2311.03638 Bubble Economics
by Tomohiro Hirano & Alexis Akira Toda
- 2311.03595 Brief for the Canada House of Commons Study on the Implications of Artificial Intelligence Technologies for the Canadian Labor Force: Generative Artificial Intelligence Shatters Models of AI and Labor
by Morgan R. Frank
- 2311.03594 A necessary and sufficient condition for the existence of chaotic dynamics in a neoclassical growth model with a pollution effect
by Tomohiro Uchiyama
- 2311.03546 Optimizing Climate Policy through C-ROADS and En-ROADS Analysis
by Iveena Mukherjee
- 2311.03538 On an Optimal Stopping Problem with a Discontinuous Reward
by Anne Mackay & Marie-Claude Vachon
- 2311.03471 Optimal Estimation Methodologies for Panel Data Regression Models
by Christis Katsouris
- 2311.03283 Risk of Transfer Learning and its Applications in Finance
by Haoyang Cao & Haotian Gu & Xin Guo & Mathieu Rosenbaum
- 2311.03224 Risk Analysis in the Selection of Project Managers Based on ANP and FMEA
by Armin Asaadi & Armita Atrian & Hesam Nik Hoseini & Mohammad Mahdi Movahedi
- 2311.03195 Some coordination problems are harder than others
by Argyrios Deligkas & Eduard Eiben & Gregory Gutin & Philip R. Neary & Anders Yeo
- 2311.02889 Persuasion and Matching: Optimal Productive Transport
by Anton Kolotilin & Roberto Corrao & Alexander Wolitzky
- 2311.02813 Institutional Screening and the Sustainability of Conditional Cooperation
by Ethan Holdahl & Jiabin Wu
- 2311.02789 Estimation and Inference for a Class of Generalized Hierarchical Models
by Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan
- 2311.02690 Relative Arbitrage Opportunities in an Extended Mean Field System
by Nicole Tianjiao Yang & Tomoyuki Ichiba
- 2311.02537 Contract Design With Safety Inspections
by Alireza Fallah & Michael I. Jordan
- 2311.02467 Individualized Policy Evaluation and Learning under Clustered Network Interference
by Yi Zhang & Kosuke Imai
- 2311.02434 Analysis of Decentralization in Governance and Financial Efficiency of Companies: Studying the Relationship in the Field of Decentralized Finance
by Kirill Kolmykov
- 2311.02431 The contribution of US broadband infrastructure subsidy and investment programs to GDP using input-output modeling
by Matthew Sprintson & Edward Oughton
- 2311.02422 Beyond the Screen: Safeguarding Mental Health in the Digital Workplace Through Organizational Commitment and Ethical Environment
by Ali Bai & Morteza Vahedian
- 2311.02299 The Fragility of Sparsity
by Michal Koles'ar & Ulrich K. Muller & Sebastian T. Roelsgaard
- 2311.02196 Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels
by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
- 2311.02090 Ancillary Services in Power System Transition Toward a 100% Non-Fossil Future: Market Design Challenges in the United States and Europe
by Luigi Viola & Saeed Nordin & Daniel Dotta & Mohammad Reza Hesamzadeh & Ross Baldick & Damian Flynn
- 2311.02088 Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading
by Koti S. Jaddu & Paul A. Bilokon
- 2311.01985 Maximizing Portfolio Predictability with Machine Learning
by Michael Pinelis & David Ruppert
- 2311.01963 How to maintain compliance among host country employees who are less anxious after strict government regulations are lifted: An attempt to apply conservation of resources theory to the workplace amid the still-unending COVID-19 pandemic
by Keisuke Kokubun & Yoshiaki Ino & Kazuyoshi Ishimura
- 2311.01901 Agent-based Modelling of Credit Card Promotions
by Conor B. Hamill & Raad Khraishi & Simona Gherghel & Jerrard Lawrence & Salvatore Mercuri & Ramin Okhrati & Greig A. Cowan
- 2311.01787 Labour Absorption In Manufacturing Industry In Indonesia: Anomalous And Regressive Phenomena
by Tongam Sihol Nababan & Elvis Fresly Purba
- 2311.01692 Benchmark Beating with the Increasing Convex Order
by Jianming Xia
- 2311.01592 A Model of Enclosures: Coordination, Conflict, and Efficiency in the Transformation of Land Property Rights
by Matthew J. Baker & Jonathan Conning
- 2311.01550 Market Concentration Implications of Foundation Models
by Jai Vipra & Anton Korinek
- 2311.01542 Bank Deposits as {\em Money Quanta}
by Fabio Bagarello & Biagio Bossone
- 2311.01268 A connected and automated vehicle readiness framework to support road authorities for C-ITS services
by Bahman Madadi & Ary P. Silvano & Kevin McPherson & John McCarthy & Risto Oorni & Gonc{c}alo Homem de Almeida Correiaa
- 2311.01228 Power law in Sandwiched Volterra Volatility model
by Giulia Di Nunno & Anton Yurchenko-Tytarenko
- 2311.01217 The learning effects of subsidies to bundled goods: a semiparametric approach
by Luis Alvarez & Ciro Biderman
- 2311.01206 How Does China's Household Portfolio Selection Vary with Financial Inclusion?
by Yong Bian & Xiqian Wang & Qin Zhang
- 2311.01086 Non-linear non-zero-sum Dynkin games with Bermudan strategies
by Miryana Grigorova & Marie-Claire Quenez & Yuan Peng
- 2311.00964 On Finding Bi-objective Pareto-optimal Fraud Prevention Rule Sets for Fintech Applications
by Chengyao Wen & Yin Lou
- 2311.00905 Data-driven fixed-point tuning for truncated realized variations
by B. Cooper Boniece & Jos'e E. Figueroa-L'opez & Yuchen Han
- 2311.00846 From Doubt to Devotion: Trials and Learning-Based Pricing
by Tan Gan & Nicholas Wu
- 2311.00832 Estimation of VaR with jump process: application in corn and soybean markets
by Minglian Lin & Indranil SenGupta & William Wilson
- 2311.00825 Quantum Computational Algorithms for Derivative Pricing and Credit Risk in a Regime Switching Economy
by Eric Ghysels & Jack Morgan & Hamed Mohammadbagherpoor
- 2311.00777 What is a Labor Market? Classifying Workers and Jobs Using Network Theory
by Jamie Fogel & Bernardo Modenesi
- 2311.00662 On Gaussian Process Priors in Conditional Moment Restriction Models
by Sid Kankanala
- 2311.00577 Personalized Assignment to One of Many Treatment Arms via Regularized and Clustered Joint Assignment Forests
by Rahul Ladhania & Jann Spiess & Lyle Ungar & Wenbo Wu
- 2311.00439 Robustify and Tighten the Lee Bounds: A Sample Selection Model under Stochastic Monotonicity and Symmetry Assumptions
by Yuta Okamoto
- 2311.00384 Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study
by Poompak Kusawat & Nopadol Rompho
- 2311.00013 Semiparametric Discrete Choice Models for Bundles
by Fu Ouyang & Thomas Tao Yang
- 2310.20415 Coalitional Manipulations and Immunity of the Shapley Value
by Christian Basteck & Frank Huettner
- 2310.20028 From the Top Down: Does Corruption Affect Performance?
by Maurizio La Rocca & Tiziana La Rocca & Francesco Fasano & Javier Sanchez-Vidal
- 2310.19992 Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas
by Peter Reinhard Hansen & Yiyao Luo
- 2310.19788 Worst-Case Optimal Multi-Armed Gaussian Best Arm Identification with a Fixed Budget
by Masahiro Kato
- 2310.19747 Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
by Pawe{l} Szyd{l}o & Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z
- 2310.19557 A Bayesian Markov-switching SAR model for time-varying cross-price spillovers
by Christian Glocker & Matteo Iacopini & Tam'as Krisztin & Philipp Piribauer
- 2310.19552 Law-Invariant Return and Star-Shaped Risk Measures
by Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino
- 2310.19543 Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models
by Alain Hecq & Daniel Velasquez-Gaviria
- 2310.19498 Green ammonia supply chain and associated market structure: an analysis based on transaction cost economics
by Hanxin Zhao
- 2310.19479 Multilateral matching with scale economies
by Chao Huang
- 2310.19314 The minimax property in infinite two-person win-lose games
by Ron Holzman
- 2310.19200 Popularity, face and voice: Predicting and interpreting livestreamers' retail performance using machine learning techniques
by Xiong Xiong & Fan Yang & Li Su
- 2310.19147 Incentivizing Forecasters to Learn: Summarized vs. Unrestricted Advice
by Yingkai Li & Jonathan Libgober
- 2310.19100 The allocation of FIFA World Cup slots based on the ranking of confederations
by L'aszl'o Csat'o & L'aszl'o Marcell Kiss & Zsombor Sz'adoczki
- 2310.19036 Mode substitution induced by electric mobility hubs: results from Amsterdam
by Fanchao Liao & Jaap Vleugel & Gustav Bosehans & Dilum Dissanayake & Neil Thorpe & Margaret Bell & Bart van Arem & Gonc{c}alo Homem de Almeida Correia
- 2310.19023 Optimal fees in hedge funds with first-loss compensation
by Marcos Escobar-Anel & Yevhen Havrylenko & Rudi Zagst
- 2310.19008 Coupling Coordinated Development among Digital Economy, Regional Innovation and Talent Employment A case study of Hangzhou Metropolitan Circle, China
by Luyi Qiu
- 2310.18989 Employment, labor productivity and environmental sustainability: Firm-level evidence from transition
by Marjan Petreski & Stefan Tanevski & Irena Stojmenovska
- 2310.18903 Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
by Yan-Hong Yang & Ying-Lin Liu & Ying-Hui Shao
- 2310.18836 Cluster-Randomized Trials with Cross-Cluster Interference
by Michael P. Leung
- 2310.18835 Experience-weighted attraction learning in network coordination games
by Fulin Guo
- 2310.18755 Deeper Hedging: A New Agent-based Model for Effective Deep Hedging
by Kang Gao & Stephen Weston & Perukrishnen Vytelingum & Namid R. Stillman & Wayne Luk & Ce Guo
- 2310.18736 A Gale-Shapley View of Unique Stable Marriages
by Kartik Gokhale & Amit Kumar Mallik & Ankit Kumar Misra & Swaprava Nath
- 2310.18658 Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method
by Weihuan Huang
- 2310.18638 Causal effects of the Fed's large-scale asset purchases on firms' capital structure
by Andrea Nocera & M. Hashem Pesaran
- 2310.18563 Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
by Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge
- 2310.18504 Doubly Robust Identification of Causal Effects of a Continuous Treatment using Discrete Instruments
by Yingying Dong & Ying-Ying Lee
- 2310.18052 Economics for the Global Economic Order: The Tragedy of Epic Fail Equilibria
by Shiro Armstrong & Danny Quah
- 2310.18033 An Empirical Analysis of Participatory Budgeting in Amsterdam
by Pelle Nelissen
- 2310.17721 From Transcripts to Insights: Uncovering Corporate Risks Using Generative AI
by Alex Kim & Maximilian Muhn & Valeri Nikolaev
- 2310.17571 Inside the black box: Neural network-based real-time prediction of US recessions
by Seulki Chung
- 2310.17517 Safety, in Numbers
by Marilyn Pease & Mark Whitmeyer
- 2310.17496 Tackling Interference Induced by Data Training Loops in A/B Tests: A Weighted Training Approach
by Nian Si
- 2310.17473 Bayesian SAR model with stochastic volatility and multiple time-varying weights
by Michele Costola & Matteo Iacopini & Casper Wichers
- 2310.17423 The Newtonian Mechanics of Demand
by Max Mendel
- 2310.17392 The Power of Simple Menus in Robust Selling Mechanisms
by Shixin Wang
- 2310.17278 Dynamic Factor Models: a Genealogy
by Matteo Barigozzi & Marc Hallin
- 2310.16945 Causal Q-Aggregation for CATE Model Selection
by Hui Lan & Vasilis Syrgkanis
- 2310.16927 On Technical Bases and Surplus in Life Insurance
by Oytun Hac{c}ar{i}z & Torsten Kleinow & Angus S. Macdonald
- 2310.16855 Stock Market Directional Bias Prediction Using ML Algorithms
by Ryan Chipwanya
- 2310.16850 The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
by Wei-Xing Zhou & Yun-Shi Dai & Kiet Tuan Duong & Peng-Fei Dai
- 2310.16849 Correlation structure analysis of the global agricultural futures market
by Yun-Shi Dai & Ngoc Quang Anh Huynh & Qing-Huan Zheng & Wei-Xing Zhou
- 2310.16845 Dual-Class Stocks: Can They Serve as Effective Predictors?
by Veli Safak
- 2310.16841 Linkages among the Foreign Exchange, Stock, and Bond Markets in Japan and the United States
by Yi Jiang & Shohei Shimizu
- 2310.16819 CATE Lasso: Conditional Average Treatment Effect Estimation with High-Dimensional Linear Regression
by Masahiro Kato & Masaaki Imaizumi
- 2310.16806 A Note on the Continuity of Expected Utility Functions
by Yuhki Hosoya
- 2310.16703 No-Arbitrage Deep Calibration for Volatility Smile and Skewness
by Kentaro Hoshisashi & Carolyn E. Phelan & Paolo Barucca
- 2310.16638 Double Debiased Covariate Shift Adaptation Robust to Density-Ratio Estimation
by Masahiro Kato & Kota Matsui & Ryo Inokuchi
- 2310.16490 Climate-related Agricultural Productivity Losses through a Poverty Lens
by Alkis Blanz
- 2310.16424 Pre-electoral coalition agreement from the Black-Scholes point of view
by Darko Mitrovic
- 2310.16341 Elevating Women in the Workplace: The Dual Influence of Spiritual Intelligence and Ethical Environments on Job Satisfaction
by Ali Bai & Morteza Vahedian & Rashin Ghahreman & Hasan Piri
- 2310.16290 Fair Adaptive Experiments
by Waverly Wei & Xinwei Ma & Jingshen Wang
- 2310.16281 Improving Robust Decisions with Data
by Xiaoyu Cheng
- 2310.16098 Bounding the approach to oligarchy in a variant of the yard-sale model
by David W. Cohen & Bruce M. Boghosian
- 2310.15964 Long-Term Employment Effects of the Minimum Wage in Germany: New Data and Estimators
by Marco Caliendo & Nico Pestel & Rebecca Olthaus
- 2310.15933 Modeling and Contribution of Flexible Heating Systems for Transmission Grid Congestion Management
by David Kroger & Milijana Teodosic & Christian Rehtanz
- 2310.15861 Social Learning of General Rules
by Enrique Urbano Arellano & Xinyang Wang
- 2310.15796 Testing for equivalence of pre-trends in Difference-in-Differences estimation
by Holger Dette & Martin Schumann
- 2310.15755 A necessary and sufficient condition for the existence of chaotic dynamics in an overlapping generations model
by Tomohiro Uchiyama
- 2310.15687 Reducing residential emissions: carbon pricing vs. subsidizing retrofits
by Alkis Blanz & Beatriz Gaitan
- 2310.15512 Inference for Rank-Rank Regressions
by Denis Chetverikov & Daniel Wilhelm
- 2310.15505 The Quantum Tortoise and the Classical Hare: A simple framework for understanding which problems quantum computing will accelerate (and which it will not)
by Sukwoong Choi & William S. Moses & Neil Thompson
- 2310.15082 Cognitive Energy Cost of Informed Decisions
by Michele Vodret
- 2310.14991 Deterministic Impartial Selection with Weights
by Javier Cembrano & Svenja M. Griesbach & Maximilian J. Stahlberg
- 2310.14983 Causal clustering: design of cluster experiments under network interference
by Davide Viviano & Lihua Lei & Guido Imbens & Brian Karrer & Okke Schrijvers & Liang Shi
- 2310.14973 Reconciling Open Interest with Traded Volume in Perpetual Swaps
by Ioannis Giagkiozis & Emilio Said
- 2310.14881 Topological Portfolio Selection and Optimization
by Yuanrong Wang & Antonio Briola & Tomaso Aste
- 2310.14748 A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market
by Jaydip Sen & Arup Dasgupta & Partha Pratim Sengupta & Sayantani Roy Choudhury
- 2310.14697 Human Reliability Assessment method applied to investigate human factors in NDT -- The case of the interpretation of radiograms in the French nuclear sector
by Justin Larouze & Etienne Martin & Pierre Calmon
- 2310.14604 Beyond VaR and CVaR: Topological Risk Measures in Financial Markets
by Amit Kumar Jha
- 2310.14590 Can the Black Lives Matter Movement Reduce Racial Disparities? Evidence from Medical Crowdfunding
by Kaixin Liu & Jiwei Zhou & Junda Wang
- 2310.14536 Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation
by Xin Du & Kai Moriyama & Kumiko Tanaka-Ishii
- 2310.14473 Optimal exercise decision of American options under model uncertainty
by Tongseok Lim
- 2310.14442 Diversity Preferences, Affirmative Action and Choice Rules
by Oguzhan Celebi
- 2310.14438 BVARs and Stochastic Volatility
by Joshua Chan
- 2310.14406 Urban wireless traffic evolution: the role of new devices and the effect of policy
by Jaume Benseny & Jarno Lahteenmaki & Juuso Toyli & Heikki Hammainen
- 2310.14383 Is A 15-minute City within Reach in the United States? An Investigation of Activity-Based Mobility Flows in the 12 Most Populous US Cities
by Tanhua Jin & Kailai Wang & Yanan Xin & Jian Shi & Ye Hong & Frank Witlox
- 2310.14380 Modeling Link-level Road Traffic Resilience to Extreme Weather Events Using Crowdsourced Data
by Songhua Hu & Kailai Wang & Lingyao Li & Yingrui Zhao & Zhenbing He & Yunpeng & Zhang
- 2310.14320 Analysis of the RMM-01 Market Maker
by Waylon Jepsen & Colin Roberts
- 2310.14144 Unwinding Stochastic Order Flow: When to Warehouse Trades
by Marcel Nutz & Kevin Webster & Long Zhao
- 2310.14142 On propensity score matching with a diverging number of matches
by Yihui He & Fang Han
- 2310.14138 A prototype software framework for transferable computational health economic models and its early application in youth mental health
by Matthew P Hamilton & Caroline X Gao & Glen Wiesner & Kate M Filia & Jana M Menssink & Petra Plencnerova & David G Baker & Patrick D McGorry & Alexandra Parker & Jonathan Karnon & Sue M Cotton & Cathrine Mihalopoulos
- 2310.14068 Unobserved Grouped Heteroskedasticity and Fixed Effects
by Jorge A. Rivero
- 2310.13797 The Measure Preserving Martingale Sinkhorn Algorithm
by Benjamin Joseph & Gregoire Loeper & Jan Obloj
- 2310.13785 Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity
by Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang
- 2310.13681 Towards Realistic Mechanisms That Incentivize Federated Participation and Contribution
by Marco Bornstein & Amrit Singh Bedi & Anit Kumar Sahu & Furqan Khan & Furong Huang
- 2310.13511 Dynamic Realized Minimum Variance Portfolio Models
by Donggyu Kim & Minseog Oh
- 2310.13436 Non-linear approximations of DSGE models with neural-networks and hard-constraints
by Emmet Hall-Hoffarth
- 2310.13300 Impact of Loss-Framing and Risk Attitudes on Insurance Purchase: Insights from a Game-like Interface Study
by Kunal Rajesh Lahoti & Shivani Hanji & Pratik Kamble & Kavita Vemuri
- 2310.13240 Transparency challenges in policy evaluation with causal machine learning -- improving usability and accountability
by Patrick Rehill & Nicholas Biddle
- 2310.13200 A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty
by Michael Barnett & William Brock & Lars Peter Hansen & Ruimeng Hu & Joseph Huang
- 2310.13148 Persuasion in Veto Bargaining
by Jenny S Kim & Kyungmin Kim & Richard Van Weelden
- 2310.13081 Metastable Financial Markets
by Diego Marcondes & Adilson Simonis
- 2310.13029 Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series
by Ioannis Nasios & Konstantinos Vogklis
- 2310.12988 Monotonicity Failure in Ranked Choice Voting -- Necessary and Sufficient Conditions for 3-Candidate Elections
by Rylie Weaver
- 2310.12983 Majority rule as a unique voting method in elections with multiple candidates
by Mateusz Krukowski
- 2310.12863 A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
by Anders Bredahl Kock & David Preinerstorfer
- 2310.12825 Nonparametric Regression with Dyadic Data
by Brice Romuald Gueyap Kounga
- 2310.12807 A note on the logical inconsistency of the Hotelling Rule: A Revisit from the System's Analysis Perspective
by Nikolay Khabarov & Alexey Smirnov & Michael Obersteiner
- 2310.12760 The Social Cost of Carbon
by Richard S. J. Tol
- 2310.12671 Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff
by Freek Holvoet & Katrien Antonio & Roel Henckaerts
- 2310.12500 American Option Pricing using Self-Attention GRU and Shapley Value Interpretation
by Yanhui Shen
- 2310.12428 Enhanced Local Explainability and Trust Scores with Random Forest Proximities
by Joshua Rosaler & Dhruv Desai & Bhaskarjit Sarmah & Dimitrios Vamvourellis & Deran Onay & Dhagash Mehta & Stefano Pasquali
- 2310.12341 Price dispersion across online platforms: Evidence from hotel room prices in London (UK)
by Debashrita Mohapatra & Debi Prasad Mohapatra & Ram Sewak Dubey
- 2310.12333 Black-Litterman Asset Allocation under Hidden Truncation Distribution
by Jungjun Park & Andrew L. Nguyen
- 2310.12272 Peer Effects in Consideration and Preferences
by Nail Kashaev & Natalia Lazzati & Ruli Xiao
- 2310.12255 Walraswap: a solution to uniform price batch auctions
by Sergio A. Yuhjtman
- 2310.12056 Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting
by Nils Engler & Filip Lindskog
- 2310.11987 A Framework for Treating Model Uncertainty in the Asset Liability Management Problem
by Georgios I. Papayiannis
- 2310.11969 Survey calibration for causal inference: a simple method to balance covariate distributions
by Maciej Berk{e}sewicz
- 2310.11962 Machine Learning for Staggered Difference-in-Differences and Dynamic Treatment Effect Heterogeneity
by Julia Hatamyar & Noemi Kreif & Rudi Rocha & Martin Huber
- 2310.11861 Revenue sharing at music streaming platforms
by Gustavo Berganti~nos & Juan D. Moreno-Ternero
- 2310.11771 Perpetual Futures Pricing
by Damien Ackerer & Julien Hugonnier & Urban Jermann
- 2310.11680 Trimmed Mean Group Estimation of Average Effects in Ultra Short T Panels under Correlated Heterogeneity
by M. Hashem Pesaran & Liying Yang
- 2310.11552 Global Factors in Non-core Bank Funding and Exchange Rate Flexibility
by Lu'is A. V. Cat~ao & Jan Ditzen & Daniel Marcel te Kaat
- 2310.11472 The Sponge Cake Dilemma over the Nile: Achieving Fairness in Resource Allocation with Cake Cutting Algorithms
by Dwayne Woods
- 2310.11293 On the use of artificial intelligence in financial regulations and the impact on financial stability
by Jon Danielsson & Andreas Uthemann
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