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Content
2023
- 2307.16238 Inequality in Educational Attainment: Urban-Rural Comparison in the Indian Context
by Sangita Das
- 2307.15863 Panel Data Models with Time-Varying Latent Group Structures
by Yiren Wang & Peter C B Phillips & Liangjun Su
- 2307.15842 Linear-quadratic Gaussian Games with Asymmetric Information: Belief Corrections Using the Opponents Actions
by Ben Hambly & Renyuan Xu & Huining Yang
- 2307.15805 Equilibria and incentives for illiquid auction markets
by Joffrey Derchu & Dimitrios Kavvathas & Thibaut Mastrolia & Mathieu Rosenbaum
- 2307.15718 Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves
by Darsh Kachhara & John K. E Markin & Astha Singh
- 2307.15702 The Strong Maximum Circulation Algorithm: A New Method for Aggregating Preference Rankings
by Nathan Atkinson & Scott C. Ganz & Dorit S. Hochbaum & James B. Orlin
- 2307.15669 Global air quality inequality over 2000-2020
by Lutz Sager
- 2307.15614 Fast but multi-partisan: Bursts of communication increase opinion diversity in the temporal Deffuant model
by Fatemeh Zarei & Yerali Gandica & Luis Enrique Correa Rocha
- 2307.15599 Understanding the worst-kept secret of high-frequency trading
by Sergio Pulido & Mathieu Rosenbaum & Emmanouil Sfendourakis
- 2307.15540 Quantifying the Influence of Climate on Human Mind and Culture: Evidence from Visual Art
by Shuhei Kitamura
- 2307.15402 An exploration of the mathematical structure and behavioural biases of 21st century financial crises
by Nick James & Max Menzies
- 2307.15336 Only-child matching penalty in the marriage market
by Keisuke Kawata & Mizuki Komura
- 2307.15313 Group-Heterogeneous Changes-in-Changes and Distributional Synthetic Controls
by Songnian Chen & Junlong Feng
- 2307.15300 Pairs Trading: An Optimal Selling Rule with Constraints
by Ruyi Liu & Jingzhi Tie & Zhen Wu & Qing Zhang
- 2307.15197 On the mathematics of the circular flow of economic activity with applications to the topic of caring for the vulnerable during pandemics
by Aziz Guergachi & Javid Hakim
- 2307.15181 On the Efficiency of Finely Stratified Experiments
by Yuehao Bai & Jizhou Liu & Azeem M. Shaikh & Max Tabord-Meehan
- 2307.15151 Predictability Tests Robust against Parameter Instability
by Christis Katsouris
- 2307.14887 Machine Learning-powered Pricing of the Multidimensional Passport Option
by Josef Teichmann & Hanna Wutte
- 2307.14867 One-step smoothing splines instrumental regression
by Jad Beyhum & Elia Lapenta & Pascal Lavergne
- 2307.14661 Exploration of legal implications of air and space travel for international and domestic travel and the Environment
by Jayanthi Vajiram & Negha Senthil & Nean Adhith. P & Ritikaa. VN
- 2307.14651 The misuse of law by Women in India -Constitutionality of Gender Bias
by Negha Senthil & Jayanthi Vajiram & Nirmala. V
- 2307.14525 Long Tails, Automation and Labor
by B. N. Kausik
- 2307.14499 Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models
by Lingwei Kong
- 2307.14463 Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models
by Christis Katsouris
- 2307.14409 Exploring the Bitcoin Mesoscale
by Nicol`o Vallarano & Tiziano Squartini & Claudio J. Tessone
- 2307.14378 Smoothing of numerical series by the triangle method on the example of hungarian gdp data 1992-2022 based on approximation by series of exponents
by Yekimov Sergey
- 2307.14322 Modeling Inverse Demand Function with Explainable Dual Neural Networks
by Zhiyu Cao & Zihan Chen & Prerna Mishra & Hamed Amini & Zachary Feinstein
- 2307.14310 Derivative Pricing using Quantum Signal Processing
by Nikitas Stamatopoulos & William J. Zeng
- 2307.14282 Causal Effects in Matching Mechanisms with Strategically Reported Preferences
by Marinho Bertanha & Margaux Luflade & Ismael Mourifi'e
- 2307.14270 Socioeconomic agents as active matter in nonequilibrium Sakoda-Schelling models
by Ruben Zakine & Jerome Garnier-Brun & Antoine-Cyrus Becharat & Michael Benzaquen
- 2307.14218 Interest rate convexity in a Gaussian framework
by Antoine Jacquier & Mugad Oumgari
- 2307.14203 Dynamic Regression Discontinuity: A Within-Design Approach
by Francesco Ruggieri
- 2307.14170 Power relations in Game Theory
by Daniele De Luca
- 2307.14129 Macroscopic Market Making
by Ivan Guo & Shijia Jin & Kihun Nam
- 2307.14049 Capital Structure Theories and its Practice, A study with reference to select NSE listed public sectors banks, India
by Kurada T S S Satyanarayana & Addada Narasimha Rao
- 2307.13966 Using Probabilistic Stated Preference Analyses to Understand Actual Choices
by Romuald Meango
- 2307.13870 American options in time-dependent one-factor models: Semi-analytic pricing, numerical methods and ML support
by Andrey Itkin & Dmitry Muravey
- 2307.13849 The Core of Bayesian Persuasion
by Laura Doval & Ran Eilat
- 2307.13841 It's Not Always the Leader's Fault: How Informed Followers Can Undermine Efficient Leadership
by Panagiotis Kyriazis & Edmund Lou
- 2307.13832 Multi-Factor Inception: What to Do with All of These Features?
by Tom Liu & Stefan Zohren
- 2307.13807 Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League
by V'elez Jim'enez & Rom'an Alberto & Lecuanda Ontiveros & Jos'e Manuel & Edgar Possani
- 2307.13793 Source Condition Double Robust Inference on Functionals of Inverse Problems
by Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara
- 2307.13772 Fragmentation and optimal liquidity supply on decentralized exchanges
by Alfred Lehar & Christine Parlour & Marius Zoican
- 2307.13686 Characteristics and Predictive Modeling of Short-term Impacts of Hurricanes on the US Employment
by Gan Zhang & Wenjun Zhu
- 2307.13624 Dynamic Function Market Maker
by Arman Abgaryan & Utkarsh Sharma
- 2307.13620 Impact of Transportation Network Companies on Labor Supply and Wages for Taxi Drivers
by Lu Ling & Xinwu Qian & Satish V. Ukkusuri
- 2307.13546 Transfer Learning for Portfolio Optimization
by Haoyang Cao & Haotian Gu & Xin Guo & Mathieu Rosenbaum
- 2307.13501 Deep Reinforcement Learning for Robust Goal-Based Wealth Management
by Tessa Bauman & Bruno Gav{s}perov & Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar
- 2307.13475 Large sample properties of GMM estimators under second-order identification
by Hugo Kruiniger
- 2307.13422 VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning
by Ivan Letteri
- 2307.13364 Testing for sparse idiosyncratic components in factor-augmented regression models
by Jad Beyhum & Jonas Striaukas
- 2307.13232 Changes in Risk Appreciation, and Short Memory of House Buyers When the Market is Hot, a Case Study of Christchurch, New Zealand
by Emil Mendoza & Fabian Dunker & Marco Reale
- 2307.13221 Multilevel Large Language Models for Everyone
by Yuanhao Gong
- 2307.13217 Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling
by Masanori Hirano & Kentaro Minami & Kentaro Imajo
- 2307.13094 Inference in Experiments with Matched Pairs and Imperfect Compliance
by Yuehao Bai & Hongchang Guo & Azeem M. Shaikh & Max Tabord-Meehan
- 2307.12918 Power sector benefits of flexible heat pumps
by Alexander Roth & Carlos Gaete-Morales & Dana Kirchem & Wolf-Peter Schill
- 2307.12893 Economic Analysis of Smart Roadside Infrastructure Sensors for Connected and Automated Mobility
by Laurent Kloeker & Gregor Joeken & Lutz Eckstein
- 2307.12843 From characteristic functions to multivariate distribution functions and European option prices by the damped COS method
by Gero Junike & Hauke Stier
- 2307.12776 Assessing Large Language Models' ability to predict how humans balance self-interest and the interest of others
by Valerio Capraro & Roberto Di Paolo & Veronica Pizziol
- 2307.12744 Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation
by Tobias Wand & Martin He{ss}ler & Oliver Kamps
- 2307.12731 The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation
by Deepankar Basu
- 2307.12695 Propagation of a carbon price in a credit portfolio through macroeconomic factors
by G'eraldine Bouveret & Jean-Franc{c}ois Chassagneux & Smail Ibbou & Antoine Jacquier & Lionel Sopgoui
- 2307.12628 Identification Robust Inference for the Risk Premium in Term Structure Models
by Frank Kleibergen & Lingwei Kong
- 2307.12479 Cloud Cost Optimization: A Comprehensive Review of Strategies and Case Studies
by Saurabh Deochake
- 2307.12457 Indicator Choice in Pay-for-Performance
by Majid Mahzoon & Ali Shourideh & Ariel Zetlin-Jones
- 2307.12362 Microeconomics of nitrogen fertilization in boreal carbon forestry
by Petri P. Karenlampi
- 2307.12161 Unraveling the Trade-off between Sustainability and Returns: A Multivariate Utility Analysis
by Marcos Escobar-Anel & Yiyao Jiao
- 2307.12104 Sharing Credit for Joint Research
by Nicholas Wu
- 2307.12087 CFR-p: Counterfactual Regret Minimization with Hierarchical Policy Abstraction, and its Application to Two-player Mahjong
by Shiheng Wang
- 2307.11919 Discrete time optimal investment under model uncertainty
by Laurence Carassus & Massinissa Ferhoune
- 2307.11857 Scenario Sampling for Large Supermodular Games
by Bryan S. Graham & Andrin Pelican
- 2307.11846 Social and individual learning in the Minority Game
by Bryce Morsky & Fuwei Zhuang & Zuojun Zhou
- 2307.11845 Multimodal Document Analytics for Banking Process Automation
by Christopher Gerling & Stefan Lessmann
- 2307.11732 Advancing Ad Auction Realism: Practical Insights & Modeling Implications
by Ming Chen & Sareh Nabi & Marciano Siniscalchi
- 2307.11685 Towards Generalizable Reinforcement Learning for Trade Execution
by Chuheng Zhang & Yitong Duan & Xiaoyu Chen & Jianyu Chen & Jian Li & Li Zhao
- 2307.11683 Assessing the role of small farmers and households in agriculture and the rural economy and measures to support their sustainable development
by Oleg Nivievskyi & Pavlo Iavorskyi & Oleksandr Donchenko
- 2307.11571 ESG Reputation Risk Matters: An Event Study Based on Social Media Data
by Maxime L. D. Nicolas & Adrien Desroziers & Fabio Caccioli & Tomaso Aste
- 2307.11508 A Robust Site Selection Model under uncertainty for Special Hospital Wards in Hong Kong
by Mohammad Heydari & Yanan Fan & Kin Keung Lai
- 2307.11484 Functional Differencing in Networks
by St'ephane Bonhomme & Kevin Dano
- 2307.11340 Optimal Bubble Riding with Price-dependent Entry: a Mean Field Game of Controls with Common Noise
by Ludovic Tangpi & Shichun Wang
- 2307.11137 Of Models and Tin Men: A Behavioural Economics Study of Principal-Agent Problems in AI Alignment using Large-Language Models
by Steve Phelps & Rebecca Ranson
- 2307.11127 Asymptotically Unbiased Synthetic Control Methods by Distribution Matching
by Masahiro Kato & Akari Ohda & Masaaki Imaizumi
- 2307.11039 Indicatori comuni del PNRR e framework SDGs: una proposta di indicatore composito
by Fabio Bacchini & Lorenzo Di Biagio & Giampiero M. Gallo & Vincenzo Spinelli
- 2307.11012 Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading Behavior
by David Ardia & Cl'ement Aymard & Tolga Cenesizoglu
- 2307.10983 Commitment and the Dynamics of Household Labor Supply
by Alexandros Theloudis & Jorge Velilla & Pierre-Andr'e Chiappori & J. Ignacio Gim'enez-Nadal & Jos'e Alberto Molina
- 2307.10900 American Exchange option driven by a L\'evy process
by Zakaria Marah
- 2307.10872 Real-Time Detection of Local No-Arbitrage Violations
by Torben G. Andersen & Viktor Todorov & Bo Zhou
- 2307.10808 Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method
by Sebastian Calcetero-Vanegas & Andrei L. Badescu & X. Sheldon Lin
- 2307.10694 PySDTest: a Python/Stata Package for Stochastic Dominance Tests
by Kyungho Lee & Yoon-Jae Whang
- 2307.10660 Horizontal and Vertical Differentiation: Approaching Endogenous Measurement in Intra-industry Trade
by Sourish Dutta
- 2307.10649 An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution
by Soohan Kim & Jimyeong Kim & Hong Kee Sul & Youngjoon Hong
- 2307.10549 Dynamic Large Language Models on Blockchains
by Yuanhao Gong
- 2307.10540 Mean Field Games for Optimal Investment Under Relative Performance Criteria
by Ananya Parashar
- 2307.10485 FinGPT: Democratizing Internet-scale Data for Financial Large Language Models
by Xiao-Yang Liu & Guoxuan Wang & Hongyang Yang & Daochen Zha
- 2307.10454 Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
by Younghoon Kim & Marie-Christine Duker & Zachary F. Fisher & Vladas Pipiras
- 2307.10328 Subjective Expected Utility and Psychological Gambles
by Gianluca Cassese
- 2307.10067 Weak Factors are Everywhere
by Philipp Gersing & Christoph Rust & Manfred Deistler
- 2307.09969 Asian Option Pricing via Laguerre Quadrature: A Diffusion Kernel Approach
by P. G. Morrison
- 2307.09864 Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models
by Matteo Barigozzi
- 2307.09844 Reinforcement Learning for Credit Index Option Hedging
by Francesco Mandelli & Marco Pinciroli & Michele Trapletti & Edoardo Vittori
- 2307.09767 Sig-Splines: universal approximation and convex calibration of time series generative models
by Magnus Wiese & Phillip Murray & Ralf Korn
- 2307.09710 On intermediate Marginals in Martingale Optimal Transportation
by Julian Sester
- 2307.09669 The Impacts of Registration Regime Implementation on IPO Pricing Efficiency
by Qi Deng & Linhong Zheng & Jiaqi Peng & Xu Li & Zhong-guo Zhou & Monica Hussein & Dingyi Chen & Mick Swartz
- 2307.09634 Power to the teens? A model of parents' and teens' collective labor supply
by Jos'e Alfonso Mu~noz-Alvarado
- 2307.09631 Deep Reinforcement Learning for ESG financial portfolio management
by Eduardo C. Garrido-Merch'an & Sol Mora-Figueroa-Cruz-Guzm'an & Mar'ia Coronado-Vaca
- 2307.09617 The Great Deception: A Comprehensive Study of Execution Strategies in Corporate Share Buy-Backs
by Michael Seigne & Joerg Osterrieder
- 2307.09479 A Model of Competitive Assortment Planning Algorithm
by Dipankar Das
- 2307.09411 Risk Preference Types, Limited Consideration, and Welfare
by Levon Barseghyan & Francesca Molinari
- 2307.09392 Is Kyle's equilibrium model stable?
by Umut Cetin & Kasper Larsen
- 2307.09332 Company2Vec -- German Company Embeddings based on Corporate Websites
by Christopher Gerling
- 2307.09251 Socio-spatial Inequalities in a Context of "Great Economic Wealth". Case study of neighbourhoods of Luxembourg City
by Natalia Zdanowska
- 2307.09216 Rough PDEs for local stochastic volatility models
by Peter Bank & Christian Bayer & Peter K. Friz & Luca Pelizzari
- 2307.09137 The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis
by Apostolos Ampountolas
- 2307.09077 Estimation of an Order Book Dependent Hawkes Process for Large Datasets
by Luca Mucciante & Alessio Sancetta
- 2307.09035 COVID-19 Demand Shocks Revisited: Did Advertising Technology Help Mitigate Adverse Consequences for Small and Midsize Businesses?
by Shun-Yang Lee & Julian Runge & Daniel Yoo & Yakov Bart & Anett Gyurak & J. W. Schneider
- 2307.08968 The Beginning of the Trend: Interest Rates, Profits, and Markups
by Anton Bobrov & James Traina
- 2307.08869 Culture, Gender, and Labor Force Participation: Evidence from Colombia
by Hector Galindo-Silva & Paula Herrera-Id'arraga
- 2307.08861 An effective interest rate cap: a clarification
by Mikhail V. Sokolov
- 2307.08853 Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins
by Apostolos Ampountolas
- 2307.08768 Decentralized Prediction Markets and Sports Books
by Hamed Amini & Maxim Bichuch & Zachary Feinstein
- 2307.08675 Exploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry
by Yifan He & Svetlozar Rachev
- 2307.08666 Shannon entropy to quantify complexity in the financial market
by Alexis Rodriguez Carranza & Jos'e Luis Ponte Bejarano & Juan Carlos Ponte Bejarano & Segundo Eloy Soto Abanto
- 2307.08665 Bayesian Forecasting of Stock Returns on the JSE using Simultaneous Graphical Dynamic Linear Models
by Nelson Kyakutwika & Bruce Bartlett
- 2307.08651 Multi-fractional Stochastic Dominance: Mathematical Foundations
by Ehsan Azmoodeh & Ozan Hur
- 2307.08650 Thailand Asset Value Estimation Using Aerial or Satellite Imagery
by Supawich Puengdang & Worawate Ausawalaithong & Phiratath Nopratanawong & Narongdech Keeratipranon & Chayut Wongkamthong
- 2307.08649 Joint Latent Topic Discovery and Expectation Modeling for Financial Markets
by Lili Wang & Chenghan Huang & Chongyang Gao & Weicheng Ma & Soroush Vosoughi
- 2307.08646 Global path preference and local response: A reward decomposition approach for network path choice analysis in the presence of locally perceived attributes
by Yuki Oyama
- 2307.08628 Is (independent) subordination relevant in option pricing?
by Michele Azzone & Roberto Baviera
- 2307.08616 Temporal and Geographical Analysis of Real Economic Activities in the Bitcoin Blockchain
by Rafael Ramos Tubino & Remy Cazabet & Natkamon Tovanich & Celine Robardet
- 2307.08612 Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency
by Jessica Morales Herrera & Ra'ul Salgado-Garc'ia
- 2307.08564 Shaping New Norms for AI
by Andrea Baronchelli
- 2307.08557 Unraveling Coordination Problems
by Roweno J. R. K. Heijmans
- 2307.08542 Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity
by Giulio Principi & Peter P. Wakker & Ruodu Wang
- 2307.08465 The Chebyshev Polynomials Of The First Kind For Analysis Rates Shares Of Enterprises
by Sergey Yekimov
- 2307.08049 Datalism and Data Monopolies in the Era of A.I.: A Research Agenda
by Catherine E. A. Mulligan & Phil Godsiff
- 2307.08011 Quantal Response Equilibrium with a Continuum of Types: Characterization and Nonparametric Identification
by Evan Friedman & Duarte Gonc{c}alves
- 2307.07888 Privately Policing Dark Patterns
by Gregory M. Dickinson
- 2307.07868 Contrasting the efficiency of stock price prediction models using various types of LSTM models aided with sentiment analysis
by Varun Sangwan & Vishesh Kumar Singh & Bibin Christopher V
- 2307.07867 Adjusting the nuclear reactor's neutron transport and diffusion theory for an alternative description and modelling of postage or supplies delivery processes
by Nick P. Petropoulos
- 2307.07811 Generative Meta-Learning Robust Quality-Diversity Portfolio
by Kamer Ali Yuksel
- 2307.07746 Optimal Queue Design
by Yeon-Koo Che & Olivier Tercieux
- 2307.07694 Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation
by Chung I Lu
- 2307.07689 Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors
by Zhaoxing Gao & Ruey S. Tsay
- 2307.07672 Feasible Conditional Belief Distributions
by Itai Arieli & Yakov Babichenko & Fedor Sandomirskiy
- 2307.07657 Machine learning for option pricing: an empirical investigation of network architectures
by Laurens Van Mieghem & Antonis Papapantoleon & Jonas Papazoglou-Hennig
- 2307.07629 Contracting with Heterogeneous Researchers
by Han Wang
- 2307.07574 Sparsified Simultaneous Confidence Intervals for High-Dimensional Linear Models
by Xiaorui Zhu & Yichen Qin & Peng Wang
- 2307.07374 Strategic Budget Selection in a Competitive Autobidding World
by Yiding Feng & Brendan Lucier & Aleksandrs Slivkins
- 2307.07103 A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model
by Chao Guo & Ning Yao
- 2307.07090 Choice Models and Permutation Invariance: Demand Estimation in Differentiated Products Markets
by Amandeep Singh & Ye Liu & Hema Yoganarasimhan
- 2307.07037 The Determinants of Foreign Direct Investment (FDI) A Panel Data Analysis for the Emerging Asian Economies
by ATM Omor Faruq
- 2307.07024 Approximately optimal trade execution strategies under fast mean-reversion
by David Evangelista & Yuri Thamsten
- 2307.07015 Advertiser Learning in Direct Advertising Markets
by Carl F. Mela & Jason M. T. Roos & Tulio Sousa
- 2307.07010 Optimal contract design via relaxation: application to the problem of brokerage fee for a client with private signal
by Guillermo Alonso Alvarez & Sergey Nadtochiy
- 2307.06684 The Heterogeneous Earnings Impact of Job Loss Across Workers, Establishments, and Markets
by Susan Athey & Lisa K. Simon & Oskar N. Skans & Johan Vikstrom & Yaroslav Yakymovych
- 2307.06600 Critical comparisons on deep learning approaches for foreign exchange rate prediction
by Zhu Bangyuan
- 2307.06450 Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms
by Robert Balkin & Hector D. Ceniceros & Ruimeng Hu
- 2307.06400 Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market
by Beatrice Foroni & Luca Merlo & Lea Petrella
- 2307.06339 Real-time Trading System based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-hard Combinatorial Optimization
by Kosuke Tatsumura & Ryo Hidaka & Jun Nakayama & Tomoya Kashimata & Masaya Yamasaki
- 2307.06309 S Equilibrium: A Synthesis of (Behavioral) Game Theory
by Jacob K Goeree & Bernardo Garcia-Pola
- 2307.06190 Stationarity with Occasionally Binding Constraints
by James A. Duffy & Sophocles Mavroeidis & Sam Wycherley
- 2307.06174 Identification in Multiple Treatment Models under Discrete Variation
by Vishal Kamat & Samuel Norris & Matthew Pecenco
- 2307.06145 Robust Impulse Responses using External Instruments: the Role of Information
by Davide Brignone & Alessandro Franconi & Marco Mazzali
- 2307.05843 Responses of Unemployment to Productivity Changes for a General Matching Technology
by Rich Ryan
- 2307.05818 What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate
by Guillaume Chevillon & Takamitsu Kurita
- 2307.05719 Systemic risk indicator based on implied and realized volatility
by Pawe{l} Sakowski & Rafa{l} Sieradzki & Robert 'Slepaczuk
- 2307.05630 Complete Conditional Type Structures (Extended Abstract)
by Nicodemo De Vito
- 2307.05581 Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study
by Sedar Olmez & Akhil Ahmed & Keith Kam & Zhe Feng & Alan Tua
- 2307.05562 Decentralized Decision-Making in Retail Chains: Evidence from Inventory Management
by Victor Aguirregabiria & Francis Guiton
- 2307.05522 Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies
by Tom Liu & Stephen Roberts & Stefan Zohren
- 2307.05470 A Robust and Efficient Optimization Model for Electric Vehicle Charging Stations in Developing Countries under Electricity Uncertainty
by Mansur Arief & Yan Akhra & Iwan Vanany
- 2307.05391 Harnessing the Potential of Volatility: Advancing GDP Prediction
by Ali Lashgari
- 2307.05122 Synthetic Decomposition for Counterfactual Predictions
by Nathan Canen & Kyungchul Song
- 2307.05121 Transaction Fraud Detection via Spatial-Temporal-Aware Graph Transformer
by Yue Tian & Guanjun Liu
- 2307.05078 Selling Data to a Competitor (Extended Abstract)
by Ronen Gradwohl & Moshe Tennenholtz
- 2307.05054 Resilient Information Aggregation
by Itai Arieli & Ivan Geffner & Moshe Tennenholtz
- 2307.05048 Portfolio Optimization: A Comparative Study
by Jaydip Sen & Subhasis Dasgupta
- 2307.04986 Epidemic Modeling with Generative Agents
by Ross Williams & Niyousha Hosseinichimeh & Aritra Majumdar & Navid Ghaffarzadegan
- 2307.04953 Measuring Cause-Effect with the Variability of the Largest Eigenvalue
by Alejandro Rodriguez Dominguez & Irving Ramirez Carrillo & David Parraga Riquelme
- 2307.04879 Modeling evidential cooperation in large worlds
by Johannes Treutlein
- 2307.04863 Interpretable ML for High-Frequency Execution
by Timoth'ee Fabre & Vincent Ragel
- 2307.04754 Action-State Dependent Dynamic Model Selection
by Francesco Cordoni & Alessio Sancetta
- 2307.04709 Fatal errors and misuse of mathematics in the Hong-Page Theorem and Landemore's epistemic argument
by 'Alvaro Romaniega
- 2307.04676 Importance Sampling for Minimization of Tail Risks: A Tutorial
by Anand Deo & Karthyek Murthy
- 2307.04647 A note on the induction of comonotonic additive risk measures from acceptance sets
by Samuel Solgon Santos & Marlon Ruoso Moresco & Marcelo Brutti Righi & Eduardo de Oliveira Horta
- 2307.04510 An analysis of least squares regression and neural networks approximation for the pricing of swing options
by Christian Yeo
- 2307.04140 Dynamics of the securities market in the information asymmetry context: developing a methodology for emerging securities markets
by Kostyantyn Anatolievich Malyshenko & Majid Mohammad Shafiee & Vadim Anatolievich Malyshenko & Marina Viktorovna Anashkina
- 2307.04108 Asynchronous Proportional Response Dynamics in Markets with Adversarial Scheduling
by Yoav Kolumbus & Menahem Levy & Noam Nisan
- 2307.04070 A Belief-Based Characterization of Reduced-Form Auctions
by Xu Lang
- 2307.04059 Exploring Dynamic Asset Pricing within Bachelier Market Model
by Nancy Asare Nyarko & Bhathiya Divelgama & Jagdish Gnawali & Blessing Omotade & Svetlozar Rachev & Peter Yegon
- 2307.04045 Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation
by Alexander Nikiporenko
- 2307.03994 Market Design for Capacity Sharing in Networks
by Saurabh Amin & Patrick Jaillet & Haripriya Pulyassary & Manxi Wu
- 2307.03935 dYdX: Liquidity Providers' Incentive Programme Review
by Colin Chan
- 2307.03927 Fast Empirical Scenarios
by Michael Multerer & Paul Schneider & Rohan Sen
- 2307.03808 A Regional Analysis of Electric LDV Portfolio Choices by Vehicle Manufacturers
by Aditya Ramji & Hanif Tayarani
- 2307.03693 Are there Dragon Kings in the Stock Market?
by Jiong Liu & M. Dashti Moghaddam & R. A. Serota
- 2307.03594 Generalised Covariances and Correlations
by Tobias Fissler & Marc-Oliver Pohle
- 2307.03552 Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions
by Francis X. Diebold & Glenn D. Rudebusch
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