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Content
2023
- 2310.11249 Leveraging Large Language Model for Automatic Evolving of Industrial Data-Centric R&D Cycle
by Xu Yang & Xiao Yang & Weiqing Liu & Jinhui Li & Peng Yu & Zeqi Ye & Jiang Bian
- 2310.11151 Life-Cycle Effects of Comprehensive Sex Education
by Volha Lazuka & Annika Elwert
- 2310.11023 Robust Trading in a Generalized Lattice Market
by Chung-Han Hsieh & Xin-Yu Wang
- 2310.10850 Digital interventions and habit formation in educational technology
by Keshav Agrawal & Susan Athey & Ayush Kanodia & Emil Palikot
- 2310.10826 Mechanism Design for Large Language Models
by Paul Duetting & Vahab Mirrokni & Renato Paes Leme & Haifeng Xu & Song Zuo
- 2310.10797 Understanding and managing blockchain protocol risks
by Alex Nathan & Dimosthenis Kaponis & Saul Lustgarten
- 2310.10764 Tractability and Phase Transitions in Endogenous Network Formation
by Jose M. Betancourt
- 2310.10760 Towards reducing hallucination in extracting information from financial reports using Large Language Models
by Bhaskarjit Sarmah & Tianjie Zhu & Dhagash Mehta & Stefano Pasquali
- 2310.10518 Quantifying the relative importance of the spatial and temporal resolution in energy systems optimisation model
by Nandi Moksnes & William Usher
- 2310.10500 Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
by Kieran Wood & Samuel Kessler & Stephen J. Roberts & Stefan Zohren
- 2310.10333 Legal NLP Meets MiCAR: Advancing the Analysis of Crypto White Papers
by Carolina Camassa
- 2310.10283 Unveiling Early Warning Signals of Systemic Risks in Banks: A Recurrence Network-Based Approach
by Shijia Song & Handong Li
- 2310.10050 EfficientOCR: An Extensible, Open-Source Package for Efficiently Digitizing World Knowledge
by Tom Bryan & Jacob Carlson & Abhishek Arora & Melissa Dell
- 2310.10024 Managing Persuasion Robustly: The Optimality of Quota Rules
by Dirk Bergemann & Tan Gan & Yingkai Li
- 2310.09993 A SEM-NCA approach towards the impact of participative budgeting on budgetary slack and managerial performance: The mediating role of leadership style and leader-member exchange
by Khalid Hasan Al Jasimee & Francisco Javier Blanco-Encomienda
- 2310.09938 Unified Merger List in the Container Shipping Industry from 1966 to 2022: A Structural Estimation of M&A Matching
by Suguru Otani & Takuma Matsuda
- 2310.09919 On the population size in stochastic differential games
by Dylan Possamai & Ludovic Tangpi
- 2310.09903 Feature selection and regression methods for stock price prediction using technical indicators
by Fatemeh Moodi & Amir Jahangard-Rafsanjani & Sajad Zarifzadeh
- 2310.09879 Coherent Distorted Beliefs
by Christopher P. Chambers & Yusufcan Masatlioglu & Collin Raymond
- 2310.09802 Exploitation Business: Leveraging Information Asymmetry
by Kwangseob Ahn
- 2310.09782 All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant
by Roger Lee
- 2310.09770 A Portfolio Rebalancing Approach for the Indian Stock Market
by Jaydip Sen & Arup Dasgupta & Subhasis Dasgupta & Sayantani Roychoudhury
- 2310.09745 Economics unchained: Investigating the role of cryptocurrency, blockchain and intricacies of Bitcoin price fluctuations
by Ishmeet Matharoo
- 2310.09622 Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model
by Edson Pindza & Jules Clement Mba & Sutene Mwambi & Nneka Umeorah
- 2310.09621 Prime Match: A Privacy-Preserving Inventory Matching System
by Antigoni Polychroniadou & Gilad Asharov & Benjamin Diamond & Tucker Balch & Hans Buehler & Richard Hua & Suwen Gu & Greg Gimler & Manuela Veloso
- 2310.09597 Adaptive maximization of social welfare
by Nicolo Cesa-Bianchi & Roberto Colomboni & Maximilian Kasy
- 2310.09588 \"Uber wissenschaftliche Exzellenz und Wettbewerb
by Gerald Schweiger
- 2310.09578 Sparse Index Tracking via Topological Learning
by Anubha Goel & Puneet Pasricha & Juho Kanniainen
- 2310.09545 A Semiparametric Instrumented Difference-in-Differences Approach to Policy Learning
by Pan Zhao & Yifan Cui
- 2310.09544 Credibility in Credence Goods Markets
by Xiaoxiao Hu & Haoran Lei
- 2310.09398 An In-Depth Examination of Requirements for Disclosure Risk Assessment
by Ron S. Jarmin & John M. Abowd & Robert Ashmead & Ryan Cumings-Menon & Nathan Goldschlag & Michael B. Hawes & Sallie Ann Keller & Daniel Kifer & Philip Leclerc & Jerome P. Reiter & Rolando A. Rodr'iguez & Ian Schmutte & Victoria A. Velkoff & Pavel Zhuravlev
- 2310.09323 Maximum Return on Investment for a Domestic Photovoltaic Installation
by Tom Nonnenmacher & Jenny Nelson & Benedict Winchester
- 2310.09295 On the impact of insurance on households susceptible to random proportional losses: An analysis of poverty trapping
by Kira Henshaw & Jorge M. Ramirez & Jos'e M. Flores-Contr'o & Enrique A. Thomann & Sooie-Hoe Loke & Corina Constantinescu
- 2310.09273 Uncovering Market Disorder and Liquidity Trends Detection
by Etienne Chevalier & Yadh Hafsi & Vathana Ly Vath
- 2310.09181 A generalization of the rational rough Heston approximation
by Jim Gatheral & Radov{s} Radoiv{c}i'c
- 2310.09173 Risk Aversion and Insurance Propensity
by Fabio Maccheroni & Massimo Marinacci & Ruodu Wang & Qinyu Wu
- 2310.09105 Estimating Individual Responses when Tomorrow Matters
by Stephane Bonhomme & Angela Denis
- 2310.09098 Growth, Poverty Trap and Escape
by Indrani Bose
- 2310.09022 Mean-field Libor market model and valuation of long term guarantees
by Florian Gach & Simon Hochgerner & Eva Kienbacher & Gabriel Schachinger
- 2310.09013 Smoothed instrumental variables quantile regression
by David M. Kaplan
- 2310.08704 How Does Artificial Intelligence Improve Human Decision-Making? Evidence from the AI-Powered Go Program
by Sukwoong Choi & Hyo Kang & Namil Kim & Junsik Kim
- 2310.08678 Can GPT models be Financial Analysts? An Evaluation of ChatGPT and GPT-4 on mock CFA Exams
by Ethan Callanan & Amarachi Mbakwe & Antony Papadimitriou & Yulong Pei & Mathieu Sibue & Xiaodan Zhu & Zhiqiang Ma & Xiaomo Liu & Sameena Shah
- 2310.08672 Machine Learning Who to Nudge: Causal vs Predictive Targeting in a Field Experiment on Student Financial Aid Renewal
by Susan Athey & Niall Keleher & Jann Spiess
- 2310.08536 Real-time Prediction of the Great Recession and the Covid-19 Recession
by Seulki Chung
- 2310.08492 Maximal Martingale Wasserstein Inequality
by Benjamin Jourdain & Kexin Shao
- 2310.08466 Belief formation and the persistence of biased beliefs
by Olivier Compte
- 2310.08415 The Connection Between Political Stability and Inflation: Insights from Four South Asian Nations
by Ummya Salma & Md. Fazlul Huq Khan
- 2310.08353 There are different shades of green: heterogeneous environmental innovations and their effects on firm performance
by Gianluca Biggi & Andrea Mina & Federico Tamagni
- 2310.08285 How would mobility-as-a-service (MaaS) platform survive as an intermediary? From the viewpoint of stability in many-to-many matching
by Rui Yao & Kenan Zhang
- 2310.08284 Statistical arbitrage portfolio construction based on preference relations
by Fredi v{S}ari'c & Stjepan Beguv{s}i'c & Andro Mer'cep & Zvonko Kostanjv{c}ar
- 2310.08193 Are sanctions for losers? A network study of trade sanctions
by Fabio Ashtar Telarico
- 2310.08173 Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples
by Sascha A. Keweloh
- 2310.08115 Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects
by Wenlong Ji & Lihua Lei & Asher Spector
- 2310.08063 Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity
by Qingliang Fan & Zijian Guo & Ziwei Mei & Cun-Hui Zhang
- 2310.07883 The spatial evolution of economic activities and the emergence of cities
by Davide Fiaschi & Cristiano Ricci
- 2310.07867 Cheap Talking Algorithms
by Daniele Condorelli & Massimiliano Furlan
- 2310.07865 The Specter (and Spectra) of Miner Extractable Value
by Guillermo Angeris & Tarun Chitra & Theo Diamandis & Kshitij Kulkarni
- 2310.07839 Marital Sorting, Household Inequality and Selection
by Iv'an Fern'andez-Val & Aico van Vuuren & Francis Vella
- 2310.07790 Integration or fragmentation? A closer look at euro area financial markets
by Martin Feldkircher & Karin Klieber
- 2310.07789 Empirical Review of Youth-Employment Policies in Nigeria
by Oluwasola E. Omoju & Emily E. Ikhide & Iyabo A. Olanrele & Lucy E. Abeng & Marjan Petreski & Francis O. Adebayo & Itohan Odigie & Amina M. Muhammed
- 2310.07738 Incentives for Private Industrial Investment in historical perspective: the case of industrial promotion and investment promotion in Uruguay (1974-2010)
by Diego Vallarino
- 2310.07692 Risk valuation of quanto derivatives on temperature and electricity
by Aur'elien Alfonsi & Nerea Vadillo
- 2310.07577 Impact of resource availability and conformity effect on sustainability of common-pool resources
by Chengyi Tu & Renfei Chen & Ying Fan & Xuwei Pan
- 2310.07558 Smoothness-Adaptive Dynamic Pricing with Nonparametric Demand Learning
by Zeqi Ye & Hansheng Jiang
- 2310.07427 Quantum-Enhanced Forecasting: Leveraging Quantum Gramian Angular Field and CNNs for Stock Return Predictions
by Zhengmeng Xu & Yujie Wang & Xiaotong Feng & Yilin Wang & Yanli Li & Hai Lin
- 2310.07326 Empirical Analysis of the Impact of Legal Tender Digital Currency on Monetary Policy -Based on China's Data
by Ruimin Song & TIntian Zhao & Chunhui Zhou
- 2310.07291 The birth of (a robust) Arbitrage Theory in de Finetti's early contributions
by Marco Maggis
- 2310.07157 Operating-Envelopes-Aware Decentralized Welfare Maximization for Energy Communities
by Ahmed S. Alahmed & Guido Cavraro & Andrey Bernstein & Lang Tong
- 2310.07151 Identification and Estimation of a Semiparametric Logit Model using Network Data
by Brice Romuald Gueyap Kounga
- 2310.07132 Risk Aware Benchmarking of Large Language Models
by Apoorva Nitsure & Youssef Mroueh & Mattia Rigotti & Kristjan Greenewald & Brian Belgodere & Mikhail Yurochkin & Jiri Navratil & Igor Melnyk & Jerret Ross
- 2310.07110 Valuation Duration of the Stock Market
by Ye Li & Chen Wang
- 2310.07052 Uses of Sub-sample Estimates to Reduce Errors in Stochastic Optimization Models
by John R. Birge
- 2310.06999 Lung Cancer in Argentina: A Modelling Study of Disease and Economic Burden
by Andrea Alcaraz & Federico Rodriguez Cairoli & Carla Colaci & Constanza Silvestrini & Carolina Gabay & Natalia Espinola
- 2310.06844 Exploiting Unfair Advantages: Investigating Opportunistic Trading in the NFT Market
by Priyanka Bose & Dipanjan Das & Fabio Gritti & Nicola Ruaro & Christopher Kruegel & Giovanni Vigna
- 2310.06274 Life cycle insurance, bequest motives and annuity loads
by Aleksandar Arandjelovi'c & Geoffrey Kingston & Pavel V. Shevchenko
- 2310.06242 Treatment Choice, Mean Square Regret and Partial Identification
by Toru Kitagawa & Sokbae Lee & Chen Qiu
- 2310.06151 Differential Quantile-Based Sensitivity in Discontinuous Models
by Silvana M. Pesenti & Pietro Millossovich & Andreas Tsanakas
- 2310.06079 Anomalous diffusion and price impact in the fluid-limit of an order book
by Derick Diana & Tim Gebbie
- 2310.06000 Towards Replication-Robust Data Markets
by Thomas Falconer & Jalal Kazempour & Pierre Pinson
- 2310.05985 Does Artificial Intelligence benefit UK businesses? An empirical study of the impact of AI on productivity
by Sam Hainsworth
- 2310.05971 Theoretical Economics as Successive Approximations of Statistical Moments
by Victor Olkhov
- 2310.05970 The Mediating Effect of Blockchain Technology on the Cryptocurrency Purchase Intention
by .Ibrahim Halil Efend.iou{g}lu & Gokhan Akel & Bekir Deu{g}.irmenc.i & Dilek Aydou{g}du & Kamile Elmasou{g}lu & Hande Begum Bum.in Doyduk & Arzu c{S}eker & Hatice Bahc{c}e
- 2310.05928 Network Ecology of Marriage
by Tamas David-Barrett
- 2310.05761 Robust Minimum Distance Inference in Structural Models
by Joan Alegre & Juan Carlos Escanciano
- 2310.05750 Transportation-cost inequalities for non-linear Gaussian functionals
by Ioannis Gasteratos & Antoine Jacquier
- 2310.05627 Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction
by Yujie Ding & Shuai Jia & Tianyi Ma & Bingcheng Mao & Xiuze Zhou & Liuliu Li & Dongming Han
- 2310.05322 Market Crowds' Trading Behaviors, Agreement Prices, and the Implications of Trading Volume
by Leilei Shi & Bing Han & Yingzi Zhu & Liyan Han & Yiwen Wang & Yan Piao
- 2310.05311 Identification and Estimation in a Class of Potential Outcomes Models
by Manu Navjeevan & Rodrigo Pinto & Andres Santos
- 2310.05275 Did Private Election Administration Funding Advantage Democrats in 2020?
by Apoorva Lal & Daniel M Thompson
- 2310.05252 Equivalence between individual and group strategy-proofness under stability
by Pinaki Mandal
- 2310.05153 A time-varying finance-led model for U.S. business cycles
by Marcio Santetti
- 2310.05117 Minimum wage and manufacturing labor share: Evidence from North Macedonia
by Marjan Petreski & Jaakko Pehkonen
- 2310.05114 Poverty during Covid-19 in North Macedonia: Analysis of the distributional impact of the crisis and government response
by Marjan Petreski
- 2310.05110 The impact of the pandemic of Covid-19 on child poverty in North Macedonia: Simulation-based estimates
by Marjan Petreski
- 2310.04986 A new economic and financial theory of money
by Michael E. Glinsky & Sharon Sievert
- 2310.04917 Is Arrow's Dictator a Drinker?
by Jeffrey Uhlmann
- 2310.04907 An Information Theory Approach to the Stock and Cryptocurrency Market: A Statistical Equilibrium Perspective
by Emanuele Citera & Francesco De Pretis
- 2310.04906 Are Generation Z Less Car-centric Than Millennials? A Nationwide Analysis Through the Lens of Youth Licensing
by Kailai Wang
- 2310.04904 Bargain your share: The role of workers bargaining power for labor share, with reference to transition economies
by Marjan Petreski & Stefan Tanevski
- 2310.04853 On changepoint detection in functional data using empirical energy distance
by B. Cooper Boniece & Lajos Horv'ath & Lorenzo Trapani
- 2310.04793 FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets
by Neng Wang & Hongyang Yang & Christina Dan Wang
- 2310.04786 On the evolution of data breach reporting patterns and frequency in the United States: a cross-state analysis
by Benjamin Avanzi & Xingyun Tan & Greg Taylor & Bernard Wong
- 2310.04593 Unbounded Markov Dynamic Programming with Weighted Supremum Norm Perov Contractions
by Alexis Akira Toda
- 2310.04585 Interventions Against Machine-Assisted Statistical Discrimination
by John Y. Zhu
- 2310.04576 Challenges in Statistically Rejecting the Perfect Competition Hypothesis Using Imperfect Competition Data
by Yuri Matsumura & Suguru Otani
- 2310.04536 Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes
by Piotr Pomorski & Denise Gorse
- 2310.04511 Risk factor aggregation and stress testing
by Natalie Packham
- 2310.04464 Integration of Fractional Order Black-Scholes Merton with Neural Network
by Sarit Maitra & Vivek Mishra & Goutam Kr. Kundu & Kapil Arora
- 2310.04336 Applying Reinforcement Learning to Option Pricing and Hedging
by Zoran Stoiljkovic
- 2310.04312 Bespoke scapegoats: Scientific advisory bodies and blame avoidance in the Covid-19 pandemic and beyond
by Roger Koppl & Kira Pronin & Nick Cowen & Marta Podemska-Mikluch & Pablo Paniagua Prieto
- 2310.04280 Multi-Industry Simplex : A Probabilistic Extension of GICS
by Maksim Papenkov & Chris Meredith & Claire Noel & Jai Padalkar & Temple Hendrickson & Daniel Nitiutomo & Thomas Farrell
- 2310.04242 A New Weighted Food CPI from Scanner Big Data in China
by Zhenkun Zhou & Zikun Song & Tao Ren
- 2310.04176 Approximating the set of Nash equilibria for convex games
by Zachary Feinstein & Niklas Hey & Birgit Rudloff
- 2310.04146 Efficient option pricing in the rough Heston model using weak simulation schemes
by Christian Bayer & Simon Breneis
- 2310.04125 Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach
by Maria Kulikova & Gennady Kulikov
- 2310.04027 Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language Models
by Boyu Zhang & Hongyang Yang & Tianyu Zhou & Ali Babar & Xiao-Yang Liu
- 2310.03694 What would it cost to connect the unconnected? Estimating global universal broadband infrastructure investment
by Edward J. Oughton & David Amaglobeli & Marian Moszoro
- 2310.03692 Competitive and Revenue-Optimal Pricing with Budgets
by Simon Finster & Paul W. Goldberg & Edwin Lock
- 2310.03689 Initiatives Based on the Psychology of Scarcity Can Increase Covid-19 Vaccinations
by Alessandro Del Ponte & Audrey De Dominicis & Paolo Canofari
- 2310.03650 General Equilibrium Theory for Climate Change
by Robert M. Anderson & Haosui Duanmu
- 2310.03528 Best-Response Dynamics in Tullock Contests with Convex Costs
by Abheek Ghosh
- 2310.03521 Cutting Feedback in Misspecified Copula Models
by Michael Stanley Smith & Weichang Yu & David J. Nott & David Frazier
- 2310.03501 Designing Digital Voting Systems for Citizens: Achieving Fairness and Legitimacy in Participatory Budgeting
by Joshua C. Yang & Carina I. Hausladen & Dominik Peters & Evangelos Pournaras & Regula Hanggli Fricker & Dirk Helbing
- 2310.03435 Variational Inference for GARCH-family Models
by Martin Magris & Alexandros Iosifidis
- 2310.03157 A Formal Transaction Cost-Based Analysis of the Economic Feasibility of Ecosystems
by Christoph F. Strnadl
- 2310.02867 Learning Probability Distributions of Day-Ahead Electricity Prices
by Jozef Barunik & Lubos Hanus
- 2310.02773 Moran's I Lasso for models with spatially correlated data
by Sylvain Barde & Rowan Cherodian & Guy Tchuente
- 2310.02660 Affirmative Action in India: Restricted Strategy Space, Complex Constraints, and Direct Mechanism Design
by Orhan Aygun & Bertan Turhan
- 2310.02608 Resolving a Clearing Member's Default, A Radner Equilibrium Approach
by Dorinel Bastide & St'ephane Cr'epey & Samuel Drapeau & Mekonnen Tadese
- 2310.02436 Bitcoin versus S&P 500 Index: Return and Risk Analysis
by A. H. Nzokem
- 2310.02414 Sharp and Robust Estimation of Partially Identified Discrete Response Models
by Shakeeb Khan & Tatiana Komarova & Denis Nekipelov
- 2310.02322 Signature Methods in Stochastic Portfolio Theory
by Christa Cuchiero & Janka Moller
- 2310.02253 Estimating Digital Product Trade through Corporate Revenue Data
by Viktor Stojkoski & Philipp Koch & Eva Coll & Cesar A. Hidalgo
- 2310.02163 Navigating Uncertainty in ESG Investing
by Jiayue Zhang & Ken Seng Tan & Tony S. Wirjanto & Lysa Porth
- 2310.02084 Robust Long-Term Growth Rate of Expected Utility for Leveraged ETFs
by Tim Leung & Hyungbin Park & Heejun Yeo
- 2310.02081 Student debt and behavioral bias: a trillion dollar problem
by Praful Raj
- 2310.02014 Utility-based acceptability indices
by Marcin Pitera & Mikl'os R'asonyi
- 2310.02008 fmeffects: An R Package for Forward Marginal Effects
by Holger Lowe & Christian A. Scholbeck & Christian Heumann & Bernd Bischl & Giuseppe Casalicchio
- 2310.01950 Specification testing with grouped fixed effects
by Claudia Pigini & Alessandro Pionati & Francesco Valentini
- 2310.01869 Actuarial Implications and Modeling of Yellow Virus on Sugar Beet After the EU's Ban on Neonicotinoids and Climate Change
by Martial Ph'elipp'e-Guinvarc & Jean Cordier
- 2310.01666 The Dictator Dilemma: The Distortion of Information Flow in Autocratic Regimes and Its Consequences
by Vakhtang Putkaradze
- 2310.01528 A new proof for the existence of Nash equilibrium
by Davide Carpentiere & Stephen Watson
- 2310.01319 CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy
by Zhengyong Jiang & Jeyan Thiayagalingam & Jionglong Su & Jinjun Liang
- 2310.01285 Automated regime detection in multidimensional time series data using sliced Wasserstein k-means clustering
by Qinmeng Luan & James Hamp
- 2310.01155 EIP-4844 Economics and Rollup Strategies
by Davide Crapis & Edward W. Felten & Akaki Mamageishvili
- 2310.01123 Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation
by Sarit Maitra
- 2310.01104 Multi-period static hedging of European options
by Purba Banerjee & Srikanth Iyer & Shashi Jain
- 2310.01063 Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting
by Jakub Micha'nk'ow & {L}ukasz Kwiatkowski & Janusz Morajda
- 2310.00786 Semidiscrete optimal transport with unknown costs
by Yinchu Zhu & Ilya O. Ryzhov
- 2310.00753 Study of Stylized Facts in Stock Market Data
by Vaibhav Sherkar & Rituparna Sen
- 2310.00747 NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading
by Hsiang-Hui Liu & Han-Jay Shu & Wei-Ning Chiu
- 2310.00613 Review on Decarbonizing the Transportation Sector in China: Overview, Analysis, and Perspectives
by Jiewei Li & Ling Jin & Han Deng & Lin Yang
- 2310.00606 A semi-Lagrangian $\epsilon$-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate
by Yaowen Lu & Duy-Minh Dang
- 2310.00561 CausalGPS: An R Package for Causal Inference With Continuous Exposures
by Naeem Khoshnevis & Xiao Wu & Danielle Braun
- 2310.00553 Robust Asset-Liability Management
by Tjeerd de Vries & Alexis Akira Toda
- 2310.00531 Separately Convex and Separately Continuous Preferences: On Results of Schmeidler, Shafer, and Bergstrom-Parks-Rader
by Metin Uyanik & Aniruddha Ghosh & M. Ali Khan
- 2310.00490 A systematic review of early warning systems in finance
by Ali Namaki & Reza Eyvazloo & Shahin Ramtinnia
- 2310.00446 Reconstructing supply networks
by Luca Mungo & Alexandra Brintrup & Diego Garlaschelli & Franc{c}ois Lafond
- 2310.00321 Modeling the yield curve of Burundian bond market by parametric models
by R'edempteur Ntawiratsa & David Niyukuri & Ir`ene Irakoze & Menus Nkurunziza
- 2310.00260 On Sinkhorn's Algorithm and Choice Modeling
by Zhaonan Qu & Alfred Galichon & Wenzhi Gao & Johan Ugander
- 2310.00231 The Distributional Impact of Inflation in Pakistan: A Case Study of a New Price Focused Microsimulation Framework, PRICES
by Cathal ODonoghue & Beenish Amjad & Jules Linden & Nora Lustig & Denisa Sologon & Yang Wang
- 2310.00197 Identification, Impacts, and Opportunities of Three Common Measurement Considerations when using Digital Trace Data
by Daniel Muise & Nilam Ram & Thomas Robinson & Byron Reeves
- 2309.17379 Handling missing data in Burundian sovereign bond market
by Ir`ene Irakoze & R'edempteur Ntawiratsa & David Niyukuri
- 2309.17346 Symmetric Bernoulli distributions and minimal dependence copulas
by Alessandro Mutti & Patrizia Semeraro
- 2309.17322 Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis
by Paul Glasserman & Caden Lin
- 2309.17268 Income Mobility and Mixing in North Macedonia
by Viktor Stojkoski & Sonja Mitikj & Marija Trpkova-Nestorovska & Dragan Tevdovski
- 2309.17219 Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS
by Christian Bongiorno & Damien Challet
- 2309.17216 The long-term impact of (un)conditional cash transfers on labour market outcomes in Ecuador
by Juan Ponce & Jos'e-Ignacio Ant'on & Mercedes Onofa & Roberto Castillo
- 2309.17147 Using Large Language Models for Qualitative Analysis can Introduce Serious Bias
by Julian Ashwin & Aditya Chhabra & Vijayendra Rao
- 2309.16888 Beyond Gut Feel: Using Time Series Transformers to Find Investment Gems
by Lele Cao & Gustaf Halvardsson & Andrew McCornack & Vilhelm von Ehrenheim & Pawel Herman
- 2309.16695 Normalized insured losses caused by windstorms in Quebec and Ontario, Canada, in the period 2008-2021
by Mohammad Hadavi & Lutong Sun & Djordje Romanic
- 2309.16679 Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management
by Paraskevi Nousi & Loukia Avramelou & Georgios Rodinos & Maria Tzelepi & Theodoros Manousis & Konstantinos Tsampazis & Kyriakos Stefanidis & Dimitris Spanos & Manos Kirtas & Pavlos Tosidis & Avraam Tsantekidis & Nikolaos Passalis & Anastasios Tefas
- 2309.16678 Water Markets as a Coping Mechanism for Climate-Induced Water Changes on the Canadian Economy: A Computable General Equilibrium Approach
by Jorge Garcia-Hernandez & Roy Brouwer
- 2309.16440 The effect of COVID restriction levels on shared micromobility travel patterns: A comparison between dockless bike sharing and e-scooter services
by Marco Diana & Andrea Chicco
- 2309.16437 Beyond Citations: Measuring Novel Scientific Ideas and their Impact in Publication Text
by Sam Arts & Nicola Melluso & Reinhilde Veugelers
- 2309.16408 Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?
by Pietro Saggese & Esther Segalla & Michael Sigmund & Burkhard Raunig & Felix Zangerl & Bernhard Haslhofer
- 2309.16348 Smoothing the Nonsmoothness
by Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu
- 2309.16196 Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data
by Wenting Liu & Zhaozhong Gui & Guilin Jiang & Lihua Tang & Lichun Zhou & Wan Leng & Xulong Zhang & Yujiang Liu
- 2309.16186 Intergenerational Equity in Models of Climate Change Mitigation: Stochastic Interest Rates introduce Adverse Effects, but (Non-linear) Funding Costs can Improve Intergenerational Equity
by Christian Fries & Lennart Quante
- 2309.16047 Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot
by Puru Gupta & Saul D. Jacka
- 2309.16008 Optimal Entry and Exit with Signature in Statistical Arbitrage
by Boming Ning & Prakash Chakraborty & Kiseop Lee
- 2309.15997 Adaptive Priority Mechanisms
by Oguzhan Celebi & Joel Flynn
- 2309.15983 Causal Panel Analysis under Parallel Trends: Lessons from A Large Reanalysis Study
by Albert Chiu & Xingchen Lan & Ziyi Liu & Yiqing Xu
- 2309.15890 An Introduction to Complex Networks in Climate Finance
by Alexander P. Kartun-Giles & Nadia Ameli
- 2309.15767 Implementing portfolio risk management and hedging in practice
by Paul Alexander Bilokon
- 2309.15760 Linearity of Aggregate Production Functions
by Christopher P. Chambers & Alexis Akira Toda
- 2309.15705 Sluggish news reactions: A combinatorial approach for synchronizing stock jumps
by Nabil Bouamara & Kris Boudt & S'ebastien Laurent & Christopher J. Neely
- 2309.15640 Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices
by Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk
- 2309.15574 To better understand realized ecosystem services: An integrated analysis framework of supply, demand, flow and use
by Shuyao Wu & Kai-Di Liu & Wentao Zhang & Yuehan Dou & Yuqing Chen & Delong Li
- 2309.15552 Startup success prediction and VC portfolio simulation using CrunchBase data
by Mark Potanin & Andrey Chertok & Konstantin Zorin & Cyril Shtabtsovsky
- 2309.15511 Measuring risk contagion in financial networks with CoVaR
by Bikramjit Das & Vicky Fasen-Hartmann
- 2309.15368 Enumerating the climate impact of disequilibrium in critical mineral supply
by Lucas Woodley & Chung Yi See & Peter Cook & Megan Yeo & Daniel S. Palmer & Laurena Huh & Seaver Wang & Ashley Nunes
- 2309.15309 The importance of quality in austere times: University competitiveness and grant income
by Ye Sun & Athen Ma & Georg von Graevenitz & Vito Latora
- 2309.15297 Double machine learning and design in batch adaptive experiments
by Harrison H. Li & Art B. Owen
- 2309.15269 Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis
by Yann Braouezec & John Cagnol
- 2309.15044 The ATM implied skew in the ADO-Heston model
by Andrey Itkin
- 2309.14964 A dynamic systems approach to harness the potential of social tipping
by Sibel Eker & Charlie Wilson & Niklas Hohne & Mark S. McCaffrey & Irene Monasterolo & Leila Niamir & Caroline Zimm
- 2309.14869 Nuclear Energy Acceptance in Poland: From Societal Attitudes to Effective Policy Strategies -- Network Modeling Approach
by Pawel Robert Smolinski & Joseph Januszewicz & Barbara Pawlowska & Jacek Winiarski