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Content
2023
- 2307.03499 Decentralised Finance and Automated Market Making: Execution and Speculation
by 'Alvaro Cartea & Fayc{c}al Drissi & Marcello Monga
- 2307.03447 Dynamic Return and Star-Shaped Risk Measures via BSDEs
by Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino
- 2307.03391 On Unified Adaptive Portfolio Management
by Chi-Lin Li & Chung-Han Hsieh
- 2307.03181 Markov Persuasion Processes with Endogenous Agent Beliefs
by Krishnamurthy Iyer & Haifeng Xu & You Zu
- 2307.03090 A cohort-based Partial Internal Model for demographic risk
by Francesco Della Corte & Gian Paolo Clemente & Nino Savelli
- 2307.03079 A Robust Characterization of Nash Equilibrium
by Florian Brandl & Felix Brandt
- 2307.02918 Does personality affect the allocation of resources within households?
by Gast'on P. Fern'andez
- 2307.02713 A Simple Linear Algebraic Approach to Capture the Dynamics of the Circular Flow of Income
by Aziz Guergachi & Javid Hakim
- 2307.02673 Panel Data Nowcasting: The Case of Price-Earnings Ratios
by Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas
- 2307.02627 Proxy Selection in Transitive Proxy Voting
by Jacqueline Harding
- 2307.02582 Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance
by Xiyue Han & Alexander Schied
- 2307.02512 Application of the Deffuant model in money exchange
by Hsin-Lun Li
- 2307.02470 Statistical Physics Perspective on Economic Inequality
by Victor M. Yakovenko
- 2307.02455 Policy Expectation Counts? The Impact of China's Delayed Retirement Announcement on Urban Households Savings Rates
by Shun Zhang
- 2307.02422 Wishful Thinking is Risky Thinking
by Jarrod Burgh & Emerson Melo
- 2307.02375 Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods
by Ioanna-Yvonni Tsaknaki & Fabrizio Lillo & Piero Mazzarisi
- 2307.02319 Algorithms, Incentives, and Democracy
by Elizabeth Maggie Penn & John W. Patty
- 2307.02310 Robust Hedging GANs
by Yannick Limmer & Blanka Horvath
- 2307.02178 Non-Concave Utility Maximization with Transaction Costs
by Shuaijie Qian & Chen Yang
- 2307.02154 Noise reduction for functional time series
by Cees Diks & Bram Wouters
- 2307.02074 Arbitrageurs' profits, LVR, and sandwich attacks: batch trading as an AMM design response
by Andrea Canidio & Robin Fritsch
- 2307.01986 On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type
by Qian Lei & Chi Seng Pun
- 2307.01816 Over-the-Counter Market Making via Reinforcement Learning
by Zhou Fang & Haiqing Xu
- 2307.01814 Market Making of Options via Reinforcement Learning
by Zhou Fang & Haiqing Xu
- 2307.01779 Asymptotics for the Generalized Autoregressive Conditional Duration Model
by Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt
- 2307.01719 MOPO-LSI: A User Guide
by Yong Zheng & Kumar Neelotpal Shukla & Jasmine Xu & David & Wang & Michael O'Leary
- 2307.01686 Transaction Fee Mechanism Design with Active Block Producers
by Maryam Bahrani & Pranav Garimidi & Tim Roughgarden
- 2307.01599 A Scalable Reinforcement Learning-based System Using On-Chain Data for Cryptocurrency Portfolio Management
by Zhenhan Huang & Fumihide Tanaka
- 2307.01449 A Double Machine Learning Approach to Combining Experimental and Observational Data
by Harsh Parikh & Marco Morucci & Vittorio Orlandi & Sudeepa Roy & Cynthia Rudin & Alexander Volfovsky
- 2307.01443 Emissions and Energy Impacts of the Inflation Reduction Act
by John Bistline & Geoffrey Blanford & Maxwell Brown & Dallas Burtraw & Maya Domeshek & Jamil Farbes & Allen Fawcett & Anne Hamilton & Jesse Jenkins & Ryan Jones & Ben King & Hannah Kolus & John Larsen & Amanda Levin & Megan Mahajan & Cara Marcy & Erin Mayfield & James McFarland & Haewon McJeon & Robbie Orvis & Neha Patankar & Kevin Rennert & Christopher Roney & Nicholas Roy & Greg Schivley & Daniel Steinberg & Nadejda Victor & Shelley Wenzel & John Weyant & Ryan Wiser & Mei Yuan & Alicia Zhao
- 2307.01404 Social media use among American Indians in South Dakota: Preferences and perceptions
by Deepthi Kolady & Amrit Dumre & Weiwei Zhang & Kaiqun Fu & Marcia O'Leary & Laura Rose
- 2307.01357 Adaptive Principal Component Regression with Applications to Panel Data
by Anish Agarwal & Keegan Harris & Justin Whitehouse & Zhiwei Steven Wu
- 2307.01348 Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
by Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang
- 2307.01328 A maximal inequality for local empirical processes under weak dependence
by Luis Alvarez & Cristine Pinto
- 2307.01319 On the Guyon-Lekeufack Volatility Model
by Marcel Nutz & Andr'es Riveros Valdevenito
- 2307.01284 Does regional variation in wage levels identify the effects of a national minimum wage?
by Daniel Haanwinckel
- 2307.01155 From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance
by Abha Naik & Esra Yeniaras & Gerhard Hellstern & Grishma Prasad & Sanjay Kumar Lalta Prasad Vishwakarma
- 2307.01085 Some challenges of calibrating differentiable agent-based models
by Arnau Quera-Bofarull & Joel Dyer & Anisoara Calinescu & Michael Wooldridge
- 2307.01049 Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning
by Yu-Chin Hsu & Martin Huber & Yu-Min Yen
- 2307.01033 Expected Shortfall LASSO
by Sander Barendse
- 2307.00807 Replication of financial derivatives under extreme market models given marginals
by Tongseok Lim
- 2307.00779 Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport
by Yanqin Fan & Hyeonseok Park & Gaoqian Xu
- 2307.00622 Order preservation with dummies in the musseum pass problem
by Ricardo Mart'inez & Joaqu'in S'anchez-Soriano
- 2307.00571 The fundamental theorem of asset pricing with and without transaction costs
by Christoph Kuhn
- 2307.00476 Pricing European Options with Google AutoML, TensorFlow, and XGBoost
by Juan Esteban Berger
- 2307.00459 Principal Component Analysis and Hidden Markov Model for Forecasting Stock Returns
by Eugene W. Park
- 2307.00413 The Classical Theory of Supply and Demand
by Sabiou Inoua & Vernon Smith
- 2307.00412 Adam Smith's Theory of Value: A Reappraisal of Classical Price Discovery
by Sabiou Inoua & Vernon Smith
- 2307.00410 A Classical Model of Speculative Asset Price Dynamics
by Sabiou Inoua & Vernon Smith
- 2307.00369 The Yule-Frisch-Waugh-Lovell Theorem
by Deepankar Basu
- 2307.00349 Unbalanced Growth and Land Overvaluation
by Tomohiro Hirano & Alexis Akira Toda
- 2307.00251 Local Eviction Moratoria and the Spread of COVID-19
by Julia Hatamyar & Christopher F. Parmeter
- 2306.17810 A Massive Scale Semantic Similarity Dataset of Historical English
by Emily Silcock & Melissa Dell
- 2306.17773 Obvious Manipulations in Matching without and with Contracts
by R. Pablo Arribillaga & E. Pepa Risma
- 2306.17742 Blockchain scaling and liquidity concentration on decentralized exchanges
by Basile Caparros & Amit Chaudhary & Olga Klein
- 2306.17546 Two characterizations of the dense rank
by Jos'e Luis Garc'ia-Lapresta & Miguel Mart'inez-Panero
- 2306.17467 On the Behavior of the Payoff Amounts in Simple Interest Loans in Arbitrage-Free Markets
by Fausto Di Biase & Stefano Di Rocco & Alessandra Ortolano & Maurizio Parton
- 2306.17355 Recurring Auctions with Costly Entry: Theory and Evidence
by Shanglyu Deng & Qiyao Zhou
- 2306.17341 A Comparison of Sequential Ranked-Choice Voting and Single Transferable Vote
by David McCune & Erin Martin & Grant Latina & Kaitlyn Simms
- 2306.17316 Triangle Fees
by Rithvik Rao & Nihar Shah
- 2306.17309 Retail Pricing Format and Rigidity of Regular Prices
by Sourav Ray & Avichai Snir & Daniel Levy
- 2306.17179 Integrating Tick-level Data and Periodical Signal for High-frequency Market Making
by Jiafa He & Cong Zheng & Can Yang
- 2306.17178 Optimal Execution Using Reinforcement Learning
by Cong Zheng & Jiafa He & Can Yang
- 2306.17111 Equal Pay for Similar Work
by Diego Gentile Passaro & Fuhito Kojima & Bobak Pakzad-Hurson
- 2306.17095 Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
by Marcin Wk{a}torek & Maria Skupie'n & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z
- 2306.17025 Would Friedman Burn your Tokens?
by Aggelos Kiayias & Philip Lazos & Jan Christoph Schlegel
- 2306.16982 Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach
by Bingyan Han & Chi Seng Pun & Hoi Ying Wong
- 2306.16960 Sketching a Model on Fisheries Enforcement and Compliance -- A Survey
by Manuel Coelho & Jos'e Ant'onio Filipe & Manuel Alberto M. Ferreira
- 2306.16904 Endogenous Barriers to Learning
by Olivier Compte
- 2306.16871 Discount Models
by Damir Filipovic
- 2306.16681 Data-driven Multiperiod Robust Mean-Variance Optimization
by Xin Hai & Gregoire Loeper & Kihun Nam
- 2306.16591 Nonparametric Causal Decomposition of Group Disparities
by Ang Yu & Felix Elwert
- 2306.16563 Using Monte Carlo Methods for Retirement Simulations
by Aditya Gupta & Vijay K. Tayal
- 2306.16553 Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation
by Delia Coculescu & M'ed'eric Motte & Huy^en Pham
- 2306.16525 Divergence Based Quadrangle and Applications
by Anton Malandii & Siddhartha Gupte & Cheng Peng & Stan Uryasev
- 2306.16522 The Implied Views of Bond Traders on the Spot Equity Market
by Yifan He & Yuan Hu & Svetlozar Rachev
- 2306.16424 Realistic Synthetic Financial Transactions for Anti-Money Laundering Models
by Erik Altman & Jovan Blanuv{s}a & Luc von Niederhausern & B'eni Egressy & Andreea Anghel & Kubilay Atasu
- 2306.16422 Neural networks can detect model-free static arbitrage strategies
by Ariel Neufeld & Julian Sester
- 2306.16393 High-Dimensional Canonical Correlation Analysis
by Anna Bykhovskaya & Vadim Gorin
- 2306.16351 Expectile Quadrangle and Applications
by Viktor Kuzmenko & Anton Malandii & Stan Uryasev
- 2306.16346 A closed form model-free approximation for the Initial Margin of option portfolios
by Claude Martini & Arianna Mingone
- 2306.16208 Continuous-time q-learning for mean-field control problems
by Xiaoli Wei & Xiang Yu
- 2306.16165 Application of spin glass ideas in social sciences, economics and finance
by Jean-Philippe Bouchaud & Matteo Marsili & Jean-Pierre Nadal
- 2306.16162 Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach
by R. P. Datta
- 2306.15993 Condorcet Domains of Degree at most Seven
by Dolica Akello-Egwell & Charles Leedham-Green & Alastair Litterick & Klas Markstrom & S{o}ren Riis
- 2306.15835 Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures
by Zacharia Issa & Blanka Horvath
- 2306.15807 Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
by Qi Deng & Zhong-guo Zhou
- 2306.15585 Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning
by Sherly Alfonso-S'anchez & Jes'us Solano & Alejandro Correa-Bahnsen & Kristina P. Sendova & Cristi'an Bravo
- 2306.15554 A Theory of Complex Adaptive Learning and a Non-Localized Wave Equation in Quantum Mechanics
by Leilei Shi & Xinshuai Guo & Jiuchang Wei & Wei Zhang & Guocheng Wang & Bing-Hong Wang
- 2306.15526 Higher-order Graph Attention Network for Stock Selection with Joint Analysis
by Yang Qiao & Yiping Xia & Xiang Li & Zheng Li & Yan Ge
- 2306.15524 Robust Wasserstein Optimization and its Application in Mean-CVaR
by Xin Hai & Kihun Nam
- 2306.15048 Assessing Heterogeneity of Treatment Effects
by Tetsuya Kaji & Jianfei Cao
- 2306.15033 Sea Change in Software Development: Economic and Productivity Analysis of the AI-Powered Developer Lifecycle
by Thomas Dohmke & Marco Iansiti & Greg Richards
- 2306.15026 Valuation of Equity Linked Securities with Guaranteed Return
by David Xiao
- 2306.15000 Identifying Socially Disruptive Policies
by Eric Auerbach & Yong Cai
- 2306.14862 Marginal Effects for Probit and Tobit with Endogeneity
by Kirill S. Evdokimov & Ilze Kalnina & Andrei Zeleneev
- 2306.14653 Optimization of the Generalized Covariance Estimator in Noncausal Processes
by Gianluca Cubadda & Francesco Giancaterini & Alain Hecq & Joann Jasiak
- 2306.14602 A lower bound for the volatility swap in the lognormal SABR model
by E. Al`os & F. Rolloos & K. Shiraya
- 2306.14506 An elementary proof of the dual representation of Expected Shortfall
by Martin Herdegen & Cosimo Munari
- 2306.14445 Hybrid unadjusted Langevin methods for high-dimensional latent variable models
by Ruben Loaiza-Maya & Didier Nibbering & Dan Zhu
- 2306.14311 Simple Estimation of Semiparametric Models with Measurement Errors
by Kirill S. Evdokimov & Andrei Zeleneev
- 2306.14247 Selling Multiple Complements with Packaging Costs
by Simon Finster
- 2306.14222 Unveiling the Potential of Sentiment: Can Large Language Models Predict Chinese Stock Price Movements?
by Haohan Zhang & Fengrui Hua & Chengjin Xu & Hao Kong & Ruiting Zuo & Jian Guo
- 2306.14186 Statistical electricity price forecasting: A structural approach
by Raffaele Sgarlato
- 2306.14004 Latent Factor Analysis in Short Panels
by Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet
- 2306.13858 Decarbonization patterns of residential building operations in China and India
by Ran Yan & Nan Zhou & Wei Feng & Minda Ma & Xiwang Xiang & Chao Mao
- 2306.13772 Heat increases experienced racial segregation in the United States
by Till Baldenius & Nicolas Koch & Hannah Klauber & Nadja Klein
- 2306.13681 Estimating the Value of Evidence-Based Decision Making
by Alberto Abadie & Anish Agarwal & Guido Imbens & Siwei Jia & James McQueen & Serguei Stepaniants
- 2306.13677 Dynamic Net Metering for Energy Communities
by Ahmed S. Alahmed & Lang Tong
- 2306.13661 Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning
by Joel Ong & Dorien Herremans
- 2306.13436 Does Environmental Attention by Governments Promote Carbon Reductions
by Yichuan Tian
- 2306.13419 Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
by Simon Hirsch & Florian Ziel
- 2306.13383 Fair integer programming under dichotomous and cardinal preferences
by Tom Demeulemeester & Dries Goossens & Ben Hermans & Roel Leus
- 2306.13378 Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies
by Yuki Sato & Kiyoshi Kanazawa
- 2306.13371 Fractal properties, information theory, and market efficiency
by Xavier Brouty & Matthieu Garcin
- 2306.13362 Factor-augmented sparse MIDAS regressions with an application to nowcasting
by Jad Beyhum & Jonas Striaukas
- 2306.13343 Optimal Investment with Stochastic Interest Rates and Ambiguity
by Julian Holzermann
- 2306.13208 Consumption Partial Insurance in the Presence of Tail Income Risk
by Anisha Ghosh & Alexandros Theloudis
- 2306.13070 Armed Conflict and Early Human Capital Accumulation: Evidence from Cameroon's Anglophone Conflict
by Hector Galindo-Silva & Guy Tchuente
- 2306.13005 A Discrimination Report Card
by Patrick Kline & Evan K. Rose & Christopher R. Walters
- 2306.12969 Stock Price Prediction using Dynamic Neural Networks
by David Noel
- 2306.12965 Improved Financial Forecasting via Quantum Machine Learning
by Sohum Thakkar & Skander Kazdaghli & Natansh Mathur & Iordanis Kerenidis & Andr'e J. Ferreira-Martins & Samurai Brito
- 2306.12964 Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning
by Shuo Yu & Hongyan Xue & Xiang Ao & Feiyang Pan & Jia He & Dandan Tu & Qing He
- 2306.12924 The Impact of Parenthood on Labour Market Outcomes of Women and Men in Poland
by Radost Waszkiewicz & Honorata Bogusz
- 2306.12921 Generic Forward Curve Dynamics for Commodity Derivatives
by David Xiao
- 2306.12863 Price elasticity of electricity demand: Using instrumental variable regressions to address endogeneity and autocorrelation of high-frequency time series
by Silvana Tiedemann & Raffaele Sgarlato & Lion Hirth
- 2306.12806 Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness
by Andrea Coletta & Joseph Jerome & Rahul Savani & Svitlana Vyetrenko
- 2306.12667 The Power of Menus in Contract Design
by Guru Guruganesh & Jon Schneider & Joshua Wang & Junyao Zhao
- 2306.12659 Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models
by Boyu Zhang & Hongyang Yang & Xiao-Yang Liu
- 2306.12658 Fitted Value Iteration Methods for Bicausal Optimal Transport
by Erhan Bayraktar & Bingyan Han
- 2306.12639 Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification
by Cassidy K. Buhler & Hande Y. Benson
- 2306.12602 Social Media Emotions and IPO Returns
by Domonkos F. Vamossy
- 2306.12446 Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data
by Wenbo Ge & Pooia Lalbakhsh & Leigh Isai & Artem Lensky & Hanna Suominen
- 2306.12439 Successive one-sided Hodrick-Prescott filter with incremental filtering algorithm for nonlinear economic time series
by Yuxia Liu & Qi Zhang & Wei Xiao & Tianguang Chu
- 2306.12434 Using Internal Bar Strength as a Key Indicator for Trading Country ETFs
by Aditya Pandey & Kunal Joshi
- 2306.12271 A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance
by Hongyi Jiang & Zhenting Sun & Shiyun Hu
- 2306.12176 The Skill-Task Matching Model: Mechanism, Model Structure, and Algorithm
by Da Xie & WeiGuo Yang
- 2306.12119 The Impact of Customer Online Satisfaction on Stock Returns: Evidence from the E-commerce Reviews in China
by Zhi Su & Danni Wu & Zhenkun Zhou & Junran Wu & Libo Yin
- 2306.12003 Difference-in-Differences with Interference
by Ruonan Xu
- 2306.11923 Disentangling Revealed Preference From Rationalization by a Preference
by Pablo Schenone
- 2306.11689 Statistical Tests for Replacing Human Decision Makers with Algorithms
by Kai Feng & Han Hong & Ke Tang & Jingyuan Wang
- 2306.11599 Collective Arbitrage and the Value of Cooperation
by Francesca Biagini & Alessandro Doldi & Jean-Pierre Fouque & Marco Frittelli & Thilo Meyer-Brandis
- 2306.11580 The Pricing And Hedging Of Constant Function Market Makers
by Richard Dewey & Craig Newbold
- 2306.11566 Uniform taxation of electricity: incentives for flexibility and cost redistribution among household categories
by Philipp Andreas Gunkel & Febin Kachirayil & Claire-Marie Bergaentzl'e & Russell McKenna & Dogan Keles & Henrik Klinge Jacobsen
- 2306.11470 Criteria for the absence of arbitrage in general diffusion markets
by David Criens & Mikhail Urusov
- 2306.11376 Coevolution of cognition and cooperation in structured populations under reinforcement learning
by Rossana Mastrandrea & Leonardo Boncinelli & Ennio Bilancini
- 2306.11158 Mind the Cap! -- Constrained Portfolio Optimisation in Heston's Stochastic Volatility Model
by Marcos Escobar-Anel & Michel Kschonnek & Rudi Zagst
- 2306.11154 A Truth Serum for Eliciting Self-Evaluations in Scientific Reviews
by Jibang Wu & Haifeng Xu & Yifan Guo & Weijie Su
- 2306.11061 Deep calibration with random grids
by Fabio Baschetti & Giacomo Bormetti & Pietro Rossi
- 2306.11049 Public Finance or Public Choice? The Scholastic Political Economy As an Essentialist Synthesis
by Mohammadhosein Bahmanpour-Khalesi & Mohammadjavad Sharifzadeh
- 2306.11025 Temporal Data Meets LLM -- Explainable Financial Time Series Forecasting
by Xinli Yu & Zheng Chen & Yuan Ling & Shujing Dong & Zongyi Liu & Yanbin Lu
- 2306.10950 Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management
by Marc Velay & Bich-Li^en Doan & Arpad Rimmel & Fabrice Popineau & Fabrice Daniel
- 2306.10929 On some semi-parametric estimates for European option prices
by Carlo Marinelli
- 2306.10774 The Illusive Slump of Disruptive Patents
by Jeffrey T. Macher & Christian Rutzer & Rolf Weder
- 2306.10752 Are Shortfall Systemic Risk Measures One Dimensional?
by Alessandro Doldi & Marco Frittelli & Emanuela Rosazza Gianin
- 2306.10659 Option Pricing for the Variance Gamma Model: A New Perspective
by Yuanda Chen & Zailei Cheng & Haixu Wang
- 2306.10612 Detecting Depegs: Towards Safer Passive Liquidity Provision on Curve Finance
by Thomas N. Cintra & Maxwell P. Holloway
- 2306.10591 Quantum computer based Feature Selection in Machine Learning
by Gerhard Hellstern & Vanessa Dehn & Martin Zaefferer
- 2306.10590 Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators
by Lin Liu & Rajarshi Mukherjee & James M. Robins
- 2306.10582 Machine Learning and Hamilton-Jacobi-Bellman Equation for Optimal Decumulation: a Comparison Study
by Marc Chen & Mohammad Shirazi & Peter A. Forsyth & Yuying Li
- 2306.10562 Formal Covariate Benchmarking to Bound Omitted Variable Bias
by Deepankar Basu
- 2306.10496 Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis
by Li Wang & Xing-Lu Gao & Wei-Xing Zhou
- 2306.10224 Bloated Disclosures: Can ChatGPT Help Investors Process Information?
by Alex Kim & Maximilian Muhn & Valeri Nikolaev
- 2306.10144 Key predictors for climate policy support and political mobilization: The role of beliefs and preferences
by Simon Montfort
- 2306.10053 NFTs to MARS: Multi-Attention Recommender System for NFTs
by Seonmi Kim & Youngbin Lee & Yejin Kim & Joohwan Hong & Yongjae Lee
- 2306.10031 Marijuana on Main Streets? The Story Continues in Colombia: An Endogenous Three-part Model
by A. Ramirez-Hassan & C. Gomez & S. Velasquez & K. Tangarife
- 2306.09964 Robust Predictions in Games with Rational Inattention
by Tommaso Denti & Doron Ravid
- 2306.09862 DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting
by Lifan Zhao & Shuming Kong & Yanyan Shen
- 2306.09806 Testing for Peer Effects without Specifying the Network Structure
by Hyunseok Jung & Xiaodong Liu
- 2306.09798 CSREU: A Novel Dataset about Corporate Social Responsibility and Performance Indicators
by Erion c{C}ano & Xhesilda Vogli
- 2306.09678 Perceived university support and environment as a factor of entrepreneurial intention: Evidence from Western Transdanubia Region
by Attila Lajos Makai & Tibor DH{o}ry
- 2306.09529 House-Swapping with Objective Indifferences
by Will Sandholtz & Andrew Tai
- 2306.09485 Identifying key players in dark web marketplaces
by Elohim Fonseca dos Reis & Alexander Teytelboym & Abeer ElBahraw & Ignacio De Loizaga & Andrea Baronchelli
- 2306.09437 Algorithmic Collusion in Auctions: Evidence from Controlled Laboratory Experiments
by Pranjal Rawat
- 2306.09421 FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers
by Jason Milionis & Xin Wan & Austin Adams
- 2306.09287 Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models
by Andrea Renzetti
- 2306.09084 Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion
by Dan Pirjol & Lingjiong Zhu
- 2306.08829 Migrant Laborer's Optimization Mechanism Under Employment Permit System(EPS): Introducing and Analyzing 'Skill-Relevance-Self Selection' Model
by Kwonhyung Lee & Yejin Lim & Sunghyun Cho
- 2306.08809 Optimal Portfolio Execution in a Regime-switching Market with Non-linear Impact Costs: Combining Dynamic Program and Neural Network
by Xiaoyue Li & John M. Mulvey
- 2306.08797 Local Labor Market Effects of Mergers and Acquisitions in Developing Countries: Evidence from Brazil
by Vitor Costa
- 2306.08760 Do Productivity Shocks Cause Inputs Misallocation?
by Davide Luparello
- 2306.08743 The rise of the chaebol: A bibliometric analysis of business groups in South Korea
by Artur F. Tomeczek
- 2306.08559 Inference in IV models with clustered dependence, many instruments and weak identification
by Johannes W. Ligtenberg
- 2306.08519 A multi-agent targeted trading equilibrium with transaction costs
by Jin Hyuk Choi & Jetlir Duraj & Kim Weston
- 2306.08421 Failure of Fourier pricing techniques to approximate the Greeks
by Tobias Behrens & Gero Junike & Wim Schoutens
- 2306.08297 Germany's nationwide travel experiment in 2022: public transport for 9 Euro per month -- First findings of an empirical study
by Allister Loder & Fabienne Cantner & Lennart Adenaw & Nico Nachtigall & David Ziegler & Felix Gotzler & Markus B. Siewert & Stefan Wurster & Sebastian Goerg & Markus Lienkamp & Klaus Bogenberger
- 2306.08295 Intranational Skill-relevance Model of the Immigrant's Self-selection: Further Evidence of the Stylized Fact from the E-9 Employment Permit System (EPS)
by Kwonhyung Lee & Yejin Lim & Sunghyun Cho
- 2306.08214 Response toward Public Health Policy Ambiguity and Insurance Decisions
by Qiang Li
- 2306.08165 Machine Learning for Zombie Hunting: Predicting Distress from Firms' Accounts and Missing Values
by Falco J. Bargagli-Stoffi & Fabio Incerti & Massimo Riccaboni & Armando Rungi
- 2306.08157 Dynamic Bayesian Networks for Predicting Cryptocurrency Price Directions: Uncovering Causal Relationships
by Rasoul Amirzadeh & Dhananjay Thiruvady & Asef Nazari & Mong Shan Ee
- 2306.08105 Model-Free Market Risk Hedging Using Crowding Networks
by Vadim Zlotnikov & Jiayu Liu & Igor Halperin & Fei He & Lisa Huang
- 2306.07972 Leveraging Machine Learning for Multichain DeFi Fraud Detection
by Georgios Palaiokrassas & Sandro Scherrers & Iason Ofeidis & Leandros Tassiulas
- 2306.07928 Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach
by Shuo Han & Yinan Chen & Jiacheng Liu
- 2306.07731 A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market
by Christian Laudag'e & Florian Aichinger & Sascha Desmettre
- 2306.07709 Coordinated Dynamic Bidding in Repeated Second-Price Auctions with Budgets
by Yurong Chen & Qian Wang & Zhijian Duan & Haoran Sun & Zhaohua Chen & Xiang Yan & Xiaotie Deng
- 2306.07619 Kernel Choice Matters for Boundary Inference Using Local Polynomial Density: With Application to Manipulation Testing
by Shunsuke Imai & Yuta Okamoto
- 2306.07305 Making forecasting self-learning and adaptive -- Pilot forecasting rack
by Shaun D'Souza & Dheeraj Shah & Amareshwar Allati & Parikshit Soni
- 2306.07147 Candidate Incentive Distributions: How voting methods shape electoral incentives
by Marcus Ogren
Printed from https://ideas.repec.org/s/arx/papers29.html
