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Content
2024
- 2412.13521 On stochastic control problems with higher-order moments
by Yike Wang & Jingzhen Liu & Alain Bensoussan & Ka-Fai Cedric Yiu & Jiaqin Wei
- 2412.13413 System and sub-system energy resilience during public safety power shutoffs (PSPS) in California -- An evidence-based argument
by Daniel Thompson & Gianluca Pescaroli & Maham Furqan
- 2412.13362 Modeling coskewness with zero correlation and correlation with zero coskewness
by Carole Bernard & Jinghui Chen & Steven Vanduffel
- 2412.13311 Productivity of Short Term Assets as a Signal of Future Stock Performance
by Veer Vohra & Devyani Vij & Jehil Mehta & Arman Ozcan
- 2412.13172 Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
by Victor Olkhov
- 2412.13101 Pontryagin-Guided Policy Optimization for Merton's Portfolio Problem
by Jeonggyu Huh & Jaegi Jeon
- 2412.13076 Dual Interpretation of Machine Learning Forecasts
by Philippe Goulet Coulombe & Maximilian Goebel & Karin Klieber
- 2412.13013 The Emergence of Strategic Reasoning of Large Language Models
by Dongwoo Lee & Gavin Kader
- 2412.12784 Digital Transformation in Switzerland: The Current State and Expectations
by Johannes Lehmann & Michael Beckmann
- 2412.12780 Digital technologies and performance incentives: Evidence from businesses in the Swiss economy
by Johannes Lehmann & Michael Beckmann
- 2412.12752 Organizational culture and the usage of Industry 4.0 technologies: evidence from Swiss businesses
by Simon Alexander Wiese & Johannes Lehmann & Michael Beckmann
- 2412.12721 Information, entropy and the paradox of choice: A theoretical framework for understanding choice satisfaction
by Mojtaba Madadi Asl & Kamal Hajian & Rouzbeh Torabi & Mehdi Sadeghi
- 2412.12676 Raising Bidders' Awareness in Second-Price Auctions
by Ying Xue Li & Burkhard C. Schipper
- 2412.12610 Gender Bias and Property Taxes
by Gordon Burtch & Alejandro Zentner
- 2412.12576 Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
by Saumya Kothari & Harsh Shah & Utkarsh Prajapati & Shrinjay Kaushik
- 2412.12539 Hunting Tomorrow's Leaders: Using Machine Learning to Forecast S&P 500 Additions & Removal
by Vidhi Agrawal & Eesha Khalid & Tianyu Tan & Doris Xu
- 2412.12516 Enhanced Momentum with Momentum Transformers
by Max Mason & Waasi A Jagirdar & David Huang & Rahul Murugan
- 2412.12495 Obvious manipulations, consistency, and the uniform rule
by R. Pablo Arribillaga & Agustin G. Bonifacio
- 2412.12482 Volatility-Volume Order Slicing via Statistical Analysis
by Ritwika Chattopadhyay & Abhishek Malichkar & Zhixuan Ren & Xinyue Zhang
- 2412.12458 An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
by Jirat Suchato & Sean Wiryadi & Danran Chen & Ava Zhao & Michael Yue
- 2412.12438 AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics
by Jiajun Gu & Zichen Yang & Xintong Lin & Sixun Chen & YuTing Lu
- 2412.12393 Emergence of Power-Law and Other Wealth Distributions in Crowd of Heterogeneous Agents
by Jake J. Xia
- 2412.12350 A multi-factor market-neutral investment strategy for New York Stock Exchange equities
by Georgios M. Gkolemis & Adwin Richie Lee & Amine Roudani
- 2412.12213 The AI Black-Scholes: Finance-Informed Neural Network
by Amine M. Aboussalah & Xuanze Li & Cheng Chi & Raj Patel
- 2412.12199 Stochastic Gradient Descent in the Optimal Control of Execution Costs
by Simeon Kolev
- 2412.12148 How to Choose a Threshold for an Evaluation Metric for Large Language Models
by Bhaskarjit Sarmah & Mingshu Li & Jingrao Lyu & Sebastian Frank & Nathalia Castellanos & Stefano Pasquali & Dhagash Mehta
- 2412.11984 Quantifying Inefficiency
by Yannai A. Gonczarowski & Ella Segev
- 2412.11977 Weak Strategyproofness in Randomized Social Choice
by Felix Brandt & Patrick Lederer
- 2412.11957 Multiplexing in Networks and Diffusion
by Arun G. Chandrasekhar & Vasu Chaudhary & Benjamin Golub & Matthew O. Jackson
- 2412.11602 Multivariate Distributions in Non-Stationary Complex Systems II: Empirical Results for Correlated Stock Markets
by Anton J. Heckens & Efstratios Manolakis & Cedric Schuhmann & Thomas Guhr
- 2412.11601 Multivariate Distributions in Non-Stationary Complex Systems I: Random Matrix Model and Formulae for Data Analysis
by Efstratios Manolakis & Anton J. Heckens & Thomas Guhr
- 2412.11597 Transition dynamics of electricity asset-owning firms
by Anton Pichler
- 2412.11575 Cost-aware Portfolios in a Large Universe of Assets
by Qingliang Fan & Marcelo C. Medeiros & Hanming Yang & Songshan Yang
- 2412.11462 S&P 500 Trend Prediction
by Shasha Yu & Qinchen Zhang & Yuwei Zhao
- 2412.11432 A Deep Learning Approach for Trading Factor Residuals
by Wo Long & Victor Xiao
- 2412.11383 Stochastic optimal self-path-dependent control: A new type of variational inequality and its viscosity solution
by Mingxin Guo & Zuo Quan Xu
- 2412.11285 Moderating the Mediation Bootstrap for Causal Inference
by Kees Jan van Garderen & Noud van Giersbergen
- 2412.11278 VAR models with an index structure: A survey with new results
by Gianluca Cubadda
- 2412.11264 Simulation of square-root processes made simple: applications to the Heston model
by Eduardo Abi Jaber
- 2412.11259 Navigating through Economic Complexity: Phase Diagrams & Parameter Sloppiness
by Jean-Philippe Bouchaud
- 2412.11257 Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate
by Fengpei Li & Haoxian Chen & Jiahe Lin & Arkin Gupta & Xiaowei Tan & Gang Xu & Yuriy Nevmyvaka & Agostino Capponi & Henry Lam
- 2412.11192 From Votes to Volatility Predicting the Stock Market on Election Day
by Igor L. R. Azevedo & Toyotaro Suzumura
- 2412.11179 Treatment Evaluation at the Intensive and Extensive Margins
by Phillip Heiler & Asbj{o}rn Kaufmann & Bezirgen Veliyev
- 2412.11122 Paid with Models: Optimal Contract Design for Collaborative Machine Learning
by Bingchen Wang & Zhaoxuan Wu & Fusheng Liu & Bryan Kian Hsiang Low
- 2412.11113 Optimal Strategy-proof Mechanisms on Single-crossing Domains
by Mridu Prabal Goswami
- 2412.11019 PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
by Siqiao Zhao & Dan Wang & Raphael Douady
- 2412.10974 Quantifying Educational Competition: A Game-Theoretic Model with Policy Implications
by Siyuan He
- 2412.10959 Binary or nonbinary? An evolutionary learning approach to gender identity
by Hung Truong
- 2412.10947 Auto-Regressive Control of Execution Costs
by Simeon Kolev
- 2412.10906 SusGen-GPT: A Data-Centric LLM for Financial NLP and Sustainability Report Generation
by Qilong Wu & Xiaoneng Xiang & Hejia Huang & Xuan Wang & Yeo Wei Jie & Ranjan Satapathy & Ricardo Shirota Filho & Bharadwaj Veeravalli
- 2412.10860 Classification of Financial Data Using Quantum Support Vector Machine
by Seemanta Bhattacharjee & MD. Muhtasim Fuad & A. K. M. Fakhrul Hossain
- 2412.10823 FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs
by Yixuan Liang & Yuncong Liu & Boyu Zhang & Christina Dan Wang & Hongyang Yang
- 2412.10791 Forecasting realized covariances using HAR-type models
by Matias Quiroz & Laleh Tafakori & Hans Manner
- 2412.10692 Continuous-time optimal investment with portfolio constraints: a reinforcement learning approach
by Huy Chau & Duy Nguyen & Thai Nguyen
- 2412.10662 On Prior Confidence and Belief Updating
by Kenneth Chan & Gary Charness & Chetan Dave & J. Lucas Reddinger
- 2412.10635 Do LLMs Act as Repositories of Causal Knowledge?
by Nick Huntington-Klein & Eleanor J. Murray
- 2412.10608 An overview of meta-analytic methods for economic research
by Amin Haghnejad & Mahboobeh Farahati
- 2412.10592 Self-Exciting Random Evolutions (SEREs) and their Applications
by Anatoliy Swishchuk
- 2412.10564 Strategically Acting on Information
by Xiaoming Wang
- 2412.10540 Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
by Soroush Omranpour & Guillaume Rabusseau & Reihaneh Rabbany
- 2412.10524 Is Polarization an Inevitable Outcome of Similarity-Based Content Recommendations? -- Mathematical Proofs and Computational Validation
by Minhyeok Lee
- 2412.10478 Re-examining the social impact of silver monetization in the Ming Dynasty from the perspective of supply and demand
by Tianwei Chang
- 2412.10421 Energetic closure of the spatially resolved global food system
by Maxwell Kaye & Graham K. MacDonald & Eric Galbraith
- 2412.10329 Reciprocity in Interbank Markets
by Lutz Honvehlmann
- 2412.10304 A Neyman-Orthogonalization Approach to the Incidental Parameter Problem
by St'ephane Bonhomme & Koen Jochmans & Martin Weidner
- 2412.10199 Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems
by You Wu & Mengfang Sun & Hongye Zheng & Jinxin Hu & Yingbin Liang & Zhenghao Lin
- 2412.10024 Strategic Attribute Learning
by Jean-Michel Benkert & Ludmila Matyskova & Egor Starkov
- 2412.09880 Financial Fine-tuning a Large Time Series Model
by Xinghong Fu & Masanori Hirano & Kentaro Imajo
- 2412.09662 Replica del valor de un pool (CPM) y hedging de perdidas impermanentes
by Agust'in Mu~noz Gonz'alez & Juan I. Sequeira y Ariel Dembling
- 2412.09631 Limit Order Book Event Stream Prediction with Diffusion Model
by Zetao Zheng & Guoan Li & Deqiang Ouyang & Decui Liang & Jie Shao
- 2412.09517 Geometric Deep Learning for Realized Covariance Matrix Forecasting
by Andrea Bucci & Michele Palma & Chao Zhang
- 2412.09430 A Kernel Score Perspective on Forecast Disagreement and the Linear Pool
by Fabian Kruger
- 2412.09394 LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
by Sebastien Valeyre & Sofiane Aboura
- 2412.09345 Delving into Youth Perspectives on In-game Gambling-like Elements: A Proof-of-Concept Study Utilising Large Language Models for Analysing User-Generated Text Data
by Thomas Krause & Steffen Otterbach & Johannes Singer
- 2412.09335 Does Low Spoilage Under Cold Conditions Foster Cultural Complexity During the Foraging Era? -- A Theoretical and Computational Inquiry
by Minhyeok Lee
- 2412.09321 Learning to be Indifferent in Complex Decisions: A Coarse Payoff-Assessment Model
by Philippe Jehiel & Aviman Satpathy
- 2412.09226 The Global Carbon Budget as a cointegrated system
by Mikkel Bennedsen & Eric Hillebrand & Morten {O}rregaard Nielsen
- 2412.09171 Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty
by Guohui Guan & Zongxia Liang & Yi Xia
- 2412.09157 Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
by Guohui Guan & Zongxia Liang & Yi Xia
- 2412.08987 Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options
by Rakhymzhan Kazbek & Yogi Erlangga & Yerlan Amanbek & Dongming Wei
- 2412.08850 Emulating the Global Change Analysis Model with Deep Learning
by Andrew Holmes & Matt Jensen & Sarah Coffland & Hidemi Mitani Shen & Logan Sizemore & Seth Bassetti & Brenna Nieva & Claudia Tebaldi & Abigail Snyder & Brian Hutchinson
- 2412.08831 Panel Stochastic Frontier Models with Latent Group Structures
by Kazuki Tomioka & Thomas T. Yang & Xibin Zhang
- 2412.08756 High-dimensional covariance matrix estimators on simulated portfolios with complex structures
by Andr'es Garc'ia-Medina
- 2412.08657 Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implications
by Kiarash Firouzi & Mohammad Jelodari Mamaghani
- 2412.08624 Efficient and Verified Continuous Double Auctions
by Mohit Garg & Suneel Sarswat
- 2412.08342 Approximate Revenue from Finite Range Mechanisms
by Mridu Prabal Goswami
- 2412.08179 Auto-Generating Earnings Report Analysis via a Financial-Augmented LLM
by Van-Duc Le
- 2412.07946 The Economics of Equilibrium with Indivisible Goods
by Ravi Jagadeesan & Alexander Teytelboym
- 2412.07787 Anomaly Detection in California Electricity Price Forecasting: Enhancing Accuracy and Reliability Using Principal Component Analysis
by Joseph Nyangon & Ruth Akintunde
- 2412.07688 A Joint Energy and Differentially-Private Smart Meter Data Market
by Saurab Chhachhi & Fei Teng
- 2412.07649 Machine Learning the Macroeconomic Effects of Financial Shocks
by Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino
- 2412.07587 A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting
by Zheng Cao & Helyette Geman
- 2412.07461 A theory of passive market impact
by Youssef Ouazzani Chahdi & Mathieu Rosenbaum & Gr'egoire Szymanski
- 2412.07459 Moving to the suburbs? Exploring the potential impact of work-from-home on suburbanization in Poland
by Beata Wo'zniak-Jk{e}chorek & S{l}awomir Ku'zmar & David Bole
- 2412.07352 Inference after discretizing unobserved heterogeneity
by Jad Beyhum & Martin Mugnier
- 2412.07348 IntraLayer: A Platform of Digital Finance Platforms
by Arman Abgaryan & Utkarsh Sharma
- 2412.07223 A Consolidated Volatility Prediction with Back Propagation Neural Network and Genetic Algorithm
by Zong Ke & Jingyu Xu & Zizhou Zhang & Yu Cheng & Wenjun Wu
- 2412.07184 Automatic Doubly Robust Forests
by Zhaomeng Chen & Junting Duan & Victor Chernozhukov & Vasilis Syrgkanis
- 2412.07061 Network and timing effects in social learning
by Wade Hann-Caruthers & Minghao Pan & Omer Tamuz
- 2412.07042 Generative AI Impact on Labor Market: Analyzing ChatGPT's Demand in Job Advertisements
by Mahdi Ahmadi & Neda Khosh Kheslat & Adebola Akintomide
- 2412.07031 Large Language Models: An Applied Econometric Framework
by Jens Ludwig & Sendhil Mullainathan & Ashesh Rambachan
- 2412.07027 Deep Learning for Cross-Border Transaction Anomaly Detection in Anti-Money Laundering Systems
by Qian Yu & Zhen Xu & Zong Ke
- 2412.06862 Stock Type Prediction Model Based on Hierarchical Graph Neural Network
by Jianhua Yao & Yuxin Dong & Jiajing Wang & Bingxing Wang & Hongye Zheng & Honglin Qin
- 2412.06837 Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach
by Olamilekan Shobayo & Sidikat Adeyemi-Longe & Olusogo Popoola & Bayode Ogunleye
- 2412.06794 Understanding the Impact of News Articles on the Movement of Market Index: A Case on Nifty 50
by Subhasis Dasgupta & Pratik Satpati & Ishika Choudhary & Jaydip Sen
- 2412.06688 Probabilistic Targeted Factor Analysis
by Miguel C. Herculano & Santiago Montoya-Bland'on
- 2412.06417 Systematic comparison of deep generative models applied to multivariate financial time series
by Howard Caulfield & James P. Gleeson
- 2412.06360 India's residential space cooling transition: A carbon perspective from 2000 onward
by Ran Yan & Nan Zhou & Minda Ma & Chao Mao
- 2412.06343 Diffusion on the circle and a stochastic correlation model
by Sourav Majumdar & Arnab Kumar Laha
- 2412.06222 Blotto on the Ballot: A Ballot Stuffing Blotto Game
by Harsh Shah & Jayakrishnan Nair & D Manjunath & Narayan Mandayam
- 2412.06193 Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
by Zong Ke & Yuchen Yin
- 2412.06092 Density forecast transformations
by Matteo Mogliani & Florens Odendahl
- 2412.06037 The emergence of chaos in population game dynamics induced by comparisons
by Jakub Bielawski & {L}ukasz Cholewa & Fryderyk Falniowski
- 2412.05919 Estimating Spillover Effects in the Presence of Isolated Nodes
by Bora Kim
- 2412.05911 Unveiling True Talent: The Soccer Factor Model for Skill Evaluation
by Alexandre Andorra & Maximilian Gobel
- 2412.05889 Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics
by Peilun He & Gareth W. Peters & Nino Kordzakhia & Pavel V. Shevchenko
- 2412.05794 Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax
by Tao Sun
- 2412.05736 Convolution Mode Regression
by Eduardo Schirmer Finn & Eduardo Horta
- 2412.05731 A Scoping Review of ChatGPT Research in Accounting and Finance
by Mengming Michael Dong & Theophanis C. Stratopoulos & Victor Xiaoqi Wang
- 2412.05691 Undergraduate Course Allocation through Competitive Markets
by Daniel Kornbluth & Alexey Kushnir
- 2412.05664 Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups
by Minseog Oh & Donggyu Kim
- 2412.05621 Minimum Sliced Distance Estimation in a Class of Nonregular Econometric Models
by Yanqin Fan & Hyeonseok Park
- 2412.05516 Measuring Consumer Sensitivity to Audio Advertising: A Long-Run Field Experiment on Pandora Internet Radio
by Ali Goli & Jason Huang & David Reiley & Nickolai M. Riabov
- 2412.05508 Optimizing Returns from Experimentation Programs
by Timothy Sudijono & Simon Ejdemyr & Apoorva Lal & Martin Tingley
- 2412.05431 Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark
by Pieter van Staden & Peter Forsyth & Yuying Li
- 2412.05344 Consumption Dependent Random Utility
by Christopher Turansick
- 2412.05300 AD-HOC: A C++ Expression Template package for high-order derivatives backpropagation
by Juan Lucas Rey
- 2412.05297 A Decision Support System for Stock Selection and Asset Allocation Based on Fundamental Data Analysis
by Ali Abrishami & Jafar Habibi & AmirAli Jarrahi & Dariush Amiri & MohammadAmin Fazli
- 2412.05285 A FinTech Clustering Framework: Technology, Model, and Stakeholder Perspectives
by Pak-Lok Poon & Santoso Wibowo & Sau-Fun Tang
- 2412.05234 Constructing Uncertainty Sets for Robust Risk Measures: A Composition of $\phi$-Divergences Approach to Combat Tail Uncertainty
by Guanyu Jin & Roger J. A. Laeven & Dick den Hertog & Aharon Ben-Tal
- 2412.05090 AI and the law
by Henry A. Thompson
- 2412.05070 Enhancing Fourier pricing with machine learning
by Gero Junike & Hauke Stier
- 2412.04924 Follow the money: a startup-based measure of AI exposure across occupations, industries and regions
by Enrico Maria Fenoaltea & Dario Mazzilli & Aurelio Patelli & Angelica Sbardella & Andrea Tacchella & Andrea Zaccaria & Marco Trombetti & Luciano Pietronero
- 2412.04816 Linear Regressions with Combined Data
by Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel
- 2412.04605 Semiparametric Bayesian Difference-in-Differences
by Christoph Breunig & Ruixuan Liu & Zhengfei Yu
- 2412.04589 Inverting the Markovian projection for pure jump processes
by Martin Larsson & Shukun Long
- 2412.04505 Achieving Semantic Consistency: Contextualized Word Representations for Political Text Analysis
by Ruiyu Zhang & Lin Nie & Ce Zhao & Qingyang Chen
- 2412.04490 M6 Investment Challenge: The Role of Luck and Strategic Considerations
by Filip Stanv{e}k
- 2412.04354 Multi-Scale Node Embeddings for Graph Modeling and Generation
by Riccardo Milocco & Fabian Jansen & Diego Garlaschelli
- 2412.04293 Cubic-based Prediction Approach for Large Volatility Matrix using High-Frequency Financial Data
by Sung Hoon Choi & Donggyu Kim
- 2412.04265 On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs
by Yuta Okamoto & Yuuki Ozaki
- 2412.04263 Correlation without Factors in Retail Cryptocurrency Markets
by Graham L. Giller
- 2412.04063 Understanding the Excess Bond Premium
by Kevin Benson & Ing-Haw Cheng & John Hull & Charles Martineau & Yoshio Nozawa & Vasily Strela & Yuntao Wu & Jun Yuan
- 2412.04034 Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations
by Yunhua Pei & Jin Zheng & John Cartlidge
- 2412.03963 Augmenting Minds or Automating Skills: The Differential Role of Human Capital in Generative AI's Impact on Creative Tasks
by Meiling Huang & Ming Jin & Ning Li
- 2412.03879 E-Commerce in Africa: Divergent Impacts on Rural and Urban Economies
by Jaelyn S. Liang & Rehaan S. Mundy & Shriya Jagwayan
- 2412.03755 Economic Geography and Structural Change
by Clement E. Bohr & Marti Mestieri & Frederic Robert-Nicoud
- 2412.03668 Hidden Markov graphical models with state-dependent generalized hyperbolic distributions
by Beatrice Foroni & Luca Merlo & Lea Petrella
- 2412.03618 Research on Financial Multi-Asset Portfolio Risk Prediction Model Based on Convolutional Neural Networks and Image Processing
by Zhuohuan Hu & Fu Lei & Yuxin Fan & Zong Ke & Ge Shi & Zichao Li
- 2412.03608 Evaluating the Relationship of EV Charging Station on the Uptake of Electric Vehicles -- Implication of the NEVI Formula Program
by Putra Farrel Azhar
- 2412.03606 Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
by Wenying Sun & Zhen Xu & Wenqing Zhang & Kunyuan Ma & You Wu & Mengfang Sun
- 2412.03598 Counter-Geoengineering: Feasibility and Policy Implications for a Geoengineered World
by Felipe de Bolle & Egemen Kolemen
- 2412.03583 Spatial Econometric Analysis of Dana Point's Housing Market
by Hannah Attar
- 2412.03554 Categorize and randomize: a model of sequential stochastic choice
by Ester Sudano
- 2412.03305 Turnover of investment portfolio via covariance matrix of returns
by A. V. Kuliga & I. N. Shnurnikov
- 2412.03227 Never-ending Search for Innovation
by Jean-Michel Benkert & Igor Letina
- 2412.03217 Social media and suicide: empirical evidence from the quasi-exogenous geographical adoption of Twitter
by Alexis Du & Thomas Renault
- 2412.03130 The Value of Solving Pains
by Jurg Meierhofer & Nikola Pascher & Jochen Wulf
- 2412.03038 MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management
by Liwei Deng & Tianfu Wang & Yan Zhao & Kai Zheng
- 2412.03033 Unveiling Saving and Credit Dynamics: Insights from Financial Diaries and Surveys among Low-Income Households in Unauthorized Colonies in Delhi
by Divya Sharma
- 2412.02767 Endogenous Heteroskedasticity in Linear Models
by Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas
- 2412.02660 A Markowitz Approach to Managing a Dynamic Basket of Moving-Band Statistical Arbitrages
by Kasper Johansson & Thomas Schmelzer & Stephen Boyd
- 2412.02654 Simple and Effective Portfolio Construction with Crypto Assets
by Kasper Johansson & Stephen Boyd
- 2412.02609 Wasserstein Markets for Differentially-Private Data
by Saurab Chhachhi & Fei Teng
- 2412.02605 Interpretable Company Similarity with Sparse Autoencoders
by Marco Molinari & Victor Shao & Vladimir Tregubiak & Abhimanyu Pandey & Mateusz Mikolajczak & Sebastian Kuznetsov Ryder Torres Pereira
- 2412.02452 Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets
by Aman Saggu & Lennart Ante & Kaja Kopiec
- 2412.02446 An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences
by Zongxia Liang & Sheng Wang & Jianming Xia
- 2412.02435 Sequential Payment Rules: Approximately Fair Budget Divisions via Simple Spending Dynamics
by Haris Aziz & Patrick Lederer & Xinhang Lu & Mashbat Suzuki & Jeremy Vollen
- 2412.02408 Leveraging Ensemble-Based Semi-Supervised Learning for Illicit Account Detection in Ethereum DeFi Transactions
by Shabnam Fazliani & Mohammad Mowlavi Sorond & Arsalan Masoudifard
- 2412.02380 Use of surrogate endpoints in health technology assessment: a review of selected NICE technology appraisals in oncology
by Lorna Wheaton & Sylwia Bujkiewicz
- 2412.02342 A Rule-Based Methodology for Company Identification: Application to the Downstream Space Sector
by Kenza Bousedra & Pierre Pelletier
- 2412.02251 Selective Reviews of Bandit Problems in AI via a Statistical View
by Pengjie Zhou & Haoyu Wei & Huiming Zhang
- 2412.02183 Endogenous Interference in Randomized Experiments
by Mengsi Gao
- 2412.02167 Driving Reductions in Emissions Unlocking the Potential of Fuel Economy Targets in Saudi Arabia
by Ibrahem Shatnawi & Jeyhun I. Mikayilov
- 2412.02135 Unsupervised learning-based calibration scheme for Rough Bergomi model
by Changqing Teng & Guanglian Li
- 2412.02065 Leveraging Large Language Models to Democratize Access to Costly Financial Datasets for Academic Research
by Julian Junyan Wang & Victor Xiaoqi Wang
- 2412.01867 Decoding Financial Behaviour: An Analysis of urbanised households in India using AIDIS 77th round
by Divya Sharma
- 2412.01760 Capacity Constraints in Principal-Agent Problems
by Aubrey Clark
- 2412.01704 Performance-based variable premium scheme and reinsurance design
by David Landriault & Fangda Liu & Ziyue Shi
- 2412.01603 A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
by Dennis Lim & Wenjie Wang & Yichong Zhang
- 2412.01532 Pollution and Mortality: Evidence from early 20th Century Sweden
by Michael Haylock & Martin Karlsson & Maksym Obrizan
- 2412.01367 From rotational to scalar invariance: Enhancing identifiability in score-driven factor models
by Giuseppe Buccheri & Fulvio Corsi & Emilija Dzuverovic
- 2412.01208 Locally robust semiparametric estimation of sample selection models without exclusion restrictions
by Zhewen Pan & Yifan Zhang
- 2412.01139 Tournaments with a Standard
by Mikhail Drugov & Dmitry Ryvkin & Jun Zhang
- 2412.01069 The Promise and Peril of Generative AI: Evidence from GPT-4 as Sell-Side Analysts
by Edward Li & Zhiyuan Tu & Dexin Zhou
- 2412.01062 Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning
by Yuxin Fan & Zhuohuan Hu & Lei Fu & Yu Cheng & Liyang Wang & Yuxiang Wang
- 2412.01030 Iterative Distributed Multinomial Regression
by Yanqin Fan & Yigit Okar & Xuetao Shi
- 2412.00986 A model of strategic sustainable investment
by Tiziano De Angelis & Caio C'esar Graciani Rodrigues & Peter Tankov
- 2412.00920 Neural Network Approach to Demand Estimation and Dynamic Pricing in Retail
by Kirill Safonov
- 2412.00897 A partial-state space model of unawareness
by Wesley H. Holliday
- 2412.00896 Alpha Mining and Enhancing via Warm Start Genetic Programming for Quantitative Investment
by Weizhe Ren & Yichen Qin & Yang Li
- 2412.00886 Thermal Macroeconomics: An axiomatic theory of aggregate economic phenomena
by N. J. Chater & R. S. MacKay
- 2412.00716 Effects of time aggregation, product aggregation, and seasonality in measuring bullwhip ratio
by Hau Mike Ma & Jiazhen Huo & Yongrui Duan
- 2412.00710 On-Chain Credit Risk Score (OCCR Score) in DeFi
by Rik Ghosh & Arka Datta & Vidhi Aggarwal & Sudipan Sinha & Abhimanyu Nag
- 2412.00658 Probabilistic Predictions of Option Prices Using Multiple Sources of Data
by Worapree Maneesoonthorn & David T. Frazier & Gael M. Martin
- 2412.00655 Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures
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Printed from https://ideas.repec.org/s/arx/papers3.html
