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Content
2025
- 2502.02734 Kotlarski's lemma for dyadic models
by Grigory Franguridi & Hyungsik Roger Moon
- 2502.02695 Improving volatility forecasts of the Nikkei 225 stock index using a realized EGARCH model with realized and realized range-based volatilities
by Yaming Chang
- 2502.02627 The Resurgence of Trumponomics: Implications for the Future of ESG Investments in a Changing Political Landscape
by Innocentus Alhamis
- 2502.02619 Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
by Daniil Karzanov & Rub'en Garz'on & Mikhail Terekhov & Caglar Gulcehre & Thomas Raffinot & Marcin Detyniecki
- 2502.02352 Stochastic optimal control problems with measurable coefficients via $L^p$-viscosity solutions and applications to optimal advertising models
by Filippo de Feo
- 2502.02328 Signaling Design
by Matteo Camboni & Mingzi Niu & Mallesh M. Pai & Rakesh Vohra
- 2502.02259 Innovative activities of Activision Blizzard: A patent network analysis
by Artur F. Tomeczek
- 2502.02199 When Dimensionality Hurts: The Role of LLM Embedding Compression for Noisy Regression Tasks
by Felix Drinkall & Janet B. Pierrehumbert & Stefan Zohren
- 2502.02125 Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG
by Emanuele Dri & Achille Yomi & Muthumanimaran Vetrivelan & Cedric Kuassivi & Iv`an Diego Exposito
- 2502.01992 FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024
by Arnav Grover
- 2502.01931 Liquidity provision of utility indifference type in decentralized exchanges
by Masaaki Fukasawa & Basile Maire & Marcus Wunsch
- 2502.01810 Estimating Network Models using Neural Networks
by Angelo Mele
- 2502.01640 Study on the impact of trade policy uncertainty on the performance of enterprise ESG performance
by Hanqin Chen & Ye Lu & Huaqin Huang
- 2502.01574 An End-To-End LLM Enhanced Trading System
by Ziyao Zhou & Ronitt Mehra
- 2502.01548 Comment on "Sequential validation of treatment heterogeneity" and "Comment on generic machine learning inference on heterogeneous treatment effects in randomized experiments"
by Victor Chernozhukov & Mert Demirer & Esther Duflo & Iv'an Fern'andez-Val
- 2502.01495 Supervised Similarity for High-Yield Corporate Bonds with Quantum Cognition Machine Learning
by Joshua Rosaler & Luca Candelori & Vahagn Kirakosyan & Kharen Musaelian & Ryan Samson & Martin T. Wells & Dhagash Mehta & Stefano Pasquali
- 2502.01394 The Weitzman Premium on the Social Cost of Carbon
by Jinchi Dong & Richard S. J. Tol & Fangzhi Wang
- 2502.01269 Exploratory Utility Maximization Problem with Tsallis Entropy
by Chen Ziyi & Gu Jia-wen
- 2502.01106 Can We Validate Counterfactual Estimations in the Presence of General Network Interference?
by Sadegh Shirani & Yuwei Luo & William Overman & Ruoxuan Xiong & Mohsen Bayati
- 2502.01001 Networked Digital Public Goods Games with Heterogeneous Players and Convex Costs
by Yukun Cheng & Xiaotie Deng & Yunxuan Ma
- 2502.00970 The Market Design for Formulary Positions
by Lawrence W. Abrams
- 2502.00962 Standardized Measurement Approach (SMA) vs Advanced Measurement Approaches (AMA): A Critical Review of Approaches in Operational Risk
by Omar Briceno Cruzado
- 2502.00958 Inertial Updating with General Information
by Adam Dominiak & Matthew Kovach & Gerelt Tserenjigmid
- 2502.00938 On Noncommutative Quantum Mechanics and the Black-Scholes Model
by Abraham Espinoza-Garc'ia & Pablo Vega-Lara & Luis Rey D'iaz-Barr'on & F. Teodoro Hern'andez Grovas
- 2502.00909 Can the Nexus of Scaling Laws Coupled with Constant or Variable Elasticity of Substitution Predict AI and Other Technology Adoption?
by Rajesh P. Narayanan & R. Kelley Pace
- 2502.00877 Trade Dynamics of the Global Dry Bulk Shipping Network
by Yan Li & Carol Alexander & Michael Coulon & Istvan Kiss
- 2502.00828 Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
by Yoontae Hwang & Yaxuan Kong & Stefan Zohren & Yongjae Lee
- 2502.00797 Dynamic Structures of Knowledge Production: Citation Rates in Hydrogen Technologies
by David Dekker & Dimitirs Christopoulos & Heather McGregor
- 2502.00751 Online Generalized Method of Moments for Time Series
by Man Fung Leung & Kin Wai Chan & Xiaofeng Shao
- 2502.00740 Floating exercise boundaries for American options in time-inhomogeneous models
by Andrey Itkin & Yerkin Kitapbayev
- 2502.00475 Serial-Dependence and Persistence Robust Inference in Predictive Regressions
by Jean-Yves Pitarakis
- 2502.00450 Confidence intervals for intentionally biased estimators
by David M. Kaplan & Xin Liu
- 2502.00415 MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents
by George Fatouros & Kostas Metaxas & John Soldatos & Manos Karathanassis
- 2502.00308 Bargaining with transfers
by Gregorio Curello & Sam Jindani
- 2502.00209 Frame-dependent Random Utility
by Paul H. Y. Cheung & Yusufcan Masatlioglu
- 2502.00201 Year-over-Year Developments in Financial Fraud Detection via Deep Learning: A Systematic Literature Review
by Yisong Chen & Chuqing Zhao & Yixin Xu & Chuanhao Nie
- 2502.00195 Testing Capacity-Constrained Learning
by Andrew Caplin & Daniel Martin & Philip Marx & Anastasiia Morozova & Leshan Xu
- 2502.00151 A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment
by Viet Trinh
- 2502.00070 Can AI Solve the Peer Review Crisis? A Large Scale Experiment on LLM's Performance and Biases in Evaluating Economics Papers
by Pat Pataranutaporn & Nattavudh Powdthavee & Pattie Maes
- 2502.00029 AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics
by Kamer Ali Yuksel & Hassan Sawaf
- 2502.00024 Retail Market Analysis
by Ke Yuan & Yaoxin Liu & Shriyesh Chandra & Rishav Roy
- 2502.00009 The Solo Revolution: A Theory of AI-Enabled Individual Entrepreneurship
by Venkat Ram Reddy Ganuthula
- 2501.19407 Algorithmic Inheritance: Surname Bias in AI Decisions Reinforces Intergenerational Inequality
by Pat Pataranutaporn & Nattavudh Powdthavee & Pattie Maes
- 2501.19394 Fixed-Population Causal Inference for Models of Equilibrium
by Konrad Menzel
- 2501.19354 Unveiling Plant-Product Productivity via First-Order Conditions: Robust Replication of Orr (2022)
by Joonkyo Hong & Davide Luparello
- 2501.19345 PUATE: Semiparametric Efficient Average Treatment Effect Estimation from Treated (Positive) and Unlabeled Units
by Masahiro Kato & Fumiaki Kozai & Ryo Inokuchi
- 2501.19266 Jackpot! Alignment as a Maximal Lottery
by Roberto-Rafael Maura-Rivero & Marc Lanctot & Francesco Visin & Kate Larson
- 2501.19260 Financial instability transition under heterogeneous investments and portfolio diversification
by Preben Forer & Barak Budnick & Pierpaolo Vivo & Sabrina Aufiero & Silvia Bartolucci & Fabio Caccioli
- 2501.19213 Testing for the Minimum Mean-Variance Spanning Set
by Zhipeng Liao & Bin Wang & Wenyu Zhou
- 2501.19168 Implications of zero-growth economics analysed with an agent-based model
by Dylan C. Terry-Doyle & Adam B. Barrett
- 2501.18923 Untestability of Average Slutsky Symmetry
by Haruki Kono
- 2501.18910 Streamlining Compliance And Risk Management with Regtech Solutions
by Chintamani Bagwe
- 2501.18868 Examining the Impact of Income Inequality and Gender on School Completion in Malaysia: A Machine Learning Approach Utilizing Malaysia's Public Sector Open Data
by Muhammad Sukri Bin Ramli
- 2501.18746 Model-Adaptive Approach to Dynamic Discrete Choice Models with Large State Spaces
by Ertian Chen
- 2501.18721 On non-uniqueness in the option valuation problem
by Ekaterina A. Ladykova & Olga S. Rozanova
- 2501.18662 ReviewCoin: Paying for Real Work
by Chris Welty
- 2501.18467 IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects
by Jia Chen & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata
- 2501.18043 What Proportion of Knowledge is Patented?
by Ga'etan de Rassenfosse
- 2501.17992 Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information
by Jinghai He & Cheng Hua & Chunyang Zhou & Zeyu Zheng
- 2501.17973 Universal Inference for Incomplete Discrete Choice Models
by Hiroaki Kaido & Yi Zhang
- 2501.17894 Progress in Artificial Intelligence and its Determinants
by Michael R. Douglas & Sergiy Verstyuk
- 2501.17755 AI Governance through Markets
by Philip Moreira Tomei & Rupal Jain & Matija Franklin
- 2501.17685 Nested Removal of Strictly Dominated Strategies in Infinite Games
by Michele Crescenzi
- 2501.17600 Towards post-growth policymaking: Barriers and enablers for sustainable wellbeing initiatives
by Laura Angresius & Milena Buchs & Alessia Greselin & Daniel W. O'Neill
- 2501.17577 On the Singular Control of a Diffusion and Its Running Infimum or Supremum
by Giorgio Ferrari & Neofytos Rodosthenous
- 2501.17490 Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data
by Simone Serafini & Giacomo Bormetti
- 2501.17458 Monetary-Fiscal Interaction and the Liquidity of Government Debt
by Cristiano Cantore & Edoardo Leonardi
- 2501.17455 Uniform Confidence Band for Marginal Treatment Effect Function
by Toshiki Tsuda & Yanchun Jin & Ryo Okui
- 2501.17410 Will artificial intelligence accelerate or delay the race between nuclear energy technology budgeting and net-zero emissions?
by Danish & Adnan Khan
- 2501.17366 Forecasting S&P 500 Using LSTM Models
by Prashant Pilla & Raji Mekonen
- 2501.17251 Demand Analysis under Price Rigidity and Endogenous Assortment: An Application to China's Tobacco Industry
by Hui Liu & Yao Luo
- 2501.17215 Exploring the economic, social and environmental prospects for commercial natural annual grasslands by performing a sensitivity analysis on a multidisciplinary integrated model
by Javier Ib'a~nez & Jaime Mart'inez-Valderrama & Joaqu'in Francisco Lavado Contador & Manuel Pulido Fern'andez
- 2501.17209 The hardcore brokers: Core-periphery structure and political representation in Denmark's corporate elite network
by Lasse F. Henriksen & Jacob Lunding & Christoph H. Ellersgaard & Anton G. Larsen
- 2501.17193 Optimal investment and consumption under $g$- expected utility and general constraints in incomplete market
by Wahid Faidi
- 2501.17189 Quantum Advantage in Trading: A Game-Theoretic Approach
by Faisal Shah Khan & Norbert M. Linke & Anton Trong Than & Dror Baron
- 2501.17096 Why is the estimation of metaorder impact with public market data so challenging?
by Manuel Naviglio & Giacomo Bormetti & Francesco Campigli & German Rodikov & Fabrizio Lillo
- 2501.17072 Articulating the role of nuclear energy in the circular economy of China: A machine learning approach
by Yiting Qiu & Adnan Khan & Danish
- 2501.17005 Seasonal Influenza Vaccination Hesitancy and Digital Literacy: Evidence from the European countries
by Martina Celidoni & Nita Handastya & Guglielmo Weber & Nancy Zambon
- 2501.16996 Artificial Intelligence Clones
by Annie Liang
- 2501.16953 Emission impossible: Balancing Environmental Concerns and Inflation
by Ren'e Aid & Maria Arduca & Sara Biagini & Luca Taschini
- 2501.16935 Beyond Human Intervention: Algorithmic Collusion through Multi-Agent Learning Strategies
by Suzie Grondin & Arthur Charpentier & Philipp Ratz
- 2501.16793 Considerations on the use of financial ratios in the study of family businesses
by Ge`orgia Escaram'is & Anna Arbuss`a
- 2501.16772 Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
by Sara A. Safari & Christof Schmidhuber
- 2501.16730 Growing the Efficient Frontier on Panel Trees
by Lin William Cong & Guanhao Feng & Jingyu He & Xin He
- 2501.16711 Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs
by Xiaolei Wang & Tomasz Wo'zniak
- 2501.16697 An Analysis of the Interdependence Between Peanut and Other Agricultural Commodities in China's Futures Market
by Suke Li
- 2501.16659 Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
by Yuling Max Chen & Bin Li & David Saunders
- 2501.16575 Financial constraints, risk sharing, and optimal monetary policy
by Aliaksandr Zaretski
- 2501.16560 Asset Prices with Overlapping Generations and Capital Accumulation: Tirole (1985) Revisited
by Ngoc-Sang Pham & Alexis Akira Toda
- 2501.16488 Solvability of the Gaussian Kyle model with imperfect information and risk aversion
by Reda Chhaibi & Ibrahim Ekren & Eunjung Noh
- 2501.16395 Philip G. Wright, directed acyclic graphs, and instrumental variables
by Jaap H. Abbring & Victor Chernozhukov & Iv'an Fern'andez-Val
- 2501.16120 Copyright and Competition: Estimating Supply and Demand with Unstructured Data
by Sukjin Han & Kyungho Lee
- 2501.16069 Forecasting the Volatility of Energy Transition Metals
by Andrea Bastianin & Xiao Li & Luqman Shamsudin
- 2501.16040 Microfoundations of IPR and standardization strategies of companies: Evidence from the evolving European Single Market
by Jussi Heikkila & Satu Rinkinen & Tero Rantala
- 2501.15828 Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions
by Ying Chen & Paul Griffin & Paolo Recchia & Lei Zhou & Hongrui Zhang
- 2501.15809 Skill-Based Labor Market Polarization in the Age of AI: A Comparative Analysis of India and the United States
by Venkat Ram Reddy Ganuthula & Krishna Kumar Balaraman
- 2501.15793 Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks
by Ayush Jha & Abootaleb Shirvani & Ali Jaffri & Svetlozar T. Rachev & Frank J. Fabozzi
- 2501.15761 Robust Quantile Factor Analysis
by Songnian Chen & Junlong Feng
- 2501.15753 Scale-Insensitive Neural Network Significance Tests
by Hasan Fallahgoul
- 2501.15692 Simple Inference on a Simplex-Valued Weight
by Nathan Canen & Kyungchul Song
- 2501.15636 Investigating Circularity in India's Textile Industry: Overcoming Challenges and Leveraging Digitization for Growth
by Suman Kumar Das
- 2501.15596 A multi-factor model for improved commodity pricing: Calibration and an application to the oil market
by Luca Vincenzo Ballestra & Christian Tezza
- 2501.15594 Economic Implications of Corporate Governance and Corporate Social Responsibility: Evidence from Banks in Bangladesh
by Liza Fahmida
- 2501.15557 Preventing Household Bankruptcy: The One-Third Rule in Financial Planning with Mathematical Validation and Game-Theoretic Insights
by Aditi Godbole & Zubin Shah & Ranjeet S. Mudholkar
- 2501.15548 Rationalizability and Monotonocity in Games with Incomplete Information
by Joep van Sloun
- 2501.15545 Rationalizable Behavior in the Hotelling Model with Waiting Costs
by Joep van Sloun
- 2501.15422 TTC Domains
by Sumit Goel & Yuki Tamura
- 2501.15400 A General Approach to Relaxing Unconfoundedness
by Matthew A. Masten & Alexandre Poirier & Muyang Ren
- 2501.15340 Data-Driven Distributionally Robust Optimization for Long-Term Contract vs. Spot Allocation Decisions: Application to Electricity Markets
by Dimitri J. Papageorgiou
- 2501.15317 Welfare Modeling with AI as Economic Agents: A Game-Theoretic and Behavioral Approach
by Sheyan Lalmohammed
- 2501.15307 Influence Function: Local Robustness and Efficiency
by Ruonan Xu & Xiye Yang
- 2501.15173 Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods
by Yun-Shi Dai & Peng-Fei Dai & St'ephane Goutte & Duc Khuong Nguyen & Wei-Xing Zhou
- 2501.15106 In-Context Operator Learning for Linear Propagator Models
by Tingwei Meng & Moritz Vo{ss} & Nils Detering & Giulio Farolfi & Stanley Osher & Georg Menz
- 2501.14847 Efficient Lower Bounding of Single Transferable Vote Election Margins
by Michelle Blom & Alexander Ek & Peter J. Stuckey & Vanessa Teague & Damjan Vukcevic
- 2501.14810 Meaningful, Useful and Legitimate Information in the Use of Index Numbers for Decision Making
by Fred Roberts & Helen Roberts & Alexis Tsouki`as
- 2501.14686 The Division of Surplus and the Burden of Proof
by Deniz Kattwinkel & Justus Preusser
- 2501.14623 Quantitative Theory of Money or Prices? A Historical, Theoretical, and Econometric Analysis
by Jose Mauricio Gomez Julian
- 2501.14521 A Space Mapping approach for the calibration of financial models with the application to the Heston model
by Anna Clevenhaus & Claudia Totzeck & Matthias Ehrhardt
- 2501.14476 Avoiding Overfitting in Variable-Order Markov Models: a Cross-Validation Approach
by Valeria Secchini & Javier Garcia-Bernardo & Petr Jansk'y
- 2501.14474 The Pseudo-Dimension of Contracts
by Paul Duetting & Michal Feldman & Tomasz Ponitka & Ermis Soumalias
- 2501.14405 Triple Instrumented Difference-in-Differences
by Sho Miyaji
- 2501.14391 Quantifying firm-level risks from nature deterioration
by Ricardo Cris'ostomo
- 2501.14259 Optimal Investment under Mutual Strategy Influence among Agents
by Huisheng Wang & H. Vicky Zhao
- 2501.14258 Industrial Upgrading and New Quality Productive Forces: Evidence from China's Provincial Panel Data (2003-2022)
by Solar Jin
- 2501.14196 PASER: A Physics-Inspired Theory for Stimulated Growth and Real-Time Optimization in On-Demand Platforms
by Ioannis Dritsas
- 2501.14159 From signaling to interviews in random matching markets
by Maxwell Allman & Itai Ashlagi & Amin Saberi & Sophie H. Yu
- 2501.14071 A groundwater market model
by Igor Cialenco & Michael Ludkovski
- 2501.13901 Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
by Ali Jaffri & Abootaleb Shirvani & Ayush Jha & Svetlozar T. Rachev & Frank J. Fabozzi
- 2501.13839 Detecting Sparse Cointegration
by Jesus Gonzalo & Jean-Yves Pitarakis
- 2501.13721 A Non-Parametric Approach to Heterogeneity Analysis
by Avner Seror
- 2501.13410 Cautious Dual-Self Expected Utility and Weak Uncertainty Aversion
by Kensei Nakamura & Shohei Yanagita
- 2501.13355 Generalizability with ignorance in mind: learning what we do (not) know for archetypes discovery
by Emily Breza & Arun G. Chandrasekhar & Davide Viviano
- 2501.13346 Markovian Search with Socially Aware Constraints
by Mohammad Reza Aminian & Vahideh Manshadi & Rad Niazadeh
- 2501.13324 Comparative Withholding Behavior Analysis of Historical Energy Storage Bids in California
by Neal Ma & Ningkun Zheng & Ning Qi & Bolun Xu
- 2501.13265 Continuity of the Distribution Function of the argmax of a Gaussian Process
by Matias D. Cattaneo & Gregory Fletcher Cox & Michael Jansson & Kenichi Nagasawa
- 2501.13228 People Reduce Workers' Compensation for Using Artificial Intelligence (AI)
by Jin Kim & Shane Schweitzer & Christoph Riedl & David De Cremer
- 2501.13222 An Adaptive Moving Average for Macroeconomic Monitoring
by Philippe Goulet Coulombe & Karin Klieber
- 2501.13143 Higher-Order Ambiguity Attitudes
by Mucahit Aygun & Roger J. A. Laeven & Mitja Stadje
- 2501.13136 Forecasting of Bitcoin Prices Using Hashrate Features: Wavelet and Deep Stacking Approach
by Ramin Mousa & Meysam Afrookhteh & Hooman Khaloo & Amir Ali Bengari & Gholamreza Heidary
- 2501.13019 Correlation Neglect in Games
by Florian Mudekereza
- 2501.12926 Comparative Statics for the Subjective
by Mark Whitmeyer
- 2501.12841 Can optimal diversification beat the naive 1/N strategy in a highly correlated market? Empirical evidence from cryptocurrencies
by Heming Chen
- 2501.12803 Exploring the heterogeneous impacts of Indonesia's conditional cash transfer scheme (PKH) on maternal health care utilisation using instrumental causal forests
by Vishalie Shah & Julia Hatamyar & Taufik Hidayat & Noemi Kreif
- 2501.12700 (Non-Monotonic) Effects of Productivity and Credit Constraints on Equilibrium Aggregate Production in General Equilibrium Models with Heterogeneous Producers
by Ngoc-Sang Pham
- 2501.12676 Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets
by I. Halperin & A. Itkin
- 2501.12669 Information Design for Adaptive Organizations
by Wataru Tamura
- 2501.12639 Enhancing Economic Literacy through Causal Diagrams
by Oleg V. Pavlov & Natalia V. Smirnova & Elena V. Smirnova
- 2501.12600 Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice
by Jeonggyu Huh & Jaegi Jeon & Hyeng Keun Koo & Byung Hwa Lim
- 2501.12591 Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets
by Thibaut Mastrolia & Tianrui Xu
- 2501.12399 FinSphere: A Conversational Stock Analysis Agent Equipped with Quantitative Tools based on Real-Time Database
by Shijie Han & Changhai Zhou & Yiqing Shen & Tianning Sun & Yuhua Zhou & Xiaoxia Wang & Zhixiao Yang & Jingshu Zhang & Hongguang Li
- 2501.12397 Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management
by Hanyue Huang & Qiguo Sun & Xibei Yang
- 2501.12358 Dollarized Economies in Latin America. An Inflationary Analysis of Pre, During and Post Pandemic
by Joseph Ariel Tello Carvache & Jorge Alejandro Moncayo Correa & Carlos Sempertegui Seminario
- 2501.12285 Implementation of an Asymmetric Adjusted Activation Function for Class Imbalance Credit Scoring
by Xia Li & Hanghang Zheng & Kunpeng Tao & Mao Mao
- 2501.12195 An Optimal Transport approach to arbitrage correction: Application to volatility Stress-Tests
by Marius Chevallier & Stefano De Marco & Pierre-Emmanuel L'evy-dit-Vehel
- 2501.12144 An Empirical Approach toward the Interaction between Pension System and Demographic Dividend: Evidence of a Co-Integrated Socio-Economic Model of China
by Mostafa R. Sarkandiz
- 2501.12074 Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach
by Keon Vin Park
- 2501.12010 The role of FDI along transitional dynamics of the host country in an endogenous growth model
by Ngoc-Sang Pham & Thanh Tam Nguyen-Huu
- 2501.11996 Bias Analysis of Experiments for Multi-Item Multi-Period Inventory Control Policies
by Xinqi Chen & Xingyu Bai & Zeyu Zheng & Nian Si
- 2501.11983 Asset Pricing Model in Markets of Imperfect Information and Subjective Views
by Hafid Lalioui & Amine Ben Amar & Makram Bellalah
- 2501.11897 Equilibria under Dynamic Benchmark Consistency in Non-Stationary Multi-Agent Systems
by Ludovico Crippa & Yonatan Gur & Bar Light
- 2501.11753 Efficient Segmentation of Search Markets
by Teddy Mekonnen
- 2501.11648 Mean-Field Limits for Nearly Unstable Hawkes Processes
by Gr'egoire Szymanski & Wei Xu
- 2501.11581 Open Sourcing GPTs: Economics of Open Sourcing Advanced AI Models
by Mahyar Habibi
- 2501.11578 Loss of earning capacity in Denmark -- an actuarial perspective
by C. Furrer & O. L. Sandqvist
- 2501.11552 Sovereign Debt Default and Climate Risk
by Emilio Barucci & Daniele Marazzina & Aldo Nassigh
- 2501.11427 Defaultable bond liquidity spread estimation: an option-based approach
by Pietro Rossi & Paolo Spezzati & Riccardo Tedeschi
- 2501.11164 A statistical technique for cleaning option price data
by Jaco Visagie
- 2501.10986 Global Independence of Irrelevant Alternatives, State-Salient Decision Rules and the Strict Condorcet Choice Function
by Somdeb Lahiri
- 2501.10846 The Missing Link: Identifying Digital Intermediaries in E-Government
by Sergio Toro-Maureira & Alejandro Olivares & Rocio Saez-Vergara & Sebastian Valenzuela & Macarena Valenzuela & Teresa Correa
- 2501.10726 Estimation of Linear models from Coarsened Observations Estimation of Linear models Estimation from Coarsened Observations A Method of Moments Approach
by Bernard M. S. van Praag & J. Peter Hop & William H. Greene
- 2501.10680 Building Short Value Chains for Animal Welfare-Friendly Products Adoption: Insights from a Restaurant-Based Study in Japan
by Takuya Washio & Sota Takagi & Miki Saijo & Ken Wako & Keitaro Sato & Hiroyuki Ito & Ken-ichi Takeda & Takumi Ohashi
- 2501.10677 Class-Imbalanced-Aware Adaptive Dataset Distillation for Scalable Pretrained Model on Credit Scoring
by Xia Li & Hanghang Zheng & Xiao Chen & Hong Liu & Mao Mao
- 2501.10675 Recovering Unobserved Network Links from Aggregated Relational Data: Discussions on Bayesian Latent Surface Modeling and Penalized Regression
by Yen-hsuan Tseng
- 2501.10564 Crossing penalised CAViaR
by Tibor Szendrei
- 2501.10535 Lead Times in Flux: Analyzing Airbnb Booking Dynamics During Global Upheavals (2018-2022)
by Harrison Katz & Erica Savage & Peter Coles
- 2501.10457 Understanding the environmental impacts of virgin aggregates: critical literature review and primary comprehensive Life Cycle Assessments
by Anne de Bortoli
- 2501.10443 Monetary Evolution: How Societies Shaped Money from Antiquity to Cryptocurrencies
by Mahya Karbalaii
- 2501.10117 Prediction Sets and Conformal Inference with Censored Outcomes
by Weiguang Liu & 'Aureo de Paula & Elie Tamer
- 2501.10001 Applying AHP and FUZZY AHP Management Methods to Assess the Level of Financial and Digital Inclusion
by Bogdan Marza & Renate-Doina Bratu & Razvan Serbu & Sebastian Emanuel Stan & Camelia Oprean-Stan
- 2501.09981 How to Avoid Both the Repugnant and Sadistic Conclusions without Dropping Standard Axioms in Population Economics
by Norihito Sakamoto
- 2501.09979 A Class of Practical and Acceptable Social Welfare Orderings That Satisfy the Principles of Aggregation and Non-Aggregation: Reexamination of the Tyrannies of Aggregation and Non-Aggregation
by Norihito Sakamoto
- 2501.09977 The Impossibility of the Almost Pareto Principles
by Norihito Sakamoto
- 2501.09917 The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data
by Lance Lochner & Youngmin Park & Youngki Shin
- 2501.09911 Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets
by Di Wu
- 2501.09875 Checking Cheap Talk
by Ian Ball & Xin Gao
- 2501.09835 Consistencies of Beliefs
by Ziv Hellman & Mikl'os Pint'er
- 2501.09778 Two halves don't make a whole: instability and idleness emerging from the co-evolution of the production and innovation processes
by Patrick Llerena & Corentin Lobet & Andr'e Lorentz
- 2501.09773 The Structure of Scenarios
by Guido Fioretti
- 2501.09763 The Causal Impact of Dean's List Recognition on Academic Performance: Evidence from a Regression Discontinuity Design
by Luc & Chen
- 2501.09760 Boosting the Accuracy of Stock Market Prediction via Multi-Layer Hybrid MTL Structure
by Yuxi Hong
- 2501.09740 Regulation of Algorithmic Collusion, Refined: Testing Pessimistic Calibrated Regret
by Jason D. Hartline & Chang Wang & Chenhao Zhang
- 2501.09727 Convergence of a Deep BSDE solver with jumps
by Alessandro Gnoatto & Katharina Oberpriller & Athena Picarelli
- 2501.09638 Optimal Execution among $N$ Traders with Transient Price Impact
by Steven Campbell & Marcel Nutz
- 2501.09636 LLM-Based Routing in Mixture of Experts: A Novel Framework for Trading
by Kuan-Ming Liu & Ming-Chih Lo
- 2501.09593 Evolution of exchange rate regime: Impact of macroeconomy of Bangladesh
by Liza Fahmida
- 2501.09540 Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification
by Byunghoon Kang & Seojeong Lee & Juha Song
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Printed from https://ideas.repec.org/s/arx/papers3.html
