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Content
2023
- 2309.14784 Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models
by Francesca Biagini & Lukas Gonon & Niklas Walter
- 2309.14630 Free Discontinuity Regression: With an Application to the Economic Effects of Internet Shutdowns
by Florian Gunsilius & David Van Dijcke
- 2309.14615 Gray-box Adversarial Attack of Deep Reinforcement Learning-based Trading Agents
by Foozhan Ataiefard & Hadi Hemmati
- 2309.14581 Assessing Utility of Differential Privacy for RCTs
by Soumya Mukherjee & Aratrika Mustafi & Aleksandra Slavkovi'c & Lars Vilhuber
- 2309.14555 Optimal Stopping with Multi-Dimensional Comparative Loss Aversion
by Linda Cai & Joshua Gardner & S. Matthew Weinberg
- 2309.14548 Algorithmic Collusion or Competition: the Role of Platforms' Recommender Systems
by Xingchen Xu & Stephanie Lee & Yong Tan
- 2309.14475 Designing Effective Music Excerpts
by Emaad Manzoor & Nikhil Malik
- 2309.14334 Tasks Makyth Models: Machine Learning Assisted Surrogates for Tipping Points
by Gianluca Fabiani & Nikolaos Evangelou & Tianqi Cui & Juan M. Bello-Rivas & Cristina P. Martin-Linares & Constantinos Siettos & Ioannis G. Kevrekidis
- 2309.14297 Leveraging Uncertainties to Infer Preferences: Robust Analysis of School Choice
by Yeon-Koo Che & Dong Woo Hahm & YingHua He
- 2309.14201 Towards a Theory of Maximal Extractable Value II: Uncertainty
by Tarun Chitra
- 2309.14186 Value-transforming financial, carbon and biodiversity footprint accounting
by S. El Geneidy & S. Baumeister & M. Peura & J. S. Kotiaho
- 2309.14160 Unified Inference for Dynamic Quantile Predictive Regression
by Christis Katsouris
- 2309.14044 The Accuracy of Job Seekers' Wage Expectations
by Marco Caliendo & Robert Mahlstedt & Aiko Schmei{ss}er & Sophie Wagner
- 2309.14009 Discounting and Impatience
by Salvatore Greco & Diego Rago
- 2309.13766 Reserve Matching with Thresholds
by Suat Evren
- 2309.13696 Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks
by Abhiraj Sen & Jaydip Sen
- 2309.13662 Topology-Agnostic Detection of Temporal Money Laundering Flows in Billion-Scale Transactions
by Haseeb Tariq & Marwan Hassani
- 2309.13648 Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
by Austin Adams & Benjamin Y Chan & Sarit Markovich & Xin Wan
- 2309.13449 Profit shifting under the arm's length principle
by Alex A. T. Rathke
- 2309.13251 Nonparametric estimation of conditional densities by generalized random forests
by Federico Zincenko
- 2309.13246 Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models
by Dangxing Chen
- 2309.13219 Waiting for Dr. Godot: how much and who responds to predicted health care wait times?
by Stephenson Strobel
- 2309.13159 Estimating a k-modal nonparametric mixed logit model with market-level data
by Xiyuan Ren & Joseph Y. J. Chow & Prateek Bansal
- 2309.13096 Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns
by Sarit Maitra & Vivek Mishra & Sukanya Kundu & Manav Chopra
- 2309.13064 InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning
by Yi Yang & Yixuan Tang & Kar Yan Tam
- 2309.12945 The Micro-Aggregated Profit Share
by Thomas Hasenzagl & Luis Perez
- 2309.12902 Reduced-rank Envelope Vector Autoregressive Models
by S. Yaser Samadi & Wiranthe B. Herath
- 2309.12891 EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading
by Molei Qin & Shuo Sun & Wentao Zhang & Haochong Xia & Xinrun Wang & Bo An
- 2309.12818 Automated Market Makers in Cryptoeconomic Systems: A Taxonomy and Archetypes
by Daniel Kirste & Niclas Kannengie{ss}er & Ricky Lamberty & Ali Sunyaev
- 2309.12704 Searching for Smurfs: Testing if Money Launderers Know Alert Thresholds
by Rasmus Ingemann Tuffveson Jensen & Joras Ferwerda & Christian Remi Wewer
- 2309.12588 A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization
by Zhou Yang & Junkee Jeon
- 2309.12384 Probability of Default modelling with L\'evy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9
by Kyriakos Georgiou & Athanasios N. Yannacopoulos
- 2309.12374 Rational Aversion to Information
by Sven Neth
- 2309.12330 Decentralized Token Economy Theory (DeTEcT)
by Rem Sadykhov & Geoffrey Goodell & Denis de Montigny & Martin Schoernig & Philip Treleaven
- 2309.12322 The Rise and Fall of Cryptocurrencies: Defining the Economic and Social Values of Blockchain Technologies, assessing the Opportunities, and defining the Financial and Cybersecurity Risks of the Metaverse
by Petar Radanliev
- 2309.12162 Optimal Conditional Inference in Adaptive Experiments
by Jiafeng Chen & Isaiah Andrews
- 2309.12122 Buyer-Optimal Algorithmic Consumption
by Shota Ichihashi & Alex Smolin
- 2309.12085 Techno-Economic Analysis of Synthetic Fuel Production from Existing Nuclear Power Plants across the United States
by Marisol Garrouste & Michael T. Craig & Daniel Wendt & Maria Herrera Diaz & William Jenson & Qian Zhang & Brendan Kochunas
- 2309.12082 Estimating Stable Fixed Points and Langevin Potentials for Financial Dynamics
by Tobias Wand & Timo Wiedemann & Jan Harren & Oliver Kamps
- 2309.12034 A detection analysis for temporal memory patterns at different time-scales
by Fabio Vanni & David Lambert
- 2309.12014 Singular Control in a Cash Management Model with Ambiguity
by Arnon Archankul & Giorgio Ferrari & Tobias Hellmann & Jacco J. J. Thijssen
- 2309.11979 Stock Market Sentiment Classification and Backtesting via Fine-tuned BERT
by Jiashu Lou
- 2309.11960 A Comprehensive Review on Financial Explainable AI
by Wei Jie Yeo & Wihan van der Heever & Rui Mao & Erik Cambria & Ranjan Satapathy & Gianmarco Mengaldo
- 2309.11693 Doubly Robust Mean-CVaR Portfolio
by Kei Nakagawa & Masaya Abe & Seiichi Kuroki
- 2309.11690 Explosive growth from AI automation: A review of the arguments
by Ege Erdil & Tamay Besiroglu
- 2309.11595 Common Agency with Non-Delegation or Imperfect Commitment
by Seungjin Han & Siyang Xiong
- 2309.11416 Existence of a Competitive Equilibrium with Substitutes, with Applications to Matching and Discrete Choice Models
by Liang Chen & Eugene Choo & Alfred Galichon & Simon Weber
- 2309.11400 Transformers versus LSTMs for electronic trading
by Paul Bilokon & Yitao Qiu
- 2309.11394 Is Ethereum Proof of Stake Sustainable? $-$ Considering from the Perspective of Competition Among Smart Contract Platforms $-$
by Kenji Saito & Yutaka Soejima & Toshihiko Sugiura & Yukinobu Kitamura & Mitsuru Iwamura
- 2309.11387 Identifying Causal Effects in Information Provision Experiments
by Dylan Balla-Elliott
- 2309.11189 Increasing Ticketing Allocative Efficiency Using Marginal Price Auction Theory
by Boxiang Fu
- 2309.11058 require: Package dependencies for reproducible research
by Sergio Correia & Matthew P. Seay
- 2309.10986 Research on the Impact of Executive Shareholding on New Investment in Enterprises Based on Multivariable Linear Regression Model
by Shanyi Zhou & Ning Yan & Zhijun Li & Mo Geng & Xulong Zhang & Hongbiao Si & Lihua Tang & Wenyuan Sun & Longda Zhang & Yi Cao
- 2309.10749 Substitutability in Favor Exchange
by Oguzhan Celebi
- 2309.10729 PAMS: Platform for Artificial Market Simulations
by Masanori Hirano & Ryosuke Takata & Kiyoshi Izumi
- 2309.10642 Correcting Selection Bias in Standardized Test Comparisons
by Onil Boussim
- 2309.10609 Game Connectivity and Adaptive Dynamics
by Tom Johnston & Michael Savery & Alex Scott & Bassel Tarbush
- 2309.10546 Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies
by Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk
- 2309.10481 Regressing on distributions: The nonlinear effect of temperature on regional economic growth
by Malte Jahn
- 2309.10477 Derivatives Sensitivities Computation under Heston Model on GPU
by Pierre-Antoine Arsaguet & Paul Bilokon
- 2309.10448 Human-AI Interactions and Societal Pitfalls
by Francisco Castro & Jian Gao & S'ebastien Martin
- 2309.10252 OPUS: An Integrated Assessment Model for Satellites and Orbital Debris
by Akhil Rao & Mark Moretto & Marcus Holzinger & Daniel Kaffine & Brian Weeden
- 2309.10220 Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model
by Takanobu Mizuta & Isao Yagi
- 2309.10152 Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio
by Eisuke Yamagata & Shunsuke Ono
- 2309.10080 Can political gridlock undermine checks and balances? A lab experiment
by Alvaro Forteza & Irene Mussio & Juan S Pereyra
- 2309.09890 Pragmatic Comparison Analysis of Alternative Option Pricing Models
by Natasha Latif & Shafqat Ali Shad & Muhammad Usman & Chandan Kumar & Bahman B Motii & MD Mahfuzer Rahman & Khuram Shafi & Zahra Idrees
- 2309.09481 Estimation and Testing of Forecast Rationality with Many Moments
by Tae-Hwy Lee & Tao Wang
- 2309.09299 Bounds on Average Effects in Discrete Choice Panel Data Models
by Cavit Pakel & Martin Weidner
- 2309.09202 Examining psychology of science as a potential contributor to science policy
by Arash Mousavi & Reza Hafezi & Hasan Ahmadi
- 2309.09178 Does Reliable Electricity Mean Lesser Agricultural Labor Wages? Evidence from Indian Villages
by Suryadeepto Nag
- 2309.09176 Odd period cycles and ergodic properties in price dynamics for an exchange economy
by Tomohiro Uchiyama
- 2309.09103 Optimal Estimation under a Semiparametric Density Ratio Model
by Archer Gong Zhang & Jiahua Chen
- 2309.09094 Sizing Strategies for Algorithmic Trading in Volatile Markets: A Study of Backtesting and Risk Mitigation Analysis
by S. M. Masrur Ahmed
- 2309.08982 Least squares estimation in nonstationary nonlinear cohort panels with learning from experience
by Alexander Mayer & Michael Massmann
- 2309.08910 Total-effect Test May Erroneously Reject So-called "Full" or "Complete" Mediation
by Tingxuan Han & Luxi Zhang & Xinshu Zhao & Ke Deng
- 2309.08855 An Empirical Analysis on Remittances and Financial Development in Latin American Countries
by Sumaiya Binta Islam & Laboni Mondal
- 2309.08808 Adaptive Neyman Allocation
by Jinglong Zhao
- 2309.08800 Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models
by Yichi Zhang & Mihai Cucuringu & Alexander Y. Shestopaloff & Stefan Zohren
- 2309.08755 Ordered Correlation Forest
by Riccardo Di Francesco
- 2309.08740 Learning Source Biases: Multisource Misspecifications and Their Impact on Predictions
by Junnan He & Lin Hu & Matthew Kovach & Anqi Li
- 2309.08707 Fixed-b Asymptotics for Panel Models with Two-Way Clustering
by Kaicheng Chen & Timothy J. Vogelsang
- 2309.08652 Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks
by Sergio Caprioli & Emanuele Cagliero & Riccardo Crupi
- 2309.08619 Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries
by Ida Johnsson & M. Hashem Pesaran & Cynthia Fan Yang
- 2309.08431 Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
by 'Alvaro Cartea & Fayc{c}al Drissi & Marcello Monga
- 2309.08287 On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets
by Jiefei Yang & Guanglian Li
- 2309.08175 A Markovian empirical model for the VIX index and the pricing of the corresponding derivatives
by Ying-Li Wang & Cheng-Long Xu & Ping He
- 2309.07843 Applying Deep Learning to Calibrate Stochastic Volatility Models
by Abir Sridi & Paul Bilokon
- 2309.07708 Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
by Haochong Xia & Shuo Sun & Xinrun Wang & Bo An
- 2309.07667 Profit and loss attribution: An empirical study
by Solveig Flaig & Gero Junike
- 2309.07664 Computer says 'no': Exploring systemic bias in ChatGPT using an audit approach
by Louis Lippens
- 2309.07488 Long-Term Mean-Variance Optimization Under Mean-Reverting Equity Returns
by Michael Preisel
- 2309.07476 Causal inference in network experiments: regression-based analysis and design-based properties
by Mengsi Gao & Peng Ding
- 2309.07427 Measuring Higher-Order Rationality with Belief Control
by Wei James Chen & Meng-Jhang Fong & Po-Hsuan Lin
- 2309.07371 The Fiscal Cost of Public Debt and Government Spending Shocks
by Venance Riblier
- 2309.07363 Quota Mechanisms: Finite-Sample Optimality and Robustness
by Ian Ball & Deniz Kattwinkel
- 2309.07160 The effect of housewife labor on gdp calculations
by Saadet Yagmur Kumcu
- 2309.07023 Weak Markovian Approximations of Rough Heston
by Christian Bayer & Simon Breneis
- 2309.06949 Government Investments and Entrepreneurship
by Joao Ricardo Faria & Laudo Ogura & Mauricio Prado & Christopher J. Boudreaux
- 2309.06885 The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia
by Christopher A. Hartwell & Paul M. Vaaler
- 2309.06875 How to foster innovation in the social sciences? Qualitative evidence from focus group workshops at Oxford University
by Fabian Braesemann & Moritz Marpe
- 2309.06753 A Reexamination of Proof Approaches for the Impossibility Theorem
by Kazuya Yamamoto
- 2309.06711 Epps Effect and the Signature of Short-Term Momentum Traders
by J'er^ome Busca & L'eon Thomir
- 2309.06693 Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size
by Qingsong Yao
- 2309.06559 Media Moments and Corporate Connections: A Deep Learning Approach to Stock Movement Classification
by Luke Sanborn & Matthew Sahagun
- 2309.06546 Not obviously manipulable allotment rules
by R. Pablo Arribillaga & Agustin G. Bonifacio
- 2309.06538 Desenvolvimento de modelo para predi\c{c}\~ao de cota\c{c}\~oes de a\c{c}\~ao baseada em an\'alise de sentimentos de tweets
by Mario Mitsuo Akita & Everton Josue da Silva
- 2309.06393 Real-time VaR Calculations for Crypto Derivatives in kdb+/q
by Yutong Chen & Paul Bilokon & Conan Hales & Laura Kerr
- 2309.06383 Dynamic Arrangements in Economic Theory: Level-Agnostic Representations
by Fernando Tohm'e
- 2309.06353 The Conundrum of the Pension System in India: A Comprehensive study in the context of India's Growth Story
by Aditya Deeti
- 2309.06305 Sensitivity Analysis for Linear Estimators
by Jacob Dorn & Luther Yap
- 2309.05977 A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models
by Hanwen Zhang & Duy-Minh Dang
- 2309.05935 Dynamic relationship between XRP price and correlation tensor spectra of the transaction network
by Abhijit Chakraborty & Tetsuo Hatsuda & Yuichi Ikeda
- 2309.05926 SCOP: Schrodinger Control Optimal Planning for Goal-Based Wealth Management
by Igor Halperin
- 2309.05898 Strategic Behavior of Large Language Models: Game Structure vs. Contextual Framing
by Nunzio Lor`e & Babak Heydari
- 2309.05866 ESG-coherent risk measures for sustainable investing
by Gabriele Torri & Rosella Giacometti & Darinka Dentcheva & Svetlozar T. Rachev & W. Brent Lindquist
- 2309.05816 A duality between utility transforms and probability distortions
by Christopher P. Chambers & Peng Liu & Ruodu Wang
- 2309.05783 A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association
by Jackson P. Lautier
- 2309.05682 A compendium of data sources for data science, machine learning, and artificial intelligence
by Paul Bilokon & Oleksandr Bilokon & Saeed Amen
- 2309.05639 Forecasted Treatment Effects
by Irene Botosaru & Raffaella Giacomini & Martin Weidner
- 2309.05560 New News is Bad News
by Paul Glasserman & Harry Mamaysky & Jimmy Qin
- 2309.05512 Monte Carlo Simulation for Trading Under a L\'evy-Driven Mean-Reverting Framework
by Tim Leung & Kevin W. Lu
- 2309.05107 Nonlinear Granger Causality using Kernel Ridge Regression
by Wojciech Victor Fulmyk
- 2309.05054 Gamma Hedging and Rough Paths
by John Armstrong & Andrei Ionescu
- 2309.05003 Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
by Panpan Zhang & Zuo Quan Xu
- 2309.04947 Geometry of vectorial martingale optimal transport and robust option pricing
by Joshua Zoen-Git Hiew & Tongseok Lim & Brendan Pass & Marcelo Cruz de Souza
- 2309.04926 Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions
by Mikihito Nishi
- 2309.04876 News-driven Expectations and Volatility Clustering
by Sabiou Inoua
- 2309.04821 Non-linear dimension reduction in factor-augmented vector autoregressions
by Karin Klieber
- 2309.04793 Interpreting TSLS Estimators in Information Provision Experiments
by Vod Vilfort & Whitney Zhang
- 2309.04578 Maintaining human wellbeing as socio-environmental systems undergo regime shifts
by Andrew R. Tilman & Elisabeth H. Krueger & Lisa C. McManus & James R. Watson
- 2309.04557 Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing
by Xuwei Yang & Anastasis Kratsios & Florian Krach & Matheus Grasselli & Aurelien Lucchi
- 2309.04547 Kelvin Waves, Klein-Kramers and Kolmogorov Equations, Path-Dependent Financial Instruments: Survey and New Results
by Alexander Lipton
- 2309.04507 Generating drawdown-realistic financial price paths using path signatures
by Emiel Lemahieu & Kris Boudt & Maarten Wyns
- 2309.04483 Ein neuer Ansatz zur Frequenzmodellierung im Versicherungswesen (A new Approach to frequency modeling in risk theory)
by Dietmar Pfeifer
- 2309.04259 C++ Design Patterns for Low-latency Applications Including High-frequency Trading
by Paul Bilokon & Burak Gunduz
- 2309.04216 Liquidity Dynamics in RFQ Markets and Impact on Pricing
by Philippe Bergault & Olivier Gu'eant
- 2309.04193 Robust equilibria in cheap-talk games with fairly transparent motives
by Jan-Henrik Steg & Elshan Garashli & Michael Greinecker & Christoph Kuzmics
- 2309.04181 Concave many-to-one matching
by Chao Huang
- 2309.04118 Agriculture Credit and Economic Growth in Bangladesh: A Time Series Analysis
by Md. Toaha & Laboni Mondal
- 2309.04116 Aggregation of financial markets
by Georg Menz & Moritz Vo{ss}
- 2309.04020 Local Priority Mechanisms
by Joseph Root & David S. Ahn
- 2309.03984 Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping
by Chinonso Nwankwo & Weizhong Dai & Tony Ware
- 2309.03968 Common Firm-level Investor Fears: Evidence from Equity Options
by Jozef Barunik & Mattia Bevilacqua & Michael Ellington
- 2309.03966 Fourier Neural Network Approximation of Transition Densities in Finance
by Rong Du & Duy-Minh Dang
- 2309.03784 On the minimal simplex economy
by Antonio Pulgar'in
- 2309.03740 Identifying spatial interdependence in panel data with large N and small T
by Deborah Gefang & Stephen G. Hall & George S. Tavlas
- 2309.03736 TradingGPT: Multi-Agent System with Layered Memory and Distinct Characters for Enhanced Financial Trading Performance
by Yang Li & Yangyang Yu & Haohang Li & Zhi Chen & Khaldoun Khashanah
- 2309.03730 A Causal Perspective on Loan Pricing: Investigating the Impacts of Selection Bias on Identifying Bid-Response Functions
by Christopher Bockel-Rickermann & Sam Verboven & Tim Verdonck & Wouter Verbeke
- 2309.03541 Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model
by David R. Ba~nos & Salvador Ortiz-Latorre & Oriol Zamora Font
- 2309.03532 A few misfits can Change the World
by Esteve Almirall & Steve Willmott & Ulises Cort'es
- 2309.03432 Perishable Goods versus Re-tradable Assets: A Theoretical Reappraisal of a Fundamental Dichotomy
by Sabiou Inoua & Vernon Smith
- 2309.03419 Motives for Delegating Financial Decisions
by Mikhail Freer & Daniel Friedman & Simon Weidenholzer
- 2309.03403 Sources of capital growth
by Gordon Getty & Nikita Tkachenko
- 2309.03311 Default Process Modeling and Credit Valuation Adjustment
by David Xiao
- 2309.03283 Urban Mobility in the Age of Automation: Analyzing Public Attitudes Toward Privately-Owned versus Shared Automated Vehicles
by Yellitza Soto & Fatemeh Nazari & Mohamadhossein Noruzoliaee
- 2309.03202 Evaluation of Reinforcement Learning Techniques for Trading on a Diverse Portfolio
by Ishan S. Khare & Tarun K. Martheswaran & Akshana Dassanaike-Perera
- 2309.03133 On strategies for risk management and decision making under uncertainty shared across multiple fields
by Alexander Gutfraind
- 2309.03123 A Topological Proof of The Gibbard-Satterthwaite Theorem
by Yuliy Baryshnikov & Joseph Root
- 2309.03079 GPT-InvestAR: Enhancing Stock Investment Strategies through Annual Report Analysis with Large Language Models
by Udit Gupta
- 2309.03003 Proofs for the New Definitions in Financial Markets
by Atilla Aras
- 2309.02994 An Offline Learning Approach to Propagator Models
by Eyal Neuman & Wolfgang Stockinger & Yufei Zhang
- 2309.02970 On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making
by Christian Oliver Ewald & Kevin Kamm
- 2309.02608 The Iberian Exception: An overview of its effects over its first 100 days
by David Robinson & Angel Arcos-Vargas & Micheael Tennican & Fernando N'u~nez
- 2309.02570 Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions
by Tomasz R. Bielecki & Igor Cialenco & Hao Liu
- 2309.02447 Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
by Victor Olkhov
- 2309.02338 Sustainability assessment of Low Earth Orbit (LEO) satellite broadband megaconstellations
by Ogutu B. Osoro & Edward J. Oughton & Andrew R. Wilson & Akhil Rao
- 2309.02323 Projections of Economic Impacts of Climate Change on Marine Protected Areas: Palau, the Great Barrier Reef, and the Bering Sea
by Talya ten Brink
- 2309.02271 Dual Effects of the US-China Trade War and COVID-19 on United States Imports: Transfer of China's industrial chain?
by Wei Luo & Siyuan Kang & Sheng Hu & Lixian Su & Rui Dai
- 2309.02205 On statistical arbitrage under a conditional factor model of equity returns
by Trent Spears & Stefan Zohren & Stephen Roberts
- 2309.02183 Instrumental variable estimation of the proportional hazards model by presmoothing
by Lorenzo Tedesco & Jad Beyhum & Ingrid Van Keilegom
- 2309.02089 On the use of U-statistics for linear dyadic interaction models
by G. M. Szini
- 2309.02072 Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting
by Chen Liu & Minh-Ngoc Tran & Chao Wang & Richard Gerlach & Robert Kohn
- 2309.01936 Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint
by Hui Mi & Zuo Quan Xu & Dongfang Yang
- 2309.01889 The Local Projection Residual Bootstrap for AR(1) Models
by Amilcar Velez
- 2309.01791 Non-Transitivity of the Win Ratio and the Area Under the Receiver Operating Characteristics Curve (AUC): a case for evaluating the strength of stochastic comparisons
by Olga V. Demler & Ilona A. Demler
- 2309.01784 INTAGS: Interactive Agent-Guided Simulation
by Song Wei & Andrea Coletta & Svitlana Vyetrenko & Tucker Balch
- 2309.01764 Generalized Information Criteria for Structured Sparse Models
by Eduardo F. Mendes & Gabriel J. P. Pinto
- 2309.01658 Design-Based Multi-Way Clustering
by Luther Yap
- 2309.01637 The Robust F-Statistic as a Test for Weak Instruments
by Frank Windmeijer
- 2309.01565 Introducing the $\sigma$-Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting
by German Rodikov & Nino Antulov-Fantulin
- 2309.01495 Do Losses Matter? The Effect of Information-Search Technologies on Risky Choices
by Luigi Mittone & Mauro Papi
- 2309.01489 Moment-Based Estimation of Diffusion and Adoption Parameters in Networks
by L. S. Sanna Stephan
- 2309.01472 FinDiff: Diffusion Models for Financial Tabular Data Generation
by Timur Sattarov & Marco Schreyer & Damian Borth
- 2309.01471 A Trimming Estimator for the Latent-Diffusion-Observed-Adoption Model
by L. S. Sanna Stephan
- 2309.01363 Mutual Information Maximizing Quantum Generative Adversarial Network and Its Applications in Finance
by Mingyu Lee & Myeongjin Shin & Junseo Lee & Kabgyun Jeong
- 2309.01192 Nash's bargaining problem and the scale-invariant Hirsch citation index
by Josep Freixas & Roger Hoerl & William S. Zwicker
- 2309.01139 Logistic modelling of economic dynamics
by Arnab K. Ray
- 2309.01096 Constructing a type-adjustable mechanism to yield Pareto-optimal outcomes
by Haoyang Wu
- 2309.01033 From constant to rough: A survey of continuous volatility modeling
by Giulia Di Nunno & Kk{e}stutis Kubilius & Yuliya Mishura & Anton Yurchenko-Tytarenko
- 2309.00943 iCOS: Option-Implied COS Method
by Evgenii Vladimirov
- 2309.00909 There is power in general equilibrium
by Juan Jacobo
- 2309.00875 A hidden Markov model for statistical arbitrage in international crude oil futures markets
by Viviana Fanelli & Claudio Fontana & Francesco Rotondi
- 2309.00805 Fairness Implications of Heterogeneous Treatment Effect Estimation with Machine Learning Methods in Policy-making
by Patrick Rehill & Nicholas Biddle
- 2309.00649 GPT has become financially literate: Insights from financial literacy tests of GPT and a preliminary test of how people use it as a source of advice
by Pawe{l} Niszczota & Sami Abbas
- 2309.00638 Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network
by Peer Nagy & Sascha Frey & Silvia Sapora & Kang Li & Anisoara Calinescu & Stefan Zohren & Jakob Foerster
- 2309.00635 Theoretical foundation for the Pareto distribution of international trade strength and introduction of an equation for international trade forecasting
by Mikrajuddin Abdullah
- 2309.00632 Improving Capital Efficiency and Impermanent Loss: Multi-Token Proactive Market Maker
by Wayne Chen & Songwei Chen & Preston Rozwood
- 2309.00630 Commodities Trading through Deep Policy Gradient Methods
by Jonas Hanetho
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