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Content
2023
- 2305.11519 Artificial intelligence moral agent as Adam Smith's impartial spectator
by Nikodem Tomczak
- 2305.11406 Practical algorithms and experimentally validated incentives for equilibrium-based fair division (A-CEEI)
by Eric Budish & Ruiquan Gao & Abraham Othman & Aviad Rubinstein & Qianfan Zhang
- 2305.11381 Online Learning in a Creator Economy
by Banghua Zhu & Sai Praneeth Karimireddy & Jiantao Jiao & Michael I. Jordan
- 2305.11375 Weighing Anchor on Credit Card Debt
by Benedict Guttman-Kenney & Jesse Leary & Neil Stewart
- 2305.11350 Interviewing Matching in Random Markets
by Maxwell Allman & Itai Ashlagi
- 2305.11319 Risk Budgeting Allocation for Dynamic Risk Measures
by Silvana M. Pesenti & Sebastian Jaimungal & Yuri F. Saporito & Rodrigo S. Targino
- 2305.11298 Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation
by Sumanjay Dutta & Shashi Jain
- 2305.11282 Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models
by Christis Katsouris
- 2305.10934 Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)
by Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu
- 2305.10911 Non-parametric cumulants approach for outlier detection of multivariate financial data
by Francesco Cesarone & Rosella Giacometti & Jacopo Maria Ricci
- 2305.10885 Super-efficiency of Listed Banks in China and Determinants Analysis (2006-2021)
by Yun Liao & Ruihui Xu
- 2305.10881 Best-Response Dynamics in Lottery Contests
by Abheek Ghosh & Paul W. Goldberg
- 2305.10849 Extreme ATM skew in a local volatility model with discontinuity: joint density approach
by Alexander Gairat & Vadim Shcherbakov
- 2305.10728 Modeling Interference Using Experiment Roll-out
by Ariel Boyarsky & Hongseok Namkoong & Jean Pouget-Abadie
- 2305.10725 Efficient inverse $Z$-transform: sufficient conditions
by Svetlana Boyarchenko & Sergei Levendorskiu{i}
- 2305.10695 A Counterexample in Ito Integration Theory
by Lars Tyge Nielsen
- 2305.10693 Gated Deeper Models are Effective Factor Learners
by Jingjing Guo
- 2305.10678 Option pricing under jump diffusion model
by Qian Li & Li Wang
- 2305.10624 A Short Note on Setting Swap Parameters
by Nihar Shah & Lucas Baker & Suraj Srinivasan & Alex Toberoff
- 2305.10301 Heterogeneous Noise and Stable Miscoordination
by Srinivas Arigapudi & Yuval Heller & Amnon Schreiber
- 2305.10286 Coordinating Charitable Donations
by Felix Brandt & Matthias Greger & Erel Segal-Halevi & Warut Suksompong
- 2305.10256 Nowcasting with signature methods
by Samuel N. Cohen & Silvia Lui & Will Malpass & Giulia Mantoan & Lars Nesheim & 'Aureo de Paula & Andrew Reeves & Craig Scott & Emma Small & Lingyi Yang
- 2305.10239 Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement
by Lane P. Hughston & Leandro S'anchez-Betancourt
- 2305.10234 Towards High-Value Datasets determination for data-driven development: a systematic literature review
by Anastasija Nikiforova & Nina Rizun & Magdalena Ciesielska & Charalampos Alexopoulos & Andrea Miletiv{c}
- 2305.10165 Affective interdependence and welfare
by Aviad Heifetz & Enrico Minelli & Herakles Polemarchakis
- 2305.10164 Rational Dialogues
by John Geanakoplos & Herakles Polemarchakis
- 2305.09998 Improved Bounds for Single-Nomination Impartial Selection
by Javier Cembrano & Felix Fischer & Max Klimm
- 2305.09917 Embedding and correlation tensor for XRP transaction networks
by Abhijit Chakraborty & Tetsuo Hatsuda & Yuichi Ikeda
- 2305.09837 Emergent Growth of System Self-Organization & Self-Control
by Jessie Henshaw
- 2305.09783 Deep Learning for Solving and Estimating Dynamic Macro-Finance Models
by Benjamin Fan & Edward Qiao & Anran Jiao & Zhouzhou Gu & Wenhao Li & Lu Lu
- 2305.09563 Monitoring multicountry macroeconomic risk
by Dimitris Korobilis & Maximilian Schroder
- 2305.09485 Executive Voiced Laughter and Social Approval: An Explorative Machine Learning Study
by Niklas Mueller & Steffen Klug & Andreas Koenig & Alexander Kathan & Lukas Christ & Bjoern Schuller & Shahin Amiriparian
- 2305.09479 Dissertation on Applied Microeconomics of Freemium Pricing Strategies in Mobile App Market
by Naixin Zhu
- 2305.09474 Probabilistic Forecast-based Portfolio Optimization of Electricity Demand at Low Aggregation Levels
by Jungyeon Park & Est^ev~ao Alvarenga & Jooyoung Jeon & Ran Li & Fotios Petropoulos & Hokyun Kim & Kwangwon Ahn
- 2305.09473 Searching for the "Holy Grail" of sponsorship-linked marketing: A generalizable sponsorship ROI model
by Jonathan A. Jensen
- 2305.09472 Equity Protection Swaps: A New Type of Investment Insurance for Holders of Superannuation Accounts
by Huansang Xu & Ruyi Liu & Marek Rutkowski
- 2305.09471 Time-Consistent Asset Allocation for Risk Measures in a L\'evy Market
by Felix Fie{ss}inger & Mitja Stadje
- 2305.09352 Health Impacts of Public Pawnshops in Industrializing Tokyo
by Tatsuki Inoue
- 2305.09314 A Theory of Auditability for Allocation Mechanisms
by Aram Grigoryan & Markus Moller
- 2305.09166 Finite Difference Solution Ansatz approach in Least-Squares Monte Carlo
by Jiawei Huo
- 2305.09097 Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions
by Baishuai Zuo & Chuancun Yin & Jing Yao
- 2305.09065 Robust Auction Design with Support Information
by Jerry Anunrojwong & Santiago R. Balseiro & Omar Besbes
- 2305.09052 Grenander-type Density Estimation under Myerson Regularity
by Haitian Xie
- 2305.09046 Convex optimization over a probability simplex
by James Chok & Geoffrey M. Vasil
- 2305.08958 Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets
by Giampaolo Bonomi & Ali Uppal
- 2305.08940 Complete Conditional Type Structures
by Nicodemo De Vito
- 2305.08880 Semiparametrically Optimal Cointegration Test
by Bo Zhou
- 2305.08857 COWPEA (Candidates Optimally Weighted in Proportional Election using Approval voting)
by Toby Pereira
- 2305.08778 Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling
by Jia Xu & Longbing Cao
- 2305.08740 Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction
by Sheng Xiang & Dawei Cheng & Chencheng Shang & Ying Zhang & Yuqi Liang
- 2305.08729 Group knowledge and individual introspection
by Michele Crescenzi
- 2305.08559 Designing Discontinuities
by Ibtihal Ferwana & Suyoung Park & Ting-Yi Wu & Lav R. Varshney
- 2305.08530 Portfolio Optimization Rules beyond the Mean-Variance Approach
by Maxime Markov & Vladimir Markov
- 2305.08524 Measuring Consistency in Text-based Financial Forecasting Models
by Linyi Yang & Yingpeng Ma & Yue Zhang
- 2305.08488 Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices
by Emilija Dzuverovic & Matteo Barigozzi
- 2305.08340 Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization
by Ahnaf Rafi
- 2305.08268 Bubble Necessity Theorem
by Tomohiro Hirano & Alexis Akira Toda
- 2305.08241 NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years
by William H. Press
- 2305.08125 Robustness of Participatory Budgeting Outcomes: Complexity and Experiments
by Niclas Boehmer & Piotr Faliszewski & {L}ukasz Janeczko & Andrzej Kaczmarczyk
- 2305.08056 Hybrid Quantum Algorithms integrating QAOA, Penalty Dephasing and Zeno Effect for Solving Binary Optimization Problems with Multiple Constraints
by Ke Wan & Yiwen Liu
- 2305.07993 The Nonstationary Newsvendor with (and without) Predictions
by Lin An & Andrew A. Li & Benjamin Moseley & R. Ravi
- 2305.07972 Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis
by Agam Shah & Suvan Paturi & Sudheer Chava
- 2305.07970 The Machine Psychology of Cooperation: Can GPT models operationalise prompts for altruism, cooperation, competitiveness and selfishness in economic games?
by Steve Phelps & Yvan I. Russell
- 2305.07729 Social Surplus Maximization in Sponsored Search Auctions Requires Communication
by Suat Evren
- 2305.07559 PRIME: A Price-Reverting Impact Model of a cryptocurrency Exchange
by Christopher J. Cho & Timothy J. Norman & Manuel Nunes
- 2305.07472 Mechanism Design without Rational Expectations
by Giacomo Rubbini
- 2305.07466 Systematic Review on Reinforcement Learning in the Field of Fintech
by Nadeem Malibari & Iyad Katib & Rashid Mehmood
- 2305.07362 The use of trade data in the analysis of global phosphate flows
by Matthias Raddant & Martin Bertau & Gerald Steiner
- 2305.07352 Building resilient organizations: The roles of top-down vs. bottom-up organizing
by Stephan Leitner
- 2305.07318 Evaluating congestion pricing schemes using agent-based passenger and freight microsimulation
by Peiyu Jing & Ravi Seshadri & Takanori Sakai & Ali Shamshiripour & Andre Romano Alho & Antonios Lentzakis & Moshe E. Ben-Akiva
- 2305.07218 Hail Mary Pass: Contests with Stochastic Progress
by Chang Liu
- 2305.07179 Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply
by Amine Ouazad & Matthew E. Kahn
- 2305.07166 Robust Equilibrium Strategy for Mean-Variance Portfolio Selection
by Mengge Li & Shuaijie Qian & Chao Zhou
- 2305.07006 Fair Price Discrimination
by Siddhartha Banerjee & Kamesh Munagala & Yiheng Shen & Kangning Wang
- 2305.06961 Copula-Based Trading of Cointegrated Cryptocurrency Pairs
by Masood Tadi & Jiv{r}'i Witzany
- 2305.06888 Socioeconomic disparities in mobility behavior during the COVID-19 pandemic in developing countries
by Lorenzo Lucchini & Ollin Langle-Chimal & Lorenzo Candeago & Lucio Melito & Alex Chunet & Aleister Montfort & Bruno Lepri & Nancy Lozano-Gracia & Samuel P. Fraiberger
- 2305.06805 Backward Hedging for American Options with Transaction Costs
by Ludovic Gouden`ege & Andrea Molent & Antonino Zanette
- 2305.06704 Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models
by Yichi Zhang & Mihai Cucuringu & Alexander Y. Shestopaloff & Stefan Zohren
- 2305.06618 Band-Pass Filtering with High-Dimensional Time Series
by Alessandro Giovannelli & Marco Lippi & Tommaso Proietti
- 2305.06354 Multiple Adjusted Quantiles
by Christopher P. Chambers & Alan D. Miller
- 2305.06337 The Unified Framework for Modelling Credit Cycles with Marshall-Walras Price Formation Process And Systemic Risk Assessment
by Kamil Fortuna & Janusz Szwabi'nski
- 2305.06284 Cost-benefit of green infrastructures for water management: A sustainability assessment of full-scale constructed wetlands in Northern and Southern Italy
by Laura Garcia-Herrero & Stevo Lavrnic & Valentina Guerrieri & Attilio Toscano & Mirco Milani & Giuseppe Luigi Cirelli & Matteo Vittuari
- 2305.06256 Yquilibrium: A Theory for (Non-) Convex Economies
by Jacob K Goeree
- 2305.06215 The FRTB-IMA computational challenge for Equity Autocallables
by Mariano Zeron & Meng Wu & Ignacio Ruiz
- 2305.06076 The price elasticity of Gleevec in patients with Chronic Myeloid Leukemia enrolled in Medicare Part D: Evidence from a regression discontinuity design
by Samantha E. Clark & Ruth Etzioni & Jerry Radich & Zachary Marcum & Anirban Basu
- 2305.05998 On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
by Koichiro Moriya & Akihiko Noda
- 2305.05934 Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?
by Jie Wei & Yonghui Zhang
- 2305.05822 Robust Regulation of Firms' Access to Consumer Data
by Jose Higueras
- 2305.05762 A spectral approach to stock market performance
by Ignacio Escanuela Romana & Clara Escanuela Nieves
- 2305.05751 What is mature and what is still emerging in the cryptocurrency market?
by Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Marcin Wk{a}torek
- 2305.05663 Proofs that the Gerber Statistic is Positive Semidefinite
by S. Gerber & H. Markowitz & P. Ernst & Y. Miao & B. Javid & P. Sargen
- 2305.05590 Description Complexity of Regular Distributions
by Renato Paes Leme & Balasubramanian Sivan & Yifeng Teng & Pratik Worah
- 2305.05516 GPT in Game Theory Experiments
by Fulin Guo
- 2305.05134 To AI or not to AI, to Buy Local or not to Buy Local: A Mathematical Theory of Real Price
by Huan Cai & Catherine Xu & Weiyu Xu
- 2305.04967 UQ for Credit Risk Management: A deep evidence regression approach
by Ashish Dhiman
- 2305.04893 Bauer's Maximum Principle for Quasiconvex Functions
by Ian Ball
- 2305.04884 Predicting the Price Movement of Cryptocurrencies Using Linear Law-based Transformation
by Marcell T. Kurbucz & P'eter P'osfay & Antal Jakov'ac
- 2305.04865 Estimating the impact of supply chain network contagion on financial stability
by Zlata Tabachov'a & Christian Diem & Andr'as Borsos & Csaba Burger & Stefan Thurner
- 2305.04838 An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data
by Kai Ren
- 2305.04811 Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020-2022
by Cheng Zhang & Nilam Nur Amir Sjarif & Roslina Ibrahim
- 2305.04801 Financial Hedging and Risk Compression, A journey from linear regression to neural network
by Ali Shirazi & Fereshteh Sadeghi Naieni Fard
- 2305.04748 A greedy algorithm for habit formation under multiplicative utility
by Snezhana Kirusheva & Thomas S. Salisbury
- 2305.04703 Why Students Trade? The Analysis of Young Investors behavior
by Jones Pontoh
- 2305.04500 Well-being policy evaluation methodology based on WE pluralism
by Takeshi Kato
- 2305.04348 A Scoping Review of Internal Migration and Left-behind Children's Wellbeing in China
by Jinkai Li
- 2305.04248 A nation-wide experiment, part II: the introduction of a 49-Euro-per-month travel pass in Germany -- An empirical study on this fare innovation
by Allister Loder & Fabienne Cantner & Lennart Adenaw & Markus B. Siewert & Sebastian Goerg & Klaus Bogenberger
- 2305.04231 Private Experimentation, Data Truncation, and Verifiable Disclosure
by Yichuan Lou
- 2305.04216 Study on the Identification of Financial Risk Path Under the Digital Transformation of Enterprise Based on DEMATEL-ISM-MICMAC
by Jie Dong
- 2305.04137 Volatility of Volatility and Leverage Effect from Options
by Carsten H. Chong & Viktor Todorov
- 2305.03645 Algorithmic Decision Processes
by Carlo Baldassi & Fabio Maccheroni & Massimo Marinacci & Marco Pirazzini
- 2305.03644 Rankings-Dependent Preferences: A Real Goods Matching Experiment
by Andrew Kloosterman & Peter Troyan
- 2305.03633 Disclosure and Incentives in Teams
by Paula Onuchic & Jo~ao Ramos
- 2305.03565 The geometry of financial institutions -- Wasserstein clustering of financial data
by Lorenz Riess & Mathias Beiglbock & Johannes Temme & Andreas Wolf & Julio Backhoff
- 2305.03468 Empirical Evidence for the New Definitions in Financial Markets and Equity Premium Puzzle
by Atilla Aras
- 2305.03224 Carbon Price Forecasting with Quantile Regression and Feature Selection
by Tianqi Pang & Kehui Tan & Chenyou Fan
- 2305.03205 Risk management in the use of published statistical results for policy decisions
by Duncan Ermini Leaf
- 2305.03203 Delegating to Multiple Agents
by MohammadTaghi Hajiaghayi & Keivan Rezaei & Suho Shin
- 2305.03134 Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities
by Xuan Leng & Jiaming Mao & Yutao Sun
- 2305.03124 Games Under Network Uncertainty
by Promit K. Chaudhuri & Matthew O. Jackson & Sudipta Sarangi & Hector Tzavellas
- 2305.02994 Lemonade from Lemons: Information Design and Adverse Selection
by Navin Kartik & Weijie Zhong
- 2305.02834 Strategic flip-flopping in political competition
by Gaetan Fournier & Alberto Grillo & Yevgeny Tsodikovich
- 2305.02823 Surveying Generative AI's Economic Expectations
by Leland Bybee
- 2305.02604 The Indoctrination Game
by Lotem Ikan & David Lagziel
- 2305.02587 Employer Reputation and the Labor Market: Evidence from Glassdoor.com and Dice.com
by Ke & Ma & Sophie Yanying Sheng & Haitian Xie
- 2305.02561 Beneficence Signaling in AI Development Dynamics
by Sarita Rosenstock
- 2305.02552 Understand Waiting Time in Transaction Fee Mechanism: An Interdisciplinary Perspective
by Luyao Zhang & Fan Zhang
- 2305.02546 Why Not Borrow, Invest, and Escape Poverty?
by Dagmara Celik Katreniak & Alexey Khazanov & Omer Moav & Zvika Neeman & Hosny Zoabi
- 2305.02523 Market Making and Pricing of Financial Derivatives based on Road Travel Times
by Ke Wan & Alain Kornhauser
- 2305.02513 The Direct and Spillover Effects of Large-scale Affirmative Action at an Elite Brazilian University
by Cecilia Machado & Germ'an Reyes & Evan Riehl
- 2305.02481 Dynamic star-shaped risk measures and $g$-expectations
by Dejian Tian & Xunlian Wang
- 2305.02476 Informing Innovation Management: Linking Leading R&D Firms and Emerging Technologies
by Xian Gong & Claire McFarland & Paul McCarthy & Colin Griffith & Marian-Andrei Rizoiu
- 2305.02229 Macroeconomic factors and Stock exchange return: A Statistical Analysis
by Md. Fazlul Huq Khan & Md. Masum Billah
- 2305.02185 Doubly Robust Uniform Confidence Bands for Group-Time Conditional Average Treatment Effects in Difference-in-Differences
by Shunsuke Imai & Lei Qin & Takahide Yanagi
- 2305.02159 A Mediation Analysis of the Relationship Between Land Use Regulation Stringency and Employment Dynamics
by Uche Oluku & Shaoming Cheng
- 2305.02027 Black-box Optimizers vs Taste Shocks
by Yasin Kurc{s}at Onder
- 2305.01815 Don't Trust, Verify: Towards a Framework for the Greening of Bitcoin
by Juan Ignacio Iba~nez & Alexander Freier
- 2305.01642 Construct sparse portfolio with mutual fund's favourite stocks in China A share market
by Ke Zhang
- 2305.01559 Non-refunding of VAT to soybean exporters or economic impact of Soybean amendments
by Oleg Nivievskyi & Roman Neyter & Olha Halytsia & Pavlo Martyshev & Oleksandr Donchenko
- 2305.01558 Carbon Emission Reduction Effect of RMB Appreciation: Empirical Evidence from 283 Prefecture-Level Cities of China
by Chen Fengxian & Lv Xiaoyao
- 2305.01543 NFT Wash Trading Detection
by Derek Liu & Francesco Piccoli & Katie Chen & Adrina Tang & Victor Fang
- 2305.01512 A More Informed Sender Benefits the Receiver When the Sender Has Transparent Motives
by Mark Whitmeyer
- 2305.01490 Optimal control problems for stochastic processes with absorbing regime
by yaacov Kopeliovich
- 2305.01485 A Heath-Jarrow-Morton framework for energy markets: a pragmatic approach
by Matteo Gardini & Edoardo Santilli
- 2305.01478 Agricultural Policy in Ukraine
by Oleg Nivievskyi & Pavlo Martyshev & Sergiy Kvasha
- 2305.01477 An Assignment Problem with Interdependent Valuations and Externalities
by Tatiana Daddario & Richard P. McLean & Andrew Postlewaite
- 2305.01464 Large Global Volatility Matrix Analysis Based on Observation Structural Information
by Sung Hoon Choi & Donggyu Kim
- 2305.01435 Transfer Estimates for Causal Effects across Heterogeneous Sites
by Konrad Menzel
- 2305.01209 Cooperation and Cognition in Social Networks
by Edoardo Gallo & Joseph Lee & Yohanes Eko Riyanto & Erwin Wong
- 2305.01201 Estimating Input Coefficients for Regional Input-Output Tables Using Deep Learning with Mixup
by Shogo Fukui
- 2305.01035 Random neural networks for rough volatility
by Antoine Jacquier & Zan Zuric
- 2305.00887 Disturbance Effects on Financial Timberland Returns in Austria
by Petri P. Karenlampi
- 2305.00860 Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors
by Christis Katsouris
- 2305.00799 How to address monotonicity for model risk management?
by Dangxing Chen & Weicheng Ye
- 2305.00777 Signaling With Commitment
by Raphael Boleslavsky & Mehdi Shadmehr
- 2305.00700 Double and Single Descent in Causal Inference with an Application to High-Dimensional Synthetic Control
by Jann Spiess & Guido Imbens & Amar Venugopal
- 2305.00693 Three candidate election strategy
by Dorje C. Brody & Tomooki Yuasa
- 2305.00641 On extensions of partial priorities in school choice
by Minoru Kitahara & Yasunori Okumura
- 2305.00585 Prospects of BRICS currency dominance in international trade
by C'elestin Coquid'e & Jos'e Lages & Dima L. Shepelyansky
- 2305.00565 Non-decreasing martingale couplings
by Benjamin Jourdain & Kexin Shao
- 2305.00545 Optimal multi-action treatment allocation: A two-phase field experiment to boost immigrant naturalization
by Achim Ahrens & Alessandra Stampi-Bombelli & Selina Kurer & Dominik Hangartner
- 2305.00541 A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy
by Ren'e Aid & Matteo Basei & Giorgio Ferrari
- 2305.00509 The optimal reinsurance strategy with price-competition between two reinsurers
by Liyuan Lin & Fangda Liu & Jingzhen Liu abd Luyang Yu
- 2305.00474 Learning, Diversity and Adaptation in Changing Environments: The Role of Weak Links
by Daron Acemoglu & Asuman Ozdaglar & Sarath Pattathil
- 2305.00403 Optimal tests following sequential experiments
by Karun Adusumilli
- 2305.00245 Industry Classification Using a Novel Financial Time-Series Case Representation
by Rian Dolphin & Barry Smyth & Ruihai Dong
- 2305.00231 Historical trend in educational homophily: U-shaped or not U-shaped? Or, how to set a criterion to choose a criterion?
by Anna Naszodi
- 2305.00200 Calibration of Local Volatility Models with Stochastic Interest Rates using Optimal Transport
by Gregoire Loeper & Jan Obloj & Benjamin Joseph
- 2305.00044 Hedonic Prices and Quality Adjusted Price Indices Powered by AI
by Patrick Bajari & Zhihao Cen & Victor Chernozhukov & Manoj Manukonda & Suhas Vijaykumar & Jin Wang & Ramon Huerta & Junbo Li & Ling Leng & George Monokroussos & Shan Wan
- 2304.14990 Robust Stackelberg Equilibria
by Jiarui Gan & Minbiao Han & Jibang Wu & Haifeng Xu
- 2304.14977 Social Preferences and Deliberately Stochastic Behavior
by Yosuke Hashidate & Keisuke Yoshihara
- 2304.14960 Political Strategies to Overcome Climate Policy Obstructionism
by Sugandha Srivastav & Ryan Rafaty
- 2304.14941 Greening our Laws: Revising Land Acquisition Law for Coal Mining in India
by Sugandha Srivastav & Tanmay Singh
- 2304.14870 Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis
by Sungwoo Kang & Jong-Kook Kim
- 2304.14843 Gain-Loss Hedging and Cumulative Prospect Theory
by Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet
- 2304.14631 Nontransitive Preferences and Stochastic Rationalizability: A Behavioral Equivalence
by Mogens Fosgerau & John Rehbeck
- 2304.14545 Augmented balancing weights as linear regression
by David Bruns-Smith & Oliver Dukes & Avi Feller & Elizabeth L. Ogburn
- 2304.14544 Assessing Text Mining and Technical Analyses on Forecasting Financial Time Series
by Ali Lashgari
- 2304.14386 Convexity Not Required: Estimation of Smooth Moment Condition Models
by Jean-Jacques Forneron & Liang Zhong
- 2304.14264 Monetary policy and the joint distribution of income and wealth: The heterogeneous case of the euro area
by Anna Stelzer
- 2304.14098 Optimal Covariance Cleaning for Heavy-Tailed Distributions: Insights from Information Theory
by Christian Bongiorno & Marco Berritta
- 2304.14001 STraM: A strategic network design model for national freight transport decarbonization
by Steffen Jaap Skotvoll Bakker & Jonas Martin & E. Ruben van Beesten & Ingvild Synn{o}ve Brynildsen & Anette Sandvig & Marit Siqveland & Antonia Golab
- 2304.13987 Modeling the Complexity of City Logistics Systems for Sustainability
by Taiwo Adetiloye & Anjali Awasthi
- 2304.13985 The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper
by Ziyi Xu & Xue Cheng
- 2304.13936 Racial and income-based affirmative action in higher education admissions: lessons from the Brazilian experience
by Rodrigo Zeidan & Silvio Luiz de Almeida & In'acio B'o & Neil Lewis Jr
- 2304.13934 A universal model for the Lorenz curve with novel applications for datasets containing zeros and/or exhibiting extreme inequality
by Thitithep Sitthiyot & Kanyarat Holasut
- 2304.13925 Difference-in-Differences with Compositional Changes
by Pedro H. C. Sant'Anna & Qi Xu
- 2304.13866 Optimal tie-breaking rules
by Sumit Goel & Amit Goyal
- 2304.13818 Selecting Sustainable Optimal Stock by Using Multi-Criteria Fuzzy Decision-Making Approaches Based on the Development of the Gordon Model: A case study of the Toronto Stock Exchange
by Mohsen Mortazavi
- 2304.13610 Maximum Implied Variance Slope -- Practical Aspects
by Fabien Le Floc'h & Winfried Koller
- 2304.13402 Convexity adjustments \`a la Malliavin
by David Garc'ia-Lorite & Raul Merino
- 2304.13206 Estimation of Characteristics-based Quantile Factor Models
by Liang Chen & Juan Jose Dolado & Jesus Gonzalo & Haozi Pan
- 2304.13199 Common Correlated Effects Estimation of Nonlinear Panel Data Models
by Liang Chen & Minyuan Zhang
- 2304.13128 Computing Volatility Surfaces using Generative Adversarial Networks with Minimal Arbitrage Violations
by Andrew Na & Meixin Zhang & Justin Wan
- 2304.12843 The structure of strategy-proof rules
by Jorge Alcalde-Unzu & Marc Vorsatz
- 2304.12698 Enhanced multilayer perceptron with feature selection and grid search for travel mode choice prediction
by Li Tang & Chuanli Tang & Qi Fu
- 2304.12647 Q-learning with biased policy rules
by Olivier Compte
- 2304.12554 The Ordinary Least Eigenvalues Estimator
by Yassine Sbai Sassi
- 2304.12501 The cross-sectional stock return predictions via quantum neural network and tensor network
by Nozomu Kobayashi & Yoshiyuki Suimon & Koichi Miyamoto & Kosuke Mitarai
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