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Content
2023
- 2308.04181 Regularity in forex returns during financial distress: Evidence from India
by Radhika Prosad Datta
- 2308.04130 Options are also options on options: how to smile with Black-Scholes
by Claude Martini & Arianna Mingone
- 2308.04057 Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects
by Marco Barassi & Yiannis Karavias & Chongxian Zhu
- 2308.03858 Ramifications of generalized Feller theory
by Christa Cuchiero & Tonio Mollmann & Josef Teichmann
- 2308.03708 Measuring income inequality via percentile relativities
by Vytaras Brazauskas & Francesca Greselin & Ricardas Zitikis
- 2308.03706 Uniqueness of equilibrium and redistributive policies: a geometric approach to efficiency
by Andrea Loi & Stefano Matta & Daria Uccheddu
- 2308.03704 DeRisk: An Effective Deep Learning Framework for Credit Risk Prediction over Real-World Financial Data
by Yancheng Liang & Jiajie Zhang & Hui Li & Xiaochen Liu & Yi Hu & Yong Wu & Jinyao Zhang & Yongyan Liu & Yi Wu
- 2308.03507 How to choose a Compatible Committee?
by Ritu Dutta & Rajnish Kumnar & Surajit Borkotokey
- 2308.03494 Weighted position value for Network games
by Niharika Kakoty & Surajit Borkotokey & Rajnish Kumar & Abhijit Bora
- 2308.03489 The Expected Shapley value on a class of probabilistic games
by Surajit Borkotokey & Sujata Gowala & Rajnish Kumar
- 2308.02969 El paradigma del marketing digital en la academia, el emprendimiento universitario y las empresas establecidas
by Guillermo Jose Navarro del Toro
- 2308.02914 Anomaly Detection in Global Financial Markets with Graph Neural Networks and Nonextensive Entropy
by Kleyton da Costa
- 2308.02899 Treatment Effects in Staggered Adoption Designs with Non-Parallel Trends
by Brantly Callaway & Emmanuel Selorm Tsyawo
- 2308.02895 From Statistical Physics to Social Sciences: The Pitfalls of Multi-disciplinarity
by Jean-Philippe Bouchaud
- 2308.02820 Reinforcement Learning for Financial Index Tracking
by Xianhua Peng & Chenyin Gong & Xue Dong He
- 2308.02817 Bipartite peak-pit domains
by Alexander Karpov & Klas Markstrom & S{o}ren Riis & Bei Zhou
- 2308.02739 Fires and Local Labor Markets
by Raphaelle G. Coulombe & Akhil Rao
- 2308.02627 Hamilton-Jacobi-Bellman Equation Arising from Optimal Portfolio Selection Problem
by Daniel Sevcovic & Cyril Izuchukwu Udeani
- 2308.02624 AI exposure predicts unemployment risk
by Morgan Frank & Yong-Yeol Ahn & Esteban Moro
- 2308.02491 Mapping Global Value Chains at the Product Level
by Lea Karbevska & C'esar A. Hidalgo
- 2308.02450 Composite Quantile Factor Model
by Xiao Huang
- 2308.02364 Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models
by Jungjun Choi & Ming Yuan
- 2308.02274 Game theoretic foundations of the Gately power measure for directed networks
by Robert P. Gilles & Lina Mallozzi
- 2308.02246 Statistically consistent term structures have affine geometry
by Paul Kruhner & Shijie Xu
- 2308.02231 Should we trust web-scraped data?
by Jens Foerderer
- 2308.02083 A Non-Parametric Test of Risk Aversion
by Jacob K Goeree & Bernardo Garcia-Pola
- 2308.02049 Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results
by Abdelali Gabih & Ralf Wunderlich
- 2308.01915 LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study
by Matteo Prata & Giuseppe Masi & Leonardo Berti & Viviana Arrigoni & Andrea Coletta & Irene Cannistraci & Svitlana Vyetrenko & Paola Velardi & Novella Bartolini
- 2308.01910 Deep Policy Gradient Methods in Commodity Markets
by Jonas Hanetho
- 2308.01881 The Banks Set and the Bipartisan Set May Be Disjoint
by Felix Brandt & Florian Grundbacher
- 2308.01844 A novel approach for quantum financial simulation and quantum state preparation
by Yen-Jui Chang & Wei-Ting Wang & Hao-Yuan Chen & Shih-Wei Liao & Ching-Ray Chang
- 2308.01803 Trading and wealth evolution in the Proof of Stake protocol
by Wenpin Tang
- 2308.01755 Repeated Bidding with Dynamic Value
by Benjamin Heymann & Alexandre Gilotte & R'emi Chan-Renous
- 2308.01752 Quantifying Retrospective Human Responsibility in Intelligent Systems
by Nir Douer & Joachim Meyer
- 2308.01596 A Robust Method for Microforecasting and Estimation of Random Effects
by Raffaella Giacomini & Sokbae Lee & Silvia Sarpietro
- 2308.01486 Path Shadowing Monte-Carlo
by Rudy Morel & St'ephane Mallat & Jean-Philippe Bouchaud
- 2308.01485 A new probabilistic analysis of the yard-sale model
by Christoph Borgers & Claude Greengard
- 2308.01419 Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects
by Chao Zhang & Xingyue Pu & Mihai Cucuringu & Xiaowen Dong
- 2308.01418 Limit Theory under Network Dependence and Nonstationarity
by Christis Katsouris
- 2308.01305 A quantum double-or-nothing game: The Kelly Criterion for Spins
by Bernhard K Meister & Henry C W Price
- 2308.01208 Adaptive Collaborative Filtering with Personalized Time Decay Functions for Financial Product Recommendation
by Ashraf Ghiye & Baptiste Barreau & Laurent Carlier & Michalis Vazirgiannis
- 2308.01198 Analyzing the Reporting Error of Public Transport Trips in the Danish National Travel Survey Using Smart Card Data
by Georges Sfeir & Filipe Rodrigues & Maya Abou Zeid & Francisco Camara Pereira
- 2308.01121 An optimal transport approach for the multiple quantile hedging problem
by Cyril B'en'ezet & Jean-Franc{c}ois Chassagneux & Mohan Yang
- 2308.01112 Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years
by Yuki Sato & Kiyoshi Kanazawa
- 2308.01013 Bayesian framework for characterizing cryptocurrency market dynamics, structural dependency, and volatility using potential field
by Anoop C V & Neeraj Negi & Anup Aprem
- 2308.00921 Incident-Specific Cyber Insurance
by Wing Fung Chong & Daniel Linders & Zhiyu Quan & Linfeng Zhang
- 2308.00913 The Bayesian Context Trees State Space Model for time series modelling and forecasting
by Ioannis Papageorgiou & Ioannis Kontoyiannis
- 2308.00808 Towards Climate Neutrality: A Comprehensive Overview of Sustainable Operations Management, Optimization, and Wastewater Treatment Strategies
by Vasileios Alevizos & Ilias Georgousis & Anna-Maria Kapodistria
- 2308.00805 Second-Order Approximation of Limit Order Books in a Single-Scale Regime
by Ulrich Horst & Dorte Kreher & Konstantins Starovoitovs
- 2308.00795 Duopoly insurers' incentives for data quality under a mandatory cyber data sharing regime
by Carlos Barreto & Olof Reinert & Tobias Wiesinger & Ulrik Franke
- 2308.00706 Infodemia e pandemia: la cognitive warfare ai tempi del SARS-CoV-2
by Francesco Saverio Bucci & Matteo Cristofaro & Pier Luigi Giardino
- 2308.00702 An Empirical Study on the Holiday Effect of China's Time-Honored Companies
by Xianyang Li & Jiayi Xu & Haoxuan Xu & Yunxuan Ma & Yu Zhong & Lei Wang
- 2308.00681 Increasing Supply Chain Resiliency Through Equilibrium Pricing and Stipulating Transportation Quota Regulation
by Mostafa Pazoki & Hamed Samarghandi & Mehdi Behroozi
- 2308.00521 SurveyLM: A platform to explore emerging value perspectives in augmented language models' behaviors
by Steve J. Bickley & Ho Fai Chan & Bang Dao & Benno Torgler & Son Tran
- 2308.00444 Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes
by Francesco Angelini & Massimiliano Castellani & Simone Giannerini & Greta Goracci
- 2308.00383 Exploiting the dynamics of commodity futures curves
by Robert J Bianchi & John Hua Fan & Joelle Miffre & Tingxi Zhang
- 2308.00202 Randomization Inference of Heterogeneous Treatment Effects under Network Interference
by Julius Owusu
- 2308.00179 Position Uncertainty in a Sequential Public Goods Game: An Experiment
by Chowdhury Mohammad Sakib Anwar & Konstantinos Georgalos
- 2308.00167 What's Logs Got to do With it: On the Perils of log Dependent Variables and Difference-in-Differences
by Brendon McConnell
- 2308.00087 Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation
by Martin He{ss}ler & Tobias Wand & Oliver Kamps
- 2308.00065 FinPT: Financial Risk Prediction with Profile Tuning on Pretrained Foundation Models
by Yuwei Yin & Yazheng Yang & Jian Yang & Qi Liu
- 2308.00062 Control and Spread of Contagion in Networks
by John Higgins & Tarun Sabarwal
- 2308.00016 Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment
by Saizhuo Wang & Hang Yuan & Leon Zhou & Lionel M. Ni & Heung-Yeung Shum & Jian Guo
- 2308.00014 A new mapping of technological interdependence
by A. Fronzetti Colladon & B. Guardabascio & F. Venturini
- 2308.00013 Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
by Haoyang Yu & Yutong Sun & Yulin Liu & Luyao Zhang
- 2307.16874 Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders
by Arnav Hiray & Pratvi Shah & Vishwa Shah & Agam Shah & Sudheer Chava & Mukesh Tiwari
- 2307.16649 American Passport options in an exponential L\'evy model
by Zakaria Marah
- 2307.16619 A Common Shock Model for multidimensional electricity intraday price modelling with application to battery valuation
by Thomas Deschatre & Xavier Warin
- 2307.16554 The fiscal implications of stringent climate policy
by Richard S. J. Tol
- 2307.16427 Causal Inference for Banking Finance and Insurance A Survey
by Satyam Kumar & Yelleti Vivek & Vadlamani Ravi & Indranil Bose
- 2307.16370 Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation
by Jungjun Choi & Hyukjun Kwon & Yuan Liao
- 2307.16315 Towards Practical Robustness Auditing for Linear Regression
by Daniel Freund & Samuel B. Hopkins
- 2307.16238 Inequality in Educational Attainment: Urban-Rural Comparison in the Indian Context
by Sangita Das
- 2307.15863 Panel Data Models with Time-Varying Latent Group Structures
by Yiren Wang & Peter C B Phillips & Liangjun Su
- 2307.15842 Linear-quadratic Gaussian Games with Asymmetric Information: Belief Corrections Using the Opponents Actions
by Ben Hambly & Renyuan Xu & Huining Yang
- 2307.15805 Equilibria and incentives for illiquid auction markets
by Joffrey Derchu & Dimitrios Kavvathas & Thibaut Mastrolia & Mathieu Rosenbaum
- 2307.15718 Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves
by Darsh Kachhara & John K. E Markin & Astha Singh
- 2307.15702 The Strong Maximum Circulation Algorithm: A New Method for Aggregating Preference Rankings
by Nathan Atkinson & Scott C. Ganz & Dorit S. Hochbaum & James B. Orlin
- 2307.15669 Global air quality inequality over 2000-2020
by Lutz Sager
- 2307.15614 Fast but multi-partisan: Bursts of communication increase opinion diversity in the temporal Deffuant model
by Fatemeh Zarei & Yerali Gandica & Luis Enrique Correa Rocha
- 2307.15599 Understanding the worst-kept secret of high-frequency trading
by Sergio Pulido & Mathieu Rosenbaum & Emmanouil Sfendourakis
- 2307.15540 Quantifying the Influence of Climate on Human Mind and Culture: Evidence from Visual Art
by Shuhei Kitamura
- 2307.15402 An exploration of the mathematical structure and behavioural biases of 21st century financial crises
by Nick James & Max Menzies
- 2307.15336 Only-child matching penalty in the marriage market
by Keisuke Kawata & Mizuki Komura
- 2307.15313 Group-Heterogeneous Changes-in-Changes and Distributional Synthetic Controls
by Songnian Chen & Junlong Feng
- 2307.15300 Pairs Trading: An Optimal Selling Rule with Constraints
by Ruyi Liu & Jingzhi Tie & Zhen Wu & Qing Zhang
- 2307.15197 On the mathematics of the circular flow of economic activity with applications to the topic of caring for the vulnerable during pandemics
by Aziz Guergachi & Javid Hakim
- 2307.15181 On the Efficiency of Finely Stratified Experiments
by Yuehao Bai & Jizhou Liu & Azeem M. Shaikh & Max Tabord-Meehan
- 2307.15151 Predictability Tests Robust against Parameter Instability
by Christis Katsouris
- 2307.14887 Machine Learning-powered Pricing of the Multidimensional Passport Option
by Josef Teichmann & Hanna Wutte
- 2307.14867 One-step smoothing splines instrumental regression
by Jad Beyhum & Elia Lapenta & Pascal Lavergne
- 2307.14661 Exploration of legal implications of air and space travel for international and domestic travel and the Environment
by Jayanthi Vajiram & Negha Senthil & Nean Adhith. P & Ritikaa. VN
- 2307.14651 The misuse of law by Women in India -Constitutionality of Gender Bias
by Negha Senthil & Jayanthi Vajiram & Nirmala. V
- 2307.14525 Long Tails, Automation and Labor
by B. N. Kausik
- 2307.14499 Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models
by Lingwei Kong
- 2307.14463 Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models
by Christis Katsouris
- 2307.14409 Exploring the Bitcoin Mesoscale
by Nicol`o Vallarano & Tiziano Squartini & Claudio J. Tessone
- 2307.14378 Smoothing of numerical series by the triangle method on the example of hungarian gdp data 1992-2022 based on approximation by series of exponents
by Yekimov Sergey
- 2307.14322 Modeling Inverse Demand Function with Explainable Dual Neural Networks
by Zhiyu Cao & Zihan Chen & Prerna Mishra & Hamed Amini & Zachary Feinstein
- 2307.14310 Derivative Pricing using Quantum Signal Processing
by Nikitas Stamatopoulos & William J. Zeng
- 2307.14282 Causal Effects in Matching Mechanisms with Strategically Reported Preferences
by Marinho Bertanha & Margaux Luflade & Ismael Mourifi'e
- 2307.14270 Socioeconomic agents as active matter in nonequilibrium Sakoda-Schelling models
by Ruben Zakine & Jerome Garnier-Brun & Antoine-Cyrus Becharat & Michael Benzaquen
- 2307.14218 Interest rate convexity in a Gaussian framework
by Antoine Jacquier & Mugad Oumgari
- 2307.14203 Dynamic Regression Discontinuity: An Event-Study Approach
by Francesco Ruggieri
- 2307.14170 Power relations in Game Theory
by Daniele De Luca
- 2307.14129 Macroscopic Market Making
by Ivan Guo & Shijia Jin & Kihun Nam
- 2307.14049 Capital Structure Theories and its Practice, A study with reference to select NSE listed public sectors banks, India
by Kurada T S S Satyanarayana & Addada Narasimha Rao
- 2307.13966 Using Probabilistic Stated Preference Analyses to Understand Actual Choices
by Romuald Meango
- 2307.13870 American options in time-dependent one-factor models: Semi-analytic pricing, numerical methods and ML support
by Andrey Itkin & Dmitry Muravey
- 2307.13849 The Core of Bayesian Persuasion
by Laura Doval & Ran Eilat
- 2307.13841 It's Not Always the Leader's Fault: How Informed Followers Can Undermine Efficient Leadership
by Panagiotis Kyriazis & Edmund Lou
- 2307.13832 Multi-Factor Inception: What to Do with All of These Features?
by Tom Liu & Stefan Zohren
- 2307.13807 Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League
by V'elez Jim'enez & Rom'an Alberto & Lecuanda Ontiveros & Jos'e Manuel & Edgar Possani
- 2307.13793 Source Condition Double Robust Inference on Functionals of Inverse Problems
by Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara
- 2307.13772 Fragmentation and optimal liquidity supply on decentralized exchanges
by Alfred Lehar & Christine Parlour & Marius Zoican
- 2307.13686 Characteristics and Predictive Modeling of Short-term Impacts of Hurricanes on the US Employment
by Gan Zhang & Wenjun Zhu
- 2307.13624 Dynamic Function Market Maker
by Arman Abgaryan & Utkarsh Sharma
- 2307.13620 Impact of Transportation Network Companies on Labor Supply and Wages for Taxi Drivers
by Lu Ling & Xinwu Qian & Satish V. Ukkusuri
- 2307.13546 Transfer Learning for Portfolio Optimization
by Haoyang Cao & Haotian Gu & Xin Guo & Mathieu Rosenbaum
- 2307.13501 Deep Reinforcement Learning for Robust Goal-Based Wealth Management
by Tessa Bauman & Bruno Gav{s}perov & Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar
- 2307.13475 Large sample properties of GMM estimators under second-order identification
by Hugo Kruiniger
- 2307.13422 VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning
by Ivan Letteri
- 2307.13364 Testing for sparse idiosyncratic components in factor-augmented regression models
by Jad Beyhum & Jonas Striaukas
- 2307.13232 Changes in Risk Appreciation, and Short Memory of House Buyers When the Market is Hot, a Case Study of Christchurch, New Zealand
by Emil Mendoza & Fabian Dunker & Marco Reale
- 2307.13221 Multilevel Large Language Models for Everyone
by Yuanhao Gong
- 2307.13217 Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling
by Masanori Hirano & Kentaro Minami & Kentaro Imajo
- 2307.13094 Inference in Experiments with Matched Pairs and Imperfect Compliance
by Yuehao Bai & Hongchang Guo & Azeem M. Shaikh & Max Tabord-Meehan
- 2307.12918 Power sector benefits of flexible heat pumps
by Alexander Roth & Carlos Gaete-Morales & Dana Kirchem & Wolf-Peter Schill
- 2307.12893 Economic Analysis of Smart Roadside Infrastructure Sensors for Connected and Automated Mobility
by Laurent Kloeker & Gregor Joeken & Lutz Eckstein
- 2307.12843 From characteristic functions to multivariate distribution functions and European option prices by the damped COS method
by Gero Junike & Hauke Stier
- 2307.12776 Assessing Large Language Models' ability to predict how humans balance self-interest and the interest of others
by Valerio Capraro & Roberto Di Paolo & Veronica Pizziol
- 2307.12744 Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation
by Tobias Wand & Martin He{ss}ler & Oliver Kamps
- 2307.12731 The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation
by Deepankar Basu
- 2307.12695 Propagation of a carbon price in a credit portfolio through macroeconomic factors
by G'eraldine Bouveret & Jean-Franc{c}ois Chassagneux & Smail Ibbou & Antoine Jacquier & Lionel Sopgoui
- 2307.12628 Identification Robust Inference for the Risk Premium in Term Structure Models
by Frank Kleibergen & Lingwei Kong
- 2307.12479 Cloud Cost Optimization: A Comprehensive Review of Strategies and Case Studies
by Saurabh Deochake
- 2307.12457 Indicator Choice in Pay-for-Performance
by Majid Mahzoon & Ali Shourideh & Ariel Zetlin-Jones
- 2307.12362 Microeconomics of nitrogen fertilization in boreal carbon forestry
by Petri P. Karenlampi
- 2307.12161 Unraveling the Trade-off between Sustainability and Returns: A Multivariate Utility Analysis
by Marcos Escobar-Anel & Yiyao Jiao
- 2307.12104 Sharing Credit for Joint Research
by Nicholas Wu
- 2307.12087 CFR-p: Counterfactual Regret Minimization with Hierarchical Policy Abstraction, and its Application to Two-player Mahjong
by Shiheng Wang
- 2307.11919 Discrete time optimal investment under model uncertainty
by Laurence Carassus & Massinissa Ferhoune
- 2307.11857 Scenario Sampling for Large Supermodular Games
by Bryan S. Graham & Andrin Pelican
- 2307.11846 Social and individual learning in the Minority Game
by Bryce Morsky & Fuwei Zhuang & Zuojun Zhou
- 2307.11845 Multimodal Document Analytics for Banking Process Automation
by Christopher Gerling & Stefan Lessmann
- 2307.11732 Advancing Ad Auction Realism: Practical Insights & Modeling Implications
by Ming Chen & Sareh Nabi & Marciano Siniscalchi
- 2307.11685 Towards Generalizable Reinforcement Learning for Trade Execution
by Chuheng Zhang & Yitong Duan & Xiaoyu Chen & Jianyu Chen & Jian Li & Li Zhao
- 2307.11683 Assessing the role of small farmers and households in agriculture and the rural economy and measures to support their sustainable development
by Oleg Nivievskyi & Pavlo Iavorskyi & Oleksandr Donchenko
- 2307.11571 ESG Reputation Risk Matters: An Event Study Based on Social Media Data
by Maxime L. D. Nicolas & Adrien Desroziers & Fabio Caccioli & Tomaso Aste
- 2307.11508 A Robust Site Selection Model under uncertainty for Special Hospital Wards in Hong Kong
by Mohammad Heydari & Yanan Fan & Kin Keung Lai
- 2307.11484 Functional Differencing in Networks
by St'ephane Bonhomme & Kevin Dano
- 2307.11340 Optimal Bubble Riding with Price-dependent Entry: a Mean Field Game of Controls with Common Noise
by Ludovic Tangpi & Shichun Wang
- 2307.11137 Of Models and Tin Men: A Behavioural Economics Study of Principal-Agent Problems in AI Alignment using Large-Language Models
by Steve Phelps & Rebecca Ranson
- 2307.11127 Asymptotically Unbiased Synthetic Control Methods by Density Matching
by Masahiro Kato & Akari Ohda
- 2307.11039 Indicatori comuni del PNRR e framework SDGs: una proposta di indicatore composito
by Fabio Bacchini & Lorenzo Di Biagio & Giampiero M. Gallo & Vincenzo Spinelli
- 2307.11012 Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading Behavior
by David Ardia & Cl'ement Aymard & Tolga Cenesizoglu
- 2307.10983 Commitment and the Dynamics of Household Labor Supply
by Alexandros Theloudis & Jorge Velilla & Pierre-Andr'e Chiappori & J. Ignacio Gim'enez-Nadal & Jos'e Alberto Molina
- 2307.10900 American Exchange option driven by a L\'evy process
by Zakaria Marah
- 2307.10872 Real-Time Detection of Local No-Arbitrage Violations
by Torben G. Andersen & Viktor Todorov & Bo Zhou
- 2307.10808 Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method
by Sebastian Calcetero-Vanegas & Andrei L. Badescu & X. Sheldon Lin
- 2307.10694 PySDTest: a Python/Stata Package for Stochastic Dominance Tests
by Kyungho Lee & Yoon-Jae Whang
- 2307.10660 Horizontal and Vertical Differentiation: Approaching Endogenous Measurement in Intra-industry Trade
by Sourish Dutta
- 2307.10649 An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution
by Soohan Kim & Jimyeong Kim & Hong Kee Sul & Youngjoon Hong
- 2307.10549 Dynamic Large Language Models on Blockchains
by Yuanhao Gong
- 2307.10540 Mean Field Games for Optimal Investment Under Relative Performance Criteria
by Ananya Parashar
- 2307.10485 FinGPT: Democratizing Internet-scale Data for Financial Large Language Models
by Xiao-Yang Liu & Guoxuan Wang & Hongyang Yang & Daochen Zha
- 2307.10454 Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
by Younghoon Kim & Marie-Christine Duker & Zachary F. Fisher & Vladas Pipiras
- 2307.10328 Subjective Expected Utility and Psychological Gambles
by Gianluca Cassese
- 2307.10067 The Canonical Decomposition of Factor Models: Weak Factors are Everywhere
by Philipp Gersing & Matteo Barigozzi & Christoph Rust & Manfred Deistler
- 2307.09969 Asian Option Pricing via Laguerre Quadrature: A Diffusion Kernel Approach
by P. G. Morrison
- 2307.09864 Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models
by Matteo Barigozzi
- 2307.09844 Reinforcement Learning for Credit Index Option Hedging
by Francesco Mandelli & Marco Pinciroli & Michele Trapletti & Edoardo Vittori
- 2307.09767 Sig-Splines: universal approximation and convex calibration of time series generative models
by Magnus Wiese & Phillip Murray & Ralf Korn
- 2307.09710 On intermediate Marginals in Martingale Optimal Transportation
by Julian Sester
- 2307.09669 The Impacts of Registration Regime Implementation on IPO Pricing Efficiency
by Qi Deng & Linhong Zheng & Jiaqi Peng & Xu Li & Zhong-guo Zhou & Monica Hussein & Dingyi Chen & Mick Swartz
- 2307.09634 Power to the teens? A model of parents' and teens' collective labor supply
by Jos'e Alfonso Mu~noz-Alvarado
- 2307.09631 Deep Reinforcement Learning for ESG financial portfolio management
by Eduardo C. Garrido-Merch'an & Sol Mora-Figueroa-Cruz-Guzm'an & Mar'ia Coronado-Vaca
- 2307.09617 The Great Deception: A Comprehensive Study of Execution Strategies in Corporate Share Buy-Backs
by Michael Seigne & Joerg Osterrieder
- 2307.09479 A Model of Competitive Assortment Planning Algorithm
by Dipankar Das
- 2307.09411 Risk Preference Types, Limited Consideration, and Welfare
by Levon Barseghyan & Francesca Molinari
- 2307.09392 Is Kyle's equilibrium model stable?
by Umut Cetin & Kasper Larsen
- 2307.09332 Company2Vec -- German Company Embeddings based on Corporate Websites
by Christopher Gerling
- 2307.09251 Socio-spatial Inequalities in a Context of "Great Economic Wealth". Case study of neighbourhoods of Luxembourg City
by Natalia Zdanowska
- 2307.09216 Rough PDEs for local stochastic volatility models
by Peter Bank & Christian Bayer & Peter K. Friz & Luca Pelizzari
- 2307.09137 The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis
by Apostolos Ampountolas
- 2307.09077 Estimation of an Order Book Dependent Hawkes Process for Large Datasets
by Luca Mucciante & Alessio Sancetta
- 2307.09035 COVID-19 Demand Shocks Revisited: Did Advertising Technology Help Mitigate Adverse Consequences for Small and Midsize Businesses?
by Shun-Yang Lee & Julian Runge & Daniel Yoo & Yakov Bart & Anett Gyurak & J. W. Schneider
- 2307.08968 The Beginning of the Trend: Interest Rates, Profits, and Markups
by Anton Bobrov & James Traina
- 2307.08869 Culture, Gender, and Labor Force Participation: Evidence from Colombia
by Hector Galindo-Silva & Paula Herrera-Id'arraga
- 2307.08861 An effective interest rate cap: a clarification
by Mikhail V. Sokolov
- 2307.08853 Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins
by Apostolos Ampountolas
- 2307.08768 Decentralized Prediction Markets and Sports Books
by Hamed Amini & Maxim Bichuch & Zachary Feinstein
- 2307.08675 Exploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry
by Yifan He & Svetlozar Rachev
- 2307.08666 Shannon entropy to quantify complexity in the financial market
by Alexis Rodriguez Carranza & Jos'e Luis Ponte Bejarano & Juan Carlos Ponte Bejarano & Segundo Eloy Soto Abanto
- 2307.08665 Bayesian Forecasting of Stock Returns on the JSE using Simultaneous Graphical Dynamic Linear Models
by Nelson Kyakutwika & Bruce Bartlett
- 2307.08651 Generalized Families of Fractional Stochastic Dominance
by Ehsan Azmoodeh & Ozan Hur
- 2307.08650 Thailand Asset Value Estimation Using Aerial or Satellite Imagery
by Supawich Puengdang & Worawate Ausawalaithong & Phiratath Nopratanawong & Narongdech Keeratipranon & Chayut Wongkamthong
- 2307.08649 Joint Latent Topic Discovery and Expectation Modeling for Financial Markets
by Lili Wang & Chenghan Huang & Chongyang Gao & Weicheng Ma & Soroush Vosoughi
Printed from https://ideas.repec.org/s/arx/papers32.html
