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Content
2023
- 2307.08646 Global path preference and local response: A reward decomposition approach for network path choice analysis in the presence of locally perceived attributes
by Yuki Oyama
- 2307.08628 Is (independent) subordination relevant in option pricing?
by Michele Azzone & Roberto Baviera
- 2307.08616 Temporal and Geographical Analysis of Real Economic Activities in the Bitcoin Blockchain
by Rafael Ramos Tubino & Remy Cazabet & Natkamon Tovanich & Celine Robardet
- 2307.08612 Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency
by Jessica Morales Herrera & Ra'ul Salgado-Garc'ia
- 2307.08564 Shaping New Norms for AI
by Andrea Baronchelli
- 2307.08557 Unraveling Coordination Problems
by Roweno J. R. K. Heijmans
- 2307.08542 Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity
by Giulio Principi & Peter P. Wakker & Ruodu Wang
- 2307.08465 The Chebyshev Polynomials Of The First Kind For Analysis Rates Shares Of Enterprises
by Sergey Yekimov
- 2307.08049 Datalism and Data Monopolies in the Era of A.I.: A Research Agenda
by Catherine E. A. Mulligan & Phil Godsiff
- 2307.08011 Quantal Response Equilibrium with a Continuum of Types: Characterization and Nonparametric Identification
by Evan Friedman & Duarte Gonc{c}alves
- 2307.07888 Privately Policing Dark Patterns
by Gregory M. Dickinson
- 2307.07868 Contrasting the efficiency of stock price prediction models using various types of LSTM models aided with sentiment analysis
by Varun Sangwan & Vishesh Kumar Singh & Bibin Christopher V
- 2307.07867 Adjusting the nuclear reactor's neutron transport and diffusion theory for an alternative description and modelling of postage or supplies delivery processes
by Nick P. Petropoulos
- 2307.07811 Generative Meta-Learning Robust Quality-Diversity Portfolio
by Kamer Ali Yuksel
- 2307.07746 Optimal Queue Design
by Yeon-Koo Che & Olivier Tercieux
- 2307.07694 Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation
by Chung I Lu
- 2307.07689 Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors
by Zhaoxing Gao & Ruey S. Tsay
- 2307.07672 Feasible Conditional Belief Distributions
by Itai Arieli & Yakov Babichenko & Fedor Sandomirskiy
- 2307.07657 Machine learning for option pricing: an empirical investigation of network architectures
by Laurens Van Mieghem & Antonis Papapantoleon & Jonas Papazoglou-Hennig
- 2307.07629 Contracting with Heterogeneous Researchers
by Han Wang
- 2307.07574 Sparsified Simultaneous Confidence Intervals for High-Dimensional Linear Models
by Xiaorui Zhu & Yichen Qin & Peng Wang
- 2307.07374 Strategic Budget Selection in a Competitive Autobidding World
by Yiding Feng & Brendan Lucier & Aleksandrs Slivkins
- 2307.07103 A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model
by Chao Guo & Ning Yao
- 2307.07090 Choice Models and Permutation Invariance: Demand Estimation in Differentiated Products Markets
by Amandeep Singh & Ye Liu & Hema Yoganarasimhan
- 2307.07037 The Determinants of Foreign Direct Investment (FDI) A Panel Data Analysis for the Emerging Asian Economies
by ATM Omor Faruq
- 2307.07024 Approximately optimal trade execution strategies under fast mean-reversion
by David Evangelista & Yuri Thamsten
- 2307.07015 Advertiser Learning in Direct Advertising Markets
by Carl F. Mela & Jason M. T. Roos & Tulio Sousa
- 2307.07010 Optimal contract design via relaxation: application to the problem of brokerage fee for a client with private signal
by Guillermo Alonso Alvarez & Sergey Nadtochiy
- 2307.06684 The Heterogeneous Earnings Impact of Job Loss Across Workers, Establishments, and Markets
by Susan Athey & Lisa K. Simon & Oskar N. Skans & Johan Vikstrom & Yaroslav Yakymovych
- 2307.06600 Critical comparisons on deep learning approaches for foreign exchange rate prediction
by Zhu Bangyuan
- 2307.06450 Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms
by Robert Balkin & Hector D. Ceniceros & Ruimeng Hu
- 2307.06400 Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market
by Beatrice Foroni & Luca Merlo & Lea Petrella
- 2307.06339 Real-time Trading System based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-hard Combinatorial Optimization
by Kosuke Tatsumura & Ryo Hidaka & Jun Nakayama & Tomoya Kashimata & Masaya Yamasaki
- 2307.06309 S Equilibrium: A Synthesis of (Behavioral) Game Theory
by Jacob K Goeree & Bernardo Garcia-Pola
- 2307.06190 Stationarity with Occasionally Binding Constraints
by James A. Duffy & Sophocles Mavroeidis & Sam Wycherley
- 2307.06174 Identification in Multiple Treatment Models under Discrete Variation
by Vishal Kamat & Samuel Norris & Matthew Pecenco
- 2307.06145 Robust Impulse Responses using External Instruments: the Role of Information
by Davide Brignone & Alessandro Franconi & Marco Mazzali
- 2307.05843 Responses of Unemployment to Productivity Changes for a General Matching Technology
by Rich Ryan
- 2307.05818 What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate
by Guillaume Chevillon & Takamitsu Kurita
- 2307.05719 Systemic risk indicator based on implied and realized volatility
by Pawe{l} Sakowski & Rafa{l} Sieradzki & Robert 'Slepaczuk
- 2307.05630 Complete Conditional Type Structures (Extended Abstract)
by Nicodemo De Vito
- 2307.05581 Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study
by Sedar Olmez & Akhil Ahmed & Keith Kam & Zhe Feng & Alan Tua
- 2307.05562 Decentralized Decision-Making in Retail Chains: Evidence from Inventory Management
by Victor Aguirregabiria & Francis Guiton
- 2307.05522 Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies
by Tom Liu & Stephen Roberts & Stefan Zohren
- 2307.05470 A Robust and Efficient Optimization Model for Electric Vehicle Charging Stations in Developing Countries under Electricity Uncertainty
by Mansur Arief & Yan Akhra & Iwan Vanany
- 2307.05391 Harnessing the Potential of Volatility: Advancing GDP Prediction
by Ali Lashgari
- 2307.05122 Synthetic Decomposition for Counterfactual Predictions
by Nathan Canen & Kyungchul Song
- 2307.05121 Transaction Fraud Detection via Spatial-Temporal-Aware Graph Transformer
by Yue Tian & Guanjun Liu
- 2307.05078 Selling Data to a Competitor (Extended Abstract)
by Ronen Gradwohl & Moshe Tennenholtz
- 2307.05054 Resilient Information Aggregation
by Itai Arieli & Ivan Geffner & Moshe Tennenholtz
- 2307.05048 Portfolio Optimization: A Comparative Study
by Jaydip Sen & Subhasis Dasgupta
- 2307.04986 Epidemic Modeling with Generative Agents
by Ross Williams & Niyousha Hosseinichimeh & Aritra Majumdar & Navid Ghaffarzadegan
- 2307.04953 Measuring Cause-Effect with the Variability of the Largest Eigenvalue
by Alejandro Rodriguez Dominguez & Irving Ramirez Carrillo & David Parraga Riquelme
- 2307.04879 Modeling evidential cooperation in large worlds
by Johannes Treutlein
- 2307.04863 Interpretable ML for High-Frequency Execution
by Timoth'ee Fabre & Vincent Ragel
- 2307.04754 Action-State Dependent Dynamic Model Selection
by Francesco Cordoni & Alessio Sancetta
- 2307.04709 Fatal errors and misuse of mathematics in the Hong-Page Theorem and Landemore's epistemic argument
by 'Alvaro Romaniega
- 2307.04676 Importance Sampling for Minimization of Tail Risks: A Tutorial
by Anand Deo & Karthyek Murthy
- 2307.04647 A note on the induction of comonotonic additive risk measures from acceptance sets
by Samuel Solgon Santos & Marlon Ruoso Moresco & Marcelo Brutti Righi & Eduardo de Oliveira Horta
- 2307.04510 An analysis of least squares regression and neural networks approximation for the pricing of swing options
by Christian Yeo
- 2307.04140 Dynamics of the securities market in the information asymmetry context: developing a methodology for emerging securities markets
by Kostyantyn Anatolievich Malyshenko & Majid Mohammad Shafiee & Vadim Anatolievich Malyshenko & Marina Viktorovna Anashkina
- 2307.04108 Asynchronous Proportional Response Dynamics in Markets with Adversarial Scheduling
by Yoav Kolumbus & Menahem Levy & Noam Nisan
- 2307.04070 A Belief-Based Characterization of Reduced-Form Auctions
by Xu Lang
- 2307.04059 Exploring Dynamic Asset Pricing within Bachelier Market Model
by Nancy Asare Nyarko & Bhathiya Divelgama & Jagdish Gnawali & Blessing Omotade & Svetlozar Rachev & Peter Yegon
- 2307.04045 Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation
by Alexander Nikiporenko
- 2307.03994 Market Design for Capacity Sharing in Networks
by Saurabh Amin & Patrick Jaillet & Haripriya Pulyassary & Manxi Wu
- 2307.03935 dYdX: Liquidity Providers' Incentive Programme Review
by Colin Chan
- 2307.03927 Fast Empirical Scenarios
by Michael Multerer & Paul Schneider & Rohan Sen
- 2307.03808 A Regional Analysis of Electric LDV Portfolio Choices by Vehicle Manufacturers
by Aditya Ramji & Hanif Tayarani
- 2307.03693 Are there Dragon Kings in the Stock Market?
by Jiong Liu & M. Dashti Moghaddam & R. A. Serota
- 2307.03594 Generalised Covariances and Correlations
by Tobias Fissler & Marc-Oliver Pohle
- 2307.03552 Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions
by Francis X. Diebold & Glenn D. Rudebusch
- 2307.03499 Decentralised Finance and Automated Market Making: Execution and Speculation
by 'Alvaro Cartea & Fayc{c}al Drissi & Marcello Monga
- 2307.03447 Dynamic Return and Star-Shaped Risk Measures via BSDEs
by Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino
- 2307.03391 On Unified Adaptive Portfolio Management
by Chi-Lin Li & Chung-Han Hsieh
- 2307.03181 Markov Persuasion Processes with Endogenous Agent Beliefs
by Krishnamurthy Iyer & Haifeng Xu & You Zu
- 2307.03090 A cohort-based Partial Internal Model for demographic risk
by Francesco Della Corte & Gian Paolo Clemente & Nino Savelli
- 2307.03079 A Robust Characterization of Nash Equilibrium
by Florian Brandl & Felix Brandt
- 2307.02918 Does personality affect the allocation of resources within households?
by Gast'on P. Fern'andez
- 2307.02713 A Simple Linear Algebraic Approach to Capture the Dynamics of the Circular Flow of Income
by Aziz Guergachi & Javid Hakim
- 2307.02673 Panel Data Nowcasting: The Case of Price-Earnings Ratios
by Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas
- 2307.02627 Proxy Selection in Transitive Proxy Voting
by Jacqueline Harding
- 2307.02582 Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance
by Xiyue Han & Alexander Schied
- 2307.02512 Application of the Deffuant model in money exchange
by Hsin-Lun Li
- 2307.02470 Statistical Physics Perspective on Economic Inequality
by Victor M. Yakovenko
- 2307.02455 Policy Expectation Counts? The Impact of China's Delayed Retirement Announcement on Urban Households Savings Rates
by Shun Zhang
- 2307.02422 Wishful Thinking is Risky Thinking
by Jarrod Burgh & Emerson Melo
- 2307.02375 Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods
by Ioanna-Yvonni Tsaknaki & Fabrizio Lillo & Piero Mazzarisi
- 2307.02319 Algorithms, Incentives, and Democracy
by Elizabeth Maggie Penn & John W. Patty
- 2307.02310 Robust Hedging GANs
by Yannick Limmer & Blanka Horvath
- 2307.02178 Non-Concave Utility Maximization with Transaction Costs
by Shuaijie Qian & Chen Yang
- 2307.02154 Noise reduction for functional time series
by Cees Diks & Bram Wouters
- 2307.02074 Arbitrageurs' profits, LVR, and sandwich attacks: batch trading as an AMM design response
by Andrea Canidio & Robin Fritsch
- 2307.01986 On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type
by Qian Lei & Chi Seng Pun
- 2307.01816 Over-the-Counter Market Making via Reinforcement Learning
by Zhou Fang & Haiqing Xu
- 2307.01814 Option Market Making via Reinforcement Learning
by Zhou Fang & Haiqing Xu
- 2307.01779 Asymptotics for the Generalized Autoregressive Conditional Duration Model
by Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt
- 2307.01719 MOPO-LSI: A User Guide
by Yong Zheng & Kumar Neelotpal Shukla & Jasmine Xu & David & Wang & Michael O'Leary
- 2307.01686 Transaction Fee Mechanism Design with Active Block Producers
by Maryam Bahrani & Pranav Garimidi & Tim Roughgarden
- 2307.01599 A Scalable Reinforcement Learning-based System Using On-Chain Data for Cryptocurrency Portfolio Management
by Zhenhan Huang & Fumihide Tanaka
- 2307.01449 A Double Machine Learning Approach to Combining Experimental and Observational Data
by Harsh Parikh & Marco Morucci & Vittorio Orlandi & Sudeepa Roy & Cynthia Rudin & Alexander Volfovsky
- 2307.01443 Emissions and Energy Impacts of the Inflation Reduction Act
by John Bistline & Geoffrey Blanford & Maxwell Brown & Dallas Burtraw & Maya Domeshek & Jamil Farbes & Allen Fawcett & Anne Hamilton & Jesse Jenkins & Ryan Jones & Ben King & Hannah Kolus & John Larsen & Amanda Levin & Megan Mahajan & Cara Marcy & Erin Mayfield & James McFarland & Haewon McJeon & Robbie Orvis & Neha Patankar & Kevin Rennert & Christopher Roney & Nicholas Roy & Greg Schivley & Daniel Steinberg & Nadejda Victor & Shelley Wenzel & John Weyant & Ryan Wiser & Mei Yuan & Alicia Zhao
- 2307.01404 Social media use among American Indians in South Dakota: Preferences and perceptions
by Deepthi Kolady & Amrit Dumre & Weiwei Zhang & Kaiqun Fu & Marcia O'Leary & Laura Rose
- 2307.01357 Adaptive Principal Component Regression with Applications to Panel Data
by Anish Agarwal & Keegan Harris & Justin Whitehouse & Zhiwei Steven Wu
- 2307.01348 Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
by Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang
- 2307.01328 A maximal inequality for local empirical processes under weak dependence
by Luis Alvarez & Cristine Pinto
- 2307.01319 On the Guyon-Lekeufack Volatility Model
by Marcel Nutz & Andr'es Riveros Valdevenito
- 2307.01284 Does regional variation in wage levels identify the effects of a national minimum wage?
by Daniel Haanwinckel
- 2307.01155 From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance
by Abha Naik & Esra Yeniaras & Gerhard Hellstern & Grishma Prasad & Sanjay Kumar Lalta Prasad Vishwakarma
- 2307.01085 Some challenges of calibrating differentiable agent-based models
by Arnau Quera-Bofarull & Joel Dyer & Anisoara Calinescu & Michael Wooldridge
- 2307.01049 Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning
by Yu-Chin Hsu & Martin Huber & Yu-Min Yen
- 2307.01033 Expected Shortfall LASSO
by Sander Barendse
- 2307.00807 Replication of financial derivatives under extreme market models given marginals
by Tongseok Lim
- 2307.00779 Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport
by Yanqin Fan & Hyeonseok Park & Gaoqian Xu
- 2307.00622 Order preservation with dummies in the musseum pass problem
by Ricardo Mart'inez & Joaqu'in S'anchez-Soriano
- 2307.00571 The fundamental theorem of asset pricing with and without transaction costs
by Christoph Kuhn
- 2307.00476 Pricing European Options with Google AutoML, TensorFlow, and XGBoost
by Juan Esteban Berger
- 2307.00459 Principal Component Analysis and Hidden Markov Model for Forecasting Stock Returns
by Eugene W. Park
- 2307.00413 The Classical Theory of Supply and Demand
by Sabiou Inoua & Vernon Smith
- 2307.00412 Adam Smith's Theory of Value: A Reappraisal of Classical Price Discovery
by Sabiou Inoua & Vernon Smith
- 2307.00410 A Classical Model of Speculative Asset Price Dynamics
by Sabiou Inoua & Vernon Smith
- 2307.00369 The Yule-Frisch-Waugh-Lovell Theorem
by Deepankar Basu
- 2307.00349 Unbalanced Growth and Land Overvaluation
by Tomohiro Hirano & Alexis Akira Toda
- 2307.00251 Local Eviction Moratoria and the Spread of COVID-19
by Julia Hatamyar & Christopher F. Parmeter
- 2306.17810 A Massive Scale Semantic Similarity Dataset of Historical English
by Emily Silcock & Melissa Dell
- 2306.17773 Obvious Manipulations in Matching without and with Contracts
by R. Pablo Arribillaga & E. Pepa Risma
- 2306.17742 Blockchain scaling and liquidity concentration on decentralized exchanges
by Basile Caparros & Amit Chaudhary & Olga Klein
- 2306.17546 Two characterizations of the dense rank
by Jos'e Luis Garc'ia-Lapresta & Miguel Mart'inez-Panero
- 2306.17467 On the Behavior of the Payoff Amounts in Simple Interest Loans in Arbitrage-Free Markets
by Fausto Di Biase & Stefano Di Rocco & Alessandra Ortolano & Maurizio Parton
- 2306.17355 Recurring Auctions with Costly Entry: Theory and Evidence
by Shanglyu Deng & Qiyao Zhou
- 2306.17341 A Comparison of Sequential Ranked-Choice Voting and Single Transferable Vote
by David McCune & Erin Martin & Grant Latina & Kaitlyn Simms
- 2306.17316 Triangle Fees
by Rithvik Rao & Nihar Shah
- 2306.17309 Retail Pricing Format and Rigidity of Regular Prices
by Sourav Ray & Avichai Snir & Daniel Levy
- 2306.17179 Integrating Tick-level Data and Periodical Signal for High-frequency Market Making
by Jiafa He & Cong Zheng & Can Yang
- 2306.17178 Optimal Execution Using Reinforcement Learning
by Cong Zheng & Jiafa He & Can Yang
- 2306.17111 Equal Pay for Similar Work
by Diego Gentile Passaro & Fuhito Kojima & Bobak Pakzad-Hurson
- 2306.17095 Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
by Marcin Wk{a}torek & Maria Skupie'n & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z
- 2306.17025 Would Friedman Burn your Tokens?
by Aggelos Kiayias & Philip Lazos & Jan Christoph Schlegel
- 2306.16982 Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach
by Bingyan Han & Chi Seng Pun & Hoi Ying Wong
- 2306.16960 Sketching a Model on Fisheries Enforcement and Compliance -- A Survey
by Manuel Coelho & Jos'e Ant'onio Filipe & Manuel Alberto M. Ferreira
- 2306.16904 Endogenous Barriers to Learning
by Olivier Compte
- 2306.16871 Discount Models
by Damir Filipovic
- 2306.16681 Data-driven Multiperiod Robust Mean-Variance Optimization
by Xin Hai & Gregoire Loeper & Kihun Nam
- 2306.16591 Nonparametric Causal Decomposition of Group Disparities
by Ang Yu & Felix Elwert
- 2306.16563 Using Monte Carlo Methods for Retirement Simulations
by Aditya Gupta & Vijay K. Tayal
- 2306.16553 Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation
by Delia Coculescu & M'ed'eric Motte & Huy^en Pham
- 2306.16525 Divergence Based Quadrangle and Applications
by Anton Malandii & Siddhartha Gupte & Cheng Peng & Stan Uryasev
- 2306.16522 The Implied Views of Bond Traders on the Spot Equity Market
by Yifan He & Yuan Hu & Svetlozar Rachev
- 2306.16424 Realistic Synthetic Financial Transactions for Anti-Money Laundering Models
by Erik Altman & Jovan Blanuv{s}a & Luc von Niederhausern & B'eni Egressy & Andreea Anghel & Kubilay Atasu
- 2306.16422 Neural networks can detect model-free static arbitrage strategies
by Ariel Neufeld & Julian Sester
- 2306.16393 High-Dimensional Canonical Correlation Analysis
by Anna Bykhovskaya & Vadim Gorin
- 2306.16351 Expectile Quadrangle and Applications
by Viktor Kuzmenko & Anton Malandii & Stan Uryasev
- 2306.16346 A closed form model-free approximation for the Initial Margin of option portfolios
by Claude Martini & Arianna Mingone
- 2306.16208 Continuous-time q-learning for mean-field control problems
by Xiaoli Wei & Xiang Yu
- 2306.16165 Application of spin glass ideas in social sciences, economics and finance
by Jean-Philippe Bouchaud & Matteo Marsili & Jean-Pierre Nadal
- 2306.16162 Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach
by R. P. Datta
- 2306.15993 Condorcet Domains of Degree at most Seven
by Dolica Akello-Egwell & Charles Leedham-Green & Alastair Litterick & Klas Markstrom & S{o}ren Riis
- 2306.15835 Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures
by Zacharia Issa & Blanka Horvath
- 2306.15807 Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
by Qi Deng & Zhong-guo Zhou
- 2306.15585 Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning
by Sherly Alfonso-S'anchez & Jes'us Solano & Alejandro Correa-Bahnsen & Kristina P. Sendova & Cristi'an Bravo
- 2306.15554 A Theory of Complex Adaptive Learning and a Non-Localized Wave Equation in Quantum Mechanics
by Leilei Shi & Xinshuai Guo & Jiuchang Wei & Wei Zhang & Guocheng Wang & Bing-Hong Wang
- 2306.15526 Higher-order Graph Attention Network for Stock Selection with Joint Analysis
by Yang Qiao & Yiping Xia & Xiang Li & Zheng Li & Yan Ge
- 2306.15524 Robust Wasserstein Optimization and its Application in Mean-CVaR
by Xin Hai & Kihun Nam
- 2306.15048 Assessing Heterogeneity of Treatment Effects
by Tetsuya Kaji & Jianfei Cao
- 2306.15033 Sea Change in Software Development: Economic and Productivity Analysis of the AI-Powered Developer Lifecycle
by Thomas Dohmke & Marco Iansiti & Greg Richards
- 2306.15026 Valuation of Equity Linked Securities with Guaranteed Return
by David Xiao
- 2306.15000 Identifying Socially Disruptive Policies
by Eric Auerbach & Yong Cai
- 2306.14862 Marginal Effects for Probit and Tobit with Endogeneity
by Kirill S. Evdokimov & Ilze Kalnina & Andrei Zeleneev
- 2306.14653 Optimization of the Generalized Covariance Estimator in Noncausal Processes
by Gianluca Cubadda & Francesco Giancaterini & Alain Hecq & Joann Jasiak
- 2306.14602 A lower bound for the volatility swap in the lognormal SABR model
by E. Al`os & F. Rolloos & K. Shiraya
- 2306.14506 An elementary proof of the dual representation of Expected Shortfall
by Martin Herdegen & Cosimo Munari
- 2306.14445 Hybrid unadjusted Langevin methods for high-dimensional latent variable models
by Ruben Loaiza-Maya & Didier Nibbering & Dan Zhu
- 2306.14311 Simple Estimation of Semiparametric Models with Measurement Errors
by Kirill S. Evdokimov & Andrei Zeleneev
- 2306.14247 Selling Multiple Complements with Packaging Costs
by Simon Finster
- 2306.14222 Unveiling the Potential of Sentiment: Can Large Language Models Predict Chinese Stock Price Movements?
by Haohan Zhang & Fengrui Hua & Chengjin Xu & Hao Kong & Ruiting Zuo & Jian Guo
- 2306.14186 Statistical electricity price forecasting: A structural approach
by Raffaele Sgarlato
- 2306.14004 Latent Factor Analysis in Short Panels
by Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet
- 2306.13858 Decarbonization patterns of residential building operations in China and India
by Ran Yan & Nan Zhou & Wei Feng & Minda Ma & Xiwang Xiang & Chao Mao
- 2306.13772 Heat increases experienced racial segregation in the United States
by Till Baldenius & Nicolas Koch & Hannah Klauber & Nadja Klein
- 2306.13681 Estimating the Value of Evidence-Based Decision Making
by Alberto Abadie & Anish Agarwal & Guido Imbens & Siwei Jia & James McQueen & Serguei Stepaniants
- 2306.13677 Dynamic Net Metering for Energy Communities
by Ahmed S. Alahmed & Lang Tong
- 2306.13661 Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning
by Joel Ong & Dorien Herremans
- 2306.13436 Does Environmental Attention by Governments Promote Carbon Reductions
by Yichuan Tian
- 2306.13419 Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
by Simon Hirsch & Florian Ziel
- 2306.13383 Fair integer programming under dichotomous and cardinal preferences
by Tom Demeulemeester & Dries Goossens & Ben Hermans & Roel Leus
- 2306.13378 Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies
by Yuki Sato & Kiyoshi Kanazawa
- 2306.13371 Fractal properties, information theory, and market efficiency
by Xavier Brouty & Matthieu Garcin
- 2306.13362 Factor-augmented sparse MIDAS regressions with an application to nowcasting
by Jad Beyhum & Jonas Striaukas
- 2306.13343 Optimal Investment with Stochastic Interest Rates and Ambiguity
by Julian Holzermann
- 2306.13208 Consumption Partial Insurance in the Presence of Tail Income Risk
by Anisha Ghosh & Alexandros Theloudis
- 2306.13070 Armed Conflict and Early Human Capital Accumulation: Evidence from Cameroon's Anglophone Conflict
by Hector Galindo-Silva & Guy Tchuente
- 2306.13005 A Discrimination Report Card
by Patrick Kline & Evan K. Rose & Christopher R. Walters
- 2306.12969 Stock Price Prediction using Dynamic Neural Networks
by David Noel
- 2306.12965 Improved Financial Forecasting via Quantum Machine Learning
by Sohum Thakkar & Skander Kazdaghli & Natansh Mathur & Iordanis Kerenidis & Andr'e J. Ferreira-Martins & Samurai Brito
- 2306.12964 Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning
by Shuo Yu & Hongyan Xue & Xiang Ao & Feiyang Pan & Jia He & Dandan Tu & Qing He
- 2306.12924 The Impact of Parenthood on Labour Market Outcomes of Women and Men in Poland
by Radost Waszkiewicz & Honorata Bogusz
- 2306.12921 Generic Forward Curve Dynamics for Commodity Derivatives
by David Xiao
- 2306.12863 Price elasticity of electricity demand: Using instrumental variable regressions to address endogeneity and autocorrelation of high-frequency time series
by Silvana Tiedemann & Raffaele Sgarlato & Lion Hirth
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