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Content
2023
- 2302.07822 Silkswap: An asymmetric automated market maker model for stablecoins
by Nicola Cantarutti & Alex Harker & Carter Woetzel
- 2302.07796 A Comparative Predicting Stock Prices using Heston and Geometric Brownian Motion Models
by H. T. Shehzad & M. A. Anwar & M. Razzaq
- 2302.07758 Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation
by Aur'elien Alfonsi
- 2302.07721 Regime-switching affine term structures
by Andreas Celary & Paul Eisenberg & Zehra Eksi
- 2302.07695 Genetic multi-armed bandits: a reinforcement learning approach for discrete optimization via simulation
by Deniz Preil & Michael Krapp
- 2302.07631 Path Integral Method for Pricing Proportional Step Double-Barrier Option with Time Dependent Parameters
by Qi Chen & Chao Guo
- 2302.07627 LP-Duality Theory and the Cores of Games
by Vijay V. Vazirani
- 2302.07619 A study on Non-Performing Assets Cases and Cryptocurrency in Japan
by Burina Fujiwara
- 2302.07618 Solidarity to achieve stability
by Jorge Alcalde-Unzu & Oihane Gallo & Elena Inarra & Juan D. Moreno-Ternero
- 2302.07525 Efficiency in European Air Traffic Management -- A Fundamental Analysis of Data, Models, and Methods
by Thomas Standfuss & Georg Hirte & Michael Schultz & Hartmut Fricke
- 2302.07470 On time-consistent equilibrium stopping under aggregation of diverse discount rates
by Shuoqing Deng & Xiang Yu & Jiacheng Zhang
- 2302.07413 A Guide to Regression Discontinuity Designs in Medical Applications
by Matias D. Cattaneo & Luke Keele & Rocio Titiunik
- 2302.07320 Policy gradient learning methods for stochastic control with exit time and applications to share repurchase pricing
by Mohamed Hamdouche & Pierre Henry-Labordere & Huyen Pham
- 2302.07117 Control of Emerging-Market Target, Abnormal Stock Return: Evidence in Vietnam
by Quyen Van & Vy Tran
- 2302.07052 Sequential Estimation of Multivariate Factor Stochastic Volatility Models
by Giorgio Calzolari & Roxana Halbleib & Christian Mucher
- 2302.06958 For One and All: Individual and Group Fairness in the Allocation of Indivisible Goods
by Jonathan Scarlett & Nicholas Teh & Yair Zick
- 2302.06799 Quantiled conditional variance, skewness, and kurtosis by Cornish-Fisher expansion
by Ningning Zhang & Ke Zhu
- 2302.06778 Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets
by Minglian Lin & Indranil SenGupta
- 2302.06682 Parametric Differential Machine Learning for Pricing and Calibration
by Arun Kumar Polala & Bernhard Hientzsch
- 2302.06668 Ruin Probabilities for Risk Processes in Stochastic Networks
by Hamed Amini & Zhongyuan Cao & Andreea Minca & Agn`es Sulem
- 2302.06580 Comparison Shopping: Learning Before Buying From Duopolists
by Brian C. Albrecht & Mark Whitmeyer
- 2302.06559 Recommending to Strategic Users
by Andreas Haupt & Dylan Hadfield-Menell & Chara Podimata
- 2302.06348 A Tale of Two Currencies: Cash and Crypto
by Ravi Kashyap
- 2302.06033 Improving Quantal Cognitive Hierarchy Model Through Iterative Population Learning
by Yuhong Xu & Shih-Fen Cheng & Xinyu Chen
- 2302.05831 On the Difficulty of Characterizing Network Formation with Endogenous Behavior
by Benjamin Golub & Yu-Chi Hsieh & Evan Sadler
- 2302.05808 Long-term option pricing with a lower reflecting barrier
by R. Guy Thomas
- 2302.05806 Random Utility, Repeated Choice, and Consumption Dependence
by Christopher Turansick
- 2302.05772 Set-Asides in USDA Food Procurement Auctions
by Ni Yan & WenTing Tao
- 2302.05747 Individualized Treatment Allocation in Sequential Network Games
by Toru Kitagawa & Guanyi Wang
- 2302.05677 A Tractable Truthful Profit Maximization Mechanism Design with Autonomous Agents
by Mina Montazeri & Hamed Kebriaei & Babak N. Araabi
- 2302.05590 Zero-Knowledge Mechanisms
by Ran Canetti & Amos Fiat & Yannai A. Gonczarowski
- 2302.05421 Some asymptotics for short maturity Asian options
by Humayra Shoshi & Indranil SenGupta
- 2302.05404 Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness
by Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara
- 2302.05260 Policy Learning with Rare Outcomes
by Julia Hatamyar & Noemi Kreif
- 2302.05256 Modelling Illiquid Stocks Using Quantum Stochastic Calculus: Asymptotic Methods
by Will Hicks
- 2302.05243 Modelling Illiquid Stocks Using Quantum Stochastic Calculus
by Will Hicks
- 2302.05219 Decentralized Exchanges: The Profitability Frontier of Constant Product Market Makers
by Tobias Bitterli & Fabian Schar
- 2302.05193 Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates
by Christis Katsouris
- 2302.05170 GPU acceleration of the Seven-League Scheme for large time step simulations of stochastic differential equations
by Shuaiqiang Liu & Graziana Colonna & Lech A. Grzelak & Cornelis W. Oosterlee
- 2302.05089 On semiparametric estimation of the intercept of the sample selection model: a kernel approach
by Zhewen Pan
- 2302.04938 An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers
by Theo Diamandis & Max Resnick & Tarun Chitra & Guillermo Angeris
- 2302.04734 Pricing cyber-insurance for systems via maturity models
by Henry Skeoch & David Pym
- 2302.04417 Dynamic and Stochastic Rational Behavior
by Nail Kashaev & Victor H. Aguiar & Martin Pl'avala & Charles Gauthier
- 2302.04380 Covariate Adjustment in Experiments with Matched Pairs
by Yuehao Bai & Liang Jiang & Joseph P. Romano & Azeem M. Shaikh & Yichong Zhang
- 2302.04354 Consider or Choose? The Role and Power of Consideration Sets
by Yi-Chun Akchen & Dmitry Mitrofanov
- 2302.04345 Inefficiency of CFMs: hedging perspective and agent-based simulations
by Samuel Cohen & Marc Sabat'e Vidales & David v{S}iv{s}ka & {L}ukasz Szpruch
- 2302.04307 Why the Mansfield Rule can't work: a supply demand analysis
by Paola Cecchi Dimeglio
- 2302.04201 Labor Market Effects of the Venezuelan Refugee Crisis in Brazil
by Hugo Sant'Anna & Samyam Shrestha
- 2302.04184 Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective
by Johann Lussange & Boris Gutkin
- 2302.04110 Assessing the impact of regulations and standards on innovation in the field of AI
by Alessio Tartaro & Adam Leon Smith & Patricia Shaw
- 2302.04068 Short Squeeze in DeFi Lending Market: Decentralization in Jeopardy?
by Lioba Heimbach & Eric G. Schertenleib & Roger Wattenhofer
- 2302.04055 The qualitative accuracy of the Becker-DeGroot-Marshak method
by Maximilian Spath
- 2302.04034 Risk sharing, measuring variability, and distortion riskmetrics
by Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang
- 2302.03996 High-Dimensional Granger Causality for Climatic Attribution
by Marina Friedrich & Luca Margaritella & Stephan Smeekes
- 2302.03913 Axiomatization of Random Utility Model with Unobservable Alternatives
by Haruki Kono & Kota Saito & Alec Sandroni
- 2302.03855 Dynamic Programming for Pure-Strategy Subgame Perfection in an Arbitrary Game
by Peter A. Streufert
- 2302.03719 Persuading a Behavioral Agent: Approximately Best Responding and Learning
by Yiling Chen & Tao Lin
- 2302.03694 Characterizing Financial Market Coverage using Artificial Intelligence
by Jean Marie Tshimula & D'Jeff K. Nkashama & Patrick Owusu & Marc Frappier & Pierre-Martin Tardif & Froduald Kabanza & Armelle Brun & Jean-Marc Patenaude & Shengrui Wang & Belkacem Chikhaoui
- 2302.03687 Covariate Adjustment in Stratified Experiments
by Max Cytrynbaum
- 2302.03261 The approach to modeling the value of statistical life using average per capita income
by Stanislav Levytskyi & Oleksandr Gneushev & Vasyl Makhlinets
- 2302.03185 Regulating Oligopolistic Competition
by Kai Hao Yang & Alexander K. Zentefis
- 2302.03172 High-Dimensional Conditionally Gaussian State Space Models with Missing Data
by Joshua C. C. Chan & Aubrey Poon & Dan Zhu
- 2302.03135 Monotone Function Intervals: Theory and Applications
by Kai Hao Yang & Alexander K. Zentefis
- 2302.03131 Extensions for Inference in Difference-in-Differences with Few Treated Clusters
by Luis Alvarez & Bruno Ferman
- 2302.03117 Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits
by Keisuke Hirano & Jack R. Porter
- 2302.02988 Asymptotically Optimal Fixed-Budget Best Arm Identification with Variance-Dependent Bounds
by Masahiro Kato & Masaaki Imaizumi & Takuya Ishihara & Toru Kitagawa
- 2302.02923 In Search of Insights, Not Magic Bullets: Towards Demystification of the Model Selection Dilemma in Heterogeneous Treatment Effect Estimation
by Alicia Curth & Mihaela van der Schaar
- 2302.02875 NPV, IRR, PI, PP, and DPP: a unified view
by Mikhail V. Sokolov
- 2302.02867 Penalized Quasi-likelihood Estimation and Model Selection in Time Series Models with Parameters on the Boundary
by Heino Bohn Nielsen & Anders Rahbek
- 2302.02866 Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates
by Jesus Gonzalo & Jean-Yves Pitarakis
- 2302.02833 What may future electricity markets look like?
by Pierre Pinson
- 2302.02808 Adaptive local VAR for dynamic economic policy uncertainty spillover
by Niels Gillmann & Ostap Okhrin
- 2302.02769 Modeling and Simulation of Financial Returns under Non-Gaussian Distributions
by Federica De Domenico & Giacomo Livan & Guido Montagna & Oreste Nicrosini
- 2302.02767 Being at the core: firm product specialisation
by Filippo Bontadini & Mercedes Campi & Marco Due~nas
- 2302.02762 Does higher capital maintenance drive up banks cost of equity? Evidence from Bangladesh
by Md Shah Naoaj & Mir Md Moyazzem Hosen
- 2302.02747 Testing Quantile Forecast Optimality
by Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle
- 2302.02486 The Difference-of-Log-Normals Distribution: Properties, Estimation, and Growth
by Robert Parham
- 2302.02485 Facts of US Firm Scale and Growth 1970-2019: An Illustrated Guide
by Robert Parham
- 2302.02476 Estimating Time-Varying Networks for High-Dimensional Time Series
by Jia Chen & Degui Li & Yuning Li & Oliver Linton
- 2302.02370 Testing for Structural Change under Nonstationarity
by Christis Katsouris
- 2302.02269 A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation
by Jos'e-Manuel Pe~na & Fernando Su'arez & Omar Larr'e & Domingo Ram'irez & Arturo Cifuentes
- 2302.02221 A quantification of how much crypto-miners are driving up the wholesale cost of energy in Texas
by Jangho Lee & Lily Wu & Andrew E. Dessler
- 2302.01897 Quantifying Theory in Politics: Identification, Interpretation and the Role of Structural Methods
by Nathan Canen & Kristopher Ramsay
- 2302.01816 Portfolio Optimisation via the Heston Model Calibrated to Real Asset Data
by Jaros{l}aw Gruszka & Janusz Szwabi'nski
- 2302.01775 Using bayesmixedlogit and bayesmixedlogitwtp in Stata
by Matthew J. Baker
- 2302.01668 Empirical analysis in limit order book modeling for Nikkei 225 Stocks with Cox-type intensities
by Shunya Chomei
- 2302.01663 Adversarial blockchain queues and trading on a CFMM
by Andrew W. Macpherson
- 2302.01621 Agreed and Disagreed Uncertainty
by Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti
- 2302.01456 An Insurance Paradigm for Improving Power System Resilience via Distributed Investment
by Farhad Billimoria & Filiberto Fele & Iacopo Savelli & Thomas Morstyn & Malcolm McCulloch
- 2302.01434 Inference in Non-stationary High-Dimensional VARs
by Alain Hecq & Luca Margaritella & Stephan Smeekes
- 2302.01362 Signature SDEs from an affine and polynomial perspective
by Christa Cuchiero & Sara Svaluto-Ferro & Josef Teichmann
- 2302.01236 A Machine Learning Approach to Measuring Climate Adaptation
by Max Vilgalys
- 2302.01233 Sparse High-Dimensional Vector Autoregressive Bootstrap
by Robert Adamek & Stephan Smeekes & Ines Wilms
- 2302.01216 Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II
by Aymeric Vie & J. Doyne Farmer
- 2302.01196 Risk Budgeting Portfolios from Simulations
by Bernardo Freitas Paulo da Costa & Silvana M. Pesenti & Rodrigo S. Targino
- 2302.01169 A mathematical framework for modelling order book dynamics
by Rama Cont & Pierre Degond & Lifan Xuan
- 2302.01116 Signaling Games with Costly Monitoring
by Reuben Bearman
- 2302.01010 Performance attribution with respect to interest rates, FX, carry, and residual market risks
by Jan-Frederik Mai
- 2302.00978 Identification of consideration sets from choice data
by Davide Carpentiere & Angelo Petralia
- 2302.00846 A time-dependent Markovian model of a limit order book
by Jonathan A. Ch'avez-Casillas
- 2302.00761 Zero-Leverage Puzzle
by Mykola Pinchuk
- 2302.00728 Data-driven Approach for Static Hedging of Exchange Traded Options
by Vikranth Lokeshwar Dhandapani & Shashi Jain
- 2302.00608 The Investment Management Game: Extending the Scope of the Notion of Core
by Vijay V. Vazirani
- 2302.00586 PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets
by Shuo Sun & Molei Qin & Xinrun Wang & Bo An
- 2302.00469 Regression adjustment in randomized controlled trials with many covariates
by Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu
- 2302.00452 f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures
by Rui Ding
- 2302.00434 Convergence of the Euler--Maruyama particle scheme for a regularised McKean--Vlasov equation arising from the calibration of local-stochastic volatility models
by Christoph Reisinger & Maria Olympia Tsianni
- 2302.00417 How exporters neutralized an increase in tariffs
by Asier Minondo
- 2302.00411 Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices
by Bartosz Uniejewski
- 2302.00285 Selling Data to a Competitor
by Ronen Gradwohl & Moshe Tennenholtz
- 2302.00281 Informationally Robust Cheap-Talk
by Itai Arieli & Ronen Gradwohl & Rann Smorodinsky
- 2302.00251 Adaptive hedging horizon and hedging performance estimation
by Wang Haoyu & Junpeng Di & Qing Han
- 2302.00117 Real Estate Property Valuation using Self-Supervised Vision Transformers
by Mahdieh Yazdani & Maziar Raissi
- 2301.13843 Factor Model of Mixtures
by Cheng Peng & Stanislav Uryasev
- 2301.13827 The Optimality of Constant Mark-Up Pricing
by Dirk Bergemann & Tibor Heumann & Stephen Morris
- 2301.13794 Auctions with Tokens: Monetary Policy as a Mechanism Design Choice
by Andrea Canidio
- 2301.13785 Commitment Against Front Running Attacks
by Andrea Canidio & Vincent Danos
- 2301.13775 On Using The Two-Way Cluster-Robust Standard Errors
by Harold D Chiang & Yuya Sasaki
- 2301.13736 Approximate Functional Differencing
by Geert Dhaene & Martin Weidner
- 2301.13692 Bridging the Covid-19 Data and the Epidemiological Model using Time-Varying Parameter SIRD Model
by Cem Cakmakli & Yasin Simsek
- 2301.13604 Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions
by Jan Pruser & Florian Huber
- 2301.13595 HJM Local Volatility Model
by V. M. Belyaev
- 2301.13594 View fusion vis-\`a-vis a Bayesian interpretation of Black-Litterman for portfolio allocation
by Trent Spears & Stefan Zohren & Stephen Roberts
- 2301.13575 Utility-based indifference pricing of pure endowments in a Markov-modulated market model
by Alessandra Cretarola & Benedetta Salterini
- 2301.13505 Can we infer microscopic financial information from the long memory in market-order flow?: a quantitative test of the Lillo-Mike-Farmer model
by Yuki Sato & Kiyoshi Kanazawa
- 2301.13449 Certification Design for a Competitive Market
by Andreas A. Haupt & Nicole Immorlica & Brendan Lucier
- 2301.13414 Incentive Compatibility in the Auto-bidding World
by Yeganeh Alimohammadi & Aranyak Mehta & Andres Perlroth
- 2301.13410 Multi-Channel Auction Design in the Autobidding World
by Gagan Aggarwal & Andres Perlroth & Junyao Zhao
- 2301.13404 Opaque Contracts
by Andreas Haupt & Zoe Hitzig
- 2301.13321 Censorship Resistance in On-Chain Auctions
by Elijah Fox & Mallesh Pai & Max Resnick
- 2301.13295 Quantum Boltzmann Machines: Applications in Quantitative Finance
by Cameron Perot
- 2301.13255 Wavelet Analysis for Time Series Financial Signals via Element Analysis
by Nathan Zavanelli
- 2301.13235 Joint calibration to SPX and VIX options with signature-based models
by Christa Cuchiero & Guido Gazzani & Janka Moller & Sara Svaluto-Ferro
- 2301.13204 Forex Trading Strategy That Might Be Executed Due to the Popularity of Gotobi Anomaly
by Hiroki Bessho & Takanari Sugimoto & Tomoya Suzuki
- 2301.13174 Future of Supply Chain: Challenges, Trends, and Prospects
by Cristiana L. Lara & John Wassick
- 2301.13152 STEEL: Singularity-aware Reinforcement Learning
by Xiaohong Chen & Zhengling Qi & Runzhe Wan
- 2301.13099 Prediction of Customer Churn in Banking Industry
by Sina Esmaeilpour Charandabi
- 2301.13037 Royal Processions: Incentives, Efficiency and Fairness in Two-sided Matching
by Sophie Bade & Joseph Root
- 2301.12719 Validation of machine learning based scenario generators
by Gero Junike & Solveig Flaig & Ralf Werner
- 2301.12710 Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
by Benjamin Avanzi & Greg Taylor & Melantha Wang & Bernard Wong
- 2301.12628 Equilibria and their stability in an asymmetric duopoly model of Kopel
by Xiaoliang Li & Kongyan Chen
- 2301.12571 Bounded (O(1)) Regret Recommendation Learning via Synthetic Controls Oracle
by Enoch Hyunwook Kang & P. R. Kumar
- 2301.12542 A Note on the Estimation of Job Amenities and Labor Productivity
by Arnaud Dupuy & Alfred Galichon
- 2301.12499 Multidimensional dynamic factor models
by Matteo Barigozzi & Filippo Pellegrino
- 2301.12462 Combinatorial Pen Testing (or Consumer Surplus of Deferred-Acceptance Auctions)
by Aadityan Ganesh & Jason Hartline
- 2301.12420 Conditional generalized quantiles based on expected utility model and equivalent characterization of properties
by Qinyu Wu & Fan Yang & Ping Zhang
- 2301.12346 Long-Term Modeling of Financial Machine Learning for Active Portfolio Management
by Kazuki Amagai & Tomoya Suzuki
- 2301.12255 The impact of surplus sharing on the outcomes of specific investments under negotiated transfer pricing: An agent-based simulation with fuzzy Q-learning agents
by Christian Mitsch
- 2301.12163 Fair congested assignment problem
by Anna Bogomolnaia & Herve Moulin
- 2301.12091 Informational Diversity and Affinity Bias in Team Growth Dynamics
by Hoda Heidari & Solon Barocas & Jon Kleinberg & Karen Levy
- 2301.12075 An Examination of Ranked Choice Voting in the United States, 2004-2022
by Adam Graham-Squire & David McCune
- 2301.12072 Unbiased estimators for the Heston model with stochastic interest rates
by Chao Zheng & Jiangtao Pan
- 2301.11971 Cursed Sequential Equilibrium
by Meng-Jhang Fong & Po-Hsuan Lin & Thomas R. Palfrey
- 2301.11859 Synthetic Difference In Differences Estimation
by Damian Clarke & Daniel Paila~nir & Susan Athey & Guido Imbens
- 2301.11776 'Good job!' The impact of positive and negative feedback on performance
by Daniel Goller & Maximilian Spath
- 2301.11587 Matching of Everyday Power Supply and Demand with Dynamic Pricing: Problem Formalisation and Conceptual Analysis
by Thibaut Th'eate & Antonio Sutera & Damien Ernst
- 2301.11554 Heat and Worker Health
by Andrew Ireland & David Johnston & Rachel Knott
- 2301.11492 Recovering utility
by Christopher P. Chambers & Federico Echenique & Nicolas S. Lambert
- 2301.11475 The effect of primary school education on preventive behaviours during COVID-19 in Japan
by Eiji Yamamura & Yoshiro Tsutsui & Fumio Ohtake
- 2301.11394 Customer Momentum
by Mykola Pinchuk
- 2301.11358 Simple Difference-in-Differences Estimation in Fixed-T Panels
by Nicholas Brown & Kyle Butts & Joakim Westerlund
- 2301.11318 Contextualizing Emerging Trends in Financial News Articles
by Nhu Khoa Nguyen & Thierry Delahaut & Emanuela Boros & Antoine Doucet & Gael Lejeune
- 2301.11237 The Hazards and Benefits of Condescension in Social Learning
by Itai Arieli & Yakov Babichenko & Stephan Muller & Farzad Pourbabaee & Omer Tamuz
- 2301.11207 Inflation targeting strategy and its credibility
by Carlos Esteban Posada
- 2301.11084 Measuring Regulatory Barriers Using Annual Reports of Firms
by Haosen Ge
- 2301.11079 Adults in the room? The auditor and dividends in small firms: Evidence from a natural experiment
by Hakim Lyngstad{aa}s & Johannes Mauritzen
- 2301.11078 New developments in econophysics: Option pricing formulas
by Moawia Alghalith
- 2301.10985 The Probability Conflation: A Reply
by Nassim Nicholas Taleb & Ron Richman & Marcos Carreira & James Sharpe
- 2301.10944 A Framework of Transaction Packaging in High-throughput Blockchains
by Yuxuan Lu & Qian Qi & Xi Chen
- 2301.10898 Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors
by Yuchao Dong & Jin Liang & Claude-Michel Brauner
- 2301.10869 A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs
by Andrew Papanicolaou & Hao Fu & Prashanth Krishnamurthy & Farshad Khorrami
- 2301.10734 Valuation of the Convertible Bonds under Penalty TF model using Finite Element Method
by Rakhymzhan Kazbek & Yogi Erlangga & Yerlan Amanbek & Dongming Wei
- 2301.10724 Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning
by Weiguang Han & Boyi Zhang & Qianqian Xie & Min Peng & Yanzhao Lai & Jimin Huang
- 2301.10675 Pain or Anxiety? The Health Consequences of Rising Robot Adoption in China
by Qiren Liu & Sen Luo & Robert Seamans
- 2301.10643 Automatic Locally Robust Estimation with Generated Regressors
by Juan Carlos Escanciano & Telmo P'erez-Izquierdo
- 2301.10592 Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
by Alain Hecq & Marie Ternes & Ines Wilms
- 2301.10558 Early life exposure to measles and later-life outcomes: Evidence from the introduction of a vaccine
by Gerard J. van den Berg & Stephanie von Hinke & Nicolai Vitt
- 2301.10541 Educational Game on Cryptocurrency Investment: Using Microeconomic Decision Making to Understand Macroeconomics Principles
by Jiasheng Zhu & Luyao Zhang
- 2301.10494 Sequential Bayesian Learning for Hidden Semi-Markov Models
by Patrick Aschermayr & Konstantinos Kalogeropoulos
- 2301.10423 Aggregating heavy-tailed random vectors: from finite sums to L\'evy processes
by Bikramjit Das & Vicky Fasen-Hartmann
- 2301.10179 Research on the Impact of Innovative City and Smart City Construction on Digital Economy: Evidence from China
by Zhanpeng Huang
- 2301.10166 Leveraging Vision-Language Models for Granular Market Change Prediction
by Christopher Wimmer & Navid Rekabsaz
- 2301.10153 Sequential Graph Attention Learning for Predicting Dynamic Stock Trends (Student Abstract)
by Tzu-Ya Lai & Wen Jung Cheng & Jun-En Ding
- 2301.10117 Bitcoin Does Not Hedge Inflation
by Mykola Pinchuk
- 2301.10044 Constructing Copulas Using Corrected Hermite Polynomial Expansion for Estimating Cross Foreign Exchange Volatility
by Kenichiro Shiraya & Tomohisa Yamakami
- 2301.09996 Black-Scholes without stochastics or PDEs
by Richard J. Martin
- 2301.09982 Prenatal Sugar Consumption and Late-Life Human Capital and Health: Analyses Based on Postwar Rationing and Polygenic Scores
by Gerard J. van den Berg & Stephanie von Hinke & R. Adele H. Wang
- 2301.09968 Impact of the Ukrainian crisis on the global food security
by Jean Cyrus de Gourcuff & David Makowski & Philippe Ciais & Marc Barthelemy
- 2301.09856 Macroeconomic forecasting and sovereign risk assessment using deep learning techniques
by Anastasios Petropoulos & Vassilis Siakoulis & Konstantinos P. Panousis & Loukas Papadoulas & Sotirios Chatzis
- 2301.09722 Expectile hidden Markov regression models for analyzing cryptocurrency returns
by Beatrice Foroni & Luca Merlo & Lea Petrella
- 2301.09705 An Optimal Control Strategy for Execution of Large Stock Orders Using LSTMs
by A. Papanicolaou & H. Fu & P. Krishnamurthy & B. Healy & F. Khorrami
- 2301.09486 Processes analogous to ecological interactions and dispersal shape the dynamics of economic activities
by Victor Boussange & Didier Sornette & Heike Lischke & Loic Pellissier
- 2301.09450 Approximations of multi-period liability values by simple formulas
by Nils Engler & Filip Lindskog
- 2301.09438 Composite distributions in the social sciences: A comparative empirical study of firms' sales distribution for France, Germany, Italy, Japan, South Korea, and Spain
by Arturo Ramos & Till Massing & Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno
- 2301.09397 ddml: Double/debiased machine learning in Stata
by Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann
- 2301.09379 Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables
by Christopher R. Dobronyi & Fu Ouyang & Thomas Tao Yang
- 2301.09297 Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization
by Huifang Huang & Ting Gao & Pengbo Li & Jin Guo & Peng Zhang & Nan Du
- 2301.09279 StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series
by Jean Lee & Hoyoul Luis Youn & Josiah Poon & Soyeon Caren Han
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