Printed from https://ideas.repec.org/s/arx/papers37.html
Content
2022
- 2212.12860 Vulnerable European and American Options in a Market Model with Optional Hazard Process
by Libo Li & Ruyi Liu & Marek Rutkowski - 2212.12854 Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs
by Libo Li & Ruyi Liu & Marek Rutkowski - 2212.12797 New trends in South-South migration: The economic impact of COVID-19 and immigration enforcement
by Roxana Guti'errez-Romero & Nayeli Salgado - 2212.12796 Violence in Guatemala pushes adults and children to seek work in Mexico
by Roxana Guti'errez-Romero - 2212.12774 Knowledge Management in Management of Social and Economic Development of Municipalities: Highlights
by Maria A. Shishanina & Anatoly A. Sidorov - 2212.12742 Global LCOEs of decentralized off-grid renewable energy systems
by Jann Michael Weinand & Maximilian Hoffmann & Jan Gopfert & Tom Terlouw & Julian Schonau & Patrick Kuckertz & Russell McKenna & Leander Kotzur & Jochen Lin{ss}en & Detlef Stolten - 2212.12725 Deep Quadratic Hedging
by Alessandro Gnoatto & Silvia Lavagnini & Athena Picarelli - 2212.12717 Stock Market Prediction via Deep Learning Techniques: A Survey
by Jinan Zou & Qingying Zhao & Yang Jiao & Haiyao Cao & Yanxi Liu & Qingsen Yan & Ehsan Abbasnejad & Lingqiao Liu & Javen Qinfeng Shi - 2212.12687 Measuring price impact and information content of trades in a time-varying setting
by F. Campigli & G. Bormetti & F. Lillo - 2212.12623 The Simple Economics of Optimal Bundling
by Frank Yang - 2212.12398 Designing Autonomous Markets for Stablecoin Monetary Policy
by Ariah Klages-Mundt & Steffen Schuldenzucker - 2212.12356 Equivalence between the Fitness-Complexity and the Sinkhorn-Knopp algorithms
by Dario Mazzilli & Manuel Sebastian Mariani & Flaviano Morone & Aurelio Patelli - 2212.12318 CDO calibration via Magnus Expansion and Deep Learning
by Marco Di Francesco & Kevin Kamm - 2212.12285 The Effects of Just-in-time Delivery on Social Engagement: A Cluster Analysis
by Mois'es Ram'irez & Raziel Ru'iz & Nathan Klarer - 2212.12251 The connection between Arrow theorem and Sperner lemma
by Nikita Miku - 2212.12060 emIAM v1.0: an emulator for Integrated Assessment Models using marginal abatement cost curves
by Weiwei Xiong & Katsumasa Tanaka & Philippe Ciais & Daniel J. A. Johansson & Mariliis Lehtveer - 2212.12051 Benchmarking Machine Learning Models to Predict Corporate Bankruptcy
by Emmanuel Alanis & Sudheer Chava & Agam Shah - 2212.12044 Design interpretable experience of dynamical feed forward machine learning model for forecasting NASDAQ
by Pouriya Khalilian & Sara Azizi & Mohammad Hossein Amiri & Javad T. Firouzjaee - 2212.12018 Langevin algorithms for Markovian Neural Networks and Deep Stochastic control
by Pierre Bras & Gilles Pag`es - 2212.12009 Single-Crossing Differences in Convex Environments
by Navin Kartik & SangMok Lee & Daniel Rappoport - 2212.11917 Convergence of particles and tree based scheme for singular FBSDEs
by Jean-Franc{c}ois Chassagneux & Mohan Yang - 2212.11833 Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models
by Timo Dimitriadis & Roxana Halbleib & Jeannine Polivka & Jasper Rennspies & Sina Streicher & Axel Friedrich Wolter - 2212.11787 Macro carbon price prediction with support vector regression and Paris accord targets
by Jinhui Li - 2212.11779 The Impact of Regulation Regime Changes on ChiNext IPOs: Effects of 2013 and 2020 Reforms on Pricing and Overreaction
by Qi Deng & Lunge Dai & Zixin Yang & Zhong-guo Zhou & Monica Hussein & Dingyi Chen & Mick Swartz - 2212.11766 Long bet will lose: demystifying seemingly fair gambling via two-armed Futurity bandit
by Zengjing Chen & Huaijin Liang & Wei Wang & Xiaodong Yan - 2212.11765 Predicting Companies' ESG Ratings from News Articles Using Multivariate Timeseries Analysis
by Tanja Aue & Adam Jatowt & Michael Farber - 2212.11752 Risk Sharing with Deep Neural Networks
by Matteo Burzoni & Alessandro Doldi & Enea Monzio Compagnoni - 2212.11585 Strategic energy flows in input-output relations: a temporal multilayer approach
by Gian Paolo Clemente & Alessandra Cornaro & Rosanna Grassi & Giorgio Rizzini - 2212.11518 Mean-field neural networks-based algorithms for McKean-Vlasov control problems
by Huy^en Pham & Xavier Warin - 2212.11112 A Bootstrap Specification Test for Semiparametric Models with Generated Regressors
by Elia Lapenta - 2212.11108 Enhancing Resilience: Model-based Simulations
by d'Artis Kancs - 2212.11012 Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments
by Jean-Pierre Florens & Elia Lapenta - 2212.10974 The Quantitative Finance Aspects of Automated Market Markers in DeFi
by Stefan Loesch - 2212.10917 The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles
by Eduardo Abi Jaber & Camille Illand & Shaun & Li - 2212.10844 Greenhouse gases emissions: estimating corporate non-reported emissions using interpretable machine learning
by Jeremi Assael & Thibaut Heurtebize & Laurent Carlier & Franc{c}ois Soup'e - 2212.10790 Inference for Model Misspecification in Interest Rate Term Structure using Functional Principal Component Analysis
by Kaiwen Hou - 2212.10359 Simultaneous Inference of a Partially Linear Model in Time Series
by Jiaqi Li & Likai Chen & Kun Ho Kim & Tianwei Zhou - 2212.10337 Efficient Rollup Batch Posting Strategy on Base Layer
by Akaki Mamageishvili & Edward W. Felten - 2212.10317 Does Peer-Reviewed Research Help Predict Stock Returns?
by Andrew Y. Chen & Alejandro Lopez-Lira & Tom Zimmermann - 2212.10308 DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol
by Matthias Nadler & Felix Bekemeier & Fabian Schar - 2212.10301 Probabilistic Quantile Factor Analysis
by Dimitris Korobilis & Maximilian Schroder - 2212.10234 Auction designs to increase incentive compatibility and reduce self-scheduling in electricity markets
by Conleigh Byers & Brent Eldridge - 2212.10164 Multi-asset market making under the quadratic rough Heston
by Mathieu Rosenbaum & Jianfei Zhang - 2212.10053 Dynamic spending and portfolio decisions with a soft social norm
by Knut Anton Mork & Fabian Andsem Harang & Haakon Andreas Tr{o}nnes & Vegard Skonseng Bjerketvedt - 2212.09957 Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints
by Marc Chataigner & Areski Cousin & St'ephane Cr'epey & Matthew Dixon & Djibril Gueye - 2212.09904 Sanctions and Imports of Essential Goods: A Closer Look at the Equipo Anova (2021) Results
by Francisco Rodr'iguez - 2212.09889 Strategic Observational Learning
by Dimitri Migrow - 2212.09868 Quantifying fairness and discrimination in predictive models
by Arthur Charpentier - 2212.09844 Robust Design and Evaluation of Predictive Algorithms under Unobserved Confounding
by Ashesh Rambachan & Amanda Coston & Edward Kennedy - 2212.09715 Liquid Democracy. Two Experiments on Delegation in Voting
by Victoria Mooers & Joseph Campbell & Alessandra Casella & Lucas de Lara & Dilip Ravindran - 2212.09624 Holder Recommendations using Graph Representation Learning & Link Prediction
by Rachna Saxena & Abhijeet Kumar & Mridul Mishra - 2212.09617 Expected Growth Criterion: An Axiomatization
by Joshua Lawson - 2212.09585 Risk Theory and Pricing of "Pay-for-Performance" Business Models
by Roger Knecktys & Henrik Bette & Rudiger Kiesel & Thomas Guhr - 2212.09473 Graph theoretical models and algorithms of portfolio compression
by Mih'aly P'eter Hanics - 2212.09385 Prediction of Auto Insurance Risk Based on t-SNE Dimensionality Reduction
by Joseph Levitas & Konstantin Yavilberg & Oleg Korol & Genadi Man - 2212.09380 Understanding the food component of inflation
by Emanuel Kohlscheen - 2212.09299 Optimal pricing for carbon dioxide removal under inter-regional leakage
by Max Franks & Matthias Kalkuhl & Kai Lessmann - 2212.09193 Identification of time-varying counterfactual parameters in nonlinear panel models
by Irene Botosaru & Chris Muris - 2212.09192 Multiarmed Bandits Problem Under the Mean-Variance Setting
by Hongda Hu & Arthur Charpentier & Mario Ghossoub & Alexander Schied - 2212.09007 PAC-Bayesian Treatment Allocation Under Budget Constraints
by Daniel F. Pellatt - 2212.08734 Using Intermarket Data to Evaluate the Efficient Market Hypothesis with Machine Learning
by N'yoma Diamond & Grant Perkins - 2212.08709 Structural Complexities of Matching Mechanisms
by Yannai A. Gonczarowski & Clayton Thomas - 2212.08615 A smooth transition autoregressive model for matrix-variate time series
by Andrea Bucci - 2212.08518 Systemic robustness: a mean-field particle system approach
by Erhan Bayraktar & Gaoyue Guo & Wenpin Tang & Yuming Paul Zhang - 2212.08509 Moate Simulation of Stochastic Processes
by Michael E. Mura - 2212.08297 Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints
by Eduardo Abi Jaber & Camille Illand & Shaun & Li - 2212.08250 Pricing Bermudan Swaption under Two Factor Hull-White Model with Fast Gauss Transform
by Tomohisa Yamakami & Yuki Takeuchi - 2212.08220 The Long-Term Effects of Teachers' Gender Stereotypes
by Joan Martinez - 2212.08219 Rationally Inattentive Statistical Discrimination: Arrow Meets Phelps
by Federico Echenique & Anqi Li - 2212.08198 Economic impacts of AI-augmented R&D
by Tamay Besiroglu & Nicholas Emery-Xu & Neil Thompson - 2212.08137 Cap or No Cap? What Can Governments Do to Promote EV Sales?
by Zunian Luo - 2212.08029 Pathwise uniqueness for singular stochastic Volterra equations with H\"older coefficients
by David J. Promel & David Scheffels - 2212.07972 A Flexible Commodity Skew Model with Maturity Effects
by Orcan Ogetbil & Bernhard Hientzsch - 2212.07944 Variable Clustering via Distributionally Robust Nodewise Regression
by Kaizheng Wang & Xiao Xu & Xun Yu Zhou - 2212.07942 Multi-Agent Dynamic Pricing in a Blockchain Protocol Using Gaussian Bandits
by Alexis Asseman & Tomasz Kornuta & Anirudh Patel & Matt Deible & Sam Green - 2212.07827 Order routing and market quality: Who benefits from internalisation?
by Umut c{C}etin & Alaina Danilova - 2212.07817 Reconstructing Volatility: Pricing of Index Options under Rough Volatility
by Peter K. Friz & Thomas Wagenhofer - 2212.07725 Sequential Sampling Equilibrium
by Duarte Gonc{c}alves - 2212.07521 Information and Learning in Economic Theory
by Annie Liang - 2212.07516 Naive Markowitz Policies
by Lin Chen & Xun Yu Zhou - 2212.07427 Limited Farsightedness in Priority-Based Matching
by Ata Atay & Ana Mauleon & Vincent Vannetelbosch - 2212.07384 Valuing Pharmaceutical Drug Innovations
by Gaurab Aryal & Federico Ciliberto & Leland E. Farmer & Ekaterina Khmelnitskaya - 2212.07379 The finite sample performance of instrumental variable-based estimators of the Local Average Treatment Effect when controlling for covariates
by Hugo Bodory & Martin Huber & Michael Lechner - 2212.07306 Toxic Liquidation Spirals
by Jakub Warmuz & Amit Chaudhary & Daniele Pinna - 2212.07288 Smoothing volatility targeting
by Mauro Bernardi & Daniele Bianchi & Nicolas Bianco - 2212.07280 Amenity complexity and urban locations of socio-economic mixing
by S'andor Juh'asz & GergH{o} Pint'er & 'Ad'am Kov'acs & Endre Borza & Gergely M'onus & L'aszl'o LH{o}rincz & Bal'azs Lengyel - 2212.07263 Robust Estimation of the non-Gaussian Dimension in Structural Linear Models
by Miguel Cabello - 2212.07246 Topology-Free Type Structures with Conditioning Events
by Pierfrancesco Guarino - 2212.07128 Influence of rationality levels on dynamics of heterogeneous Cournot duopolists with quadratic costs
by Xiaoliang Li & Yihuo Jiang - 2212.07108 School Choice with Farsighted Students
by Ata Atay & Ana Mauleon & Vincent Vannetelbosch - 2212.07099 Research on The Cultivation Path of Craftsman Spirit in Higher Vocational Education Based on Survey Data
by Yufei Xie & Jing Cui & Mengdie Wang - 2212.07052 On LASSO for High Dimensional Predictive Regression
by Ziwei Mei & Zhentao Shi - 2212.07019 Data-Driven Prediction and Evaluation on Future Impact of Energy Transition Policies in Smart Regions
by Chunmeng Yang & Siqi Bu & Yi Fan & Wayne Xinwei Wan & Ruoheng Wang & Aoife Foley - 2212.06984 Market Mechanisms for Low-Carbon Electricity Investments: A Game-Theoretical Analysis
by Dongwei Zhao & Sarah Coyle & Apurba Sakti & Audun Botterud - 2212.06951 AI Ethics on Blockchain: Topic Analysis on Twitter Data for Blockchain Security
by Yihang Fu & Zesen Zhuang & Luyao Zhang - 2212.06888 Fundamentals of Perpetual Futures
by Songrun He & Asaf Manela & Omri Ross & Victor von Wachter - 2212.06832 Multi-Target Decision Making under Conditions of Severe Uncertainty
by Christoph Jansen & Georg Schollmeyer & Thomas Augustin - 2212.06744 Demand-side policies for power generation in response to the energy crisis: a model analysis for Italy
by Alice Di Bella & Massimo Tavoni - 2212.06736 The Role of Mandated Mental Health Treatment in the Criminal Justice System
by Rachel Nesbit - 2212.06733 Profit and loss decomposition in continuous time and approximations
by Gero Junike & Hauke Stier & Marcus C. Christiansen - 2212.06684 Identifying the regional drivers of influenza-like illness in Nova Scotia with dominance analysis
by Yigit Aydede & Jan Ditzen - 2212.06674 IT companies: the specifics of social networks valuation
by K. V. Yupatova & O. A. Malafeyev & V. S. Lipatnikov & V. Y. Bezrukikh - 2212.06312 Policy learning for many outcomes of interest: Combining optimal policy trees with multi-objective Bayesian optimisation
by Patrick Rehill & Nicholas Biddle - 2212.06223 The Effect of Financial Resources on Fertility: Evidence from Administrative Data on Lottery Winners
by Yung-Yu Tsai & Hsing-Wen Han & Kuang-Ta Lo & Tzu-Ting Yang - 2212.06080 Logs with zeros? Some problems and solutions
by Jiafeng Chen & Jonathan Roth - 2212.06073 Why Does GDP Move Before G? It's all in the Measurement
by Edoardo Briganti & Victor Sellemi - 2212.06027 Opponent Modeling in Multiplayer Imperfect-Information Games
by Sam Ganzfried & Kevin A. Wang & Max Chiswick - 2212.06025 Sequential Cursed Equilibrium
by Shani Cohen & Shengwu Li - 2212.05933 Nostradamus: Weathering Worth
by Alapan Chaudhuri & Zeeshan Ahmed & Ashwin Rao & Shivansh Subramanian & Shreyas Pradhan & Abhishek Mittal - 2212.05916 NETpred: Network-based modeling and prediction of multiple connected market indices
by Alireza Jafari & Saman Haratizadeh - 2212.05912 A machine learning approach to support decision in insider trading detection
by Piero Mazzarisi & Adele Ravagnani & Paola Deriu & Fabrizio Lillo & Francesca Medda & Antonio Russo - 2212.05906 Research on College Students' Innovation and Entrepreneurship Education from The Perspective of Artificial Intelligence Knowledge-Based Crowdsourcing
by Yufei Xie & Xiang Liu & Qizhong Yuan - 2212.05866 Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring
by Hu'e Sullivan & Hurlin Christophe & P'erignon Christophe & Saurin S'ebastien - 2212.05841 Dominant Drivers of National Inflation
by Jan Ditzen & Francesco Ravazzolo - 2212.05734 Decentralized lending and its users: Insights from Compound
by Kanis Saengchote - 2212.05671 Saddle-Point Approach to Large-Time Volatility Smile
by Chun Yat Yeung & Ali Hirsa - 2212.05650 Price & Choose
by Federico Echenique & Mat'ias N'u~nez - 2212.05632 Blockchain Network Analysis: A Comparative Study of Decentralized Banks
by Yufan Zhang & Zichao Chen & Yutong Sun & Yulin Liu & Luyao Zhang - 2212.05554 Robust Inference in High Dimensional Linear Model with Cluster Dependence
by Ng Cheuk Fai - 2212.05424 On regression-adjusted imputation estimators of the average treatment effect
by Zhexiao Lin & Fang Han - 2212.05369 Time Series Analysis in American Stock Market Recovering in Post COVID-19 Pandemic Period
by Weilin Fu & Zhuoran Li & Yupeng Zhang & Xingyou Zhou - 2212.05357 On Blockchain We Cooperate: An Evolutionary Game Perspective
by Luyao Zhang & Xinyu Tian - 2212.05317 On a Merton Problem with Irreversible Healthcare Investment
by Giorgio Ferrari & Shihao Zhu - 2212.05304 Estimation and Application of the Convergence Bounds for Nonlinear Markov Chains
by Kaichen Xu - 2212.05281 Exploring non-residential technology adoption: an empirical analysis of factors associated with the adoption of photovoltaic systems by municipal authorities in Germany
by Maren Springsklee & Fabian Scheller - 2212.05235 Optimal Systemic Risk Bailout: A PGO Approach Based on Neural Network
by Shuhua Xiao & Jiali Ma & Li Xia & Shushang Zhu - 2212.04974 Understanding stock market instability via graph auto-encoders
by Dragos Gorduza & Xiaowen Dong & Stefan Zohren - 2212.04848 Risk measurement of joint risk of portfolios: a liquidity shortfall aspect
by Shuo Gong & Yijun Hu & Linxiao Wei - 2212.04814 The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction
by Nicolas Apfel & Frank Windmeijer - 2212.04724 $\Lambda$-Returns to Scale and Individual Minimum Extrapolation Principle
by Jean-Philippe Boussemart & Walter Briec & Raluca Parvulescu & Paola Ravelojaona - 2212.04713 Robust asymptotic insurance-finance arbitrage
by Katharina Oberpriller & Moritz Ritter & Thorsten Schmidt - 2212.04623 Arbitrage theory in a market of stochastic dimension
by Erhan Bayraktar & Donghan Kim & Abhishek Tilva - 2212.04620 On the Non-Identification of Revenue Production Functions
by David Van Dijcke - 2212.04525 Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News
by Mykola Pinchuk - 2212.04425 Explicit Caplet Implied Volatilities for Quadratic Term-Structure Models
by Matthew Lorig & Natchanon Suaysom - 2212.04394 Optimal investment under partial information and robust VaR-type constraint
by Nicole Bauerle & An Chen - 2212.04277 Lie detection algorithms attract few users but vastly increase accusation rates
by Alicia von Schenk & Victor Klockmann & Jean-Franc{c}ois Bonnefon & Iyad Rahwan & Nils Kobis - 2212.04235 A probabilistic autoencoder for causal discovery
by Matthias Feiler - 2212.04209 Quantum classical hybrid neural networks for continuous variable prediction
by Prateek Jain & Alberto Garcia Garcia - 2212.04203 A Characterization of Maximum Nash Welfare for Indivisible Goods
by Warut Suksompong - 2212.04043 Optimal Model Selection in RDD and Related Settings Using Placebo Zones
by Nathan Kettlewell & Peter Siminski - 2212.04024 Utility-Based Communication Requirements for Stable Matching in Large Markets
by Naveen Durvasula - 2212.03947 Macroeconomic evaluation of the growth of the UK economy over the period 2000 to 2019
by Laurence Francis Lacey - 2212.03931 A Better Test of Choice Overload
by Mark Dean & Dilip Ravindran & Jorg Stoye - 2212.03704 Semiparametric Distribution Regression with Instruments and Monotonicity
by Dominik Wied - 2212.03683 Neighborhood Adaptive Estimators for Causal Inference under Network Interference
by Alexandre Belloni & Fei Fang & Alexander Volfovsky - 2212.03603 An Ellsberg paradox for ambiguity aversion
by Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang - 2212.03567 The unequal effects of the health-economy tradeoff during the COVID-19 pandemic
by Marco Pangallo & Alberto Aleta & R. Maria del Rio Chanona & Anton Pichler & David Mart'in-Corral & Matteo Chinazzi & Franc{c}ois Lafond & Marco Ajelli & Esteban Moro & Yamir Moreno & Alessandro Vespignani & J. Doyne Farmer - 2212.03503 The impact of CAP subsidies on the productivity of cereal farms in six European countries
by Luigi Biagini & Federico Antonioli & Simone Severini - 2212.03471 Bayesian Forecasting in Economics and Finance: A Modern Review
by Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis - 2212.03454 Fallen Angel Bonds Investment and Bankruptcy Predictions Using Manual Models and Automated Machine Learning
by Harrison Mateika & Juannan Jia & Linda Lillard & Noah Cronbaugh & Will Shin - 2212.03443 Bi-LSTM Price Prediction based on Attention Mechanism
by Jiashu Lou & Leyi Cui & Ye Li - 2212.03360 Screening with Persuasion
by Dirk Bergemann & Tibor Heumann & Stephen Morris - 2212.03355 The Rise of Age-Friendly Jobs
by Daron Acemoglu & Nicolaj S{o}ndergaard Muhlbach & Andrew J. Scott - 2212.03351 The long-term effect of childhood exposure to technology using surrogates
by Sylvia Klosin & Nicolaj S{o}ndergaard Muhlbach - 2212.03152 Equilibria in Repeated Games under No-Regret with Dynamic Benchmarks
by Ludovico Crippa & Yonatan Gur & Bar Light - 2212.03114 Applications of Machine Learning for the Ratemaking in Agricultural Insurances
by Luigi Biagini - 2212.03094 Which products activate a product? An explainable machine learning approach
by Massimiliano Fessina & Giambattista Albora & Andrea Tacchella & Andrea Zaccaria - 2212.03092 Can Machine Learning discover the determining factors in participation in insurance schemes? A comparative analysis
by Luigi Biagini & Simone Severini - 2212.02906 A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection
by Marc Wildi & Branka Hadji Misheva - 2212.02881 Respecting priorities versus respecting preferences in school choice: When is there a trade-off?
by Estelle Cantillon & Li Chen & Juan S. Pereyra - 2212.02841 Formation of trade networks by economies of scale and product differentiation
by Chengyuan Han & Malte Schroder & Dirk Witthaut & Philipp C. Bottcher - 2212.02721 A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks
by Jie Zou & Jiashu Lou & Baohua Wang & Sixue Liu - 2212.02680 Bounded arbitrage and nearly rational behavior
by Leandro Nascimento - 2212.02664 Structural transformation and environmental externalities
by Teevrat Garg & Maulik Jagnani & Hemant K. Pullabhotla - 2212.02613 Matching with Incomplete Preferences
by Aditya Kuvalekar - 2212.02585 Identification of Unobservables in Observations
by Yingyao Hu - 2212.02581 Editing a Woman's Voice
by Anna Costello & Ekaterina Fedorova & Zhijing Jin & Rada Mihalcea - 2212.02570 Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
by Eric Luxenberg & Philipp Schiele & Stephen Boyd - 2212.02407 Educational Inequality of Opportunity and Mobility in Europe
by Joel Terschuur - 2212.02307 Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective 1, 2
by Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garc`es - 2212.02239 Bayesian Reconciliation of Return Predictability
by Borys Koval & Sylvia Fruhwirth-Schnatter & Leopold Sogner - 2212.02178 A Data Fusion Approach for Ride-sourcing Demand Estimation: A Discrete Choice Model with Sampling and Endogeneity Corrections
by Rico Krueger & Michel Bierlaire & Prateek Bansal - 2212.02119 Digital leisure and the gig economy: a two-sector model of growth
by Francesco Angelini & Luca V. Ballestra & Massimiliano Castellani - 2212.01925 Counterfactual Learning with General Data-generating Policies
by Yusuke Narita & Kyohei Okumura & Akihiro Shimizu & Kohei Yata - 2212.01807 Axial-LOB: High-Frequency Trading with Axial Attention
by Damian Kisiel & Denise Gorse - 2212.01719 Deep Galerkin Method for Mean Field Control Problem
by Jingruo Sun - 2212.01705 Breaking Down the Lockdown: The Causal Effects of Stay-At-Home Mandates on Uncertainty and Sentiments During the COVID-19 Pandemic
by C. Biliotti & F. J. Bargagli-Stoffi & N. Fraccaroli & M. Puliga & M. Riccaboni - 2212.01591 Weak error estimates for rough volatility models
by Peter K. Friz & William Salkeld & Thomas Wagenhofer - 2212.01584 A comprehensive study of cotton price fluctuations using multiple Econometric and LSTM neural network models
by Morteza Tahami Pour Zarandi & Mehdi Ghasemi Meymandi & Mohammad Hemami - 2212.01557 Compacter networks as a defensive mechanism: How firms clustered during 2015 Financial Crisis in China
by Yujue Wang - 2212.01553 Short-term shock, long-lasting payment: Evidence from the Lushan Earthquake
by Yujue Wang - 2212.01315 Brazilian listed options with discrete dividends and the fast Laplace transform
by Maikon Araujo - 2212.01267 Understanding Cryptocoins Trends Correlations
by Pasquale De Rosa & Valerio Schiavoni - 2212.01263 Who Controls the Agenda Controls the Polity
by S. Nageeb Ali & B. Douglas Bernheim & Alexander W. Bloedel & Silvia Console Battilana - 2212.01119 Last passage American cancellable option in L\'evy models
by Zbigniew Palmowski & Pawe{l} Stk{e}pniak - 2212.01048 Empirical Asset Pricing via Ensemble Gaussian Process Regression
by Damir Filipovi'c & Puneet Pasricha - 2212.00934 Shifting to Telework and Firms' Location: Does Telework Make Our Society Efficient?
by Kazufumi Tsuboi - 2212.00674 Quantity restrictions and price discounts on Russian oil
by Henrik Wachtmeister & Johan Gars & Daniel Spiro - 2212.00640 3 Lessons from Hyperinflationary Periods
by Mark Bergen & Thomas Bergen & Daniel Levy & Rose Semenov - 2212.00578 Average Profits of Prejudiced Algorithms
by David J. Jin - 2212.00391 Dynamic and static fund separations and their stability for long-term optimal investments
by Hyungbin Park & Heejun Yeo - 2212.00336 Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions
by Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant - 2212.00292 Economics of NFTs: The Value of Creator Royalties
by Brett Hemenway Falk & Gerry Tsoukalas & Niuniu Zhang - 2212.00157 Robust Contracts with Exploration
by Chang Liu - 2212.00101 mCube: Multinomial Micro-level reserving Model
by Emmanuel Jordy Menvouta & Jolien Ponnet & Robin Van Oirbeek & Tim Verdonck - 2212.00088 Ranking Critical Tools in the Implementation of Lean Six Sigma as an Integrated Management System in Portugal
by David Ferreira & Pedro Cunha - 2212.00018 ESG In Corporate Filings: An AI Perspective
by Irene Aldridge & Payton Martin