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Content
2022
- 2212.00016 Impact of Business Analytics and Decision Support Systems on e-commerce in SMEs
by Shah J Miah
- 2211.17231 A partial stochastic equilibrium model and its limiting behaviour
by Alessandro Prosperi
- 2211.17220 Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model
by Laura Eslava & Fernando Baltazar-Larios & Bor Reynoso
- 2211.17193 Metaheuristic Approach to Solve Portfolio Selection Problem
by Taylan Kabbani
- 2211.17080 Trust and Time Preference: Measuring a Causal Effect in a Random-Assignment Experiment
by Linas Nasvytis
- 2211.17026 Accelerated Computations of Sensitivities for xVA
by Griselda Deelstra & Lech A. Grzelak & Felix L. Wolf
- 2211.17005 Pathwise CVA Regressions With Oversimulated Defaults
by Lokman Abbas-Turki & St'ephane Cr'epey & Bouazza Saadeddine
- 2211.16984 Crowdfunding as Entrepreneurial Investment: The Role of Local Knowledge Spillover
by Filippo Marchesani & Francesca Masciarelli
- 2211.16714 Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models
by Boyuan Zhang
- 2211.16643 Security Issuance, Institutional Investors and Quid Pro Quo
by Gaurab Aryal & Zhaohui Chen & Yuchi Yao & Chris Yung
- 2211.16641 Predicting China's CPI by Scanner Big Data
by Zhenkun Zhou & Zikun Song & Tao Ren
- 2211.16419 Geographical balancing of wind power decreases storage needs in a 100% renewable European power sector
by Alexander Roth & Wolf-Peter Schill
- 2211.16362 Score-based calibration testing for multivariate forecast distributions
by Malte Knuppel & Fabian Kruger & Marc-Oliver Pohle
- 2211.16298 Double Robust Bayesian Inference on Average Treatment Effects
by Christoph Breunig & Ruixuan Liu & Zhengfei Yu
- 2211.16292 Unified Container Shipping Industry Data From 1966: Freight Rate, Shipping Quantity, Newbuilding, Secondhand, and Scrap Price
by Takuma Matsuda & Suguru Otani
- 2211.16282 Repeat Voting: Two-Vote May Lead More People To Vote
by Sergiu Hart
- 2211.16176 Mechanism of information transmission from a spot rate market to crypto-asset markets
by Takeshi Yoshihara & Taisei Kaizoji
- 2211.16159 Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
by Sarah Kaakai & Anis Matoussi & Achraf Tamtalini
- 2211.16151 Business-cycles and Cash-on-Market: Pre-money Startup Valuation in the Macroeconomic Environment
by Max Berre & Benjamin Le Pendeven
- 2211.16121 Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
by Matteo Iacopini & Francesco Ravazzolo & Luca Rossini
- 2211.16103 Text Representation Enrichment Utilizing Graph based Approaches: Stock Market Technical Analysis Case Study
by Sara Salamat & Nima Tavassoli & Behnam Sabeti & Reza Fahmi
- 2211.16071 Robustness of Hilbert space-valued stochastic volatility models
by Fred Espen Benth & Heidar Eyjolfsson
- 2211.15912 Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies
by Zheng Cao & Raymond Guo & Wenyu Du & Jiayi Gao & Kirill V. Golubnichiy
- 2211.15628 Ergodic robust maximization of asymptotic growth under stochastic volatility
by David Itkin & Benedikt Koch & Martin Larsson & Josef Teichmann
- 2211.15573 Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility
by Jerome Detemple & Scott Robertson
- 2211.15531 A model-free approach to continuous-time finance
by Henry Chiu & Rama Cont
- 2211.15515 How to Prepare for the Next Pandemic -- Investigation of Correlation Between Food Prices and COVID-19 From Global and Local Perspectives
by Y. Zhao & C. Huang & J. Luo
- 2211.15509 Uncovering the Dynamics of the Wealth Distribution
by Thomas Blanchet
- 2211.15431 Endogenous distress contagion in a dynamic interbank model: how possible future losses may spell doom today
by Zachary Feinstein & Andreas Sojmark
- 2211.15331 On the Emergence of Cooperation in the Repeated Prisoner's Dilemma
by Maximilian Schaefer
- 2211.15260 ETF construction on CRIX
by Konstantin Hausler
- 2211.15241 Synthetic Principal Component Design: Fast Covariate Balancing with Synthetic Controls
by Yiping Lu & Jiajin Li & Lexing Ying & Jose Blanchet
- 2211.15122 Distributionally Robust Optimal Allocation with Costly Verification
by Halil .Ibrahim Bayrak & c{C}au{g}{i}l Koc{c}yiu{g}it & Daniel Kuhn & Mustafa c{C}elebi P{i}nar
- 2211.14997 A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective
by Yu Zhao & Huaming Du & Qing Li & Fuzhen Zhuang & Ji Liu & Gang Kou
- 2211.14978 Back to the Surplus: An Unorthodox Neoclassical Model of Growth, Distribution and Unemployment with Technical Change
by Juan E. Jacobo
- 2211.14977 QLAMMP: A Q-Learning Agent for Optimizing Fees on Automated Market Making Protocols
by Dev Churiwala & Bhaskar Krishnamachari
- 2211.14903 Inference in Cluster Randomized Trials with Matched Pairs
by Yuehao Bai & Jizhou Liu & Azeem M. Shaikh & Max Tabord-Meehan
- 2211.14870 Extreme Changes in Changes
by Yuya Sasaki & Yulong Wang
- 2211.14814 Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices
by Jaros{l}aw Gruszka & Janusz Szwabi'nski
- 2211.14779 Who is Gambling? Finding Cryptocurrency Gamblers Using Multi-modal Retrieval Methods
by Zhengjie Huang & Zhenguang Liu & Jianhai Chen & Qinming He & Shuang Wu & Lei Zhu & Meng Wang
- 2211.14634 Familiarity Facilitates Adoption: Evidence from Electric Vehicles
by Jonathan Libgober & Ruozi Song
- 2211.14431 Efficient and Accurate Calibration to FX Market Skew with Fully Parameterized Local Volatility Model
by Dongli Wu & Bufan Zhang & Xiao Lin
- 2211.14387 Machine Learning Algorithms for Time Series Analysis and Forecasting
by Rameshwar Garg & Shriya Barpanda & Girish Rao Salanke N S & Ramya S
- 2211.14354 A Design-Based Approach to Spatial Correlation
by Ruonan Xu & Jeffrey M. Wooldridge
- 2211.14272 A Rigorous Proof of the Index Theorem for Economists
by Yuhki Hosoya
- 2211.14236 Strategyproof Decision-Making in Panel Data Settings and Beyond
by Keegan Harris & Anish Agarwal & Chara Podimata & Zhiwei Steven Wu
- 2211.14219 The Informational Role of Online Recommendations: Evidence from a Field Experiment
by Guy Aridor & Duarte Goncalves & Daniel Kluver & Ruoyan Kong & Joseph Konstan
- 2211.14075 On a Moving Average with Internal Degrees of Freedom
by Linda Boudjemila & Alexander Bobyl & Vadim Davydov & Vladislav Malyshkin
- 2211.13915 Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network
by Aryan Bhambu & Arabin Kumar Dey
- 2211.13847 Zero-Sum Stochastic Stackelberg Games
by Denizalp Goktas & Jiayi Zhao & Amy Greenwald
- 2211.13830 Spectral estimation for mixed causal-noncausal autoregressive models
by Alain Hecq & Daniel Velasquez-Gaviria
- 2211.13777 The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective
by Lorenzo Lucchese & Mikko Pakkanen & Almut Veraart
- 2211.13610 Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications
by Marko Mlikota
- 2211.13605 Efficient Communication in Organizations
by Federico Vaccari
- 2211.13567 Strategyproofness and Proportionality in Party-Approval Multiwinner Elections
by Th'eo Delemazure & Tom Demeulemeester & Manuel Eberl & Jonas Israel & Patrick Lederer
- 2211.13278 The Correlation: minimum wage - unemployment in the conditions of transition to digital economy
by Shteryo Nozharov & Petya Koralova-Nozharova
- 2211.13274 Investor base and idiosyncratic volatility of cryptocurrencies
by Amin Izadyar & Shiva Zamani
- 2211.13132 Interpreting Instrumental Variable Estimands with Unobserved Treatment Heterogeneity: The Effects of College Education
by Clint Harris
- 2211.13123 Motif-aware temporal GCN for fraud detection in signed cryptocurrency trust networks
by Song Li & Jiandong Zhou & Chong MO & Jin LI & Geoffrey K. F. Tso & Yuxing Tian
- 2211.13117 On the Empirical Association between Trade Network Complexity and Global Gross Domestic Product
by Mayank Kejriwal & Yuesheng Luo
- 2211.13100 Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles
by Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda
- 2211.13002 Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution
by Simon Hirsch & Florian Ziel
- 2211.12998 The Impact of US Medical Product Regulatory Complexity on Innovation: Preliminary Evidence of Interdependence, Early Acceleration, and Subsequent Inversion
by Iraj Daizadeh
- 2211.12892 A new encoding of implied volatility surfaces for their synthetic generation
by Zheng Gong & Wojciech Frys & Renzo Tiranti & Carmine Ventre & John O'Hara & Yingbo Bai
- 2211.12839 Newly Developed Flexible Grid Trading Model Combined ANN and SSO algorithm
by Wei-Chang Yeh & Yu-Hsin Hsieh & Chia-Ling Huang
- 2211.12669 Revenue Comparisons of Auctions with Ambiguity Averse Sellers
by Sosung Baik & Sung-Ha Hwang
- 2211.12652 Vanna-Volga pricing for single and double barrier FX options
by J. Mart'in Ovejero
- 2211.12619 Spatial-temporal dynamics of employment shocks in declining coal mining regions and potentialities of the 'just transition'
by Ebba Mark & Ryan Rafaty & Moritz Schwarz
- 2211.12475 The impact of moving expenses on social segregation: a simulation with RL and ABM
by Xinyu Li
- 2211.12437 Macroeconomic Effects of Active Labour Market Policies: A Novel Instrumental Variables Approach
by Ulrike Unterhofer & Conny Wunsch
- 2211.12404 Formation of Optimal Interbank Networks under Liquidity Shocks
by Daniel E. Rigobon & Ronnie Sircar
- 2211.12376 An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations
by Vladim'ir Hol'y
- 2211.12366 Peer Effects in Labor Market Training
by Ulrike Unterhofer
- 2211.12356 Early Warning Signals for Cryptocurrency Market States
by Vishwas Kukreti
- 2211.12168 Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model
by Yuchen Li & Zongxia Liang & Shunzhi Pang
- 2211.12095 Asymptotic Properties of the Synthetic Control Method
by Xiaomeng Zhang & Wendun Wang & Xinyu Zhang
- 2211.12061 Financing Urban Infrastructure through Land Leasing: Evidence from Bahir Dar City, Ethiopia
by Wudu Muluneh & Tadesse Amsalu
- 2211.12004 Contextual Bandits in a Survey Experiment on Charitable Giving: Within-Experiment Outcomes versus Policy Learning
by Susan Athey & Undral Byambadalai & Vitor Hadad & Sanath Kumar Krishnamurthy & Weiwen Leung & Joseph Jay Williams
- 2211.11968 Birth Order and Son Preference to Determine the Children of Shandong Province So Tall
by Zhu Xiaoxu & Fan kecai & He hai & Zhang Ziyu
- 2211.11915 A Misuse of Specification Tests
by Naoya Sueishi
- 2211.11907 Robust Faber--Schauder approximation based on discrete observations of an antiderivative
by Xiyue Han & Alexander Schied
- 2211.11876 Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood
by Christian Gourieroux & Joann Jasiak
- 2211.11803 Deep learning and American options via free boundary framework
by Chinonso Nwankwo & Nneka Umeorah & Tony Ware & Weizhong Dai
- 2211.11691 Deep Signature Algorithm for Multi-dimensional Path-Dependent Options
by Erhan Bayraktar & Qi Feng & Zhaoyu Zhang
- 2211.11513 DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift
by Defu Cao & Yousef El-Laham & Loc Trinh & Svitlana Vyetrenko & Yan Liu
- 2211.11322 Influence of Economic Decoupling in assessing carbon budget quotas for the European Union
by Ilaria Perissi & Aled Jones
- 2211.11043 Revealing Robust Oil and Gas Company Macro-Strategies using Deep Multi-Agent Reinforcement Learning
by Dylan Radovic & Lucas Kruitwagen & Christian Schroeder de Witt & Ben Caldecott & Shane Tomlinson & Mark Workman
- 2211.10953 Option pricing under path-dependent stock models
by Kiseop Lee & Seongje Lim & Hyungbin Park
- 2211.10864 Borrowing Constraints in Emerging Markets
by Santiago Camara & Maximo Sangiacomo
- 2211.10509 Optimal performance of a tontine overlay subject to withdrawal constraints
by Peter A. Forsyth & Kenneth R. Vetzal & G. Westmacott
- 2211.10328 A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 5 Insights into four months of mobility tracking
by Lennart Adenaw & David Ziegler & Nico Nachtigall & Felix Gotzler & Allister Loder & Markus B. Siewert & Markus Lienkamp & Klaus Bogenberger
- 2211.10317 $\alpha$-Rank-Collections: Analyzing Expected Strategic Behavior with Uncertain Utilities
by Fabian R. Pieroth & Martin Bichler
- 2211.10235 Fractional integration and cointegration
by Javier Hualde & Morten {O}rregaard Nielsen
- 2211.10232 On the Bachelier implied volatility at extreme strikes
by Fabien Le Floc'h
- 2211.10089 The Texas Shootout under Uncertainty
by Gerrit Bauch & Frank Riedel
- 2211.09968 Effective and scalable programs to facilitate labor market transitions for women in technology
by Susan Athey & Emil Palikot
- 2211.09604 Cointegration with Occasionally Binding Constraints
by James A. Duffy & Sophocles Mavroeidis & Sam Wycherley
- 2211.09591 Personal Privacy Protection Problems in the Digital Age
by Zhiheng Yi & Xiaoli Chen
- 2211.09502 On the Role of the Zero Conditional Mean Assumption for Causal Inference in Linear Models
by Federico Crudu & Michael C. Knaus & Giovanni Mellace & Joeri Smits
- 2211.09360 Achieving Social Optimality for Energy Communities via Dynamic NEM Pricing
by Ahmed S. Alahmed & Lang Tong
- 2211.09205 Russian Agricultural Industry under Sanction Wars
by Alexandra Lukyanova & Ayaz Zeynalov
- 2211.09176 On the Convergence of Credit Risk in Current Consumer Automobile Loans
by Jackson P. Lautier & Vladimir Pozdnyakov & Jun Yan
- 2211.08995 Estimating Dynamic Spillover Effects along Multiple Networks in a Linear Panel Model
by Clemens Possnig & Andreea Rotu{a}rescu & Kyungchul Song
- 2211.08919 Efficient implementation of portfolio strategies involving cryptocurrencies and VIX INDEX and Gold
by Jiahao Cui & Qiushi Li & Yuezhi Pen
- 2211.08871 The impact of access to credit on energy efficiency
by Jun Zhou & Zhichao Yin & Pengpeng Yue
- 2211.08870 A multi-asset, agent-based approach applied to DeFi lending protocol modelling
by Amit Chaudhary & Daniele Pinna
- 2211.08649 Causal Bandits: Online Decision-Making in Endogenous Settings
by Jingwen Zhang & Yifang Chen & Amandeep Singh
- 2211.08593 Composite Consensus-Building Process: Permissible Meeting Analysis and Compromise Choice Exploration
by Yasuhiro Asa & Takeshi Kato & Ryuji Mine
- 2211.08494 Who Reviews The Reviewers? A Multi-Level Jury Problem
by Ben Abramowitz & Omer Lev & Nicholas Mattei
- 2211.08405 Multimodal Generative Models for Bankruptcy Prediction Using Textual Data
by Rogelio A. Mancisidor & Kjersti Aas
- 2211.08281 Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models
by Dorien Herremans & Kah Wee Low
- 2211.08205 Robust estimation for Threshold Autoregressive Moving-Average models
by Greta Goracci & Davide Ferrari & Simone Giannerini & Francesco ravazzolo
- 2211.08078 Relevance of financial development and fiscal stability in dealing with disasters in Emerging Economies
by Valeria Terrones & Richard S. J. Tol
- 2211.07956 HGV4Risk: Hierarchical Global View-guided Sequence Representation Learning for Risk Prediction
by Youru Li & Zhenfeng Zhu & Xiaobo Guo & Shaoshuai Li & Yuchen Yang & Yao Zhao
- 2211.07903 Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives
by Zequn Jin & Lihua Lin & Zhengyu Zhang
- 2211.07823 Graph Neural Networks for Causal Inference Under Network Confounding
by Michael P. Leung & Pantelis Loupos
- 2211.07765 Efficient evaluation of double-barrier options and joint cpdf of a L\'evy process and its two extrema
by Svetlana Boyarchenko & Sergei Levendorskiu{i}
- 2211.07622 Exploratory Control with Tsallis Entropy for Latent Factor Models
by Ryan Donnelly & Sebastian Jaimungal
- 2211.07564 Credit Default Swaps and the mixed-fractional CEV model
by Axel A. Araneda
- 2211.07506 Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression
by Eoghan O'Neill
- 2211.07471 Optimal investment with insider information using Skorokhod & Russo-Vallois integration
by Mauricio Elizalde & Carlos Escudero & Tomoyuki Ichiba
- 2211.07416 Collective models and the marriage market
by Simon Weber
- 2211.07412 Model of spatial competition on discrete markets
by Andrea Civilini & Vito Latora
- 2211.07400 Efficient Integration of Multi-Order Dynamics and Internal Dynamics in Stock Movement Prediction
by Thanh Trung Huynh & Minh Hieu Nguyen & Thanh Tam Nguyen & Phi Le Nguyen & Matthias Weidlich & Quoc Viet Hung Nguyen & Karl Aberer
- 2211.07392 FinBERT-LSTM: Deep Learning based stock price prediction using News Sentiment Analysis
by Shayan Halder
- 2211.07362 Optimal Pricing Schemes in the Presence of Social Learning and Costly Reporting
by Kaiwei Zhang & Xi Weng & Xienan Cheng
- 2211.07212 Risk Budgeting Portfolios: Existence and Computation
by Adil Rengim Cetingoz & Jean-David Fermanian & Olivier Gu'eant
- 2211.07180 Dollar-Yuan Battle in the World Trade Network
by C'elestin Coquid'e & Jos'e Lages & Dima L. Shepelyansky
- 2211.07080 Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market
by Jaydip Sen
- 2211.07035 Elementary Bitcoin economics: from production and transaction demand to values
by Misha Perepelitsa
- 2211.06887 Firm-worker hypergraphs
by Chao Huang
- 2211.06850 Bayesian Analysis of Linear Contracts
by Tal Alon & Paul Dutting & Yingkai Li & Inbal Talgam-Cohen
- 2211.06830 Two-Person Bargaining when the Disagreement Point is Private Information
by Eric van Damme & Xu Lang
- 2211.06710 Robust Difference-in-differences Models
by Kyunghoon Ban & D'esir'e K'edagni
- 2211.06707 Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund
- 2211.06568 Effective experience rating for large insurance portfolios via surrogate modeling
by Sebastian Calcetero-Vanegas & Andrei L. Badescu & X. Sheldon Lin
- 2211.06472 The Stackelberg Game: responses to regular strategies
by Thomas Byrne
- 2211.06378 A Multimodal Embedding-Based Approach to Industry Classification in Financial Markets
by Rian Dolphin & Barry Smyth & Ruihai Dong
- 2211.06288 A Residuals-Based Nonparametric Variance Ratio Test for Cointegration
by Karsten Reichold
- 2211.06209 Testing the free-rider hypothesis in climate policy
by Robert C. Schmidt & Moritz Drupp & Frikk Nesje & Hendrik Hoegen
- 2211.06052 Gambling on Momentum
by Marius Otting & Christian Deutscher & Carl Singleton & Luca De Angelis
- 2211.06046 Are Large Traders Harmed by Front-running HFTs?
by Ziyi Xu & Xue Cheng
- 2211.06042 Separating Times for One-Dimensional Diffusions
by David Criens & Mikhail Urusov
- 2211.05843 The $\kappa$-core and the $\kappa$-balancedness of TU games
by David Bartl & Mikl'os Pint'er
- 2211.05835 Optimal stopping of Gauss-Markov bridges
by Abel Azze & Bernardo D'Auria & Eduardo Garc'ia-Portugu'es
- 2211.05732 The Sample Complexity of Online Contract Design
by Banghua Zhu & Stephen Bates & Zhuoran Yang & Yixin Wang & Jiantao Jiao & Michael I. Jordan
- 2211.05666 Regional Disparities and Economic Growth in Ukraine
by Khrystyna Huk & Ayaz Zeynalov
- 2211.05628 Poverty, Unemployment and Displacement in Ukraine: three months into the war
by Maksym Obrizan
- 2211.05581 Graph-Regularized Tensor Regression: A Domain-Aware Framework for Interpretable Multi-Way Financial Modelling
by Yao Lei Xu & Kriton Konstantinidis & Danilo P. Mandic
- 2211.05431 Nash implementation by stochastic mechanisms: a simple full characterization
by Siyang Xiong
- 2211.05415 Variance of entropy for testing time-varying regimes with an application to meme stocks
by Andrey Shternshis & Piero Mazzarisi
- 2211.05402 Relative growth rate optimization under behavioral criterion
by Jing Peng & Pengyu Wei & Zuo Quan Xu
- 2211.05367 Optimal investment and consumption under logarithmic utility and uncertainty model
by Wahid Faidi
- 2211.05316 Optimal growth strategies for a representative agent in a continuous-time asset market
by Mikhail Zhitlukhin
- 2211.05291 Optimal consumption-investment with coupled constraints on consumption and investment strategies in a regime switching market with random coefficients
by Ying Hu & Xiaomin Shi & Zuo Quan Xu
- 2211.05014 Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities
by Lech A. Grzelak
- 2211.04954 Macroeconomic performance of oil price shocks in Russia
by Ayaz Zeynalov & Kristina Tiron
- 2211.04763 The Golden City on the Edge: Economic Geography and Jihad over Centuries
by Masahiro Kubo & Shunsuke Tsuda
- 2211.04762 Building Resilience in Cybersecurity -- An Artificial Lab Approach
by Kerstin Awiszus & Yannick Bell & Jan Luttringhaus & Gregor Svindland & Alexander Vo{ss} & Stefan Weber
- 2211.04752 Bayesian Neural Networks for Macroeconomic Analysis
by Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino
- 2211.04695 Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns
by M. Reza Bradrania & Maurice Peat & Stephen Satchell
- 2211.04592 Conditional divergence risk measures
by Giulio Principi & Fabio Maccheroni
- 2211.04586 Learning to Price Supply Chain Contracts against a Learning Retailer
by Xuejun Zhao & Ruihao Zhu & William B. Haskell
- 2211.04558 Crises Do Not Cause Lower Short-Term Growth
by Kaiwen Hou & David Hou & Yang Ouyang & Lulu Zhang & Aster Liu
- 2211.04436 Mod-Poisson approximation schemes: Applications to credit risk
by Pierre-Loic M'eliot & Ashkan Nikeghbali & Gabriele Visentin
- 2211.04388 Profit Shifting and International Tax Reforms
by Alessandro Ferrari & S'ebastien Laffitte & Mathieu Parenti & Farid Toubal
- 2211.04349 A deep solver for BSDEs with jumps
by Kristoffer Andersson & Alessandro Gnoatto & Marco Patacca & Athena Picarelli
- 2211.04184 On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness
by Francis X. Diebold & Kamil Yilmaz
- 2211.04095 Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes
by Abel Azze & Bernardo D'Auria & Eduardo Garc'ia-Portugu'es
- 2211.04027 Bootstraps for Dynamic Panel Threshold Models
by Woosik Gong & Myung Hwan Seo
- 2211.03945 Digital Transformation of Nature Tourism
by Raul Enrique Rodriguez Luna & Jose Luis Rosenstiehl Martinez
- 2211.03912 The Optimal Size and Progressivity of Old-Age Social Security
by Francisco Cabezon
- 2211.03638 On Pricing of Discrete Asian and Lookback Options under the Heston Model
by Leonardo Perotti & Lech A. Grzelak
- 2211.03604 Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients
by George Samartzis & Nikitas Pittis
- 2211.03591 Shadow prices and optimal cost in economic applications
by Nikolay Khabarov & Alexey Smirnov & Michael Obersteiner
- 2211.03426 Coordination through ambiguous language
by Michele Crescenzi
- 2211.03411 Prospects and Challenges for Sustainable Tourism: Evidence from South Asian Countries
by Janifar Alam & Quazi Nur Alam & Abu Kalam
- 2211.03398 Strategies in deterministic totally-ordered-time games
by Tomohiko Kawamori
- 2211.03302 Optimal Scoring Rules for Multi-dimensional Effort
by Jason D. Hartline & Liren Shan & Yingkai Li & Yifan Wu
- 2211.03287 Institutional ownership and liquidity commonality: evidence from Australia
by Reza Bradrania & Robert Elliott & Winston Wu
- 2211.03244 Arbitrage from a Bayesian's Perspective
by Ayan Bhattacharya
- 2211.03221 Stressing Dynamic Loss Models
by Emma Kroell & Silvana M. Pesenti & Sebastian Jaimungal
- 2211.03125 Logistic forecasting of GDP competitiveness
by Arnab K. Ray
- 2211.03112 On Existence of alpha-Core Solutions for Games with Finite or Infinite Players
by Qi-Qing Song & Min Guo
- 2211.03107 FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning
by Xiao-Yang Liu & Ziyi Xia & Jingyang Rui & Jiechao Gao & Hongyang Yang & Ming Zhu & Christina Dan Wang & Zhaoran Wang & Jian Guo
- 2211.03002 Projecting XRP price burst by correlation tensor spectra of transaction networks
by Abhijit Chakraborty & Tetsuo Hatsuda & Yuichi Ikeda
- 2211.02990 Efficient convex PCA with applications to Wasserstein GPCA and ranked data
by Steven Campbell & Ting-Kam Leonard Wong
- 2211.02743 Discovery through Trial Balloons
by Eitan Sapiro-Gheiler
- 2211.02742 The debt aversion survey module: An experimentally validated tool to measure individual debt aversion
by David Albrecht & Thomas Meissner
- 2211.02528 A weak MLMC scheme for L\'evy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives
by Aleksandar Mijatovi'c & Romain Palfray
- 2211.02441 Computing Economic Chaos
by Richard H. Day & Oleg V. Pavlov
- 2211.02249 Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments
by Eric Gautier & Christiern Rose
- 2211.02215 Boosted p-Values for High-Dimensional Vector Autoregression
by Xiao Huang
- 2211.02196 (Machine) Learning from the COVID-19 Lockdown about Electricity Market Performance with a Large Share of Renewables
by Christoph Graf & Federico Quaglia & Frank A. Wolak
- 2211.01951 Creating an Optimal Portfolio of Crops Using Price Forecasting to Increase ROI for Indian Farmers
by Akshai Gaddam & Sravan Malla & Sandhya Dasari & Narayana Darapaneni & Mukesh Kumar Shukla
- 2211.01944 Carbon Monitor Europe, near-real-time daily CO$_2$ emissions for 27 EU countries and the United Kingdom
by Piyu Ke & Zhu Deng & Biqing Zhu & Bo Zheng & Yilong Wang & Olivier Boucher & Simon Ben Arous & Chuanlong Zhou & Xinyu Dou & Taochun Sun & Zhao Li & Feifan Yan & Duo Cui & Yifan Hu & Da Huo & Jean Pierre & Richard Engelen & Steven J. Davis & Philippe Ciais & Zhu Liu
- 2211.01921 On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis
by Matteo Barigozzi
- 2211.01762 Stock Trading Volume Prediction with Dual-Process Meta-Learning
by Ruibo Chen & Wei Li & Zhiyuan Zhang & Ruihan Bao & Keiko Harimoto & Xu Sun
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