Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Content
2022
- 2211.01575 Are Synthetic Control Weights Balancing Score?
by Harsh Parikh
- 2211.01557 Estimating interaction effects with panel data
by Chris Muris & Konstantin Wacker
- 2211.01547 A Systematic Paradigm for Detecting, Surfacing, and Characterizing Heterogeneous Treatment Effects (HTE)
by John Cai & Weinan Wang
- 2211.01537 Stochastic Treatment Choice with Empirical Welfare Updating
by Toru Kitagawa & Hugo Lopez & Jeff Rowley
- 2211.01406 Incorporating High-Frequency Weather Data into Consumption Expenditure Predictions
by Anders Christensen & Joel Ferguson & Sim'on Ram'irez Amaya
- 2211.01346 Predictive Crypto-Asset Automated Market Making Architecture for Decentralized Finance using Deep Reinforcement Learning
by Tristan Lim
- 2211.01344 A New Test for Market Efficiency and Uncovered Interest Parity
by Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim
- 2211.01287 Evaluating Impact of Social Media Posts by Executives on Stock Prices
by Anubhav Sarkar & Swagata Chakraborty & Sohom Ghosh & Sudip Kumar Naskar
- 2211.01240 On The Equivalence Of The Mean Variance Criterion And Stochastic Dominance Criteria
by George Samartzis & Nikitas Pittis
- 2211.01116 Medical Bill Shock and Imperfect Moral Hazard
by Alex Hoagland & David M. Anderson & Ed Zhu
- 2211.00948 Inflexible Multi-Asset Hedging of incomplete market
by Ruochen Xiao & Qiaochu Feng & Ruxin Deng
- 2211.00921 A Data-driven Case-based Reasoning in Bankruptcy Prediction
by Wei Li & Wolfgang Karl Hardle & Stefan Lessmann
- 2211.00873 Effects of syndication network on specialisation and performance of venture capital firms
by Qing Yao & Shaodong Ma & Jing Liang & Kim Christensen & Wanru Jing & Ruiqi Li
- 2211.00871 State-dependent Asset Allocation Using Neural Networks
by Reza Bradrania & Davood Pirayesh Neghab
- 2211.00728 Genuine multifractality in time series is due to temporal correlations
by Jaros{l}aw Kwapie'n & Pawel Blasiak & Stanis{l}aw Dro.zd.z & Pawe{l} O'swik{e}cimka
- 2211.00671 Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis
by Darjus Hosszejni & Sylvia Fruhwirth-Schnatter
- 2211.00532 Robust utility maximisation under proportional transaction costs for c\`adl\`ag price processes
by Christoph Czichowsky & Raphael Huwyler
- 2211.00528 A novel approach to quantify volatility prediction
by Suchetana Sadhukhan & Shiv Manjaree Gopaliya & Pushpdant Jain
- 2211.00520 Distortion risk measures in random environments: construction and axiomatic characterization
by Shuo Gong & Yijun Hu & Linxiao Wei
- 2211.00496 Can maker-taker fees prevent algorithmic cooperation in market making?
by Bingyan Han
- 2211.00447 Optimal Liquidation with Signals: the General Propagator Case
by Eduardo Abi Jaber & Eyal Neuman
- 2211.00420 Integrating multiple sources of ordinal information in portfolio optimization
by Eranda c{C}ela & Stephan Hafner & Roland Mestel & Ulrich Pferschy
- 2211.00410 Population and Technological Growth: Evidence from Roe v. Wade
by John T. H. Wong & Matthias Hei Man & Alex Li Cheuk Hung
- 2211.00363 Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
by Giovanni Ballarin & Petros Dellaportas & Lyudmila Grigoryeva & Marcel Hirt & Sophie van Huellen & Juan-Pablo Ortega
- 2211.00329 Weak Identification in Low-Dimensional Factor Models with One or Two Factors
by Gregory Cox
- 2211.00326 Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups
by Kevin Kamm & Michelle Muniz
- 2211.00291 Distinguishable Cash, Bosonic Bitcoin, and Fermionic Non-fungible Token
by Zae Young Kim & Jeong-Hyuck Park
- 2211.00131 New Concept for the Value Function of Prospect Theory
by Kazuo Sano
- 2210.17529 Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence
by Paolo Maranzano & Matteo Maria Pelagatti
- 2210.17384 A unified approach to informed trading via Monge-Kantorovich duality
by Reda Chhaibi & Ibrahim Ekren & Eunjung Noh & Lu Vy
- 2210.17373 Assignment games with population monotonic allocation schemes
by Tam'as Solymosi
- 2210.17309 Spontaneous emergence of groups and signaling diversity in dynamic networks
by Zachary Fulker & Patrick Forber & Rory Smead & Christoph Riedl
- 2210.17208 Dynamic Inventory Management with Mean-Field Competition
by Ryan Donnelly & Zi Li
- 2210.17150 Monotonic Mechanisms for Selling Multiple Goods
by Ran Ben-Moshe & Sergiu Hart & Noam Nisan
- 2210.17063 Shrinkage Methods for Treatment Choice
by Takuya Ishihara & Daisuke Kurisu
- 2210.17030 Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty
by Yugo Fujimoto & Kei Nakagawa & Kentaro Imajo & Kentaro Minami
- 2210.16991 Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method
by Yuya Sasaki & Yulong Wang
- 2210.16905 Stock price reaction to power outages following extreme weather events: Evidence from Texas power outage
by Sherry Hu & Kose John & Balbinder Singh Gill
- 2210.16899 Understanding the Maker Protocol
by Jason Chen & Kathy Fogel & Kose John
- 2210.16885 Rationalization of indecisive choice behavior by majoritarian ballots
by Jos'e Carlos R. Alcantud & Domenico Cantone & Alfio Giarlotta & Stephen Watson
- 2210.16880 Assessing the difference between integrated quantiles and integrated cumulative distribution functions
by Yunran Wei & Ricardas Zitikis
- 2210.16863 Time-aware Metapath Feature Augmentation for Ponzi Detection in Ethereum
by Chengxiang Jin & Jiajun Zhou & Jie Jin & Jiajing Wu & Qi Xuan
- 2210.16846 DeFi vs TradFi: Valuation Using Multiples and Discounted Cash Flow
by Teng Andrea Xu & Jiahua Xu & Kristof Lommers
- 2210.16679 Monitoring the Dynamic Networks of Stock Returns
by Elena Farahbakhsh Touli & Hoang Nguyen & Olha Bodnar
- 2210.16548 The importance of being scrambled: supercharged Quasi Monte Carlo
by J. Hok & S. Kucherenko
- 2210.16547 Flexible machine learning estimation of conditional average treatment effects: a blessing and a curse
by Richard Post & Isabel van den Heuvel & Marko Petkovic & Edwin van den Heuvel
- 2210.16525 Spectral Representation Learning for Conditional Moment Models
by Ziyu Wang & Yucen Luo & Yueru Li & Jun Zhu & Bernhard Scholkopf
- 2210.16506 Observable Perfect Equilibrium
by Sam Ganzfried
- 2210.16408 Heterogeneous Position Effects and the Power of Rankings
by Rafael P. Greminger
- 2210.16155 "Rust Belt" Across America: An Application of a Nationwide, Block-Group-Level Deprivation Index
by Scott W Hegerty
- 2210.16113 Intelligence and Global Bias in the Stock Market
by Kazuo Sano
- 2210.16042 Eigenvalue tests for the number of latent factors in short panels
by Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet
- 2210.16001 Information Design in Allocation with Costly Verification
by Yi-Chun Chen & Gaoji Hu & Xiangqian Yang
- 2210.15969 Newton Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities
by Geon Lee & Tae-Kyoung Kim & Hyun-Gyoon Kim & Jeonggyu Huh
- 2210.15946 Local Media and the Shaping of Social Norms: Evidence from the Ebola outbreak
by Ada Gonzalez-Torres
- 2210.15934 Multiresolution Signal Processing of Financial Market Objects
by Ioana Boier
- 2210.15925 Incorporating Interactive Facts for Stock Selection via Neural Recursive ODEs
by Qiang Gao & Xinzhu Zhou & Kunpeng Zhang & Li Huang & Siyuan Liu & Fan Zhou
- 2210.15914 The Role of Immigrants, Emigrants, and Locals in the Historical Formation of European Knowledge Agglomerations
by Philipp Koch & Viktor Stojkoski & C'esar A. Hidalgo
- 2210.15841 How to sample and when to stop sampling: The generalized Wald problem and minimax policies
by Karun Adusumilli
- 2210.15829 Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach
by Xiaolin Sun
- 2210.15785 Supply Chain Characteristics as Predictors of Cyber Risk: A Machine-Learning Assessment
by Kevin Hu & Retsef Levi & Raphael Yahalom & El Ghali Zerhouni
- 2210.15776 The Unequal Incidence of Payroll Taxes with Imperfect Competition: Theory and Evidence
by Felipe Lobel
- 2210.15613 The law of one price in quadratic hedging and mean-variance portfolio selection
by Alev{s} v{C}ern'y & Christoph Czichowsky
- 2210.15499 Post trade allocation: how much are bunched orders costing your performance?
by Ali Hirsa & Massoud Heidari
- 2210.15493 Projecting Non-Fungible Token (NFT) Collections: A Contextual Generative Approach
by Wesley Joon-Wie Tann & Akhil Vuputuri & Ee-Chien Chang
- 2210.15453 Approximate Pricing of Derivatives Under Fractional Stochastic Volatility Model
by Yuecai Han & Xudong Zheng
- 2210.15448 Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading
by Amit Milstein & Haoran Deng & Guy Revach & Hai Morgenstern & Nir Shlezinger
- 2210.15343 Change of measure in a Heston-Hawkes stochastic volatility model
by David R. Ba~nos & Salvador Ortiz-Latorre & Oriol Zamora Font
- 2210.15329 Measuring Transition Risk in Investment Funds
by Ricardo Crisostomo
- 2210.15181 Optimal Mechanism Design for Agents with DSL Strategies: The Case of Sybil Attacks in Combinatorial Auctions
by Yotam Gafni & Moshe Tennenholtz
- 2210.15035 Pricing and Electric Vehicle Charging Equilibria
by Trivikram Dokka & Jorge Bruno & Sonali SenGupta & Chowdhury Mohammad Sakib Anwar
- 2210.14942 The Art NFTs and Their Marketplaces
by Lanqing Du & Michelle Kim & Jinwook Lee
- 2210.14908 Powering Up a Slow Charging Market: How Do Government Subsidies Affect Charging Station Supply?
by Zunian Luo
- 2210.14861 The Information Bottleneck Principle in Corporate Hierarchies
by Cameron Gordon
- 2210.14655 Model of work motivation based on happiness: pandemic related study
by Joanna Nie.zurawska & Rados{l}aw A. Kycia & Iveta Ludviga & Agnieszka Niemczynowicz
- 2210.14631 The Influence of Payment Method: Do Consumers Pay More with Mobile Payment?
by Yizhao Jiang
- 2210.14605 Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots
by Mostafa Shabani & Martin Magris & George Tzagkarakis & Juho Kanniainen & Alexandros Iosifidis
- 2210.14518 Which Factors Matter Most? Can Startup Valuation be Micro-Targeted?
by Max Berre
- 2210.14437 The Economy's Potential: Duality and Equilibrium
by Jacob K Goeree
- 2210.14388 Revealed Preferences of One-Sided Matching
by Andrew Tai
- 2210.14340 A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
by Max Nendel & Alessandro Sgarabottolo
- 2210.14304 Learning Better Intent Representations for Financial Open Intent Classification
by Xianzhi Li & Will Aitken & Xiaodan Zhu & Stephen W. Thomas
- 2210.14266 Hedonic Models of Real Estate Prices: GAM and Environmental Factors
by Jason R. Bailey & Davide Lauria & W. Brent Lindquist & Stefan Mittnik & Svetlozar T. Rachev
- 2210.14205 Unit Averaging for Heterogeneous Panels
by Christian Brownlees & Vladislav Morozov
- 2210.14195 Using Deep Learning to Find the Next Unicorn: A Practical Synthesis
by Lele Cao & Vilhelm von Ehrenheim & Sebastian Krakowski & Xiaoxue Li & Alexandra Lutz
- 2210.13843 GLS under Monotone Heteroskedasticity
by Yoichi Arai & Taisuke Otsu & Mengshan Xu
- 2210.13833 The continuous-time pre-commitment KMM problem in incomplete markets
by Guohui Guan & Zongxia Liang & Yilun Song
- 2210.13825 Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation
by Sarah Kaakai & Anis Matoussi & Achraf Tamtalini
- 2210.13824 Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes
by Ekaterina Morozova & Vladimir Panov
- 2210.13804 Liquidity based modeling of asset price bubbles via random matching
by Francesca Biagini & Andrea Mazzon & Thilo Meyer-Brandis & Katharina Oberpriller
- 2210.13684 Reliability of Ideal Indexes
by Gholamreza Hajargasht
- 2210.13671 Extreme Measures in Continuous Time Conic Finace
by Yoshihiro Shirai
- 2210.13667 Experimental observations of fractal landscape dynamics in a dense emulsion
by Clary Rodriguez-Cruz & Mehdi Molaei & Amruthesh Thirumalaiswamy & Klebert Feitosa & Vinothan N. Manoharan & Shankar Sivarajan & Daniel H. Reich & Robert A. Riggleman & John C. Crocker
- 2210.13655 An Event Study of the Ethereum Transition to Proof-of-Stake
by Elie Kapengut & Bruce Mizrach
- 2210.13562 Prediction intervals for economic fixed-event forecasts
by Fabian Kruger & Hendrik Plett
- 2210.13300 Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis
by Luca Galimberti & Anastasis Kratsios & Giulia Livieri
- 2210.13194 A Theory of Stable Market Segmentations
by Nima Haghpanah & Ron Siegel
- 2210.12881 A Control Theoretic Approach to Infrastructure-Centric Blockchain Tokenomics
by Oguzhan Akcin & Robert P. Streit & Benjamin Oommen & Sriram Vishwanath & Sandeep Chinchali
- 2210.12794 Variable population manipulations of reallocation rules in economies with single-peaked preferences
by Agustin G. Bonifacio
- 2210.12549 Choosing The Best Incentives for Belief Elicitation with an Application to Political Protests
by Nathan Canen & Anujit Chakraborty
- 2210.12503 An Axiomatic Characterization of Split Cycle
by Yifeng Ding & Wesley H. Holliday & Eric Pacuit
- 2210.12462 Factor Investing with a Deep Multi-Factor Model
by Zikai Wei & Bo Dai & Dahua Lin
- 2210.12393 The rough Hawkes Heston stochastic volatility model
by Alessandro Bondi & Sergio Pulido & Simone Scotti
- 2210.12307 BIM can help decarbonize the construction sector: life cycle evidence from Pavement Management Systems
by Anne de Bortoli & Yacine Baouch & Mustapha Masdan
- 2210.11792 $1/f$ noise from the sequence of nonoverlapping rectangular pulses
by Aleksejus Kononovicius & Bronislovas Kaulakys
- 2210.11627 Obvious manipulations of tops-only voting rules
by R. Pablo Arribillaga & Agustin G. Bonifacio
- 2210.11532 DNN-ForwardTesting: A New Trading Strategy Validation using Statistical Timeseries Analysis and Deep Neural Networks
by Ivan Letteri & Giuseppe Della Penna & Giovanni De Gasperis & Abeer Dyoub
- 2210.11525 On the Financing of Climate Change Adaptation in Developing Countries
by Francis X. Diebold
- 2210.11403 Exploring Causes, Effects, and Solutions to Financial Illiteracy and Exclusion among Minority Demographic Groups
by Abhinav Shanbhag
- 2210.11398 Allowing for weak identification when testing GARCH-X type models
by Philipp Ketz
- 2210.11355 Network Synthetic Interventions: A Causal Framework for Panel Data Under Network Interference
by Anish Agarwal & Sarah H. Cen & Devavrat Shah & Christina Lee Yu
- 2210.11315 The Kind of Silence: Managing a Reputation for Voluntary Disclosure in Financial Markets
by Miles B. Gietzmann & Adam J. Ostaszewski
- 2210.11203 Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO
by Xiaotong Sun & Xi Chen & Charalampos Stasinakis & Georgios Sermpinis
- 2210.11138 New financial ratios based on the compositional data methodology
by Salvador Linares-Mustar'os & Maria `Angels Farreras-Noguer & N'uria Arimany-Serrat & Germ`a Coenders
- 2210.11062 Low-rank Panel Quantile Regression: Estimation and Inference
by Yiren Wang & Liangjun Su & Yichong Zhang
- 2210.11010 Efficient variational approximations for state space models
by Rub'en Loaiza-Maya & Didier Nibbering
- 2210.11003 Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime
by Anish Agarwal & Vasilis Syrgkanis
- 2210.10971 Optimal Settings for Cryptocurrency Trading Pairs
by Di Zhang & Youzhou Zhou
- 2210.10938 Never Say Never: Optimal Exclusion and Reserve Prices with Expectations-Based Loss-Averse Buyers
by Benjamin Balzer & Antonio Rosato
- 2210.10858 Beyond capacity: contractual form in electricity reliability obligations
by Han Shu & Jacob Mays
- 2210.10832 How a Brand's Social Activism Impacts Consumers' Brand Evaluations: The Role of Brand Relationship Norms
by Jingjing Li & Nicole Montgomery & Reza Mousavi
- 2210.10642 Public Good Provision with a Distributor
by Chowdhury Mohammad Sakib Anwar & Alexander Matros & Sonali SenGupta
- 2210.10585 The Minimum Wage as an Anchor: Effects on Determinations of Fairness by Humans and AI
by Dario G. Soatto
- 2210.10538 A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 4 Third wave results
by Allister Loder & Fabienne Cantner & Andrea Cadavid & Markus B. Siewert & Stefan Wurster & Sebastian Goerg & Klaus Bogenberger
- 2210.10443 Deep neural network expressivity for optimal stopping problems
by Lukas Gonon
- 2210.10425 Optimal investment and reinsurance under exponential forward preferences
by Katia Colaneri & Alessandra Cretarola & Benedetta Salterini
- 2210.10169 Expectations Formation with Fat-tailed Processes: Evidence from Sales Forecasts
by Eugene Larsen-Hallock & Adam Rej & David Thesmar
- 2210.10166 Informed Neutrality in Minimalist Market Design: A Case Study on a Constitutional Crisis in India
by Tayfun Sonmez & Utku Unver
- 2210.10151 Dialogue system with humanoid robot
by Koki Inoue & Shuichiro Ogake & Hayato Kawamura & Naoki Igo
- 2210.10146 Housing Forecasts via Stock Market Indicators
by Varun Mittal & Laura P. Schaposnik
- 2210.10087 Cryptocurrency, Sanctions and Agricultural Prices: An empirical study on the negative implications of sanctions and how decentralized technologies affect the agriculture futures market in developing countries
by Agni Rajinikanth
- 2210.10024 Linear Regression with Centrality Measures
by Yong Cai
- 2210.09927 Research of an optimization model for servicing a network of ATMs and information payment terminals
by G. A. Nigmatulin & O. B. Chaganova
- 2210.09897 Learning to simulate realistic limit order book markets from data as a World Agent
by Andrea Coletta & Aymeric Moulin & Svitlana Vyetrenko & Tucker Balch
- 2210.09828 Modelling Large Dimensional Datasets with Markov Switching Factor Models
by Matteo Barigozzi & Daniele Massacci
- 2210.09690 Electricity grid tariffs for electrification in households: Bridging the gap between cross-subsidies and fairness
by Claire-Marie Bergaentzl'e & Philipp Andreas Gunkel & Mohammad Ansarin & Yashar Ghiassi-Farrokhfal & Henrik Klinge Jacobsen
- 2210.09619 Sector-wise analysis of Indian stock market: Long and short-term risk and stability analysis
by Suchetana Sadhukhan & Poulomi Sadhukhan
- 2210.09426 Party On: The Labor Market Returns to Social Networks in Adolescence
by Adriana Lleras-Muney & Matthew Miller & Shuyang Sheng & Veronica Sovero
- 2210.09398 Concentration inequalities of MLE and robust MLE
by Xiaowei Yang & Xinqiao Liu & Haoyu Wei
- 2210.09331 Measure-valued processes for energy markets
by Christa Cuchiero & Luca Di Persio & Francesco Guida & Sara Svaluto-Ferro
- 2210.09302 The impact of big winners on passive and active equity investment strategies
by Maxime Markov & Vladimir Markov
- 2210.09145 Exploring the stability of solar geoengineering agreements
by Niklas V. Lehmann
- 2210.09133 Lower semicontinuity of monotone functionals in the mixed topology on $C_b$
by Max Nendel
- 2210.09097 From Marx's fundamental equalities to the solving of the transformation problem -- Coherence of the model
by Norbert Ankri & Paikan Marcaggi
- 2210.09094 Large gender and age differences in hand disinfection behavior during the COVID-19 pandemic: Field data from Swiss retail stores
by Frauke von Bieberstein & Anna-Corinna Kulle & Stefanie Schumacher
- 2210.09066 Climate uncertainty, financial frictions and constrained efficient carbon taxation
by Felix Kubler
- 2210.08982 Title Redacted
by Alvarez-Telena Sergio & Diez-Fernandez Marta
- 2210.08892 Modified Wilcoxon-Mann-Whitney tests of stochastic dominance
by Brendan K. Beare & Jackson D. Clarke
- 2210.08785 Welfare estimations from imagery. A test of domain experts ability to rate poverty from visual inspection of satellite imagery
by Wahab Ibrahim & Ola Hall
- 2210.08698 A Design-Based Riesz Representation Framework for Randomized Experiments
by Christopher Harshaw & Fredrik Savje & Yitan Wang
- 2210.08569 Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets
by Penghang Liu & Kshama Dwarakanath & Svitlana S Vyetrenko & Tucker Balch
- 2210.08524 Inference on Extreme Quantiles of Unobserved Individual Heterogeneity
by Vladislav Morozov
- 2210.08422 Duality in optimal consumption--investment problems with alternative data
by Kexin Chen & Hoi Ying Wong
- 2210.08338 Fair Effect Attribution in Parallel Online Experiments
by Alexander Buchholz & Vito Bellini & Giuseppe Di Benedetto & Yannik Stein & Matteo Ruffini & Fabian Moerchen
- 2210.08328 A Group Public Goods Game with Position Uncertainty
by Chowdhury Mohammad Sakib Anwar & Jorge Bruno & Sonali SenGupta
- 2210.08294 Setting Interim Deadlines to Persuade
by Maxim Senkov
- 2210.08289 AI-powered mechanisms as judges: Breaking ties in chess
by Nejat Anbarci & Mehmet S. Ismail
- 2210.08197 DyFEn: Agent-Based Fee Setting in Payment Channel Networks
by Kiana Asgari & Aida Afshar Mohammadian & Mojtaba Tefagh
- 2210.08147 A New Method for Generating Random Correlation Matrices
by Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo
- 2210.08077 Approximate optimality and the risk/reward tradeoff in a class of bandit problems
by Zengjing Chen & Larry G. Epstein & Guodong Zhang
- 2210.07955 Impact of WACC on Firm Profitability: Evidence from Food and Allied Industry of Bangladesh
by Farhana Rahman
- 2210.07824 TechRank
by Anita Mezzetti & Loic Mar'echal & Dimitri Percia David & William Lacube & S'ebastien Gillard & Michael Tsesmelis & Thomas Maillart & Alain Mermoud
- 2210.07793 Discrete & Bayesian Transaction Fee Mechanisms
by Yotam Gafni & Aviv Yaish
- 2210.07680 Conditional Likelihood Ratio Test with Many Weak Instruments
by Sreevidya Ayyar & Yukitoshi Matsushita & Taisuke Otsu
- 2210.07393 Non-fungible token transactions: data and challenges
by Jason B. Cho & Sven Serneels & David S. Matteson
- 2210.07322 Human Behavioral Models Using Utility Theory and Prospect Theory
by Anuradha M. Annaswamy & Vineet Jagadeesan Nair
- 2210.07184 Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations
by Nelson Vadori & Leo Ardon & Sumitra Ganesh & Thomas Spooner & Selim Amrouni & Jared Vann & Mengda Xu & Zeyu Zheng & Tucker Balch & Manuela Veloso
- 2210.07169 Forecast Hedging and Calibration
by Dean P. Foster & Sergiu Hart
- 2210.07154 Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference
by Ramis Khabibullin & Sergei Seleznev
- 2210.07152 Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics
by Dean P. Foster & Sergiu Hart
- 2210.07129 Economic incentives for capacity reductions on interconnectors in the day-ahead market
by E. Ruben van Beesten & Daan Hulshof
- 2210.06639 Robust Estimation and Inference in Panels with Interactive Fixed Effects
by Timothy B. Armstrong & Martin Weidner & Andrei Zeleneev
- 2210.06611 Proximity, Similarity, and Friendship Formation: Theory and Evidence
by A. Arda Gitmez & Rom'an Andr'es Z'arate
- 2210.06594 Sample Constrained Treatment Effect Estimation
by Raghavendra Addanki & David Arbour & Tung Mai & Cameron Musco & Anup Rao
- 2210.06549 General Manipulability Theorem for a Matching Model
by Paola B. Manasero & Jorge Oviedo
- 2210.06255 Retirement spending problem under Habit Formation Model
by S. Kirusheva & H. Huang & T. S. Salisbury
- 2210.06217 Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation
by H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov
- 2210.06172 Potential Applications of Quantum Computing for the Insurance Industry
by Michael Adam
- 2210.06148 Monte-Carlo Estimation of CoVaR
by Weihuan Huang & Nifei Lin & L. Jeff Hong
- 2210.06139 Zero-Knowledge Optimal Monetary Policy under Stochastic Dominance
by David Cerezo S'anchez
- 2210.05562 An improved decomposition-based heuristic for truck platooning
by Boshuai Zhao & Roel Leus
- 2210.05447 The Design and Regulation of Exchanges: A Formal Approach
by Mohit Garg & Suneel Sarswat
- 2210.05358 On estimating Armington elasticities for Japan's meat imports
by Satoshi Nakano & Kazuhiko Nishimura
- 2210.05136 Classification based credit risk analysis: The case of Lending Club
by Aadi Gupta & Priya Gulati & Siddhartha P. Chakrabarty
- 2210.05115 Bayesian analysis of mixtures of lognormal distribution with an unknown number of components from grouped data
by Kazuhiko Kakamu
- 2210.05026 Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption
by Matias D. Cattaneo & Yingjie Feng & Filippo Palomba & Rocio Titiunik
- 2210.04797 DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions
by Fernando Moreno-Pino & Stefan Zohren
- 2210.04774 Online Resource Allocation with Samples
by Negin Gorlezaei & Patrick Jaillet & Zijie Zhou
- 2210.04739 Expected multi-utility representations of preferences over lotteries
by Paolo Leonetti
- 2210.04703 Policy Learning with New Treatments
by Samuel Higbee
- 2210.04648 FX Resilience around the World: Fighting Volatile Cross-Border Capital Flows
by Louisa Chen & Estelle Xue Liu & Zijun Liu
- 2210.04523 An identification and testing strategy for proxy-SVARs with weak proxies
by Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli
- 2210.04418 Making Information More Valuable
by Mark Whitmeyer
- 2210.04339 Seller-buyer networks in NFT art are driven by preferential ties
by Giovanni Colavizza
- 2210.04223 Market Directional Information Derived From (Time, Execution Price, Shares Traded) Sequence of Transactions. On The Impact From The Future
by Vladislav Gennadievich Malyshkin & Mikhail Gennadievich Belov
- 2210.04194 Reap the Harvest on Blockchain: A Survey of Yield Farming Protocols
by Jiahua Xu & Yebo Feng
- 2210.04167 Optimal Execution with Identity Optionality
by Rene Carmona & Claire Zeng
- 2210.04102 Innovation with and without patents
by Josef Taalbi