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Content
2025
- 2501.09429 ADAGE: A generic two-layer framework for adaptive agent based modelling
by Benjamin Patrick Evans & Sihan Zeng & Sumitra Ganesh & Leo Ardon
- 2501.09404 Agent-Based Simulation of a Perpetual Futures Market
by Ramshreyas Rao
- 2501.09315 The National Intangible Resources and their Importance in the Current Knowledge-Based Economy
by Camelia Oprean-Stan & Sebastian Emanuel Stan & Antonio Pele
- 2501.09139 A robust measure of complexity
by Egor Bronnikov & Elias Tsakas
- 2501.09025 Cyber Shadows: Neutralizing Security Threats with AI and Targeted Policy Measures
by Marc Schmitt & Pantelis Koutroumpis
- 2501.08981 Discretionary vs nondiscretionary in fiscal mechanism. Non-automatic fiscal stabilisers vs automatic fiscal stabilisers
by Vasile Bratian & Amelia Bucur & Camelia Oprean & Cristina Tanasescu
- 2501.08972 A note on bequest preferences in utility maximisation for modern tontines
by Thomas Bernhardt
- 2501.08822 Deep Learning Meets Queue-Reactive: A Framework for Realistic Limit Order Book Simulation
by Hamza Bodor & Laurent Carlier
- 2501.08802 On the Dominance of Truth-Telling in Gradual Mechanisms
by Wenqian Wang & Zhiwen Zheng
- 2501.08768 Eigenvector Overlaps of Random Covariance Matrices and their Submatrices
by Elie Attal & Romain Allez
- 2501.08728 The Cost of Delivery Delays
by Maria Jose Carreras-Valle & Alessandro Ferrari
- 2501.08668 Empirical Study on the Factors Influencing Stock Market Volatility in China
by Jingchu Zhang
- 2501.08601 The Response of Farmer Welfares Amidst Food Prices Shock and Inflation in the Province of East Java
by Moh. Hairus Zaman & Diah Wahyuningsih & Ris Yuwono Yudo Nugroho
- 2501.08595 Characterizations of voting rules based on majority margins
by Yifeng Ding & Wesley H. Holliday & Eric Pacuit
- 2501.08244 What is the general Welfare? Welfare Economic Perspectives
by Charles F. Manski
- 2501.08232 Specific Aspects of Intellectual Property Management in the Knowledge-Based Economy
by Aurel Mihail Titu & Alina Bianca Pop & Camelia Oprean-Stan & Sebastian Emanuel Stan
- 2501.08215 Bursting Bubbles in a Macroeconomic Model
by Tomohiro Hirano & Keiichi Kishi & Alexis Akira Toda
- 2501.08177 Estimation of the Effect of Carbon Tax Implementation on Household Income Distribution in Indonesia: Quantitative Analysis with Miyazawa Input- Output Approach
by Syahrituah Siregar
- 2501.08004 A Sustainable Circular Framework for Financing Infrastructure Climate Adaptation: Integrated Carbon Markets
by Chao Li & Xing Su & Chao Fan & Jun Wang & Xiangyu Wang
- 2501.07881 An Approach on the Modelling of Long Economic Cycles in the Context of Sustainable Development
by Cristina Tanasescu & Amelia Bucur & Camelia Oprean-Stan
- 2501.07880 The Impact of Digitalisation and Sustainability on Inclusiveness: Inclusive Growth Determinants
by Radu Rusu & Camelia Oprean-Stan
- 2501.07856 Dynamic loan portfolio management in a three time step model
by Deb Narayan Barik & Siddhartha P. Chakrabarty
- 2501.07828 Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies
by Thanos Drossos & Daniel Kirste & Niclas Kannengie{ss}er & Ali Sunyaev
- 2501.07772 Bridging Root-$n$ and Non-standard Asymptotics: Dimension-agnostic Adaptive Inference in M-Estimation
by Kenta Takatsu & Arun Kumar Kuchibhotla
- 2501.07615 Social and Genetic Ties Drive Skewed Cross-Border Media Coverage of Disasters
by Thiemo Fetzer & Prashant Garg
- 2501.07550 disco: Distributional Synthetic Controls
by Florian Gunsilius & David Van Dijcke
- 2501.07514 Estimating Sequential Search Models Based on a Partial Ranking Representation
by Tinghan Zhang
- 2501.07508 Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning
by Haonan Xu & Alessio Brini
- 2501.07489 How low-cost AI universal approximators reshape market efficiency
by Paolo Barucca & Flaviano Morone
- 2501.07410 Anonymous Attention and Abuse
by Florian Ederer & Paul Goldsmith-Pinkham & Kyle Jensen
- 2501.07386 Forecasting for monetary policy
by Laura Coroneo
- 2501.07309 Making Tennis Fairer: The Grand Tiebreaker
by Steven J. Brams & Mehmet S. Ismail & D. Marc Kilgour
- 2501.07235 Entry deterrence by exploiting economies of scope in data aggregation
by Luis Guijarro & Jos'e-Ram'on Vidal & Vicent Pla
- 2501.07200 Pricing Quanto and Composite Contracts with Local-Correlation Models
by Andrea Pallavicini
- 2501.07178 The Spoils of Algorithmic Collusion: Profit Allocation Among Asymmetric Firms
by Simon Martin & Hans-Theo Normann & Paul Puplichhuisen & Tobias Werner
- 2501.07141 Knowledge Phenomenology Research of Future Industrial Iconic Product Innovation
by Jiang Xu & Haoxiang Qu
- 2501.07135 Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum
by Linze Li & William Ferreira
- 2501.06969 Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments
by Yikun Zhang & Yen-Chi Chen
- 2501.06895 Discrete-time weak approximation of a Black-Scholes model with drift and volatility Markov switching
by Vitaliy Golomoziy & Kamil Kladivko & Yuliya Mishura
- 2501.06873 Causal Claims in Economics
by Prashant Garg & Thiemo Fetzer
- 2501.06834 LLMs Model Non-WEIRD Populations: Experiments with Synthetic Cultural Agents
by Augusto Gonzalez-Bonorino & Monica Capra & Emilio Pantoja
- 2501.06777 Identification and Estimation of Simultaneous Equation Models Using Higher-Order Cumulant Restrictions
by Ziyu Jiang
- 2501.06758 Pricing American options under rough volatility using deep-signatures and signature-kernels
by Christian Bayer & Luca Pelizzari & Jia-Jie Zhu
- 2501.06701 Sequential Portfolio Selection under Latent Side Information-Dependence Structure: Optimality and Universal Learning Algorithms
by Duy Khanh Lam
- 2501.06587 Optimizing Financial Data Analysis: A Comparative Study of Preprocessing Techniques for Regression Modeling of Apple Inc.'s Net Income and Stock Prices
by Kevin Ungar & Camelia Oprean-Stan
- 2501.06584 A novel approach to assessing corporate sustainable economic value
by Camelia Oprean-Stan
- 2501.06575 Is the Monetary Transmission Mechanism Broken? Time for People's Quantitative Easing
by Sebastian Dragoe & Camelia Oprean-Stan
- 2501.06473 Endogenous Persistence at the Effective Lower Bound
by Cai Chunbing & Jordan Roulleau-Pasdeloup & Zheng Zhongxi
- 2501.06404 A Hybrid Framework for Reinsurance Optimization: Integrating Generative Models and Reinforcement Learning
by Stella C. Dong & James R. Finlay
- 2501.06398 VIX options in the SABR model
by Dan Pirjol & Lingjiong Zhu
- 2501.06275 Exploratory Randomization for Discrete-Time Linear Exponential Quadratic Gaussian (LEQG) Problem
by Sebastien Lleo & Wolfgang Runggaldier
- 2501.06270 Sectorial Exclusion Criteria in the Marxist Analysis of the Average Rate of Profit: The United States Case (1960-2020)
by Jose Mauricio Gomez Julian
- 2501.06248 Utility-inspired Reward Transformations Improve Reinforcement Learning Training of Language Models
by Roberto-Rafael Maura-Rivero & Chirag Nagpal & Roma Patel & Francesco Visin
- 2501.06221 Optimizing Supply Chain Networks with the Power of Graph Neural Networks
by Chi-Sheng Chen & Ying-Jung Chen
- 2501.06032 A Modern Paradigm for Algorithmic Trading
by James B. Glattfelder & Thomas Houweling & Richard B. Olsen
- 2501.05975 Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration
by Eduardo Abi Jaber & Soukaina Bruneau & Nathan De Carvalho & Dimitri Sotnikov & Laurent Tur
- 2501.05841 Russian Financial Statements Database: A firm-level collection of the universe of financial statements
by Sergey Bondarkov & Victor Ledenev & Dmitriy Skougarevskiy
- 2501.05672 Optimal Insurance under Endogenous Default and Background Risk
by Zongxia Liang & Zhaojie Ren & Bin Zou
- 2501.05653 Assessing Co-Authored Papers in Tenure Decisions: Implications for Research Independence and Career Strategies in Economics
by Lekang Ren & Danyang Xie
- 2501.05481 Blackwell Equilibrium in Repeated Games
by Costas Cavounidis & Sambuddha Ghosh & Johannes Horner & Eilon Solan & Satoru Takahashi
- 2501.05338 Comparing latent inequality with ordinal data
by David M. Kaplan & Wei Zhao
- 2501.05314 Analyzing the progress of Indian states chasing sustainable development goals using complex network framework
by Hrishidev Unni & Rubal Rathi & Sangita Dutta Gupta & Anirban Chakraborti
- 2501.05299 Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network
by Lennart Ante & Aman Saggu
- 2501.05278 Off-Policy Evaluation and Counterfactual Methods in Dynamic Auction Environments
by Ritam Guha & Nilavra Pathak
- 2501.05232 The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And "Whale Alerts" On Twitter
by Aman Saggu
- 2501.05221 RUM-NN: A Neural Network Model Compatible with Random Utility Maximisation for Discrete Choice Setups
by Niousha Bagheri & Milad Ghasri & Michael Barlow
- 2501.05022 An Instrumental Variables Approach to Testing Firm Conduct
by Youngjin Hong & In Kyung Kim & Kyoo il Kim
- 2501.04959 DisSim-FinBERT: Text Simplification for Core Message Extraction in Complex Financial Texts
by Wonseong Kim & Christina Niklaus & Choong Lyol Lee & Siegfried Handschuh
- 2501.04853 Identification of dynamic treatment effects when treatment histories are partially observed
by Akanksha Negi & Didier Nibbering
- 2501.04646 A mixture transition distribution approach to portfolio optimization
by Riccardo De Blasis & Luca Galati & Filippo Petroni
- 2501.04607 Monthly GDP Growth Estimates for the U.S. States
by Gary Koop & Stuart McIntyre & James Mitchell & Aristeidis Raftapostolos
- 2501.04243 Making school choice lotteries transparent
by Lingbo Huang & Jun Zhang
- 2501.04241 Bundled School Choice
by Lingbo Huang & Jun Zhang
- 2501.04051 Trust of Strangers: a framework for analysis
by Shawn Berry
- 2501.03993 Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
by Adil Rengim Cetingoz & Charles-Albert Lehalle
- 2501.03945 Sequential Monte Carlo for Noncausal Processes
by Gianluca Cubadda & Francesco Giancaterini & Stefano Grassi
- 2501.03938 In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models
by Antoine Jacquier & Johannes Muhle-Karbe & Joseph Mulligan
- 2501.03919 Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification
by Alejandro Rodriguez Dominguez & Muhammad Shahzad & Xia Hong
- 2501.03658 Market Making with Fads, Informed, and Uninformed Traders
by Emilio Barucci & Adrien Mathieu & Leandro S'anchez-Betancourt
- 2501.03434 How to verify that a given process is a L\'evy-Driven Ornstein-Uhlenbeck Process
by Ibrahim Abdelrazeq & Hardy Smith & Dinmukhammed Zhanbyrshy
- 2501.03380 High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions
by Ignacio Garr'on & Andrey Ramos
- 2501.03269 Evaluating the resilience of ESG investments in European Markets during turmoil periods
by Barbara Iannone & Pierdomenico Duttilo & Stefano Antonio Gattone
- 2501.03196 When Do Voters Stop Caring? Estimating the Shape of Voter Utility Function
by Aleksandra Conevska & Can Mutlu
- 2501.03171 High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads
by Guanlin Li & Xiyan Chen & Yingzheng Liu
- 2501.03141 Foundations of Platform-Assisted Auctions
by Hao Chung & Ke Wu & Elaine Shi
- 2501.03114 Environmental Policy in General Equilibrium under Market Power and Price Discrimination
by Tengjiao Chen & Daniel H. Karney
- 2501.03015 Characterizing Measurement Error in the German Socio-Economic Panel Using Linked Survey and Administrative Data
by Nico Thurow
- 2501.02963 A data-driven merit order: Learning a fundamental electricity price model
by Paul Ghelasi & Florian Ziel
- 2501.02686 Paired Course and Dorm Allocation
by Eric Gao
- 2501.02674 Identifying the Hidden Nexus between Benford Law Establishment in Stock Market and Market Efficiency: An Empirical Investigation
by M. R. Sarkandiz
- 2501.02672 Re-examining Granger Causality from Causal Bayesian Networks Perspective
by S. A. Adedayo
- 2501.02609 Revealed Social Networks
by Christopher P. Chambers & Yusufcan Masatlioglu & Christopher Turansick
- 2501.02545 Second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
by Bingzhen Genga & Shijie Wanga & Yang Yang
- 2501.02468 The Explore of Knowledge Management Dynamic Capabilities, AI-Driven Knowledge Sharing, Knowledge-Based Organizational Support, and Organizational Learning on Job Performance: Evidence from Chinese Technological Companies
by Jun Cui
- 2501.02396 On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model
by Yuri Kabanov & Mikhail A. Sonin
- 2501.02383 Strategic Investment to Mitigate Transition Risks
by Jiayue Zhang & Tony S. Wirjanto & Lysa Porth & Ken Seng Tan
- 2501.02381 Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks
by Zhentong Lu & Kenichi Shimizu
- 2501.02371 The Effect of Capital Share on Income Inequality: Identifying the Time Patterns
by Ou{g}uzhan Akgun & Ezgi Ozsou{g}ut
- 2501.02327 Finite Element Method for HJB in Option Pricing with Stock Borrowing Fees
by Rakhymzhan Kazbek & Aidana Abdukarimova
- 2501.02318 Prediction with Differential Covariate Classification: Illustrated by Racial/Ethnic Classification in Medical Risk Assessment
by Charles F. Manski & John Mullahy & Atheendar S. Venkataramani
- 2501.02214 Efficient estimation of average treatment effects with unmeasured confounding and proxies
by Chunrong Ai & Jiawei Shan
- 2501.02002 HMM-LSTM Fusion Model for Economic Forecasting
by Guhan Sivakumar
- 2501.01954 Grid-level impacts of renewable energy on thermal generation: efficiency, emissions and flexibility
by Dhruv Suri & Jacques de Chalendar & Ines Azevedo
- 2501.01781 Vulnerabilities and capabilities in the EU Automotive industry: Leveraging Input-Output Analysis and Economic Complexity
by Lorenzo Cresti & Dario Mazzilli & Aurelio Patelli & Angelica Sbardella & Andrea Tacchella
- 2501.01763 Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings
by Lennart Ante & Aman Saggu
- 2501.01749 An integral transformation approach to differential games: a climate model application
by Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi & Ted Loch-Temzelides & Cristiano Ricci
- 2501.01748 On consistency of optimal portfolio choice for state-dependent exponential utilities
by Edoardo Berton & Marzia De Donno & Marco Maggis
- 2501.01623 Instrumental Variables with Time-Varying Exposure: New Estimates of Revascularization Effects on Quality of Life
by Joshua D. Angrist & Bruno Ferman & Carol Gao & Peter Hull & Otavio L. Tecchio & Robert W. Yeh
- 2501.01533 Dissertation Paths: Advisors and Students in the Economics Research Production Function
by Joshua Angrist & Marc Diederichs
- 2501.01298 Inequality of opportunity under current China's license plate policy
by Nina Xiaochun Sun & Zaifang He & Yi Pang
- 2501.01278 Risk forecasting using Long Short-Term Memory Mixture Density Networks
by Nico Herrig
- 2501.01260 The Learning Crisis: Three Years After COVID-19
by Tomasz Gajderowicz & Maciej Jakubowski & Alec Kennedy & Christian Christrup Kjeldsen & Harry Anthony Patrinos & Rolf Strietholt
- 2501.01241 Position building in competition is a game with incomplete information
by Neil A. Chriss
- 2501.01219 Model of an Open, Decentralized Computational Network with Incentive-Based Load Balancing
by German Rodikov
- 2501.01084 Are Politicians Responsive to Mass Shootings? Evidence from U.S. State Legislatures
by Haotian Chen & Jack Kappelman
- 2501.00863 Paternalism and Deliberation: An Experiment on Making Formal Rules
by Max R. P. Grossmann
- 2501.00826 LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management
by Yichen Luo & Yebo Feng & Jiahua Xu & Paolo Tasca & Yang Liu
- 2501.00800 The Impact of Socio-Economic Challenges and Technological Progress on Economic Inequality: An Estimation with the Perelman Model and Ricci Flow Methods
by Davit Gondauri
- 2501.00745 Dynamics of Adversarial Attacks on Large Language Model-Based Search Engines
by Xiyang Hu
2024