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Content
2022
- 2210.04086 A Structural Equation Modeling Approach to Understand User's Perceptions of Acceptance of Ride-Sharing Services in Dhaka City
by Md. Mohaimenul Islam Sourav & Mohammed Russedul Islam & H M Imran Kays & Md. Hadiuzzaman
- 2210.04049 A solution for external costs beyond negotiation and taxation
by Alexandre Magno de Melo Faria & Helde A. D. Hdom
- 2210.03988 A Clustering Algorithm for Correlation Quickest Hub Discovery Mixing Time Evolution and Random Matrix Theory
by Alejandro Rodriguez Dominguez & David Stynes
- 2210.03943 Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market
by Jaydip Sen & Abhishek Dutta
- 2210.03917 Duality Theory for Exponential Utility--Based Hedging in the Almgren--Chriss Model
by Yan Dolinsky
- 2210.03905 Empirical Bayes Selection for Value Maximization
by Dominic Coey & Kenneth Hung
- 2210.03639 Quality of Life and the Experience of Context
by Ankur Betageri
- 2210.03572 Power in the Pipeline
by Quentin Gallea & Massimo Morelli & Dominic Rohner
- 2210.03547 Order Statistics Approaches to Unobserved Heterogeneity in Auctions
by Yao Luo & Peijun Sang & Ruli Xiao
- 2210.03514 Grid tariff designs coping with the challenges of electrification and their socio-economic impacts
by Philipp Andreas Gunkel & Claire-Marie Bergaentzl'e & Dogan Keles & Fabian Scheller & Henrik Klinge Jacobsen
- 2210.03494 Stable Dividends under Linear-Quadratic Optimization
by Benjamin Avanzi & Debbie Kusch Falden & Mogens Steffensen
- 2210.03469 Algorithmic Trading Using Continuous Action Space Deep Reinforcement Learning
by Naseh Majidi & Mahdi Shamsi & Farokh Marvasti
- 2210.03210 Universal Quantum Speedup for Branch-and-Bound, Branch-and-Cut, and Tree-Search Algorithms
by Shouvanik Chakrabarti & Pierre Minssen & Romina Yalovetzky & Marco Pistoia
- 2210.03200 Agenda manipulation-proofness, stalemates, and redundant elicitation in preference aggregation. Exposing the bright side of Arrow's theorem
by Stefano Vannucci
- 2210.02957 From Rules to Regs: A Structural Topic Model of Collusion Research
by W. Benedikt Schmal
- 2210.02824 Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data
by Yu Hao & Hiroyuki Kasahara
- 2210.02736 Toward environmental sustainability: an empirical study on airports efficiency
by Riccardo Gianluigi Serio & Maria Michela Dickson & Diego Giuliani & Giuseppe Espa
- 2210.02633 Shannon entropy: an econophysical approach to cryptocurrency portfolios
by Noe Rodriguez-Rodriguez & Octavio Miramontes
- 2210.02599 The Local to Unity Dynamic Tobit Model
by Anna Bykhovskaya & James A. Duffy
- 2210.02548 Regression discontinuity design with right-censored survival data
by Emil Aas Stoltenberg
- 2210.02541 Inserting or Stretching Points in Finite Difference Discretizations
by Jherek Healy
- 2210.02504 Bikeability and the induced demand for cycling
by Mogens Fosgerau & Miroslawa Lukawska & Mads Paulsen & Thomas Kj{ae}r Rasmussen
- 2210.02175 Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk
by Joel P. Villarino & 'Alvaro Leitao & Jos'e A. Garc'ia-Rodr'iguez
- 2210.02126 Stock Volatility Prediction using Time Series and Deep Learning Approach
by Ananda Chatterjee & Hrisav Bhowmick & Jaydip Sen
- 2210.01984 Manipulation and Peer Mechanisms: A Survey
by Matthew Olckers & Toby Walsh
- 2210.01938 Probability of Causation with Sample Selection: A Reanalysis of the Impacts of J\'ovenes en Acci\'on on Formality
by Vitor Possebom & Flavio Riva
- 2210.01901 Fast and Slow Optimal Trading with Exogenous Information
by Rama Cont & Alessandro Micheli & Eyal Neuman
- 2210.01846 Shock propagation from the Russia-Ukraine conflict on international multilayer food production network determines global food availability
by Moritz Laber & Peter Klimek & Martin Bruckner & Liuhuaying Yang & Stefan Thurner
- 2210.01844 A quickest detection problem with false negatives
by Tiziano De Angelis & Jhanvi Garg & Quan Zhou
- 2210.01774 MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization
by Hui Niu & Siyuan Li & Jian Li
- 2210.01726 Detecting asset price bubbles using deep learning
by Francesca Biagini & Lukas Gonon & Andrea Mazzon & Thilo Meyer-Brandis
- 2210.01610 Exit game with private information
by H. Dharma Kwon & Jan Palczewski
- 2210.01573 The Empirical Reality of IT Project Cost Overruns: Discovering A Power-Law Distribution
by Bent Flyvbjerg & Alexander Budzier & Jong Seok Lee & Mark Keil & Daniel Lunn & Dirk W. Bester
- 2210.01535 What is the Price of a Skill? The Value of Complementarity
by Fabian Stephany & Ole Teutloff
- 2210.01392 Collaborative knowledge exchange promotes innovation
by Tomoya Mori & Jonathan Newton & Shosei Sakaguchi
- 2210.01380 Inverse Game Theory for Stackelberg Games: the Blessing of Bounded Rationality
by Jibang Wu & Weiran Shen & Fei Fang & Haifeng Xu
- 2210.01300 Revealing Unobservables by Deep Learning: Generative Element Extraction Networks (GEEN)
by Yingyao Hu & Yang Liu & Jiaxiong Yao
- 2210.01282 Structural Estimation of Markov Decision Processes in High-Dimensional State Space with Finite-Time Guarantees
by Siliang Zeng & Mingyi Hong & Alfredo Garcia
- 2210.01267 Learning from Viral Content
by Krishna Dasaratha & Kevin He
- 2210.01227 Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
by Maxim Bichuch & Zachary Feinstein
- 2210.01216 Statistical inference for rough volatility: Central limit theorems
by Carsten Chong & Marc Hoffmann & Yanghui Liu & Mathieu Rosenbaum & Gr'egoire Szymanski
- 2210.01214 Statistical inference for rough volatility: Minimax Theory
by Carsten Chong & Marc Hoffmann & Yanghui Liu & Mathieu Rosenbaum & Gr'egoire Szymanski
- 2210.01179 Reconciling econometrics with continuous maximum-entropy network models
by Marzio Di Vece & Diego Garlaschelli & Tiziano Squartini
- 2210.01153 Wetland Quality as a Determinant of Economic Value of Ecosystem Services: an Exploration
by Hongyan Chen & Pushpam Kumar & Tom Barker
- 2210.01109 Digital financial services and open banking innovation: are banks becoming invisible?
by Valeria Stefanelli & Francesco Manta & Pierluigi Toma
- 2210.01016 Smoothness of the Value Function for Optimal Consumption Model with Consumption-Wealth Utility and Borrowing Constraint
by Weidong Tian & Zimu Zhu
- 2210.00997 Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States
by Chung-En Tsai & Hao-Chung Cheng & Yen-Huan Li
- 2210.00984 A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks
by Jaydip Sen & Abhishek Dutta
- 2210.00950 Optimal consumption-investment choices under wealth-driven risk aversion
by Ruoxin Xiao
- 2210.00883 Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach
by Federico D'Amario & Milos Ciganovic
- 2210.00876 Embedding-based neural network for investment return prediction
by Jianlong Zhu & Dan Xian & Fengxiao & Yichen Nie
- 2210.00870 Multiclass Sentiment Prediction for Stock Trading
by Marshall R. McCraw
- 2210.00815 Measurement of Trustworthiness of the Online Reviews
by Dipankar Das
- 2210.00807 Portfolio optimization with discrete simulated annealing
by 'Alvaro Rubio-Garc'ia & Juan Jos'e Garc'ia-Ripoll & Diego Porras
- 2210.00779 Interpolated Drift Implicit Euler MLMC Method for Barrier Option Pricing and application to CIR and CEV Models
by Mouna Ben Derouich & Ahmed Kebaier
- 2210.00731 Sentiment Analysis of ESG disclosures on Stock Market
by Sudeep R. Bapat & Saumya Kothari & Rushil Bansal
- 2210.00625 Optimin achieves super-Nash performance
by Mehmet S. Ismail
- 2210.00624 Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests
by Miguel A. Delgado & Julius Vainora
- 2210.00563 AI-Assisted Discovery of Quantitative and Formal Models in Social Science
by Julia Balla & Sihao Huang & Owen Dugan & Rumen Dangovski & Marin Soljacic
- 2210.00488 Zero-Ending Prices, Cognitive Convenience, and Price Rigidity
by Avichai Snir & Haipeng & Chen & Daniel Levy
- 2210.00463 Large-Scale Allocation of Personalized Incentives
by Lucas Javaudin & Andrea Araldo & Andr'e de Palma
- 2210.00362 Yurinskii's Coupling for Martingales
by Matias D. Cattaneo & Ricardo P. Masini & William G. Underwood
- 2210.00143 The impact of SMEs on employment creation in Makurdi metropolis of Benue state
by Bridget Ngodoo Mile & Victor Ushahemba Ijirshar & Mlumun Queen Ijirshar
- 2210.00138 School closures and educational path: how the Covid-19 pandemic affected transitions to college
by Fernanda Estevan & Lucas Finamor
- 2210.00128 Equity Scores for Public Transit Lines from Open-Data and Accessibility Measures
by Amirhesam Badeanlou & Andrea Araldo & Marco Diana & Vincent Gauthier
- 2210.00067 The COVID-19 Pandemic and the Future of Telecommuting in the United States
by Deborah Salon & Laura Mirtich & Matthew Wigginton Bhagat-Conway & Adam Costello & Ehsan Rahimi & Abolfazl & Mohammadian & Rishabh Singh Chauhan & Sybil Derrible & Denise da Silva Baker & Ram M. Pendyala
- 2210.00048 Axioms for Constant Function Market Makers
by Jan Christoph Schlegel & Mateusz Kwa'snicki & Akaki Mamageishvili
- 2209.15569 Credible Decentralized Exchange Design via Verifiable Sequencing Rules
by Matheus V. X. Ferreira & David C. Parkes
- 2209.15496 Using Knowledge Distillation to improve interpretable models in a retail banking context
by Maxime Biehler & Mohamed Guermazi & C'elim Starck
- 2209.15429 Generalized second law of thermodynamics in the Glosten-Milgrom model
by Pierre Carmier
- 2209.15422 Statistical Inference for Fisher Market Equilibrium
by Luofeng Liao & Yuan Gao & Christian Kroer
- 2209.15293 A Survey: Credit Sentiment Score Prediction
by A. N. M. Sajedul Alam & Junaid Bin Kibria & Arnob Kumar Dey & Zawad Alam & Shifat Zaman & Motahar Mahtab & Mohammed Julfikar Ali Mahbub & Annajiat Alim Rasel
- 2209.15212 A Posteriori Risk Classification and Ratemaking with Random Effects in the Mixture-of-Experts Model
by Spark C. Tseung & Ian Weng Chan & Tsz Chai Fung & Andrei L. Badescu & X. Sheldon Lin
- 2209.15037 Quantitative Fundamental Theorem of Asset Pricing
by Beatrice Acciaio & Julio Backhoff & Gudmund Pammer
- 2209.14928 Modifications to a classic BFGS library for use with SIMD-equipped hardware and an AAD library
by Evgeny Goncharov & Alexandre Rodrigues
- 2209.14748 Economic effects of Chile FTAs and an eventual CTPP accession
by Vargas Sepulveda & Mauricio Pacha
- 2209.14737 Sentiment Analysis on Inflation after Covid-19
by Xinyu Li & Zihan Tang
- 2209.14726 W-shaped implied volatility curves in a variance-gamma mixture model
by Martin Keller-Ressel
- 2209.14631 Working With Convex Responses: Antifragility From Finance to Oncology
by Nassim Nicholas Taleb & Jeffrey West
- 2209.14611 With big data come big problems: pitfalls in measuring basis risk for crop index insurance
by Matthieu Stigler & Apratim Dey & Andrew Hobbs & David Lobell
- 2209.14549 Multilevel Monte Carlo and its Applications in Financial Engineering
by Devang Sinha & Siddhartha P. Chakrabarty
- 2209.14532 Feature Selection via the Intervened Interpolative Decomposition and its Application in Diversifying Quantitative Strategies
by Jun Lu & Joerg Osterrieder
- 2209.14505 Optimal Retail Tariff Design with Prosumers: Pursuing Equity at the Expenses of Economic Efficiencies?
by Yihsu Chen & Andrew L. Liu & Makoto Tanaka & Ryuta Takashima
- 2209.14502 Fast Inference for Quantile Regression with Tens of Millions of Observations
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
- 2209.14443 Government Spending and Money Supply Roles in Alleviating Poverty in Africa
by Gbatsoron Anjande & Simeon T Asom & Ngutsav Ayila & Bridget Ngodoo Mile & Victor Ushahemba Ijirshar
- 2209.14430 Minimax Optimal Kernel Operator Learning via Multilevel Training
by Jikai Jin & Yiping Lu & Jose Blanchet & Lexing Ying
- 2209.14391 The Network Propensity Score: Spillovers, Homophily, and Selection into Treatment
by Alejandro Sanchez-Becerra
- 2209.14181 Linear estimation of global average treatment effects
by Stefan Faridani & Paul Niehaus
- 2209.14000 Personalization of Web Search During the 2020 US Elections
by Ulrich Matter & Roland Hodler & Johannes Ladwig
- 2209.13932 Efficient and Near-Optimal Online Portfolio Selection
by R'emi J'ez'equel & Dmitrii M. Ostrovskii & Pierre Gaillard
- 2209.13689 Optimally Biased Expertise
by Pavel Ilinov & Andrei Matveenko & Maxim Senkov & Egor Starkov
- 2209.13623 Publication Bias in Asset Pricing Research
by Andrew Y. Chen & Tom Zimmermann
- 2209.13596 The Impact of Perceptions of Social Media Advertisements on Advertising Value, Brand Awareness and Brand Associations: Research on Generation Y Instagram Users
by Ibrahim Halil Efendioglu & Yakup Durmaz
- 2209.13470 Introducing Cashless Transaction Index based on the Effective Medium Approximation
by Mikrajuddin Abdullah
- 2209.13334 High order approximations of the Cox-Ingersoll-Ross process semigroup using random grids
by Aur'elien Alfonsi & Edoardo Lombardo
- 2209.13314 Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework
by Marina Marena & Andrea Romeo & Patrizia Semeraro
- 2209.13148 Strategyproofness-Exposing Mechanism Descriptions
by Yannai A. Gonczarowski & Ori Heffetz & Clayton Thomas
- 2209.13102 Discount Puzzle Of Closed-End Mutual Funds: A Case Of Bangladesh
by Farhana Rahman
- 2209.13054 Sandwiched Volterra Volatility model: Markovian approximations and hedging
by Giulia Di Nunno & Anton Yurchenko-Tytarenko
- 2209.12967 Best-Response dynamics in two-person random games with correlated payoffs
by Hlafo Alfie Mimun & Matteo Quattropani & Marco Scarsini
- 2209.12885 Neural variance reduction for stochastic differential equations
by P. D. Hinds & M. V. Tretyakov
- 2209.12863 Automatic Identification and Classification of Share Buybacks and their Effect on Short-, Mid- and Long-Term Returns
by Thilo Reintjes
- 2209.12855 Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles
by Valeria Bignozzi & Luca Merlo & Lea Petrella
- 2209.12805 Timely pandemic countermeasures reduce both health damage and economic loss: Generality of the exact solution
by Tsuyoshi Hondou
- 2209.12664 Feature-Rich Long-term Bitcoin Trading Assistant
by Jatin Nainani & Nirman Taterh & Md Ausaf Rashid & Ankit Khivasara
- 2209.12639 Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
by Masaaki Fujii
- 2209.12636 Does limited liability reduce leveraged risk?: The case of loan portfolio management
by Deb Narayan Barik & Siddhartha P. Chakrabarty
- 2209.12542 A Hamiltonian Approach to Floating Barrier Option Pricing
by Qi Chen & Hong-tao Wang & Chao Guo
- 2209.12426 The Signaling Role of Leaders in Global Games
by Panagiotis Kyriazis & Edmund Lou
- 2209.12383 On Robustness of Double Linear Trading with Transaction Costs
by Chung-Han Hsieh
- 2209.12349 Efficient evaluation of expectations of functions of a stable L\'evy process and its extremum
by Svetlana Boyarchenko & Sergei Levendorskiu{i}
- 2209.12346 Exploring the Constraints on Artificial General Intelligence: A Game-Theoretic No-Go Theorem
by Mehmet S. Ismail
- 2209.12222 Efficient Wrong-Way Risk Modelling for Funding Valuation Adjustments
by T. van der Zwaard & L. A. Grzelak & C. W. Oosterlee
- 2209.12014 Asset Pricing and Deep Learning
by Chen Zhang
- 2209.11970 Bayesian Modeling of TVP-VARs Using Regression Trees
by Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell
- 2209.11914 Credit Information in Earnings Calls
by Harry Mamaysky & Yiwen Shen & Hongyu Wu
- 2209.11840 Revisiting the Analysis of Matched-Pair and Stratified Experiments in the Presence of Attrition
by Yuehao Bai & Meng Hsuan Hsieh & Jizhou Liu & Max Tabord-Meehan
- 2209.11837 Doubly Fair Dynamic Pricing
by Jianyu Xu & Dan Qiao & Yu-Xiang Wang
- 2209.11728 Posterior Probabilities: Nonmonotonicity, Asymptotic Rates, Log-Concavity, and Tur\'an's Inequality
by Sergiu Hart & Yosef Rinott
- 2209.11710 Why do experts give simple advice?
by Benjamin Davies
- 2209.11691 Linear Multidimensional Regression with Interactive Fixed-Effects
by Hugo Freeman
- 2209.11686 Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks
by St'ephane Cr'epey & Lehdili Noureddine & Nisrine Madhar & Maud Thomas
- 2209.11601 Posterior Probabilities: Dominance and Optimism
by Sergiu Hart & Yosef Rinott
- 2209.11507 Determinants Of Migration: Linear regression Analysis in Indian Context
by Soumik Ghosh & Arpan Chakraborty
- 2209.11444 Treatment Effects with Multidimensional Unobserved Heterogeneity: Identification of the Marginal Treatment Effect
by Toshiki Tsuda
- 2209.11337 Quasi-Monte Carlo methods for calculating derivatives sensitivities on the GPU
by Paul Bilokon & Sergei Kucherenko & Casey Williams
- 2209.11293 A Framework for Single-Item NFT Auction Mechanism Design
by Jason Milionis & Dean Hirsch & Andy Arditi & Pranav Garimidi
- 2209.11150 The Transmission of US Monetary Policy Shocks: The Role of Investment & Financial Heterogeneity
by Santiago Camara & Sebastian Ramirez Venegas
- 2209.11079 The effect of ambiguity in strategic environments: an experiment
by Pablo Bra~nas-Garza & Antonio Cabrales & Mar'ia Paz Espinosa & Diego Jorrat
- 2209.10878 Gaussian Agency problems with memory and Linear Contracts
by Eduardo Abi Jaber & St'ephane Villeneuve
- 2209.10871 On Conditional Chisini Means and Risk Measures
by Alessandro Doldi & Marco Maggis
- 2209.10841 Multiscale Comparison of Nonparametric Trend Curves
by Marina Khismatullina & Michael Vogt
- 2209.10771 Physics-Informed Convolutional Transformer for Predicting Volatility Surface
by Soohan Kim & Seok-Bae Yun & Hyeong-Ohk Bae & Muhyun Lee & Youngjoon Hong
- 2209.10751 Excess death rates for Republicans and Democrats during the COVID-19 pandemic
by Jacob Wallace & Paul Goldsmith-Pinkham & Jason Schwartz
- 2209.10741 Implementation with Uncertain Evidence
by Soumen Banerjee & Yi-Chun Chen
- 2209.10720 A Real Data-Driven Analytical Model to Predict Information Technology Sector Index Price of S&P 500
by Jayanta K. Pokharel & Erasmus Tetteh-Bator & Chris P. Tsokos
- 2209.10688 Option pricing in Sandwiched Volterra Volatility model
by Giulia Di Nunno & Yuliya Mishura & Anton Yurchenko-Tytarenko
- 2209.10664 Modelling the Frequency of Home Deliveries: An Induced Travel Demand Contribution of Aggrandized E-shopping in Toronto during COVID-19 Pandemics
by Yicong Liu & Kaili Wang & Patrick Loa & Khandker Nurul Habib
- 2209.10527 A French Connection? Recognition and Entente for the Taliban
by Mandeep Singh Rai Misty Wyatt & Sydney Farrar & Kristina Alabado
- 2209.10518 Sustainable Venture Capital
by Sam Johnston
- 2209.10498 International institutions and power politics in the context of Chinese Belt and Road Initiative
by Mandeep Singh Rai
- 2209.10458 Model-Free Reinforcement Learning for Asset Allocation
by Adebayo Oshingbesan & Eniola Ajiboye & Peruth Kamashazi & Timothy Mbaka
- 2209.10405 Effects of Work-From-Home on University Students and Faculty
by Avni Singh
- 2209.10389 Powering Europe with North Sea Offshore Wind: The Impact of Hydrogen Investments on Grid Infrastructure and Power Prices
by Goran Durakovic & Pedro Crespo del Granado & Asgeir Tomasgard
- 2209.10363 Insurance Contract for High Renewable Energy Integration
by Dongwei Zhao & Hao Wang & Jianwei Huang & Xiaojun Lin
- 2209.10334 Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets
by Yutong Lu & Gesine Reinert & Mihai Cucuringu
- 2209.10256 Heterogeneous earning responses to inheritance: new event-study evidence from Norway
by Xiaoguang Ling
- 2209.10206 The Power of Non-Superpowers
by Tomoo Kikuchi & Shuige Liu
- 2209.10166 Chaotic Hedging with Iterated Integrals and Neural Networks
by Ariel Neufeld & Philipp Schmocker
- 2209.10148 Detecting Crop Burning in India using Satellite Data
by Kendra Walker & Ben Moscona & Kelsey Jack & Seema Jayachandran & Namrata Kala & Rohini Pande & Jiani Xue & Marshall Burke
- 2209.10137 Rank-preserving Multidimensional Mechanisms: an equivalence between identical-object and heterogeneous-object models
by Sushil Bikhchandani & Debasis Mishra
- 2209.10128 Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations
by B. Cooper Boniece & Jos'e E. Figueroa-L'opez & Yuchen Han
- 2209.10127 Interpretable Selective Learning in Credit Risk
by Dangxing Chen & Weicheng Ye & Jiahui Ye
- 2209.10082 Generalized Groves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance
by Dangxing Chen & Weicheng Ye
- 2209.10070 Monotonic Neural Additive Models: Pursuing Regulated Machine Learning Models for Credit Scoring
by Dangxing Chen & Weicheng Ye
- 2209.09958 Systematization of Knowledge: Synthetic Assets, Derivatives, and On-Chain Portfolio Management
by Abrar Rahman & Victor Shi & Matthew Ding & Elliot Choi
- 2209.09956 NFTs: The Game is Afoot
by Bernhard K Meister & Henry CW Price
- 2209.09878 A unifying view on the irreversible investment exercise boundary in a stochastic, time-inhomogeneous capacity expansion problem
by Maria B. Chiarolla
- 2209.09847 Rationality and correctness in n-player games
by Lorenzo Bastianello & Mehmet S. Ismail
- 2209.09837 Network analysis and Eurozone trade imbalances
by Giovanni Carnazza & Pierluigi Vellucci
- 2209.09810 The boosted HP filter is more general than you might think
by Ziwei Mei & Peter C. B. Phillips & Zhentao Shi
- 2209.09719 Valuation of Music Catalogs
by Sasha Stoikov & Ivan Kosyuk
- 2209.09709 Modern Tontine with Transaction Costs
by Lin He & Zongxia Liang & Sheng Wang
- 2209.09656 Nonparametric estimates of option prices via Hermite basis functions
by Carlo Marinelli & Stefano d'Addona
- 2209.09649 Predicting Mutual Funds' Performance using Deep Learning and Ensemble Techniques
by Nghia Chu & Binh Dao & Nga Pham & Huy Nguyen & Hien Tran
- 2209.09548 An Attention Free Long Short-Term Memory for Time Series Forecasting
by Hugo Inzirillo & Ludovic De Villelongue
- 2209.09354 A Dynamic Stochastic Block Model for Multi-Layer Networks
by Ovielt Baltodano L'opez & Roberto Casarin
- 2209.09293 Lexicographic Composition of Choice Functions
by Sean Horan & Vikram Manjunath
- 2209.09157 RESHAPE: Explaining Accounting Anomalies in Financial Statement Audits by enhancing SHapley Additive exPlanations
by Ricardo Muller & Marco Schreyer & Timur Sattarov & Damian Borth
- 2209.09077 Statistical Treatment Rules under Social Interaction
by Seungjin Han & Julius Owusu & Youngki Shin
- 2209.08967 Asymptotic Normality for the Fourier spot volatility estimator in the presence of microstructure noise
by Maria Elvira Mancino & Tommaso Mariotti & Giacomo Toscano
- 2209.08885 Causal Effect Estimation with Global Probabilistic Forecasting: A Case Study of the Impact of Covid-19 Lockdowns on Energy Demand
by Ankitha Nandipura Prasanna & Priscila Grecov & Angela Dieyu Weng & Christoph Bergmeir
- 2209.08848 Two-stage Modeling for Prediction with Confidence
by Dangxing Chen
- 2209.08825 SEC Form 13F-HR: Statistical investigation of trading imbalances and profitability analysis
by Deborah Miori & Mihai Cucuringu
- 2209.08793 A Generalized Argmax Theorem with Applications
by Gregory Cox
- 2209.08778 Price Formation in Field Prediction Markets: the Wisdom in the Crowd
by Frederik Bossaerts & Nitin Yadav & Peter Bossaerts & Chad Nash & Torquil Todd & Torsten Rudolf & Rowena Hutchins & Anne-Louise Ponsonby & Karl Mattingly
- 2209.08574 Skills and Liquidity Barriers to Youth Employment: Medium-term Evidence from a Cash Benchmarking Experiment in Rwanda
by Craig McIntosh & Andrew Zeitlin
- 2209.08521 Precision measurement of the return distribution property of the Chinese stock market index
by Peng Liu & Yanyan Zheng
- 2209.08494 Ambiguous Cheap Talk
by Longjian Li
- 2209.08382 Multidimensional Economic Complexity and Inclusive Green Growth
by Viktor Stojkoski & Philipp Koch & C'esar A. Hidalgo
- 2209.08380 A Structural Model for Detecting Communities in Networks
by Alex Centeno
- 2209.08340 Peer Networks and Malleability of Educational Aspirations
by Michelle Gonz'alez Amador & Robin Cowan & Eleonora Nillesen
- 2209.08213 Reasoning about Dependence, Preference and Coalitional Power
by Qian Chen & Chenwei Shi & Yiyan Wang
- 2209.08211 Local political control in educational policy: Evidence from decentralized teacher pay reform under England's local education authorities
by Yiang Li & Xingzuo Zhou
- 2209.08144 Prospecting a Possible Quadratic Wormhole Between Quantum Mechanics and Plurality
by Michal Fabinger & Michael H. Freedman & E. Glen Weyl
- 2209.07823 Model-based gym environments for limit order book trading
by Joseph Jerome & Leandro Sanchez-Betancourt & Rahul Savani & Martin Herdegen
- 2209.07621 Multivariate Hawkes-based Models in LOB: European, Spread and Basket Option Pricing
by Qi Guo & Anatoliy Swishchuk & Bruno R'emillard
- 2209.07574 Towards a Better Microcredit Decision
by Mengnan Song & Jiasong Wang & Suisui Su
- 2209.07532 Competitive equilibrium and the double auction
by Itzhak Rasooly
- 2209.07451 On the Trail of Lost Pennies: player-funded tug-of-war on the integers
by Alan Hammond
- 2209.07415 Modeling and Pricing Cyber Insurance -- Idiosyncratic, Systematic, and Systemic Risks
by Kerstin Awiszus & Thomas Knispel & Irina Penner & Gregor Svindland & Alexander Vo{ss} & Stefan Weber
- 2209.07411 Optimal portfolio selection of many players under relative performance criteria in the market model with random coefficients
by Jeong Yin Park
- 2209.07335 Artificial Intelligence Models and Employee Lifecycle Management: A Systematic Literature Review
by Saeed Nosratabadi & Roya Khayer Zahed & Vadim Vitalievich Ponkratov & Evgeniy Vyacheslavovich Kostyrin
- 2209.07330 Best Arm Identification with Contextual Information under a Small Gap
by Masahiro Kato & Masaaki Imaizumi & Takuya Ishihara & Toru Kitagawa
- 2209.07111 $\rho$-GNF: A Copula-based Sensitivity Analysis to Unobserved Confounding Using Normalizing Flows
by Sourabh Balgi & Jose M. Pe~na & Adel Daoud
- 2209.07092 Measuring Tail Risks
by Kan Chen & Tuoyuan Cheng
- 2209.06902 Transaction time models in multi-state life insurance
by Kristian Buchardt & Christian Furrer & Oliver Lunding Sandqvist
- 2209.06870 Do shared e-scooter services cause traffic accidents? Evidence from six European countries
by Cannon Cloud & Simon He{ss} & Johannes Kasinger
Printed from https://ideas.repec.org/s/arx/papers40.html
