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Content
2023
- 2302.01216 Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II
by Aymeric Vie & J. Doyne Farmer
- 2302.01196 Risk Budgeting Portfolios from Simulations
by Bernardo Freitas Paulo da Costa & Silvana M. Pesenti & Rodrigo S. Targino
- 2302.01169 A mathematical framework for modelling order book dynamics
by Rama Cont & Pierre Degond & Lifan Xuan
- 2302.01116 Signaling Games with Costly Monitoring
by Reuben Bearman
- 2302.01010 Performance attribution with respect to interest rates, FX, carry, and residual market risks
by Jan-Frederik Mai
- 2302.00978 Identification of consideration sets from choice data
by Davide Carpentiere & Angelo Petralia
- 2302.00846 A time-dependent Markovian model of a limit order book
by Jonathan A. Ch'avez-Casillas
- 2302.00761 Zero-Leverage Puzzle
by Mykola Pinchuk
- 2302.00728 Data-driven Approach for Static Hedging of Exchange Traded Options
by Vikranth Lokeshwar Dhandapani & Shashi Jain
- 2302.00608 The Investment Management Game: Extending the Scope of the Notion of Core
by Vijay V. Vazirani
- 2302.00586 PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets
by Shuo Sun & Molei Qin & Xinrun Wang & Bo An
- 2302.00469 Regression adjustment in randomized controlled trials with many covariates
by Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu
- 2302.00452 f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures
by Rui Ding
- 2302.00434 Convergence of the Euler--Maruyama particle scheme for a regularised McKean--Vlasov equation arising from the calibration of local-stochastic volatility models
by Christoph Reisinger & Maria Olympia Tsianni
- 2302.00417 How exporters neutralized an increase in tariffs
by Asier Minondo
- 2302.00411 Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices
by Bartosz Uniejewski
- 2302.00285 Selling Data to a Competitor
by Ronen Gradwohl & Moshe Tennenholtz
- 2302.00281 Informationally Robust Cheap-Talk
by Itai Arieli & Ronen Gradwohl & Rann Smorodinsky
- 2302.00251 Adaptive hedging horizon and hedging performance estimation
by Wang Haoyu & Junpeng Di & Qing Han
- 2302.00117 Real Estate Property Valuation using Self-Supervised Vision Transformers
by Mahdieh Yazdani & Maziar Raissi
- 2301.13843 Factor Model of Mixtures
by Cheng Peng & Stanislav Uryasev
- 2301.13827 The Optimality of Constant Mark-Up Pricing
by Dirk Bergemann & Tibor Heumann & Stephen Morris
- 2301.13794 Auctions with Tokens: Monetary Policy as a Mechanism Design Choice
by Andrea Canidio
- 2301.13785 Commitment Against Front Running Attacks
by Andrea Canidio & Vincent Danos
- 2301.13775 On Using The Two-Way Cluster-Robust Standard Errors
by Harold D Chiang & Yuya Sasaki
- 2301.13736 Approximate Functional Differencing
by Geert Dhaene & Martin Weidner
- 2301.13692 Bridging the Covid-19 Data and the Epidemiological Model using Time-Varying Parameter SIRD Model
by Cem Cakmakli & Yasin Simsek
- 2301.13604 Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions
by Jan Pruser & Florian Huber
- 2301.13595 HJM Local Volatility Model
by V. M. Belyaev
- 2301.13594 View fusion vis-\`a-vis a Bayesian interpretation of Black-Litterman for portfolio allocation
by Trent Spears & Stefan Zohren & Stephen Roberts
- 2301.13575 Utility-based indifference pricing of pure endowments in a Markov-modulated market model
by Alessandra Cretarola & Benedetta Salterini
- 2301.13505 Can we infer microscopic financial information from the long memory in market-order flow?: a quantitative test of the Lillo-Mike-Farmer model
by Yuki Sato & Kiyoshi Kanazawa
- 2301.13449 Certification Design for a Competitive Market
by Andreas A. Haupt & Nicole Immorlica & Brendan Lucier
- 2301.13414 Incentive Compatibility in the Auto-bidding World
by Yeganeh Alimohammadi & Aranyak Mehta & Andres Perlroth
- 2301.13410 Multi-Channel Auction Design in the Autobidding World
by Gagan Aggarwal & Andres Perlroth & Junyao Zhao
- 2301.13404 Opaque Contracts
by Andreas Haupt & Zoe Hitzig
- 2301.13321 Censorship Resistance in On-Chain Auctions
by Elijah Fox & Mallesh Pai & Max Resnick
- 2301.13295 Quantum Boltzmann Machines: Applications in Quantitative Finance
by Cameron Perot
- 2301.13255 Wavelet Analysis for Time Series Financial Signals via Element Analysis
by Nathan Zavanelli
- 2301.13235 Joint calibration to SPX and VIX options with signature-based models
by Christa Cuchiero & Guido Gazzani & Janka Moller & Sara Svaluto-Ferro
- 2301.13204 Forex Trading Strategy That Might Be Executed Due to the Popularity of Gotobi Anomaly
by Hiroki Bessho & Takanari Sugimoto & Tomoya Suzuki
- 2301.13174 Future of Supply Chain: Challenges, Trends, and Prospects
by Cristiana L. Lara & John Wassick
- 2301.13152 STEEL: Singularity-aware Reinforcement Learning
by Xiaohong Chen & Zhengling Qi & Runzhe Wan
- 2301.13099 Prediction of Customer Churn in Banking Industry
by Sina Esmaeilpour Charandabi
- 2301.13037 Royal Processions: Incentives, Efficiency and Fairness in Two-sided Matching
by Sophie Bade & Joseph Root
- 2301.12719 Validation of machine learning based scenario generators
by Gero Junike & Solveig Flaig & Ralf Werner
- 2301.12710 Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
by Benjamin Avanzi & Greg Taylor & Melantha Wang & Bernard Wong
- 2301.12628 Equilibria and their stability in an asymmetric duopoly model of Kopel
by Xiaoliang Li & Kongyan Chen
- 2301.12571 Bounded (O(1)) Regret Recommendation Learning via Synthetic Controls Oracle
by Enoch Hyunwook Kang & P. R. Kumar
- 2301.12542 A Note on the Estimation of Job Amenities and Labor Productivity
by Arnaud Dupuy & Alfred Galichon
- 2301.12499 Multidimensional dynamic factor models
by Matteo Barigozzi & Filippo Pellegrino
- 2301.12462 Combinatorial Pen Testing (or Consumer Surplus of Deferred-Acceptance Auctions)
by Aadityan Ganesh & Jason Hartline
- 2301.12420 Conditional generalized quantiles based on expected utility model and equivalent characterization of properties
by Qinyu Wu & Fan Yang & Ping Zhang
- 2301.12346 Long-Term Modeling of Financial Machine Learning for Active Portfolio Management
by Kazuki Amagai & Tomoya Suzuki
- 2301.12255 The impact of surplus sharing on the outcomes of specific investments under negotiated transfer pricing: An agent-based simulation with fuzzy Q-learning agents
by Christian Mitsch
- 2301.12163 Fair congested assignment problem
by Anna Bogomolnaia & Herve Moulin
- 2301.12091 Informational Diversity and Affinity Bias in Team Growth Dynamics
by Hoda Heidari & Solon Barocas & Jon Kleinberg & Karen Levy
- 2301.12075 An Examination of Ranked Choice Voting in the United States, 2004-2022
by Adam Graham-Squire & David McCune
- 2301.12072 Unbiased estimators for the Heston model with stochastic interest rates
by Chao Zheng & Jiangtao Pan
- 2301.11971 Cursed Sequential Equilibrium
by Meng-Jhang Fong & Po-Hsuan Lin & Thomas R. Palfrey
- 2301.11859 Synthetic Difference In Differences Estimation
by Damian Clarke & Daniel Paila~nir & Susan Athey & Guido Imbens
- 2301.11776 'Good job!' The impact of positive and negative feedback on performance
by Daniel Goller & Maximilian Spath
- 2301.11587 Matching of Everyday Power Supply and Demand with Dynamic Pricing: Problem Formalisation and Conceptual Analysis
by Thibaut Th'eate & Antonio Sutera & Damien Ernst
- 2301.11554 Heat and Worker Health
by Andrew Ireland & David Johnston & Rachel Knott
- 2301.11492 Recovering utility
by Christopher P. Chambers & Federico Echenique & Nicolas S. Lambert
- 2301.11475 The effect of primary school education on preventive behaviours during COVID-19 in Japan
by Eiji Yamamura & Yoshiro Tsutsui & Fumio Ohtake
- 2301.11394 Customer Momentum
by Mykola Pinchuk
- 2301.11358 Simple Difference-in-Differences Estimation in Fixed-T Panels
by Nicholas Brown & Kyle Butts & Joakim Westerlund
- 2301.11318 Contextualizing Emerging Trends in Financial News Articles
by Nhu Khoa Nguyen & Thierry Delahaut & Emanuela Boros & Antoine Doucet & Gael Lejeune
- 2301.11237 The Hazards and Benefits of Condescension in Social Learning
by Itai Arieli & Yakov Babichenko & Stephan Muller & Farzad Pourbabaee & Omer Tamuz
- 2301.11207 Inflation targeting strategy and its credibility
by Carlos Esteban Posada
- 2301.11084 Measuring Regulatory Barriers Using Annual Reports of Firms
by Haosen Ge
- 2301.11079 Adults in the room? The auditor and dividends in small firms: Evidence from a natural experiment
by Hakim Lyngstad{aa}s & Johannes Mauritzen
- 2301.11078 New developments in econophysics: Option pricing formulas
by Moawia Alghalith
- 2301.10985 The Probability Conflation: A Reply
by Nassim Nicholas Taleb & Ron Richman & Marcos Carreira & James Sharpe
- 2301.10944 A Framework of Transaction Packaging in High-throughput Blockchains
by Yuxuan Lu & Qian Qi & Xi Chen
- 2301.10898 Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors
by Yuchao Dong & Jin Liang & Claude-Michel Brauner
- 2301.10869 A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs
by Andrew Papanicolaou & Hao Fu & Prashanth Krishnamurthy & Farshad Khorrami
- 2301.10734 Valuation of the Convertible Bonds under Penalty TF model using Finite Element Method
by Rakhymzhan Kazbek & Yogi Erlangga & Yerlan Amanbek & Dongming Wei
- 2301.10724 Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning
by Weiguang Han & Boyi Zhang & Qianqian Xie & Min Peng & Yanzhao Lai & Jimin Huang
- 2301.10675 Pain or Anxiety? The Health Consequences of Rising Robot Adoption in China
by Qiren Liu & Sen Luo & Robert Seamans
- 2301.10643 Automatic Locally Robust Estimation with Generated Regressors
by Juan Carlos Escanciano & Telmo P'erez-Izquierdo
- 2301.10592 Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
by Alain Hecq & Marie Ternes & Ines Wilms
- 2301.10558 Early life exposure to measles and later-life outcomes: Evidence from the introduction of a vaccine
by Gerard J. van den Berg & Stephanie von Hinke & Nicolai Vitt
- 2301.10541 Educational Game on Cryptocurrency Investment: Using Microeconomic Decision Making to Understand Macroeconomics Principles
by Jiasheng Zhu & Luyao Zhang
- 2301.10494 Sequential Bayesian Learning for Hidden Semi-Markov Models
by Patrick Aschermayr & Konstantinos Kalogeropoulos
- 2301.10423 Aggregating heavy-tailed random vectors: from finite sums to L\'evy processes
by Bikramjit Das & Vicky Fasen-Hartmann
- 2301.10179 Research on the Impact of Innovative City and Smart City Construction on Digital Economy: Evidence from China
by Zhanpeng Huang
- 2301.10166 Leveraging Vision-Language Models for Granular Market Change Prediction
by Christopher Wimmer & Navid Rekabsaz
- 2301.10153 Sequential Graph Attention Learning for Predicting Dynamic Stock Trends (Student Abstract)
by Tzu-Ya Lai & Wen Jung Cheng & Jun-En Ding
- 2301.10117 Bitcoin Does Not Hedge Inflation
by Mykola Pinchuk
- 2301.10044 Constructing Copulas Using Corrected Hermite Polynomial Expansion for Estimating Cross Foreign Exchange Volatility
by Kenichiro Shiraya & Tomohisa Yamakami
- 2301.09996 Black-Scholes without stochastics or PDEs
by Richard J. Martin
- 2301.09982 Prenatal Sugar Consumption and Late-Life Human Capital and Health: Analyses Based on Postwar Rationing and Polygenic Scores
by Gerard J. van den Berg & Stephanie von Hinke & R. Adele H. Wang
- 2301.09968 Impact of the Ukrainian crisis on the global food security
by Jean Cyrus de Gourcuff & David Makowski & Philippe Ciais & Marc Barthelemy
- 2301.09856 Macroeconomic forecasting and sovereign risk assessment using deep learning techniques
by Anastasios Petropoulos & Vassilis Siakoulis & Konstantinos P. Panousis & Loukas Papadoulas & Sotirios Chatzis
- 2301.09722 Expectile hidden Markov regression models for analyzing cryptocurrency returns
by Beatrice Foroni & Luca Merlo & Lea Petrella
- 2301.09705 An Optimal Control Strategy for Execution of Large Stock Orders Using LSTMs
by A. Papanicolaou & H. Fu & P. Krishnamurthy & B. Healy & F. Khorrami
- 2301.09486 Processes analogous to ecological interactions and dispersal shape the dynamics of economic activities
by Victor Boussange & Didier Sornette & Heike Lischke & Loic Pellissier
- 2301.09450 Approximations of multi-period liability values by simple formulas
by Nils Engler & Filip Lindskog
- 2301.09438 Composite distributions in the social sciences: A comparative empirical study of firms' sales distribution for France, Germany, Italy, Japan, South Korea, and Spain
by Arturo Ramos & Till Massing & Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno
- 2301.09397 ddml: Double/debiased machine learning in Stata
by Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann
- 2301.09379 Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables
by Christopher R. Dobronyi & Fu Ouyang & Thomas Tao Yang
- 2301.09297 Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization
by Huifang Huang & Ting Gao & Pengbo Li & Jin Guo & Peng Zhang & Nan Du
- 2301.09279 StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series
by Jean Lee & Hoyoul Luis Youn & Josiah Poon & Soyeon Caren Han
- 2301.09261 The Combinational Mutation Strategy of Differential Evolution Algorithm for Pricing Vanilla Options and Its Implementation on Data during Covid-19 Pandemic
by Werry Febrianti & Kuntjoro Adji Sidarto & Novriana Sumarti
- 2301.09252 Gender-Segmented Labor Markets and Foreign Demand Shocks
by Carlos G'oes & Gladys Lopez-Acevedo & Raymond Robertson
- 2301.09241 Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its complexity analysis
by Jianjun Chen & Yongming Li & Ariel Neufeld
- 2301.09173 Labor Income Risk and the Cross-Section of Expected Returns
by Mykola Pinchuk
- 2301.09163 Decarbonization of financial markets: a mean-field game approach
by Pierre Lavigne & Peter Tankov
- 2301.09061 Cutting a Cake Fairly for Groups Revisited
by Erel Segal-Halevi & Warut Suksompong
- 2301.09016 Inference for Two-stage Experiments under Covariate-Adaptive Randomization
by Jizhou Liu
- 2301.08958 A Practical Introduction to Regression Discontinuity Designs: Extensions
by Matias D. Cattaneo & Nicolas Idrobo & Rocio Titiunik
- 2301.08907 Corporate Culture and Organizational Fragility
by Matthew Elliott & Benjamin Golub & Matthieu V. Leduc
- 2301.08847 Learning Production Process Heterogeneity Across Industries: Implications of Deep Learning for Corporate M&A Decisions
by Jongsub Lee & Hayong Yun
- 2301.08803 Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain)
by Julio Guerrero & Maria del Carmen Galiano & Giuseppe Orlando
- 2301.08797 When do Default Nudges Work?
by Carl Bonander & Mats Ekman & Niklas Jakobsson
- 2301.08688 Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets
by Peer Nagy & Jan-Peter Calliess & Stefan Zohren
- 2301.08666 Haves and Have-Nots: A Theory of Economic Sufficientarianism
by Christopher P. Chambers & Siming Ye
- 2301.08558 About constant-product automated market makers
by Th'eodore Conrad & Arthur Vinciguerra & Guillaume M'erou'e
- 2301.08360 Domain-adapted Learning and Imitation: DRL for Power Arbitrage
by Yuanrong Wang & Vignesh Raja Swaminathan & Nikita P. Granger & Carlos Ros Perez & Christian Michler
- 2301.08359 Domain-adapted Learning and Interpretability: DRL for Gas Trading
by Yuanrong Wang & Yinsen Miao & Alexander CY Wong & Nikita P Granger & Christian Michler
- 2301.08302 Environmentally-Extended Input-Output analyses efficiently sketch large-scale environmental transition plans -- illustration by Canada's road industry
by Anne de Bortoli & Maxime Agez
- 2301.08232 Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks
by Andrew Na & Justin Wan
- 2301.08136 Input-Output Analysis: New Results From Markov Chain Theory
by Nizar Riane & Claire David
- 2301.08135 Agent-based Integrated Assessment Models: Alternative Foundations to the Environment-Energy-Economics Nexus
by Karl Naumann-Woleske
- 2301.08088 Anomalous diffusion and long-range memory in the scaled voter model
by Rytis Kazakeviv{c}ius & Aleksejus Kononovicius
- 2301.08083 Algorithmic Writing Assistance on Jobseekers' Resumes Increases Hires
by Emma van Inwegen & Zanele Munyikwa & John J. Horton
- 2301.07997 From prosumer to flexumer: Case study on the value of flexibility in decarbonizing the multi-energy system of a manufacturing company
by Markus Fleschutz & Markus Bohlayer & Marco Braun & Michael D. Murphy
- 2301.07979 Endogenous Labour Flow Networks
by Kathyrn R. Fair & Omar A. Guerrero
- 2301.07855 Digital Divide: Empirical Study of CIUS 2020
by Joann Jasiak & Peter MacKenzie & Purevdorj Tuvaandorj
- 2301.07830 Fixed-point iterative algorithm for SVI model
by Shuzhen Yang & Wenqing Zhang
- 2301.07798 L\'evy bandits under Poissonian decision times
by Jos'e-Luis P'erez & Kazutoshi Yamazaki
- 2301.07782 An MCMC Approach to Classical Estimation
by Victor Chernozhukov & Han Hong
- 2301.07755 Optimal Transport for Counterfactual Estimation: A Method for Causal Inference
by Arthur Charpentier & Emmanuel Flachaire & Ewen Gallic
- 2301.07671 Navigating the energy trilemma during geopolitical and environmental crises
by Richard S. J. Tol
- 2301.07660 A duality and free boundary approach to adverse selection
by Robert J. McCann & Kelvin Shuangjian Zhang
- 2301.07543 Large Language Models as Simulated Economic Agents: What Can We Learn from Homo Silicus?
by John J. Horton
- 2301.07520 Adversarial AI in Insurance: Pervasiveness and Resilience
by Elisa Luciano & Matteo Cattaneo & Ron Kenett
- 2301.07318 Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning
by Chuting Sun & Qi Wu & Xing Yan
- 2301.07312 Auctions without commitment in the auto-bidding world
by Aranyak Mehta & Andres Perlroth
- 2301.07241 Unconditional Quantile Partial Effects via Conditional Quantile Regression
by Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas
- 2301.07196 Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models
by Jean-Jacques Forneron
- 2301.07064 Turkish Inflation, Private Debt & how to overcome it
by Mahmood Abdullah
- 2301.07060 Monotonicity for AI ethics and society: An empirical study of the monotonic neural additive model in criminology, education, health care, and finance
by Dangxing Chen & Luyao Zhang
- 2301.06967 Binary Mechanisms under Privacy-Preserving Noise
by Farzad Pourbabaee & Federico Echenique
- 2301.06847 Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift
by Abdelali Gabih & Hakam Kondakji & Ralf Wunderlich
- 2301.06831 Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers
by Rohan Tangri & Peter Yatsyshin & Elisabeth A. Duijnstee & Danilo Mandic
- 2301.06720 Testing Firm Conduct
by Marco Duarte & Lorenzo Magnolfi & Mikkel S{o}lvsten & Christopher Sullivan
- 2301.06665 Resolving the Conflict on Conduct Parameter Estimation in Homogeneous Goods Markets between Bresnahan (1982) and Perloff and Shen (2012)
by Yuri Matsumura & Suguru Otani
- 2301.06658 Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables
by Bing Su & Fukang Zhu & Ke Zhu
- 2301.06631 Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models
by Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng
- 2301.06460 Sensitivities of Asian options in the Black-Scholes model
by Dan Pirjol & Lingjiong Zhu
- 2301.06450 A delayed dual risk model
by Lingjiong Zhu
- 2301.06354 When it counts -- Econometric identification of the basic factor model based on GLT structures
by Sylvia Fruhwirth-Schnatter & Darjus Hosszejni & Hedibert Freitas Lopes
- 2301.06283 Doubly-Robust Inference for Conditional Average Treatment Effects with High-Dimensional Controls
by Adam Baybutt & Manu Navjeevan
- 2301.06206 Efficiency in Collective Decision-Making via Quadratic Transfers
by Jon X. Eguia & Nicole Immorlica & Steven P. Lalley & Katrina Ligett & Glen Weyl & Dimitrios Xefteris
- 2301.05999 Common Subcontracting and Airline Prices
by Gaurab Aryal & Dennis J. Campbell & Federico Ciliberto & Ekaterina A. Khmelnitskaya
- 2301.05886 Efficient Risk Estimation for the Credit Valuation Adjustment
by Michael B. Giles & Abdul-Lateef Haji-Ali & Jonathan Spence
- 2301.05798 Regulating For-Hire Autonomous Vehicles for An Equitable Multimodal Transportation Network
by Jing Gao & Sen Li
- 2301.05733 Identification in a Binary Choice Panel Data Model with a Predetermined Covariate
by St'ephane Bonhomme & Kevin Dano & Bryan S. Graham
- 2301.05703 Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap
by Ganesh Karapakula
- 2301.05693 Stock market forecasting using DRAGAN and feature matching
by Fateme Shahabi Nejad & Mohammad Mehdi Ebadzadeh
- 2301.05682 Non-Stochastic CDF Estimation Using Threshold Queries
by Princewill Okoroafor & Vaishnavi Gupta & Robert Kleinberg & Eleanor Goh
- 2301.05677 Price impact in equity auctions: zero, then linear
by Mohammed Salek & Damien Challet & Ioane Muni Toke
- 2301.05649 Filtering Down to Size: A Theory of Consideration
by Tonna Emenuga
- 2301.05580 Randomization Test for the Specification of Interference Structure
by Tadao Hoshino & Takahide Yanagi
- 2301.05443 Singapore's Role for ASEAN's Portfolio Investment
by Tomoo Kikuchi & Satoshi Tobe
- 2301.05333 Acceptable Bilateral Gamma Parameters
by Yoshihiro Shirai
- 2301.05332 A Levy-driven Ornstein-Uhlenbeck process for the valuation of credit index swaptions
by Yoshihiro Shirai
- 2301.05300 Deep Reinforcement Learning for Asset Allocation: Reward Clipping
by Jiwon Kim & Moon-Ju Kang & KangHun Lee & HyungJun Moon & Bo-Kwan Jeon
- 2301.05157 Statistical Learning with Sublinear Regret of Propagator Models
by Eyal Neuman & Yufei Zhang
- 2301.05130 Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables
by Yihe Yang & Noah Lorincz-Comi & Xiaofeng Zhu
- 2301.05080 Non-linear correlation analysis in financial markets using hierarchical clustering
by J. E. Salgado-Hern'andez & Manan Vyas
- 2301.04996 European baskets in discrete-time continuous-binomial market models
by Jarek Kk{e}dra & Assaf Libman & Victoria Steblovskaya
- 2301.04947 Modeling adaptive forward-looking behavior in epidemics on networks
by Lorenzo Amir Nemati Fard & Alberto Bisin & Michele Starnini & Michele Tizzoni
- 2301.04925 Measuring Corporate Digital Divide with web scraping: Evidence from Italy
by Mazzoni Leonardo & Pinelli Fabio & Riccaboni Massimo
- 2301.04876 Interacting Treatments with Endogenous Takeup
by Mate Kormos & Robert P. Lieli & Martin Huber
- 2301.04853 Testing for Coefficient Randomness in Local-to-Unity Autoregressions
by Mikihito Nishi
- 2301.04776 A Framework for Generalization and Transportation of Causal Estimates Under Covariate Shift
by Apoorva Lal & Wenjing Zheng & Simon Ejdemyr
- 2301.04687 Inference on quantile processes with a finite number of clusters
by Andreas Hagemann
- 2301.04579 Synergistic Small Worlds that Drive Technological Sophistication
by Hardik Rajpal & Omar A Guerrero
- 2301.04544 Optimal Impartial Correspondences
by Javier Cembrano & Felix Fischer & Max Klimm
- 2301.04527 Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference
by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
- 2301.04522 Testing for the appropriate level of clustering in linear regression models
by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
- 2301.04455 Utilizing Technical Data to Discover Similar Companies in Dhaka Stock Exchange
by Tashreef Muhammad & Tahsin Aziz & Mohammad Shafiul Alam
- 2301.04439 Uniform Inference in Linear Error-in-Variables Models: Divide-and-Conquer
by Tom Boot & Art=uras Juodis
- 2301.04340 Proportional Fairness in Obnoxious Facility Location
by Alexander Lam & Haris Aziz & Bo Li & Fahimeh Ramezani & Toby Walsh
- 2301.04244 Elastic Cash
by Anup Rao
- 2301.04095 Optimal randomized multilevel Monte Carlo for repeatedly nested expectations
by Yasa Syed & Guanyang Wang
- 2301.04052 Optimal social security timing
by A. Y. Aydemir
- 2301.03805 Asymptotic Theory for Two-Way Clustering
by Luther Yap
- 2301.03798 Extending the Characterization of Maximum Nash Welfare
by Sheung Man Yuen & Warut Suksompong
- 2301.03716 Disrupted Routines Anticipate Musical Exploration
by Khwan Kim & Noah Askin & James A. Evans
- 2301.03517 Diversification quotients based on VaR and ES
by Xia Han & Liyuan Lin & Ruodu Wang
- 2301.03404 CSRCZ: A Dataset About Corporate Social Responsibility in Czech Republic
by Xhesilda Vogli & Erion c{C}ano
- 2301.03354 Action needed to make carbon offsets from tropical forest conservation work for climate change mitigation
by Thales A. P. West & Sven Wunder & Erin O. Sills & Jan Borner & Sami W. Rifai & Alexandra N. Neidermeier & Andreas Kontoleon
- 2301.03304 Randomization advice and ambiguity aversion
by Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang
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