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Content
2023
- 2301.03303 How effective are covid-19 vaccine health messages in reducing vaccine skepticism? Heterogeneity in messages effectiveness by just world beliefs
by Juliane Wiese & Nattavudh Powdthavee - 2301.03291 Strategic Environmental Corporate Social Responsibility (ECSR) Certification and Endogenous Market Structure
by Ajay Sharma & Siddhartha Rastogi - 2301.03186 Long-Term Returns Estimation of Leveraged Indexes and ETFs
by Hayden Brown - 2301.03136 Removing Non-Stationary Knowledge From Pre-Trained Language Models for Entity-Level Sentiment Classification in Finance
by Guijin Son & Hanwool Lee & Nahyeon Kang & Moonjeong Hahm - 2301.03124 The COVID-19 vaccination, preventive behaviors and pro-social motivation: panel data analysis from Japan
by Eiji Yamamura & Yoshiro Tsutsui & Fumio Ohtake - 2301.03063 Inflation and Value Creation: An Economic and Philosophic Investigation
by Gennady Shkliarevsky - 2301.02950 Geometry of Set Functions in Game Theory: Combinatorial and Computational Aspects
by Dylan Laplace Mermoud - 2301.02937 Quantile Autoregression-based Non-causality Testing
by Weifeng Jin - 2301.02912 Minimum Cost Super-Hedging in a Discrete Time Incomplete Multi-Asset Binomial Market
by Jarek Kk{e}dra & Assaf Libman & Victoria Steblovskaya - 2301.02800 Simulation schemes for the Heston model with Poisson conditioning
by Jaehyuk Choi & Yue Kuen Kwok - 2301.02797 Option pricing under the normal SABR model with Gaussian quadratures
by Jaehyuk Choi & Byoung Ki Seo - 2301.02767 Health Wearables, Gamification, and Healthful Activity
by Muhammad Zia Hydari & Idris Adjerid & Aaron D. Striegel - 2301.02754 On Frequency-Based Optimal Portfolio with Transaction Costs
by Chung-Han Hsieh & Yi-Shan Wong - 2301.02728 A responsibility value for digraphs
by Rosa van den Ende & Dylan Laplace Mermoud - 2301.02697 Preferences on Ranked-Choice Ballots
by Brian Duricy - 2301.02692 Isotonic Recalibration under a Low Signal-to-Noise Ratio
by Mario V. Wuthrich & Johanna Ziegel - 2301.02648 Climate change heterogeneity: A new quantitative approach
by Maria Dolores Gadea & Jesus Gonzalo - 2301.02575 Cognitive Endurance, Talent Selection, and the Labor Market Returns to Human Capital
by Germ'an Reyes - 2301.02447 Regret theory, Allais' Paradox, and Savage's omelet
by Vardan G. Bardakhchyan & Armen E. Allahverdyan - 2301.02276 Statistical Inference and A/B Testing for First-Price Pacing Equilibria
by Luofeng Liao & Christian Kroer - 2301.02052 Relaxing Instrument Exogeneity with Common Confounders
by Christian Tien - 2301.02027 Cryptocurrency co-investment network: token returns reflect investment patterns
by Luca Mungo & Silvia Bartolucci & Laura Alessandretti - 2301.01954 Corrupted by Algorithms? How AI-generated and Human-written Advice Shape (Dis)honesty
by Margarita Leib & Nils Kobis & Rainer Michael Rilke & Marloes Hagens & Bernd Irlenbusch - 2301.01843 Peace Dividends: The Economic Effects of Colombia's Peace Agreement
by Miguel Fajardo-Steinhauser - 2301.01836 A Quantum-Inspired Binary Optimization Algorithm for Representative Selection
by Anna G. Hughes & Jack S. Baker & Santosh Kumar Radha - 2301.01807 fintech-kMC: Agent based simulations of financial platforms for design and testing of machine learning systems
by Isaac Tamblyn & Tengkai Yu & Ian Benlolo - 2301.01555 Optimal Liquidation with High Risk Aversion and Small Linear Price Impact
by Leonid Dolinskyi & Yan Dolinsky - 2301.01497 Complex dynamics of knowledgeable monopoly models with gradient mechanisms
by Xiaoliang Li & Jiacheng Fu & Wei Niu - 2301.01362 Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors
by Julien Hambuckers & Li Sun & Luca Trapin - 2301.01260 Analytic RFR Option Pricing with Smile and Skew
by Colin Turfus & Aurelio Romero-Berm'udez - 2301.01127 Gender Diversity in Ownership and Firm Innovativeness in Emerging Markets. The Mediating Roles of R&D Investments and External Capital
by Vartuhi Tonoyan & Christopher Boudreaux - 2301.01109 On the causality-preservation capabilities of generative modelling
by Yves-C'edric Bauwelinckx & Jan Dhaene & Tim Verdonck & Milan van den Heuvel - 2301.01091 Fitting mixed logit random regret minimization models using maximum simulated likelihood
by Ziyue Zhu & 'Alvaro A. Guti'errez-Vargas & Martina Vandebroek - 2301.01085 The Chained Difference-in-Differences
by Christophe Bell'ego & David Benatia & Vincent Dortet-Bernardet - 2301.01007 A Bertrand duopoly game with differentiated products reconsidered
by Xiaoliang Li & Bo Li - 2301.00648 Fast Barrier Option Pricing by the COS BEM Method in Heston Model
by A. Aimi & C. Guardasoni & L. Ortiz-Gracia & S. Sanfelici - 2301.00509 Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether
by Antoine Djobenou & Emre Inan & Joann Jasiak - 2301.00440 Local Inequities in the Relative Production of and Exposure to Vehicular Air Pollution in Los Angeles
by Geoff Boeing & Yougeng Lu & Clemens Pilgram - 2301.00410 Designing organizations for bottom-up task allocation: The role of incentives
by Stephan Leitner - 2301.00372 Lying Aversion and Vague Communication: An Experimental Study
by Keh-Kuan Sun & Stella Papadokonstantaki
2022
- 2305.02138 The Relationship between Consumption and Economic Growth of Chinese Urban and Rural Residents since Reform and Opening-up -- An Empirical Analysis Based on Econometrics Models
by Zhiheng Yi - 2303.05432 Describing the effect of influential spreaders on the different sectors of Indian market: a complex networks perspective
by Anwesha Sengupta & Shashankaditya Upadhyay & Indranil Mukherjee & Prasanta K. Panigrahi - 2301.13009 DeFi: data-driven characterisation of Uniswap v3 ecosystem & an ideal crypto law for liquidity pools
by Deborah Miori & Mihai Cucuringu - 2301.10178 Methods in Econophysics: Estimating the Probability Density and Volatility
by Moawia Alghalith - 2301.04609 The Effects of Hofstede's Cultural Dimensions on Pro-Environmental Behaviour: How Culture Influences Environmentally Conscious Behaviour
by Szabolcs Nagy & Csilla Konyha Molnarne - 2301.04607 The Impact of National Culture on Innovation A Comparative Analysis between Developed and Developing Nations during the Pre and Post Crisis Period 2007_2021
by Han-Sol Lee & Sergey U. Chernikov & Szabolcs Nagy & Ekaterina A. Degtereva - 2301.04118 Achieving a Given Financial Goal with Optimal Deferred Term Insurance Purchasing Policy
by Yuqi Li & Lihua Zhang - 2301.04020 Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence
by Jian Guo & Saizhuo Wang & Lionel M. Ni & Heung-Yeung Shum - 2301.01279 The relationship between content marketing and the traditional marketing communication tools
by Szabolcs Nagy & Gergo Hajdu - 2301.01278 Students Perceptions of Sustainable Universities in Hungary. An Importance-Performance Analysis
by Szabolcs Nagy & Mariann Veresne Somosi - 2301.01277 Consumer acceptance of the use of artificial intelligence in online shopping: evidence from Hungary
by Szabolcs Nagy & Noemi Hajdu - 2301.01271 On the notion of measurable utility on a connected and separable topological space: an order isomorphism theorem
by Gianmarco Caldini - 2301.01212 Assessment of creditworthiness models privacy-preserving training with synthetic data
by Ricardo Mu~noz-Cancino & Cristi'an Bravo & Sebasti'an A. R'ios & Manuel Gra~na - 2301.00790 Online learning techniques for prediction of temporal tabular datasets with regime changes
by Thomas Wong & Mauricio Barahona - 2301.00681 Historical Patterns and Recent Impacts of Chinese Investors in United States Real Estate
by Kevin Sun - 2301.00680 Large-Scale 3D Printing -- Market Analysis
by Razan Abdelazim Idris Alzain - 2301.00666 E-commerce users' preferences for delivery options
by Yuki Oyama & Daisuke Fukuda & Naoto Imura & Katsuhiro Nishinari - 2301.00292 Inference for Large Panel Data with Many Covariates
by Markus Pelger & Jiacheng Zou - 2301.00277 Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators
by Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini - 2301.00251 Feature Selection for Personalized Policy Analysis
by Maria Nareklishvili & Nicholas Polson & Vadim Sokolov - 2301.00248 Nowcasting Stock Implied Volatility with Twitter
by Thomas Dierckx & Jesse Davis & Wim Schoutens - 2301.00237 Design on Matroids: Diversity vs. Meritocracy
by Isa E. Hafalir & Fuhito Kojima & M. Bumin Yenmez & Koji Yokote - 2301.00232 Efficient Market Design with Distributional Objectives
by Isa E. Hafalir & Fuhito Kojima & M. Bumin Yenmez - 2301.00170 Democratization of Retail Trading: Can Reddit's WallStreetBets Outperform Investment Bank Analysts?
by Tolga Buz & Gerard de Melo - 2301.00092 Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves
by Xiaohong Chen & Yuan Liao & Weichen Wang - 2301.00091 Wealth Redistribution and Mutual Aid: Comparison using Equivalent/Nonequivalent Exchange Models of Econophysics
by Takeshi Kato - 2212.14689 Cross-Domain Shopping and Stock Trend Analysis
by Aditya Pandey & Haseeba Fathiya & Nivedita Patel - 2212.14687 Multi-step-ahead Stock Price Prediction Using Recurrent Fuzzy Neural Network and Variational Mode Decomposition
by Hamid Nasiri & Mohammad Mehdi Ebadzadeh - 2212.14670 Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization
by Xiaodong Li & Pangjing Wu & Chenxin Zou & Qing Li - 2212.14622 Identifying causal effects with subjective ordinal outcomes
by Leonard Goff - 2212.14477 A Novel Experts Advice Aggregation Framework Using Deep Reinforcement Learning for Portfolio Management
by MohammadAmin Fazli & Mahdi Lashkari & Hamed Taherkhani & Jafar Habibi - 2212.14475 Innovation through intra and inter-regional interaction in economic geography
by Jos'e M. Gaspar & Minoru Osawa - 2212.14444 Empirical Bayes When Estimation Precision Predicts Parameters
by Jiafeng Chen - 2212.14411 Near-Optimal Non-Parametric Sequential Tests and Confidence Sequences with Possibly Dependent Observations
by Aurelien Bibaut & Nathan Kallus & Michael Lindon - 2212.14372 Deep Runge-Kutta schemes for BSDEs
by Jean-Franc{c}ois Chassagneux & Junchao Chen & Noufel Frikha - 2212.14367 Optimal Robust Mechanism in Bilateral Trading
by Komal Malik - 2212.14327 A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility
by Guohui Guan & Zongxia Liang & Yilun Song - 2212.14259 Bipolar Theorems for Sets of Non-negative Random Variables
by Johannes Langner & Gregor Svindland - 2212.14188 Constrained monotone mean-variance problem with random coefficients
by Ying Hu & Xiaomin Shi & Zuo Quan Xu - 2212.14185 What Estimators Are Unbiased For Linear Models?
by Lihua Lei & Jeffrey Wooldridge - 2212.14174 Supermartingale Brenier's Theorem with full-marginals constraint
by Erhan Bayraktar & Shuoqing Deng & Dominykas Norgilas - 2212.14159 Innovation in times of Covid-19
by Torsten Heinrich & Jangho Yang - 2212.14105 Supercompliers
by Matthew L. Comey & Amanda R. Eng & Pauline Leung & Zhuan Pei - 2212.14076 Quantum-Inspired Tensor Neural Networks for Option Pricing
by Raj G. Patel & Chia-Wei Hsing & Serkan Sahin & Samuel Palmer & Saeed S. Jahromi & Shivam Sharma & Tomas Dominguez & Kris Tziritas & Christophe Michel & Vincent Porte & Mustafa Abid & Stephane Aubert & Pierre Castellani & Samuel Mugel & Roman Orus - 2212.14075 Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias
by Robert F. Phillips - 2212.13996 Robustifying Markowitz
by Wolfgang Karl Hardle & Yegor Klochkov & Alla Petukhina & Nikita Zhivotovskiy - 2212.13966 What is expected for China's SARS-CoV-2 epidemic?
by Carlos Hernandez-Suarez & Efren Murillo-Zamora - 2212.13901 Barcelona in the face of globalization, how to think of the city through the organization and evaluation of major events?
by Patrice Ballester - 2212.13864 The limitations of comonotonic additive risk measures: a literature review
by Samuel Solgon Santos & Marcelo Brutti Righi & Eduardo de Oliveira Horta - 2212.13841 Motivations and locational factors of FDI in CIS countries: Empirical evidence from South Korean FDI in Kazakhstan, Russia, and Uzbekistan
by Han-Sol Lee & Sergey U. Chernikov & Szabolcs Nagy - 2212.13840 The relationship between social innovation and digital economy and society
by Szabolcs Nagy & Mariann Veresne Somosi - 2212.13839 The Impact of the Pharmaceutical Industry on the Innovation Performance of European Countries
by Szabolcs Nagy & Sergey U. Chernikov & Ekaterina Degtereva - 2212.13815 Fundamental theorem for quantum asset pricing
by Jinge Bao & Patrick Rebentrost - 2212.13628 Functional Expansions
by Bruno Dupire & Valentin Tissot-Daguette - 2212.13622 A Statistical Inquiry into Gender-Based Income Inequality in Canada
by Ali R. Kaazempur-Mofrad - 2212.13611 Hidden costs of La Mancha's production model and drivers of change
by M'aximo Flor'in & Rafael U. Gos'alvez - 2212.13449 Self-progressive choice models
by Kemal Yildiz - 2212.13371 Measuring an artificial intelligence agent's trust in humans using machine incentives
by Tim Johnson & Nick Obradovich - 2212.13324 Spectral and post-spectral estimators for grouped panel data models
by Denis Chetverikov & Elena Manresa - 2212.13226 An Effective Treatment Approach to Difference-in-Differences with General Treatment Patterns
by Takahide Yanagi - 2212.13188 An Axiomatic Viewpoint on the Rogers--Veraart and Suzuki--Elsinger Models of Systemic Risk
by Yuri Kabanov & Arthur Sidorenko - 2212.13176 The fate of the American dream: A first passage under resetting approach to income dynamics
by Petar Jolakoski & Arnab Pal & Trifce Sandev & Ljupco Kocarev & Ralf Metzler & Viktor Stojkoski - 2212.13145 Orthogonal Series Estimation for the Ratio of Conditional Expectation Functions
by Kazuhiko Shinoda & Takahiro Hoshino - 2212.12981 Tensor PCA for Factor Models
by Andrii Babii & Eric Ghysels & Junsu Pan - 2212.12891 Analysis of the Driving Factors of Implementing Green Supply Chain Management in SME in the City of Semarang
by Nanang Adie Setyawan & Hadiahti Utami & Bayu Setyo Nugroho & Mellasanti Ayuwardani & Suharmanto - 2212.12860 Vulnerable European and American Options in a Market Model with Optional Hazard Process
by Libo Li & Ruyi Liu & Marek Rutkowski - 2212.12854 Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs
by Libo Li & Ruyi Liu & Marek Rutkowski - 2212.12797 New trends in South-South migration: The economic impact of COVID-19 and immigration enforcement
by Roxana Guti'errez-Romero & Nayeli Salgado - 2212.12796 Violence in Guatemala pushes adults and children to seek work in Mexico
by Roxana Guti'errez-Romero - 2212.12774 Knowledge Management in Management of Social and Economic Development of Municipalities: Highlights
by Maria A. Shishanina & Anatoly A. Sidorov - 2212.12742 Global LCOEs of decentralized off-grid renewable energy systems
by Jann Michael Weinand & Maximilian Hoffmann & Jan Gopfert & Tom Terlouw & Julian Schonau & Patrick Kuckertz & Russell McKenna & Leander Kotzur & Jochen Lin{ss}en & Detlef Stolten - 2212.12725 Deep Quadratic Hedging
by Alessandro Gnoatto & Silvia Lavagnini & Athena Picarelli - 2212.12717 Stock Market Prediction via Deep Learning Techniques: A Survey
by Jinan Zou & Qingying Zhao & Yang Jiao & Haiyao Cao & Yanxi Liu & Qingsen Yan & Ehsan Abbasnejad & Lingqiao Liu & Javen Qinfeng Shi - 2212.12687 Measuring price impact and information content of trades in a time-varying setting
by F. Campigli & G. Bormetti & F. Lillo - 2212.12623 The Simple Economics of Optimal Bundling
by Frank Yang - 2212.12398 Designing Autonomous Markets for Stablecoin Monetary Policy
by Ariah Klages-Mundt & Steffen Schuldenzucker - 2212.12356 Equivalence between the Fitness-Complexity and the Sinkhorn-Knopp algorithms
by Dario Mazzilli & Manuel Sebastian Mariani & Flaviano Morone & Aurelio Patelli - 2212.12318 CDO calibration via Magnus Expansion and Deep Learning
by Marco Di Francesco & Kevin Kamm - 2212.12285 The Effects of Just-in-time Delivery on Social Engagement: A Cluster Analysis
by Mois'es Ram'irez & Raziel Ru'iz & Nathan Klarer - 2212.12251 The connection between Arrow theorem and Sperner lemma
by Nikita Miku - 2212.12060 emIAM v1.0: an emulator for Integrated Assessment Models using marginal abatement cost curves
by Weiwei Xiong & Katsumasa Tanaka & Philippe Ciais & Daniel J. A. Johansson & Mariliis Lehtveer - 2212.12051 Benchmarking Machine Learning Models to Predict Corporate Bankruptcy
by Emmanuel Alanis & Sudheer Chava & Agam Shah - 2212.12044 Design interpretable experience of dynamical feed forward machine learning model for forecasting NASDAQ
by Pouriya Khalilian & Sara Azizi & Mohammad Hossein Amiri & Javad T. Firouzjaee - 2212.12018 Langevin algorithms for Markovian Neural Networks and Deep Stochastic control
by Pierre Bras & Gilles Pag`es - 2212.12009 Single-Crossing Differences in Convex Environments
by Navin Kartik & SangMok Lee & Daniel Rappoport - 2212.11917 Convergence of particles and tree based scheme for singular FBSDEs
by Jean-Franc{c}ois Chassagneux & Mohan Yang - 2212.11833 Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models
by Timo Dimitriadis & Roxana Halbleib & Jeannine Polivka & Jasper Rennspies & Sina Streicher & Axel Friedrich Wolter - 2212.11787 Macro carbon price prediction with support vector regression and Paris accord targets
by Jinhui Li - 2212.11779 The Impact of Regulation Regime Changes on ChiNext IPOs: Effects of 2013 and 2020 Reforms on Pricing and Overreaction
by Qi Deng & Lunge Dai & Zixin Yang & Zhong-guo Zhou & Monica Hussein & Dingyi Chen & Mick Swartz - 2212.11766 Long bet will lose: demystifying seemingly fair gambling via two-armed Futurity bandit
by Zengjing Chen & Huaijin Liang & Wei Wang & Xiaodong Yan - 2212.11765 Predicting Companies' ESG Ratings from News Articles Using Multivariate Timeseries Analysis
by Tanja Aue & Adam Jatowt & Michael Farber - 2212.11752 Risk Sharing with Deep Neural Networks
by Matteo Burzoni & Alessandro Doldi & Enea Monzio Compagnoni - 2212.11585 Strategic energy flows in input-output relations: a temporal multilayer approach
by Gian Paolo Clemente & Alessandra Cornaro & Rosanna Grassi & Giorgio Rizzini - 2212.11518 Mean-field neural networks-based algorithms for McKean-Vlasov control problems
by Huy^en Pham & Xavier Warin - 2212.11112 A Bootstrap Specification Test for Semiparametric Models with Generated Regressors
by Elia Lapenta - 2212.11108 Enhancing Resilience: Model-based Simulations
by d'Artis Kancs - 2212.11012 Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments
by Jean-Pierre Florens & Elia Lapenta - 2212.10974 The Quantitative Finance Aspects of Automated Market Markers in DeFi
by Stefan Loesch - 2212.10917 The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles
by Eduardo Abi Jaber & Camille Illand & Shaun & Li - 2212.10844 Greenhouse gases emissions: estimating corporate non-reported emissions using interpretable machine learning
by Jeremi Assael & Thibaut Heurtebize & Laurent Carlier & Franc{c}ois Soup'e - 2212.10790 Inference for Model Misspecification in Interest Rate Term Structure using Functional Principal Component Analysis
by Kaiwen Hou - 2212.10359 Simultaneous Inference of a Partially Linear Model in Time Series
by Jiaqi Li & Likai Chen & Kun Ho Kim & Tianwei Zhou - 2212.10337 Efficient Rollup Batch Posting Strategy on Base Layer
by Akaki Mamageishvili & Edward W. Felten - 2212.10317 Does Peer-Reviewed Research Help Predict Stock Returns?
by Andrew Y. Chen & Alejandro Lopez-Lira & Tom Zimmermann - 2212.10308 DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol
by Matthias Nadler & Felix Bekemeier & Fabian Schar - 2212.10301 Probabilistic Quantile Factor Analysis
by Dimitris Korobilis & Maximilian Schroder - 2212.10234 Auction designs to increase incentive compatibility and reduce self-scheduling in electricity markets
by Conleigh Byers & Brent Eldridge - 2212.10164 Multi-asset market making under the quadratic rough Heston
by Mathieu Rosenbaum & Jianfei Zhang - 2212.10053 Dynamic spending and portfolio decisions with a soft social norm
by Knut Anton Mork & Fabian Andsem Harang & Haakon Andreas Tr{o}nnes & Vegard Skonseng Bjerketvedt - 2212.09957 Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints
by Marc Chataigner & Areski Cousin & St'ephane Cr'epey & Matthew Dixon & Djibril Gueye - 2212.09904 Sanctions and Imports of Essential Goods: A Closer Look at the Equipo Anova (2021) Results
by Francisco Rodr'iguez - 2212.09889 Strategic Observational Learning
by Dimitri Migrow - 2212.09868 Quantifying fairness and discrimination in predictive models
by Arthur Charpentier - 2212.09844 Robust Design and Evaluation of Predictive Algorithms under Unobserved Confounding
by Ashesh Rambachan & Amanda Coston & Edward Kennedy - 2212.09715 Liquid Democracy. Two Experiments on Delegation in Voting
by Victoria Mooers & Joseph Campbell & Alessandra Casella & Lucas de Lara & Dilip Ravindran - 2212.09624 Holder Recommendations using Graph Representation Learning & Link Prediction
by Rachna Saxena & Abhijeet Kumar & Mridul Mishra - 2212.09617 Expected Growth Criterion: An Axiomatization
by Joshua Lawson - 2212.09585 Risk Theory and Pricing of "Pay-for-Performance" Business Models
by Roger Knecktys & Henrik Bette & Rudiger Kiesel & Thomas Guhr - 2212.09473 Graph theoretical models and algorithms of portfolio compression
by Mih'aly P'eter Hanics - 2212.09385 Prediction of Auto Insurance Risk Based on t-SNE Dimensionality Reduction
by Joseph Levitas & Konstantin Yavilberg & Oleg Korol & Genadi Man - 2212.09380 Understanding the food component of inflation
by Emanuel Kohlscheen - 2212.09299 Optimal pricing for carbon dioxide removal under inter-regional leakage
by Max Franks & Matthias Kalkuhl & Kai Lessmann - 2212.09193 Identification of time-varying counterfactual parameters in nonlinear panel models
by Irene Botosaru & Chris Muris - 2212.09192 Multiarmed Bandits Problem Under the Mean-Variance Setting
by Hongda Hu & Arthur Charpentier & Mario Ghossoub & Alexander Schied - 2212.09007 PAC-Bayesian Treatment Allocation Under Budget Constraints
by Daniel F. Pellatt - 2212.08734 Using Intermarket Data to Evaluate the Efficient Market Hypothesis with Machine Learning
by N'yoma Diamond & Grant Perkins - 2212.08709 Structural Complexities of Matching Mechanisms
by Yannai A. Gonczarowski & Clayton Thomas - 2212.08615 A smooth transition autoregressive model for matrix-variate time series
by Andrea Bucci - 2212.08518 Systemic robustness: a mean-field particle system approach
by Erhan Bayraktar & Gaoyue Guo & Wenpin Tang & Yuming Paul Zhang - 2212.08509 Moate Simulation of Stochastic Processes
by Michael E. Mura - 2212.08297 Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints
by Eduardo Abi Jaber & Camille Illand & Shaun & Li - 2212.08250 Pricing Bermudan Swaption under Two Factor Hull-White Model with Fast Gauss Transform
by Tomohisa Yamakami & Yuki Takeuchi - 2212.08220 The Long-Term Effects of Teachers' Gender Stereotypes
by Joan Martinez - 2212.08219 Rationally Inattentive Statistical Discrimination: Arrow Meets Phelps
by Federico Echenique & Anqi Li - 2212.08198 Economic impacts of AI-augmented R&D
by Tamay Besiroglu & Nicholas Emery-Xu & Neil Thompson - 2212.08137 Cap or No Cap? What Can Governments Do to Promote EV Sales?
by Zunian Luo - 2212.08029 Pathwise uniqueness for singular stochastic Volterra equations with H\"older coefficients
by David J. Promel & David Scheffels - 2212.07972 A Flexible Commodity Skew Model with Maturity Effects
by Orcan Ogetbil & Bernhard Hientzsch - 2212.07944 Variable Clustering via Distributionally Robust Nodewise Regression
by Kaizheng Wang & Xiao Xu & Xun Yu Zhou - 2212.07942 Multi-Agent Dynamic Pricing in a Blockchain Protocol Using Gaussian Bandits
by Alexis Asseman & Tomasz Kornuta & Anirudh Patel & Matt Deible & Sam Green - 2212.07827 Order routing and market quality: Who benefits from internalisation?
by Umut c{C}etin & Alaina Danilova - 2212.07817 Reconstructing Volatility: Pricing of Index Options under Rough Volatility
by Peter K. Friz & Thomas Wagenhofer - 2212.07725 Sequential Sampling Equilibrium
by Duarte Gonc{c}alves - 2212.07521 Information and Learning in Economic Theory
by Annie Liang - 2212.07516 Naive Markowitz Policies
by Lin Chen & Xun Yu Zhou - 2212.07427 Limited Farsightedness in Priority-Based Matching
by Ata Atay & Ana Mauleon & Vincent Vannetelbosch - 2212.07384 Valuing Pharmaceutical Drug Innovations
by Gaurab Aryal & Federico Ciliberto & Leland E. Farmer & Ekaterina Khmelnitskaya - 2212.07379 The finite sample performance of instrumental variable-based estimators of the Local Average Treatment Effect when controlling for covariates
by Hugo Bodory & Martin Huber & Michael Lechner - 2212.07306 Toxic Liquidation Spirals
by Jakub Warmuz & Amit Chaudhary & Daniele Pinna - 2212.07288 Smoothing volatility targeting
by Mauro Bernardi & Daniele Bianchi & Nicolas Bianco - 2212.07280 Amenity complexity and urban locations of socio-economic mixing
by S'andor Juh'asz & GergH{o} Pint'er & 'Ad'am Kov'acs & Endre Borza & Gergely M'onus & L'aszl'o LH{o}rincz & Bal'azs Lengyel - 2212.07263 Robust Estimation of the non-Gaussian Dimension in Structural Linear Models
by Miguel Cabello - 2212.07246 Topology-Free Type Structures with Conditioning Events
by Pierfrancesco Guarino - 2212.07128 Influence of rationality levels on dynamics of heterogeneous Cournot duopolists with quadratic costs
by Xiaoliang Li & Yihuo Jiang - 2212.07108 School Choice with Farsighted Students
by Ata Atay & Ana Mauleon & Vincent Vannetelbosch - 2212.07099 Research on The Cultivation Path of Craftsman Spirit in Higher Vocational Education Based on Survey Data
by Yufei Xie & Jing Cui & Mengdie Wang - 2212.07052 On LASSO for High Dimensional Predictive Regression
by Ziwei Mei & Zhentao Shi - 2212.07019 Data-Driven Prediction and Evaluation on Future Impact of Energy Transition Policies in Smart Regions
by Chunmeng Yang & Siqi Bu & Yi Fan & Wayne Xinwei Wan & Ruoheng Wang & Aoife Foley