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Content
2022
- 2209.06777 Market Design with Deferred Acceptance: A Recipe for Policymaking
by Battal Dou{g}an & Kenzo Imamura & M. Bumin Yenmez
- 2209.06654 The Sign of Risk for Present Value of Future Losses
by Brian P. Hanley & Steve Keen
- 2209.06631 Sample Fit Reliability
by Gabriel Okasa & Kenneth A. Younge
- 2209.06624 Digital 'nudges' to increase childhood vaccination compliance: Evidence from Pakistan
by Shehryar Munir & Farah Said & Umar Taj & Maida Zafar
- 2209.06536 Markovian Persuasion with Two States
by Galit Ashkenazi-Golan & Pen'elope Hern'andez & Zvika Neeman & Eilon Solan
- 2209.06514 Complementary choice functions
by Vladimir Danilov
- 2209.06485 Computing XVA for American basket derivatives by Machine Learning techniques
by Ludovic Goudenege & Andrea Molent & Antonino Zanette
- 2209.06476 Statistical Learning of Value-at-Risk and Expected Shortfall
by D Barrera & S Cr'epey & E Gobet & Hoang-Dung Nguyen & B Saadeddine
- 2209.06437 Weighted Envy-Freeness for Submodular Valuations
by Luisa Montanari & Ulrike Schmidt-Kraepelin & Warut Suksompong & Nicholas Teh
- 2209.06310 Representations of cones and applications to decision theory
by Paolo Leonetti & Giulio Principi
- 2209.06276 ESG-valued discrete option pricing in complete markets
by Yuan Hu & W. Brent Lindquist & Svetlozar T. Rachev
- 2209.06090 Strategic investments in multi-stage General Lotto games
by Rahul Chandan & Keith Paarporn & Mahnoosh Alizadeh & Jason R. Marden
- 2209.06086 Carbon Monitor-Power: near-real-time monitoring of global power generation on hourly to daily scales
by Biqing Zhu & Xuanren Song & Zhu Deng & Wenli Zhao & Da Huo & Taochun Sun & Piyu Ke & Duo Cui & Chenxi Lu & Haiwang Zhong & Chaopeng Hong & Jian Qiu & Steven J. Davis & Pierre Gentine & Philippe Ciais & Zhu Liu
- 2209.05998 Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model
by Yukang Jiang & Xueqin Wang & Zhixi Xiong & Haisheng Yang & Ting Tian
- 2209.05918 A stochastic volatility model for the valuation of temperature derivatives
by Aur'elien Alfonsi & Nerea Vadillo
- 2209.05916 Workplace Breastfeeding Legislation and Female Labor Force Participation in the United States
by Julia Hatamyar
- 2209.05914 Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving
by Hao Dong & Yuya Sasaki
- 2209.05863 Calibrated Forecasts: The Minimax Proof
by Sergiu Hart
- 2209.05767 Bayesian Functional Emulation of CO2 Emissions on Future Climate Change Scenarios
by Luca Aiello & Matteo Fontana & Alessandra Guglielmi
- 2209.05684 Moral Hazard on Productivity Among Work-From-Home Workers Amid the COVID-19 Pandemic
by Jieun Lee
- 2209.05592 Impact of interpersonal influences on Employee engagement and Psychological contract: Effects of guanxi, wasta, jeitinho, blat and pulling strings
by Elizabeth Kassab Sfeir
- 2209.05570 Attention Capture
by Andrew Koh & Sivakorn Sanguanmoo
- 2209.05563 Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models
by Jieun Lee
- 2209.05562 Evidence and Strategy on Economic Distance in Spatially Augmented Solow-Swan Growth Model
by Jieun Lee
- 2209.05559 Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting
by Berend Jelmer Dirk Gort & Xiao-Yang Liu & Xinghang Sun & Jiechao Gao & Shuaiyu Chen & Christina Dan Wang
- 2209.05387 Increasing Employees' Willingness to Share: Introducing Appeal Strategies for People Analytics
by Valentin Zieglmeier & Maren Gierlich-Joas & Alexander Pretschner
- 2209.05383 Weak Supervision in Analysis of News: Application to Economic Policy Uncertainty
by Paul Trust & Ahmed Zahran & Rosane Minghim
- 2209.05360 Meta-CTA Trading Strategies and Rational Market Failures
by Bernhard K Meister
- 2209.05225 Rethinking Generalized Beta Family of Distributions
by Jiong Liu & R. A. Serota
- 2209.05211 Convex Risk Measures for the Aggregation of Multiple Information Sources and Applications in Insurance
by Georgios I. Papayiannis & Athanasios N. Yannacopoulos
- 2209.05129 Exploitees vs. Exploiters: Dynamics of Exploitation
by Davood Qorbani
- 2209.05089 Solidarity in natural gas storage: A potential allocation mechanism of stored quantities among several players during times of crisis
by D'avid Csercsik & Anne Neumann
- 2209.05081 Analyzing Linear DSGE models: the Method of Undetermined Markov States
by Jordan Roulleau-Pasdeloup
- 2209.04976 Data-Driven Nonparametric Robust Control under Dependence Uncertainty
by Erhan Bayraktar & Tao Chen
- 2209.04903 Cores of Games via Total Dual Integrality, with Applications to Perfect Graphs and Polymatroids
by Vijay V. Vazirani
- 2209.04892 "Calibeating": Beating Forecasters at Their Own Game
by Dean P. Foster & Sergiu Hart
- 2209.04843 The economic and health impacts of contact tracing and quarantine programs
by Darija Barak & Edoardo Gallo & Alastair Langtry
- 2209.04770 Testing the martingale difference hypothesis in high dimension
by Jinyuan Chang & Qing Jiang & Xiaofeng Shao
- 2209.04764 A Mathematical Analysis of the 2022 Alaska Special Election for US House
by Adam Graham-Squire & David McCune
- 2209.04686 On the Evaluation of Skill in Binary Forecast
by Thitithep Sitthiyot & Kanyarat Holasut
- 2209.04685 Systemic Risk of Optioned Portfolios: Controllability and Optimization
by Xiaochuan Pang & Shushang Zhu & Xueting Cui & Jiali Ma
- 2209.04620 A semi-Markovian approach to model the tick-by-tick dynamics of stock price
by Garima Agrawal & Anindya Goswami
- 2209.04609 Revisiting QUAD ambition in the Indo Pacific leveraging Space and Cyber Domain
by Mandeep Singh Rai
- 2209.04431 Singular Secular Kuznets-like Period Realized Amid Industrial Transformation in US FDA Medical Devices: A Perspective on Innovation from 1976 to 2020
by Iraj Daizadeh
- 2209.04426 The Existence of Equilibrium Flows
by Alfred Galichon & Larry Samuelson & Lucas Vernet
- 2209.04385 Cryptocurrency bubbles, the wealth effect, and non-fungible token prices: Evidence from metaverse LAND
by Kanis Saengchote
- 2209.04329 Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization
by Phillip Heiler
- 2209.04264 Biology-inspired geometric representation of probability and applications to completion and options' pricing
by Felix Polyakov
- 2209.04153 How many inner simulations to compute conditional expectations with least-square Monte Carlo?
by Aur'elien Alfonsi & Bernard Lapeyre & J'er^ome Lelong
- 2209.04001 Optimal Bubble Riding: A Mean Field Game with Varying Entry Times
by Ludovic Tangpi & Shichun Wang
- 2209.03998 Integrated storage assignment for an e-grocery fulfilment centre: Accounting for day-of-week demand patterns
by David Winkelmann & Frederik Tolkmitt & Matthias Ulrich & Michael Romer
- 2209.03945 W-Transformers : A Wavelet-based Transformer Framework for Univariate Time Series Forecasting
by Lena Sasal & Tanujit Chakraborty & Abdenour Hadid
- 2209.03936 Shift in house price estimates during COVID-19 reveals effect of crisis on collective speculation
by Alexander M. Petersen
- 2209.03935 Generative Adversarial Networks Applied to Synthetic Financial Scenarios Generation
by Matteo Rizzato & Julien Wallart & Christophe Geissler & Nicolas Morizet & Noureddine Boumlaik
- 2209.03892 What You See is What You Get: Local Labor Markets and Skill Acquisition
by Benjamin Niswonger
- 2209.03744 Modified Causal Forest
by Michael Lechner & Jana Mareckova
- 2209.03461 Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
by Eric Luxenberg & Philipp Schiele & Stephen Boyd
- 2209.03448 Designing an Optimized Electric Vehicle Charging Station Infrastructure for Urban Area: A Case study from Indonesia
by Nissa Amilia & Zulkifli Palinrungi & Iwan Vanany & Mansur Arief
- 2209.03425 Probabilistic risk aversion for generalized rank-dependent functions
by Ruodu Wang & Qinyu Wu
- 2209.03307 A primer on perpetuals
by Guillermo Angeris & Tarun Chitra & Alex Evans & Matthew Lorig
- 2209.03259 A Ridge-Regularised Jackknifed Anderson-Rubin Test
by Max-Sebastian Dov`i & Anders Bredahl Kock & Sophocles Mavroeidis
- 2209.03239 Technical and Economic Feasibility Analysis of Underground Hydrogen Storage: A Case Study in Intermountain-West Region USA
by Fangxuan Chen & Zhiwei Ma & Hadi Nasrabadi & Bailian Chen & Mohamed Mehana & Jolante Wieke Van Wijk
- 2209.03218 Local Projection Inference in High Dimensions
by Robert Adamek & Stephan Smeekes & Ines Wilms
- 2209.03199 An Assessment Tool for Academic Research Managers in the Third World
by Fernando Delbianco & Andres Fioriti & Fernando Tohm'e
- 2209.03186 Master equation of discrete-time Stackelberg mean field games with multiple leaders
by Deepanshu Vasal
- 2209.03046 Estimating the Effects of Syrian Civil War
by Aleksandar Keseljevic & Rok Spruk
- 2209.03017 Multilevel Path Branching for Digital Options
by Michael B. Giles & Abdul-Lateef Haji-Ali
- 2209.02873 A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs
by Anindya Goswami & Kuldip Singh Patel & Pradeep Kumar Sahu
- 2209.02841 Clarifying Theoretical Intricacies through the Use of Conceptual Visualization: Case of Production Theory in Advanced Microeconomics
by Alexandra Naumenko & Seyyed Ali Zeytoon Nejad Moosavian
- 2209.02839 The Visual Decoding of the Wheel of Duality in Consumer Theory in Modern Microeconomics
by Seyyed Ali Zeytoon Nejad Moosavian
- 2209.02743 Identifying the Effect of Parenthood on Labor Force Participation: A Gender Comparison
by Seyyed Ali Zeytoon Nejad Moosavian
- 2209.02683 Classicals versus Keynesians: Fifty Distinctions between Two Major Schools of Economic Thought
by Seyyed Ali Zeytoon Nejad Moosavian
- 2209.02665 Using the Interactive Graphic Syllabus in the Teaching of Economics
by Seyyed Ali Zeytoon Nejad Moosavian
- 2209.02653 Measuring Price Risk Aversion through Indirect Utility Functions: A Laboratory Experiment
by Ali Zeytoon-Nejad
- 2209.02651 The Coronavirus Tradeoff -- Life vs. Economy: Handling the Tradeoff Rationally and Optimally
by Ali Zeytoon-Nejad & Tanzid Hasnain
- 2209.02637 Do Unions Shape Political Ideologies at Work?
by Johannes Matzat & Aiko Schmei{ss}er
- 2209.02635 Single and Attractive: Uniqueness and Stability of Economic Equilibria under Monotonicity Assumptions
by Patrizio Bifulco & Jochen Gluck & Oliver Krebs & Bohdan Kukharskyy
- 2209.02407 Predict stock prices with ARIMA and LSTM
by Ruochen Xiao & Yingying Feng & Lei Yan & Yihan Ma
- 2209.02367 Assessing the different aspects of consuming fashion and the role of self-confidence on the buying behaviour of fashion consumers in the clothing market as a mediator
by Milad Zam & Mohammadhosein Tavakoli & Hasan Ramezanian & Amin Rezasoltani
- 2209.02360 TSO-DSO Coordination for the Procurement of Balancing and Congestion Management Services: Assessment of a meshed-to-meshed topology
by Leandro Lind & Rafael Cossent & Pablo Frias
- 2209.02340 Bidirectional coupling of a long-term integrated assessment model REMIND v3.0.0 with an hourly power sector model DIETER v1.0.2
by Chen Chris Gong & Falko Ueckerdt & Robert Pietzcker & Adrian Odenweller & Wolf-Peter Schill & Martin Kittel & Gunnar Luderer
- 2209.02335 Understanding Labor Market Discrimination Against Transgender People: Evidence from a Double List Experiment and a Survey
by Billur Aksoy & Christopher S. Carpenter & Dario Sansone
- 2209.02239 Factors that affect the technological transition of firms toward the industry 4.0 technologies
by Seung Hwan Kim & Jeong hwan Jeon & Anwar Aridi & Bogang Jun
- 2209.02154 Random Initialization Solves Shapley's Fictitious Play Counterexample
by Sam Ganzfried
- 2209.01926 Invariance and hierarchy-equivalence
by Nicodemo De Vito
- 2209.01910 Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP
by Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu
- 2209.01805 Robust Causal Learning for the Estimation of Average Treatment Effects
by Yiyan Huang & Cheuk Hang Leung & Xing Yan & Qi Wu & Shumin Ma & Zhiri Yuan & Dongdong Wang & Zhixiang Huang
- 2209.01790 Risk and Intertemporal Preferences over Time Lotteries
by Minghao Pan
- 2209.01697 Combining Forecasts under Structural Breaks Using Graphical LASSO
by Tae-Hwy Lee & Ekaterina Seregina
- 2209.01653 Liquidity Provision Payoff on Automated Market Makers
by Jin Hong Kuan
- 2209.01512 Inverse estimation of the transfer velocity of money
by Carolina E. S. Mattsson & Allison Luedtke & Frank W. Takes
- 2209.01487 Data needs for integrated economic-epidemiological models of pandemic mitigation policies
by David J. Haw & Christian Morgenstern & Giovanni Forchini & Robert Johnson & Patrick Doohan & Peter C. Smith & Katharina D. Hauck
- 2209.01453 Learning by Consuming: Optimal Pricing with Endogenous Information Provision
by Huiyi Guo & Wei He & Bin Liu
- 2209.01429 Instrumental variable quantile regression under random right censoring
by Jad Beyhum & Lorenzo Tedesco & Ingrid Van Keilegom
- 2209.01378 Tree-Based Learning in RNNs for Power Consumption Forecasting
by Roberto Baviera & Pietro Manzoni
- 2209.01345 How To Start a Grassroots Movement
by David Ehrlich & Nora Szech
- 2209.01330 Child labour and schooling decision of the marginal farmer households: An empirical evidence from the East Medinipur district of West Bengal, India
by Sangita Das
- 2209.01235 Smiles in Profiles: Improving Fairness and Efficiency Using Estimates of User Preferences in Online Marketplaces
by Susan Athey & Dean Karlan & Emil Palikot & Yuan Yuan
- 2209.01175 Intentional and serendipitous diffusion of ideas: Evidence from academic conferences
by Misha Teplitskiy & Soya Park & Neil Thompson & David Karger
- 2209.01146 Generalized Principal-Agency: Contracts, Information, Games and Beyond
by Jiarui Gan & Minbiao Han & Jibang Wu & Haifeng Xu
- 2209.01138 Time Evolution of a Supply Chain Network: Kinetic Modeling
by Biswajit Debnath & Rihab El-Hassani & Amit K Chattopadhyay & T Krishna Kumar & Sadhan K Ghosh & Rahul Baidya
- 2209.01039 Information overload and environmental degradation: learning from H.A. Simon and W. Wenders
by Tommaso Luzzati & Ilaria Tucci & Pietro Guarnieri
- 2209.01013 Intrinsic fluctuations of reinforcement learning promote cooperation
by Wolfram Barfuss & Janusz Meylahn
- 2209.00991 E-backtesting
by Qiuqi Wang & Ruodu Wang & Johanna Ziegel
- 2209.00948 Macroeconomic Predictions using Payments Data and Machine Learning
by James T. E. Chapman & Ajit Desai
- 2209.00900 Costs and Benefits of the Paris Climate Targets
by Richard S. J. Tol
- 2209.00858 A Discussion of Discrimination and Fairness in Insurance Pricing
by Mathias Lindholm & Ronald Richman & Andreas Tsanakas & Mario V. Wuthrich
- 2209.00822 Optimal design of lottery with cumulative prospect theory
by Shunta Akiyama & Mitsuaki Obara & Yasushi Kawase
- 2209.00821 Multilevel Richardson-Romberg and Importance Sampling in Derivative Pricing
by Devang Sinha & Siddhartha P. Chakrabarty
- 2209.00780 Index Tracking via Learning to Predict Market Sensitivities
by Yoonsik Hong & Yanghoon Kim & Jeonghun Kim & Yongmin Choi
- 2209.00540 The Shifting Attention of Political Leaders: Evidence from Two Centuries of Presidential Speeches
by Oscar Calvo-Gonz'alez & Axel Eizmendi & Germ'an Reyes
- 2209.00534 Inequality of Opportunity and Income Redistribution
by Marcel Preuss & Germ'an Reyes & Jason Somerville & Joy Wu
- 2209.00417 Instrumental variables with unordered treatments: Theory and evidence from returns to fields of study
by Eskil Heinesen & Christian Hvid & Lars Kirkeb{o}en & Edwin Leuven & Magne Mogstad
- 2209.00409 The Impact of the #MeToo Movement on Language at Court -- A text-based causal inference approach
by Henrika Langen
- 2209.00406 Smiles in delta
by Arianna Mingone
- 2209.00391 A Unified Framework for Estimation of High-dimensional Conditional Factor Models
by Qihui Chen
- 2209.00268 Returns-Driven Macro Regimes and Characteristic Lead-Lag Behaviour between Asset Classes
by Deborah Miori & Mihai Cucuringu
- 2209.00197 Switchback Experiments under Geometric Mixing
by Yuchen Hu & Stefan Wager
- 2209.00143 The Emergence of League and Sub-League Structure in the Population Lotto Game
by Giovanni Artiglio & Aiden Youkhana & Joel Nishimura
- 2209.00121 150 Years of Return Predictability Around the World: A Holistic View
by Yang Bai
- 2209.00057 Molecular genetics and mid-career economic mobility
by Paul Minard
- 2208.14972 Making the Elite: Top Jobs, Disparities, and Solutions
by Soumitra Shukla
- 2208.14902 A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 3 Second wave results
by Allister Loder & Fabienne Cantner & Andrea Cadavid & Markus B. Siewert & Stefan Wurster & Sebastian Goerg & Klaus Bogenberger
- 2208.14829 The optimality of (stochastic) veto delegation
by Xiaoxiao Hu & Haoran Lei
- 2208.14809 A risk measurement approach from risk-averse stochastic optimization of score functions
by Marcelo Brutti Righi & Fernanda Maria Muller & Marlon Ruoso Moresco
- 2208.14653 What does machine learning say about the drivers of inflation?
by Emanuel Kohlscheen
- 2208.14651 Globalisation and the Decoupling of Inflation from Domestic Labour Costs
by Emanuel Kohlscheen & Richhild Moessner
- 2208.14650 Changing Electricity Markets: Quantifying the Price Effects of Greening the Energy Matrix
by Emanuel Kohlscheen & Richhild Moessner
- 2208.14591 Combinatorial Procurement Auction in Social Networks
by Yuhang Guo & Dong Hao & Bin Li
- 2208.14570 The Emergence of Fads in a Changing World
by Wanying Huang
- 2208.14560 Optimal dynamic insurance contracts
by Vitor Farinha Luz
- 2208.14423 Competition, Alignment, and Equilibria in Digital Marketplaces
by Meena Jagadeesan & Michael I. Jordan & Nika Haghtalab
- 2208.14385 Application of Convolutional Neural Networks with Quasi-Reversibility Method Results for Option Forecasting
by Zheng Cao & Wenyu Du & Kirill V. Golubnichiy
- 2208.14311 Modeling Volatility and Dependence of European Carbon and Energy Prices
by Jonathan Berrisch & Sven Pappert & Florian Ziel & Antonia Arsova
- 2208.14267 Common Idiosyncratic Quantile Risk
by Jozef Barunik & Matej Nevrla
- 2208.14254 Quantifying the Role of Interest Rates, the Dollar and Covid in Oil Prices
by Emanuel Kohlscheen
- 2208.14248 Does robotization affect job quality? Evidence from European regional labour markets
by Jos'e-Ignacio Ant'on & Rudolf Winter-Ebmer & Enrique Fern'andez-Mac'ias
- 2208.14207 Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model
by Kang Gao & Perukrishnen Vytelingum & Stephen Weston & Wayne Luk & Ce Guo
- 2208.14164 A fundamental Game Theoretic model and approximate global Nash Equilibria computation for European Spot Power Markets
by Ioan Alexandru Puiu & Raphael Andreas Hauser
- 2208.14152 Value-at-Risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model
by Marcos Escobar-Anel & Yevhen Havrylenko & Rudi Zagst
- 2208.14121 Prolonged Learning and Hasty Stopping: the Wald Problem with Ambiguity
by Sarah Auster & Yeon-Koo Che & Konrad Mierendorff
- 2208.14106 Identifying Dominant Industrial Sectors in Market States of the S&P 500 Financial Data
by Tobias Wand & Martin He{ss}ler & Oliver Kamps
- 2208.14038 Deep Weighted Monte Carlo: A hybrid option pricing framework using neural networks
by S'andor Kuns'agi-M'at'e & G'abor F'ath & Istv'an Csabai & G'abor Moln'ar-S'aska
- 2208.13940 Personalized Recommendations in EdTech: Evidence from a Randomized Controlled Trial
by Keshav Agrawal & Susan Athey & Ayush Kanodia & Emil Palikot
- 2208.13853 Regret-free truth-telling voting rules
by R. Pablo Arribillaga & Agust'in G. Bonifacio & Marcelo Ariel Fernandez
- 2208.13760 A Quantitative and Qualitative Analysis of the Robustness of (Real-World) Election Winners
by Niclas Boehmer & Robert Bredereck & Piotr Faliszewski & Rolf Niedermeier
- 2208.13654 High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
by Kang Gao & Perukrishnen Vytelingum & Stephen Weston & Wayne Luk & Ce Guo
- 2208.13564 Stock Market Prediction using Natural Language Processing -- A Survey
by Om Mane & Saravanakumar kandasamy
- 2208.13370 A Consistent ICM-based $\chi^2$ Specification Test
by Feiyu Jiang & Emmanuel Selorm Tsyawo
- 2208.13336 On the Correspondence and the Risk Contribution for Conditional Coherent and Deviation Risk Measures
by Guangyan Jia & Mengjin Zhao
- 2208.13323 Safe Policy Learning under Regression Discontinuity Designs with Multiple Cutoffs
by Yi Zhang & Eli Ben-Michael & Kosuke Imai
- 2208.13255 Comparing Stochastic Volatility Specifications for Large Bayesian VARs
by Joshua C. C. Chan
- 2208.13254 An agent-based modeling approach for real-world economic systems: Example and calibration with a Social Accounting Matrix of Spain
by Martin Jaraiz
- 2208.13012 A Descriptive Method of Firm Size Transition Dynamics Using Markov Chain
by Boyang You & Kerry Papps
- 2208.12990 A restricted eigenvalue condition for unit-root non-stationary data
by Etienne Wijler
- 2208.12838 Out-of-Model Adjustments of Variable Annuities
by Zhiyi Shen
- 2208.12732 Strategy-proof aggregation rules in median semilattices with applications to preference aggregation
by Ernesto Savaglio & Stefano Vannucci
- 2208.12614 Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing
by Danial Saef & Yuanrong Wang & Tomaso Aste
- 2208.12541 Corporate Environmental Management Accounting Practicing and Reporting in Bangladesh
by Nazrul Islam & Syed Khaled Rahman
- 2208.12530 Microscopic Traffic Models, Accidents, and Insurance Losses
by Sojung Kim & Marcel Kleiber & Stefan Weber
- 2208.12518 On Randomization of Affine Diffusion Processes with Application to Pricing of Options on VIX and S&P 500
by Lech A. Grzelak
- 2208.12323 Large Volatility Matrix Analysis Using Global and National Factor Models
by Sung Hoon Choi & Donggyu Kim
- 2208.12321 Can Desegregation Close the Racial Gap in High School Coursework?
by Ritika Sethi
- 2208.12067 Pricing Stocks with Trading Volumes
by Ben Duan & Yutian Li & Dawei Lu & Yang Lu & Ran Zhang
- 2208.11976 A statistical test of market efficiency based on information theory
by Xavier Brouty & Matthieu Garcin
- 2208.11835 Optimal Delegation in a Multidimensional World
by Andreas Kleiner
- 2208.11828 What Impulse Response Do Instrumental Variables Identify?
by Bonsoo Koo & Seojeong Lee & Myung Hwan Seo
- 2208.11606 Will the last be the first? School closures and educational outcomes
by Michele Battisti & Giuseppe Maggio
- 2208.11577 Panacea or Placebo? Exploring Causal Effects of Nonlocal Vehicle Driving Restriction Policies on Traffic Congestion Using Difference-in-differences Approach
by Yuan Liang & Quan Yuan & Daoge Wang & Yong Feng & Pengfei Xu & Jiangping Zhou
- 2208.11380 Financial Index Tracking via Quantum Computing with Cardinality Constraints
by Samuel Palmer & Konstantinos Karagiannis & Adam Florence & Asier Rodriguez & Roman Orus & Harish Naik & Samuel Mugel
- 2208.11334 Next-Year Bankruptcy Prediction from Textual Data: Benchmark and Baselines
by Henri Arno & Klaas Mulier & Joke Baeck & Thomas Demeester
- 2208.11281 Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters
by Shuowen Chen & Hiroaki Kaido
- 2208.11272 Strongly Stable Matchings under Matroid Constraints
by Naoyuki Kamiyama
- 2208.11217 Investment in the common good: free rider effect and the stability of mixed strategy equilibria
by Youngsoo Kim & H. Dharma Kwon
- 2208.11190 Cognitive Hierarchies in Multi-Stage Games of Incomplete Information: Theory and Experiment
by Po-Hsuan Lin
- 2208.10974 Beta-Sorted Portfolios
by Matias D. Cattaneo & Richard K. Crump & Weining Wang
- 2208.10896 pystacked: Stacking generalization and machine learning in Stata
by Achim Ahrens & Christian B. Hansen & Mark E. Schaffer
- 2208.10894 Sorting and Grading
by Jacopo Bizzotto & Adrien Vigier
- 2208.10860 Equilibrium selection: a geometric approach
by Andrea Loi & Stefano Matta & Daria Uccheddu
- 2208.10804 Limit Orders and Knightian Uncertainty
by Michael Greinecker & Christoph Kuzmics
- 2208.10735 Robust control problems of BSDEs coupled with value functions
by Zhou Yang & Jing Zhang & Chao Zhou
- 2208.10707 An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm
by Boyi Jin
- 2208.10469 Formal Contracts Mitigate Social Dilemmas in Multi-Agent RL
by Andreas A. Haupt & Phillip J. K. Christoffersen & Mehul Damani & Dylan Hadfield-Menell
- 2208.10435 Do diverse and inclusive workplaces benefit investors? An Empirical Analysis on Europe and the United States
by Karoline Bax
- 2208.10434 A simple learning agent interacting with an agent-based market model
by Matthew Dicks & Andrew Paskaramoorthy & Tim Gebbie
- 2208.10319 Comparing and quantifying tail dependence
by Karl Friedrich Siburg & Christopher Strothmann & Gregor Wei{ss}
- 2208.10189 Gately Values of Cooperative Games
by Robert P. Gilles & Lina Mallozzi
- 2208.10183 Valuation of general GMWB annuities in a low interest rate environment
by Claudio Fontana & Francesco Rotondi
- 2208.09986 Non--regular McKean--Vlasov equations and calibration problem in local stochastic volatility models
by Mao Fabrice Djete
- 2208.09968 Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity
by Daniel Poh & Stephen Roberts & Stefan Zohren
- 2208.09898 Fair pricing and hedging under small perturbations of the num\'eraire on a finite probability space
by William Busching & Delphine Hintz & Oleksii Mostovyi & Alexey Pozdnyakov
- 2208.09895 Stability of the Epstein-Zin problem
by Michael Monoyios & Oleksii Mostovyi
- 2208.09851 On mechanism design with expressive preferences: an aspect of the social choice of Brexit
by Anindya Bhattacharya & Debapriya Sen
- 2208.09690 Gradient Descent Ascent in Min-Max Stackelberg Games
by Denizalp Goktas & Amy Greenwald
- 2208.09642 Exploring Price Accuracy on Uniswap V3 in Times of Distress
by Lioba Heimbach & Eric Schertenleib & Roger Wattenhofer
- 2208.09638 Optimal Pre-Analysis Plans: Statistical Decisions Subject to Implementability
by Maximilian Kasy & Jann Spiess
- 2208.09530 Coordinating charging request allocation between self-interested navigation service platforms
by Marianne Guillet & Maximilian Schiffer
- 2208.09372 Non-Stationary Dynamic Pricing Via Actor-Critic Information-Directed Pricing
by Po-Yi Liu & Chi-Hua Wang & Henghsiu Tsai
Printed from https://ideas.repec.org/s/arx/papers41.html
