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Content
2022
- 2212.06984 Market Mechanisms for Low-Carbon Electricity Investments: A Game-Theoretical Analysis
by Dongwei Zhao & Sarah Coyle & Apurba Sakti & Audun Botterud
- 2212.06951 AI Ethics on Blockchain: Topic Analysis on Twitter Data for Blockchain Security
by Yihang Fu & Zesen Zhuang & Luyao Zhang
- 2212.06888 Fundamentals of Perpetual Futures
by Songrun He & Asaf Manela & Omri Ross & Victor von Wachter
- 2212.06832 Multi-Target Decision Making under Conditions of Severe Uncertainty
by Christoph Jansen & Georg Schollmeyer & Thomas Augustin
- 2212.06744 Demand-side policies for power generation in response to the energy crisis: a model analysis for Italy
by Alice Di Bella & Massimo Tavoni
- 2212.06736 The Role of Mandated Mental Health Treatment in the Criminal Justice System
by Rachel Nesbit
- 2212.06733 Profit and loss decomposition in continuous time and approximations
by Gero Junike & Hauke Stier & Marcus C. Christiansen
- 2212.06684 Identifying the regional drivers of influenza-like illness in Nova Scotia with dominance analysis
by Yigit Aydede & Jan Ditzen
- 2212.06674 IT companies: the specifics of social networks valuation
by K. V. Yupatova & O. A. Malafeyev & V. S. Lipatnikov & V. Y. Bezrukikh
- 2212.06312 Policy learning for many outcomes of interest: Combining optimal policy trees with multi-objective Bayesian optimisation
by Patrick Rehill & Nicholas Biddle
- 2212.06223 The Effect of Financial Resources on Fertility: Evidence from Administrative Data on Lottery Winners
by Yung-Yu Tsai & Hsing-Wen Han & Kuang-Ta Lo & Tzu-Ting Yang
- 2212.06080 Logs with zeros? Some problems and solutions
by Jiafeng Chen & Jonathan Roth
- 2212.06073 Why Does GDP Move Before G? It's all in the Measurement
by Edoardo Briganti & Victor Sellemi
- 2212.06027 Opponent Modeling in Multiplayer Imperfect-Information Games
by Sam Ganzfried & Kevin A. Wang & Max Chiswick
- 2212.06025 Sequential Cursed Equilibrium
by Shani Cohen & Shengwu Li
- 2212.05933 Nostradamus: Weathering Worth
by Alapan Chaudhuri & Zeeshan Ahmed & Ashwin Rao & Shivansh Subramanian & Shreyas Pradhan & Abhishek Mittal
- 2212.05916 NETpred: Network-based modeling and prediction of multiple connected market indices
by Alireza Jafari & Saman Haratizadeh
- 2212.05912 A machine learning approach to support decision in insider trading detection
by Piero Mazzarisi & Adele Ravagnani & Paola Deriu & Fabrizio Lillo & Francesca Medda & Antonio Russo
- 2212.05906 Research on College Students' Innovation and Entrepreneurship Education from The Perspective of Artificial Intelligence Knowledge-Based Crowdsourcing
by Yufei Xie & Xiang Liu & Qizhong Yuan
- 2212.05866 Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring
by Hu'e Sullivan & Hurlin Christophe & P'erignon Christophe & Saurin S'ebastien
- 2212.05841 Dominant Drivers of National Inflation
by Jan Ditzen & Francesco Ravazzolo
- 2212.05734 Decentralized lending and its users: Insights from Compound
by Kanis Saengchote
- 2212.05671 Saddle-Point Approach to Large-Time Volatility Smile
by Chun Yat Yeung & Ali Hirsa
- 2212.05650 Price & Choose
by Federico Echenique & Mat'ias N'u~nez
- 2212.05632 Blockchain Network Analysis: A Comparative Study of Decentralized Banks
by Yufan Zhang & Zichao Chen & Yutong Sun & Yulin Liu & Luyao Zhang
- 2212.05554 Robust Inference in High Dimensional Linear Model with Cluster Dependence
by Ng Cheuk Fai
- 2212.05424 On regression-adjusted imputation estimators of the average treatment effect
by Zhexiao Lin & Fang Han
- 2212.05369 Time Series Analysis in American Stock Market Recovering in Post COVID-19 Pandemic Period
by Weilin Fu & Zhuoran Li & Yupeng Zhang & Xingyou Zhou
- 2212.05357 On Blockchain We Cooperate: An Evolutionary Game Perspective
by Luyao Zhang & Xinyu Tian
- 2212.05317 On a Merton Problem with Irreversible Healthcare Investment
by Giorgio Ferrari & Shihao Zhu
- 2212.05304 Estimation and Application of the Convergence Bounds for Nonlinear Markov Chains
by Kaichen Xu
- 2212.05281 Exploring non-residential technology adoption: an empirical analysis of factors associated with the adoption of photovoltaic systems by municipal authorities in Germany
by Maren Springsklee & Fabian Scheller
- 2212.05235 Optimal Systemic Risk Bailout: A PGO Approach Based on Neural Network
by Shuhua Xiao & Jiali Ma & Li Xia & Shushang Zhu
- 2212.04974 Understanding stock market instability via graph auto-encoders
by Dragos Gorduza & Xiaowen Dong & Stefan Zohren
- 2212.04848 On evaluation of joint risk for non-negative multivariate risks under dependence uncertainty
by Shuo Gong & Yijun Hu & Linxiao Wei
- 2212.04814 The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction
by Nicolas Apfel & Frank Windmeijer
- 2212.04724 $\Lambda$-Returns to Scale and Individual Minimum Extrapolation Principle
by Jean-Philippe Boussemart & Walter Briec & Raluca Parvulescu & Paola Ravelojaona
- 2212.04713 Robust asymptotic insurance-finance arbitrage
by Katharina Oberpriller & Moritz Ritter & Thorsten Schmidt
- 2212.04623 Arbitrage theory in a market of stochastic dimension
by Erhan Bayraktar & Donghan Kim & Abhishek Tilva
- 2212.04620 On the Non-Identification of Revenue Production Functions
by David Van Dijcke
- 2212.04525 Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News
by Mykola Pinchuk
- 2212.04425 Explicit Caplet Implied Volatilities for Quadratic Term-Structure Models
by Matthew Lorig & Natchanon Suaysom
- 2212.04394 Optimal investment under partial information and robust VaR-type constraint
by Nicole Bauerle & An Chen
- 2212.04277 Lie detection algorithms attract few users but vastly increase accusation rates
by Alicia von Schenk & Victor Klockmann & Jean-Franc{c}ois Bonnefon & Iyad Rahwan & Nils Kobis
- 2212.04235 A probabilistic autoencoder for causal discovery
by Matthias Feiler
- 2212.04209 Quantum classical hybrid neural networks for continuous variable prediction
by Prateek Jain & Alberto Garcia Garcia
- 2212.04203 A Characterization of Maximum Nash Welfare for Indivisible Goods
by Warut Suksompong
- 2212.04043 Optimal Model Selection in RDD and Related Settings Using Placebo Zones
by Nathan Kettlewell & Peter Siminski
- 2212.04024 Utility-Based Communication Requirements for Stable Matching in Large Markets
by Naveen Durvasula
- 2212.03947 Macroeconomic evaluation of the growth of the UK economy over the period 2000 to 2019
by Laurence Francis Lacey
- 2212.03931 A Better Test of Choice Overload
by Mark Dean & Dilip Ravindran & Jorg Stoye
- 2212.03704 Semiparametric Distribution Regression with Instruments and Monotonicity
by Dominik Wied
- 2212.03683 Neighborhood Adaptive Estimators for Causal Inference under Network Interference
by Alexandre Belloni & Fei Fang & Alexander Volfovsky
- 2212.03603 An Ellsberg paradox for ambiguity aversion
by Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang
- 2212.03567 The unequal effects of the health-economy tradeoff during the COVID-19 pandemic
by Marco Pangallo & Alberto Aleta & R. Maria del Rio Chanona & Anton Pichler & David Mart'in-Corral & Matteo Chinazzi & Franc{c}ois Lafond & Marco Ajelli & Esteban Moro & Yamir Moreno & Alessandro Vespignani & J. Doyne Farmer
- 2212.03503 The impact of CAP subsidies on the productivity of cereal farms in six European countries
by Luigi Biagini & Federico Antonioli & Simone Severini
- 2212.03471 Bayesian Forecasting in Economics and Finance: A Modern Review
by Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis
- 2212.03454 Fallen Angel Bonds Investment and Bankruptcy Predictions Using Manual Models and Automated Machine Learning
by Harrison Mateika & Juannan Jia & Linda Lillard & Noah Cronbaugh & Will Shin
- 2212.03443 Bi-LSTM Price Prediction based on Attention Mechanism
by Jiashu Lou & Leyi Cui & Ye Li
- 2212.03360 Screening with Persuasion
by Dirk Bergemann & Tibor Heumann & Stephen Morris
- 2212.03355 The Rise of Age-Friendly Jobs
by Daron Acemoglu & Nicolaj S{o}ndergaard Muhlbach & Andrew J. Scott
- 2212.03351 The long-term effect of childhood exposure to technology using surrogates
by Sylvia Klosin & Nicolaj S{o}ndergaard Muhlbach
- 2212.03152 Equilibria in Repeated Games under No-Regret with Dynamic Benchmarks
by Ludovico Crippa & Yonatan Gur & Bar Light
- 2212.03114 Applications of Machine Learning for the Ratemaking in Agricultural Insurances
by Luigi Biagini
- 2212.03094 Which products activate a product? An explainable machine learning approach
by Massimiliano Fessina & Giambattista Albora & Andrea Tacchella & Andrea Zaccaria
- 2212.03092 Can Machine Learning discover the determining factors in participation in insurance schemes? A comparative analysis
by Luigi Biagini & Simone Severini
- 2212.02906 A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection
by Marc Wildi & Branka Hadji Misheva
- 2212.02881 Respecting priorities versus respecting preferences in school choice: When is there a trade-off?
by Estelle Cantillon & Li Chen & Juan S. Pereyra
- 2212.02841 Formation of trade networks by economies of scale and product differentiation
by Chengyuan Han & Malte Schroder & Dirk Witthaut & Philipp C. Bottcher
- 2212.02721 A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks
by Jie Zou & Jiashu Lou & Baohua Wang & Sixue Liu
- 2212.02680 Bounded arbitrage and nearly rational behavior
by Leandro Nascimento
- 2212.02664 Structural transformation and environmental externalities
by Teevrat Garg & Maulik Jagnani & Hemant K. Pullabhotla
- 2212.02613 Matching with Incomplete Preferences
by Aditya Kuvalekar
- 2212.02585 Identification of Unobservables in Observations
by Yingyao Hu
- 2212.02581 Editing a Woman's Voice
by Anna Costello & Ekaterina Fedorova & Zhijing Jin & Rada Mihalcea
- 2212.02570 Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
by Eric Luxenberg & Philipp Schiele & Stephen Boyd
- 2212.02407 Educational Inequality of Opportunity and Mobility in Europe
by Joel Terschuur
- 2212.02307 Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective 1, 2
by Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garc`es
- 2212.02239 Bayesian Reconciliation of Return Predictability
by Borys Koval & Sylvia Fruhwirth-Schnatter & Leopold Sogner
- 2212.02178 A Data Fusion Approach for Ride-sourcing Demand Estimation: A Discrete Choice Model with Sampling and Endogeneity Corrections
by Rico Krueger & Michel Bierlaire & Prateek Bansal
- 2212.02119 Digital leisure and the gig economy: a two-sector model of growth
by Francesco Angelini & Luca V. Ballestra & Massimiliano Castellani
- 2212.01925 Counterfactual Learning with General Data-generating Policies
by Yusuke Narita & Kyohei Okumura & Akihiro Shimizu & Kohei Yata
- 2212.01807 Axial-LOB: High-Frequency Trading with Axial Attention
by Damian Kisiel & Denise Gorse
- 2212.01719 Deep Galerkin Method for Mean Field Control Problem
by Jingruo Sun
- 2212.01705 Breaking Down the Lockdown: The Causal Effects of Stay-At-Home Mandates on Uncertainty and Sentiments During the COVID-19 Pandemic
by C. Biliotti & F. J. Bargagli-Stoffi & N. Fraccaroli & M. Puliga & M. Riccaboni
- 2212.01591 Weak error estimates for rough volatility models
by Peter K. Friz & William Salkeld & Thomas Wagenhofer
- 2212.01584 A comprehensive study of cotton price fluctuations using multiple Econometric and LSTM neural network models
by Morteza Tahami Pour Zarandi & Mehdi Ghasemi Meymandi & Mohammad Hemami
- 2212.01557 Compacter networks as a defensive mechanism: How firms clustered during 2015 Financial Crisis in China
by Yujue Wang
- 2212.01553 Short-term shock, long-lasting payment: Evidence from the Lushan Earthquake
by Yujue Wang
- 2212.01315 Brazilian listed options with discrete dividends and the fast Laplace transform
by Maikon Araujo
- 2212.01267 Understanding Cryptocoins Trends Correlations
by Pasquale De Rosa & Valerio Schiavoni
- 2212.01263 Who Controls the Agenda Controls the Polity
by S. Nageeb Ali & B. Douglas Bernheim & Alexander W. Bloedel & Silvia Console Battilana
- 2212.01119 Last passage American cancellable option in L\'evy models
by Zbigniew Palmowski & Pawe{l} Stk{e}pniak
- 2212.01048 Empirical Asset Pricing via Ensemble Gaussian Process Regression
by Damir Filipovi'c & Puneet Pasricha
- 2212.00934 Shifting to Telework and Firms' Location: Does Telework Make Our Society Efficient?
by Kazufumi Tsuboi
- 2212.00674 Quantity restrictions and price discounts on Russian oil
by Henrik Wachtmeister & Johan Gars & Daniel Spiro
- 2212.00640 3 Lessons from Hyperinflationary Periods
by Mark Bergen & Thomas Bergen & Daniel Levy & Rose Semenov
- 2212.00578 Average Profits of Prejudiced Algorithms
by David J. Jin
- 2212.00391 Dynamic and static fund separations and their stability for long-term optimal investments
by Hyungbin Park & Heejun Yeo
- 2212.00336 Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions
by Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant
- 2212.00292 Economics of NFTs: The Value of Creator Royalties
by Brett Hemenway Falk & Gerry Tsoukalas & Niuniu Zhang
- 2212.00157 Robust Contracts with Exploration
by Chang Liu
- 2212.00101 mCube: Multinomial Micro-level reserving Model
by Emmanuel Jordy Menvouta & Jolien Ponnet & Robin Van Oirbeek & Tim Verdonck
- 2212.00088 Ranking Critical Tools in the Implementation of Lean Six Sigma as an Integrated Management System in Portugal
by David Ferreira & Pedro Cunha
- 2212.00018 ESG In Corporate Filings: An AI Perspective
by Irene Aldridge & Payton Martin
- 2212.00016 Impact of Business Analytics and Decision Support Systems on e-commerce in SMEs
by Shah J Miah
- 2211.17231 A partial stochastic equilibrium model and its limiting behaviour
by Alessandro Prosperi
- 2211.17220 Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model
by Laura Eslava & Fernando Baltazar-Larios & Bor Reynoso
- 2211.17193 Metaheuristic Approach to Solve Portfolio Selection Problem
by Taylan Kabbani
- 2211.17080 Trust and Time Preference: Measuring a Causal Effect in a Random-Assignment Experiment
by Linas Nasvytis
- 2211.17026 Accelerated Computations of Sensitivities for xVA
by Griselda Deelstra & Lech A. Grzelak & Felix L. Wolf
- 2211.17005 Pathwise CVA Regressions With Oversimulated Defaults
by Lokman Abbas-Turki & St'ephane Cr'epey & Bouazza Saadeddine
- 2211.16984 Crowdfunding as Entrepreneurial Investment: The Role of Local Knowledge Spillover
by Filippo Marchesani & Francesca Masciarelli
- 2211.16714 Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models
by Boyuan Zhang
- 2211.16643 Security Issuance, Institutional Investors and Quid Pro Quo
by Gaurab Aryal & Zhaohui Chen & Yuchi Yao & Chris Yung
- 2211.16641 Predicting China's CPI by Scanner Big Data
by Zhenkun Zhou & Zikun Song & Tao Ren
- 2211.16419 Geographical balancing of wind power decreases storage needs in a 100% renewable European power sector
by Alexander Roth & Wolf-Peter Schill
- 2211.16362 Score-based calibration testing for multivariate forecast distributions
by Malte Knuppel & Fabian Kruger & Marc-Oliver Pohle
- 2211.16298 Double Robust Bayesian Inference on Average Treatment Effects
by Christoph Breunig & Ruixuan Liu & Zhengfei Yu
- 2211.16292 Unified Container Shipping Industry Data From 1966: Freight Rate, Shipping Quantity, Newbuilding, Secondhand, and Scrap Price
by Takuma Matsuda & Suguru Otani
- 2211.16282 Repeat Voting: Two-Vote May Lead More People To Vote
by Sergiu Hart
- 2211.16176 Mechanism of information transmission from a spot rate market to crypto-asset markets
by Takeshi Yoshihara & Taisei Kaizoji
- 2211.16159 Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
by Sarah Kaakai & Anis Matoussi & Achraf Tamtalini
- 2211.16151 Business-cycles and Cash-on-Market: Pre-money Startup Valuation in the Macroeconomic Environment
by Max Berre & Benjamin Le Pendeven
- 2211.16121 Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
by Matteo Iacopini & Francesco Ravazzolo & Luca Rossini
- 2211.16103 Text Representation Enrichment Utilizing Graph based Approaches: Stock Market Technical Analysis Case Study
by Sara Salamat & Nima Tavassoli & Behnam Sabeti & Reza Fahmi
- 2211.16071 Robustness of Hilbert space-valued stochastic volatility models
by Fred Espen Benth & Heidar Eyjolfsson
- 2211.15912 Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies
by Zheng Cao & Raymond Guo & Wenyu Du & Jiayi Gao & Kirill V. Golubnichiy
- 2211.15628 Ergodic robust maximization of asymptotic growth under stochastic volatility
by David Itkin & Benedikt Koch & Martin Larsson & Josef Teichmann
- 2211.15573 Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility
by Jerome Detemple & Scott Robertson
- 2211.15531 A model-free approach to continuous-time finance
by Henry Chiu & Rama Cont
- 2211.15515 How to Prepare for the Next Pandemic -- Investigation of Correlation Between Food Prices and COVID-19 From Global and Local Perspectives
by Y. Zhao & C. Huang & J. Luo
- 2211.15509 Uncovering the Dynamics of the Wealth Distribution
by Thomas Blanchet
- 2211.15431 Endogenous distress contagion in a dynamic interbank model: how possible future losses may spell doom today
by Zachary Feinstein & Andreas Sojmark
- 2211.15331 On the Emergence of Cooperation in the Repeated Prisoner's Dilemma
by Maximilian Schaefer
- 2211.15260 ETF construction on CRIX
by Konstantin Hausler
- 2211.15241 Synthetic Principal Component Design: Fast Covariate Balancing with Synthetic Controls
by Yiping Lu & Jiajin Li & Lexing Ying & Jose Blanchet
- 2211.15122 Distributionally Robust Optimal Allocation with Costly Verification
by Halil .Ibrahim Bayrak & c{C}au{g}{i}l Koc{c}yiu{g}it & Daniel Kuhn & Mustafa c{C}elebi P{i}nar
- 2211.14997 A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective
by Huaming Du & Xingyan Chen & Yu Zhao & Qing Li & Fuzhen Zhuang & Fuji Ren & Gang Kou
- 2211.14978 Back to the Surplus: An Unorthodox Neoclassical Model of Growth, Distribution and Unemployment with Technical Change
by Juan E. Jacobo
- 2211.14977 QLAMMP: A Q-Learning Agent for Optimizing Fees on Automated Market Making Protocols
by Dev Churiwala & Bhaskar Krishnamachari
- 2211.14903 Inference in Cluster Randomized Trials with Matched Pairs
by Yuehao Bai & Jizhou Liu & Azeem M. Shaikh & Max Tabord-Meehan
- 2211.14870 Extreme Changes in Changes
by Yuya Sasaki & Yulong Wang
- 2211.14814 Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices
by Jaros{l}aw Gruszka & Janusz Szwabi'nski
- 2211.14779 Who is Gambling? Finding Cryptocurrency Gamblers Using Multi-modal Retrieval Methods
by Zhengjie Huang & Zhenguang Liu & Jianhai Chen & Qinming He & Shuang Wu & Lei Zhu & Meng Wang
- 2211.14634 Familiarity Facilitates Adoption: Evidence from Electric Vehicles
by Jonathan Libgober & Ruozi Song
- 2211.14431 Efficient and Accurate Calibration to FX Market Skew with Fully Parameterized Local Volatility Model
by Dongli Wu & Bufan Zhang & Xiao Lin
- 2211.14387 Machine Learning Algorithms for Time Series Analysis and Forecasting
by Rameshwar Garg & Shriya Barpanda & Girish Rao Salanke N S & Ramya S
- 2211.14354 A Design-Based Approach to Spatial Correlation
by Ruonan Xu & Jeffrey M. Wooldridge
- 2211.14272 A Rigorous Proof of the Index Theorem for Economists
by Yuhki Hosoya
- 2211.14236 Strategyproof Decision-Making in Panel Data Settings and Beyond
by Keegan Harris & Anish Agarwal & Chara Podimata & Zhiwei Steven Wu
- 2211.14219 The Informational Role of Online Recommendations: Evidence from a Field Experiment
by Guy Aridor & Duarte Goncalves & Daniel Kluver & Ruoyan Kong & Joseph Konstan
- 2211.14075 On a Moving Average with Internal Degrees of Freedom
by Linda Boudjemila & Alexander Bobyl & Vadim Davydov & Vladislav Malyshkin
- 2211.13915 Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network
by Aryan Bhambu & Arabin Kumar Dey
- 2211.13847 Zero-Sum Stochastic Stackelberg Games
by Denizalp Goktas & Jiayi Zhao & Amy Greenwald
- 2211.13830 Spectral estimation for mixed causal-noncausal autoregressive models
by Alain Hecq & Daniel Velasquez-Gaviria
- 2211.13777 The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective
by Lorenzo Lucchese & Mikko Pakkanen & Almut Veraart
- 2211.13610 Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications
by Marko Mlikota
- 2211.13605 Efficient Communication in Organizations
by Federico Vaccari
- 2211.13567 Strategyproofness and Proportionality in Party-Approval Multiwinner Elections
by Th'eo Delemazure & Tom Demeulemeester & Manuel Eberl & Jonas Israel & Patrick Lederer
- 2211.13278 The Correlation: minimum wage - unemployment in the conditions of transition to digital economy
by Shteryo Nozharov & Petya Koralova-Nozharova
- 2211.13274 Investor base and idiosyncratic volatility of cryptocurrencies
by Amin Izadyar & Shiva Zamani
- 2211.13132 Interpreting Instrumental Variable Estimands with Unobserved Treatment Heterogeneity: The Effects of College Education
by Clint Harris
- 2211.13123 Motif-aware temporal GCN for fraud detection in signed cryptocurrency trust networks
by Song Li & Jiandong Zhou & Chong MO & Jin LI & Geoffrey K. F. Tso & Yuxing Tian
- 2211.13117 On the Empirical Association between Trade Network Complexity and Global Gross Domestic Product
by Mayank Kejriwal & Yuesheng Luo
- 2211.13100 Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles
by Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda
- 2211.13002 Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution
by Simon Hirsch & Florian Ziel
- 2211.12998 The Impact of US Medical Product Regulatory Complexity on Innovation: Preliminary Evidence of Interdependence, Early Acceleration, and Subsequent Inversion
by Iraj Daizadeh
- 2211.12892 A new encoding of implied volatility surfaces for their synthetic generation
by Zheng Gong & Wojciech Frys & Renzo Tiranti & Carmine Ventre & John O'Hara & Yingbo Bai
- 2211.12839 Newly Developed Flexible Grid Trading Model Combined ANN and SSO algorithm
by Wei-Chang Yeh & Yu-Hsin Hsieh & Chia-Ling Huang
- 2211.12669 Revenue Comparisons of Auctions with Ambiguity Averse Sellers
by Sosung Baik & Sung-Ha Hwang
- 2211.12652 Vanna-Volga pricing for single and double barrier FX options
by J. Mart'in Ovejero
- 2211.12619 Spatial-temporal dynamics of employment shocks in declining coal mining regions and potentialities of the 'just transition'
by Ebba Mark & Ryan Rafaty & Moritz Schwarz
- 2211.12475 The impact of moving expenses on social segregation: a simulation with RL and ABM
by Xinyu Li
- 2211.12437 Macroeconomic Effects of Active Labour Market Policies: A Novel Instrumental Variables Approach
by Ulrike Unterhofer & Conny Wunsch
- 2211.12404 Formation of Optimal Interbank Networks under Liquidity Shocks
by Daniel E. Rigobon & Ronnie Sircar
- 2211.12376 An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations
by Vladim'ir Hol'y
- 2211.12366 Peer Effects in Labor Market Training
by Ulrike Unterhofer
- 2211.12356 Early Warning Signals for Cryptocurrency Market States
by Vishwas Kukreti
- 2211.12168 Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model
by Yuchen Li & Zongxia Liang & Shunzhi Pang
- 2211.12095 Asymptotic Properties of the Synthetic Control Method
by Xiaomeng Zhang & Wendun Wang & Xinyu Zhang
- 2211.12061 Financing Urban Infrastructure through Land Leasing: Evidence from Bahir Dar City, Ethiopia
by Wudu Muluneh & Tadesse Amsalu
- 2211.12004 Contextual Bandits in a Survey Experiment on Charitable Giving: Within-Experiment Outcomes versus Policy Learning
by Susan Athey & Undral Byambadalai & Vitor Hadad & Sanath Kumar Krishnamurthy & Weiwen Leung & Joseph Jay Williams
- 2211.11968 Birth Order and Son Preference to Determine the Children of Shandong Province So Tall
by Zhu Xiaoxu & Fan kecai & He hai & Zhang Ziyu
- 2211.11915 A Misuse of Specification Tests
by Naoya Sueishi
- 2211.11907 Robust Faber--Schauder approximation based on discrete observations of an antiderivative
by Xiyue Han & Alexander Schied
- 2211.11876 Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood
by Christian Gourieroux & Joann Jasiak
- 2211.11803 Deep learning and American options via free boundary framework
by Chinonso Nwankwo & Nneka Umeorah & Tony Ware & Weizhong Dai
- 2211.11691 Deep Signature Algorithm for Multi-dimensional Path-Dependent Options
by Erhan Bayraktar & Qi Feng & Zhaoyu Zhang
- 2211.11513 DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift
by Defu Cao & Yousef El-Laham & Loc Trinh & Svitlana Vyetrenko & Yan Liu
- 2211.11322 Influence of Economic Decoupling in assessing carbon budget quotas for the European Union
by Ilaria Perissi & Aled Jones
- 2211.11043 Revealing Robust Oil and Gas Company Macro-Strategies using Deep Multi-Agent Reinforcement Learning
by Dylan Radovic & Lucas Kruitwagen & Christian Schroeder de Witt & Ben Caldecott & Shane Tomlinson & Mark Workman
- 2211.10953 Option pricing under path-dependent stock models
by Kiseop Lee & Seongje Lim & Hyungbin Park
- 2211.10864 Borrowing Constraints in Emerging Markets
by Santiago Camara & Maximo Sangiacomo
- 2211.10509 Optimal performance of a tontine overlay subject to withdrawal constraints
by Peter A. Forsyth & Kenneth R. Vetzal & G. Westmacott
- 2211.10328 A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 5 Insights into four months of mobility tracking
by Lennart Adenaw & David Ziegler & Nico Nachtigall & Felix Gotzler & Allister Loder & Markus B. Siewert & Markus Lienkamp & Klaus Bogenberger
- 2211.10317 $\alpha$-Rank-Collections: Analyzing Expected Strategic Behavior with Uncertain Utilities
by Fabian R. Pieroth & Martin Bichler
- 2211.10235 Fractional integration and cointegration
by Javier Hualde & Morten {O}rregaard Nielsen