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Content
2022
- 2208.09326 Optimal Referral Auction Design
by Rangeet Bhattacharyya & Parvik Dave & Palash Dey & Swaprava Nath
- 2208.09325 Deep Learning for Choice Modeling
by Zhongze Cai & Hanzhao Wang & Kalyan Talluri & Xiaocheng Li
- 2208.09239 The Interactions of Social Norms about Climate Change: Science, Institutions and Economics
by Antonio Cabrales & Manu Garc'ia & David Ramos Mu~noz & Angel S'anchez
- 2208.09156 Vine Copula based portfolio level conditional risk measure forecasting
by Emanuel Sommer & Karoline Bax & Claudia Czado
- 2208.09148 Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19
by Avik Das & Devanjali Nandi Das
- 2208.09102 On the Estimation of Peer Effects for Sampled Networks
by Mamadou Yauck
- 2208.09087 Integrated modelling approaches for sustainable agri-economic growth and environmental improvement: Examples from Canada, Greece, and Ireland
by Jorge A. Garcia & Angelos Alamanos
- 2208.08798 Neural Payoff Machines: Predicting Fair and Stable Payoff Allocations Among Team Members
by Daphne Cornelisse & Thomas Rood & Mateusz Malinowski & Yoram Bachrach & Tal Kachman
- 2208.08746 No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives
by Alessio Calvelli
- 2208.08693 Matrix Quantile Factor Model
by Xin-Bing Kong & Yong-Xin Liu & Long Yu & Peng Zhao
- 2208.08497 Choquet regularization for reinforcement learning
by Xia Han & Ruodu Wang & Xun Yu Zhou
- 2208.08496 Stock Prices as Janardan Galton Watson Process
by Ali Saeb
- 2208.08492 Marginal stochastic choice
by Yaron Azrieli & John Rehbeck
- 2208.08471 An unexpected stochastic dominance: Pareto distributions, dependence, and diversification
by Yuyu Chen & Paul Embrechts & Ruodu Wang
- 2208.08442 Peculiaridades de la Economia islandesa en los albores del siglo XXI
by I. Martin-de-Santos
- 2208.08430 Individual Claims Reserving using Activation Patterns
by Marie Michaelides & Mathieu Pigeon & H'el`ene Cossette
- 2208.08348 Ban The Box? Information, Incentives, and Statistical Discrimination
by John W. Patty & Elizabeth Maggie Penn
- 2208.08341 Algorithmic Fairness and Statistical Discrimination
by John W. Patty & Elizabeth Maggie Penn
- 2208.08300 Transformer-Based Deep Learning Model for Stock Price Prediction: A Case Study on Bangladesh Stock Market
by Tashreef Muhammad & Anika Bintee Aftab & Md. Mainul Ahsan & Maishameem Meherin Muhu & Muhammad Ibrahim & Shahidul Islam Khan & Mohammad Shafiul Alam
- 2208.08291 Inference on Strongly Identified Functionals of Weakly Identified Functions
by Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara
- 2208.08171 Generic catastrophic poverty when selfish investors exploit a degradable common resource
by Claudius Gros
- 2208.08169 Time is limited on the road to asymptopia
by Ivonne Schwartz & Mark Kirstein
- 2208.08108 Characterizing M-estimators
by Timo Dimitriadis & Tobias Fissler & Johanna Ziegel
- 2208.07970 On Gale's Contribution in Revealed Preference Theory
by Yuhki Hosoya
- 2208.07926 Mental health concerns prelude the Great Resignation: Evidence from Social Media
by R. Maria del Rio-Chanona & Alejandro Hermida-Carrillo & Melody Sepahpour-Fard & Luning Sun & Renata Topinkova & Ljubica Nedelkoska
- 2208.07839 Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics
by Victor Olkhov
- 2208.07694 Quasi-Logconvex Measures of Risk
by Roger J. A. Laeven & Emanuela Rosazza Gianin
- 2208.07666 Random Assignment of Indivisible Goods under Constraints
by Yasushi Kawase & Hanna Sumita & Yu Yokoi
- 2208.07659 Revealed Preference Analysis Under Limited Attention
by Mikhail Freer & Hassan Nosratabadi
- 2208.07626 Algorithmic Assistance with Recommendation-Dependent Preferences
by Bryce McLaughlin & Jann Spiess
- 2208.07533 An axiomatic theory for anonymized risk sharing
by Zhanyi Jiao & Steven Kou & Yang Liu & Ruodu Wang
- 2208.07305 G3Ms:Generalized Mean Market Makers
by Daniel Z. Zanger
- 2208.07254 The Efficient Market Hypothesis for Bitcoin in the context of neural networks
by Mike Kraehenbuehl & Joerg Osterrieder
- 2208.07251 Signature-based validation of real-world economic scenarios
by Herv'e Andr`es & Alexandre Boumezoued & Benjamin Jourdain
- 2208.07248 New drugs and stock market: how to predict pharma market reaction to clinical trial announcements
by Semen Budennyy & Alexey Kazakov & Elizaveta Kovtun & Leonid Zhukov
- 2208.07232 Distributional Correlation--Aware Knowledge Distillation for Stock Trading Volume Prediction
by Lei Li & Zhiyuan Zhang & Ruihan Bao & Keiko Harimoto & Xu Sun
- 2208.07222 Assessing the Impact of Patent Attributes on the Value of Discrete and Complex Innovations
by Mohd Shadab Danish & Pritam Ranjan & Ruchi Sharma
- 2208.07168 AI for trading strategies
by Danijel Jevtic & Romain Deleze & Joerg Osterrieder
- 2208.07166 Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market
by Jaydip Sen & Arpit Awad & Aaditya Raj & Gourav Ray & Pusparna Chakraborty & Sanket Das & Subhasmita Mishra
- 2208.07165 Deep Reinforcement Learning Approach for Trading Automation in The Stock Market
by Taylan Kabbani & Ekrem Duman
- 2208.07163 Before and after default: information and optimal portfolio via anticipating calculus
by Jos'e A. Salmer'on & Giulia Di Nunno & Bernardo D'Auria
- 2208.07159 A Hybrid Approach on Conditional GAN for Portfolio Analysis
by Jun Lu & Danny Ding
- 2208.07158 Asset Allocation: From Markowitz to Deep Reinforcement Learning
by Ricard Durall
- 2208.06972 Is the NFL's franchise tag fair to players?
by Darwin Zhou
- 2208.06930 Do Investors Hedge Against Green Swans? Option-Implied Risk Aversion to Wildfires
by Amine Ouazad
- 2208.06928 The Growing US-Mexico Natural Gas Trade and Its Regional Economic Impacts in Mexico
by Haoying Wang & Rafael Garduno Rivera
- 2208.06907 Impossibility theorems involving weakenings of expansion consistency and resoluteness in voting
by Wesley H. Holliday & Chase Norman & Eric Pacuit & Saam Zahedian
- 2208.06849 On spatial majority voting with an even (vis-a-vis odd) number of voters: a note
by Anindya Bhattacharya & Francesco Ciardiello
- 2208.06729 Optimal Recovery for Causal Inference
by Ibtihal Ferwana & Lav R. Varshney
- 2208.06675 From the historical Roman road network to modern infrastructure in Italy
by Luca De Benedictis & Vania Licio & Anna Pinna
- 2208.06549 Exponential utility maximization in small/large financial markets
by Mikl'os R'asonyi & Hasanjan Sayit
- 2208.06535 $g$-Expectation of Distributions
by Mingyu Xu & Zuo Quan Xu & Xun Yu Zhou
- 2208.06271 The effect of ambient air pollution on birth outcomes in Norway
by Xiaoguang Ling
- 2208.06115 A Nonparametric Approach with Marginals for Modeling Consumer Choice
by Yanqiu Ruan & Xiaobo Li & Karthyek Murthy & Karthik Natarajan
- 2208.06046 Automated Market Making and Loss-Versus-Rebalancing
by Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden & Anthony Lee Zhang
- 2208.05897 Incentivizing Hidden Types in Secretary Problem
by Longjian Li & Alexis Akira Toda
- 2208.05826 Assessments in Education
by Hans Henrik Sievertsen
- 2208.05656 Sensitivity of multiperiod optimization problems in adapted Wasserstein distance
by Daniel Bartl & Johannes Wiesel
- 2208.05567 Correlates of repeat abortions and their spacing: Evidence from registry data in Spain
by Catia Nicodemo & Sonia Oreffice & Climent Quintana-Domeque
- 2208.05535 Pandora's Ballot Box: Electoral Politics of Direct Democracy
by Peter Buisseret & Richard Van Weelden
- 2208.05344 Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
by Jad Beyhum & Jean-Pierre Florens & Elia Lapenta & Ingrid Van Keilegom
- 2208.05316 Welfare ordering of voting weight allocations
by Kazuya Kikuchi
- 2208.05278 Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator
by Xiaoran Liang & Eleanor Sanderson & Frank Windmeijer
- 2208.05252 Measuring Race in US Economic Statistics: What Do We Know?
by Sonya Ravindranath Waddell & John M. Abowd & Camille Busette & Mark Hugo Lopez
- 2208.05093 Conditions for none to be whipped by `Rank and Yank' under the majority rule
by Fujun Hou
- 2208.05047 Endogeneity in Weakly Separable Models without Monotonicity
by Songnian Chen & Shakeeb Khan & Xun Tang
- 2208.05002 Patronage and power in rural India: a study based on interaction networks
by Anindya Bhattacharya & Anirban Kar & Sunil Kumar & Alita Nandi
- 2208.04985 Pricing Novel Goods
by Francesco Giovannoni & Toomas Hinnosaar
- 2208.04922 Costly Evidence and Discretionary Disclosure
by Mark Whitmeyer & Kun Zhang
- 2208.04908 The economic cost of social distancing during a pandemic: an optimal control approach in the SVIR model
by Alessandro Ramponi & Maria Elisabetta Tessitore
- 2208.04843 The Nexus between Job Burnout and Emotional Intelligence on Turnover Intention in Oil and Gas Companies in the UAE
by Anas Abudaqa & Mohd Faiz Hilmi & Norziani Dahalan
- 2208.04813 The explosive value of the networks
by Antonio Scala & Marco Delmastro
- 2208.04685 Computable Contracts in the Financial Services Industry
by Vinay K Chaudhri
- 2208.04382 Quantum Finance: a tutorial on quantum computing applied to the financial market
by Askery Canabarro & Taysa M. Mendonc{c}a & Ranieri Nery & George Moreno & Anton S. Albino & Gleydson F. de Jesus & Rafael Chaves
- 2208.04205 A mean-variance optimized portfolio constructed for investment in a reference security, for an investor with a preference towards an accepted set of securities
by Sidharth Mallik
- 2208.04117 Experience of the COVID-19 pandemic in Wuhan leads to a lasting increase in social distancing
by Darija Barak & Edoardo Gallo & Ke Rong & Ke Tang & Wei Du
- 2208.03939 Cylindrical stochastic integration and applications to financial term structure modeling
by Johannes Assefa & Philipp Harms
- 2208.03815 Selection on moral hazard in the Swiss market for mandatory health insurance: Empirical evidence from Swiss Household Panel data
by Francetic Igor
- 2208.03758 Persuading Risk-Conscious Agents: A Geometric Approach
by Jerry Anunrojwong & Krishnamurthy Iyer & David Lingenbrink
- 2208.03737 Finite Tests from Functional Characterizations
by Charles Gauthier & Raghav Malhotra & Agustin Troccoli Moretti
- 2208.03719 Strategic differences between regional investments into graphene technology and how corporations and universities manage patent portfolios
by Ai Linh Nguyen & Wenyuan Liu & Khiam Aik Khor & Andrea Nanetti & Siew Ann Cheong
- 2208.03632 Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation
by Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang
- 2208.03602 Gacha Game: When Prospect Theory Meets Optimal Pricing
by Tan Gan
- 2208.03568 Learning Financial Networks with High-frequency Trade Data
by Kara Karpman & Sumanta Basu & David Easley
- 2208.03564 Potterian Economics
by Daniel Levy & Avichai Snir
- 2208.03489 Forecasting Algorithms for Causal Inference with Panel Data
by Jacob Goldin & Julian Nyarko & Justin Young
- 2208.03456 Recurrence measures and transitions in stock market dynamics
by Krishnadas M. & K. P. Harikrishnan & G. Ambika
- 2208.03381 Partial Identification of Personalized Treatment Response with Trial-reported Analyses of Binary Subgroups
by Sheyu Li & Valentyn Litvin & Charles F. Manski
- 2208.03370 On the Distributional Robustness of Finite Rational Inattention Models
by Emerson Melo
- 2208.03318 Delta Hedging Liquidity Positions on Automated Market Makers
by Adam Khakhar & Xi Chen
- 2208.03164 Estimation of Historical volatility and Allocation strategies using Variance Swaps
by Lucio Fiorin
- 2208.03135 Modeling Price Elasticity for Occupancy Prediction in Hotel Dynamic Pricing
by Fanwei Zhu & Wendong Xiao & Yao Yu & Ziyi Wang & Zulong Chen & Quan Lu & Zemin Liu & Minghui Wu & Shenghua Ni
- 2208.02925 Factor Network Autoregressions
by Matteo Barigozzi & Giuseppe Cavaliere & Graziano Moramarco
- 2208.02842 Subgame perfect Nash equilibrium for dynamic pricing competition with finite planning horizon
by Niloofar Fadavi
- 2208.02659 A Hawkes model with CARMA(p,q) intensity
by Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji
- 2208.02609 Pricing zero-coupon CAT bonds using the enlargement of ltration theory: a general framework
by Zied Chaieb & Djibril Gueye
- 2208.02573 Estimation of growth in fund models
by Constantinos Kardaras & Hyeng Keun Koo & Johannes Ruf
- 2208.02533 Ordered Surprises and Conditional Probability Systems
by Adam Dominiak & Matthew Kovach & Gerelt Tserenjigmid
- 2208.02516 Weak convergence to derivatives of fractional Brownian motion
by S{o}ren Johansen & Morten {O}rregaard Nielsen
- 2208.02412 Difference-in-Differences with a Misclassified Treatment
by Akanksha Negi & Digvijay Singh Negi
- 2208.02409 Randomized Optimal Stopping Problem in Continuous time and Reinforcement Learning Algorithm
by Yuchao Dong
- 2208.02364 Quantum Encoding and Analysis on Continuous Time Stochastic Process with Financial Applications
by Xi-Ning Zhuang & Zhao-Yun Chen & Cheng Xue & Yu-Chun Wu & Guo-Ping Guo
- 2208.02293 Universal approximation theorems for continuous functions of c\`adl\`ag paths and L\'evy-type signature models
by Christa Cuchiero & Francesca Primavera & Sara Svaluto-Ferro
- 2208.02219 Planning ride-pooling services with detour restrictions for spatially heterogeneous demand: A multi-zone queuing network approach
by Yining Liu & Yanfeng Ouyang
- 2208.02154 Child Care Provider Survival Analysis
by Phillip Sherlock & Herman T. Knopf & Robert Chapman & Maya Schreiber & Courtney K. Blackwell
- 2208.02098 The Econometrics of Financial Duration Modeling
by Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt
- 2208.02073 Coherence without Rationality at the Zero Lower Bound
by Guido Ascari & Sophocles Mavroeidis & Nigel McClung
- 2208.02038 Bayesian ranking and selection with applications to field studies, economic mobility, and forecasting
by Dillon Bowen
- 2208.02028 Bootstrap inference in the presence of bias
by Giuseppe Cavaliere & S'ilvia Gonc{c}alves & Morten {O}rregaard Nielsen & Edoardo Zanelli
- 2208.01974 Merton's Default Risk Model for Private Company
by Battulga Gankhuu
- 2208.01972 Agglomeration and welfare of the Krugman model in a continuous space
by Kensuke Ohtake
- 2208.01969 Regulation and Frontier Housing Supply
by Dan Ben-Moshe & David Genesove
- 2208.01967 Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals
by Frank Windmeijer
- 2208.01791 From Workplace to Residence: The Spillover Effects of Minimum Wage Policies on Local Housing Markets
by Gabriele Borg & Diego Gentile Passaro & Santiago Hermo
- 2208.01690 A look back at the core of games in characteristic function form: some new axiomatization results
by Anindya Bhattacharya
- 2208.01594 The character of non-manipulable collective choices between two alternatives
by Achille Basile & K. P. S. Bhaskara Rao & Surekha Rao
- 2208.01538 The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds
by Elroi Hadad & Haim Kedar-Levy
- 2208.01467 Risk in Network Economies
by Victor Sellemi
- 2208.01445 Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time
by Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z
- 2208.01433 Review of Energy Transition Policies in Singapore, London, and California
by Chunmeng Yang & Siqi Bu & Yi Fan & Wayne Xinwei Wan & Ruoheng Wang & Aoife Foley
- 2208.01353 On the implied volatility of Asian options under stochastic volatility models
by Elisa Al`os & Eulalia Nualart & Makar Pravosud
- 2208.01300 Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment
by Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge
- 2208.01289 Pricing commodity index options
by Alberto Manzano & Emanuele Nastasi & Andrea Pallavicini & Carlos V'azquez
- 2208.01270 Time Instability of the Fama-French Multifactor Models: An International Evidence
by Koichiro Moriya & Akihiko Noda
- 2208.01167 Simple models predict behavior at least as well as behavioral scientists
by Dillon Bowen
- 2208.00972 A penalized two-pass regression to predict stock returns with time-varying risk premia
by Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet
- 2208.00952 Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market
by Beatrice Franzolini & Alexandros Beskos & Maria De Iorio & Warrick Poklewski Koziell & Karolina Grzeszkiewicz
- 2208.00907 Long-run patterns in the discovery of the adjacent possible
by Josef Taalbi
- 2208.00830 Short-time expansion of characteristic functions in a rough volatility setting with applications
by Carsten H. Chong & Viktor Todorov
- 2208.00765 Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise
by Leonardo Kanashiro Felizardo & Elia Matsumoto & Emilio Del-Moral-Hernandez
- 2208.00552 The Effect of Omitted Variables on the Sign of Regression Coefficients
by Matthew A. Masten & Alexandre Poirier
- 2208.00226 Input-Output Tables and Some Theory of Defective Matrices
by Mohit Arora & Deepankar Basu
- 2208.00181 How Covid mobility restrictions modified the population of investors in Italian stock markets
by Paola Deriu & Fabrizio Lillo & Piero Mazzarisi & Francesca Medda & Adele Ravagnani & Antonio Russo
- 2208.00057 Compact representations of structured BFGS matrices
by Johannes J. Brust & Zichao & Di & Sven Leyffer & Cosmin G. Petra
- 2207.14793 Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
by Zhenyu Cui & Anne MacKay & Marie-Claude Vachon
- 2207.14775 Optimal Allocation of Limited Funds in Quadratic Funding
by Ricardo A. Pasquini
- 2207.14727 Tangential Wasserstein Projections
by Florian Gunsilius & Meng Hsuan Hsieh & Myung Jin Lee
- 2207.14724 The IPCC and the challenge of ex post policy evaluation
by Richard S. J. Tol
- 2207.14672 On Balanced Games with Infinitely Many Players: Revisiting Schmeidler's Result
by David Bartl & Mikl'os Pint'er
- 2207.14666 Loss aversion in strategy-proof school-choice mechanisms
by Vincent Meisner & Jonas von Wangenheim
- 2207.14481 Same Root Different Leaves: Time Series and Cross-Sectional Methods in Panel Data
by Dennis Shen & Peng Ding & Jasjeet Sekhon & Bin Yu
- 2207.14379 Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options
by Chinonso Nwankwo & Weizhong Dai
- 2207.13939 Stable Matching with Mistaken Agents
by Georgy Artemov & Yeon-Koo Che & YingHua He
- 2207.13914 Anatomy of a Stablecoin's failure: the Terra-Luna case
by Antonio Briola & David Vidal-Tom'as & Yuanrong Wang & Tomaso Aste
- 2207.13797 Identification and Inference with Min-over-max Estimators for the Measurement of Labor Market Fairness
by Karthik Rajkumar
- 2207.13656 Conformal Prediction Bands for Two-Dimensional Functional Time Series
by Niccol`o Ajroldi & Jacopo Diquigiovanni & Matteo Fontana & Simone Vantini
- 2207.13573 Bartlett's Delta revisited: Variance-optimal hedging in the lognormal SABR and in the rough Bergomi model
by Martin Keller-Ressel
- 2207.13444 Interrogation of A Bubble in the Indian Market
by Ganapathy G Gangadharan & N. Suresh
- 2207.13350 Affine models with path-dependence under parameter uncertainty and their application in finance
by Benedikt Geuchen & Katharina Oberpriller & Thorsten Schmidt
- 2207.13319 Should Bank Stress Tests Be Fair?
by Paul Glasserman & Mike Li
- 2207.13136 Signature-based models: theory and calibration
by Christa Cuchiero & Guido Gazzani & Sara Svaluto-Ferro
- 2207.13126 Sample Complexity of Forecast Aggregation
by Tao Lin & Yiling Chen
- 2207.13123 Indian Derivatives Market Evolution and Challenge
by Shruthi B. C. & N. Suresh
- 2207.13071 Missing Values Handling for Machine Learning Portfolios
by Andrew Y. Chen & Jack McCoy
- 2207.13033 An Axiomatic Framework for Cost-Benefit Analysis
by Ganesh Karapakula
- 2207.12834 Skill requirements in job advertisements: A comparison of skill-categorization methods based on explanatory power in wage regressions
by Ziqiao Ao & Gergely Horvath & Chunyuan Sheng & Yifan Song & Yutong Sun
- 2207.12631 A Learning and Control Perspective for Microfinance
by Christian Kurniawan & Xiyu Deng & Adhiraj Chakraborty & Assane Gueye & Niangjun Chen & Yorie Nakahira
- 2207.12602 Differentially Private Estimation via Statistical Depth
by Ryan Cumings-Menon
- 2207.12594 Confirmation Bias in Social Networks
by Marcos R. Fernandes
- 2207.12581 Trading under the Proof-of-Stake Protocol -- a Continuous-Time Control Approach
by Wenpin Tang & David D. Yao
- 2207.12494 Extending the Range of Robust PCE Inflation Measures
by Sergio Ocampo & Raphael Schoenle & Dominic A. Smith
- 2207.12492 Natural Disasters, Entrepreneurship Activity, and the Moderating Role of Country Governance
by Christopher Boudreaux & Anand Jha & Monica Escaleras
- 2207.12255 Implementing a Hierarchical Deep Learning Approach for Simulating Multi-Level Auction Data
by Igor Sadoune & Andrea Lodi & Marcelin Joanis
- 2207.12225 Forecasting euro area inflation using a huge panel of survey expectations
by Florian Huber & Luca Onorante & Michael Pfarrhofer
- 2207.12199 A meta-analysis of the total economic impact of climate change
by Richard S. J. Tol
- 2207.12179 Time-constrained Dynamic Mechanisms for College Admissions
by Li Chen & Juan S. Pereyra & Min Zhu
- 2207.12147 Sparse Bayesian State-Space and Time-Varying Parameter Models
by Sylvia Fruhwirth-Schnatter & Peter Knaus
- 2207.11890 Misclassification in Difference-in-differences Models
by Augustine Denteh & D'esir'e K'edagni
- 2207.11835 Towards a Theory of Maximal Extractable Value I: Constant Function Market Makers
by Kshitij Kulkarni & Theo Diamandis & Tarun Chitra
- 2207.11636 Pandemics Depress the Economy, Public Health Interventions Do Not: Evidence from the 1918 Flu
by Sergio Correia & Stephan Luck & Emil Verner
- 2207.11578 A Scalable Bayesian Persuasion Framework for Epidemic Containment on Heterogeneous Networks
by Shraddha Pathak & Ankur A. Kulkarni
- 2207.11577 Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification
by Mostafa Shabani & Dat Thanh Tran & Juho Kanniainen & Alexandros Iosifidis
- 2207.11568 Linear and Nonlinear Partial Integro-Differential Equations arising from Finance
by Jose Cruz & Maria Grossinho & Daniel Sevcovic & Cyril Izuchukwu Udeani
- 2207.11557 Detecting common bubbles in multivariate mixed causal-noncausal models
by Gianluca Cubadda & Alain Hecq & Elisa Voisin
- 2207.11546 A Study on Impact of Downsizing on Profitability of Construction Industries listed in Bombay Stock Exchange (BSE) India
by D Reshma & Sudharani R & Suresh N
- 2207.11545 Learning to Sell a Focal-ancillary Combination
by Hanzhao Wang & Xiaocheng Li & Kalyan Talluri
- 2207.11491 Dimensional Reduction of Solvency Contagion Dynamics on Financial Networks
by Gianmarco Ricciardi & Guido Montagna & Guido Caldarelli & Giulio Cimini
- 2207.11486 Time Series Prediction under Distribution Shift using Differentiable Forgetting
by Stefanos Bennett & Jase Clarkson
- 2207.11322 Greedy Allocations and Equitable Matchings
by Quitz'e Valenzuela-Stookey
- 2207.11292 Phase-type representations of stochastic interest rates with applications to life insurance
by Jamaal Ahmad & Mogens Bladt
- 2207.11152 Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution
by Feiyang Pan & Tongzhe Zhang & Ling Luo & Jia He & Shuoling Liu
- 2207.11137 A Conditional Linear Combination Test with Many Weak Instruments
by Dennis Lim & Wenjie Wang & Yichong Zhang
- 2207.11003 Time-Varying Poisson Autoregression
by Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis
- 2207.10838 Quantum-inspired variational algorithms for partial differential equations: Application to financial derivative pricing
by Tianchen Zhao & Chuhao Sun & Asaf Cohen & James Stokes & Shravan Veerapaneni
- 2207.10709 Malliavin differentiability of fractional Heston-type model and applications to option pricing
by Marc Mukendi Mpanda
- 2207.10705 Exploring Financial Networks Using Quantile Regression and Granger Causality
by Kara Karpman & Samriddha Lahiry & Diganta Mukherjee & Sumanta Basu
- 2207.10577 Modeling Bike Share Station Activity: Effects of Nearby Businesses and Jobs on Trips to and from Stations
by Xize Wang & Greg Lindsey & Jessica E. Schoner & Andrew Harrison
- 2207.10539 Estimating value at risk: LSTM vs. GARCH
by Weronika Ormaniec & Marcin Pitera & Sajad Safarveisi & Thorsten Schmidt
- 2207.10476 Efficiency of the Moscow Stock Exchange before 2022
by Andrey Shternshis & Piero Mazzarisi & Stefano Marmi
- 2207.10373 Sensitivities and Hedging of the Collateral Choice Option
by Griselda Deelstra & Lech A. Grzelak & Felix L. Wolf
- 2207.10370 Forward start volatility swaps in rough volatility models
by Elisa Al`os & Frido Rolloos & Kenichiro Shiraya
- 2207.10140 Learning Underspecified Models
by In-Koo Cho & Jonathan Libgober
- 2207.10076 Testing for a Threshold in Models with Endogenous Regressors
by Mario P. Rothfelder & Otilia Boldea
- 2207.10071 DDPG based on multi-scale strokes for financial time series trading strategy
by Jun-Cheng Chen & Cong-Xiao Chen & Li-Juan Duan & Zhi Cai
- 2207.10060 Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
by Karel in 't Hout & Pieter Lamotte
- 2207.09951 Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model
by Bruno Gav{s}perov & Zvonko Kostanjv{c}ar
- 2207.09943 Efficient Bias Correction for Cross-section and Panel Data
by Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey
- 2207.09843 Do school reforms shape study behavior at university? Evidence from an instructional time reform
by Jakob Schwerter & Nicolai Netz & Nicolas Hubner
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