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Content
2022
- 2211.10232 On the Bachelier implied volatility at extreme strikes
by Fabien Le Floc'h
- 2211.10089 The Texas Shootout under Uncertainty
by Gerrit Bauch & Frank Riedel
- 2211.09968 Effective and scalable programs to facilitate labor market transitions for women in technology
by Susan Athey & Emil Palikot
- 2211.09604 Cointegration with Occasionally Binding Constraints
by James A. Duffy & Sophocles Mavroeidis & Sam Wycherley
- 2211.09591 Personal Privacy Protection Problems in the Digital Age
by Zhiheng Yi & Xiaoli Chen
- 2211.09502 On the Role of the Zero Conditional Mean Assumption for Causal Inference in Linear Models
by Federico Crudu & Michael C. Knaus & Giovanni Mellace & Joeri Smits
- 2211.09360 Achieving Social Optimality for Energy Communities via Dynamic NEM Pricing
by Ahmed S. Alahmed & Lang Tong
- 2211.09205 Russian Agricultural Industry under Sanction Wars
by Alexandra Lukyanova & Ayaz Zeynalov
- 2211.09176 On the Convergence of Credit Risk in Current Consumer Automobile Loans
by Jackson P. Lautier & Vladimir Pozdnyakov & Jun Yan
- 2211.08995 Estimating Dynamic Spillover Effects along Multiple Networks in a Linear Panel Model
by Clemens Possnig & Andreea Rotu{a}rescu & Kyungchul Song
- 2211.08919 Efficient implementation of portfolio strategies involving cryptocurrencies and VIX INDEX and Gold
by Jiahao Cui & Qiushi Li & Yuezhi Pen
- 2211.08871 The impact of access to credit on energy efficiency
by Jun Zhou & Zhichao Yin & Pengpeng Yue
- 2211.08870 A multi-asset, agent-based approach applied to DeFi lending protocol modelling
by Amit Chaudhary & Daniele Pinna
- 2211.08649 Causal Bandits: Online Decision-Making in Endogenous Settings
by Jingwen Zhang & Yifang Chen & Amandeep Singh
- 2211.08593 Composite Consensus-Building Process: Permissible Meeting Analysis and Compromise Choice Exploration
by Yasuhiro Asa & Takeshi Kato & Ryuji Mine
- 2211.08494 Who Reviews The Reviewers? A Multi-Level Jury Problem
by Ben Abramowitz & Omer Lev & Nicholas Mattei
- 2211.08405 Multimodal Generative Models for Bankruptcy Prediction Using Textual Data
by Rogelio A. Mancisidor & Kjersti Aas
- 2211.08281 Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models
by Dorien Herremans & Kah Wee Low
- 2211.08205 Robust estimation for Threshold Autoregressive Moving-Average models
by Greta Goracci & Davide Ferrari & Simone Giannerini & Francesco ravazzolo
- 2211.08078 Relevance of financial development and fiscal stability in dealing with disasters in Emerging Economies
by Valeria Terrones & Richard S. J. Tol
- 2211.07956 HGV4Risk: Hierarchical Global View-guided Sequence Representation Learning for Risk Prediction
by Youru Li & Zhenfeng Zhu & Xiaobo Guo & Shaoshuai Li & Yuchen Yang & Yao Zhao
- 2211.07903 Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives
by Zequn Jin & Lihua Lin & Zhengyu Zhang
- 2211.07823 Graph Neural Networks for Causal Inference Under Network Confounding
by Michael P. Leung & Pantelis Loupos
- 2211.07765 Efficient evaluation of double-barrier options and joint cpdf of a L\'evy process and its two extrema
by Svetlana Boyarchenko & Sergei Levendorskiu{i}
- 2211.07622 Exploratory Control with Tsallis Entropy for Latent Factor Models
by Ryan Donnelly & Sebastian Jaimungal
- 2211.07564 Credit Default Swaps and the mixed-fractional CEV model
by Axel A. Araneda
- 2211.07506 Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression
by Eoghan O'Neill
- 2211.07471 Optimal investment with insider information using Skorokhod & Russo-Vallois integration
by Mauricio Elizalde & Carlos Escudero & Tomoyuki Ichiba
- 2211.07416 Collective models and the marriage market
by Simon Weber
- 2211.07412 Model of spatial competition on discrete markets
by Andrea Civilini & Vito Latora
- 2211.07400 Efficient Integration of Multi-Order Dynamics and Internal Dynamics in Stock Movement Prediction
by Thanh Trung Huynh & Minh Hieu Nguyen & Thanh Tam Nguyen & Phi Le Nguyen & Matthias Weidlich & Quoc Viet Hung Nguyen & Karl Aberer
- 2211.07392 FinBERT-LSTM: Deep Learning based stock price prediction using News Sentiment Analysis
by Shayan Halder
- 2211.07362 Optimal Pricing Schemes in the Presence of Social Learning and Costly Reporting
by Kaiwei Zhang & Xi Weng & Xienan Cheng
- 2211.07212 Risk Budgeting Portfolios: Existence and Computation
by Adil Rengim Cetingoz & Jean-David Fermanian & Olivier Gu'eant
- 2211.07180 Dollar-Yuan Battle in the World Trade Network
by C'elestin Coquid'e & Jos'e Lages & Dima L. Shepelyansky
- 2211.07080 Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market
by Jaydip Sen
- 2211.07035 Elementary Bitcoin economics: from production and transaction demand to values
by Misha Perepelitsa
- 2211.06887 Firm-worker hypergraphs
by Chao Huang
- 2211.06850 Approximate Optimality of Linear Contracts Under Uncertainty
by Tal Alon & Paul Dutting & Yingkai Li & Inbal Talgam-Cohen
- 2211.06830 Two-Person Bargaining when the Disagreement Point is Private Information
by Eric van Damme & Xu Lang
- 2211.06710 Robust Difference-in-differences Models
by Kyunghoon Ban & D'esir'e K'edagni
- 2211.06707 Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund
- 2211.06568 Effective experience rating for large insurance portfolios via surrogate modeling
by Sebastian Calcetero-Vanegas & Andrei L. Badescu & X. Sheldon Lin
- 2211.06472 The Stackelberg Game: responses to regular strategies
by Thomas Byrne
- 2211.06378 A Multimodal Embedding-Based Approach to Industry Classification in Financial Markets
by Rian Dolphin & Barry Smyth & Ruihai Dong
- 2211.06288 A Residuals-Based Nonparametric Variance Ratio Test for Cointegration
by Karsten Reichold
- 2211.06209 Testing the free-rider hypothesis in climate policy
by Robert C. Schmidt & Moritz Drupp & Frikk Nesje & Hendrik Hoegen
- 2211.06052 Gambling on Momentum
by Marius Otting & Christian Deutscher & Carl Singleton & Luca De Angelis
- 2211.06046 Are Large Traders Harmed by Front-running HFTs?
by Ziyi Xu & Xue Cheng
- 2211.06042 Separating Times for One-Dimensional General Diffusions
by David Criens & Mikhail Urusov
- 2211.05843 The $\kappa$-core and the $\kappa$-balancedness of TU games
by David Bartl & Mikl'os Pint'er
- 2211.05835 Optimal stopping of Gauss-Markov bridges
by Abel Azze & Bernardo D'Auria & Eduardo Garc'ia-Portugu'es
- 2211.05732 The Sample Complexity of Online Contract Design
by Banghua Zhu & Stephen Bates & Zhuoran Yang & Yixin Wang & Jiantao Jiao & Michael I. Jordan
- 2211.05666 Regional Disparities and Economic Growth in Ukraine
by Khrystyna Huk & Ayaz Zeynalov
- 2211.05628 Poverty, Unemployment and Displacement in Ukraine: three months into the war
by Maksym Obrizan
- 2211.05581 Graph-Regularized Tensor Regression: A Domain-Aware Framework for Interpretable Multi-Way Financial Modelling
by Yao Lei Xu & Kriton Konstantinidis & Danilo P. Mandic
- 2211.05431 Nash implementation by stochastic mechanisms: a simple full characterization
by Siyang Xiong
- 2211.05415 Variance of entropy for testing time-varying regimes with an application to meme stocks
by Andrey Shternshis & Piero Mazzarisi
- 2211.05402 Relative growth rate optimization under behavioral criterion
by Jing Peng & Pengyu Wei & Zuo Quan Xu
- 2211.05367 Optimal investment and consumption under logarithmic utility and uncertainty model
by Wahid Faidi
- 2211.05316 Optimal growth strategies for a representative agent in a continuous-time asset market
by Mikhail Zhitlukhin
- 2211.05291 Optimal consumption-investment with coupled constraints on consumption and investment strategies in a regime switching market with random coefficients
by Ying Hu & Xiaomin Shi & Zuo Quan Xu
- 2211.05014 Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities
by Lech A. Grzelak
- 2211.04954 Macroeconomic performance of oil price shocks in Russia
by Ayaz Zeynalov & Kristina Tiron
- 2211.04763 The Golden City on the Edge: Economic Geography and Jihad over Centuries
by Masahiro Kubo & Shunsuke Tsuda
- 2211.04762 Building Resilience in Cybersecurity -- An Artificial Lab Approach
by Kerstin Awiszus & Yannick Bell & Jan Luttringhaus & Gregor Svindland & Alexander Vo{ss} & Stefan Weber
- 2211.04752 Bayesian Neural Networks for Macroeconomic Analysis
by Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino
- 2211.04695 Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns
by M. Reza Bradrania & Maurice Peat & Stephen Satchell
- 2211.04592 Conditional divergence risk measures
by Giulio Principi & Fabio Maccheroni
- 2211.04586 Learning to Price Supply Chain Contracts against a Learning Retailer
by Xuejun Zhao & Ruihao Zhu & William B. Haskell
- 2211.04558 Crises Do Not Cause Lower Short-Term Growth
by Kaiwen Hou & David Hou & Yang Ouyang & Lulu Zhang & Aster Liu
- 2211.04436 Mod-Poisson approximation schemes: Applications to credit risk
by Pierre-Loic M'eliot & Ashkan Nikeghbali & Gabriele Visentin
- 2211.04388 Profit Shifting and International Tax Reforms
by Alessandro Ferrari & S'ebastien Laffitte & Mathieu Parenti & Farid Toubal
- 2211.04349 A deep solver for BSDEs with jumps
by Kristoffer Andersson & Alessandro Gnoatto & Marco Patacca & Athena Picarelli
- 2211.04184 On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness
by Francis X. Diebold & Kamil Yilmaz
- 2211.04095 Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes
by Abel Azze & Bernardo D'Auria & Eduardo Garc'ia-Portugu'es
- 2211.04027 Bootstraps for Dynamic Panel Threshold Models
by Woosik Gong & Myung Hwan Seo
- 2211.03945 Digital Transformation of Nature Tourism
by Raul Enrique Rodriguez Luna & Jose Luis Rosenstiehl Martinez
- 2211.03912 The Optimal Size and Progressivity of Old-Age Social Security
by Francisco Cabezon
- 2211.03638 On Pricing of Discrete Asian and Lookback Options under the Heston Model
by Leonardo Perotti & Lech A. Grzelak
- 2211.03604 Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients
by George Samartzis & Nikitas Pittis
- 2211.03591 Shadow prices and optimal cost in economic applications
by Nikolay Khabarov & Alexey Smirnov & Michael Obersteiner
- 2211.03426 Coordination through ambiguous language
by Michele Crescenzi
- 2211.03411 Prospects and Challenges for Sustainable Tourism: Evidence from South Asian Countries
by Janifar Alam & Quazi Nur Alam & Abu Kalam
- 2211.03398 Strategies in deterministic totally-ordered-time games
by Tomohiko Kawamori
- 2211.03302 Optimal Scoring Rules for Multi-dimensional Effort
by Jason D. Hartline & Liren Shan & Yingkai Li & Yifan Wu
- 2211.03287 Institutional ownership and liquidity commonality: evidence from Australia
by Reza Bradrania & Robert Elliott & Winston Wu
- 2211.03244 Arbitrage from a Bayesian's Perspective
by Ayan Bhattacharya
- 2211.03221 Stressing Dynamic Loss Models
by Emma Kroell & Silvana M. Pesenti & Sebastian Jaimungal
- 2211.03125 Logistic forecasting of GDP competitiveness
by Arnab K. Ray
- 2211.03112 On Existence of alpha-Core Solutions for Games with Finite or Infinite Players
by Qi-Qing Song & Min Guo
- 2211.03107 FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning
by Xiao-Yang Liu & Ziyi Xia & Jingyang Rui & Jiechao Gao & Hongyang Yang & Ming Zhu & Christina Dan Wang & Zhaoran Wang & Jian Guo
- 2211.03002 Projecting XRP price burst by correlation tensor spectra of transaction networks
by Abhijit Chakraborty & Tetsuo Hatsuda & Yuichi Ikeda
- 2211.02990 Efficient convex PCA with applications to Wasserstein GPCA and ranked data
by Steven Campbell & Ting-Kam Leonard Wong
- 2211.02743 Discovery through Trial Balloons
by Eitan Sapiro-Gheiler
- 2211.02742 The debt aversion survey module: An experimentally validated tool to measure individual debt aversion
by David Albrecht & Thomas Meissner
- 2211.02528 A weak MLMC scheme for L\'evy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives
by Aleksandar Mijatovi'c & Romain Palfray
- 2211.02441 Computing Economic Chaos
by Richard H. Day & Oleg V. Pavlov
- 2211.02249 Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments
by Eric Gautier & Christiern Rose
- 2211.02215 Boosted p-Values for High-Dimensional Vector Autoregression
by Xiao Huang
- 2211.02196 (Machine) Learning from the COVID-19 Lockdown about Electricity Market Performance with a Large Share of Renewables
by Christoph Graf & Federico Quaglia & Frank A. Wolak
- 2211.01951 Creating an Optimal Portfolio of Crops Using Price Forecasting to Increase ROI for Indian Farmers
by Akshai Gaddam & Sravan Malla & Sandhya Dasari & Narayana Darapaneni & Mukesh Kumar Shukla
- 2211.01944 Carbon Monitor Europe, near-real-time daily CO$_2$ emissions for 27 EU countries and the United Kingdom
by Piyu Ke & Zhu Deng & Biqing Zhu & Bo Zheng & Yilong Wang & Olivier Boucher & Simon Ben Arous & Chuanlong Zhou & Xinyu Dou & Taochun Sun & Zhao Li & Feifan Yan & Duo Cui & Yifan Hu & Da Huo & Jean Pierre & Richard Engelen & Steven J. Davis & Philippe Ciais & Zhu Liu
- 2211.01921 On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis
by Matteo Barigozzi
- 2211.01762 Stock Trading Volume Prediction with Dual-Process Meta-Learning
by Ruibo Chen & Wei Li & Zhiyuan Zhang & Ruihan Bao & Keiko Harimoto & Xu Sun
- 2211.01575 Are Synthetic Control Weights Balancing Score?
by Harsh Parikh
- 2211.01557 Estimating interaction effects with panel data
by Chris Muris & Konstantin Wacker
- 2211.01547 A Systematic Paradigm for Detecting, Surfacing, and Characterizing Heterogeneous Treatment Effects (HTE)
by John Cai & Weinan Wang
- 2211.01537 Stochastic Treatment Choice with Empirical Welfare Updating
by Toru Kitagawa & Hugo Lopez & Jeff Rowley
- 2211.01406 Incorporating High-Frequency Weather Data into Consumption Expenditure Predictions
by Anders Christensen & Joel Ferguson & Sim'on Ram'irez Amaya
- 2211.01346 Predictive Crypto-Asset Automated Market Making Architecture for Decentralized Finance using Deep Reinforcement Learning
by Tristan Lim
- 2211.01344 A New Test for Market Efficiency and Uncovered Interest Parity
by Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim
- 2211.01287 Evaluating Impact of Social Media Posts by Executives on Stock Prices
by Anubhav Sarkar & Swagata Chakraborty & Sohom Ghosh & Sudip Kumar Naskar
- 2211.01240 On The Equivalence Of The Mean Variance Criterion And Stochastic Dominance Criteria
by George Samartzis & Nikitas Pittis
- 2211.01116 Medical Bill Shock and Imperfect Moral Hazard
by Alex Hoagland & David M. Anderson & Ed Zhu
- 2211.00948 Inflexible Multi-Asset Hedging of incomplete market
by Ruochen Xiao & Qiaochu Feng & Ruxin Deng
- 2211.00921 A Data-driven Case-based Reasoning in Bankruptcy Prediction
by Wei Li & Wolfgang Karl Hardle & Stefan Lessmann
- 2211.00873 Effects of syndication network on specialisation and performance of venture capital firms
by Qing Yao & Shaodong Ma & Jing Liang & Kim Christensen & Wanru Jing & Ruiqi Li
- 2211.00871 State-dependent Asset Allocation Using Neural Networks
by Reza Bradrania & Davood Pirayesh Neghab
- 2211.00728 Genuine multifractality in time series is due to temporal correlations
by Jaros{l}aw Kwapie'n & Pawel Blasiak & Stanis{l}aw Dro.zd.z & Pawe{l} O'swik{e}cimka
- 2211.00671 Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis
by Darjus Hosszejni & Sylvia Fruhwirth-Schnatter
- 2211.00532 Robust utility maximisation under proportional transaction costs for c\`adl\`ag price processes
by Christoph Czichowsky & Raphael Huwyler
- 2211.00528 A novel approach to quantify volatility prediction
by Suchetana Sadhukhan & Shiv Manjaree Gopaliya & Pushpdant Jain
- 2211.00520 On conditional distortion risk measures under uncertainty
by Shuo Gong & Yijun Hu & Linxiao Wei
- 2211.00496 Can maker-taker fees prevent algorithmic cooperation in market making?
by Bingyan Han
- 2211.00447 Optimal Liquidation with Signals: the General Propagator Case
by Eduardo Abi Jaber & Eyal Neuman
- 2211.00420 Integrating multiple sources of ordinal information in portfolio optimization
by Eranda c{C}ela & Stephan Hafner & Roland Mestel & Ulrich Pferschy
- 2211.00410 Population and Technological Growth: Evidence from Roe v. Wade
by John T. H. Wong & Matthias Hei Man & Alex Li Cheuk Hung
- 2211.00363 Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
by Giovanni Ballarin & Petros Dellaportas & Lyudmila Grigoryeva & Marcel Hirt & Sophie van Huellen & Juan-Pablo Ortega
- 2211.00329 Weak Identification in Low-Dimensional Factor Models with One or Two Factors
by Gregory Cox
- 2211.00326 Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups
by Kevin Kamm & Michelle Muniz
- 2211.00291 Distinguishable Cash, Bosonic Bitcoin, and Fermionic Non-fungible Token
by Zae Young Kim & Jeong-Hyuck Park
- 2211.00131 New Concept for the Value Function of Prospect Theory
by Kazuo Sano
- 2210.17529 Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence
by Paolo Maranzano & Matteo Maria Pelagatti
- 2210.17384 A unified approach to informed trading via Monge-Kantorovich duality
by Reda Chhaibi & Ibrahim Ekren & Eunjung Noh & Lu Vy
- 2210.17373 Assignment games with population monotonic allocation schemes
by Tam'as Solymosi
- 2210.17309 Spontaneous emergence of groups and signaling diversity in dynamic networks
by Zachary Fulker & Patrick Forber & Rory Smead & Christoph Riedl
- 2210.17208 Dynamic Inventory Management with Mean-Field Competition
by Ryan Donnelly & Zi Li
- 2210.17150 Monotonic Mechanisms for Selling Multiple Goods
by Ran Ben-Moshe & Sergiu Hart & Noam Nisan
- 2210.17063 Shrinkage Methods for Treatment Choice
by Takuya Ishihara & Daisuke Kurisu
- 2210.17030 Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty
by Yugo Fujimoto & Kei Nakagawa & Kentaro Imajo & Kentaro Minami
- 2210.16991 Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method
by Yuya Sasaki & Yulong Wang
- 2210.16905 Stock price reaction to power outages following extreme weather events: Evidence from Texas power outage
by Sherry Hu & Kose John & Balbinder Singh Gill
- 2210.16899 Understanding the Maker Protocol
by Jason Chen & Kathy Fogel & Kose John
- 2210.16885 Rationalization of indecisive choice behavior by majoritarian ballots
by Jos'e Carlos R. Alcantud & Domenico Cantone & Alfio Giarlotta & Stephen Watson
- 2210.16880 Assessing the difference between integrated quantiles and integrated cumulative distribution functions
by Yunran Wei & Ricardas Zitikis
- 2210.16863 Time-aware Metapath Feature Augmentation for Ponzi Detection in Ethereum
by Chengxiang Jin & Jiajun Zhou & Jie Jin & Jiajing Wu & Qi Xuan
- 2210.16846 DeFi vs TradFi: Valuation Using Multiples and Discounted Cash Flow
by Teng Andrea Xu & Jiahua Xu & Kristof Lommers
- 2210.16679 Monitoring the Dynamic Networks of Stock Returns
by Elena Farahbakhsh Touli & Hoang Nguyen & Olha Bodnar
- 2210.16548 The importance of being scrambled: supercharged Quasi Monte Carlo
by J. Hok & S. Kucherenko
- 2210.16547 Flexible machine learning estimation of conditional average treatment effects: a blessing and a curse
by Richard Post & Isabel van den Heuvel & Marko Petkovic & Edwin van den Heuvel
- 2210.16525 Spectral Representation Learning for Conditional Moment Models
by Ziyu Wang & Yucen Luo & Yueru Li & Jun Zhu & Bernhard Scholkopf
- 2210.16506 Observable Perfect Equilibrium
by Sam Ganzfried
- 2210.16408 Trade-Offs Between Ranking Objectives: Reduced-Form Evidence and Structural Estimation
by Rafael P. Greminger
- 2210.16155 "Rust Belt" Across America: An Application of a Nationwide, Block-Group-Level Deprivation Index
by Scott W Hegerty
- 2210.16113 Intelligence and Global Bias in the Stock Market
by Kazuo Sano
- 2210.16042 Eigenvalue tests for the number of latent factors in short panels
by Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet
- 2210.16001 Information Design in Allocation with Costly Verification
by Yi-Chun Chen & Gaoji Hu & Xiangqian Yang
- 2210.15969 Newton Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities
by Geon Lee & Tae-Kyoung Kim & Hyun-Gyoon Kim & Jeonggyu Huh
- 2210.15946 Local Media and the Shaping of Social Norms: Evidence from the Ebola outbreak
by Ada Gonzalez-Torres
- 2210.15934 Multiresolution Signal Processing of Financial Market Objects
by Ioana Boier
- 2210.15925 Incorporating Interactive Facts for Stock Selection via Neural Recursive ODEs
by Qiang Gao & Xinzhu Zhou & Kunpeng Zhang & Li Huang & Siyuan Liu & Fan Zhou
- 2210.15914 The Role of Immigrants, Emigrants, and Locals in the Historical Formation of European Knowledge Agglomerations
by Philipp Koch & Viktor Stojkoski & C'esar A. Hidalgo
- 2210.15841 How to sample and when to stop sampling: The generalized Wald problem and minimax policies
by Karun Adusumilli
- 2210.15829 Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach
by Xiaolin Sun
- 2210.15785 Supply Chain Characteristics as Predictors of Cyber Risk: A Machine-Learning Assessment
by Kevin Hu & Retsef Levi & Raphael Yahalom & El Ghali Zerhouni
- 2210.15776 The Unequal Incidence of Payroll Taxes with Imperfect Competition: Theory and Evidence
by Felipe Lobel
- 2210.15613 The law of one price in quadratic hedging and mean-variance portfolio selection
by Alev{s} v{C}ern'y & Christoph Czichowsky
- 2210.15499 Post trade allocation: how much are bunched orders costing your performance?
by Ali Hirsa & Massoud Heidari
- 2210.15493 Projecting Non-Fungible Token (NFT) Collections: A Contextual Generative Approach
by Wesley Joon-Wie Tann & Akhil Vuputuri & Ee-Chien Chang
- 2210.15453 Approximate Pricing of Derivatives Under Fractional Stochastic Volatility Model
by Yuecai Han & Xudong Zheng
- 2210.15448 Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading
by Amit Milstein & Haoran Deng & Guy Revach & Hai Morgenstern & Nir Shlezinger
- 2210.15343 Change of measure in a Heston-Hawkes stochastic volatility model
by David R. Ba~nos & Salvador Ortiz-Latorre & Oriol Zamora Font
- 2210.15329 Measuring Transition Risk in Investment Funds
by Ricardo Crisostomo
- 2210.15181 Optimal Mechanism Design for Agents with DSL Strategies: The Case of Sybil Attacks in Combinatorial Auctions
by Yotam Gafni & Moshe Tennenholtz
- 2210.15035 Pricing and Electric Vehicle Charging Equilibria
by Trivikram Dokka & Jorge Bruno & Sonali SenGupta & Chowdhury Mohammad Sakib Anwar
- 2210.14942 The Art NFTs and Their Marketplaces
by Lanqing Du & Michelle Kim & Jinwook Lee
- 2210.14908 Powering Up a Slow Charging Market: How Do Government Subsidies Affect Charging Station Supply?
by Zunian Luo
- 2210.14861 The Information Bottleneck Principle in Corporate Hierarchies
by Cameron Gordon
- 2210.14655 Model of work motivation based on happiness: pandemic related study
by Joanna Nie.zurawska & Rados{l}aw A. Kycia & Iveta Ludviga & Agnieszka Niemczynowicz
- 2210.14631 The Influence of Payment Method: Do Consumers Pay More with Mobile Payment?
by Yizhao Jiang
- 2210.14605 Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots
by Mostafa Shabani & Martin Magris & George Tzagkarakis & Juho Kanniainen & Alexandros Iosifidis
- 2210.14518 Which Factors Matter Most? Can Startup Valuation be Micro-Targeted?
by Max Berre
- 2210.14437 The Economy's Potential: Duality and Equilibrium
by Jacob K Goeree
- 2210.14388 Revealed Preferences of One-Sided Matching
by Andrew Tai
- 2210.14340 A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
by Max Nendel & Alessandro Sgarabottolo
- 2210.14304 Learning Better Intent Representations for Financial Open Intent Classification
by Xianzhi Li & Will Aitken & Xiaodan Zhu & Stephen W. Thomas
- 2210.14266 Hedonic Models of Real Estate Prices: GAM and Environmental Factors
by Jason R. Bailey & Davide Lauria & W. Brent Lindquist & Stefan Mittnik & Svetlozar T. Rachev
- 2210.14205 Unit Averaging for Heterogeneous Panels
by Christian Brownlees & Vladislav Morozov
- 2210.14195 Using Deep Learning to Find the Next Unicorn: A Practical Synthesis
by Lele Cao & Vilhelm von Ehrenheim & Sebastian Krakowski & Xiaoxue Li & Alexandra Lutz
- 2210.13843 GLS under Monotone Heteroskedasticity
by Yoichi Arai & Taisuke Otsu & Mengshan Xu
- 2210.13833 The continuous-time pre-commitment KMM problem in incomplete markets
by Guohui Guan & Zongxia Liang & Yilun Song
- 2210.13825 Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation
by Sarah Kaakai & Anis Matoussi & Achraf Tamtalini
- 2210.13824 Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes
by Ekaterina Morozova & Vladimir Panov
- 2210.13804 Liquidity based modeling of asset price bubbles via random matching
by Francesca Biagini & Andrea Mazzon & Thilo Meyer-Brandis & Katharina Oberpriller
- 2210.13684 Reliability of Ideal Indexes
by Gholamreza Hajargasht
- 2210.13671 Extreme Measures in Continuous Time Conic Finace
by Yoshihiro Shirai
- 2210.13667 Experimental observations of fractal landscape dynamics in a dense emulsion
by Clary Rodriguez-Cruz & Mehdi Molaei & Amruthesh Thirumalaiswamy & Klebert Feitosa & Vinothan N. Manoharan & Shankar Sivarajan & Daniel H. Reich & Robert A. Riggleman & John C. Crocker
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