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Content
2022
- 2207.09497 Economics and Optimal Investment Policies of Attackers and Defenders in Cybersecurity
by Austin Ebel & Debasis Mitra
- 2207.09253 Symmetric reduced form voting
by Xu Lang & Debasis Mishra
- 2207.09246 Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations
by Jorg Breitung & Alexander Mayer & Dominik Wied
- 2207.09036 Schooling and Labor Market Consequences of School Construction in Indonesia: Comment
by David Roodman
- 2207.09016 The role of the geometric mean in case-control studies
by Amanda Coston & Edward H. Kennedy
- 2207.09004 Bias correction and uniform inference for the quantile density function
by Grigory Franguridi
- 2207.08958 Ballot Length in Instant Runoff Voting
by Kiran Tomlinson & Johan Ugander & Jon Kleinberg
- 2207.08941 Circulation of a digital community currency
by Carolina E S Mattsson & Teodoro Criscione & Frank W Takes
- 2207.08923 A Game-theoretic Model of the Consumer Behavior Under Pay-What-You-Want Pricing Strategy
by Vahid Ashrafimoghari & Jordan W. Suchow
- 2207.08868 Isotonic propensity score matching
by Mengshan Xu & Taisuke Otsu
- 2207.08789 Estimating Continuous Treatment Effects in Panel Data using Machine Learning with a Climate Application
by Sylvia Klosin & Max Vilgalys
- 2207.08613 Star-Shaped deviations
by Marcelo Brutti Righi & Marlon Ruoso Moresco
- 2207.08282 Job Prospects and Labour Mobility in China
by Huaxin Wang-Lu & Octasiano Miguel Valerio Mendoza
- 2207.08249 Testing for explosive bubbles: a review
by Anton Skrobotov
- 2207.08151 Simultaneous Contests with Equal Sharing Allocation of Prizes: Computational Complexity and Price of Anarchy
by Edith Elkind & Abheek Ghosh & Paul W. Goldberg
- 2207.08053 Adoption of Sustainable Agricultural Practices among Kentucky Farmers and Their Perception about Farm Sustainability
by Bijesh Mishra
- 2207.07996 Optimal Strategic Mining Against Cryptographic Self-Selection in Proof-of-Stake
by Matheus V. X. Ferreira & Ye Lin Sally Hahn & S. Matthew Weinberg & Catherine Yu
- 2207.07990 The Roads One Must Walk Down: Commute and Depression for Beijing's Residents
by Xize Wang & Tao Liu
- 2207.07985 Home-made blues: Residential crowding and mental health in Beijing, China
by Xize Wang & Tao Liu
- 2207.07984 Characterization of Group-Fair Social Choice Rules under Single-Peaked Preferences
by Gogulapati Sreedurga & Soumyarup Sadhukhan & Souvik Roy & Yadati Narahari
- 2207.07848 Optimal consumption under a drawdown constraint over a finite horizon
by Xiaoshan Chen & Xun Li & Fahuai Yi & Xiang Yu
- 2207.07767 Strategic Asset Allocation with Illiquid Alternatives
by Eric Luxenberg & Stephen Boyd & Mykel Kochenderfer & Misha van Beek & Wen Cao & Steven Diamond & Alex Ulitsky & Kunal Menda & Vidy Vairavamurthy
- 2207.07578 Quantitative Stock Investment by Routing Uncertainty-Aware Trading Experts: A Multi-Task Learning Approach
by Shuo Sun & Rundong Wang & Bo An
- 2207.07574 Systemic-risk and evolutionary stable strategies in a financial network
by Indrajit Saha & Veeraruna Kavitha
- 2207.07538 Debt Aversion: Theory and Measurement
by Thomas Meissner & David Albrecht
- 2207.07490 The Effect of Crypto Rewards in Fundraising: From a Quasi-Experiment to a Dictator Game
by Jane & Tan & Yong Tan
- 2207.07467 Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions
by Phillip Murray & Ben Wood & Hans Buehler & Magnus Wiese & Mikko S. Pakkanen
- 2207.07343 Simultaneity in Binary Outcome Models with an Application to Employment for Couples
by Bo E. Honor'e & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner
- 2207.07318 Flexible global forecast combinations
by Ryan Thompson & Yilin Qian & Andrey L. Vasnev
- 2207.07315 Pattern Analysis of Money Flow in the Bitcoin Blockchain
by Natkamon Tovanich & R'emy Cazabet
- 2207.07240 Assessing the Affordability of Nutrient-Adequate Diets
by Kate R. Schneider & Luc Christiaensen & Patrick Webb & William A. Masters
- 2207.07227 A Study on Impact of Dividend Policy on Initial Public Offering Price Performance
by S. Meghna & N. Suresh & J. C. Usha
- 2207.07222 Assortment Optimization with Customer Choice Modeling in a Crowdfunding Setting
by Fatemeh Nosrat
- 2207.07190 Queueing games with an endogenous number of machines
by Ata Atay & Christian Trudeau
- 2207.07183 Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning
by Bhaskarjit Sarmah & Nayana Nair & Dhagash Mehta & Stefano Pasquali
- 2207.07055 High Dimensional Generalised Penalised Least Squares
by Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios
- 2207.07008 Scoring Aave Accounts for Creditworthiness
by Will Wolf & Aaron Henry & Hamza Al Fadel & Xavier Quintuna & Julian Gay
- 2207.06963 Effect of Demonetisation of on Indian High Denomination Currencies on Indian Stock Market and its Relationship with Foreign Exchange Rate
by N. Suresh & N. R. Bharathi
- 2207.06925 Adjacencies on random ordering polytopes and flow polytopes
by Jean-Paul Doignon & Kota Saito
- 2207.06731 Monotone Comparative Statics for Equilibrium Problems
by Alfred Galichon & Larry Samuelson & Lucas Vernet
- 2207.06605 StockBot: Using LSTMs to Predict Stock Prices
by Shaswat Mohanty & Anirudh Vijay & Nandagopan Gopakumar
- 2207.06564 Parallel Trends and Dynamic Choices
by Philip Marx & Elie Tamer & Xun Tang
- 2207.06558 Parametric quantile regression for income data
by Helton Saulo & Roberto Vila & Giovanna V. Borges & Marcelo Bourguignon
- 2207.06544 Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
by Gregory Benton & Wesley J. Maddox & Andrew Gordon Wilson
- 2207.06411 Information Design for Vehicle-to-Vehicle Communication
by Brendan T. Gould & Philip N. Brown
- 2207.06396 On Market Clearing of Day Ahead Auctions for European Power Markets: Cost Minimisation versus Social Welfare Maximisation
by Ioan Alexandru Puiu & Raphael Andreas Hauser
- 2207.06293 On the value of distribution tail in the valuation of travel time variability
by Zhaoqi Zang & Richard Batley & Xiangdong Xu & David Z. W. Wang
- 2207.06285 Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending
by Kanis Saengchote & Talis Putnic{n}v{s} & Krislert Samphantharak
- 2207.06273 Understanding Unfairness in Fraud Detection through Model and Data Bias Interactions
by Jos'e Pombal & Andr'e F. Cruz & Jo~ao Bravo & Pedro Saleiro & M'ario A. T. Figueiredo & Pedro Bizarro
- 2207.06076 Journal of Economic Literature codes classification system (JEL)
by Jussi T. S. Heikkila
- 2207.05943 Two-stage differences in differences
by John Gardner
- 2207.05939 Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures
by Kyungsub Lee
- 2207.05701 Autoencoding Conditional GAN for Portfolio Allocation Diversification
by Jun Lu & Shao Yi
- 2207.05394 Detecting Anti-dumping Circumvention: A Network Approach
by Luca Barbaglia & Christophe Croux & Ines Wilms
- 2207.05346 Origin of power laws and their spatial fractal structure for city-size distributions
by Tomoya Mori & Takashi Akamatsu & Yuki Takayama & Minoru Osawa
- 2207.05303 The Inverse Problem of Linear-Quadratic Differential Games: When is a Control Strategies Profile Nash?
by Yunhan Huang & Tao Zhang & Quanyan Zhu
- 2207.05169 Existence of optimal controls for stochastic Volterra equations
by Andr'es C'ardenas & Sergio Pulido & Rafael Serrano
- 2207.04992 Temperature and Mental Health: Evidence from Helpline Calls
by Benedikt Janzen
- 2207.04959 Learning Mutual Fund Categorization using Natural Language Processing
by Dimitrios Vamvourellis & Mate Attila Toth & Dhruv Desai & Dhagash Mehta & Stefano Pasquali
- 2207.04930 Roughness of the Implied Volatility
by Fabien Le Floc'h
- 2207.04929 Information Design in Cheap Talk
by Qianjun Lyu & Wing Suen
- 2207.04887 A note on VIX for postprocessing quantitative strategies
by Jun Lu & Minhui Wu
- 2207.04882 Variations on two-parameter families of forecasting functions: seasonal/nonseasonal Models, comparison to the exponential smoothing and ARIMA models, and applications to stock market data
by Nabil Kahouadji
- 2207.04867 The Lepto-Variance of Stock Returns
by Vassilis Polimenis
- 2207.04856 Research Joint Ventures: The Role of Financial Constraints
by Philipp Brunner & Igor Letina & Armin Schmutzler
- 2207.04794 LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling
by Bartosz Uniejewski & Katarzyna Maciejowska
- 2207.04690 Dynamic Budget Throttling in Repeated Second-Price Auctions
by Zhaohua Chen & Chang Wang & Qian Wang & Yuqi Pan & Zhuming Shi & Zheng Cai & Yukun Ren & Zhihua Zhu & Xiaotie Deng
- 2207.04595 A semi-parametric dynamic conditional correlation framework for risk forecasting
by Giuseppe Storti & Chao Wang
- 2207.04557 Mechanisms that Incentivize Data Sharing in Federated Learning
by Sai Praneeth Karimireddy & Wenshuo Guo & Michael I. Jordan
- 2207.04496 A Forward Propagation Algorithm for Online Optimization of Nonlinear Stochastic Differential Equations
by Ziheng Wang & Justin Sirignano
- 2207.04481 Detecting Grouped Local Average Treatment Effects and Selecting True Instruments
by Nicolas Apfel & Helmut Farbmacher & Rebecca Groh & Martin Huber & Henrika Langen
- 2207.04480 Strategic Choices of Migrants and Smugglers in the Central Mediterranean Sea
by Katherine Hoffmann Pham & Junpei Komiyama
- 2207.04441 Nobel begets Nobel
by Richard S. J. Tol
- 2207.04368 Supervised similarity learning for corporate bonds using Random Forest proximities
by Jerinsh Jeyapaulraj & Dhruv Desai & Peter Chu & Dhagash Mehta & Stefano Pasquali & Philip Sommer
- 2207.04346 A proposal for measuring the structure of economic ecosystems: a mathematical and complex network analysis approach
by M. S. Tedesco & M. A. Nunez-Ochoa & F. Ramos & O. Medrano & K Beuchot
- 2207.04314 Identification and Inference for Welfare Gains without Unconfoundedness
by Undral Byambadalai
- 2207.04299 Model diagnostics of discrete data regression: a unifying framework using functional residuals
by Zewei Lin & Dungang Liu
- 2207.04100 Dealing with multi-currency inventory risk in FX cash markets
by Alexander Barzykin & Philippe Bergault & Olivier Gu'eant
- 2207.04082 Spatial Econometrics for Misaligned Data
by Guillaume Allaire Pouliot
- 2207.04004 Pairwise and high-order dependencies in the cryptocurrency trading network
by Tomas Scagliarini & Giuseppe Pappalardo & Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda & Sebastiano Stramaglia
- 2207.03988 Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis
by Joshua Chan & Eric Eisenstat & Xuewen Yu
- 2207.03883 An introduction to rating triggers for collateral-inclusive XVA in an ICTMC framework
by Kevin Kamm
- 2207.03816 The welfare effects of nonlinear health dynamics
by Chiara Dal Bianco & Andrea Moro
- 2207.03710 Non-linear Affine Processes with Jumps
by Francesca Biagini & Georg Bollweg & Katharina Oberpriller
- 2207.03672 The Future of Traditional Fuel Vehicles (TFV) and New Energy Vehicles (NEV): Creative Destruction or Co-existence?
by Zhaojia Huang & Liang Zhang & Tianhao Zhi
- 2207.03565 With a little help from my friends: essentiality vs opportunity in group criticality
by Michele Aleandri & Marco Dall'Aglio
- 2207.03438 Minimizing the Repayment Cost of Federal Student Loans
by Paolo Guasoni & Yu-Jui Huang
- 2207.03397 Asset Trading in Continuous Time: A Cautionary Tale
by William R. Zame
- 2207.03352 Market Making with Scaled Beta Policies
by Joseph Jerome & Gregory Palmer & Rahul Savani
- 2207.03221 Clustering of Excursion Sets in Financial Market
by M. Shadmangohar & S. M. S. Movahed
- 2207.03194 Financial fire sales as continuous-state complex contagion
by Tomokatsu Onaga & Fabio Caccioli & Teruyoshi Kobayashi
- 2207.03076 Playing Divide-and-Choose Given Uncertain Preferences
by Jamie Tucker-Foltz & Richard Zeckhauser
- 2207.03035 On the instrumental variable estimation with many weak and invalid instruments
by Yiqi Lin & Frank Windmeijer & Xinyuan Song & Qingliang Fan
- 2207.02989 Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
by Mnacho Echenim & Emmanuel Gobet & Anne-Claire Maurice
- 2207.02948 Cost-efficient Payoffs under Model Ambiguity
by Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel
- 2207.02947 An optimal investment strategy aimed at maximizing the expected utility across all intermediate capital levels
by J. Cerda-Hernandez & A. Sikov & A. Ramos
- 2207.02943 Degrees of Freedom and Information Criteria for the Synthetic Control Method
by Guillaume Allaire Pouliot & Zhen Xie
- 2207.02930 Rawlsian Assignments
by Tom Demeulemeester & Juan S. Pereyra
- 2207.02902 Homo economicus to model human behavior is ethically doubtful and mathematically inconsistent
by M. Lunkenheimer & A. Kracklauer & G. Klinkova & M. Grabinski
- 2207.02898 Private Information Acquisition and Preemption: a Strategic Wald Problem
by Guo Bai
- 2207.02896 Mortgage-Rate-Adjusted Home Prices
by Honggao Cao
- 2207.02858 Efficient inverse $Z$-transform and pricing barrier and lookback options with discrete monitoring
by Svetlana Boyarchenko & Sergei Levendorskiu{i}
- 2207.02832 Distributional neural networks for electricity price forecasting
by Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel
- 2207.02799 A multi-task network approach for calculating discrimination-free insurance prices
by Mathias Lindholm & Ronald Richman & Andreas Tsanakas & Mario V. Wuthrich
- 2207.02744 Reputation Effects under Short Memories
by Harry Pei
- 2207.02641 Reforming an Envy-Free Matching
by Takehiro Ito & Yuni Iwamasa & Naonori Kakimura & Naoyuki Kamiyama & Yusuke Kobayashi & Yuta Nozaki & Yoshio Okamoto & Kenta Ozeki
- 2207.02458 Reinforcement Learning Portfolio Manager Framework with Monte Carlo Simulation
by Jungyu Ahn & Sungwoo Park & Jiwoon Kim & Ju-hong Lee
- 2207.02379 Some Tradeoffs of Competition in Grant Contests
by Kyle R. Myers
- 2207.02359 L\'evy models amenable to efficient calculations
by Svetlana Boyarchenko & Sergei Levendorskiu{i}
- 2207.02151 Balancing India's 2030 Electricity Grid Needs Management of Time Granularity and Uncertainty: Insights from a Parametric Model
by Rahul Tongia
- 2207.02134 Balancing Profit, Risk, and Sustainability for Portfolio Management
by Charl Maree & Christian W. Omlin
- 2207.02064 Climate-Contingent Finance
by John Nay
- 2207.01939 A cross-border market model with limited transmission capacities
by Cassandra Milbradt & Dorte Kreher
- 2207.01830 Optimal Verification of Rumors in Networks
by Luca Paolo Merlino & Nicole Tabasso
- 2207.01793 The Short-term Impact of Congestion Taxes on Ridesourcing Demand and Traffic Congestion: Evidence from Chicago
by Yuan Liang & Bingjie Yu & Xiaojian Zhang & Yi Lu & Linchuan Yang
- 2207.01664 Optimal Multi-Dimensional Auctions: Conjectures and Simulations
by Alexey Kushnir & James Michelson
- 2207.01558 Quantum Computation for Pricing Caps using the LIBOR Market Model
by Hao Tang & Wenxun Wu & Xian-Min Jin
- 2207.01536 Time-consistent pension policy with minimum guarantee and sustainability constraint
by Caroline Hillairet & Sarah Kaakai & Mohamed Mrad
- 2207.01533 csa2sls: A complete subset approach for many instruments using Stata
by Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin
- 2207.01402 Using contextual sentence analysis models to recognize ESG concepts
by Elvys Linhares Pontes & Mohamed Benjannet & Jose G. Moreno & Antoine Doucet
- 2207.01277 Pricing multi-asset derivatives by variational quantum algorithms
by Kenji Kubo & Koichi Miyamoto & Kosuke Mitarai & Keisuke Fujii
- 2207.01235 An optimal transport based characterization of convex order
by Johannes Wiesel & Erica Zhang
- 2207.01187 ETF Portfolio Construction via Neural Network trained on Financial Statement Data
by Jinho Lee & Sungwoo Park & Jungyu Ahn & Jonghun Kwak
- 2207.01151 Modeling Randomly Walking Volatility with Chained Gamma Distributions
by Di Zhang & Qiang Niu & Youzhou Zhou
- 2207.01137 Promotheus: An End-to-End Machine Learning Framework for Optimizing Markdown in Online Fashion E-commerce
by Eleanor Loh & Jalaj Khandelwal & Brian Regan & Duncan A. Little
- 2207.01010 Government Intervention in Catastrophe Insurance Markets: A Reinforcement Learning Approach
by Menna Hassan & Nourhan Sakr & Arthur Charpentier
- 2207.00949 Stochastic arbitrage with market index options
by Brendan K. Beare & Juwon Seo & Zhongxi Zheng
- 2207.00932 Deep Bellman Hedging
by Hans Buehler & Phillip Murray & Ben Wood
- 2207.00862 Static Hedging of Freight Risk under Model Uncertainty
by Georgios I. Papayiannis
- 2207.00800 Inside the West Wing: Lobbying as a contest
by Alastair Langtry
- 2207.00773 Capital Market Performance and Macroeconomic Dynamics in Nigeria
by Oladapo Fapetu & Segun Michael Ojo & Adekunle Alexander Balogun & Adeoba Adepoju Asaolu
- 2207.00739 Deep Learning for Systemic Risk Measures
by Yichen Feng & Ming Min & Jean-Pierre Fouque
- 2207.00722 A Study on the Impact of Human Resource Accounting on Firms Value with Respect to Companies Listed in National Stock Exchange
by Anil S & Sudharani R & Suresh N
- 2207.00720 A Study on Impact of Capital Structure on Profitability of Companies Listed in Indian Stock Exchange with respect to Automobile Industry
by P. Aishwarya & Sudharani R & Suresh N
- 2207.00716 A Study on Impact of Environmental Accounting on Profitability of Companies listed in Bombay Stock Exchange
by Nandini E. S & Sudharani R & Suresh N
- 2207.00715 A study on Determinants of Dividend Policy and its Impact on Financial Performances: A Panel Data Analysis for Indian Listed Firms
by Suresh N & Pooja M
- 2207.00713 q-Learning in Continuous Time
by Yanwei Jia & Xun Yu Zhou
- 2207.00685 Engagement Maximization
by Benjamin H'ebert & Weijie Zhong
- 2207.00683 A Comparison of Methods for Adaptive Experimentation
by Samantha Horn & Sabina J. Sloman
- 2207.00666 Economic Consequences of the COVID-19 Pandemic on Sub-Saharan Africa: A historical perspective
by Anthony Enisan Akinlo & Segun Michael Ojo
- 2207.00524 Solving barrier options under stochastic volatility using deep learning
by Weilong Fu & Ali Hirsa
- 2207.00495 A self-contained karma economy for the dynamic allocation of common resources
by Ezzat Elokda & Saverio Bolognani & Andrea Censi & Florian Dorfler & Emilio Frazzoli
- 2207.00493 Simulating financial time series using attention
by Weilong Fu & Ali Hirsa & Jorg Osterrieder
- 2207.00453 Exchange option pricing under variance gamma-like models
by Matteo Gardini & Piergiacomo Sabino
- 2207.00446 A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies
by Guanxing Fu & Ulrich Horst & Xiaonyu Xia
- 2207.00436 Shai-am: A Machine Learning Platform for Investment Strategies
by Jonghun Kwak & Jungyu Ahn & Jinho Lee & Sungwoo Park
- 2207.00206 Valid and Unobtrusive Measurement of Returns to Advertising through Asymmetric Budget Split
by Johannes Hermle & Giorgio Martini
- 2206.15365 Most claimed statistical findings in cross-sectional return predictability are likely true
by Andrew Y. Chen
- 2206.15098 Talent Hoarding in Organizations
by Ingrid Haegele
- 2206.15096 Voluntary Information Disclosure in Centralized Matching: Efficiency Gains and Strategic Properties
by Andreas Bjerre-Nielsen & Emil Chrisander
- 2206.15039 Unique futures in China: studys on volatility spillover effects of ferrous metal futures
by Tingting Cao & Weiqing Sun & Cuiping Sun & Lin Hao
- 2206.15023 Can the Replication Rate Tell Us About Publication Bias?
by Patrick Vu
- 2206.14932 A Data Science Pipeline for Algorithmic Trading: A Comparative Study of Applications for Finance and Cryptoeconomics
by Luyao Zhang & Tianyu Wu & Saad Lahrichi & Carlos-Gustavo Salas-Flores & Jiayi Li
- 2206.14922 Gender gaps in frontier entrepreneurship? Evidence from 1901 Oklahoma land lottery winners
by Jason Poulos
- 2206.14876 AI in Asset Management and Rebellion Research
by Jimei Shen & Yihan Mo & Christopher Plimpton & Mustafa Kaan Basaran
- 2206.14844 Minimal Kullback-Leibler Divergence for Constrained L\'evy-It\^o Processes
by Sebastian Jaimungal & Silvana M. Pesenti & Leandro S'anchez-Betancourt
- 2206.14810 Predicting Economic Welfare with Images on Wealth
by Jeonggil Song
- 2206.14711 Spinoza, Leibniz, Kant, and Weyl
by Michael H. Freedman
- 2206.14666 Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning
by Anthony Coache & Sebastian Jaimungal & 'Alvaro Cartea
- 2206.14612 Schools as a Safety-net: The Impact of School Closures and Reopenings on Rates of Reporting of Violence Against Children
by Damian Clarke & Pilar Larroulet & Daniel Paila~nir & Daniela Quintana
- 2206.14548 Environmental-Social-Governance Preferences and Investments in Crypto-Assets
by Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d'Artis Kancs
- 2206.14508 The benefits of coordination in (over)adaptive virtual teams
by Dar'io Blanco-Fern'andez & Stephan Leitner & Alexandra Rausch
- 2206.14452 Deep Multiple Instance Learning For Forecasting Stock Trends Using Financial News
by Yiqi Deng & Siu Ming Yiu
- 2206.14430 Social Media and Democracy
by Ronen Gradwohl & Yuval Heller & Arye Hillman
- 2206.14321 Reducing US Biofuels Requirements Mitigates Short-term Impacts of Global Population and Income Growth on Agricultural Environmental Outcomes
by David R. Johnson & Nathan B. Geldner & Jing Liu & Uris Lantz Baldos & Thomas Hertel
- 2206.14275 Dynamic CoVaR Modeling and Estimation
by Timo Dimitriadis & Yannick Hoga
- 2206.14267 Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network
by Frensi Zejnullahu & Maurice Moser & Joerg Osterrieder
- 2206.14130 Dissecting the dot-com bubble in the 1990s NASDAQ
by Yuchao Fan
- 2206.14128 Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition
by Saulius Jokubaitis & Dmitrij Celov
- 2206.14114 On the universality of the volatility formation process: when machine learning and rough volatility agree
by Mathieu Rosenbaum & Jianfei Zhang
- 2206.14015 Robust utility maximization with nonlinear continuous semimartingales
by David Criens & Lars Niemann
- 2206.13913 Invariant cones for jump-diffusions in infinite dimensions
by Stefan Tappe
- 2206.13895 Increasing countries financial resilience through global catastrophe risk pooling
by Alessio Ciullo & Eric Strobl & Simona Meiler & Olivia Martius & David N. Bresch
- 2206.13860 Detection and Forecasting of Extreme event in Stock Price Triggered by Fundamental, Technical, and External Factors
by Anish Rai & Salam Rabindrajit Luwang & Md Nurujjaman & Chittaranjan Hens & Pratyay Kuila & Kanish Debnath
- 2206.13751 Estimating the Currency Composition of Foreign Exchange Reserves
by Matthew Ferranti
- 2206.13679 Diversification quotients: Quantifying diversification via risk measures
by Xia Han & Liyuan Lin & Ruodu Wang
- 2206.13675 Competing for Attention -- The Effect of Talk Radio on Elections and Political Polarization in the US
by Ashani Amarasinghe & Paul A. Raschky
- 2206.13652 Reducing Polarization on Abortion, Guns and Immigration: An Experimental Study
by Michele Belot & Guglielmo Briscese
- 2206.13641 The role of unobservable characteristics in friendship network formation
by Pablo Bra~nas-Garza & Lorenzo Ductor & Jarom'ir Kov'ar'ik
- 2206.13600 Misspecification and Weak Identification in Asset Pricing
by Frank Kleibergen & Zhaoguo Zhan
- 2206.13489 Supply-Side Equilibria in Recommender Systems
by Meena Jagadeesan & Nikhil Garg & Jacob Steinhardt
- 2206.13341 A mean field game approach to equilibrium consumption under external habit formation
by Lijun Bo & Shihua Wang & Xiang Yu
- 2206.13237 The DEBS 2022 Grand Challenge: Detecting Trading Trends in Financial Tick Data
by Sebastian Frischbier & Jawad Tahir & Christoph Doblander & Arne Hormann & Ruben Mayer & Hans-Arno Jacobsen
- 2206.13119 Optimal Private Payoff Manipulation against Commitment in Extensive-form Games
by Yurong Chen & Xiaotie Deng & Yuhao Li
- 2206.13012 u^* = \sqrt{uv}
by Pascal Michaillat & Emmanuel Saez
- 2206.12919 Instrumented Common Confounding
by Christian Tien
- 2206.12835 Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk
by Anand Deo & Karthyek Murthy & Tirtho Sarker
- 2206.12696 Travel time reliability in transportation networks: A review of methodological developments
by Zhaoqi Zang & Xiangdong Xu & Kai Qu & Ruiya Chen & Anthony Chen
- 2206.12621 False Narratives and Political Mobilization
by Kfir Eliaz & Simone Galperti & Ran Spiegler
- 2206.12613 Urban Spatial Structure and the Potential for Vehicle Miles Traveled Reduction: The Effects of Accessibility to Jobs within and beyond Employment Sub-centers
by Marlon G. Boarnet & Xize Wang
- 2206.12610 Can New Light Rail Reduce Personal Vehicle Carbon Emissions? A Before-After, Experimental-Control Evaluation in Los Angeles
by Marlon G. Boarnet & Xize Wang & Douglas Houston
- 2206.12528 Predicting Stock Price Movement after Disclosure of Corporate Annual Reports: A Case Study of 2021 China CSI 300 Stocks
by Fengyu Han & Yue Wang
- 2206.12511 Cost-efficiency in Incomplete Markets
by Carole Bernard & Stephan Sturm
- 2206.12399 Existence of an equilibrium with limited participation
by Kim Weston
- 2206.12282 A comparative study of the MACD-base trading strategies: evidence from the US stock market
by Pat Tong Chio
- 2206.12277 Quantitative Analysis of Implementation Challenges of IoT-Based Digital Supply Chain (Supply Chain 0/4)
by Hamed Nozari & Mohammad Ebrahim Sadeghi & Javid Ghahremani nahr & Seyyed Esmaeil Najafi
- 2206.12264 Impact of the political risk on food reserve ratio: evidence across countries
by Kai Xing & Shang Li & Xiaoguang Yang
- 2206.12220 Optimal dividends under a drawdown constraint and a curious square-root rule
by Hansjoerg Albrecher & Pablo Azcue & Nora Muler