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Content
2022
- 2206.12152 Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects
by Oliver Linton & Maximilian Ruecker & Michael Vogt & Christopher Walsh
- 2206.12148 On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach
by Pei-Ting Wang & Chung-Han Hsieh
- 2206.12095 Leverage Ratio: An empirical study of the European banking system
by Jatin Dhingra & Kartikeya Singh & Siddhartha P. Chakrabarty
- 2206.11973 Liquidity Risks in Lending Protocols: Evidence from Aave Protocol
by Xiaotong Sun & Charalampos Stasinakis & Georgios Sermpinis
- 2206.11937 Copula-based Risk Aggregation with Trapped Ion Quantum Computers
by Daiwei Zhu & Weiwei Shen & Annarita Giani & Saikat Ray Majumder & Bogdan Neculaes & Sonika Johri
- 2206.11933 Chaotic time series in financial processes consisting of savings with piecewise constant monthly contributions
by Jos'e Pedro Gaiv~ao & Benito Pires
- 2206.11853 Application of accelerated life testing in human reliability analysis
by Rasoul Jamshidi & Mohammad Ebrahim Sadeghi
- 2206.11850 Neural network based human reliability analysis method in production systems
by Rasoul Jamshidi & Mohammad Ebrahim Sadeghi
- 2206.11847 Proposing Dynamic Model of Functional Interactions of IoT Technological Innovation System by Using System Dynamics and Fuzzy DEMATEL
by Mohammad Mousakhani & Fatemeh Saghafi & Mohammad Hasanzadeh & Mohammad Ebrahim Sadeghi
- 2206.11811 Providing a model for the issue of multi-period ambulance location
by Hamed Kazemipoor & Mohammad Ebrahim Sadeghi & Agnieszka Szmelter-Jarosz & Mohadese Aghabozorgi
- 2206.11516 A core-selecting auction for portfolio's packages
by Lamprirni Zarpala & Dimitris Voliotis
- 2206.11400 Program Targeting with Machine Learning and Mobile Phone Data: Evidence from an Anti-Poverty Intervention in Afghanistan
by Emily Aiken & Guadalupe Bedoya & Joshua Blumenstock & Aidan Coville
- 2206.11359 Non-Obvious Manipulability of the Rank-Minimizing Mechanism
by Peter Troyan
- 2206.11344 A proposed simulation technique for population stability testing in credit risk scorecards
by J. du Pisanie & J. S. Allison & I. J. H. Visagie
- 2206.11205 Clearing function in the context of the invariant manifold method
by A. Mustafin & A. Kantarbayeva
- 2206.11105 Recursive Overbetting of a Satellite Investment Account
by Alex Garivaltis
- 2206.11072 AlphaMLDigger: A Novel Machine Learning Solution to Explore Excess Return on Investment
by Jimei Shen & Zhehu Yuan & Yifan Jin
- 2206.11056 Generational Differences in Automobility: Comparing America's Millennials and Gen Xers Using Gradient Boosting Decision Trees
by Kailai Wang & Xize Wang
- 2206.10877 Revisiting Group Differences in High-Dimensional Choices: Method and Application to Congressional Speech
by Paul Hofmarcher & Jan V'avra & Sourav Adhikari & Bettina Grun
- 2206.10758 The lattice of envy-free many-to-many matchings with contracts
by Agustin G. Bonifacio & Nadia Guinazu & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2206.10736 Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO
by Jin Fang & Jiacheng Weng & Yi Xiang & Xinwen Zhang
- 2206.10721 Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models
by Francis X. Diebold & Maximilian Goebel & Philippe Goulet Coulombe
- 2206.10662 Accurate and consistent calculation of the mean and variance in Monte-Carlo simulations
by Jherek Healy
- 2206.10601 Has the Relationship between Urban and Suburban Automobile Travel Changed across Generations? Comparing Millennials and Generation Xers in the United States
by Xize Wang
- 2206.10510 A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 2 First wave results
by Fabienne Cantner & Nico Nachtigall & Lisa S. Hamm & Andrea Cadavid & Lennart Adenaw & Allister Loder & Markus B. Siewert & Sebastian Goerg & Markus Lienkamp & Klaus Bogenberger
- 2206.10489 Optimal Investment and Equilibrium Pricing under Ambiguity
by Michail Anthropelos & Paul Schneider
- 2206.10475 New possibilities in identification of binary choice models with fixed effects
by Yinchu Zhu
- 2206.10419 Multivariate Quadratic Hawkes Processes -- Part I: Theoretical Analysis
by C'ecilia Aubrun & Michael Benzaquen & Jean-Philippe Bouchaud
- 2206.10330 On Finding the Community with Maximum Persistence Probability
by Alessandro Avellone & Stefano Benati & Rosanna Grassi & Giorgio Rizzini
- 2206.10287 Superiority of Instantaneous Decisions in Thin Dynamic Matching Markets
by Johannes Baumler & Martin Bullinger & Stefan Kober & Donghao Zhu
- 2206.10214 The Effectiveness of Digital Interventions on COVID-19 Attitudes and Beliefs
by Susan Athey & Kristen Grabarz & Michael Luca & Nils Wernerfelt
- 2206.10173 Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy
by Christian Bongiorno & Damien Challet
- 2206.10105 Polynomial Voting Rules
by Wenpin Tang & David D. Yao
- 2206.10065 Mechanism Design Approaches to Blockchain Consensus
by Joshua S. Gans & Richard Holden
- 2206.10054 Symmetric generalized Heckman models
by Helton Saulo & Roberto Vila & Shayane S. Cordeiro
- 2206.10014 Deep Partial Least Squares for Empirical Asset Pricing
by Matthew F. Dixon & Nicholas G. Polson & Kemen Goicoechea
- 2206.09918 Withholding Verifiable Information
by Kun Zhang
- 2206.09899 The dynamics of the prices of the companies of the STOXX Europe 600 Index through the logit model and neural network
by Federico Mecchia & Marcellino Gaudenzi
- 2206.09883 Policy Learning under Endogeneity Using Instrumental Variables
by Yan Liu
- 2206.09877 Efficient Pricing and Calibration of High-Dimensional Basket Options
by Lech A. Grzelak & Juliusz Jablecki & Dariusz Gatarek
- 2206.09813 Evolutionary rationality of risk preference
by Songjia Fan & Yi Tao & Cong Li
- 2206.09772 An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation
by Luis Goncalves de Faria
- 2206.09666 The Log Private Company Valuation Model
by Battulga Gankhuu
- 2206.09657 Parameter Estimation Methods of Required Rate of Return on Stock
by Battulga Gankhuu
- 2206.09644 Unbiased estimation of the OLS covariance matrix when the errors are clustered
by Tom Boot & Gianmaria Niccodemi & Tom Wansbeek
- 2206.09574 The Winner-Take-All Dilemma
by Kazuya Kikuchi & Yukio Koriyama
- 2206.09300 Optimal data-driven hiring with equity for underrepresented groups
by Yinchu Zhu & Ilya O. Ryzhov
- 2206.09279 Going Green: Estimating the Potential of Green Jobs in Argentina
by Natalia Porto & Pablo de la Vega & Manuela Cerimelo
- 2206.09235 Risk Filtering and Risk-Averse Control of Markovian Systems Subject to Model Uncertainty
by Tomasz R. Bielecki & Igor Cialenco & Andrzej Ruszczy'nski
- 2206.09220 Rough-Heston Local-Volatility Model
by Enrico Dall'Acqua & Riccardo Longoni & Andrea Pallavicini
- 2206.09218 Good-Bye Original Sin, Hello Risk On-Off, Financial Fragility, and Crises?
by Joshua Aizenman & Yothin Jinjarak & Donghyun Park & Huanhuan Zheng
- 2206.09164 Persuasion with Non-Linear Preferences
by Anton Kolotilin & Roberto Corrao & Alexander Wolitzky
- 2206.09153 Utilitarian Welfare Optimization in the Generalized Vertex Coloring Games: An Implication to Venue Selection in Events Planning
by Zeyi Chen
- 2206.09073 Interpretable and Actionable Vehicular Greenhouse Gas Emission Prediction at Road link-level
by S. Roderick Zhang & Bilal Farooq
- 2206.09041 Accelerating Machine Learning Training Time for Limit Order Book Prediction
by Mark Joseph Bennett
- 2206.09037 Assessing transportation accessibility equity via open data
by Amirhesam Badeanlou & Andrea Araldo & Marco Diana
- 2206.08938 Baseline validation of a bias-mitigated loan screening model based on the European Banking Authority's trust elements of Big Data & Advanced Analytics applications using Artificial Intelligence
by Alessandro Danovi & Marzio Roma & Davide Meloni & Stefano Olgiati & Fernando Metelli
- 2206.08922 On the closed-form expected NPVs of double barrier strategies for regular diffusions
by Chongrui Zhu
- 2206.08781 Reinforcement Learning for Economic Policy: A New Frontier?
by Callum Rhys Tilbury
- 2206.08754 How to Solve Big Problems: Bespoke Versus Platform Strategies
by Atif Ansar & Bent Flyvbjerg
- 2206.08753 Information Geometry of Risks and Returns
by Andrei N. Soklakov
- 2206.08745 Environmentally extended input-output analysis in complex networks: a multilayer approach
by Alessandra Cornaro & Giorgio Rizzini
- 2206.08541 Ensemble distributional forecasting for insurance loss reserving
by Benjamin Avanzi & Yanfeng Li & Bernard Wong & Alan Xian
- 2206.08503 Semiparametric Single-Index Estimation for Average Treatment Effects
by Difang Huang & Jiti Gao & Tatsushi Oka
- 2206.08438 Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility
by Joshua C. C. Chan & Xuewen Yu
- 2206.08437 On Existence of Berk-Nash Equilibria in Misspecified Markov Decision Processes with Infinite Spaces
by Robert M. Anderson & Haosui Duanmu & Aniruddha Ghosh & M. Ali Khan
- 2206.08401 Is decentralized finance actually decentralized? A social network analysis of the Aave protocol on the Ethereum blockchain
by Ziqiao Ao & Lin William Cong & Gergely Horvath & Luyao Zhang
- 2206.08300 Stake-governed tug-of-war and the biased infinity Laplacian
by Yujie Fu & Alan Hammond & G'abor Pete
- 2206.08149 A Truthful Owner-Assisted Scoring Mechanism
by Weijie J. Su
- 2206.08133 Equilibria in Network Constrained Energy Markets
by Leonardo Massai & Giacomo Como & Fabio Fagnani
- 2206.08117 Trading constraints in continuous-time Kyle models
by Jin Hyuk Choi & Heeyoung Kwon & Kasper Larsen
- 2206.08052 Likelihood ratio test for structural changes in factor models
by Jushan Bai & Jiangtao Duan & Xu Han
- 2206.07845 Optimality of Matched-Pair Designs in Randomized Controlled Trials
by Yuehao Bai
- 2206.07831 Analysis of inter-transaction time fluctuations in the cryptocurrency market
by Jaros{l}aw Kwapie'n & Marcin Wk{a}torek & Marija Bezbradica & Martin Crane & Tai Tan Mai & Stanis{l}aw Dro.zd.z
- 2206.07596 Multi-scale Analysis of Nitrogen Loss Mitigation in the US Corn Belt
by Jing Liu & Laura Bowling & Christopher Kucharik & Sadia Jame & Uris Baldos & Larissa Jarvis & Navin Ramankutty & Thomas Hertel
- 2206.07537 The trickle down from environmental innovation to productive complexity
by Francesco de Cunzo & Alberto Petri & Andrea Zaccaria & Angelica Sbardella
- 2206.07386 Finite-Sample Guarantees for High-Dimensional DML
by Victor Quintas-Martinez
- 2206.07132 Dynamics of a Binary Option Market with Exogenous Information and Price Sensitivity
by Hannah Gampe & Christopher Griffin
- 2206.07130 The probability flow in the Stock market and Spontaneous symmetry breaking in Quantum Finance
by Ivan Arraut & Joao Alexandre Lobo Marques & Sergio Gomes
- 2206.06892 A new algorithm for structural restrictions in Bayesian vector autoregressions
by Dimitris Korobilis
- 2206.06840 On the number of non-isomorphic choices on four elements
by Alfio Giarlotta & Angelo Petralia & Stephen Watson
- 2206.06823 Nowcasting the Portuguese GDP with Monthly Data
by Jo~ao B. Assunc{c}~ao & Pedro Afonso Fernandes
- 2206.06820 Repenser le financement des entreprises vertueuses et les politiques prudentielles en int{\'e}grant la solvabilit{\'e} socio-environnementale
by Laura Ch'emali & Camille Souffron
- 2206.06802 Power Laws and Symmetries in a Minimal Model of Financial Market Economy
by Liu Ziyin & Katsuya Ito & Kentaro Imajo & Kentaro Minami
- 2206.06764 Microfounding GARCH Models and Beyond: A Kyle-inspired Model with Adaptive Agents
by Michele Vodret & Iacopo Mastromatteo & Bence Toth & Michael Benzaquen
- 2206.06723 Development of a hybrid method for stock trading based on TOPSIS, EMD and ELM
by Elivelto Ebermam & Helder Knidel & Renato A. Krohling
- 2206.06493 A novel reconstruction attack on foreign-trade official statistics, with a Brazilian case study
by Danilo Fabrino Favato & Gabriel Coutinho & M'ario S. Alvim & Natasha Fernandes
- 2206.06320 Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models
by Ramit Sawhney & Shivam Agarwal & Vivek Mittal & Paolo Rosso & Vikram Nanda & Sudheer Chava
- 2206.06318 Limited-Trust in Diffusion of Competing Alternatives over Social Networks
by Vincent Leon & S. Rasoul Etesami & Rakesh Nagi
- 2206.06309 Clustering coefficients as measures of the complex interactions in a directed weighted multilayer network
by Paolo Bartesaghi & Gian Paolo Clemente & Rosanna Grassi
- 2206.06201 The distribution of loss to future USS pensions due to the UUK cuts of April 2022
by Jackie Grant & Mark Hindmarsh & Sergey E. Koposov
- 2206.06116 A Constructive GAN-based Approach to Exact Estimate Treatment Effect without Matching
by Boyang You & Kerry Papps
- 2206.06109 Markov Decision Processes under Model Uncertainty
by Ariel Neufeld & Julian Sester & Mario v{S}iki'c
- 2206.06026 Robust Knockoffs for Controlling False Discoveries With an Application to Bond Recovery Rates
by Konstantin Gorgen & Abdolreza Nazemi & Melanie Schienle
- 2206.05966 Coordinating Monetary Contributions in Participatory Budgeting
by Haris Aziz & Sujit Gujar & Manisha Padala & Mashbat Suzuki & Jeremy Vollen
- 2206.05910 Safe-FinRL: A Low Bias and Variance Deep Reinforcement Learning Implementation for High-Freq Stock Trading
by Zitao Song & Xuyang Jin & Chenliang Li
- 2206.05879 Fair Division with Two-Sided Preferences
by Ayumi Igarashi & Yasushi Kawase & Warut Suksompong & Hanna Sumita
- 2206.05835 Deep Reinforcement Learning for Optimal Investment and Saving Strategy Selection in Heterogeneous Profiles: Intelligent Agents working towards retirement
by Fatih Ozhamaratli & Paolo Barucca
- 2206.05705 Hellinger distance to normal distribution as market invariant
by Mesrop T. Mesropyan & Vardan G. Bardakhchyan
- 2206.05568 Bounded strategic reasoning explains crisis emergence in multi-agent market games
by Benjamin Patrick Evans & Mikhail Prokopenko
- 2206.05443 Islamic and capitalist economies: Comparison using econophysics models of wealth exchange and redistribution
by Takeshi Kato
- 2206.05425 Mean Field Portfolio Games with Consumption
by Guanxing Fu
- 2206.05410 Cooperation between Independent Market Makers
by Bingyan Han
- 2206.05374 Modeling Multivariate Positive-Valued Time Series Using R-INLA
by Chiranjit Dutta & Nalini Ravishanker & Sumanta Basu
- 2206.05241 Credible equilibrium
by Mehmet S. Ismail
- 2206.05235 Machine Learning Inference on Inequality of Opportunity
by Juan Carlos Escanciano & Joel Robert Terschuur
- 2206.05160 Classes of Aggregation Rules for Ethical Decision Making in Automated Systems
by Federico Fioravanti & Iyad Rahwan & Fernando Abel Tohm'e
- 2206.05134 Distributionally Robust End-to-End Portfolio Construction
by Giorgio Costa & Garud N. Iyengar
- 2206.05087 Discrimination in Heterogeneous Games
by Annick Laruelle & Andr'e Rocha
- 2206.05081 The Evolution Of Centralisation on Cryptocurrency Platforms
by Carlo Campajola & Raffaele Cristodaro & Francesco Maria De Collibus & Tao Yan & Nicolo' Vallarano & Claudio J. Tessone
- 2206.05022 A Fast Third-Step Second-Order Explicit Numerical Approach To Investigating and Forecasting The Dynamic of Corruption And Poverty In Cameroon
by Eric Ngondiep
- 2206.04950 The perils of Kremlin's influence: evidence from Ukraine
by Chiara Natalie Focacci & Mitja Kovac & Rok Spruk
- 2206.04902 Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!
by Luis Gruber & Gregor Kastner
- 2206.04773 To What Extent Do Disadvantaged Neighborhoods Mediate Social Assistance Dependency? Evidence from Sweden
by Cheng Lin & Adel Daoud & Maria Branden
- 2206.04680 Some Optimisation Problems in Insurance with a Terminal Distribution Constraint
by Katia Colaneri & Julia Eisenberg & Benedetta Salterini
- 2206.04643 On the Performance of the Neyman Allocation with Small Pilots
by Yong Cai & Ahnaf Rafi
- 2206.04634 The Economics of Automated Market Makers
by Robin Fritsch & Samuel Kaser & Roger Wattenhofer
- 2206.04605 A Two-Ball Ellsberg Paradox: An Experiment
by Brian Jabarian & Simon Lazarus
- 2206.04576 Information Asymmetry and Search Intensity
by Atabek Atayev
- 2206.04468 Bounded Rationality and Animal Spirits: A Fluctuation-Response Approach to Slutsky Matrices
by Jerome Garnier-Brun & Jean-Philippe Bouchaud & Michael Benzaquen
- 2206.04424 Estimating the Gains (and Losses) of Revenue Management
by Xavier D'Haultf{oe}uille & Ao Wang & Philippe F'evrier & Lionel Wilner
- 2206.04350 Applying separative non-negative matrix factorization to extra-financial data
by P Fogel & C Geissler & P Cotte & G Luta
- 2206.04257 Capital and Labor Income Pareto Exponents in the United States, 1916-2019
by Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang
- 2206.04157 Inference for Matched Tuples and Fully Blocked Factorial Designs
by Yuehao Bai & Jizhou Liu & Max Tabord-Meehan
- 2206.04013 The influence of color on prices of abstract paintings
by Maksim Borisov & Valeria Kolycheva & Alexander Semenov & Dmitry Grigoriev
- 2206.03919 Can Mobile Technology Improve Female Entrepreneurship? Evidence from Nepal
by Conner Mullally & Sarah Janzen & Nicholas Magnan & Shruti Sharma & Bhola Shrestha
- 2206.03896 Multivariate backtests and copulas for risk evaluation
by Boris David & Gilles Zumbach
- 2206.03863 Welfare and Distributional Effects of Joint Intervention in Networks
by Ryan Kor & Junjie Zhou
- 2206.03847 Time-varying Cost of Distancing: Distancing Fatigue and Lockdowns
by Christoph Carnehl & Satoshi Fukuda & Nenad Kos
- 2206.03786 Controlling replication via the belief system in multi-unit organizations
by Ravshanbek Khodzhimatov & Stephan Leitner & Friederike Wall
- 2206.03772 Reducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems
by Julia Ackermann & Thomas Kruse & Mikhail Urusov
- 2206.03742 Market-to-book Ratio in Stochastic Portfolio Theory
by Donghan Kim
- 2206.03622 Topological Data Analysis Ball Mapper for Finance
by Pawel Dlotko & Wanling Qiu & Simon Rudkin
- 2206.03608 Predictable Forward Performance Processes in Complete Markets
by Bahman Angoshtari
- 2206.03524 Confidentiality Protection in the 2020 US Census of Population and Housing
by John M Abowd & Michael B Hawes
- 2206.03421 Collective strategy condensation towards class-separated societies
by Claudius Gros
- 2206.03386 Dependency structures in cryptocurrency market from high to low frequency
by Antonio Briola & Tomaso Aste
- 2206.03306 Household and individual economic responses to different health shocks: The role of medical innovations
by Volha Lazuka
- 2206.03278 Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market
by Stavros Stavroyiannis
- 2206.03246 Portfolio Transformer for Attention-Based Asset Allocation
by Damian Kisiel & Denise Gorse
- 2206.03187 Economic activity and climate change
by Ar'anzazu de Juan & Pilar Poncela & Vladimir Rodr'iguez-Caballero & Esther Ruiz
- 2206.03148 Scaling laws in global corporations as a benchmarking approach to assess environmental performance
by Rossana Mastrandrea & Rob ter Burg & Yuli Shan & Klaus Hubacek & Franco Ruzzenenti
- 2206.02993 False Consensus, Information Theory, and Prediction Markets
by Yuqing Kong & Grant Schoenebeck
- 2206.02854 ESG-Valued Portfolio Optimization and Dynamic Asset Pricing
by Davide Lauria & W. Brent Lindquist & Stefan Mittnik & Svetlozar T. Rachev
- 2206.02798 Impact of micro-credit on the livelihoods of clients -- A study on Sunamganj District
by Nazrul Islam
- 2206.02786 Impossibility of Collective Intelligence
by Krikamol Muandet
- 2206.02722 Vicious Cycle of Poverty in Haor Region of Bangladesh- Impact of Formal and Informal Credits
by Nazrul Islam
- 2206.02719 Assessment of Consumers Awareness of Nutrition, Food Safety and Hygiene in the Life Cycle for Sustainable Development of Bangladesh- A Study on Sylhet City Corporation
by Nazrul Islam
- 2206.02685 Relative cluster entropy for power-law correlated sequences
by A. Carbone & L. Ponta
- 2206.02582 Making heads or tails of systemic risk measures
by Aleksy Leeuwenkamp
- 2206.02566 Towards Group Learning: Distributed Weighting of Experts
by Ben Abramowitz & Nicholas Mattei
- 2206.02477 Optimal Stopping Theory for a Distributionally Robust Seller
by Pieter Kleer & Johan van Leeuwaarden
- 2206.02448 Car-Sharing Subscription Preferences: The Case of Copenhagen, Munich, and Tel Aviv-Yafo
by Mayara Moraes Monteiro & Carlos M. Lima Azevedo & Maria Kamargianni & Yoram Shiftan & Ayelet Gal-Tzur & Sharon Shoshany Tavory & Constantinos Antoniou & Guido Cantelmo
- 2206.02376 The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts
by Ryan Zischke & Gael M. Martin & David T. Frazier & D. S. Poskitt
- 2206.02371 Markovian Interference in Experiments
by Vivek F. Farias & Andrew A. Li & Tianyi Peng & Andrew Zheng
- 2206.02344 Decentralized, Communication- and Coordination-free Learning in Structured Matching Markets
by Chinmay Maheshwari & Eric Mazumdar & Shankar Sastry
- 2206.02303 Assessing Omitted Variable Bias when the Controls are Endogenous
by Paul Diegert & Matthew A. Masten & Alexandre Poirier
- 2206.02227 Stability of shares in the Proof of Stake Protocol -- Concentration and Phase Transitions
by Wenpin Tang
- 2206.02205 The fractional volatility model and rough volatility
by R. Vilela Mendes
- 2206.02142 Collaborative search and autonomous task allocation in organizations of learning agents
by Stephan Leitner
- 2206.02122 Causal impact of severe events on electricity demand: The case of COVID-19 in Japan
by Yasunobu Wakashiro
- 2206.01878 Remote Collaboration Fuses Fewer Breakthrough Ideas
by Yiling Lin & Carl Benedikt Frey & Lingfei Wu
- 2206.01840 The Effect of External Debt on Greenhouse Gas Emissions
by Jorge Carrera & Pablo de la Vega
- 2206.01825 Debiased Machine Learning without Sample-Splitting for Stable Estimators
by Qizhao Chen & Vasilis Syrgkanis & Morgane Austern
- 2206.01779 Bayesian and Frequentist Inference for Synthetic Controls
by Ignacio Martinez & Jaume Vives-i-Bastida
- 2206.01562 Prescriptive maintenance with causal machine learning
by Toon Vanderschueren & Robert Boute & Tim Verdonck & Bart Baesens & Wouter Verbeke
- 2206.01468 Multi-Asset Bubbles Equilibrium Price Dynamics
by Francesco Cordoni
- 2206.01114 Coarse Wage-Setting and Behavioral Firms
by Germ'an Reyes
- 2206.01064 Adaptive Robust Online Portfolio Selection
by Man Yiu Tsang & Tony Sit & Hoi Ying Wong
- 2206.01040 Continuous space core-periphery model with transport costs in differentiated agriculture
by Kensuke Ohtake
- 2206.00999 Randomization Inference Tests for Shift-Share Designs
by Luis Alvarez & Bruno Ferman & Raoni Oliveira
- 2206.00982 Strategic Innovation Through Outsourcing: A Theoretical Review
by Marfri Gambal & Aleksandre Asatiani & Julia Kotlarsky
- 2206.00818 Economic complexity and inequality at the national and regional level
by Dominik Hartmann & Flavio L. Pinheiro
- 2206.00727 (Machine) Learning What Policies Value
by Daniel Bjorkegren & Joshua E. Blumenstock & Samsun Knight
- 2206.00648 PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin
by Yanzhao Zou & Dorien Herremans
- 2206.00640 The Evolution of Investor Activism in Japan
by Ryo Sakai
- 2206.00574 Human Wellbeing and Machine Learning
by Ekaterina Oparina & Caspar Kaiser & Niccol`o Gentile & Alexandre Tkatchenko & Andrew E. Clark & Jan-Emmanuel De Neve & Conchita D'Ambrosio
- 2206.00568 RMT-Net: Reject-aware Multi-Task Network for Modeling Missing-not-at-random Data in Financial Credit Scoring
by Qiang Liu & Yingtao Luo & Shu Wu & Zhen Zhang & Xiangnan Yue & Hong Jin & Liang Wang
- 2206.00509 Religiosity and Innovation Attitudes: An Instrumental Variables Analysis
by Duygu Buyukyazici & Francesco Serti
- 2206.00409 Time-Varying Multivariate Causal Processes
by Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan
- 2206.00397 Predicting Political Ideology from Digital Footprints
by Michael Kitchener & Nandini Anantharama & Simon D. Angus & Paul A. Raschky
- 2206.00396 A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 1 Study design, recruiting and participation
by Allister Loder & Fabienne Cantner & Lennart Adenaw & Markus Siewert & Sebastian Goerg & Markus Lienkamp & Klaus Bogenberger
- 2206.00368 The Evolution of Competitiveness across Economic, Innovation and Knowledge production activities
by Aurelio Patelli & Lorenzo Napolitano & Giulio Cimini & Emanuele Pugliese & Andrea Gabrielli
- 2206.00347 Comparative statics with adjustment costs and the Le Chatelier principle
by Eddie Dekel & John K. -H. Quah & Ludvig Sinander
- 2206.00189 Measurement of carbon finance level and exploration of its influencing factors
by Peng Zhang & Yuwei Zhang & Nuo Xu
- 2206.00174 Preliminary Results on the Employment Effect of Tourism. A meta-analysis
by Giotis Georgios
- 2206.00158 Uniqueness of Equilibria in Interactive Networks
by Chien-Hsiang Yeh
- 2206.00117 Disclosure of Investment Advisor and Broker-Dealer Relationships: Impact on Comprehension and Decision Making
by Xiaoqing Wan & Nichole R. Lighthall
- 2206.00004 Confidence Intervals for Recursive Journal Impact Factors
by Johannes Konig & David I. Stern & Richard S. J. Tol
- 2205.15991 Hedging option books using neural-SDE market models
by Samuel N. Cohen & Christoph Reisinger & Sheng Wang
- 2205.15905 Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models
by Yang Shen & Bin Zou
- 2205.15853 Predicting Day-Ahead Stock Returns using Search Engine Query Volumes: An Application of Gradient Boosted Decision Trees to the S&P 100
by Christopher Bockel-Rickermann
- 2205.15760 Optimized Distortion and Proportional Fairness in Voting
by Soroush Ebadian & Anson Kahng & Dominik Peters & Nisarg Shah
- 2205.15750 Variable importance without impossible data
by Masayoshi Mase & Art B. Owen & Benjamin B. Seiler
- 2205.15738 Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
by Qiang Liu & Zhi Liu
- 2205.15699 A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups
by Kevin Kamm & Michelle Muniz
- 2205.15576 Mandatory Disclosure of Standardized Sustainability Metrics: The Case of the EU Taxonomy Regulation
by Marvin Nipper & Andreas Ostermaier & Jochen Theis
- 2205.15558 Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory
by Kiyoshi Kanazawa & Hideki Takayasu & Misako Takayasu