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Content
2022
- 2205.15451 Economics of 100% renewable power systems
by Takuya Hara
- 2205.15420 Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices
by Deborah Gefang & Stephen G. Hall & George S. Tavlas
- 2205.15418 Asymptotic welfare performance of Boston assignment algorithms
by Geoffrey Pritchard & Mark C. Wilson
- 2205.15398 Can I invest in Metaverse? The effect of obtained information and perceived risk on purchase intention by the perspective of the information adoption model
by .Ibrahim Halil Efendiou{g}lu
- 2205.15320 Payday loans -- blessing or growth suppressor? Machine Learning Analysis
by Rohith Mahadevan & Sam Richard & Kishore Harshan Kumar & Jeevitha Murugan & Santhosh Kannan & Saaisri & Tarun & Raja CSP Raman
- 2205.15115 A Novel Control-Oriented Cell Transmission Model Including Service Stations on Highways
by Carlo Cenedese & Michele Cucuzzella & Antonella Ferrara & John Lygeros
- 2205.15114 Assortativity in cognition
by Ennio Bilancini & Leonardo Boncinelli & Eugenio Vicario
- 2205.15056 Stock Trading Optimization through Model-based Reinforcement Learning with Resistance Support Relative Strength
by Huifang Huang & Ting Gao & Yi Gui & Jin Guo & Peng Zhang
- 2205.14838 Most Equitable Voting Rules
by Lirong Xia
- 2205.14798 Random Rank: The One and Only Strategyproof and Proportionally Fair Randomized Facility Location Mechanism
by Haris Aziz & Alexander Lam & Mashbat Suzuki & Toby Walsh
- 2205.14758 Credible, Strategyproof, Optimal, and Bounded Expected-Round Single-Item Auctions for all Distributions
by Meryem Essaidi & Matheus V. X. Ferreira & S. Matthew Weinberg
- 2205.14699 Managing Risk in DeFi Portfolios
by Hugo Inzirillo & Stanislas de Quenetain
- 2205.14517 The Relationship between Digital RMB and Digital Economy in China
by Chang Su & Wenbo Lyu & Yueting Liu
- 2205.14387 Regulating Matching Markets with Constraints: Data-driven Taxation
by Akira Matsushita & Kei Ikegami & Kyohei Okumura & Yoji Tomita & Atsushi Iwasaki
- 2205.14284 Provably Auditing Ordinary Least Squares in Low Dimensions
by Ankur Moitra & Dhruv Rohatgi
- 2205.14186 The Effect of Increased Access to IVF on Women's Careers
by Lingxi Chen
- 2205.14146 Multi-Dimensional self-exciting NBD process and Default portfolios
by Masato Hisakado & Kodai Hattori & Shintaro Mori
- 2205.14060 Content Filtering with Inattentive Information Consumers
by Ian Ball & James Bono & Justin Grana & Nicole Immorlica & Brendan Lucier & Aleksandrs Slivkins
- 2205.14048 Average Adjusted Association: Efficient Estimation with High Dimensional Confounders
by Sung Jae Jun & Sokbae Lee
- 2205.13942 Deep Generators on Commodity Markets; application to Deep Hedging
by Nicolas Boursin & Carl Remlinger & Joseph Mikael & Carol Anne Hargreaves
- 2205.13878 On local uniqueness of normalized Nash equilibria
by Vladimir Shikhman
- 2205.13773 Wildfire Modeling: Designing a Market to Restore Assets
by Ramandeep Kaur Bagri & Yihsu Chen
- 2205.13772 Asymmetric Equilibria in Symmetric Multiplayer Prisoners Dilemma Supergames
by Davidson Cheng
- 2205.13658 On the Effect of Triadic Closure on Network Segregation
by Rediet Abebe & Nicole Immorlica & Jon Kleinberg & Brendan Lucier & Ali Shirali
- 2205.13625 Tsallis Relative entropy from asymmetric distributions as a risk measure for financial portfolios
by Sandhya Devi & Sherman Page
- 2205.13461 Communicating with Anecdotes
by Nika Haghtalab & Nicole Immorlica & Brendan Lucier & Markus Mobius & Divyarthi Mohan
- 2205.13423 Do price trajectory data increase the efficiency of market impact estimation?
by Fengpei Li & Vitalii Ihnatiuk & Ryan Kinnear & Anderson Schneider & Yuriy Nevmyvaka
- 2205.13367 The effect of the brand in the decision to purchase the mobile phone a research on Y generation consumers
by .Ibrahim Halil Efendiou{g}lu & Adnan Talha Mutlu & Yakup Durmaz
- 2205.13321 A new self-exciting jump-diffusion process for option pricing
by Luis A. Souto Arias & Pasquale Cirillo & Cornelis W. Oosterlee
- 2205.13186 Innovation Begets Innovation and Concentration: The Case of Upstream Oil & Gas in the North Sea
by Michele Fioretti & Alessandro Iaria & Aljoscha Janssen & Cl'ement Mazet-Sonilhac & Robert K. Perrons
- 2205.13171 Immigrant and native export benefiting from business collaborations: a global study
by Shayegheh Ashourizadeh & Mehrzad Saeedikiya
- 2205.13046 Statistical inference in social networks: how sampling bias and uncertainty shape decisions
by Andreas Bjerre-Nielsen & Martin Benedikt Busch
- 2205.13025 Railroad Bailouts in the Great Depression
by Lyndon Moore & Gertjan Verdickt
- 2205.12917 Identification of Auction Models Using Order Statistics
by Yao Luo & Ruli Xiao
- 2205.12892 American postdoctoral salaries do not account for growing disparities in cost of living
by Tim Sainburg
- 2205.12881 A Continuum Model of Stable Matching With Finite Capacities
by Nick Arnosti
- 2205.12746 Machine learning method for return direction forecasting of Exchange Traded Funds using classification and regression models
by Raphael P. B. Piovezan & Pedro Paulo de Andrade Junior
- 2205.12652 Group reciprocity and the evolution of stereotyping
by Alexander J. Stewart & Nichola Raihani
- 2205.12242 Fundamental Portfolio Outperforms the Market Portfolio
by Hayden Brown
- 2205.12236 A Two-Stage Mechanism for Demand Response Markets
by Bharadwaj Satchidanandan & Mardavij Roozbehani & Munther A. Dahleh
- 2205.12126 Estimation and Inference for High Dimensional Factor Model with Regime Switching
by Giovanni Urga & Fa Wang
- 2205.12043 Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets
by Jun Deng & Hua Zong & Yun Wang
- 2205.12026 The impact of conspicuous consumption in social Media on purchasing intentions
by .Ibrahim Halil Efendiou{g}ku
- 2205.11953 Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
by Mika Meitz & Pentti Saikkonen
- 2205.11939 On Hedonic Games with Common Ranking Property
by Bugra Caskurlu & Fatih Erdem Kizilkaya
- 2205.11858 Incentive-compatible public transportation fares with random inspection
by In'acio B'o & Chiu Yu Ko
- 2205.11834 Handling model risk with XVAs
by Cyril B'en'ezet & St'ephane Cr'epey
- 2205.11684 Desirable Rankings: A New Method for Ranking Outcomes of a Competitive Process
by Thayer Morrill & Peter Troyan
- 2205.11632 Evolution of biomedical innovation quantified via billions of distinct article-level MeSH keyword combinations
by Alexander M. Petersen
- 2205.11568 Quasi Black-Box Variational Inference with Natural Gradients for Bayesian Learning
by Martin Magris & Mostafa Shabani & Alexandros Iosifidis
- 2205.11561 Agreement and Statistical Efficiency in Bayesian Perception Models
by Yash Deshpande & Elchanan Mossel & Youngtak Sohn
- 2205.11486 Robust and Agnostic Learning of Conditional Distributional Treatment Effects
by Nathan Kallus & Miruna Oprescu
- 2205.11439 Probabilistic forecasting of German electricity imbalance prices
by Micha{l} Narajewski
- 2205.11365 Graph-Based Methods for Discrete Choice
by Kiran Tomlinson & Austin R. Benson
- 2205.11295 Pareto-Improving Data-Sharing
by Ronen Gradwohl & Moshe Tennenholtz
- 2205.11189 Regime and Treatment Effects in Duration Models: Decomposing Expectation and Transplant Effects on the Kidney Waitlist
by Stephen Kastoryano
- 2205.11185 On the skew and curvature of implied and local volatilities
by Elisa Al`os & David Garc'ia-Lorite & Makar Pravosud
- 2205.11122 Optimizing Returns Using the Hurst Exponent and Q Learning on Momentum and Mean Reversion Strategies
by Y. Chang & C. Lizardi & R. Shah
- 2205.11012 Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach
by Yasushi Ota & Yu Jiang & Daiki Maki
- 2205.10910 Mechanisms without transfers for fully biased agents
by Deniz Kattwinkel & Axel Niemeyer & Justus Preusser & Alexander Winter
- 2205.10865 Sparse modeling approach to the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities
by Daniel Guterding
- 2205.10844 Information Design of Dynamic Mechanisms
by Soo Hong Chew & Wenqian Wang
- 2205.10772 Fast Instrument Learning with Faster Rates
by Ziyu Wang & Yuhao Zhou & Jun Zhu
- 2205.10665 European Power Option Pricing with Extended Vasic\v{e}k Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions
by Jingwei Liu
- 2205.10540 Productivity Implications of R&D, Innovation, and Capital Accumulation for Incumbents and Entrants: Perspectives from a Catching-up Economy
by Jaan Masso & Amaresh K Tiwari
- 2205.10535 Deep Learning vs. Gradient Boosting: Benchmarking state-of-the-art machine learning algorithms for credit scoring
by Marc Schmitt
- 2205.10478 Conditional Balance Tests: Increasing Sensitivity and Specificity With Prognostic Covariates
by Clara Bicalho & Adam Bouyamourn & Thad Dunning
- 2205.10472 A Simple Characterization of Supply Correspondences
by Alexey Kushnir & Vinod Krishnamoorthy
- 2205.10434 Predicting Choice from Information Costs
by Elliot Lipnowski & Doron Ravid
- 2205.10327 What's the Harm? Sharp Bounds on the Fraction Negatively Affected by Treatment
by Nathan Kallus
- 2205.10310 Treatment Effects in Bunching Designs: The Impact of Mandatory Overtime Pay on Hours
by Leonard Goff
- 2205.10256 The Forecasting performance of the Factor model with Martingale Difference errors
by Luca Mattia Rolla & Alessandro Giovannelli
- 2205.10200 The Fairness of Credit Scoring Models
by Christophe Hurlin & Christophe P'erignon & S'ebastien Saurin
- 2205.10198 A New Central Limit Theorem for the Augmented IPW Estimator: Variance Inflation, Cross-Fit Covariance and Beyond
by Kuanhao Jiang & Rajarshi Mukherjee & Subhabrata Sen & Pragya Sur
- 2205.09922 Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models
by Christian Gourieroux & Joann Jasiak
- 2205.09890 Replicating Portfolios: Constructing Permissionless Derivatives
by Estelle Sterrett & Waylon Jepsen & Evan Kim
- 2205.09815 Differential learning methods for solving fully nonlinear PDEs
by William Lefebvre & Gr'egoire Loeper & Huy^en Pham
- 2205.09691 High-dimensional Data Bootstrap
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike
- 2205.09649 What Type of Explanation Do Rejected Job Applicants Want? Implications for Explainable AI
by Matthew Olckers & Alicia Vidler & Toby Walsh
- 2205.09508 Practical Skills Demand Forecasting via Representation Learning of Temporal Dynamics
by Maysa M. Garcia de Macedo & Wyatt Clarke & Eli Lucherini & Tyler Baldwin & Dilermando Queiroz Neto & Rogerio de Paula & Subhro Das
- 2205.09337 Deep Learning in Business Analytics: A Clash of Expectations and Reality
by Marc Andreas Schmitt
- 2205.09179 Russia's Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention
by v{S}tefan Ly'ocsa & Tom'av{s} Pl'ihal
- 2205.09092 Preference Restrictions in Computational Social Choice: A Survey
by Edith Elkind & Martin Lackner & Dominik Peters
- 2205.09066 Centralized and decentral approaches to succeed the 100% energiewende in Germany in the European context: A model-based analysis of generation, network, and storage investments
by Mario Kendziorski & Leonard Goke & Christian von Hirschhausen & Claudia Kemfert & Elmar Zozmann
- 2205.08996 A general framework for optimising cost-effectiveness of pandemic response under partial intervention measures
by Quang Dang Nguyen & Mikhail Prokopenko
- 2205.08956 Marx after Okishio: Falling Rate of Profit with Constant Rate of Exploitation
by Deepankar Basu & Oscar Orellana
- 2205.08936 Market Making via Reinforcement Learning in China Commodity Market
by Junshu Jiang & Thomas Dierckx & Duxiang Xiao & Wim Schoutens
- 2205.08913 Price Interpretability of Prediction Markets: A Convergence Analysis
by Dian Yu & Jianjun Gao & Weiping Wu & Zizhuo Wang
- 2205.08904 Risks and Returns of Uniswap V3 Liquidity Providers
by Lioba Heimbach & Eric Schertenleib & Roger Wattenhofer
- 2205.08879 Control of Dynamic Financial Networks (The Extended Version)
by Giuseppe Calafiore & Giulia Fracastoro & Anton V. Proskurnikov
- 2205.08874 Topology-dependence of propagation mechanisms in the production network
by Eszter Moln'ar & D'enes Csala
- 2205.08850 Robust Distortion Risk Measures
by Carole Bernard & Silvana M. Pesenti & Steven Vanduffel
- 2205.08743 Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model
by Y. Zhang & Z. Jin & J. Wei & G. Yin
- 2205.08614 Well Posedness of Utility Maximization Problems Under Partial Information in a Market with Gaussian Drift
by Abdelali Gabih & Hakam Kondakji & Ralf Wunderlich
- 2205.08586 Treatment Choice with Nonlinear Regret
by Toru Kitagawa & Sokbae Lee & Chen Qiu
- 2205.08584 Revealed Incomplete Preferences
by Kirby Nielsen & Luca Rigotti
- 2205.08569 Investigating the concentration of High Yield Investment Programs in the United Kingdom
by Sharad Agarwal & Marie Vasek
- 2205.08435 Cyber Risk Assessment for Capital Management
by Wing Fung Chong & Runhuan Feng & Hins Hu & Linfeng Zhang
- 2205.08368 The Blocker Postulates for Measures of Voting Power
by Arash Abizadeh & Adrian Vetta
- 2205.08353 A General Framework for a Class of Quarrels: The Quarrelling Paradox Revisited
by Arash Abizadeh & Adrian Vetta
- 2205.08223 Conditions for Social Preference Transitivity When Cycle Involved and A $\hat{O}\mbox{-}\hat{I}$ Framework
by Fujun Hou
- 2205.08112 The Fairness of Machine Learning in Insurance: New Rags for an Old Man?
by Laurence Barry & Arthur Charpentier
- 2205.08104 Restricting Entries to All-Pay Contests
by Fupeng Sun & Yanwei Sun & Chiwei Yan & Li Jin
- 2205.08079 Asymptotically stable matchings and evolutionary dynamics of preference revelation games in marriage problems
by Hidemasa Ishii & Nariaki Nishino
- 2205.08042 The Impact of the Social Security Reforms on Welfare: Who benefits and Who loses across Generations, Gender, and Employment Type?
by Hirokuni Iiboshi & Daisuke Ozaki
- 2205.07950 The Power of Tests for Detecting $p$-Hacking
by Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich
- 2205.07836 2SLS with Multiple Treatments
by Manudeep Bhuller & Henrik Sigstad
- 2205.07742 Predicting Emotional Volatility Using 41,000 Participants in the United Kingdom
by George MacKerron & Nattavudh Powdthavee
- 2205.07719 HARNet: A Convolutional Neural Network for Realized Volatility Forecasting
by Rafael Reisenhofer & Xandro Bayer & Nikolaus Hautsch
- 2205.07677 Network embeddedness indicates the innovation potential of firms
by Giacomo Vaccario & Luca Verginer & Antonios Garas & Mario V. Tomasello & Frank Schweitzer
- 2205.07579 Is climate change time reversible?
by Francesco Giancaterini & Alain Hecq & Claudio Morana
- 2205.07563 Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes
by Aleksejus Kononovicius & Rytis Kazakeviv{c}ius & Bronislovas Kaulakys
- 2205.07519 Fair Shares: Feasibility, Domination and Incentives
by Moshe Babaioff & Uriel Feige
- 2205.07486 Influencing a Polarized and Connected Legislature
by Ratul Das Chaudhury & C. Matthew Leister & Birendra Rai
- 2205.07400 Reformulating the Value Restriction and the Not-Strict Value Restriction in Terms of Possibility Preference Map
by Fujun Hou
- 2205.07388 Inference with Imputed Data: The Allure of Making Stuff Up
by Charles F. Manski
- 2205.07385 Market Impact: Empirical Evidence, Theory and Practice
by Emilio Said
- 2205.07345 Joint Location and Cost Planning in Maximum Capture Facility Location under Multiplicative Random Utility Maximization
by Ngan Ha Duong & Tien Thanh Dam & Thuy Anh Ta & Tien Mai
- 2205.07334 Mack-Net model: Blending Mack's model with Recurrent Neural Networks
by Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez
- 2205.07256 Market-Based Asset Price Probability
by Victor Olkhov
- 2205.07128 Statistical discrimination and statistical informativeness
by Matteo Escud'e & Paula Onuchic & Ludvig Sinander & Quitz'e Valenzuela-Stookey
- 2205.07101 Nonparametric Value-at-Risk via Sieve Estimation
by Philipp Ratz
- 2205.07077 Deep Learning the Efficient Frontier of Convex Vector Optimization Problems
by Zachary Feinstein & Birgit Rudloff
- 2205.07022 Volatility-inspired $\sigma$-LSTM cell
by German Rodikov & Nino Antulov-Fantulin
- 2205.07009 Risk Sharing and the Adoption of the Euro
by Alessandro Ferrari & Anna Rogantini Picco
- 2205.06866 How do Bounce Rates vary according to product sold?
by Himanshu Sharma
- 2205.06744 Two strategies for boreal forestry with goodwill in capitalization
by Petri P. Karenlampi
- 2205.06713 A Robust Permutation Test for Subvector Inference in Linear Regressions
by Xavier D'Haultf{oe}uille & Purevdorj Tuvaandorj
- 2205.06677 Collective behavior of stock prices in the time of crisis as a response to the external stimulus
by Maryam Zamani & Sander Paekivi & Philipp Meyer & Holger Kantz
- 2205.06675 Research on the correlation between text emotion mining and stock market based on deep learning
by Chenrui Zhang
- 2205.06673 Univariate and Multivariate LSTM Model for Short-Term Stock Market Prediction
by Vishal Kuber & Divakar Yadav & Arun Kr Yadav
- 2205.06583 The Value of Information in Stopping Problems
by Ehud Lehrer & Tao Wang
- 2205.06572 Dynamic Stochastic Inventory Management in E-Grocery Retailing
by David Winkelmann & Matthias Ulrich & Michael Romer & Roland Langrock & Hermann Jahnke
- 2205.06434 Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon
by Tian Chen & Ruyi Liu & Zhen Wu
- 2205.06363 Causal Estimation of Position Bias in Recommender Systems Using Marketplace Instruments
by Rina Friedberg & Karthik Rajkumar & Jialiang Mao & Qian Yao & YinYin Yu & Min Liu
- 2205.06338 A Multivariate Hawkes Process Model for Stablecoin-Cryptocurrency Depegging Event Dynamics
by Connor Oxenhorn
- 2205.06161 Beyond Barker: Infant Mortality at Birth and Ischaemic Heart Disease in Older Age
by Samuel Baker & Pietro Biroli & Hans van Kippersluis & Stephanie von Hinke
- 2205.06132 Core-Stability in Assignment Markets with Financially Constrained Buyers
by Eleni Batziou & Martin Bichler & Maximilian Fichtl
- 2205.06107 Social learning via actions in bandit environments
by Aroon Narayanan
- 2205.06087 A single risk approach to the semiparametric copula competing risks model
by Simon M. S. Lo & Ralf A. Wilke
- 2205.05994 Recent Contributions to Theories of Discrimination
by Paula Onuchic
- 2205.05985 The role of investor attention in global asset price variation during the invasion of Ukraine
by Martina Halouskov'a & Daniel Stav{s}ek & Mat'uv{s} Horv'ath
- 2205.05984 Method of indirect estimation of default probability dynamics for industry-target segments according to the data of Bank of Russia
by Mikhail Pomazanov
- 2205.05978 Welfare compensation in international transmission expansion planning under uncertainty
by E. Ruben van Beesten & Ole Kristian r{A}dnanes & Hr{a}kon Morken Linde & Paolo Pisciella & Asgeir Tomasgard
- 2205.05779 Multivariate ordered discrete response models
by Tatiana Komarova & William Matcham
- 2205.05719 A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model
by Chenrui Zhang & Xinyi Wu & Hailu Deng & Huiwei Zhang
- 2205.05614 Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning
by Jay Cao & Jacky Chen & Soroush Farghadani & John Hull & Zissis Poulos & Zeyu Wang & Jun Yuan
- 2205.05600 RLOP: RL Methods in Option Pricing from a Mathematical Perspective
by Ziheng Chen
- 2205.05599 Two-sided matching with firms' complementary preferences
by Chao Huang
- 2205.05561 Externally Valid Policy Choice
by Christopher Adjaho & Timothy Christensen
- 2205.05546 The Limits of Limited Commitment
by Jacopo Bizzotto & Toomas Hinnosaar & Adrien Vigier
- 2205.05489 Hull and White and Al\`os type formulas for barrier options in stochastic volatility models with nonzero correlation
by Frido Rolloos
- 2205.05444 Sequential Choices, Option Values, and the Returns to Education
by Manudeep Bhuller & Philipp Eisenhauer & Moritz Mendel
- 2205.05240 Using Open Data and Open-Source Software to Develop Spatial Indicators of Urban Design and Transport Features for Achieving Healthy and Sustainable Cities
by Geoff Boeing & Carl Higgs & Shiqin Liu & Billie Giles-Corti & James F Sallis & Ester Cerin & Melanie Lowe & Deepti Adlakha & Erica Hinckson & Anne Vernez Moudon & Deborah Salvo & Marc A Adams & Ligia Vizeu Barrozo & Tamara Bozovic & Xavier Delcl`os-Ali'o & Jan Dygr'yn & Sara Ferguson & Klaus Gebel & Thanh Phuong Ho & Poh-Chin Lai & Joan Carles Martori & Kornsupha Nitvimol & Ana Queralt & Jennifer D Roberts & Garba H Sambo & Jasper Schipperijn & David Vale & Nico Van de Weghe & Guillem Vich & Jonathan Arundel
- 2205.05207 Optimal grading contests
by Sumit Goel
- 2205.05205 An integrated debris environment assessment model
by Akhil Rao & Francesca Letizia
- 2205.05133 Convergence of the financial value of weak information for a sequence of discrete-time markets
by Geoff Lindsell
- 2205.05052 On learning agent-based models from data
by Corrado Monti & Marco Pangallo & Gianmarco De Francisci Morales & Francesco Bonchi
- 2205.05002 Estimating Discrete Games of Complete Information: Bringing Logit Back in the Game
by Paul S. Koh
- 2205.04990 Stable Outcomes and Information in Games: An Empirical Framework
by Paul S. Koh
- 2205.04743 Deep learning based Chinese text sentiment mining and stock market correlation research
by Chenrui Zhang
- 2205.04736 Large Scale Probabilistic Simulation of Renewables Production
by Mike Ludkovski & Glen Swindle & Eric Grannan
- 2205.04661 Pricing with algorithms
by Rohit Lamba & Sergey Zhuk
- 2205.04637 Distributionally Robust Policy Learning with Wasserstein Distance
by Daido Kido
- 2205.04619 Risk Preferences of Learning Algorithms
by Andreas Haupt & Aroon Narayanan
- 2205.04613 Calibrating for Class Weights by Modeling Machine Learning
by Andrew Caplin & Daniel Martin & Philip Marx
- 2205.04604 Deep Stochastic Optimization in Finance
by A. Max Reppen & H. Mete Soner & Valentin Tissot-Daguette
- 2205.04595 Neural Optimal Stopping Boundary
by A. Max Reppen & H. Mete Soner & Valentin Tissot-Daguette
- 2205.04573 Robust Data-Driven Decisions Under Model Uncertainty
by Xiaoyu Cheng
- 2205.04563 Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization
by Eric Luxenberg & Stephen Boyd
- 2205.04520 A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives
by Dixon Domfeh & Arpita Chatterjee & Matthew Dixon
- 2205.04426 Generalized modified principal components analysis of Russian universities competitiveness
by Pavel Vashchenko & Alexei Verenikin & Anna Verenikina
- 2205.04345 A unified diagnostic test for regression discontinuity designs
by Koki Fusejima & Takuya Ishihara & Masayuki Sawada
- 2205.04290 Bitcoin Returns and Public Attention to COVID-19: Do Timing and Individualism Matter?
by Huaxin Wang-Lu
- 2205.04256 SoK: Blockchain Decentralization
by Luyao Zhang & Xinshi Ma & Yulin Liu
- 2205.04137 Information-Robust Optimal Auctions
by Wanchang Zhang
- 2205.03970 Policy Choice in Time Series by Empirical Welfare Maximization
by Toru Kitagawa & Weining Wang & Mengshan Xu
- 2205.03948 Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity
by Victor Aguirregabiria
- 2205.03926 International cooperation and competition in orbit-use management
by Aditya Jain & Akhil Rao
- 2205.03908 Firm Heterogeneity, Market Power and Macroeconomic Fragility
by Alessandro Ferrari & Francisco Queir'os
- 2205.03862 Inventories, Demand Shocks Propagation and Amplification in Supply Chains
by Alessandro Ferrari
- 2205.03852 Randomized geometric tools for anomaly detection in stock markets
by Cyril Bachelard & Apostolos Chalkis & Vissarion Fisikopoulos & Elias Tsigaridas
- 2205.03741 Diamonds and forward variance models
by Peter Friz & Jim Gatheral
- 2205.03706 Identification and Estimation of Dynamic Games with Unknown Information Structure
by Konan Hara & Yuki Ito & Paul Koh
- 2205.03495 Credible Persuasion
by Xiao Lin & Ce Liu
- 2205.03393 The Right Tool for the Job: Matching Active Learning Techniques to Learning Objectives
by Sarah A. Jacobson & Luyao Zhang & Jiasheng Zhu
- 2205.03352 Comment on Jackson and Sonnenschein (2007) "Overcoming Incentive Constraints by Linking Decisions"
by Ian Ball & Matt O. Jackson & Deniz Kattwinkel
- 2205.03318 Benchmarking Econometric and Machine Learning Methodologies in Nowcasting
by Daniel Hopp
- 2205.03288 Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust
by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
- 2205.03285 Cluster-Robust Inference: A Guide to Empirical Practice
by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
- 2205.03254 Estimation and Inference by Stochastic Optimization
by Jean-Jacques Forneron
- 2205.03087 Financial Markets and the Real Economy: A Statistical Field Perspective on Capital Allocation and Accumulation
by Pierre Gosselin & Aileen Lotz & Marc Wambst
- 2205.02800 Measures of physical mixing evaluate the economic mobility of the typical individual
by Viktor Stojkoski
- 2205.02668 A Market for Trading Forecasts: A Wagering Mechanism
by Aitazaz Ali Raja & Pierre Pinson & Jalal Kazempour & Sergio Grammatico
- 2205.02581 A Stochastic Climate Model -- An approach to calibrate the Climate-Extended Risk Model (CERM)
by Jean-Baptiste Gaudemet & Jules Deschamps & Olivier Vinciguerra
- 2205.02310 Organizing Crime: an Empirical Analysis of the Sicilian Mafia
by Michele Battisti & Andrea Mario Lavezzi & Roberto Musotto
- 2205.02288 Choosing Exogeneity Assumptions in Potential Outcome Models
by Matthew A. Masten & Alexandre Poirier
- 2205.02274 Reducing Marketplace Interference Bias Via Shadow Prices
by Ido Bright & Arthur Delarue & Ilan Lobel
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