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Content
2022
- 2205.02167 Knowledge is non-fungible
by C'esar A. Hidalgo
- 2205.02164 The Policy Implications of Economic Complexity
by C'esar A. Hidalgo
- 2205.02123 Eine empirische Analyse der Skalierung von Value-at-Risk Schaetzungen
by Marita Kuhlmann
- 2205.02040 A counter example to the theorems of social preference transitivity and social choice set existence under the majority rule
by Fujun Hou
- 2205.01957 Utilitarianism on the front lines: COVID-19, public ethics, and the "hidden assumption" problem
by Charles Shaw & Silvio Vanadia
- 2205.01882 Approximating Choice Data by Discrete Choice Models
by Haoge Chang & Yusuke Narita & Kota Saito
- 2205.01875 Machine Learning based Framework for Robust Price-Sensitivity Estimation with Application to Airline Pricing
by Ravi Kumar & Shahin Boluki & Karl Isler & Jonas Rauch & Darius Walczak
- 2205.01639 Dynamic and Context-Dependent Stock Price Prediction Using Attention Modules and News Sentiment
by Nicole Koenigstein
- 2205.01565 Efficient Score Computation and Expectation-Maximization Algorithm in Regime-Switching Models
by Chaojun Li & Shi Qiu
- 2205.01524 Machine learning techniques in joint default assessment
by Margherita Doria & Elisa Luciano & Patrizia Semeraro
- 2205.01444 Volatility Sensitive Bayesian Estimation of Portfolio VaR and CVaR
by Taras Bodnar & Vilhelm Niklasson & Erik Thors'en
- 2205.01436 Potential gains of long-distance trade in electricity
by Javier L'opez Prol & Karl W. Steininger & Keith Williges & Wolf D. Grossmann & Iris Grossmann
- 2205.01387 Integration of Behavioral Economic Models to Optimize ML performance and interpretability: a sandbox example
by Emilio Soria-Olivas & Jos'e E. Vila Gisbert & Regino Barranquero Carde~nosa & Yolanda Gomez
- 2205.01386 An Intrinsic Entropy Model for Exchange-Traded Securities
by Claudiu Vinte & Ion Smeureanu & Titus-Felix Furtuna & Marcel Ausloos
- 2205.01370 A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model
by Claudiu Vinte & Marcel Ausloos & Titus Felix Furtuna
- 2205.01317 Open vs Closed-ended questions in attitudinal surveys -- comparing, combining, and interpreting using natural language processing
by Vishnu Baburajan & Jo~ao de Abreu e Silva & Francisco Camara Pereira
- 2205.01260 A Model of Financial Market Control
by Yoshihiro Ohashi
- 2205.01255 Incorporating Financial Hardship in Measuring the Mental Health Impact of Housing Stress
by Timothy Ludlow & Jonas Fooken & Christiern Rose & Kam Tang
- 2205.01246 Heterogeneous Treatment Effects for Networks, Panels, and other Outcome Matrices
by Eric Auerbach & Yong Cai
- 2205.01216 Estimating beneficiaries of the child tax credit: past, present, and future
by Ashley Nunes & Chung Yi See & Lucas Woodley & Nicole A. Divers & Audrey L. Cui
- 2205.01175 Integrating Structural and Reduced-Form Methods in Empirical Finance
by Toni M. Whited
- 2205.01094 A Word is Worth A Thousand Dollars: Adversarial Attack on Tweets Fools Stock Predictions
by Yong Xie & Dakuo Wang & Pin-Yu Chen & Jinjun Xiong & Sijia Liu & Sanmi Koyejo
- 2205.01012 Excess Out-of-Sample Risk and Fleeting Modes
by Jean-Philippe Bouchaud & Iacopo Mastromatteo & Marc Potters & Konstantin Tikhonov
- 2205.00993 A systematic analysis of biotech startups that went public in the first half of 2021
by Sebastian G. Huayamares & Melissa P. Lokugamage & Alejandro J. Da Silva Sanchez & James E. Dahlman
- 2205.00975 A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets
by Katarzyna Maciejowska
- 2205.00974 Cross Cryptocurrency Relationship Mining for Bitcoin Price Prediction
by Panpan Li & Shengbo Gong & Shaocong Xu & Jiajun Zhou & Yu Shanqing & Qi Xuan
- 2205.00957 Decisions with Uncertain Consequences -- A Total Ordering on Loss-Distributions
by Stefan Rass & Sandra Konig & Stefan Schauer
- 2205.00924 A short term credibility index for central banks under inflation targeting: an application to Brazil
by Alain Hecq & Joao Issler & Elisa Voisin
- 2205.00852 A Note on "A survey of preference estimation with unobserved choice set heterogeneity" by Gregory S. Crawford, Rachel Griffith, and Alessandro Iaria
by C. Angelo Guevara
- 2205.00825 Stochastic Online Fisher Markets: Static Pricing Limits and Adaptive Enhancements
by Devansh Jalota & Yinyu Ye
- 2205.00799 Optimal preference satisfaction for conflict-free joint decisions
by Hiroaki Shinkawa & Nicolas Chauvet & Guillaume Bachelier & Andr'e Rohm & Ryoichi Horisaki & Makoto Naruse
- 2205.00752 A basic macroeconomic agent-based model for analyzing monetary regime shifts
by Florian Peters & Doris Neuberger & Oliver Reinhardt & Adelinde Uhrmacher
- 2205.00684 Rational social distancing policy during epidemics with limited healthcare capacity
by Simon K. Schnyder & John J. Molina & Ryoichi Yamamoto & Matthew S. Turner
- 2205.00666 (Private)-Retroactive Carbon Pricing [(P)ReCaP]: A Market-based Approach for Climate Finance and Risk Assessment
by Yoshua Bengio & Prateek Gupta & Dylan Radovic & Maarten Scholl & Andrew Williams & Christian Schroeder de Witt & Tianyu Zhang & Yang Zhang
- 2205.00634 Numerical Method for Highly Non-linear Mean-reverting Asset Price Model with CEV-type Process
by Emmanuel Coffie
- 2205.00605 Cluster-based Regression using Variational Inference and Applications in Financial Forecasting
by Udai Nagpal & Krishan Nagpal
- 2205.00586 Fitting Generalized Tempered Stable distribution: Fractional Fourier Transform (FRFT) Approach
by A. H. Nzokem & V. T. Montshiwa
- 2205.00577 Higher-order Expansions and Inference for Panel Data Models
by Jiti Gao & Bin Peng & Yayi Yan
- 2205.00573 Pricing Path-dependent Options under Stochastic Volatility via Mellin Transform
by Jiling Cao & Jeong-Hoon Kim & Xi Li & Wenjun Zhang
- 2205.00564 Strategic Behavior under Context Misalignment
by Pierfrancesco Guarino & Gabriel Ziegler
- 2205.00497 The Distribution of Occupational Tasks in the United States: Implications for a Diverse and Aging Population
by Samuel Cole & Zachary Cowell & John M. Nunley & R. Alan Seals Jr
- 2205.00494 Transient impact from the Nash equilibrium of a permanent market impact game
by Francesco Cordoni & Fabrizio Lillo
- 2205.00492 Understanding Distance Measures Among Elections
by Niclas Boehmer & Piotr Faliszewski & Rolf Niedermeier & Stanis{l}aw Szufa & Tomasz Wk{a}s
- 2205.00450 On priority in multi-issue bankruptcy problems with crossed claims
by Rick K. Acosta-Vega & Encarnaci'on Algaba & Joaqu'in S'anchez-Soriano
- 2205.00383 Regulating stochastic clocks
by Zhe Fei & Weixuan Xia
- 2205.00378 The Cost of Lunar Landing Pads with a Trade Study of Construction Methods
by Philip T. Metzger & Greg W. Autry
- 2205.00335 Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches
by Mohammadreza Mahmoudi
- 2205.00295 Greenhouse Gas Emissions and its Main Drivers: a Panel Assessment for EU-27 Member States
by I. Jianu & S. M. Jeloaica & M. D. Tudorache
- 2205.00279 Distance between closed sets and the solutions to stochastic partial differential equations
by Toshiyuki Nakayama & Stefan Tappe
- 2205.00278 Mentors and Recombinators: Multi-Dimensional Social Learning
by Srinivas Arigapudi & Omer Edhan & Yuval Heller & Ziv Hellman
- 2205.00171 A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates
by Qingliang Fan & Zijian Guo & Ziwei Mei
- 2205.00140 Improved Approximation to First-Best Gains-from-Trade
by Yumou Fei
- 2205.00104 The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator
by Claudiu Vinte & Marcel Ausloos
- 2205.00055 From Service Quality to E-Service Quality: Measurement, Dimensions and Model
by Salome O. Ighomereho & Afolabi A. Ojo & Samuel O. Omoyele & Samuel O. Olabode
- 2205.00032 Improving the Deferred Acceptance with Minimal Compromise
by Mustafa Oguz Afacan & Umut Dur & A. Arda Gitmez & Ozgur Y{i}lmaz
- 2204.14232 Panoptic: the perpetual, oracle-free options protocol
by Guillaume Lambert & Jesper Kristensen
- 2204.14051 Contests to Incentivize a Target Group
by Edith Elkind & Abheek Ghosh & Paul Goldberg
- 2204.13815 Controlling for Latent Confounding with Triple Proxies
by Ben Deaner
- 2204.13726 Auctioning Multiple Goods without Priors
by Wanchang Zhang
- 2204.13664 Individual characteristics associated with risk and time preferences: A multi country representative survey
by Thomas Meissner & Xavier Gassmann & Corinne Faure & Joachim Schleich
- 2204.13587 Supervised machine learning classification for short straddles on the S&P500
by Alexander Brunhuemer & Lukas Larcher & Philipp Seidl & Sascha Desmettre & Johannes Kofler & Gerhard Larcher
- 2204.13488 Penalized Sieve Estimation of Structural Models
by Yao Luo & Peijun Sang
- 2204.13481 Bunching and Taxing Multidimensional Skills
by Job Boerma & Aleh Tsyvinski & Alexander P. Zimin
- 2204.13424 From prediction markets to interpretable collective intelligence
by Alexey V. Osipov & Nikolay N. Osipov
- 2204.13398 Portfolio Diversification Revisited
by Charles Shaw
- 2204.13392 Dynamic screening
by David Lagziel & Ehud Lehrer
- 2204.13385 Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange
by Gour Sundar Mitra Thakur & Rupak Bhattacharyya & Seema Sarkar
- 2204.13338 Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets
by Masanori Hirano & Hiroki Sakaji & Kiyoshi Izumi
- 2204.13265 Adaptive Multi-Strategy Market-Making Agent For Volatile Markets
by Ali Raheman & Anton Kolonin & Alexey Glushchenko & Arseniy Fokin & Ikram Ansari
- 2204.13150 Impulse response estimation via flexible local projections
by Haroon Mumtaz & Michele Piffer
- 2204.13102 The Price and Cost of Bitcoin
by John E. Marthinsen & Steven R. Gordon
- 2204.12992 Estimation of Recursive Route Choice Models with Incomplete Trip Observations
by Tien Mai & The Viet Bui & Quoc Phong Nguyen & Tho V. Le
- 2204.12933 High-Frequency-Based Volatility Model with Network Structure
by Huiling Yuan & Guodong Li & Junhui Wang
- 2204.12932 NFT Appraisal Prediction: Utilizing Search Trends, Public Market Data, Linear Regression and Recurrent Neural Networks
by Shrey Jain & Camille Bruckmann & Chase McDougall
- 2204.12929 Sequence-Based Target Coin Prediction for Cryptocurrency Pump-and-Dump
by Sihao Hu & Zhen Zhang & Shengliang Lu & Bingsheng He & Zhao Li
- 2204.12928 Causal Analysis of Generic Time Series Data Applied for Market Prediction
by Anton Kolonin & Ali Raheman & Mukul Vishwas & Ikram Ansari & Juan Pinzon & Alice Ho
- 2204.12914 Forecasting foreign exchange rates with regression networks tuned by Bayesian optimization
by Linwei Li & Paul-Amaury Matt & Christian Heumann
- 2204.12865 The universality in urban commuting across and within cities
by Lei Dong & Paolo Santi & Yu Liu & Siqi Zheng & Carlo Ratti
- 2204.12766 Two-dimensional forward and backward transition rates
by Theis Bathke & Marcus Christiansen
- 2204.12723 On the limitations of data-based price discrimination
by Haitian Xie & Ying Zhu & Denis Shishkin
- 2204.12657 Modeling dynamic volatility under uncertain environment with fuzziness and randomness
by Xianfei Hui & Baiqing Sun & Hui Jiang & Yan Zhou
- 2204.12472 A Multivariate Spatial and Spatiotemporal ARCH Model
by Philipp Otto
- 2204.12462 GMM is Inadmissible Under Weak Identification
by Isaiah Andrews & Anna Mikusheva
- 2204.12436 Incentives in Social Decision Schemes with Pairwise Comparison Preferences
by Felix Brandt & Patrick Lederer & Warut Suksompong
- 2204.12374 An empirical equilibrium model of formal and informal credit markets in developing countries
by Fan Wang
- 2204.12359 Changes in Retirement Savings During the COVID Pandemic
by Elena Derby & Lucas Goodman & Kathleen Mackie & Jacob Mortenson
- 2204.12251 Limits of Semistatic Trading Strategies
by Marcel Nutz & Johannes Wiesel & Long Zhao
- 2204.12250 Martingale Schr\"odinger Bridges and Optimal Semistatic Portfolios
by Marcel Nutz & Johannes Wiesel & Long Zhao
- 2204.12023 A One-Covariate-at-a-Time Method for Nonparametric Additive Models
by Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou
- 2204.11931 Pareto Optimization in Categories
by Matilde Marcolli
- 2204.11849 Heterogeneous Information Network based Default Analysis on Banking Micro and Small Enterprise Users
by Zheng Zhang & Yingsheng Ji & Jiachen Shen & Xi Zhang & Guangwen Yang
- 2204.11748 Optimal Decision Rules when Payoffs are Partially Identified
by Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide
- 2204.11735 Forecasting Electricity Prices
by Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron
- 2204.11585 Will claim history become a deprecated rating factor? An optimal design method for the real-time road risk model
by Jiamin Yu
- 2204.11554 CVA in fractional and rough volatility models
by Elisa Al`os & Fabio Antonelli & Alessandro Ramponi & Sergio Scarlatti
- 2204.11451 Safe Delivery of Critical Services in Areas with Volatile Security Situation via a Stackelberg Game Approach
by Tien Mai & Arunesh Sinha
- 2204.11438 Joint mixability and notions of negative dependence
by Takaaki Koike & Liyuan Lin & Ruodu Wang
- 2204.11318 Identification and Statistical Decision Theory
by Charles F. Manski
- 2204.11203 Quantum Bohmian Inspired Potential to Model Non-Gaussian Events and the Application in Financial Markets
by Reza Hosseini & Samin Tajik & Zahra Koohi Lai & Tayeb Jamali & Emmanuel Haven & G. Reza Jafari
- 2204.11107 Debt-Financed Collateral and Stability Risks in the DeFi Ecosystem
by Michael Darlin & Georgios Palaiokrassas & Leandros Tassiulas
- 2204.11088 Trade Facilitation and Economic Growth Among Middle-Income Countries
by Victor Ushahemba Ijirshar
- 2204.11069 Kyle's Model with Stochastic Liquidity
by Ibrahim Ekren & Brad Mostowski & Gordan v{Z}itkovi'c
- 2204.10971 An Efficient Approach for Optimizing the Cost-effective Individualized Treatment Rule Using Conditional Random Forest
by Yizhe Xu & Tom H. Greene & Adam P. Bress & Brandon K. Bellows & Yue Zhang & Zugui Zhang & Paul Kolm & William S. Weintraub & Andrew S. Moran & Jincheng Shen
- 2204.10963 Local Gaussian process extrapolation for BART models with applications to causal inference
by Meijiang Wang & Jingyu He & P. Richard Hahn
- 2204.10944 Converting One-Way Streets to Two-Way Streets to Improve Transportation Network Efficiency and Reduce Vehicle Distance Traveled
by Geoff Boeing & William Riggs
- 2204.10820 How causal machine learning can leverage marketing strategies: Assessing and improving the performance of a coupon campaign
by Henrika Langen & Martin Huber
- 2204.10692 Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives
by Hossein Nohrouzian & Anatoliy Malyarenko & Ying Ni
- 2204.10495 Adversarial Estimators
by Jonas Metzger
- 2204.10478 On the Robustness of Second-Price Auctions in Prior-Independent Mechanism Design
by Jerry Anunrojwong & Santiago R. Balseiro & Omar Besbes
- 2204.10445 MTE with Misspecification
by Juli'an Mart'inez-Iriarte & Pietro Emilio Spini
- 2204.10359 Boundary Adaptive Local Polynomial Conditional Density Estimators
by Matias D. Cattaneo & Rajita Chandak & Michael Jansson & Xinwei Ma
- 2204.10304 Measuring artificial intelligence: a systematic assessment and implications for governance
by Kerstin Hotte & Taheya Tarannum & Vilhelm Verendel & Lauren Bennett
- 2204.10275 Do t-Statistic Hurdles Need to be Raised?
by Andrew Y. Chen
- 2204.10243 Heterogeneous rarity patterns drive price dynamics in NFT collections
by Amin Mekacher & Alberto Bracci & Matthieu Nadini & Mauro Martino & Laura Alessandretti & Luca Maria Aiello & Andrea Baronchelli
- 2204.10177 Scale Dependencies and Self-Similar Models with Wavelet Scattering Spectra
by Rudy Morel & Gaspar Rochette & Roberto Leonarduzzi & Jean-Philippe Bouchaud & St'ephane Mallat
- 2204.10154 From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting
by Oliver Grothe & Fabian Kachele & Fabian Kruger
- 2204.10103 Short-time asymptotics for non self-similar stochastic volatility models
by Giacomo Giorgio & Barbara Pacchiarotti & Paolo Pigato
- 2204.10026 A Structured Survey of Quantum Computing for the Financial Industry
by Franco D. Albareti & Thomas Ankenbrand & Denis Bieri & Esther Hanggi & Damian Lotscher & Stefan Stettler & Marcel Schongens
- 2204.09568 Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting
by Souhir Ben Amor & Heni Boubaker & Lotfi Belkacem
- 2204.09544 Digging into Primary Financial Market: Challenges and Opportunities of Adopting Blockchain
by Ji Liu & Zheng Xu & Yanmei Zhang & Wei Dai & Hao Wu & Shiping Chen
- 2204.09450 Who Benefits from Political Connections in Brazilian Municipalities
by Pedro Forquesato
- 2204.09250 Impacts of Public Information on Flexible Information Acquisition
by Takashi Ui
- 2204.09231 Optimal reconciliation with immutable forecasts
by Bohan Zhang & Yanfei Kang & Anastasios Panagiotelis & Feng Li
- 2204.08986 The 2020 Census Disclosure Avoidance System TopDown Algorithm
by John M. Abowd & Robert Ashmead & Ryan Cumings-Menon & Simson Garfinkel & Micah Heineck & Christine Heiss & Robert Johns & Daniel Kifer & Philip Leclerc & Ashwin Machanavajjhala & Brett Moran & William Sexton & Matthew Spence & Pavel Zhuravlev
- 2204.08882 Calibrating distribution models from PELVE
by Hirbod Assa & Liyuan Lin & Ruodu Wang
- 2204.08876 Transparency and Policymaking with Endogenous Information Provision
by Hanzhe Li
- 2204.08798 Semantics meets attractiveness: Choice by salience
by Alfio Giarlotta & Angelo Petralia & Stephen Watson
- 2204.08723 Data Provision to an Informed Seller
by Shota Ichihashi & Alex Smolin
- 2204.08659 Markovian Persuasion with Stochastic Revelations
by Ehud Lehrer & Dimitry Shaiderman
- 2204.08581 On Parametric Optimal Execution and Machine Learning Surrogates
by Tao Chen & Mike Ludkovski & Moritz Vo{ss}
- 2204.08356 Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes
by Federico Bugni & Ivan Canay & Azeem Shaikh & Max Tabord-Meehan
- 2204.08340 Research on the accumulation effect model of technological innovation in textile industry based on chaos theory
by Xiangtai Zuo
- 2204.08300 Axiomatic Characterizations of Draft Rules
by Jacob Coreno & Ivan Balbuzanov
- 2204.08289 A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate
by Souhir Ben Amor & Heni Boubaker & Lotfi Belkacem
- 2204.08283 Feature-based intermittent demand forecast combinations: bias, accuracy and inventory implications
by Li Li & Yanfei Kang & Fotios Petropoulos & Feng Li
- 2204.08168 Nonlinear and Nonseparable Structural Functions in Fuzzy Regression Discontinuity Designs
by Haitian Xie
- 2204.08071 Eigen mode selection in human subject game experiment
by Zhijian Wang & Qinmei Yao & Yijia Wang
- 2204.07989 Second-order accuracy metrics for scoring models and their practical use
by M. V. Pomazanov
- 2204.07914 Constrained optimal stopping under a regime-switching model
by Takuji Arai & Masahiko Takenaka
- 2204.07891 Bad Weather, Social Network, and Internal Migration; Case of Japanese Sumo Wrestlers 1946-1985
by Eiji Yamamura
- 2204.07888 AI, Ageing and Brain-Work Productivity: Technological Change in Professional Japanese Chess
by Eiji Yamamura & Ryohei Hayashi
- 2204.07672 Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect
by Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge
- 2204.07506 Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model
by Victor Olkhov
- 2204.07474 The comparative statics of persuasion
by Gregorio Curello & Ludvig Sinander
- 2204.07255 The cost of strategy-proofness in school choice
by Josue Ortega & Thilo Klein
- 2204.07220 Nonparametric Analysis of Dynamic Random Utility Models
by Nail Kashaev & Victor H. Aguiar
- 2204.07191 Inference from Selectively Disclosed Data
by Ying Gao
- 2204.07134 Reinforcement Learning Policy Recommendation for Interbank Network Stability
by Alessio Brini & Gabriele Tedeschi & Daniele Tantari
- 2204.07115 Risk measures under model uncertainty: a Bayesian viewpoint
by Christa Cuchiero & Guido Gazzani & Irene Klein
- 2204.06967 JUE Insight: The (Non-)Effect of Opportunity Zones on Housing Prices
by Jiafeng Chen & Edward Glaeser & David Wessel
- 2204.06943 Option Pricing with Time-Varying Volatility Risk Aversion
by Peter Reinhard Hansen & Chen Tong
- 2204.06848 Learning Probability Distributions in Macroeconomics and Finance
by Jozef Barunik & Lubos Hanus
- 2204.06820 On allocations that give intersecting groups their fair share
by Uriel Feige & Yehonatan Tahan
- 2204.06692 Stability of China's Stock Market: Measure and Forecast by Ricci Curvature on Network
by Xinyu Wang & Liang Zhao & Ning Zhang & Liu Feng & Haibo Lin
- 2204.06637 Nonparametric Identification of Differentiated Products Demand Using Micro Data
by Steven T. Berry & Philip A. Haile
- 2204.06588 Environmental injustice in America: Racial disparities in exposure to air pollution health damages from freight trucking
by Priyank Lathwal & Parth Vaishnav & M. Granger Morgan
- 2204.06545 A stakeholder-oriented multi-criteria optimization model for decentral multi-energy systems
by Nils Korber & Maximilian Rohrig & Andreas Ulbig
- 2204.06115 Integrating Distributed Energy Resources: Optimal Prosumer Decisions and Impacts of Net Metering Tariffs
by Ahmed S. Alahmed & Lang Tong
- 2204.06109 Prediction of motor insurance claims occurrence as an imbalanced machine learning problem
by Sebastian Baran & Przemys{l}aw Rola
- 2204.05979 Discovering material information using hierarchical Reformer model on financial regulatory filings
by Francois Mercier & Makesh Narsimhan
- 2204.05952 Retrieval from Mixed Sampling Frequency: Generic Identifiability in the Unit Root VAR
by Philipp Gersing & Leopold Soegner & Manfred Deistler
- 2204.05926 Ensemble learning for portfolio valuation and risk management
by Lotfi Boudabsa & Damir Filipovi'c
- 2204.05806 Variational Heteroscedastic Volatility Model
by Zexuan Yin & Paolo Barucca
- 2204.05793 Coarse Personalization
by Walter W. Zhang & Sanjog Misra
- 2204.05783 Stock Price Prediction using Sentiment Analysis and Deep Learning for Indian Markets
by Narayana Darapaneni & Anwesh Reddy Paduri & Himank Sharma & Milind Manjrekar & Nutan Hindlekar & Pranali Bhagat & Usha Aiyer & Yogesh Agarwal
- 2204.05781 Forecasting Cryptocurrency Returns from Sentiment Signals: An Analysis of BERT Classifiers and Weak Supervision
by Duygu Ider & Stefan Lessmann
- 2204.05749 A critical assessment of the National Entrepreneurship Context Index of the Global Entrepreneurship Monitor
by Cornelius A. Rietveld & Pankaj C. Patel
- 2204.05680 Anytime-valid sequential testing for elicitable functionals via supermartingales
by Philippe Casgrain & Martin Larsson & Johanna Ziegel
- 2204.05611 Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach
by Maaz Mahadi & Tarig Ballal & Muhammad Moinuddin & Tareq Y. Al-Naffouri & Ubaid Al-Saggaf
- 2204.05527 Neyman allocation is minimax optimal for best arm identification with two arms
by Karun Adusumilli
- 2204.05507 Inducing Social Optimality in Games via Adaptive Incentive Design
by Chinmay Maheshwari & Kshitij Kulkarni & Manxi Wu & Shankar Sastry
- 2204.05500 Impact of an Employment Policy on Companies' Expectations Fulfilment
by Javier Espinosa-Brito & Carlos Yevenes-Ortega & Gonzalo Franetovic-Guzman & Diana Ochoa-Diaz
- 2204.05480 Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data
by Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang
- 2204.05403 Optimal brokerage contracts in Almgren-Chriss model with multiple clients
by Guillermo Alonso Alvarez & Sergey Nadtochiy & Kevin Webster
- 2204.05314 Non-equilibrium phase transitions in competitive markets caused by network effects
by Andrew Lucas
- 2204.05304 Hierarchical Bayesian Persuasion: Importance of Vice Presidents
by Majid Mahzoon
- 2204.05298 Two-step estimation in linear regressions with adaptive learning
by Alexander Mayer
- 2204.05238 Optimal Routing for Constant Function Market Makers
by Guillermo Angeris & Tarun Chitra & Alex Evans & Stephen Boyd
- 2204.05204 Automatic Adjoint Differentiation for special functions involving expectations
by Jos'e Brito & Andrei Goloubentsev & Evgeny Goncharov
- 2204.05199 The short-term effect of COVID-19 pandemic on China's crude oil futures market: A study based on multifractal analysis
by Shao Ying-Hui & Liu Ying-Lin & Yang Yan-Hong
- 2204.05175 Partially Linear Models under Data Combination
by Xavier D'Haultf{oe}uille & Christophe Gaillac & Arnaud Maurel
- 2204.05105 Describing Sen's Transitivity Condition in Inequalities and Equations
by Fujun Hou
- 2204.05062 On Locally Rationalizable Social Choice Functions
by Felix Brandt & Chris Dong
- 2204.04939 Bootstrap Cointegration Tests in ARDL Models
by Stefano Bertelli & Gianmarco Vacca & Maria Grazia Zoia
- 2204.04860 State capital involvement, managerial sentiment and firm innovation performance Evidence from China
by Xiangtai Zuo
- 2204.04794 Willingness to pay, surplus and Insurance policy under dual theory
by Neji Saidi
- 2204.04774 Revenue Management Under the Markov Chain Choice Model with Joint Price and Assortment Decisions
by Anton J. Kleywegt & Hongzhang Shao
- 2204.04701 Educational Inequality
by Jo Blanden & Matthias Doepke & Jan Stuhler
- 2204.04396 Local Knowledge and Natural Resource Management in a Peasant Farming Community Facing Rapid Change: A Critical Examination
by Jules R. Siedenburg
- 2204.04251 A Rotating Proposer Mechanism for Team Formation
by Jian Low & Chen Hajaj & Yevgeniy Vorobeychik
- 2204.03989 Finding all stable matchings with assignment constraints
by Gregory Gutin & Philip R. Neary & Anders Yeo
- 2204.03948 The Psychology of Mineral Wealth: Empirical Evidence from Kazakhstan
by Elissaios Pappyrakis & Osiris Jorge Parcero
- 2204.03803 On Maximum Weighted Nash Welfare for Binary Valuations
by Warut Suksompong & Nicholas Teh
- 2204.03799 Optimal allocations to heterogeneous agents with an application to stimulus checks
by Vegard M. Nygaard & Bent E. S{o}rensen & Fan Wang
- 2204.03798 Log-optimal portfolio after a random time: Existence, description and sensitivity analysis
by Ferdoos Alharbi & Tahir Choulli
- 2204.03760 The market drives ETFs or ETFs the market: causality without Granger
by Peter Lerner
- 2204.03450 Reputation as insurance: how reputation moderates public backlash following a company's decision to profiteer
by Danae Arroyos-Calvera & Nattavudh Powdthavee
- 2204.03318 What is the effect of EU's fuel-tax cuts on Russia's oil income?
by Johan Gars & Daniel Spiro & Henrik Wachtmeister
Printed from https://ideas.repec.org/s/arx/papers46.html
