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Content
2022
- 2204.03285 Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
by Rutger van der Spek & Alexis Derumigny
- 2204.03094 Super-linear Scaling Behavior for Electric Vehicle Chargers and Road Map to Addressing the Infrastructure Gap
by Alexius Wadell & Matthew Guttenberg & Christopher P. Kempes & Venkatasubramanian Viswanathan
- 2204.03055 To Participate Or Not To Participate: An Investigation Of Strategic Participation In Standards
by Paras Bhatt & Claire Vishik & Govind Hariharan & H. Raghav Rao
- 2204.02891 Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning
by Xianfei Hui & Baiqing Sun & Indranil SenGupta & Yan Zhou & Hui Jiang
- 2204.02757 Risk budget portfolios with convex Non-negative Matrix Factorization
by Bruno Spilak & Wolfgang Karl Hardle
- 2204.02682 Bridging the Gap: Decoding the Intrinsic Nature of Time in Market Data
by James B. Glattfelder & Anton Golub
- 2204.02680 Relevance of Wrong-Way Risk in Funding Valuation Adjustments
by T. van der Zwaard & L. A. Grzelak & C. W. Oosterlee
- 2204.02623 Attention-based CNN-LSTM and XGBoost hybrid model for stock prediction
by Zhuangwei Shi & Yang Hu & Guangliang Mo & Jian Wu
- 2204.02542 Early life height and weight production functions with endogenous energy and protein inputs
by Esteban Puentes & Fan Wang & Jere R. Behrman & Fl'avio Cunha & John Hoddinott & John A. Maluccio & Linda S. Adair & Judith B. Borja & Reynaldo Martorell & Aryeh D. Stein
- 2204.02376 Local volatility under rough volatility
by Florian Bourgey & Stefano De Marco & Peter K. Friz & Paolo Pigato
- 2204.02374 Causal Discovery of Macroeconomic State-Space Models
by Emmet Hall-Hoffarth
- 2204.02346 Finitely Heterogeneous Treatment Effect in Event-study
by Myungkou Shin
- 2204.02154 Simple dominance of fixed priority top trading cycles
by Pinaki Mandal
- 2204.02073 Asymptotic Theory for Unit Root Moderate Deviations in Quantile Autoregressions and Predictive Regressions
by Christis Katsouris
- 2204.02038 Macroeconomic Dynamics in a finite world: the Thermodynamic Potential Approach
by 'Eric Herbert & and Gael Giraud & Aur'elie Louis-Napol'eon & Christophe Goupil
- 2204.01974 Microtransit adoption in the wake of the COVID-19 pandemic: evidence from a choice experiment with transit and car commuters
by Jason Soria & Shelly Etzioni & Yoram Shiftan & Amanda Stathopoulos & Eran Ben-Elia
- 2204.01933 You are what your parents expect: Height and local reference points
by Fan Wang & Esteban Puentes & Jere R. Behrman & Fl'avio Cunha
- 2204.01884 Policy Learning with Competing Agents
by Roshni Sahoo & Stefan Wager
- 2204.01850 Robust Portfolio Design and Stock Price Prediction Using an Optimized LSTM Model
by Jaydip Sen & Saikat Mondal & Gourab Nath
- 2204.01683 Kernel-weighted specification testing under general distributions
by Sid Kankanala & Victoria Zinde-Walsh
- 2204.01535 Retail Central Bank Digital Currencies (CBDC), Disintermediation and Financial Privacy: The Case of the Bahamian Sand Dollar
by Kilian Wenker
- 2204.01373 A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions
by Karsten Reichold & Carsten Jentsch
- 2204.01296 Technology and jobs: A systematic literature review
by Kerstin Hotte & Melline Somers & Angelos Theodorakopoulos
- 2204.01284 On a Stochastic Model of Diversification
by Maria Logvaneva & Mikhail Tselishchev
- 2204.01215 Capturing positive network attributes during the estimation of recursive logit models: A prism-based approach
by Yuki Oyama
- 2204.01196 Fewer, better pathways for all? Intersectional impacts of rural school consolidation in China's minority regions
by Emily Hannum & Fan Wang
- 2204.01071 Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information
by Jonathan Ansari & Eva Lutkebohmert & Ariel Neufeld & Julian Sester
- 2204.00894 The Price of COVID-19 Risk in a Public University
by Duha Altindag & Samuel Cole & R. Alan Seals Jr
- 2204.00883 Electricity Price Forecasting: The Dawn of Machine Learning
by Arkadiusz Jk{e}drzejewski & Jesus Lago & Grzegorz Marcjasz & Rafa{l} Weron
- 2204.00872 Calibration window selection based on change-point detection for forecasting electricity prices
by Julia Nasiadka & Weronika Nitka & Rafa{l} Weron
- 2204.00848 Stability of heteroclinic cycles: a new approach
by Telmo Peixe & Alexandre A. Rodrigues
- 2204.00801 Robust Estimation of Conditional Factor Models
by Qihui Chen
- 2204.00785 Rural Pension System and Farmers' Participation in Residents' Social Insurance
by Tao Xu
- 2204.00713 Individual Rationality Conditions of Identifying Matching Costs in Transferable Utility Matching Games
by Suguru Otani
- 2204.00582 Female Agency and its Implications on Mental and Physical Health: Evidence from the city of Dhaka
by Upasak Das & Gindo Tampubolon
- 2204.00551 Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap
by Santiago Pereda-Fern'andez
- 2204.00530 Consumption-investment decisions with endogenous reference point and drawdown constraint
by Zongxia Liang & Xiaodong Luo & Fengyi Yuan
- 2204.00473 Finite Sample Inference in Incomplete Models
by Lixiong Li & Marc Henry
- 2204.00419 Artificial Intelligence and work: a critical review of recent research from the social sciences
by Jean-Philippe Deranty & Thomas Corbin
- 2204.00362 Estimating Separable Matching Models
by Alfred Galichon & Bernard Salani'e
- 2204.00347 Insuring uninsurable income
by Michiko Ogaku
- 2204.00312 No arbitrage global parametrization for the eSSVI volatility surface
by Arianna Mingone
- 2204.00251 The return of (I)DeFiX
by Florentina c{S}oiman & Guillaume Dumas & Sonia Jimenez-Garces
- 2204.00219 Same environment, stratified impacts? Air pollution, extreme temperatures, and birth weight in south China
by Xiaoying Liu & Jere R. Behrman & Emily Hannum & Fan Wang & Qingguo Zhao
- 2204.00204 LoCoV: low dimension covariance voting algorithm for portfolio optimization
by JunTao Duan & Ionel Popescu
- 2204.00189 The spillover effect of neighboring port on regional industrial diversification and regional economic resilience
by Jung-In Yeon & Sojung Hwang & Bogang Jun
- 2204.00180 Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach
by Filip Obradovi'c
- 2204.00059 Lyapunov based Stochastic Stability of Human-Machine Interaction: A Quantum Decision System Approach
by Luke Snow & Shashwat Jain & Vikram Krishnamurthy
- 2204.00052 Digitizing Historical Balance Sheet Data: A Practitioner's Guide
by Sergio Correia & Stephan Luck
- 2203.17232 Performative Power
by Moritz Hardt & Meena Jagadeesan & Celestine Mendler-Dunner
- 2203.17146 Approximate Group Fairness for Clustering
by Bo Li & Lijun Li & Ankang Sun & Chenhao Wang & Yingfan Wang
- 2203.17101 Estimating the Effects of Educational System Consolidation: The Case of China's Rural School Closure Initiative
by Emily Hannum & Xiaoying Liu & Fan Wang
- 2203.16816 Budget-Constrained Auctions with Unassured Priors: Strategic Equivalence and Structural Properties
by Zhaohua Chen & Mingwei Yang & Chang Wang & Jicheng Li & Zheng Cai & Yukun Ren & Zhihua Zhu & Xiaotie Deng
- 2203.16809 Optimal and Robust Disclosure of Public Information
by Takashi Ui
- 2203.16612 Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls
by Xiaotong Sun & Charalampos Stasinakis & Georigios Sermpinis
- 2203.16516 Designing a Transactive Electric Vehicle Agent with Customer's Participation Preference
by Ankit Singhal & Sarmad Hanif & Bishnu Bhattarai & Fernando B. dos Reis & Hayden Reeve & Robert Pratt
- 2203.16405 Labour by Design: Contributions of David Card, Joshua Angrist, and Guido Imbens
by Peter Hull & Michal Koles'ar & Christopher Walters
- 2203.16316 Some New Views on Product Space and Related Diversification
by Onder Nomaler & Bart Verspagen
- 2203.16293 Core and stability notions in many-to-one matching markets with indifferences
by Agust'in G. Bonifacio & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2203.16292 Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules
by Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet
- 2203.16272 On a geometrical notion of dimension for partially ordered sets
by Pedro Hack & Daniel A. Braun & Sebastian Gottwald
- 2203.16108 Optimal reinsurance design under solvency constraints
by Benjamin Avanzi & Hayden Lau & Mogens Steffensen
- 2203.15929 Sample Recycling for Nested Simulation with Application in Portfolio Risk Measurement
by Kun Zhang & Ben Mingbin Feng & Guangwu Liu & Shiyu Wang
- 2203.15911 Economic state classification and portfolio optimisation with application to stagflationary environments
by Nick James & Max Menzies & Kevin Chin
- 2203.15890 Testing the identification of causal effects in observational data
by Martin Huber & Jannis Kueck
- 2203.15716 Application of Quantum Computers in Foreign Exchange Reserves Management
by Martin Vesel'y
- 2203.15646 Difference-in-Differences for Policy Evaluation
by Brantly Callaway
- 2203.15603 Estimating Nonlinear Network Data Models with Fixed Effects
by David W. Hughes
- 2203.15470 Graph similarity learning for change-point detection in dynamic networks
by Deborah Sulem & Henry Kenlay & Mihai Cucuringu & Xiaowen Dong
- 2203.15009 DAMNETS: A Deep Autoregressive Model for Generating Markovian Network Time Series
by Jase Clarkson & Mihai Cucuringu & Andrew Elliott & Gesine Reinert
- 2203.14904 Why Do Banks Find Business Process Compliance So Challenging? An Australian Case Study
by Nigel Adams & Adriano Augusto & Michael Davern & Marcello La Rosa
- 2203.14751 Measuring the Impact of Taxes and Public Services on Property Values: A Double Machine Learning Approach
by Isaiah Hull & Anna Grodecka-Messi
- 2203.14669 Dynamic Structure in Four-strategy Game: Theory and Experiment
by Zhijian Wang & Shujie Zhou & Qinmei Yao & Yijia Wang
- 2203.14601 Bribes to Miners: Evidence from Ethereum
by Xiaotong Sun
- 2203.14488 Network structure and fragmentation of the Argentinean interbank markets
by Federico Forte & Pedro Elosegui & Gabriel Montes-Rojas
- 2203.14282 Racial Sentencing Disparities and Differential Progression Through the Criminal Justice System: Evidence From Linked Federal and State Court Data
by Brendon McConnell
- 2203.14259 A Network Approach to Consumption
by Jan Schulz & Daniel M. Mayerhoffer
- 2203.14255 Are Instrumental Variables Really That Instrumental? Endogeneity Resolution in Regression Models for Comparative Studies
by Ravi Kashyap
- 2203.14254 A Network-Based Explanation of Inequality Perceptions
by Jan Schulz & Daniel M. Mayerhoffer & Anna Gebhard
- 2203.14129 Nash, Conley, and Computation: Impossibility and Incompleteness in Game Dynamics
by Jason Milionis & Christos Papadimitriou & Georgios Piliouras & Kelly Spendlove
- 2203.14126 Robust No-Regret Learning in Min-Max Stackelberg Games
by Denizalp Goktas & Jiayi Zhao & Amy Greenwald
- 2203.13999 Distributional Robust Portfolio Construction based on Investor Aversion
by Xin Zhang
- 2203.13991 Risk Assessment with Generic Energy Storage under Exogenous and Endogenous Uncertainty
by Ning Qi & Lin Cheng & Yuxiang Wan & Yingrui Zhuang & Zeyu Liu
- 2203.13887 Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals
by Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis
- 2203.13820 Rough volatility: fact or artefact?
by Rama Cont & Purba Das
- 2203.13790 The echo chamber effect resounds on financial markets: a social media alert system for meme stocks
by Ilaria Gianstefani & Luigi Longo & Massimo Riccaboni
- 2203.13766 Straightening skewed markets with an index tracking optimizationless portfolio
by Daniele Bufalo & Michele Bufalo & Francesco Cesarone & Giuseppe Orlando
- 2203.13740 A generalized precision matrix for t-Student distributions in portfolio optimization
by Karoline Bax & Emanuele Taufer & Sandra Paterlini
- 2203.13713 On the probability of a Condorcet winner among a large number of alternatives
by Lisa Sauermann
- 2203.13140 Online Bipartite Matching via Smoothness
by Jason Hartline
- 2203.13056 Information Preferences of Individual Agents in Linear-Quadratic-Gaussian Network Games
by Furkan Sezer & Ceyhun Eksin
- 2203.13053 A mean-field game of market-making against strategic traders
by Bastien Baldacci & Philippe Bergault & Dylan Possamai
- 2203.13001 The application of techniques derived from artificial intelligence to the prediction of the solvency of bank customers: case of the application of the cart type decision tree (dt)
by Karim Amzile & Rajaa Amzile
- 2203.12968 The Impact of Acquisitions in the Biotechnology Sector on R&D Productivity
by Luca Verginer & Federica Parisi & Jeroen van Lidth de Jeude & Massimo Riccaboni
- 2203.12858 The differences in SAPA Needs by Route, Traffic Volume and after COVID-19
by Katsunobu Okamoto & Takuji Takemoto & Yoshimi Kawamoto & Sachiyo Kamimura
- 2203.12842 Financial statements of companies in Norway
by Ranik Raaen Wahlstr{o}m
- 2203.12740 Correcting Attrition Bias using Changes-in-Changes
by Dalia Ghanem & Sarojini Hirshleifer & D'esir'e K'edagni & Karen Ortiz-Becerra
- 2203.12698 Informational Autocrats, Diverse Societies
by A. Arda Gitmez & Pooya Molavi
- 2203.12657 A Case Study on Nutek India Limited, Regarding Deep Fall in Share Price
by Gurjeet Singh & Pankaj Nagar
- 2203.12611 Submission to the Commission on Taxation and Welfare on introducing a site value tax
by E'oin Flaherty & Constantin Gurdgiev & Ronan Lyons & Emer 'O Siochr'u & James Pike
- 2203.12607 Transactional Interpretation for the Principle of Minimum Fisher Information
by Marcin Makowski & Edward W. Piotrowski & Piotr Frk{a}ckiewicz & Marek Szopa
- 2203.12606 Journey of Cryptocurrency in India In View of Financial Budget 2022-23
by Varun Shukla & Manoj Kumar Misra & Atul Chaturvedi
- 2203.12605 Grandes fraudes y gobiernos corporativos en la Econom\'ia desde mediados del siglo XX
by I Mart'in-de-Santos
- 2203.12603 Solar Term Anomaly in China Stock Market: Evidence from Shanghai Index
by Zhou Tianbao & Li Xinghao & Zhao Junguang
- 2203.12600 Standing Forest Coin (SFC)
by Marcelo de A. Borges & Guido L. de S. Filho & Cicero Inacio da Silva & Anderson M. P. Barros & Raul V. B. J. Britto & Nivaldo M. de C. Junior & Daniel F. L. de Souza
- 2203.12587 Bubble Prediction of Non-Fungible Tokens (NFTs): An Empirical Investigation
by Kensuke Ito & Kyohei Shibano & Gento Mogi
- 2203.12486 An Algorithmic Introduction to Savings Circles
by Rediet Abebe & Adam Eck & Christian Ikeokwu & Samuel Taggart
- 2203.12460 An Exploratory Study of Stock Price Movements from Earnings Calls
by Sourav Medya & Mohammad Rasoolinejad & Yang Yang & Brian Uzzi
- 2203.12457 Neural Network and Order Flow, Technical Analysis: Predicting short-term direction of futures contract
by Yiyang Zheng
- 2203.12456 Reducing overestimating and underestimating volatility via the augmented blending-ARCH model
by Jun Lu & Shao Yi
- 2203.12431 Bounds for Bias-Adjusted Treatment Effect in Linear Econometric Models
by Deepankar Basu
- 2203.12408 Exabel's Factor Model
by {O}yvind Grotmol & Michael Scheuerer & Kjersti Aas & Martin Jullum
- 2203.12402 Performance evaluation of volatility estimation methods for Exabel
by {O}yvind Grotmol & Martin Jullum & Kjersti Aas & Michael Scheuerer
- 2203.12395 Favorit: farmers volatility risk treatment
by Dadasaheb G. Godase & P. R. Sheshagiri Rao & Anil Gore
- 2203.12331 School-age Vaccination, School Openings and Covid-19 diffusion
by Emanuele Amodio & Michele Battisti & Antonio Francesco Gravina & Andrea Mario Lavezzi & Giuseppe Maggio
- 2203.12228 Bivariate Distribution Regression with Application to Insurance Data
by Yunyun Wang & Tatsushi Oka & Dan Zhu
- 2203.12173 The Impact of Geopolitical Conflicts on Trade, Growth, and Innovation
by Carlos G'oes & Eddy Bekkers
- 2203.12123 Mixing Constant Sum and Constant Product Market Makers
by Alexander Port & Neelesh Tiruviluamala
- 2203.11972 Economic Networks: Theory and Computation
by Thomas J. Sargent & John Stachurski
- 2203.11872 Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis
by Daniel Hopp
- 2203.11820 Dealing with Logs and Zeros in Regression Models
by Christophe Bell'ego & David Benatia & Louis Pape
- 2203.11783 The Combinatorial Multi-Round Ascending Auction
by Bernhard Kasberger & Alexander Teytelboym
- 2203.11691 GAM(L)A: An econometric model for interpretable Machine Learning
by Emmanuel Flachaire & Gilles Hacheme & Sullivan Hu'e & S'ebastien Laurent
- 2203.11576 Predictor Selection for Synthetic Controls
by Jaume Vives-i-Bastida
- 2203.11352 A General Framework for Impermanent Loss in Automated Market Makers
by Neelesh Tiruviluamala & Alexander Port & Erik Lewis
- 2203.11318 Deep Reinforcement Learning and Convex Mean-Variance Optimisation for Portfolio Management
by Ruan Pretorius & Terence van Zyl
- 2203.11091 GCNET: graph-based prediction of stock price movement using graph convolutional network
by Alireza Jafari & Saman Haratizadeh
- 2203.11072 Representation for martingales living after a random time with applications
by Tahir Choulli & Ferdoos Alharbi
- 2203.10777 Vulnerability-CoVaR: Investigating the Crypto-market
by Martin Waltz & Abhay Kumar Singh & Ostap Okhrin
- 2203.10774 Fictitious Play with Maximin Initialization
by Sam Ganzfried
- 2203.10683 Indirect Inference for Nonlinear Panel Models with Fixed Effects
by Shuowen Chen
- 2203.10680 The Gerber-Shiu discounted penalty function: A review from practical perspectives
by Yue He & Reiichiro Kawai & Yasutaka Shimizu & Kazutoshi Yamazaki
- 2203.10595 On the Fragility of the Basis on the Hamilton-Jacobi-Bellman Equation in Economic Dynamics
by Yuhki Hosoya
- 2203.10571 Distributionally robust risk evaluation with a causality constraint and structural information
by Bingyan Han
- 2203.10505 Belief identification with state-dependent utilities
by Elias Tsakas
- 2203.10465 Inspection-L: Self-Supervised GNN Node Embeddings for Money Laundering Detection in Bitcoin
by Wai Weng Lo & Gayan K. Kulatilleke & Mohanad Sarhan & Siamak Layeghy & Marius Portmann
- 2203.10305 Keeping up with "The Joneses": reference dependent choice with social comparisons
by Alastair Langtry
- 2203.10206 Incentive Compatibility in Two-Stage Repeated Stochastic Games
by Bharadwaj Satchidanandan & Munther A. Dahleh
- 2203.09972 Cournot duopoly games with isoelastic demands and diseconomies of scale
by Xiaoliang Li
- 2203.09612 Risk-Averse Markov Decision Processes through a Distributional Lens
by Ziteng Cheng & Sebastian Jaimungal
- 2203.09548 Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach
by Manuel Alberto M. Ferreira
- 2203.09298 Weak error rates of numerical schemes for rough volatility
by Paul Gassiat
- 2203.09177 The Variable Volatility Elasticity Model from Commodity Markets
by Fuzhou Gong & Ting Wang
- 2203.09162 Interactions between the individual and the group level in organizations: The case of learning and autonomous group adaptation
by Dario Blanco-Fernandez & Stephan Leitner & Alexandra Rausch
- 2203.09157 Dynamic groups in complex task environments: To change or not to change a winning team?
by Dar'io Blanco-Fern'andez & Stephan Leitner & Alexandra Rausch
- 2203.09128 Time Dependency, Data Flow, and Competitive Advantage
by Ehsan Valavi & Joel Hestness & Marco Iansiti & Newsha Ardalani & Feng Zhu & Karim R. Lakhani
- 2203.09118 Time and the Value of Data
by Ehsan Valavi & Joel Hestness & Newsha Ardalani & Marco Iansiti
- 2203.09015 Multivariate Stochastic Volatility Models and Large Deviation Principles
by Archil Gulisashvili
- 2203.09001 Selection and parallel trends
by Dalia Ghanem & Pedro H. C. Sant'Anna & Kaspar Wuthrich
- 2203.09000 Lorenz map, inequality ordering and curves based on multidimensional rearrangements
by Yanqin Fan & Marc Henry & Brendan Pass & Jorge A. Rivero
- 2203.08933 The Digital Divide in Canada and the Role of LEO Satellites in Bridging the Gap
by Tuheen Ahmmed & Afsoon Alidadi & Zichao Zhang & Aizaz U. Chaudhry & Halim Yanikomeroglu
- 2203.08879 A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models
by Martin Mugnier
- 2203.08859 Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Markets in Initially Enlarged Filtrations
by Geoff Lindsell
- 2203.08794 Double sweep LU decomposition for American options under negative rates
by Fabien Le Floc'h
- 2203.08677 Volterra square-root process: Stationarity and regularity of the law
by Martin Friesen & Peng Jin
- 2203.08635 Measurability of functionals and of ideal point forecasts
by Tobias Fissler & Hajo Holzmann
- 2203.08224 Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests
by Rebekka Buse & Konstantin Gorgen & Melanie Schienle
- 2203.08223 On the dependence structure of the trade/no trade sequence of illiquid assets
by Hamdi Raissi
- 2203.08196 Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in L\'evy Models
by Michael Samet & Christian Bayer & Chiheb Ben Hammouda & Antonis Papapantoleon & Ra'ul Tempone
- 2203.08144 DeepTrust: A Reliable Financial Knowledge Retrieval Framework For Explaining Extreme Pricing Anomalies
by Pok Wah Chan
- 2203.08143 HiSA-SMFM: Historical and Sentiment Analysis based Stock Market Forecasting Model
by Ishu Gupta & Tarun Kumar Madan & Sukhman Singh & Ashutosh Kumar Singh
- 2203.08050 Pairwise Valid Instruments
by Zhenting Sun & Kaspar Wuthrich
- 2203.08014 Non-Existent Moments of Earnings Growth
by Silvia Sarpietro & Yuya Sasaki & Yulong Wang
- 2203.07940 Quantum effects in an expanded Black-Scholes model
by Anantya Bhatnagar & Dimitri D. Vvedensky
- 2203.07865 Characteristics-driven returns in equilibrium
by Guillaume Coqueret
- 2203.07774 An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap
by Jan Arvid Berg & Robin Fritsch & Lioba Heimbach & Roger Wattenhofer
- 2203.07663 Gender differences of the effect of vaccination on perceptions of COVID-19 and mental health in Japan
by Eiji Yamamura & Youki Kosaka & Yoshiro Tsutsui & Fumio Ohtake
- 2203.07660 Effect of the COVID-19 vaccine on preventive behaviors: Evidence from Japan
by Eiji Yamamura & Youki Koska & Yoshiro Tsutsui & Fumio Ohtake
- 2203.07550 Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non-Linear Market with Phase Transitions
by Igor Halperin
- 2203.07469 Quantum Information Elicitation
by Rafael Frongillo
- 2203.07458 On the deterministic-shift extended CIR model in a negative interest rate framework
by Marco Di Francesco & Kevin Kamm
- 2203.07282 Granular Linkages, Supplier Cost Shocks & Export Performance
by Santiago Camara
- 2203.07279 Fairly Dividing Mixtures of Goods and Chores under Lexicographic Preferences
by Hadi Hosseini & Sujoy Sikdar & Rohit Vaish & Lirong Xia
- 2203.07145 Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
by Jonas Crevecoeur & Katrien Antonio & Stijn Desmedt & Alexandre Masquelein
- 2203.06865 Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning Perspective
by Nelson Vadori
- 2203.06860 Cooperative networks and Hodge-Shapley value
by Tongseok Lim
- 2203.06848 A Comparative Study on Forecasting of Retail Sales
by Md Rashidul Hasan & Muntasir A Kabir & Rezoan A Shuvro & Pankaz Das
- 2203.06837 Beckmann's approach to multi-item multi-bidder auctions
by Alexander V. Kolesnikov & Fedor Sandomirskiy & Aleh Tsyvinski & Alexander P. Zimin
- 2203.06685 Encompassing Tests for Nonparametric Regressions
by Elia Lapenta & Pascal Lavergne
- 2203.06640 Measuring anomalies in cigarette sales by using official data from Spanish provinces: Are there only the anomalies detected by the Empty Pack Surveys (EPS) used by Transnational Tobacco Companies (TTCs)?
by Pedro Cadahia & Antonio A. Golpe & Juan M. Mart'in 'Alvarez & E. Asensio
- 2203.06540 Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model
by Cameron Fen & Samir Undavia
- 2203.06539 Regression Monte Carlo for Impulse Control
by Mike Ludkovski
- 2203.06537 Fast Simulation-Based Bayesian Estimation of Heterogeneous and Representative Agent Models using Normalizing Flow Neural Networks
by Cameron Fen
- 2203.06448 Discrete, recurrent, and scalable patterns in human judgement underlie affective picture ratings
by Emanuel A. Azcona & Byoung-Woo Kim & Nicole L. Vike & Sumra Bari & Shamal Lalvani & Leandros Stefanopoulos & Sean Woodward & Martin Block & Aggelos K. Katsaggelos & Hans C. Breiter
- 2203.06353 Efficiency in Random Resource Allocation and Social Choice
by Federico Echenique & Joseph Root & Fedor Sandomirskiy
- 2203.06279 Synthetic Controls in Action
by Alberto Abadie & Jaume Vives-i-Bastida
- 2203.06088 Game Dynamics Structure Control by Design: an Example from Experimental Economics
by Wang Zhijian
- 2203.05785 Innovation Diffusion among Case-based Decision-makers
by Benson Tsz Kin Leung
- 2203.05762 Structure of international trade hypergraphs
by Sudo Yi & Deok-Sun Lee
- 2203.05726 General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations
by Hyong-Chol O & Tae-Song Choe
- 2203.05719 Analytical Pricing of 2 Factor Structural PDE model for a Puttable Bond with Credit Risk
by Hyong Chol O & Dae Song Choe & Gyong-Dok Rim
- 2203.05673 Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization
by Mufhumudzi Muthivhi & Terence L. van Zyl
- 2203.05603 A persistent-homology-based turbulence index & some applications of TDA on financial markets
by Miguel A. Ruiz-Ortiz & Jos'e Carlos G'omez-Larra~naga & Jes'us Rodr'iguez-Viorato
- 2203.05595 Social Networks and Spatial Mobility: Evidence from Facebook in India
by Harshil Sahai & Michael Bailey
- 2203.05593 Labor Demand on a Tight Leash
by Mario Bossler & Martin Popp
- 2203.05545 Optimal times to buy and sell a home
by Matthew Lorig & Natchanon Suaysom
- 2203.05139 On the surplus management of funds with assets and liabilities in presence of solvency requirements
by Benjamin Avanzi & Ping Chen & Lars Frederik Brandt Henriksen & Bernard Wong
- 2203.04924 Quantum advantage for multi-option portfolio pricing and valuation adjustments
by Jeong Yu Han & Patrick Rebentrost
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