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Content
2022
- 2203.04878 The management of scientific and technological infrastructures: the case of the Mexican National Laboratories
by L. Mungu'ia & J. C. Escalante & E. Robles Belmont
- 2203.04770 Non-Smooth Integrability Theory
by Yuhki Hosoya
- 2203.04768 Explainable Machine Learning for Predicting Homicide Clearance in the United States
by Gian Maria Campedelli
- 2203.04579 Multi-Objective reward generalization: Improving performance of Deep Reinforcement Learning for applications in single-asset trading
by Federico Cornalba & Constantin Disselkamp & Davide Scassola & Christopher Helf
- 2203.04418 A class of dissimilarity semimetrics for preference relations
by Hiroki Nishimura & Efe A. Ok
- 2203.04285 Bayesian Persuasion with Mediators
by Itai Arieli & Yakov Babichenko & Fedor Sandomirskiy
- 2203.04101 Populist Discourse and Entrepreneurship: The Role of Political Ideology and Institutions
by Daniel L. Bennett & Christopher J. Boudreaux & Boris N. Nikolaev
- 2203.04080 On Robust Inference in Time Series Regression
by Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim & Aaron Mora
- 2203.04065 Honest calibration assessment for binary outcome predictions
by Timo Dimitriadis & Lutz Duembgen & Alexander Henzi & Marius Puke & Johanna Ziegel
- 2203.04053 Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer
by Yevhen Havrylenko & Maria Hinken & Rudi Zagst
- 2203.04040 When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume
by Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang
- 2203.04001 Cooperation and punishment mechanisms in uncertain and dynamic networks
by Edoardo Gallo & Yohanes E. Riyanto & Nilanjan Roy & Tat-How Teh
- 2203.03991 Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series
by Yuanrong Wang & Tomaso Aste
- 2203.03874 Detection and treatment of outliers for multivariate robust loss reserving
by Benjamin Avanzi & Mark Lavender & Greg Taylor & Bernard Wong
- 2203.03751 Class Fairness in Online Matching
by Hadi Hosseini & Zhiyi Huang & Ayumi Igarashi & Nisarg Shah
- 2203.03744 Identifying the Deviator
by Noga Alon & Benjamin Gunby & Xiaoyu He & Eran Shmaya & Eilon Solan
- 2203.03613 Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets
by Martin Magris & Mostafa Shabani & Alexandros Iosifidis
- 2203.03565 Monetary policy and the racial wage gap
by Edmond Berisha & Ram Sewak Dubey & Eric Olson
- 2203.03497 Inference in Linear Dyadic Data Models with Network Spillovers
by Nathan Canen & Ko Sugiura
- 2203.03342 High-Resolution Peak Demand Estimation Using Generalized Additive Models and Deep Neural Networks
by Jonathan Berrisch & Micha{l} Narajewski & Florian Ziel
- 2203.03243 Choice and Attention across Time
by Xi Zhi Lim
- 2203.03179 Detecting data-driven robust statistical arbitrage strategies with deep neural networks
by Ariel Neufeld & Julian Sester & Daiying Yin
- 2203.03069 Banking Deserts," City Size, and Socioeconomic Characteristics in Medium and Large U.S. Cities
by Scott W. Hegerty
- 2203.03051 Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data
by Matthew Harding & Carlos Lamarche & Chris Muris
- 2203.03044 Speculation in Procurement Auctions
by Shanglyu Deng
- 2203.03040 Modelplasticity and Abductive Decision Making
by Subhadeep & Mukhopadhyay
- 2203.03032 Weighted-average quantile regression
by Denis Chetverikov & Yukun Liu & Aleh Tsyvinski
- 2203.03003 Offline Deep Reinforcement Learning for Dynamic Pricing of Consumer Credit
by Raad Khraishi & Ramin Okhrati
- 2203.02943 On the weak convergence rate in the discretization of rough volatility models
by Christian Bayer & Masaaki Fukasawa & Shonosuke Nakahara
- 2203.02834 Future role and economic benefits of hydrogen and synthetic energy carriers in Germany: a systematic review of long-term energy scenarios
by Fabian Scheller & Stefan Wald & Hendrik Kondziella & Philipp Andreas Gunkel & Thomas Bruckner & Dogan Keles
- 2203.02804 A highly efficient tensor network algorithm for multi-asset Fourier options pricing
by Michael Kastoryano & Nicola Pancotti
- 2203.02756 Data Science vs Putin: How much does each of us pay for Putin's war?
by Fabian Braesemann & Max Schuler
- 2203.02625 Using Donald Trump's COVID-19 Vaccine Endorsement to Give Public Health a Shot in the Arm: A Large-Scale Ad Experiment
by Bradley J. Larsen & Timothy J. Ryan & Steven Greene & Marc J. Hetherington & Rahsaan Maxwell & Steven Tadelis
- 2203.02599 A reverse ES (CVaR) optimization formula
by Yuanying Guan & Zhanyi Jiao & Ruodu Wang
- 2203.02576 Machine Learning Simulates Agent-Based Model Towards Policy
by Bernardo Alves Furtado & Gustavo Onofre Andre~ao
- 2203.02323 Solution of integrals with fractional Brownian motion for different Hurst indices
by Fei Gao & Shuaiqiang Liu & Cornelis W. Oosterlee & Nico M. Temme
- 2203.02235 Latent Unbalancedness in Three-Way Gravity Models
by Daniel Czarnowske & Amrei Stammann
- 2203.02220 A Classifier-Lasso Approach for Estimating Production Functions with Latent Group Structures
by Daniel Czarnowske
- 2203.02198 Gene-Environment Interplay in the Social Sciences
by Rita Dias Pereira & Pietro Biroli & Titus Galama & Stephanie von Hinke & Hans van Kippersluis & Cornelius A. Rietveld & Kevin Thom
- 2203.02130 Mapping evolving population geography in China
by Lei Dong & Rui Du & Yu Liu
- 2203.02089 A Robust Statistical Analysis of the Role of Hydropower on the System Electricity Price and Price Volatility
by Olukunle O. Owolabi & Kathryn Lawson & Sanhita Sengupta & Yingsi Huang & Lan Wang & Chaopeng Shen & Mila Getmansky Sherman & Deborah A. Sunter
- 2203.01778 The Cost of Influence: How Gifts to Physicians Shape Prescriptions and Drug Costs
by Melissa Newham & Marica Valente
- 2203.01738 Machine learning model to project the impact of Ukraine crisis
by Javad T. Firouzjaee & Pouriya Khaliliyan
- 2203.01729 Amending the Heston Stochastic Volatility Model to Forecast Local Motor Vehicle Crash Rates: A Case Study of Washington, D.C
by Darren Shannon & Grigorios Fountas
- 2203.01664 Tail-GAN: Learning to Simulate Tail Risk Scenarios
by Rama Cont & Mihai Cucuringu & Renyuan Xu & Chao Zhang
- 2203.01614 Optimal Exploration of an Exhaustible Resource with Stochastic Discoveries
by Ivar Ekeland & Wolfram Schlenker & Peter Tankov & Brian Wright
- 2203.01483 Constitutional Implementation of Affirmative Action Policies in India
by Tayfun Sonmez & M. Bumin Yenmez
- 2203.01477 A Matching Mechanism for Provision of Housing to the Marginalized
by J Ceasar Aguma
- 2203.01425 A Modern Gauss-Markov Theorem? Really?
by Benedikt M. Potscher & David Preinerstorfer
- 2203.01384 Descending Price Auctions with Bounded Number of Price Levels and Batched Prophet Inequality
by Saeed Alaei & Ali Makhdoumi & Azarakhsh Malekian & Rad Niazadeh
- 2203.01326 Precise Stock Price Prediction for Optimized Portfolio Design Using an LSTM Model
by Jaydip Sen & Sidra Mehtab & Abhishek Dutta & Saikat Mondal
- 2203.01235 Is Our Research Productivity In Decline? A New Approach in Resolving the Controversy
by Gennady Shkliarevsky
- 2203.01233 Optimal Defaults, Limited Enforcement and the Regulation of Contracts
by Zoe Hitzig & Benjamin Niswonger
- 2203.01160 A Reproducing Kernel Hilbert Space approach to singular local stochastic volatility McKean-Vlasov models
by Christian Bayer & Denis Belomestny & Oleg Butkovsky & John Schoenmakers
- 2203.01091 Doubly truncated moment risk measures for elliptical distributions
by Baishuai Zuo & Chuancun Yin
- 2203.01068 Satellite Image and Machine Learning based Knowledge Extraction in the Poverty and Welfare Domain
by Ola Hall & Mattias Ohlsson & Thortseinn Rognvaldsson
- 2203.00839 Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures
by Baishuai Zuo & Chuancun Yin
- 2203.00729 The Economics and Econometrics of Gene-Environment Interplay
by Pietro Biroli & Titus J. Galama & Stephanie von Hinke & Hans van Kippersluis & Cornelius A. Rietveld & Kevin Thom
- 2203.00684 Awareness and use of quantitative decision-making methods in pharmaceutical development
by Guido Thommes & Martin Oliver Sailer & Nicolas Bonnet & Alex Carlton & Juan J. Abellan & Veronique Robert
- 2203.00618 The resilience of the multirelational structure of geopolitical treaties is critically linked to past colonial world order and offshore fiscal havens
by Pier Luigi Sacco & Alex Arenas & Manlio De Domenico
- 2203.00544 Discovering Opportunities in New York City's Discovery Program: Disadvantaged Students in Highly Competitive Markets
by Yuri Faenza & Swati Gupta & Xuan Zhang
- 2203.00487 Labor Market Integration of Refugees: RCT Evidence from an Early Intervention Program in Sweden
by Matz Dahlberg & Johan Egebark & Gulay Ozcan & Ulrika Vikman
- 2203.00460 Sensitivity Measures Based on Scoring Functions
by Tobias Fissler & Silvana M. Pesenti
- 2203.00427 Making use of supercomputers in financial machine learning
by Philippe Cotte & Pierre Lagier & Vincent Margot & Christophe Geissler
- 2203.00372 Clustering Drives Cooperation on Reputation Networks, All Else Fixed
by Tamas David-Barrett
- 2203.00349 Minimax Risk in Estimating Kink Threshold and Testing Continuity
by Javier Hidalgo & Heejun Lee & Jungyoon Lee & Myung Hwan Seo
- 2203.00184 On the impact of outliers in loss reserving
by Benjamin Avanzi & Mark Lavender & Greg Taylor & Bernard Wong
- 2203.00148 Improved iterative methods for solving risk parity portfolio
by Jaehyuk Choi & Rong Chen
- 2203.00097 Estimating causal effects with optimization-based methods: A review and empirical comparison
by Martin Cousineau & Vedat Verter & Susan A. Murphy & Joelle Pineau
- 2203.00070 Decisions over Sequences
by Bhavook Bhardwaj & Siddharth Chatterjee
- 2202.13996 Risk-Neutral Market Simulation
by Magnus Wiese & Phillip Murray
- 2202.13930 Formalizing Oracle Trust Models for blockchain-based business applications. An example from the supply chain sector
by Giulio Caldarelli
- 2202.13856 Dynamic Spatiotemporal ARCH Models
by Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar
- 2202.13793 Forecasting US Inflation Using Bayesian Nonparametric Models
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino
- 2202.13713 Effect of tax dynamics on linearly growing processes under stochastic resetting: a possible economic model
by Ion Santra
- 2202.13695 Taxpayer deductions and the endogenous probability of tax penalisation
by Alex A. T. Rathke
- 2202.13545 Personalized Subsidy Rules
by Yu-Chang Chen & Haitian Xie
- 2202.13540 Instant Loans Can Lift Subjective Well-Being: A Randomized Evaluation of Digital Credit in Nigeria
by Daniel Bjorkegren & Joshua Blumenstock & Omowunmi Folajimi-Senjobi & Jacqueline Mauro & Suraj R. Nair
- 2202.13417 The political economy of big data leaks: Uncovering the skeleton of tax evasion
by Pier Luigi Sacco & Alex Arenas & Manlio De Domenico
- 2202.13317 The attachment of adult women to the Italian labour market in the shadow of COVID-19
by Davide Fiaschi & Cristina Tealdi
- 2202.13276 An analysis of indifference curves and areas from a human nutrition perspective
by Diego Rold'an & Ang'elica Abad Cisneros & Francisco Rold'an-Ar'auz & Samantha Leta Angamarca & Anah'i Ram'irez Zambrano
- 2202.13089 Stable and metastable contract networks
by Vladimir I. Danilov & Alexander V. Karzanov
- 2202.12946 A contagion process with self-exciting jumps in credit risk applications
by Puneet Pasricha & Dharmaraja Selvamuthu & Selvaraju Natarajan
- 2202.12811 Does an increase in the cost of imported inputs hurt exports? Evidence from firms' network of foreign suppliers
by Santiago Camara
- 2202.12745 Delta family approach for the stochastic control problems of utility maximization
by Jingtang Ma & Zhengyang Lu & Zhenyu Cui
- 2202.12721 The impact of accumulative pension policy on welfare of individuals
by Marika Khozrevanidze
- 2202.12695 Measuring Shocks to Central Bank Independence using Legal Rulings
by Stefan Griller & Florian Huber & Michael Pfarrhofer
- 2202.12644 Variational inference for large Bayesian vector autoregressions
by Mauro Bernardi & Daniele Bianchi & Nicolas Bianco
- 2202.12548 Policy choices and outcomes for offshore wind auctions globally
by Malte Jansen & Philipp Beiter & Iegor Riepin & Felix Muesgens & Victor Juarez Guajardo-Fajardo & Iain Staffell & Bernard Bulder & Lena Kitzing
- 2202.12511 A general characterization of optimal tie-breaker designs
by Harrison H. Li & Art B. Owen
- 2202.12495 Fast variational Bayes methods for multinomial probit models
by Rub'en Loaiza-Maya & Didier Nibbering
- 2202.12453 Social Learning under Platform Influence: Consensus and Persistent Disagreement
by Ozan Candogan & Nicole Immorlica & Bar Light & Jerry Anunrojwong
- 2202.12452 The outcome of the restabilization process in matching markets
by Mill'an Guerra Beatriz Alejandra
- 2202.12405 Can autonomy make bicycle-sharing systems more sustainable? Environmental impact analysis of an emerging mobility technology
by Naroa Coretti Sanchez & Luis Alonso Pastor & Kent Larson
- 2202.12339 Crises and Political Polarization: Towards a Better Understanding of the Timing and Impact of Shocks and Media
by Guglielmo Briscese & Maddalena Grignani & Stephen Stapleton
- 2202.12292 Bridging Level-K to Nash Equilibrium
by Dan Levin & Luyao Zhang
- 2202.12186 Sequential asset ranking in nonstationary time series
by Gabriel Borrageiro
- 2202.12137 From Zero-Intelligence to Queue-Reactive: Limit Order Book modeling for high-frequency volatility estimation and optimal execution
by Tommaso Mariotti & Fabrizio Lillo & Giacomo Toscano
- 2202.12106 The classification of preordered spaces in terms of monotones: complexity and optimization
by Pedro Hack & Daniel A. Braun & Sebastian Gottwald
- 2202.12078 Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects
by Xingyu Li & Yan Shen & Qiankun Zhou
- 2202.12067 A 2D Levy-flight model for the complex dynamics of real-life financial markets
by Hediye Yarahmadi & Abbas Ali Saberi
- 2202.12062 Semiparametric Estimation of Dynamic Binary Choice Panel Data Models
by Fu Ouyang & Thomas Tao Yang
- 2202.11785 The Long-Term Effects of Early-Life Pollution Exposure: Evidence from the London Smog
by Stephanie von Hinke & Emil N. S{o}rensen
- 2202.11671 Distributional Counterfactual Analysis in High-Dimensional Setup
by Ricardo Masini
- 2202.11606 Pricing options on flow forwards by neural networks in Hilbert space
by Fred Espen Benth & Nils Detering & Luca Galimberti
- 2202.11581 Can LSTM outperform volatility-econometric models?
by German Rodikov & Nino Antulov-Fantulin
- 2202.11416 Price formation in financial markets: a game-theoretic perspective
by David Evangelista & Yuri Saporito & Yuri Thamsten
- 2202.11314 Optimal Investment in a Large Population of Competitive and Heterogeneous Agents
by Ludovic Tangpi & Xuchen Zhou
- 2202.11309 Exploring Classic Quantitative Strategies
by Jun Lu
- 2202.11285 Neural Generalised AutoRegressive Conditional Heteroskedasticity
by Zexuan Yin & Paolo Barucca
- 2202.11183 Systemic Risk in Financial Systems: Properties of Equilibria
by John Stachurski
- 2202.11060 Universal approximation of credit portfolio losses using Restricted Boltzmann Machines
by Giuseppe Genovese & Ashkan Nikeghbali & Nicola Serra & Gabriele Visentin
- 2202.11043 Differentially Private Estimation of Heterogeneous Causal Effects
by Fengshi Niu & Harsha Nori & Brian Quistorff & Rich Caruana & Donald Ngwe & Aadharsh Kannan
- 2202.11031 A Unified Nonparametric Test of Transformations on Distribution Functions with Nuisance Parameters
by Xingyu Li & Xiaojun Song & Zhenting Sun
- 2202.10918 Honour Thesis: A Joint Value at Risk and Expected Shortfall Combination Framework and its Applications in the Cryptocurrency Market
by Zhengkun Li
- 2202.10883 Information Design in Smooth Games
by Alex Smolin & Takuro Yamashita
- 2202.10834 Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach
by Olli Palm'en
- 2202.10817 Canonical Portfolios: Optimal Asset and Signal Combination
by Nikan Firoozye & Vincent Tan & Stefan Zohren
- 2202.10760 Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices
by Alhonita Yatie
- 2202.10721 Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia
by Benjamin Bruder & Nazar Kostyuchyk & Thierry Roncalli
- 2202.10685 Discrimination Against Immigrants in the Criminal Justice System: Evidence from Pretrial Detentions
by Patricio Dom'inguez & Nicol'as Grau & Dami'an Vergara
- 2202.10678 Sequential Information Design: Markov Persuasion Process and Its Efficient Reinforcement Learning
by Jibang Wu & Zixuan Zhang & Zhe Feng & Zhaoran Wang & Zhuoran Yang & Michael I. Jordan & Haifeng Xu
- 2202.10623 On financial market correlation structures and diversification benefits across and within equity sectors
by Nick James & Max Menzies & Georg A. Gottwald
- 2202.10588 Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity
by Gareth W. Peters & Matteo Malavasi & Georgy Sofronov & Pavel V. Shevchenko & Stefan Truck & Jiwook Jang
- 2202.10414 Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return
by Felix Dammann & Giorgio Ferrari
- 2202.10413 Weak approximations and VIX option price expansions in forward variance curve models
by Florian Bourgey & Stefano De Marco & Emmanuel Gobet
- 2202.10391 Nonparametric Adaptive Robust Control Under Model Uncertainty
by Erhan Bayraktar & Tao Chen
- 2202.10378 Selling to a principal and a budget-constrained agent
by Debasis Mishra & Kolagani Paramahamsa
- 2202.10347 The geographic proximity effect on domestic cross-sector vis-a-vis intra-sector research collaborations
by Giovanni Abramo & Francesca Apponi & Ciriaco Andrea D'Angelo
- 2202.10344 Commuting to work and gender-conforming social norms: evidence from same-sex couples
by Sonia Oreffice & Dario Sansone
- 2202.10340 Darwin Among the Cryptocurrencies
by Bernhard K. Meister & Henry C. W. Price
- 2202.10265 Yields: The Galapagos Syndrome Of Cryptofinance
by Bernhard K. Meister & Henry C. W. Price
- 2202.10189 The Nature of Losses from Cyber-Related Events: Risk Categories and Business Sectors
by Pavel V. Shevchenko & Jiwook Jang & Matteo Malavasi & Gareth W. Peters & Georgy Sofronov & Stefan Truck
- 2202.10135 The Good Shepherd: An Oracle Agent for Mechanism Design
by Jan Balaguer & Raphael Koster & Christopher Summerfield & Andrea Tacchetti
- 2202.10122 HCMD-zero: Learning Value Aligned Mechanisms from Data
by Jan Balaguer & Raphael Koster & Ari Weinstein & Lucy Campbell-Gillingham & Christopher Summerfield & Matthew Botvinick & Andrea Tacchetti
- 2202.10121 A Dutch book argument for belief consistency
by Emiliano Catonini
- 2202.10072 Equilibria of Attacker-Defender Games
by Zsombor Z. M'eder & Carsten K. W. de Dreu & Jorg Gross
- 2202.10030 Multivariate Tie-breaker Designs
by Tim P. Morrison & Art B. Owen
- 2202.09985 Monopoly, Product Quality, and Flexible Learning
by Jeffrey Mensch & Doron Ravid
- 2202.09970 Extremal Dependence in Australian Electricity Markets
by Lin Han & Ivor Cribben & Stefan Trueck
- 2202.09939 Schr\"{o}dinger Risk Diversification Portfolio
by Yusuke Uchiyama & Kei Nakagawa
- 2202.09877 On proportionality in multi-issue problems with crossed claims
by Rick K. Acosta-Vega & Encarnaci'on Algaba & Joaqu'in S'anchez-Soriano
- 2202.09854 Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks
by Domenico Di Gangi & Giacomo Bormetti & Fabrizio Lillo
- 2202.09845 On the Dynamics of Solid, Liquid and Digital Gold Futures
by Toshiko Matsui & Ali Al-Ali & William J. Knottenbelt
- 2202.09780 Fast high-dimensional integration using tensor networks
by Sebastian Cassel
- 2202.09770 Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
by Matyas Barczy & Fanni K. Ned'enyi & L'aszl'o SutH{o}
- 2202.09480 Reciprocity in Machine Learning
by Mukund Sundararajan & Walid Krichene
- 2202.09473 Long Run Risk in Stationary Structural Vector Autoregressive Models
by Christian Gourieroux & Joann Jasiak
- 2202.09391 Counterfactual Analysis of the Impact of the IMF Program on Child Poverty in the Global-South Region using Causal-Graphical Normalizing Flows
by Sourabh Balgi & Jose M. Pe~na & Adel Daoud
- 2202.09359 Machine Learning Models in Stock Market Prediction
by Gurjeet Singh
- 2202.09323 Market-Based Price Autocorrelation
by Victor Olkhov
- 2202.09225 A multivariate extension of the Misspecification-Resistant Information Criterion
by Gery Andr'es D'iaz Rubio & Simone Giannerini & Greta Goracci
- 2202.09116 Caplet pricing in affine models for alternative risk-free rates
by Claudio Fontana
- 2202.08977 Fairness constraint in Structural Econometrics and Application to fair estimation using Instrumental Variables
by Samuele Centorrino & Jean-Pierre Florens & Jean-Michel Loubes
- 2202.08968 Stock Embeddings: Learning Distributed Representations for Financial Assets
by Rian Dolphin & Barry Smyth & Ruihai Dong
- 2202.08967 Beyond Trading Data: The Hidden Influence of Public Awareness and Interest on Cryptocurrency Volatility
by Zeyd Boukhers & Azeddine Bouabdallah & Cong Yang & Jan Jurjens
- 2202.08966 Constructing a NFT Price Index and Applications
by Hugo Schnoering & Hugo Inzirillo
- 2202.08962 Volatility forecasting with machine learning and intraday commonality
by Chao Zhang & Yihuang Zhang & Mihai Cucuringu & Zhongmin Qian
- 2202.08921 Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers
by Alejandro Rodriguez Dominguez
- 2202.08822 Objectives of platform research: A co-citation and systematic literature review analysis
by Fabian Schueler & Dimitri Petrik
- 2202.08656 Robust Sparse Voting
by Youssef Allouah & Rachid Guerraoui & L^e-Nguy^en Hoang & Oscar Villemaud
- 2202.08590 Emerging trends in soybean industry
by Siddhartha Paul Tiwari
- 2202.08564 A 3D index for measuring economic resilience with application to the modern international and global financial crises
by Dimitrios Tsiotas
- 2202.08426 Synthetic Control As Online Linear Regression
by Jiafeng Chen
- 2202.08415 Continuity Postulates and Solvability Axioms in Economic Theory and in Mathematical Psychology: A Consolidation of the Theory of Individual Choice
by Aniruddha Ghosh & M. Ali Khan & Metin Uyanik
- 2202.08370 CAREER: A Foundation Model for Labor Sequence Data
by Keyon Vafa & Emil Palikot & Tianyu Du & Ayush Kanodia & Susan Athey & David M. Blei
- 2202.08366 Preference Learning in School Choice Problems
by SangMok Lee
- 2202.08148 Optimal market completion through financial derivatives with applications to volatility risk
by Matt Davison & Marcos Escobar-Anel & Yichen Zhu
- 2202.08117 Fair Division with Money and Prices
by Anna Bogomolnaia & Herve Moulin
- 2202.08102 A note on hospital financing: local financing vs. central financing
by Raffaele Mosca
- 2202.07944 On the optimality of full disclosure
by Emiliano Catonini & Sergey Stepanov
- 2202.07863 Agricultural Windfalls and the Seasonality of Political Violence in Africa
by David Ubilava & Justin V. Hastings & Kadir Atalay
- 2202.07849 Toward an efficient hybrid method for pricing barrier options on assets with stochastic volatility
by Alexander Lipton & Artur Sepp
- 2202.07771 An SMP-Based Algorithm for Solving the Constrained Utility Maximization Problem via Deep Learning
by Kristof Wiedermann
- 2202.07742 A Short Survey on Business Models of Decentralized Finance (DeFi) Protocols
by Teng Andrea Xu & Jiahua Xu
- 2202.07734 Solving Multi-Period Financial Planning Models: Combining Monte Carlo Tree Search and Neural Networks
by Afc{s}ar Onat Ayd{i}nhan & Xiaoyue Li & John M. Mulvey
- 2202.07689 Transparency principle for carbon emissions drives sustainable finance
by Chris Kenyon & Mourad Berrahoui & Andrea Macrina
- 2202.07610 $\rho$-arbitrage and $\rho$-consistent pricing for star-shaped risk measures
by Martin Herdegen & Nazem Khan
- 2202.07609 The Evolution of U.S. Retail Concentration
by Dominic A. Smith & Sergio Ocampo
- 2202.07564 Stablecoins and Central Bank Digital Currencies: Policy and Regulatory Challenges
by Barry Eichengreen & Ganesh Viswanath-Natraj
- 2202.07542 The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility
by Frido Rolloos
- 2202.07517 An Equilibrium Model of the First-Price Auction with Strategic Uncertainty: Theory and Empirics
by Bernhard Kasberger
- 2202.07478 Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals
by Fayc{c}al Drissi
- 2202.07442 The Economics of Orbit Use: Open Access, External Costs, and Runaway Debris Growth
by Akhil Rao & Giacomo Rondina
- 2202.07378 Computing Black Scholes with Uncertain Volatility-A Machine Learning Approach
by Kathrin Hellmuth & Christian Klingenberg
- 2202.07300 Choosing an algorithmic fairness metric for an online marketplace: Detecting and quantifying algorithmic bias on LinkedIn
by YinYin Yu & Guillaume Saint-Jacques
- 2202.07269 Media Slant is Contagious
by Philine Widmer & Sergio Galletta & Elliott Ash
- 2202.07234 Long-term Causal Inference Under Persistent Confounding via Data Combination
by Guido Imbens & Nathan Kallus & Xiaojie Mao & Yuhao Wang
- 2202.07174 Forecasting Stock Options Prices via the Solution of an Ill-Posed Problem for the Black-Scholes Equation
by Michael V. Klibanov & Aleksander A. Shananin & Kirill V. Golubnichiy & Sergey M. Kravchenko
- 2202.07150 Asymptotics of Cointegration Tests for High-Dimensional VAR($k$)
by Anna Bykhovskaya & Vadim Gorin
- 2202.07148 Estimating risks of option books using neural-SDE market models
by Samuel N. Cohen & Christoph Reisinger & Sheng Wang
- 2202.07128 International Co-Branding and Firms Finance Performance
by Hengameh Fakhravar & Hesamoddin Tahami
- 2202.07070 Sequential Monte Carlo With Model Tempering
by Marko Mlikota & Frank Schorfheide
- 2202.06921 Simple Models and Biased Forecasts
by Pooya Molavi
- 2202.06782 Wasserstein Solution Quality and the Quantum Approximate Optimization Algorithm: A Portfolio Optimization Case Study
by Jack S. Baker & Santosh Kumar Radha
- 2202.06666 Two is better than one: Regularized shrinkage of large minimum variance portfolio
by Taras Bodnar & Nestor Parolya & Erik Thors'en
- 2202.06637 Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations
by Ziheng Wang & Justin Sirignano
- 2202.06555 High-Dimensional Dynamic Stochastic Model Representation
by Aryan Eftekhari & Simon Scheidegger
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