Printed from https://ideas.repec.org/s/arx/papers49.html
Content
2022
- 2202.06534 Super-replication prices with multiple-priors in discrete time
by Romain Blanchard & Laurence Carassus - 2202.06479 Order of Commitments in Bayesian Persuasion with Partial-informed Senders
by Shih-Tang Su & Vijay G. Subramanian - 2202.06425 Observational Learning with Competitive Prices
by Zikai Xu - 2202.06411 The Impact of a Coalition: Assessing the Likelihood of Voter Influence in Large Elections
by Lirong Xia - 2202.06245 Reduced-Form Allocations with Complementarity: A 2-Person Case
by Xu Lang - 2202.06191 Exploration and Incentivizing Participation in Clinical Trials
by Yingkai Li & Aleksandrs Slivkins - 2202.06177 Semi-analytical pricing of barrier options in the time-dependent Heston model
by P. Carr & A. Itkin & D. Muravey - 2202.05984 scpi: Uncertainty Quantification for Synthetic Control Methods
by Matias D. Cattaneo & Yingjie Feng & Filippo Palomba & Rocio Titiunik - 2202.05947 Artificial Intelligence and Auction Design
by Martino Banchio & Andrzej Skrzypacz - 2202.05946 Artificial Intelligence and Spontaneous Collusion
by Martino Banchio & Giacomo Mantegazza - 2202.05885 Equilibrium Defaultable Corporate Debt and Investment
by Hong Chen & Murray Zed Frank - 2202.05789 A constraint on the dynamics of wealth concentration
by Valerio Astuti - 2202.05779 The Evolution of Blockchain: from Lit to Dark
by Agostino Capponi & Ruizhe Jia & Ye Wang - 2202.05743 Inflation and income inequality: Does the level of income inequality matter?
by Edmond Berisha & Ram Sewak Dubey & Orkideh Gharehgozli - 2202.05702 Machine Learning for Stock Prediction Based on Fundamental Analysis
by Yuxuan Huang & Luiz Fernando Capretz & Danny Ho - 2202.05674 Cashing Out: Assessing the risk of localised financial exclusion as the UK moves towards a cashless society
by George Sullivan & Luke Burns - 2202.05671 Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw?
by Mark Mink & Frans J. de Weert - 2202.05484 Strong core and Pareto-optimal solutions for the multiple partners matching problem under lexicographic preferences
by P'eter Bir'o & Gergely Cs'aji - 2202.05452 Information Design for Differential Privacy
by Ian M. Schmutte & Nathan Yoder - 2202.05374 An Epidemic Compartment Model for Economic Policy Directions for Managing Future Pandemic
by Zachariah Sinkala & Vajira Manathunga & Bichaka Fayissa - 2202.05339 Closure operators: Complexity and applications to classification and decision-making
by Hamed Hamze Bajgiran & Federico Echenique - 2202.05326 Robust Policy Selection and Harvest Risk Quantification for Natural Resources Management under Model Uncertainty
by Georgios I. Papayiannis - 2202.05249 Buying Opinions
by Mark Whitmeyer & Kun Zhang - 2202.05245 Benign-Overfitting in Conditional Average Treatment Effect Prediction with Linear Regression
by Masahiro Kato & Masaaki Imaizumi - 2202.05232 Matching with Transfers under Distributional Constraints
by Devansh Jalota & Michael Ostrovsky & Marco Pavone - 2202.05229 How rare are the properties of binary relations?
by Ram Sewak Dubey & Giorgio Laguzzi - 2202.05220 Privacy Protection, Measurement Error, and the Integration of Remote Sensing and Socioeconomic Survey Data
by Jeffrey D. Michler & Anna Josephson & Talip Kilic & Siobhan Murray - 2202.05192 von Mises-Fisher distributions and their statistical divergence
by Toru Kitagawa & Jeff Rowley - 2202.05186 Fair allocation of a multiset of indivisible items
by Pranay Gorantla & Kunal Marwaha & Santhoshini Velusamy - 2202.04931 Vaccination nudges: A study of pre-booked COVID-19 vaccinations in Sweden
by Carl Bonander & Mats Ekman & Niklas Jakobsson - 2202.04885 Rationalizable Implementation of Social Choice Functions: Complete Characterization
by Siyang Xiong - 2202.04811 Creating an institutional ecosystem for cash transfer programming: Lessons from post-disaster governance in Indonesia
by Jonatan A. Lassa & Gisela Emanuela Nappoe & Susilo Budhi Sulistyo - 2202.04796 The Transfer Performance of Economic Models
by Isaiah Andrews & Drew Fudenberg & Lihua Lei & Annie Liang & Chaofeng Wu - 2202.04706 Stable allocations in discrete exchange economies
by Federico Echenique & Sumit Goel & SangMok Lee - 2202.04616 Sequentially Optimal Pricing under Informational Robustness
by Zihao Li & Jonathan Libgober & Xiaosheng Mu - 2202.04591 Are Fairness Perceptions Shaped by Income Inequality? Evidence from Latin America
by Leonardo Gasparini & Germ'an Reyes - 2202.04573 On the Uniqueness and Stability of the Equilibrium Price in Quasi-Linear Economies
by Yuhki Hosoya - 2202.04339 Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models
by Andriy Norets & Kenichi Shimizu - 2202.04245 Regulatory Instruments for Fair Personalized Pricing
by Renzhe Xu & Xingxuan Zhang & Peng Cui & Bo Li & Zheyan Shen & Jiazheng Xu - 2202.04220 Optimal annuitization post-retirement with labor income
by Xiang Gao & Cody Hyndman & Traian A. Pirvu & Petar Jevti'c - 2202.04218 Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings?
by Matthew Harding & Gabriel F. R. Vasconcelos - 2202.04208 Validating Causal Inference Methods
by Harsh Parikh & Carlos Varjao & Louise Xu & Eric Tchetgen Tchetgen - 2202.04201 Efficiency with(out) intermediation in repeated bilateral trade
by Rohit Lamba - 2202.04174 Behavioral epidemiology: An economic model to evaluate optimal policy in the midst of a pandemic
by Shomak Chakrabarti & Ilia Krasikov & Rohit Lamba - 2202.04154 Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
by Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella - 2202.04146 A Neural Phillips Curve and a Deep Output Gap
by Philippe Goulet Coulombe - 2202.04131 Facebook Shadow Profiles
by Luis Aguiar & Christian Peukert & Maximilian Schafer & Hannes Ullrich - 2202.03960 Continuous permanent unobserved heterogeneity in dynamic discrete choice models
by Jackson Bunting - 2202.03927 On the Asymptotic Performance of Affirmative Actions in School Choice
by Di Feng & Yun Liu - 2202.03874 Combining Intra-Risk and Contagion Risk for Enterprise Bankruptcy Prediction Using Graph Neural Networks
by Yu Zhao & Shaopeng Wei & Yu Guo & Qing Yang & Xingyan Chen & Qing Li & Fuzhen Zhuang & Ji Liu & Gang Kou - 2202.03858 On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach
by Chung-Han Hsieh - 2202.03806 Cuierzhuang Phenomenon: A model of rural industrialization in north China
by Jinghan Tian & Jianhua Wang - 2202.03682 The Legacy of Authoritarianism in a Democracy
by Pramod Kumar Sur - 2202.03602 US Salary History Bans -- Strategic Disclosure by Job Applicants and the Gender Pay Gap
by Sourav Sinha - 2202.03413 The Marginal Labor Supply Disincentives of Welfare: Evidence from Administrative Barriers to Participation
by Robert A. Moffitt & Matthew V. Zahn - 2202.03406 Dependence model assessment and selection with DecoupleNets
by Marius Hofert & Avinash Prasad & Mu Zhu - 2202.03351 Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model
by Isuru Ratnayake & V. A. Samaranayake - 2202.03332 Forecasting Environmental Data: An example to ground-level ozone concentration surfaces
by Alexander Gleim & Nazarii Salish - 2202.03248 Derivatives Risks as Costs in a One-Period Network Model
by Dorinel Bastide & St'ephane Cr'epey & Samuel Drapeau & Mekonnen Tadese - 2202.03198 Financial Crisis in the Framework of Non-zero Temperature Balance Theory
by MohammadReza Zahedian & Mahsa Bagherikalhor & Andrey Trufanov & G. Reza Jafari - 2202.03158 Dual-CLVSA: a Novel Deep Learning Approach to Predict Financial Markets with Sentiment Measurements
by Jia Wang & Hongwei Zhu & Jiancheng Shen & Yu Cao & Benyuan Liu - 2202.03156 Comparative Study of Machine Learning Models for Stock Price Prediction
by Ogulcan E. Orsel & Sasha S. Yamada - 2202.03146 Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data
by Shi Bo & Minheng Xiao - 2202.03110 Predicting Default Probabilities for Stress Tests: A Comparison of Models
by Martin Guth - 2202.03081 Is Metaverse LAND a good investment? It depends on your unit of account!
by Voraprapa Nakavachara & Kanis Saengchote - 2202.02994 Withdrawal Success Estimation
by Hayden Brown - 2202.02988 Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique
by Mikio Ito - 2202.02903 Difference in Differences with Time-Varying Covariates
by Carolina Caetano & Brantly Callaway & Stroud Payne & Hugo Sant'Anna Rodrigues - 2202.02872 Differentiable Economics for Randomized Affine Maximizer Auctions
by Michael Curry & Tuomas Sandholm & John Dickerson - 2202.02787 Stable cooperation emerges in stochastic multiplicative growth
by Lorenzo Fant & Onofrio Mazzarisi & Emanuele Panizon & Jacopo Grilli - 2202.02728 Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks
by Jaydip Sen & Sidra Mehtab & Abhishek Dutta & Saikat Mondal - 2202.02723 Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model
by Jaydip Sen & Saikat Mondal & Sidra Mehtab - 2202.02579 The economics of malnutrition: Dietary transition and food system transformation
by William A. Masters & Amelia B. Finaret & Steven A. Block - 2202.02532 Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
by H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor - 2202.02488 A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models
by Hasanjan Sayit - 2202.02462 Sequential Veto Bargaining with Incomplete Information
by S. Nageeb Ali & Navin Kartik & Andreas Kleiner - 2202.02367 The end of 'set it and forget it' pricing? Opportunities for market-based freight contracts
by Angela Acocella & Chris Caplice & Yossi Sheffi - 2202.02300 From Semi-Infinite Constraints to Structured Robust Policies: Optimal Gain Selection for Financial Systems
by Chung-Han Hsieh - 2202.02280 Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain
by Sergio Mayordomo & Mar'ia Rodriguez-Moreno & Juan Ignacio Pe~na - 2202.02276 Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects
by Wan-Chien Chiu & Juan Ignacio Pe~na & Chih-Wei Wang - 2202.02273 Are all Credit Default Swap Databases equal?
by Sergio Mayordomo & Juan Ignacio Pe~na & Eduardo S. Schwartz - 2202.02268 StonkBERT: Can Language Models Predict Medium-Run Stock Price Movements?
by Stefan Pasch & Daniel Ehnes - 2202.02263 Industry Characteristics and Financial Risk Spillovers
by Wan-Chien Chiua & Juan Ignacio Pe~na & Chih-Wei Wang - 2202.02254 Derivatives Holdings and Systemic Risk in the U.S. Banking Sector
by Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe~na - 2202.02209 On Sustainability and Survivability in the Matchbox Two-Sector Model: A Complete Characterization of Optimal Extinction
by Liuchun Deng & Minako Fujio & M. Ali Khan - 2202.02199 ABSNFT: Securitization and Repurchase Scheme for Non-Fungible Tokens Based on Game Theoretical Analysis
by Hongyin Chen & Yukun Cheng & Xiaotie Deng & Wenhan Huang & Linxuan Rong - 2202.02197 Evaluating conditional covariance estimates via a new targeting approach and a networks-based analysis
by Carlo Drago & Andrea Scozzari - 2202.02029 First-order integer-valued autoregressive processes with Generalized Katz innovations
by Ovielt Baltodano Lopez & Federico Bassetti & Giulia Carallo & Roberto Casarin - 2202.01844 The welfare effects of unemployment insurance in Argentina. New estimates using changes in the schedule of transfers
by Martin Gonzalez-Rozada & Hernan Ruffo - 2202.01804 The different structure of economic ecosystems at the scales of companies and countries
by Dario Laudati & Manuel S. Mariani & Luciano Pietronero & Andrea Zaccaria - 2202.01743 Default Supply Auctions in Electricity Markets: Challenges and Proposals
by Juan Ignacio Pe~na & Rosa Rodriguez - 2202.01737 Time-zero Efficiency of European Power Derivatives Markets
by Juan Ignacio Pe~na & Rosa Rodriguez - 2202.01732 Tail Risk of Electricity Futures
by Juan Ignacio Pe~na & Rosa Rodriguez & Silvia Mayoral - 2202.01720 Are EU Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices
by Juan Ignacio Pe~na & Rosa Rodriguez - 2202.01661 Selection in the Presence of Implicit Bias: The Advantage of Intersectional Constraints
by Anay Mehrotra & Bary S. R. Pradelski & Nisheeth K. Vishnoi - 2202.01423 Do new investment strategies take existing strategies' returns -- An investigation into agent-based models
by Takanobu Mizuta - 2202.01080 Understanding European Integration with Bipartite Networks of Comparative Advantage
by Riccardo Di Clemente & Bal'azs Lengyel & Lars F. Andersson & Rikard Eriksson - 2202.01043 2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models
by Matthew F. Tomlinson & David Greenwood & Marcin Mucha-Kruczynski - 2202.01027 A semi-static replication approach to efficient hedging and pricing of callable IR derivatives
by Jori Hoencamp & Shashi Jain & Drona Kandhai - 2202.00941 CTMSTOU driven markets: simulated environment for regime-awareness in trading policies
by Selim Amrouni & Aymeric Moulin & Tucker Balch - 2202.00929 Term structure modelling with overnight rates beyond stochastic continuity
by Claudio Fontana & Zorana Grbac & Thorsten Schmidt - 2202.00917 A quantitative method for benchmarking fair income distribution
by Thitithep Sitthiyot & Kanyarat Holasut - 2202.00877 Efficient Volatility Estimation for L\'evy Processes with Jumps of Unbounded Variation
by B. Cooper Boniece & Jos'e E. Figueroa-L'opez & Yuchen Han - 2202.00871 Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff
by Jose Blanchet & Fernando Hernandez & Viet Anh Nguyen & Markus Pelger & Xuhui Zhang - 2202.00839 Minimum Wages and Optimal Redistribution
by Dami'an Vergara - 2202.00831 Instability of financial markets by optimizing investment strategies investigated by an agent-based model
by Takanobu Mizuta & Isao Yagi & Kosei Takashima - 2202.00793 Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes
by Meng-Chen Hsieh & Clifford Hurvich & Philippe Soulier - 2202.00785 Option Pricing and CVA Calculations using the Monte Carlo-Tree (MC-Tree) Method
by Yen Thuan Trinh & Bernard Hanzon - 2202.00729 The Impact of Connectivity on the Production and Diffusion of Knowledge
by Gustavo Manso & Farzad Pourbabaee - 2202.00713 Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data
by Robert Moffitt & John Abowd & Christopher Bollinger & Michael Carr & Charles Hokayem & Kevin McKinney & Emily Wiemers & Sisi Zhang & James Ziliak - 2202.00662 Systemic Risk Models for Disjoint and Overlapping Groups with Equilibrium Strategies
by Yichen Feng & Jean-Pierre Fouque & Ruimeng Hu & Tomoyuki Ichiba - 2202.00631 FiNCAT: Financial Numeral Claim Analysis Tool
by Sohom Ghosh & Sudip Kumar Naskar - 2202.00625 Black-box Bayesian inference for economic agent-based models
by Joel Dyer & Patrick Cannon & J. Doyne Farmer & Sebastian Schmon - 2202.00619 New Characterizations of Core Imputations of Matching and $b$-Matching Games
by Vijay V. Vazirani - 2202.00556 Building a Dynamic System of Advanced Risk Management and Risk Assessment of the Company
by Denis S. Gusev & Elena G. Demidova & Olga A. Novikova - 2202.00409 Mapping intra firm trade in the automotive sector: a network approach
by Matthew Smith & Yasaman Sarabi - 2202.00310 Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization
by Juho Koistinen & Bernd Funovits - 2202.00297 New Collectivity Measures for Financial Covariances and Correlations
by Anton J. Heckens & Thomas Guhr - 2202.00229 Protection or Peril of Following the Crowd in a Pandemic-Concurrent Flood Evacuation
by Elisa Borowski & Amanda Stathopoulos - 2202.00141 Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models
by Christis Katsouris - 2202.00125 Top Ten Behavioral Biases in Project Management: An Overview
by Bent Flyvbjerg - 2202.00124 Problems of Tax Administration and its Impact on Budget Revenues
by Marika Ormotsadze - 2202.00108 The regulation methods of fiscal risk in the framework of the implementation of entrepreneurship support
by Elena G. Demidova - 2202.00044 Bankruptcy Shocks and Legal Labor Markets: Evidence from the Court Competition Era
by Chad Brown & Jeronimo Carballo & Alessandro Peri - 2202.00007 Impact of Gold Prices on Stock Exchange: An Empirical Case Study of Nepal
by Aneel Bhusal & Madhu Sudan Gautam - 2202.00006 Impact of Information and Communication Technology on Individual Well-being
by Aneel Bhusal - 2201.13416 MicroVelocity: rethinking the Velocity of Money for digital currencies
by Carlo Campajola & Marco D'Errico & Claudio J. Tessone - 2201.13380 Deep Learning Macroeconomics
by Rafael R. S. Guimaraes - 2201.13325 Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk
by William Schueller & Christian Diem & Melanie Hinterplattner & Johannes Stangl & Beate Conrady & Markus Gerschberger & Stefan Thurner - 2201.13267 Micro-level Reserving for General Insurance Claims using a Long Short-Term Memory Network
by Ihsan Chaoubi & Camille Besse & H'el`ene Cossette & Marie-Pier C^ot'e - 2201.13235 A hybrid deep learning approach for purchasing strategy of carbon emission rights -- Based on Shanghai pilot market
by Jiayue Xu - 2201.13094 Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer
by Beatrice Acciaio & Anastasis Kratsios & Gudmund Pammer - 2201.13004 Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance
by Liang Jiang & Oliver B. Linton & Haihan Tang & Yichong Zhang - 2201.13000 A General Description of Growth Trends
by Moshe Elitzur - 2201.12936 Pigeonhole Design: Balancing Sequential Experiments from an Online Matching Perspective
by Jinglong Zhao & Zijie Zhou - 2201.12898 Clearing Payments in Dynamic Financial Networks
by Giuseppe C. Calafiore & Giulia Fracastoro & Anton V. Proskurnikov - 2201.12893 Cryptocurrency Valuation: An Explainable AI Approach
by Yulin Liu & Luyao Zhang - 2201.12752 On the Use of Instrumental Variables in Mediation Analysis
by Bora Kim - 2201.12731 Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective
by Maxim Bichuch & Nils Detering - 2201.12696 Sharing Behavior in Ride-hailing Trips: A Machine Learning Inference Approach
by Morteza Taiebat & Elham Amini & Ming Xu - 2201.12692 Meta-Learners for Estimation of Causal Effects: Finite Sample Cross-Fit Performance
by Gabriel Okasa - 2201.12619 Negotiation problem
by Izat B. Baybusinov & Enrico Maria Fenoaltea & Yi-Cheng Zhang - 2201.12618 The effect of the pandemic on complex socio-economic systems: community detection induced by communicability
by Gian Paolo Clemente & Rosanna Grassi & Giorgio Rizzini - 2201.12402 The China Trade Shock and the ESG Performances of US firms
by Hui Xu & Yue Wu - 2201.12291 Simulating Using Deep Learning The World Trade Forecasting of Export-Import Exchange Rate Convergence Factor During COVID-19
by Effat Ara Easmin Lucky & Md. Mahadi Hasan Sany & Mumenunnesa Keya & Md. Moshiur Rahaman & Umme Habiba Happy & Sharun Akter Khushbu & Md. Arid Hasan - 2201.12286 A Stock Trading System for a Medium Volatile Asset using Multi Layer Perceptron
by Ivan Letteri & Giuseppe Della Penna & Giovanni De Gasperis & Abeer Dyoub - 2201.12283 Predicting The Stock Trend Using News Sentiment Analysis and Technical Indicators in Spark
by Taylan Kabbani & Fatih Enes Usta - 2201.12263 RiskNet: Neural Risk Assessment in Networks of Unreliable Resources
by Krzysztof Rusek & Piotr Bory{l}o & Piotr Jaglarz & Fabien Geyer & Albert Cabellos & Piotr Cho{l}da - 2201.12100 Stochastic Consensus and the Shadow of Doubt
by Emilien Macault - 2201.11962 Risk-Sensitive Optimal Execution via a Conditional Value-at-Risk Objective
by Seungki Min & Ciamac C. Moallemi & Costis Maglaras - 2201.11930 Distribution of money on connected graphs with multiple banks
by Nicolas Lanchier & Stephanie Reed - 2201.11787 A New Perspective on Impartial and Unbiased Apportionment
by Ross Hyman & Nicolaus Tideman - 2201.11482 A semiparametric approach for interactive fixed effects panel data models
by Georg Keilbar & Juan M. Rodriguez-Poo & Alexandra Soberon & Weining Wang - 2201.11441 Human-centered mechanism design with Democratic AI
by Raphael Koster & Jan Balaguer & Andrea Tacchetti & Ari Weinstein & Tina Zhu & Oliver Hauser & Duncan Williams & Lucy Campbell-Gillingham & Phoebe Thacker & Matthew Botvinick & Christopher Summerfield - 2201.11394 Quantum algorithm for calculating risk contributions in a credit portfolio
by Koichi Miyamoto - 2201.11341 Towards Agnostic Feature-based Dynamic Pricing: Linear Policies vs Linear Valuation with Unknown Noise
by Jianyu Xu & Yu-Xiang Wang - 2201.11304 Standard errors for two-way clustering with serially correlated time effects
by Harold D Chiang & Bruce E Hansen & Yuya Sasaki - 2201.11241 Stochastic Local Volatility models and the Wei-Norman factorization method
by Julio Guerrero & Giuseppe Orlando - 2201.11156 Bootstrap inference for fixed-effect models
by Ayden Higgins & Koen Jochmans - 2201.11051 Toward a More Populous Online Platform: The Economic Impacts of Compensated Reviews
by Peng Li & Arim Park & Soohyun Cho & Yao Zhao - 2201.11047 Labor market conditions and college graduation: evidence from Brazil
by Lucas Finamor - 2201.10992 Unpredictable dynamics in congestion games: memory loss can prevent chaos
by Jakub Bielawski & Thiparat Chotibut & Fryderyk Falniowski & Michal Misiurewicz & Georgios Piliouras - 2201.10961 The Impact of COVID-19 Pandemic on Ridesourcing Services Differed Between Small Towns and Large Cities
by Nael Alsaleh & Bilal Farooq - 2201.10846 Fat Tails and Optimal Liability Driven Portfolios
by Jan Rosenzweig - 2201.10826 Instrumental variable estimation of dynamic treatment effects on a duration outcome
by Jad Beyhum & Samuele Centorrino & Jean-Pierre Florens & Ingrid Van Keilegom - 2201.10808 Speed, Quality, and the Optimal Timing of Complex Decisions: Field Evidence
by Uwe Sunde & Dainis Zegners & Anthony Strittmatter - 2201.10743 Combining Experimental and Observational Data for Identification and Estimation of Long-Term Causal Effects
by AmirEmad Ghassami & Alan Yang & David Richardson & Ilya Shpitser & Eric Tchetgen Tchetgen - 2201.10726 Income Inequality, Cause and Cure
by B. N. Kausik - 2201.10673 Robust Comparative Statics for the Elasticity of Intertemporal Substitution
by Joel P. Flynn & Lawrence D. W. Schmidt & Alexis Akira Toda - 2201.10524 Zombie-Lending in the United States -- Prevalence versus Relevance
by Maximilian Gobel & Nuno Tavares - 2201.10466 Multiscaling and rough volatility: an empirical investigation
by Giuseppe Brandi & T. Di Matteo - 2201.10454 Estimating and backtesting risk under heavy tails
by Marcin Pitera & Thorsten Schmidt - 2201.10418 Relaxed Notions of Condorcet-Consistency and Efficiency for Strategyproof Social Decision Schemes
by Felix Brandt & Patrick Lederer & Ren'e Romen - 2201.10391 VIX pricing in the rBergomi model under a regime switching change of measure
by Henrique Guerreiro & Jo~ao Guerra - 2201.10351 AI-based Re-identification of Behavioral Clickstream Data
by Stefan Vamosi & Michael Platzer & Thomas Reutterer - 2201.10304 Regime recovery using implied volatility in Markov modulated market model
by Anindya Goswami & Kedar Nath Mukherjee & Irvine Homi Patalwala & Sanjay N. S - 2201.10173 Modeling bid and ask price dynamics with an extended Hawkes process and its empirical applications for high-frequency stock market data
by Kyungsub Lee & Byoung Ki Seo - 2201.10141 The Benefits of Coarse Preferences
by Joseph Y. Halpern & Yuval Heller & Eyal Winter - 2201.10127 Multi-unit Double Auctions: Equilibrium Analysis and Bidding Strategy using DDPG in Smart-grids
by Sanjay Chandlekar & Easwar Subramanian & Sanjay Bhat & Praveen Paruchuri & Sujit Gujar - 2201.10115 Effects of Privacy-Inducing Noise on Welfare and Influence of Referendum Systems
by Suat Evren & Praneeth Vepakomma - 2201.09927 Contract design in electricity markets with high penetration of renewables: A two-stage approach
by Arega Getaneh Abate & Rossana Riccardi & Carlos Ruiz - 2201.09878 Has EU accession boosted patents performance in the EU-13? -- A critical evaluation using causal impact analysis with Bayesian structural time-series models
by Agnieszka Kleszcz & Krzysztof Rusek - 2201.09876 Pandemic Pressures and Public Health Care: Evidence from England
by Thiemo Fetzer & Christopher Rauh - 2201.09806 Infinite Growth: A Curse or a Blessing?
by Gennady Shkliarevsky - 2201.09790 Linear Laws of Markov Chains with an Application for Anomaly Detection in Bitcoin Prices
by Marcell T. Kurbucz & P'eter P'osfay & Antal Jakov'ac - 2201.09691 Multidimensional Manhattan Preferences
by Jiehua Chen & Martin Nollenburg & Sofia Simola & Anais Villedieu & Markus Wallinger - 2201.09573 Exact time-dependent dynamics of discrete binary choice models
by James Holehouse & Jos'e Moran - 2201.09516 From Rough to Multifractal volatility: the log S-fBM model
by Peng Wu & Jean-Franc{c}ois Muzy & Emmanuel Bacry - 2201.09434 Data-Driven Risk Measurement by SV-GARCH-EVT Model
by Minheng Xiao - 2201.09406 Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors
by Lijun Bo & Agostino Capponi & Chao Zhou - 2201.09319 Option Volume Imbalance as a predictor for equity market returns
by Nikolas Michael & Mihai Cucuringu & Sam Howison - 2201.09270 Gender-specific Call of Duty: A Note on the Neglect of Conscription in Gender Equality Indices
by Jussi Heikkila & Ina Laukkanen - 2201.09221 The rise of digital finance: Financial inclusion or debt trap
by Pengpeng Yue & Aslihan Gizem Korkmaz & Zhichao Yin & Haigang Zhou - 2201.09182 Consolidating Marginalism and Egalitarianism: A New Value for Transferable Utility Games
by D. Choudhury & S. Borkotokey & Rajnish Kumar & Sudipta Sarangi - 2201.09160 Profit Puzzles or: Public Firm Profits Have Fallen
by Carter Davis & Alexandre Sollaci & James Traina - 2201.09125 The Link Between Standardization and Economic Growth: A Bibliometric Analysis
by Jussi Heikkila & Timo Ali-Vehmas & Julius Rissanen - 2201.09108 Optimal measure preserving derivatives revisited
by Brendan K. Beare - 2201.09105 Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms
by Chaofan Sun & Ken Seng Tan & Wei Wei