Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Content
2024
- 2411.08419 Orchestrating Organizational Politics: Baron and Ferejohn Meet Tullock
by Qiang Fu & Zenan Wu & Yuxuan Zhu
- 2411.08404 Quantifying Qualitative Insights: Leveraging LLMs to Market Predict
by Hoyoung Lee & Youngsoo Choi & Yuhee Kwon
- 2411.08382 Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
by Abdul Rahman & Neelesh Upadhye
- 2411.08350 How Transit Countries Become Refugee Destinations: Insights from Central and Eastern Europe
by Liliana Harding & Ciprian Panzaru
- 2411.08263 On the Welfare (Ir)Relevance of Two-Stage Models
by Mikhail Freer & Hassan Nosratabadi
- 2411.08246 New approaches of the DCC-GARCH residual: Application to foreign exchange rates
by Kenichiro Shiraya & Kanji Suzuki & Tomohisa Yamakami
- 2411.08188 MSTest: An R-Package for Testing Markov Switching Models
by Gabriel Rodriguez-Rondon & Jean-Marie Dufour
- 2411.08174 Estimating Variability in Hospital Charges: The Case of Cesarean Section
by Anna Perfilyeva & Vittal Raghavendra Miskin & Ryan Aven & Craig Drohan & Huthaifa I. Ashqar
- 2411.08145 Automated Market Making: the case of Pegged Assets
by Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant & Julien Guilbert
- 2411.08067 A note on the Cobb-Douglas function
by Richard Vale
- 2411.08053 We must re-evaluate assumptions about carbon trading for effective climate change mitigation
by Alyssa R. Pfadt-Trilling & Marie-Odile P. Fortier
- 2411.08026 Incentive Design with Spillovers
by Krishna Dasaratha & Benjamin Golub & Anant Shah
- 2411.07978 A Note on Doubly Robust Estimator in Regression Discontinuity Designs
by Masahiro Kato
- 2411.07952 Matching $\leq$ Hybrid $\leq$ Difference in Differences
by Yechan Park & Yuya Sasaki
- 2411.07949 Optimal two-parameter portfolio management strategy with transaction costs
by Chutian Ma & Paul Smith
- 2411.07851 Mechanisms for a dynamic many-to-many school choice problem
by Adriana Amieva & Agust'in Bonifacio & Pablo Neme
- 2411.07817 Impact of R&D and AI Investments on Economic Growth and Credit Rating
by Davit Gondauri & Ekaterine Mikautadze
- 2411.07808 Spatial Competition on Psychological Pricing Strategies: Preliminary Evidence from an Online Marketplace
by Magdalena Schindl & Felix Reichel
- 2411.07732 Implementing Dynamic Pricing Across Multiple Pricing Groups in Real Estate
by Lev Razumovskiy & Mariya Gerasimova & Nikolay Karenin & Mikhail Safro
- 2411.07674 The relationship between general equilibrium models with infinite-lived agents and overlapping generations models, and some applications
by Ngoc-Sang Pham
- 2411.07604 Dynamic Evolutionary Game Analysis of How Fintech in Banking Mitigates Risks in Agricultural Supply Chain Finance
by Qiang Wan & Jun Cui
- 2411.07585 Reinforcement Learning Framework for Quantitative Trading
by Alhassan S. Yasin & Prabdeep S. Gill
- 2411.07421 An Empirical Implementation of the Shadow Riskless Rate
by Davide Lauria & JiHo Park & Yuan Hu & W. Brent Lindquist & Svetlozar T. Rachev & Frank J. Fabozzi
- 2411.07212 Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
by Tiantian Mao & Gilles Stupfler & Fan Yang
- 2411.07203 Estimation of the Adjusted Standard-deviatile for Extreme Risks
by Haoyu Chen & Tiantian Mao & Fan Yang
- 2411.07166 The Shapley index for music streaming platforms
by Gustavo Berganti~nos & Juan D. Moreno-Ternero
- 2411.07031 Evaluating the Accuracy of Chatbots in Financial Literature
by Orhan Erdem & Kristi Hassett & Feyzullah Egriboyun
- 2411.06998 Voting behind the Veil of Ignorance
by Boris Ginzburg
- 2411.06875 NGO Activism: Exposure vs. Influence
by Michele Fioretti & Victor Saint-Jean & Simon C. Smith
- 2411.06862 The Impact of the General Data Protection Regulation (GDPR) on Online Tracking
by Klaus M. Miller & Karlo Lukic & Bernd Skiera
- 2411.06847 Human game experiment to verify the equilibrium selection controlled by design
by Wang Zhijian & Shan Lixia & Yao Qinmei & Wang Yijia
- 2411.06640 Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
by Hengxin Cui & Ken Seng Tan & Fan Yang
- 2411.06566 A Fully Analog Pipeline for Portfolio Optimization
by James S. Cummins & Natalia G. Berloff
- 2411.06545 A dynamic auction for multilateral collaboration
by Chao Huang
- 2411.06484 ajdmom: a Python Package for Deriving Moment Formulas of Affine Jump Diffusion Processes
by Yan-Feng Wu & Jian-Qiang Hu
- 2411.06389 Optimal Execution with Reinforcement Learning
by Yadh Hafsi & Edoardo Vittori
- 2411.06337 The labour and resource use requirements of a good life for all
by Chris McElroy & Daniel W. O'Neill
- 2411.06327 Return-forecasting and Volatility-forecasting Power of On-chain Activities in the Cryptocurrency Market
by Yeguang Chi & Qionghua & Chu & Wenyan Hao
- 2411.06312 Multidimensional Screening with Rich Consumer Data
by Mira Frick & Ryota Iijima & Yuhta Ishii
- 2411.06285 Allocating Positional Goods: A Mechanism Design Approach
by Peiran Xiao
- 2411.06240 Axiomatic characterizations of some simple risk-sharing rules
by Jan Dhaene & Rodrigue Kazzi & Emiliano A. Valdez
- 2411.06185 Sensitivity Analysis of emissions Markets: A Discrete-Time Radner Equilibrium Approach
by St'ephane Cr'epey & Mekonnen Tadese & Gauthier Vermandel
- 2411.06110 Can ESG Investment and the Implementation of the New Environmental Protection Law Enhance Public Subjective Well-being?
by Hambur Wang
- 2411.06095 Green antitrust conundrum: Collusion with social goals
by Nigar Hashimzade & Limor Hatsor & Artyom Jelnov
- 2411.06080 The lexical ratio: A new perspective on portfolio diversification
by Sayyed Faraz Mohseni & Hamid R. Arian & Jean-Franc{c}ois B'egin
- 2411.06076 BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges
by Aleksandr Simonyan
- 2411.05998 Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation
by Achintya Gopal
- 2411.05951 Approaching multifractal complexity in decentralized cryptocurrency trading
by Marcin Wk{a}torek & Marcin Kr'olczyk & Jaros{l}aw Kwapie'n & Tomasz Stanisz & Stanis{l}aw Dro.zd.z
- 2411.05938 Distinguishing Strong from Weak Signals in Economic Forecasts
by Eric Vansteenberghe
- 2411.05829 Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization
by Shamima Nasrin Tumpa & Kehelwala Dewage Gayan Maduranga
- 2411.05815 Graph Neural Networks for Financial Fraud Detection: A Review
by Dawei Cheng & Yao Zou & Sheng Xiang & Changjun Jiang
- 2411.05807 Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios
by Peter Cotton
- 2411.05803 Daily Liquidity Jump and Diffusion, and Treatment on Crypto Wash Trading
by Qi Deng & Zhong-Guo Zhou
- 2411.05801 Do LLM Personas Dream of Bull Markets? Comparing Human and AI Investment Strategies Through the Lens of the Five-Factor Model
by Harris Borman & Anna Leontjeva & Luiz Pizzato & Max Kun Jiang & Dan Jermyn
- 2411.05791 Forecasting Company Fundamentals
by Felix Divo & Eric Endress & Kevin Endler & Kristian Kersting & Devendra Singh Dhami
- 2411.05790 Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction
by Jue Xiao & Tingting Deng & Shuochen Bi
- 2411.05788 News-Driven Stock Price Forecasting in Indian Markets: A Comparative Study of Advanced Deep Learning Models
by Kaushal Attaluri & Mukesh Tripathi & Srinithi Reddy & Shivendra
- 2411.05758 On the limiting variance of matching estimators
by Songliang Chen & Fang Han
- 2411.05695 Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model
by Massimiliano Marcellino & Andrea Renzetti & Tommaso Tornese
- 2411.05629 Nowcasting distributions: a functional MIDAS model
by Massimiliano Marcellino & Andrea Renzetti & Tommaso Tornese
- 2411.05601 Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series
by Alain Hecq & Ivan Ricardo & Ines Wilms
- 2411.05574 Parameterized Voter Relevance in Facility Location Games with Tree-Shaped Invitation Graphs
by Ryoto Ando & Kei Kimura & Taiki Todo & Makoto Yokoo
- 2411.05567 Workers as Partners: a Theory of Responsible Firms in Labor Markets
by Francesco Del Prato & Marc Fleurbaey
- 2411.05506 Higher education funding: The value of choice
by Limor Hatsor & Ronen Bar-El
- 2411.05470 Model-free portfolio allocation in continuous-time
by Henry Chiu
- 2411.05425 Multi-asset and generalised Local Volatility. An efficient implementation
by Olivier Deloire & Louis Roth
- 2411.05417 Optimal reinsurance and investment via stochastic projected gradient method based on Malliavin calculus
by Yuta Otsuki & Shotaro Yagishita
- 2411.05257 Enforcing asymptotic behavior with DNNs for approximation and regression in finance
by Hardik Routray & Bernhard Hientzsch
- 2411.05220 Inference for Treatment Effects Conditional on Generalized Principal Strata using Instrumental Variables
by Yuehao Bai & Shunzhuang Huang & Sarah Moon & Andres Santos & Azeem M. Shaikh & Edward J. Vytlacil
- 2411.05032 Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents
by Aleksei Pastushkov
- 2411.05013 Enhancing literature review with LLM and NLP methods. Algorithmic trading case
by Stanis{l}aw {L}aniewski & Robert 'Slepaczuk
- 2411.04880 Bridging an energy system model with an ensemble deep-learning approach for electricity price forecasting
by Souhir Ben Amor & Thomas Mobius & Felix Musgens
- 2411.04841 Robust Regulation of Labour Contracts
by Th'eo Durandard & Alexis Ghersengorin
- 2411.04808 Words that Move Markets- Quantifying the Impact of RBI's Monetary Policy Communications on Indian Financial Market
by Rohit Kumar & Sourabh Bikas Paul & Nikita Singh
- 2411.04788 Enhancing Investment Analysis: Optimizing AI-Agent Collaboration in Financial Research
by Xuewen Han & Neng Wang & Shangkun Che & Hongyang Yang & Kunpeng Zhang & Sean Xin Xu
- 2411.04751 On the Extent, Correlates, and Consequences of Reporting Bias in Survey Wages
by Marco Caliendo & Katrin Huber & Ingo E. Isphording & Jakob Wegmann
- 2411.04640 The role of expansion strategies and operational attributes on hotel performance: a compositional approach
by Carles Mulet-Forteza & Berta Ferrer-Rosell & Onofre Martorell Cunill & Salvador Linares-Mustar'os
- 2411.04616 Optimal Execution under Incomplete Information
by Etienne Chevalier & Yadh Hafsi & Vathana Ly Vath
- 2411.04450 Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions
by Heshani Madigasekara & D. S. Poskitt & Lina Zhang & Xueyan Zhao
- 2411.04380 Identification of Long-Term Treatment Effects via Temporal Links, Observational, and Experimental Data
by Filip Obradovi'c
- 2411.04339 The economic value of empowering older patients transitioning from hospital to home: Evidence from the 'Your Care Needs You' intervention
by Alfredo Palacios & Simon Walker & Beth Woods & Catherine Hewitt & Alison Cracknell & Jenni Murray & Rebecca Lawton & Gerry Richardson
- 2411.04321 Robust and Fast Bass local volatility
by Hao Qin & Charlie Che & Ruozhong Yang & Liming Feng
- 2411.04312 Lee Bounds with a Continuous Treatment in Sample Selection
by Ying-Ying Lee & Chu-An Liu
- 2411.04286 Bounded Rationality in Central Bank Communication
by Wonseong Kim & Choong Lyol Lee
- 2411.04262 Sequential optimal contracting in continuous time
by Guillermo Alonso Alvarez & Erhan Bayraktar & Ibrahim Ekren & Liwei Huang
- 2411.04259 Artificial Intelligence in Financial Forecasting: Analyzing the Suitability of AI Models for Dollar/TL Exchange Rate Predictions
by Asef Yelghi & Aref Yelghi & Shirmohammad Tavangari
- 2411.04239 An Adversarial Approach to Identification
by Irene Botosaru & Isaac Loh & Chris Muris
- 2411.04072 Comparing Electoral Polarization Levels
by Boris Ginzburg
- 2411.04041 Volatility Parametrizations with Random Coefficients: Analytic Flexibility for Implied Volatility Surfaces
by Nicola F. Zaugg & Leonardo Perotti & Lech A. Grzelak
- 2411.03922 Corporate Fundamentals and Stock Price Co-Movement
by Lyuhong Wang & Jiawei Jiang & Yang Zhao
- 2411.03779 Multilingual hierarchical classification of job advertisements for job vacancy statistics
by Maciej Berk{e}sewicz & Marek Wydmuch & Herman Cherniaiev & Robert Pater
- 2411.03699 Zero-Coupon Treasury Rates and Returns using the Volatility Index
by Jihyun Park & Andrey Sarantsev
- 2411.03625 Identification and Inference in General Bunching Designs
by Myunghyun Song
- 2411.03616 Hiring as Exploration
by Danielle Li & Lindsey Raymond & Peter Bergman
- 2411.03608 From Design to Disclosure
by S. Nageeb Ali & Andreas Kleiner & Kun Zhang
- 2411.03583 Beyond Regularity: Simple versus Optimal Mechanisms, Revisited
by Yiding Feng & Yaonan Jin
- 2411.03530 Improving precision of A/B experiments using trigger intensity
by Tanmoy Das & Dohyeon Lee & Arnab Sinha
- 2411.03502 Adaptive Shock Compensation in the Multi-layer Network of Global Food Production and Trade
by Sophia Baum & Moritz Laber & Martin Bruckner & Liuhuaying Yang & Stefan Thurner & Peter Klimek
- 2411.03402 Climate AI for Corporate Decarbonization Metrics Extraction
by Aditya Dave & Mengchen Zhu & Dapeng Hu & Sachin Tiwari
- 2411.03361 Age Normalized Testosterone Peaks at Series B for Male Startup Founders
by Jordan Moradian & Michael Dubrovsky & Megha Sama & Pavel Korecky & Sidarth Kulkarni & Yaniv Goder & Diedrik Vermeulen
- 2411.03241 Troll Farms
by Philipp Denter & Boris Ginzburg
- 2411.03217 A Personal data Value at Risk Approach
by Luis Enriquez
- 2411.03209 Gender Differences in Comparative Advantage Matches: Evidence from Linked Employer-Employee Data
by Hugo Sant'Anna
- 2411.03208 Randomly Assigned First Differences?
by Cl'ement de Chaisemartin & Ziteng Lei
- 2411.03140 The Impact of Medicaid Expansion on Medicare Quality Measures
by Hala Algrain & Elizabeth Cardosa & Shekha Desai & Eugene Fong & Tanguy Ringoir & Huthaifa I. Ashqar
- 2411.03116 Generative AI and Security Operations Center Productivity: Evidence from Live Operations
by James Bono & Justin Grana & Alec Xu
- 2411.03035 Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)
by Quechen Yang
- 2411.03026 Robust Market Interventions
by Andrea Galeotti & Benjamin Golub & Sanjeev Goyal & Eduard Talam`as & Omer Tamuz
- 2411.02963 Global Value Chain Linkages and Carbon Emissions embodied in trade, An Evidence from Emerging Economies: Uncovering Connections
by Sakshi Bhayana & Biswajit Nag
- 2411.02947 Time-Causal VAE: Robust Financial Time Series Generator
by Beatrice Acciaio & Stephan Eckstein & Songyan Hou
- 2411.02807 It Takes Three to Ceilidh: Pension System and Multidimensional Poverty Mitigation in China
by Yansong David Wang & Tao Louie Xu & Cheng Yuan
- 2411.02804 Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets
by Ayush Jha & Abootaleb Shirvani & Svetlozar T. Rachev & Frank J. Fabozzi
- 2411.02675 Does Regression Produce Representative Causal Rankings?
by Apoorva Lal
- 2411.02668 Assessing the regulatory framework of financial institutions in Canada in the context of international climate risk management practices and Canadian net zero emission targets
by Victor Cardenas
- 2411.02558 Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions
by Jinghan Zhang & Henry Xie & Xinhao Zhang & Kunpeng Liu
- 2411.02531 Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Fr\"uhwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes
by Roberto Casarin & Antonio Peruzzi
- 2411.02520 Short-maturity options on realized variance in local-stochastic volatility models
by Dan Pirjol & Xiaoyu Wang & Lingjiong Zhu
- 2411.02375 Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface
by Kentaro Hoshisashi & Carolyn E. Phelan & Paolo Barucca
- 2411.02374 Identifying Economic Factors Affecting Unemployment Rates in the United States
by Alrick Green & Ayesha Nasim & Jaydeep Radadia & Devi Manaswi Kallam & Viswas Kalyanam & Samfred Owenga & Huthaifa I. Ashqar
- 2411.02211 Stochastic Optimal Control of an Industrial Power-to-Heat System with High-Temperature Heat Pump and Thermal Energy Storage
by Eric Pilling & Martin Bahr & Ralf Wunderlich
- 2411.02085 Seesaw Experimentation: A/B Tests with Spillovers
by Jin Li & Ye Luo & Xiaowei Zhang
- 2411.02027 Multidimensional Economic Complexity and Fiscal Crises
by Goran Hristovski & Gjorgji Gockov & Viktor Stojkoski
- 2411.01983 Real-world models for multiple term structures: a unifying HJM framework
by Claudio Fontana & Eckhard Platen & Stefan Tappe
- 2411.01950 Advancing DeFi Analytics: Efficiency Analysis with Decentralized Exchanges Comparison Service
by Evgenii Onishchuk & Maksim Dubovitskii & Eduard Horch
- 2411.01938 Information Aggregation in Markets with Analysts, Experts, and Chatbots
by Wolfgang Kuhle
- 2411.01928 Datasets for Advanced Bankruptcy Prediction: A survey and Taxonomy
by Xinlin Wang & Zs'ofia Kraussl & Mats Brorsson
- 2411.01879 On the Equivalence of Synchronous Coordination Game and Asynchronous Coordination Design
by Xinnian Kazusa Pan
- 2411.01864 On the Asymptotic Properties of Debiased Machine Learning Estimators
by Amilcar Velez
- 2411.01799 Estimating Nonseparable Selection Models: A Functional Contraction Approach
by Fan Wu & Yi Xin
- 2411.01704 Understanding the decision-making process of choice modellers
by Gabriel Nova & Sander van Cranenburgh & Stephane Hess
- 2411.01621 Can education correct appearance discrimination in the labor market?
by Hambur Wang
- 2411.01617 Changes-In-Changes For Discrete Treatment
by Onil Boussim
- 2411.01582 Donald Trumps in the Virtual Polls: Simulating and Predicting Public Opinions in Surveys Using Large Language Models
by Shapeng Jiang & Lijia Wei & Chen Zhang
- 2411.01566 An algorithm for two-player repeated games with imperfect public monitoring
by Jasmina Karabegovic
- 2411.01498 Educational Effects in Mathematics: Conditional Average Treatment Effect depending on the Number of Treatments
by Tomoko Nagai & Takayuki Okuda & Tomoya Nakamura & Yuichiro Sato & Yusuke Sato & Kensaku Kinjo & Kengo Kawamura & Shin Kikuta & Naoto Kumano-go
- 2411.01368 Combining Financial Data and News Articles for Stock Price Movement Prediction Using Large Language Models
by Ali Elahi & Fatemeh Taghvaei
- 2411.01347 A mathematical model for cognitive structures and processes underlying innovations
by Jurgen Jost & Massimo Warglien
- 2411.01319 Efficient Nested Estimation of CoVaR: A Decoupled Approach
by Nifei Lin & Yingda Song & L. Jeff Hong
- 2411.01315 Utilitarian Social Choice and Distributional Welfare Analysis
by Federico Echenique & Quitz'e Valenzuela-Stookey
- 2411.01177 A Numerical Assessment for Predicting Human Development Index (HDI) Trends in the GCC Countries
by Mahdi Goldani
- 2411.01121 Hedging and Pricing Structured Products Featuring Multiple Underlying Assets
by Anil Sharma & Freeman Chen & Jaesun Noh & Julio DeJesus & Mario Schlener
- 2411.01103 Can Loyalty to Creators Dilute Loyalty to Promoted Products? Examining the Heterogeneous Effects of Live-Streamed Content on Video Game Usage
by Wooyong Jo & Mike Lewis & Yanwen Wang
- 2411.01068 The psychology of prizes: Loss aversion and optimal tournament rewards
by Dmitry Ryvkin & Qin Wu
- 2411.01067 Randomized Controlled Trials for Security Copilot for IT Administrators
by James Bono & Alec Xu
- 2411.01064 Empirical Welfare Analysis with Hedonic Budget Constraints
by Debopam Bhattacharya & Ekaterina Oparina & Qianya Xu
- 2411.00981 Design and Analysis of Intellectual Property Protection Strategies Based on Differential Equations
by Hambur Wang
- 2411.00945 Higher-Order Causal Message Passing for Experimentation with Complex Interference
by Mohsen Bayati & Yuwei Luo & William Overman & Sadegh Shirani & Ruoxuan Xiong
- 2411.00886 The ET Interview: Professor Joel L. Horowitz
by Sokbae Lee
- 2411.00856 AI in Investment Analysis: LLMs for Equity Stock Ratings
by Kassiani Papasotiriou & Srijan Sood & Shayleen Reynolds & Tucker Balch
- 2411.00782 TradExpert: Revolutionizing Trading with Mixture of Expert LLMs
by Qianggang Ding & Haochen Shi & Bang Liu
- 2411.00713 Discrete approximation of risk-based prices under volatility uncertainty
by Jonas Blessing & Michael Kupper & Alessandro Sgarabottolo
- 2411.00564 A decomposition from a substitutable many-to-one matching market to a one-to-one matching market
by Pablo Neme & Jorge Oviedo
- 2411.00563 Simulate and Optimise: A two-layer mortgage simulator for designing novel mortgage assistance products
by Leo Ardon & Benjamin Patrick Evans & Deepeka Garg & Annapoorani Lakshmi Narayanan & Makada Henry-Nickie & Sumitra Ganesh
- 2411.00540 Unleashing the full potential of the North Sea -- Identifying key energy infrastructure synergies for 2030 and 2040
by Jan F. Wiegner & Madeleine Gibescu & Matteo Gazzani
- 2411.00520 Calibrated quantile prediction for Growth-at-Risk
by Pietro Bogani & Matteo Fontana & Luca Neri & Simone Vantini
- 2411.00500 The Impact of Farmers' Borrowing Behavior on Agricultural Production Technical Efficiency
by Hambur Wang
- 2411.00420 Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models
by Kei Nakagawa & Masanori Hirano & Yugo Fujimoto
- 2411.00358 Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model
by Donald W. K. Andrews & Ming Li
- 2410.24191 Flexible Demand Manipulation
by Yifan Dai & Andrew Koh
- 2410.23979 Fair Division of Chores with Budget Constraints
by Edith Elkind & Ayumi Igarashi & Nicholas Teh
- 2410.23927 A dynamic programming principle for multiperiod control problems with bicausal constraints
by Ruslan Mirmominov & Johannes Wiesel
- 2410.23923 The museum pass problem with consortia
by Juan Carlos Gonc{c}alves-Dosantos & Ricardo Mart'inez & Joaqu'in S'anchez-Soriano
- 2410.23869 New Combinatorial Insights for Monotone Apportionment
by Javier Cembrano & Jos'e Correa & Ulrike Schmidt-Kraepelin & Alexandros Tsigonias-Dimitriadis & Victor Verdugo
- 2410.23852 Estimation and Inference in Dyadic Network Formation Models with Nontransferable Utilities
by Ming Li & Zhentao Shi & Yapeng Zheng
- 2410.23785 Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE
by Facundo Arga~naraz & Juan Carlos Escanciano
- 2410.23705 Job Loss and Political Entry
by Laura Barros & Aiko Schmei{ss}er
- 2410.23587 Fractional Moments by the Moment-Generating Function
by Peter Reinhard Hansen & Chen Tong
- 2410.23536 On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio
by Chung-Han Hsieh & Xiao-Rou Yu
- 2410.23525 On the consistency of bootstrap for matching estimators
by Ziming Lin & Fang Han
- 2410.23447 Continuous Risk Factor Models: Analyzing Asset Correlations through Energy Distance
by Marcus Gawronsky & Chun-Sung Huang
- 2410.23404 Rebalancing-versus-Rebalancing: Improving the fidelity of Loss-versus-Rebalancing
by Matthew Willetts & Christian Harrington
- 2410.23322 The Heterogeneous Effects of Active Labour Market Policies in Switzerland
by Federica Mascolo & Nora Bearth & Fabian Muny & Michael Lechner & Jana Mareckova
- 2410.23297 Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction
by Hugo Inzirillo
- 2410.23296 Generalized Distribution Prediction for Asset Returns
by 'Isak P'etursson & Mar'ia 'Oskarsd'ottir
- 2410.23294 Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic
by Vito Alessandro Monaco & Antonio Riva & Luca Sabbioni & Lorenzo Bisi & Edoardo Vittori & Marco Pinciroli & Michele Trapletti & Marcello Restelli
- 2410.23275 Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks
by Matteo Citterio & Marco D'Errico & Gabriele Visentin
- 2410.23259 Strategic communication of narratives
by Gerrit Bauch & Manuel Foerster
- 2410.23002 Emerging countries' counter-currency cycles in the face of crises and dominant currencies
by Hugo Spring-Ragain
- 2410.22706 Graph Signal Processing for Global Stock Market Volatility Forecasting
by Zhengyang Chi & Junbin Gao & Chao Wang
- 2410.22616 Price Regulation, Technology and Provider Redistribution
by Piyush Akimitsu
- 2410.22574 Inference in Partially Linear Models under Dependent Data with Deep Neural Networks
by Chad Brown
- 2410.22568 Fast Deep Hedging with Second-Order Optimization
by Konrad Mueller & Amira Akkari & Lukas Gonon & Ben Wood
- 2410.22519 Evaluating utility in synthetic banking microdata applications
by Hugo E. Caceres & Ben Moews
- 2410.22498 The VIX as Stochastic Volatility for Corporate Bonds
by Jihyun Park & Andrey Sarantsev
- 2410.22471 Log Heston Model for Monthly Average VIX
by Jihyun Park & Andrey Sarantsev
- 2410.22443 Bitcoin and Shadow Exchange Rates
by Yanan Niu & Ilja Kantorovitch
- 2410.22382 Debiasing Alternative Data for Credit Underwriting Using Causal Inference
by Chris Lam
- 2410.22369 Inequality in a model of capitalist economy
by Jhordan Silveira Borba & Sebastian Gonc{c}alves & Celia Anteneodo
- 2410.22346 Representation Learning for Regime detection in Block Hierarchical Financial Markets
by Alexa Orton & Tim Gebbie
- 2410.22165 EconoJax: A Fast & Scalable Economic Simulation in Jax
by Koen Ponse & Aske Plaat & Niki van Stein & Thomas M. Moerland
- 2410.22144 The equilibrium properties of obvious strategy profiles in games with many players
by Enxian Chen Bin Wu Hanping Xu
- 2410.22001 Markov Stochastic Choice
by Kremena Valkanova
- 2410.21988 American Views About Election Fraud in 2024
by Mitchell Linegar & R. Michael Alvarez
- 2410.21928 Differentiable Inductive Logic Programming for Fraud Detection
by Boris Wolfson & Erman Acar
- 2410.21858 Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
by Damir Filipovic & Paul Schneider
- 2410.21771 Why is it so hard to find a job now? Enter Ghost Jobs
by Hunter Ng
- 2410.21694 Weighted Garbling
by Daehyun Kim & Ichiro Obara
- 2410.21649 Applications of the Second-Order Esscher Pricing in Risk Management
by Tahir Choulli & Ella Elazkany & Mich`ele Vanmaele
Printed from https://ideas.repec.org/s/arx/papers5.html
