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Content
2024
- 2412.17354 Bayesian penalized empirical likelihood and Markov Chain Monte Carlo sampling
by Jinyuan Chang & Cheng Yong Tang & Yuanzheng Zhu
- 2412.17314 Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt
by Pengbin Feng & Yankaiqi Li & Yijiashun Qi & Xiaojun Guo & Zhenghao Lin
- 2412.17293 Multimodal Deep Reinforcement Learning for Portfolio Optimization
by Sumit Nawathe & Ravi Panguluri & James Zhang & Sashwat Venkatesh
- 2412.17181 Gaussian and Bootstrap Approximation for Matching-based Average Treatment Effect Estimators
by Zhaoyang Shi & Chinmoy Bhattacharjee & Krishnakumar Balasubramanian & Wolfgang Polonik
- 2412.17021 Competitive Facility Location with Market Expansion and Customer-centric Objective
by Cuong Le & Tien Mai & Ngan Ha Duong & Minh Hoang Ha
- 2412.16927 The impact of Egypt's accession to the BRICS group on the foreign exchange crisis in Egypt
by Yasmeen Fekery Yaseen El Khodary & Mousa Gowfal Selmey Gowfal Selmey & Elsayed Farrag Elsaid Mohamed Elsayed
- 2412.16850 A Limit Order Book Model for High Frequency Trading with Rough Volatility
by Yun Chen-Shue & Yukun Li & Jiongmin Yong
- 2412.16655 Direct Inversion for the Squared Bessel Process and Applications
by Simon J. A. Malham & Anke Wiese & Yifan Xu
- 2412.16591 Data-Driven Economic Agent-Based Models
by Marco Pangallo & R. Maria del Rio-Chanona
- 2412.16452 Sharp Results for Hypothesis Testing with Risk-Sensitive Agents
by Flora C. Shi & Stephen Bates & Martin J. Wainwright
- 2412.16436 Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures
by Ulrich Horst & Wei Xu & Rouyi Zhang
- 2412.16384 Algorithmic Contract Theory: A Survey
by Paul Duetting & Michal Feldman & Inbal Talgam-Cohen
- 2412.16352 Counting Defiers in Health Care with a Design-Based Likelihood for the Joint Distribution of Potential Outcomes
by Neil Christy & Amanda Ellen Kowalski
- 2412.16333 Optimizing Fintech Marketing: A Comparative Study of Logistic Regression and XGBoost
by Sahar Yarmohammadtoosky Dinesh Chowdary Attota
- 2412.16269 (Mis)information diffusion and the financial market
by Tommaso Di Francesco & Daniel Torren Peraire
- 2412.16175 Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study
by Yilie Huang & Yanwei Jia & Xun Yu Zhou
- 2412.16174 Experimenting with Multi-modal Information to Predict Success of Indian IPOs
by Sohom Ghosh & Arnab Maji & N Harsha Vardhan & Sudip Kumar Naskar
- 2412.16166 Unveiling the Role of Artificial Intelligence and Stock Market Growth in Achieving Carbon Neutrality in the United States: An ARDL Model Analysis
by Azizul Hakim Rafi & Abdullah Al Abrar Chowdhury & Adita Sultana & Abdulla All Noman
- 2412.16160 Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks
by Adamantios Ntakaris & Gbenga Ibikunle
- 2412.16132 Data-Driven Mechanism Design: Jointly Eliciting Preferences and Information
by Dirk Bergemann & Marek Bojko & Paul Dutting & Renato Paes Leme & Haifeng Xu & Song Zuo
- 2412.16127 Revisiting Global Income Convergence in the 21st Century
by Bipul Verma
- 2412.16126 A Scenario-Based Assessment of the Long-Term Funding Adequacy of the German Nuclear Waste Fund KENFO
by Mahdi Awawda & Alexander Wimmers
- 2412.16122 Multi-scale reconstruction of large supply networks
by Leonardo Niccol`o Ialongo & Sylvain Bangma & Fabian Jansen & Diego Garlaschelli
- 2412.16083 Differentially Private Federated Learning of Diffusion Models for Synthetic Tabular Data Generation
by Timur Sattarov & Marco Schreyer & Damian Borth
- 2412.16067 Correct implied volatility shapes and reliable pricing in the rough Heston model
by Svetlana Boyarchenko & Sergei Levendorskiv{i}
- 2412.16009 Universal approximation on non-geometric rough paths and applications to financial derivatives pricing
by Fabian A. Harang & Fred Espen Benth & Fride Straum
- 2412.15986 Shifting the yield curve for fixed-income and derivatives portfolios
by Michele Leonardo Bianchi & Dario Ruzzi & Anatoli Segura
- 2412.15971 Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
by Martin Friesen & Stefan Gerhold & Kristof Wiedermann
- 2412.15959 Battery valuation on electricity intraday markets with liquidity costs
by Enzo Cogn'eville & Thomas Deschatre & Xavier Warin
- 2412.15738 Risk spillovers between the BRICS and the U.S. staple grain futures markets
by Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou
- 2412.15472 On the Fairness of Additive Welfarist Rules
by Karen Frilya Celine & Warut Suksompong & Sheung Man Yuen
- 2412.15448 Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading
by Akash Deep & Abootaleb Shirvani & Chris Monico & Svetlozar Rachev & Frank J. Fabozzi
- 2412.15433 Quantifying detection rates for dangerous capabilities: a theoretical model of dangerous capability evaluations
by Paolo Bova & Alessandro Di Stefano & The Anh Han
- 2412.15376 Countries across the world use more land for golf courses than wind or solar energy
by Jann Weinand & Tristan Pelser & Max Kleinebrahm & Detlef Stolten
- 2412.15350 Prudence and higher-order risk attitudes in the rank-dependent utility model
by Ruodu Wang & Qinyu Wu
- 2412.15298 A Comparative Study of DSPy Teleprompter Algorithms for Aligning Large Language Models Evaluation Metrics to Human Evaluation
by Bhaskarjit Sarmah & Kriti Dutta & Anna Grigoryan & Sachin Tiwari & Stefano Pasquali & Dhagash Mehta
- 2412.15239 Modeling Story Expectations to Understand Engagement: A Generative Framework Using LLMs
by Hortense Fong & George Gui
- 2412.15222 Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
by Mohan Jiang & Yaxin Liang & Siyuan Han & Kunyuan Ma & Yuan Chen & Zhen Xu
- 2412.15172 Option Pricing with a Compound CARMA(p,q)-Hawkes
by Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji
- 2412.15083 Assessing the viability of non-light water reactor concepts for electricity and heat generation in decarbonized energy systems
by Alexander Wimmers & Fanny Bose & Leonard Goke
- 2412.14996 From Nonequilibrium to Equilibrium: Insights from a Two-Population Occupation Model
by Jerome Garnier-Brun & Ruben Zakine & Michael Benzaquen
- 2412.14778 Testing linearity of spatial interaction functions \`a la Ramsey
by Abhimanyu Gupta & Jungyoon Lee & Francesca Rossi
- 2412.14624 The Diffusive Nature of Housing Prices
by Antoine-Cyrus Becharat & Michael Benzaquen & Jean-Philippe Bouchaud
- 2412.14529 Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
by Arash Peik & Mohammad Ali Zare Chahooki & Amin Milani Fard & Mehdi Agha Sarram
- 2412.14523 Provincial allocation of China's commercial building operational carbon towards carbon neutrality
by Yanqiao Deng & Minda Ma & Nan Zhou & Chenchen Zou & Zhili Ma & Ran Yan & Xin Ma
- 2412.14447 Good Controls Gone Bad: Difference-in-Differences with Covariates
by Sunny Karim & Matthew D. Webb
- 2412.14400 On Monotone Persuasion
by Anton Kolotilin & Hongyi Li & Andriy Zapechelnyuk
- 2412.14370 The Role of Patents: Incentivizing Innovation or Hindering Progress?
by Ga'etan de Rassenfosse
- 2412.14361 Refining and Robust Backtesting of A Century of Profitable Industry Trends
by Alessandro Massaad & Rene Moawad & Oumaima Nijad Fares & Sahaphon Vairungroj
- 2412.14353 Multivariate Rough Volatility
by Ranieri Dugo & Giacomo Giorgio & Paolo Pigato
- 2412.14307 Race Discrimination in Internet Advertising: Evidence From a Field Experiment
by Neil K. R. Sehgal & Dan Svirsky
- 2412.14182 Uncertainty Quantification in Portfolio Temperature Alignment
by Hendrik Weichel & Aleksandr Zinovev & Heikki Haario & Martin Simon
- 2412.14144 Application of the Kelly Criterion to Prediction Markets
by Bernhard K Meister
- 2412.13689 A bibliometric analysis and scoping study to identify English-language perspectives on slums
by Katharina Henn & Michaela Lestakova & Kevin Logan & Jakob Hartig & Stefanos Georganos & John Friesen
- 2412.13669 Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs
by Jintao Li & Shuaijie Qian
- 2412.13556 An Analysis of the Relationship Between the Characteristics of Innovative Consumers and the Degree of Serious Leisure in User Innovation
by Taichi Abe & Yasunobu Morita
- 2412.13523 Strictly monotone mean-variance preferences with dynamic portfolio management
by Yike Wang & Yusha Chen
- 2412.13521 On stochastic control problems with higher-order moments
by Yike Wang & Jingzhen Liu & Alain Bensoussan & Ka-Fai Cedric Yiu & Jiaqin Wei
- 2412.13413 System and sub-system energy resilience during public safety power shutoffs (PSPS) in California -- An evidence-based argument
by Daniel Thompson & Gianluca Pescaroli & Maham Furqan
- 2412.13362 Modeling coskewness with zero correlation and correlation with zero coskewness
by Carole Bernard & Jinghui Chen & Steven Vanduffel
- 2412.13311 Productivity of Short Term Assets as a Signal of Future Stock Performance
by Veer Vohra & Devyani Vij & Jehil Mehta & Arman Ozcan
- 2412.13172 Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
by Victor Olkhov
- 2412.13101 Pontryagin-Guided Policy Optimization for Merton's Portfolio Problem
by Jeonggyu Huh & Jaegi Jeon
- 2412.13076 Dual Interpretation of Machine Learning Forecasts
by Philippe Goulet Coulombe & Maximilian Goebel & Karin Klieber
- 2412.13013 The Emergence of Strategic Reasoning of Large Language Models
by Dongwoo Lee & Gavin Kader
- 2412.12784 Digital Transformation in Switzerland: The Current State and Expectations
by Johannes Lehmann & Michael Beckmann
- 2412.12780 Digital technologies and performance incentives: Evidence from businesses in the Swiss economy
by Johannes Lehmann & Michael Beckmann
- 2412.12752 Organizational culture and the usage of Industry 4.0 technologies: evidence from Swiss businesses
by Simon Alexander Wiese & Johannes Lehmann & Michael Beckmann
- 2412.12721 Information, entropy and the paradox of choice: A theoretical framework for understanding choice satisfaction
by Mojtaba Madadi Asl & Kamal Hajian & Rouzbeh Torabi & Mehdi Sadeghi
- 2412.12676 Raising Bidders' Awareness in Second-Price Auctions
by Ying Xue Li & Burkhard C. Schipper
- 2412.12610 Gender Bias and Property Taxes
by Gordon Burtch & Alejandro Zentner
- 2412.12576 Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
by Saumya Kothari & Harsh Shah & Utkarsh Prajapati & Shrinjay Kaushik
- 2412.12539 Hunting Tomorrow's Leaders: Using Machine Learning to Forecast S&P 500 Additions & Removal
by Vidhi Agrawal & Eesha Khalid & Tianyu Tan & Doris Xu
- 2412.12516 Enhanced Momentum with Momentum Transformers
by Max Mason & Waasi A Jagirdar & David Huang & Rahul Murugan
- 2412.12495 Obvious manipulations, consistency, and the uniform rule
by R. Pablo Arribillaga & Agustin G. Bonifacio
- 2412.12482 Volatility-Volume Order Slicing via Statistical Analysis
by Ritwika Chattopadhyay & Abhishek Malichkar & Zhixuan Ren & Xinyue Zhang
- 2412.12458 An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
by Jirat Suchato & Sean Wiryadi & Danran Chen & Ava Zhao & Michael Yue
- 2412.12438 AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics
by Jiajun Gu & Zichen Yang & Xintong Lin & Sixun Chen & YuTing Lu
- 2412.12393 Emergence of Power-Law and Other Wealth Distributions in Crowd of Heterogeneous Agents
by Jake J. Xia
- 2412.12350 A multi-factor market-neutral investment strategy for New York Stock Exchange equities
by Georgios M. Gkolemis & Adwin Richie Lee & Amine Roudani
- 2412.12213 The AI Black-Scholes: Finance-Informed Neural Network
by Amine M. Aboussalah & Xuanze Li & Cheng Chi & Raj Patel
- 2412.12199 Stochastic Gradient Descent in the Optimal Control of Execution Costs
by Simeon Kolev
- 2412.12148 How to Choose a Threshold for an Evaluation Metric for Large Language Models
by Bhaskarjit Sarmah & Mingshu Li & Jingrao Lyu & Sebastian Frank & Nathalia Castellanos & Stefano Pasquali & Dhagash Mehta
- 2412.11984 Quantifying Inefficiency
by Yannai A. Gonczarowski & Ella Segev
- 2412.11977 Weak Strategyproofness in Randomized Social Choice
by Felix Brandt & Patrick Lederer
- 2412.11957 Multiplexing in Networks and Diffusion
by Arun G. Chandrasekhar & Vasu Chaudhary & Benjamin Golub & Matthew O. Jackson
- 2412.11602 Multivariate Distributions in Non-Stationary Complex Systems II: Empirical Results for Correlated Stock Markets
by Anton J. Heckens & Efstratios Manolakis & Cedric Schuhmann & Thomas Guhr
- 2412.11601 Multivariate Distributions in Non-Stationary Complex Systems I: Random Matrix Model and Formulae for Data Analysis
by Efstratios Manolakis & Anton J. Heckens & Thomas Guhr
- 2412.11597 Transition dynamics of electricity asset-owning firms
by Anton Pichler
- 2412.11575 Cost-aware Portfolios in a Large Universe of Assets
by Qingliang Fan & Marcelo C. Medeiros & Hanming Yang & Songshan Yang
- 2412.11462 S&P 500 Trend Prediction
by Shasha Yu & Qinchen Zhang & Yuwei Zhao
- 2412.11432 A Deep Learning Approach for Trading Factor Residuals
by Wo Long & Victor Xiao
- 2412.11383 Stochastic optimal self-path-dependent control: A new type of variational inequality and its viscosity solution
by Mingxin Guo & Zuo Quan Xu
- 2412.11285 Moderating the Mediation Bootstrap for Causal Inference
by Kees Jan van Garderen & Noud van Giersbergen
- 2412.11278 VAR models with an index structure: A survey with new results
by Gianluca Cubadda
- 2412.11264 Simulation of square-root processes made simple: applications to the Heston model
by Eduardo Abi Jaber
- 2412.11259 Navigating through Economic Complexity: Phase Diagrams & Parameter Sloppiness
by Jean-Philippe Bouchaud
- 2412.11257 Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate
by Fengpei Li & Haoxian Chen & Jiahe Lin & Arkin Gupta & Xiaowei Tan & Gang Xu & Yuriy Nevmyvaka & Agostino Capponi & Henry Lam
- 2412.11192 From Votes to Volatility Predicting the Stock Market on Election Day
by Igor L. R. Azevedo & Toyotaro Suzumura
- 2412.11179 Treatment Evaluation at the Intensive and Extensive Margins
by Phillip Heiler & Asbj{o}rn Kaufmann & Bezirgen Veliyev
- 2412.11122 Paid with Models: Optimal Contract Design for Collaborative Machine Learning
by Bingchen Wang & Zhaoxuan Wu & Fusheng Liu & Bryan Kian Hsiang Low
- 2412.11113 Optimal Strategy-proof Mechanisms on Single-crossing Domains
by Mridu Prabal Goswami
- 2412.11019 PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
by Siqiao Zhao & Dan Wang & Raphael Douady
- 2412.10974 Quantifying Educational Competition: A Game-Theoretic Model with Policy Implications
by Siyuan He
- 2412.10959 Binary or nonbinary? An evolutionary learning approach to gender identity
by Hung Truong
- 2412.10947 Auto-Regressive Control of Execution Costs
by Simeon Kolev
- 2412.10906 SusGen-GPT: A Data-Centric LLM for Financial NLP and Sustainability Report Generation
by Qilong Wu & Xiaoneng Xiang & Hejia Huang & Xuan Wang & Yeo Wei Jie & Ranjan Satapathy & Ricardo Shirota Filho & Bharadwaj Veeravalli
- 2412.10860 Classification of Financial Data Using Quantum Support Vector Machine
by Seemanta Bhattacharjee & MD. Muhtasim Fuad & A. K. M. Fakhrul Hossain
- 2412.10823 FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs
by Yixuan Liang & Yuncong Liu & Boyu Zhang & Christina Dan Wang & Hongyang Yang
- 2412.10791 Forecasting realized covariances using HAR-type models
by Matias Quiroz & Laleh Tafakori & Hans Manner
- 2412.10692 Continuous-time optimal investment with portfolio constraints: a reinforcement learning approach
by Huy Chau & Duy Nguyen & Thai Nguyen
- 2412.10662 On Prior Confidence and Belief Updating
by Kenneth Chan & Gary Charness & Chetan Dave & J. Lucas Reddinger
- 2412.10635 Do LLMs Act as Repositories of Causal Knowledge?
by Nick Huntington-Klein & Eleanor J. Murray
- 2412.10608 An overview of meta-analytic methods for economic research
by Amin Haghnejad & Mahboobeh Farahati
- 2412.10592 Self-Exciting Random Evolutions (SEREs) and their Applications
by Anatoliy Swishchuk
- 2412.10564 Strategically Acting on Information
by Xiaoming Wang
- 2412.10540 Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
by Soroush Omranpour & Guillaume Rabusseau & Reihaneh Rabbany
- 2412.10524 Is Polarization an Inevitable Outcome of Similarity-Based Content Recommendations? -- Mathematical Proofs and Computational Validation
by Minhyeok Lee
- 2412.10478 Re-examining the social impact of silver monetization in the Ming Dynasty from the perspective of supply and demand
by Tianwei Chang
- 2412.10421 Energetic closure of the spatially resolved global food system
by Maxwell Kaye & Graham K. MacDonald & Eric Galbraith
- 2412.10329 Reciprocity in Interbank Markets
by Lutz Honvehlmann
- 2412.10304 A Neyman-Orthogonalization Approach to the Incidental Parameter Problem
by St'ephane Bonhomme & Koen Jochmans & Martin Weidner
- 2412.10199 Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems
by You Wu & Mengfang Sun & Hongye Zheng & Jinxin Hu & Yingbin Liang & Zhenghao Lin
- 2412.10024 Strategic Attribute Learning
by Jean-Michel Benkert & Ludmila Matyskova & Egor Starkov
- 2412.09880 Financial Fine-tuning a Large Time Series Model
by Xinghong Fu & Masanori Hirano & Kentaro Imajo
- 2412.09662 Replica del valor de un pool (CPM) y hedging de perdidas impermanentes
by Agust'in Mu~noz Gonz'alez & Juan I. Sequeira y Ariel Dembling
- 2412.09631 Limit Order Book Event Stream Prediction with Diffusion Model
by Zetao Zheng & Guoan Li & Deqiang Ouyang & Decui Liang & Jie Shao
- 2412.09517 Geometric Deep Learning for Realized Covariance Matrix Forecasting
by Andrea Bucci & Michele Palma & Chao Zhang
- 2412.09430 A Kernel Score Perspective on Forecast Disagreement and the Linear Pool
by Fabian Kruger
- 2412.09394 LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
by Sebastien Valeyre & Sofiane Aboura
- 2412.09345 Delving into Youth Perspectives on In-game Gambling-like Elements: A Proof-of-Concept Study Utilising Large Language Models for Analysing User-Generated Text Data
by Thomas Krause & Steffen Otterbach & Johannes Singer
- 2412.09335 Does Low Spoilage Under Cold Conditions Foster Cultural Complexity During the Foraging Era? -- A Theoretical and Computational Inquiry
by Minhyeok Lee
- 2412.09321 Learning to be Indifferent in Complex Decisions: A Coarse Payoff-Assessment Model
by Philippe Jehiel & Aviman Satpathy
- 2412.09226 The Global Carbon Budget as a cointegrated system
by Mikkel Bennedsen & Eric Hillebrand & Morten {O}rregaard Nielsen
- 2412.09171 Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty
by Guohui Guan & Zongxia Liang & Yi Xia
- 2412.09157 Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
by Guohui Guan & Zongxia Liang & Yi Xia
- 2412.08987 Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options
by Rakhymzhan Kazbek & Yogi Erlangga & Yerlan Amanbek & Dongming Wei
- 2412.08850 Emulating the Global Change Analysis Model with Deep Learning
by Andrew Holmes & Matt Jensen & Sarah Coffland & Hidemi Mitani Shen & Logan Sizemore & Seth Bassetti & Brenna Nieva & Claudia Tebaldi & Abigail Snyder & Brian Hutchinson
- 2412.08831 Panel Stochastic Frontier Models with Latent Group Structures
by Kazuki Tomioka & Thomas T. Yang & Xibin Zhang
- 2412.08756 High-dimensional covariance matrix estimators on simulated portfolios with complex structures
by Andr'es Garc'ia-Medina
- 2412.08657 Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implications
by Kiarash Firouzi & Mohammad Jelodari Mamaghani
- 2412.08624 Efficient and Verified Continuous Double Auctions
by Mohit Garg & Suneel Sarswat
- 2412.08342 Approximate Revenue from Finite Range Mechanisms
by Mridu Prabal Goswami
- 2412.08179 Auto-Generating Earnings Report Analysis via a Financial-Augmented LLM
by Van-Duc Le
- 2412.07946 The Economics of Equilibrium with Indivisible Goods
by Ravi Jagadeesan & Alexander Teytelboym
- 2412.07787 Anomaly Detection in California Electricity Price Forecasting: Enhancing Accuracy and Reliability Using Principal Component Analysis
by Joseph Nyangon & Ruth Akintunde
- 2412.07688 A Joint Energy and Differentially-Private Smart Meter Data Market
by Saurab Chhachhi & Fei Teng
- 2412.07649 Machine Learning the Macroeconomic Effects of Financial Shocks
by Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino
- 2412.07587 A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting
by Zheng Cao & Helyette Geman
- 2412.07461 A theory of passive market impact
by Youssef Ouazzani Chahdi & Mathieu Rosenbaum & Gr'egoire Szymanski
- 2412.07459 Moving to the suburbs? Exploring the potential impact of work-from-home on suburbanization in Poland
by Beata Wo'zniak-Jk{e}chorek & S{l}awomir Ku'zmar & David Bole
- 2412.07352 Inference after discretizing unobserved heterogeneity
by Jad Beyhum & Martin Mugnier
- 2412.07348 IntraLayer: A Platform of Digital Finance Platforms
by Arman Abgaryan & Utkarsh Sharma
- 2412.07223 A Consolidated Volatility Prediction with Back Propagation Neural Network and Genetic Algorithm
by Zong Ke & Jingyu Xu & Zizhou Zhang & Yu Cheng & Wenjun Wu
- 2412.07184 Automatic Doubly Robust Forests
by Zhaomeng Chen & Junting Duan & Victor Chernozhukov & Vasilis Syrgkanis
- 2412.07061 Network and timing effects in social learning
by Wade Hann-Caruthers & Minghao Pan & Omer Tamuz
- 2412.07042 Generative AI Impact on Labor Market: Analyzing ChatGPT's Demand in Job Advertisements
by Mahdi Ahmadi & Neda Khosh Kheslat & Adebola Akintomide
- 2412.07031 Large Language Models: An Applied Econometric Framework
by Jens Ludwig & Sendhil Mullainathan & Ashesh Rambachan
- 2412.07027 Deep Learning for Cross-Border Transaction Anomaly Detection in Anti-Money Laundering Systems
by Qian Yu & Zhen Xu & Zong Ke
- 2412.06862 Stock Type Prediction Model Based on Hierarchical Graph Neural Network
by Jianhua Yao & Yuxin Dong & Jiajing Wang & Bingxing Wang & Hongye Zheng & Honglin Qin
- 2412.06837 Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach
by Olamilekan Shobayo & Sidikat Adeyemi-Longe & Olusogo Popoola & Bayode Ogunleye
- 2412.06794 Understanding the Impact of News Articles on the Movement of Market Index: A Case on Nifty 50
by Subhasis Dasgupta & Pratik Satpati & Ishika Choudhary & Jaydip Sen
- 2412.06688 Probabilistic Targeted Factor Analysis
by Miguel C. Herculano & Santiago Montoya-Bland'on
- 2412.06417 Systematic comparison of deep generative models applied to multivariate financial time series
by Howard Caulfield & James P. Gleeson
- 2412.06360 India's residential space cooling transition: Decarbonization ambitions since the turn of millennium
by Ran Yan & Nan Zhou & Minda Ma & Chao Mao
- 2412.06343 Diffusion on the circle and a stochastic correlation model
by Sourav Majumdar & Arnab Kumar Laha
- 2412.06222 Blotto on the Ballot: A Ballot Stuffing Blotto Game
by Harsh Shah & Jayakrishnan Nair & D Manjunath & Narayan Mandayam
- 2412.06193 Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
by Zong Ke & Yuchen Yin
- 2412.06092 Density forecast transformations
by Matteo Mogliani & Florens Odendahl
- 2412.06037 The emergence of chaos in population game dynamics induced by comparisons
by Jakub Bielawski & {L}ukasz Cholewa & Fryderyk Falniowski
- 2412.05919 Estimating Spillover Effects in the Presence of Isolated Nodes
by Bora Kim
- 2412.05911 Unveiling True Talent: The Soccer Factor Model for Skill Evaluation
by Alexandre Andorra & Maximilian Gobel
- 2412.05889 Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics
by Peilun He & Gareth W. Peters & Nino Kordzakhia & Pavel V. Shevchenko
- 2412.05794 Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax
by Tao Sun
- 2412.05736 Convolution Mode Regression
by Eduardo Schirmer Finn & Eduardo Horta
- 2412.05731 A Scoping Review of ChatGPT Research in Accounting and Finance
by Mengming Michael Dong & Theophanis C. Stratopoulos & Victor Xiaoqi Wang
- 2412.05691 Undergraduate Course Allocation through Competitive Markets
by Daniel Kornbluth & Alexey Kushnir
- 2412.05664 Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups
by Minseog Oh & Donggyu Kim
- 2412.05621 Minimum Sliced Distance Estimation in a Class of Nonregular Econometric Models
by Yanqin Fan & Hyeonseok Park
- 2412.05516 Measuring Consumer Sensitivity to Audio Advertising: A Long-Run Field Experiment on Pandora Internet Radio
by Ali Goli & Jason Huang & David Reiley & Nickolai M. Riabov
- 2412.05508 Optimizing Returns from Experimentation Programs
by Timothy Sudijono & Simon Ejdemyr & Apoorva Lal & Martin Tingley
- 2412.05431 Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark
by Pieter van Staden & Peter Forsyth & Yuying Li
- 2412.05344 Consumption Dependent Random Utility
by Christopher Turansick
- 2412.05300 AD-HOC: A C++ Expression Template package for high-order derivatives backpropagation
by Juan Lucas Rey
- 2412.05297 A Decision Support System for Stock Selection and Asset Allocation Based on Fundamental Data Analysis
by Ali Abrishami & Jafar Habibi & AmirAli Jarrahi & Dariush Amiri & MohammadAmin Fazli
- 2412.05285 A FinTech Clustering Framework: Technology, Model, and Stakeholder Perspectives
by Pak-Lok Poon & Santoso Wibowo & Sau-Fun Tang
- 2412.05234 Constructing Uncertainty Sets for Robust Risk Measures: A Composition of $\phi$-Divergences Approach to Combat Tail Uncertainty
by Guanyu Jin & Roger J. A. Laeven & Dick den Hertog & Aharon Ben-Tal
- 2412.05090 AI and the law
by Henry A. Thompson
- 2412.05070 Enhancing Fourier pricing with machine learning
by Gero Junike & Hauke Stier
- 2412.04924 Follow the money: a startup-based measure of AI exposure across occupations, industries and regions
by Enrico Maria Fenoaltea & Dario Mazzilli & Aurelio Patelli & Angelica Sbardella & Andrea Tacchella & Andrea Zaccaria & Marco Trombetti & Luciano Pietronero
- 2412.04816 Linear Regressions with Combined Data
by Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel
- 2412.04605 Semiparametric Bayesian Difference-in-Differences
by Christoph Breunig & Ruixuan Liu & Zhengfei Yu
- 2412.04589 Inverting the Markovian projection for pure jump processes
by Martin Larsson & Shukun Long
- 2412.04505 Achieving Semantic Consistency: Contextualized Word Representations for Political Text Analysis
by Ruiyu Zhang & Lin Nie & Ce Zhao & Qingyang Chen
- 2412.04490 M6 Investment Challenge: The Role of Luck and Strategic Considerations
by Filip Stanv{e}k
- 2412.04354 Multi-Scale Node Embeddings for Graph Modeling and Generation
by Riccardo Milocco & Fabian Jansen & Diego Garlaschelli
- 2412.04293 Cubic-based Prediction Approach for Large Volatility Matrix using High-Frequency Financial Data
by Sung Hoon Choi & Donggyu Kim
- 2412.04265 On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs
by Yuta Okamoto & Yuuki Ozaki
Printed from https://ideas.repec.org/s/arx/papers5.html
