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Content
2022
- 2201.09073 Economic Freedom: The Top, the Bottom, and the Reality. I. 1997-2007
by Marcel Ausloos & Philippe Bronlet
- 2201.09064 An Intergenerational Issue: The Equity Issues due to Public-Private Partnerships. The Critical Aspect of the Social Discount Rate Choice for Future Generations
by Abeer Al Yaqoobi & Marcel Ausloos
- 2201.08995 Fuel consumption elasticities, rebound effect and feebate effectiveness in the Indian and Chinese new car markets
by Prateek Bansal & Rubal Dua
- 2201.08875 Information-Based Trading
by George Bouzianis & Lane P. Hughston & Leandro S'anchez-Betancourt
- 2201.08837 Marginal Effects for Non-Linear Prediction Functions
by Christian A. Scholbeck & Giuseppe Casalicchio & Christoph Molnar & Bernd Bischl & Christian Heumann
- 2201.08826 Minimax-Regret Climate Policy with Deep Uncertainty in Climate Modeling and Intergenerational Discounting
by Stephen J. DeCanio & Charles F. Manski & Alan H. Sanstad
- 2201.08584 High-Dimensional Sparse Multivariate Stochastic Volatility Models
by Benjamin Poignard & Manabu Asai
- 2201.08444 Profit Shifting of Multinational Corporations Worldwide
by Javier Garcia-Bernardo & Petr Jansk'y
- 2201.08366 Estimation of Conditional Random Coefficient Models using Machine Learning Techniques
by Stephan Martin
- 2201.08326 Learning with latent group sparsity via heat flow dynamics on networks
by Subhroshekhar Ghosh & Soumendu Sundar Mukherjee
- 2201.08283 Lead-lag detection and network clustering for multivariate time series with an application to the US equity market
by Stefanos Bennett & Mihai Cucuringu & Gesine Reinert
- 2201.08218 Long Short-Term Memory Neural Network for Financial Time Series
by Carmina Fjellstrom
- 2201.07903 Identification of Direct Socio-Geographical Price Discrimination: An Empirical Study on iPhones
by Davidson Cheng
- 2201.07737 COVID-19 impact on the international trade
by C'elestin Coquid'e & Jos'e Lages & Leonardo Ermann & Dima L. Shepelyansky
- 2201.07666 Microeconomic Foundations of Decentralised Organisations
by Mauricio Jacobo Romero & Andr'e Freitas
- 2201.07659 Equilibria of Time-inconsistent Stopping for One-dimensional Diffusion Processes
by Erhan Bayraktar & Zhenhua Wang & Zhou Zhou
- 2201.07656 Consistency of MLE for partially observed diffusions, with application in market microstructure modeling
by Sergey Nadtochiy & Yuan Yin
- 2201.07457 Forecasting the distribution of long-horizon returns with time-varying volatility
by Hwai-Chung Ho
- 2201.07319 Asymptotic properties of Bayesian inference in linear regression with a structural break
by Kenichi Shimizu
- 2201.07303 Large Hybrid Time-Varying Parameter VARs
by Joshua C. C. Chan
- 2201.07220 Do not rug on me: Zero-dimensional Scam Detection
by Bruno Mazorra & Victor Adan & Vanesa Daza
- 2201.07214 Opinion Dynamics in Financial Markets via Random Networks
by Mateus F. B. Granha & Andr'e L. M. Vilela & Chao Wang & Kenric P. Nelson & H. Eugene Stanley
- 2201.07181 Pandemic Recession and Helicopter Money: Venice, 1629--1631
by Charles Goodhart & Donato Masciandaro & Stefano Ugolini
- 2201.07170 What is the mission of innovation?
by Julian D. Cortes
- 2201.07168 Bayesian inference of spatial and temporal relations in AI patents for EU countries
by Krzysztof Rusek & Agnieszka Kleszcz & Albert Cabellos-Aparicio
- 2201.07159 Examining the Relations between Household Saving Rate of Rural Areas and Migration
by Fuhao Lou
- 2201.07072 Who Increases Emergency Department Use? New Insights from the Oregon Health Insurance Experiment
by Augustine Denteh & Helge Liebert
- 2201.07069 The Time-Varying Multivariate Autoregressive Index Model
by G. Cubadda & S. Grassi & B. Guardabascio
- 2201.07055 Close Enough? A Large-Scale Exploration of Non-Experimental Approaches to Advertising Measurement
by Brett R. Gordon & Robert Moakler & Florian Zettelmeyer
- 2201.07026 Socioeconomic disparities and COVID-19: the causal connections
by Tannista Banerjee & Ayan Paul & Vishak Srikanth & Inga Strumke
- 2201.06930 Decomposing LIBOR in Transition: Evidence from the Futures Markets
by David Skovmand & Jacob Bjerre Skov
- 2201.06898 Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period
by Cl'ement de Chaisemartin & Xavier D'Haultfoeuille & F'elix Pasquier & Doulo Sow & Gonzalo Vazquez-Bare
- 2201.06792 Tit for Tattling: Cooperation, communication, and how each could stabilize the other
by Victor Vikram Odouard & Michael Holton Price
- 2201.06694 Homophily in preferences or meetings? Identifying and estimating an iterative network formation model
by Luis Alvarez & Cristine Pinto & Vladimir Ponczek
- 2201.06647 An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses
by Ron Mittelhammer & George Judge & Miguel Henry
- 2201.06635 Optimal trend following portfolios
by Sebastien Valeyre
- 2201.06605 Inferential Theory for Granular Instrumental Variables in High Dimensions
by Saman Banafti & Tae-Hwy Lee
- 2201.06373 Volatility in the Relative Standard Deviation of Target Fulfilment as Key Performance Indicator (KPI)
by Andreas Bauer & Jasna Omeragic
- 2201.06370 Model Aggregation for Risk Evaluation and Robust Optimization
by Tiantian Mao & Ruodu Wang & Qinyu Wu
- 2201.06319 Multinomial Backtesting of Distortion Risk Measures
by Soren Bettels & Sojung Kim & Stefan Weber
- 2201.06197 The Resilience of FDI to Natural Disasters through Industrial Linkages
by Hayato Kato & Toshihiro Okubo
- 2201.06183 Internal multi-portfolio rebalancing processes: Linking resource allocation models and biproportional matrix techniques to portfolio management
by Kelli Francis-Staite
- 2201.06169 On Well-posedness and Minimax Optimal Rates of Nonparametric Q-function Estimation in Off-policy Evaluation
by Xiaohong Chen & Zhengling Qi
- 2201.06140 Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models
by Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido
- 2201.06072 Dynamics of Bitcoin mining
by Nemo Semret
- 2201.06020 Referral Hiring and Social Network Structure
by Yoshitaka Ogisu
- 2201.06012 Augmented Dynamic Gordon Growth Model
by Battulga Gankhuu
- 2201.06006 Intertemporal Consumption and Debt Aversion: A Replication and Extension
by Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner
- 2201.05974 Fractional SDE-Net: Generation of Time Series Data with Long-term Memory
by Kohei Hayashi & Kei Nakagawa
- 2201.05959 Master Equation for Discrete-Time Stackelberg Mean Field Games with single leader
by Deepanshu Vasal & Randall Berry
- 2201.05906 Profitable Strategy Design by Using Deep Reinforcement Learning for Trades on Cryptocurrency Markets
by Mohsen Asgari & Seyed Hossein Khasteh
- 2201.05893 Treatment Effect Risk: Bounds and Inference
by Nathan Kallus
- 2201.05854 Matrix method stability and robustness of compact schemes for parabolic PDEs
by Anindya Goswami & Kuldip Singh Patel
- 2201.05709 How easy is it for investment managers to deploy their talent in green and brown stocks?
by David Ardia & Keven Bluteau & Thien Duy Tran
- 2201.05686 Decomposable sums and their implications on naturally quasiconvex risk measures
by c{C}au{g}{i}n Ararat & Bar{i}c{s} Bilir & Elisa Mastrogiacomo
- 2201.05672 Measuring Changes in Disparity Gaps: An Application to Health Insurance
by Paul Goldsmith-Pinkham & Karen Jiang & Zirui Song & Jacob Wallace
- 2201.05574 Empirical Analysis of EIP-1559: Transaction Fees, Waiting Time, and Consensus Security
by Yulin Liu & Yuxuan Lu & Kartik Nayak & Fan Zhang & Luyao Zhang & Yinhong Zhao
- 2201.05570 Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market
by Jaydip Sen & Ashwin Kumar R S & Geetha Joseph & Kaushik Muthukrishnan & Koushik Tulasi & Praveen Varukolu
- 2201.05556 Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices
by Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco
- 2201.05430 Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors
by Karsten Schweikert
- 2201.05375 Strategic mean-variance investing under mean-reverting stock returns
by S{o}ren Fiig Jarner
- 2201.05316 Pricing principle via Tsallis relative entropy in incomplete market
by Dejian Tian
- 2201.05312 Arbitrage Problems with Reflected Geometric Brownian Motion
by Dean Buckner & Kevin Dowd & Hardy Hulley
- 2201.05139 Kernel methods for long term dose response curves
by Rahul Singh & Hannah Zhou
- 2201.05103 Analysis of a five-factor capital market model
by S{o}ren Fiig Jarner & Michael Preisel
- 2201.04981 Pricing Time-to-Event Contingent Cash Flows: A Discrete-Time Survival Analysis Approach
by Jackson P. Lautier & Vladimir Pozdnyakov & Jun Yan
- 2201.04965 Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks
by Yu Zhao & Huaming Du & Ying Liu & Shaopeng Wei & Xingyan Chen & Fuzhen Zhuang & Qing Li & Ji Liu & Gang Kou
- 2201.04880 Exit, Voice and Political Change: Evidence from Swedish Mass Migration to the United States; A Comment
by Per Pettersson-Lidbom
- 2201.04811 Binary response model with many weak instruments
by Dakyung Seong
- 2201.04699 The Recurrent Reinforcement Learning Crypto Agent
by Gabriel Borrageiro & Nick Firoozye & Paolo Barucca
- 2201.04469 Optimal Best Arm Identification in Two-Armed Bandits with a Fixed Budget under a Small Gap
by Masahiro Kato & Kaito Ariu & Masaaki Imaizumi & Masahiro Nomura & Chao Qin
- 2201.04393 Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning
by J'er'emi Assael & Laurent Carlier & Damien Challet
- 2201.04266 Safe Equilibrium
by Sam Ganzfried
- 2201.04200 The Turing Trap: The Promise & Peril of Human-Like Artificial Intelligence
by Erik Brynjolfsson
- 2201.04038 DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation
by Wendi Li & Xiao Yang & Weiqing Liu & Yingce Xia & Jiang Bian
- 2201.03784 Price Heterogeneity as a source of Heterogenous Demand
by John K. -H. Quah & Gerelt Tserenjigmid
- 2201.03717 Derivatives-based portfolio decisions. An expected utility insight
by Marcos Escobar-Anel & Matt Davison & Yichen Zhu
- 2201.03519 StableSims: Optimizing MakerDAO Liquidations 2.0 Incentives via Agent-Based Modeling
by Andrew Kirillov & Sehyun Chung
- 2201.03483 Simultaneous Optimal Transport
by Ruodu Wang & Zhenyuan Zhang
- 2201.03378 Pricing European Options under Stochastic Volatility Models: Case of five-Parameter Variance-Gamma Process
by A. H. Nzokem
- 2201.03286 A machine learning search for optimal GARCH parameters
by Luke De Clerk & Sergey Savl'ev
- 2201.03213 New volatility evolution model after extreme events
by Mei-Ling Cai & Zhang-HangJian Chen & Sai-Ping Li & Xiong Xiong & Wei Zhang & Ming-Yuan Yang & Fei Ren
- 2201.03092 Uncovering the Source of Machine Bias
by Xiyang Hu & Yan Huang & Beibei Li & Tian Lu
- 2201.02987 Portfolio selection models based on interval-valued conditional value at risk (ICVaR) and empirical analysis
by Jinping Zhang & Keming Zhang
- 2201.02983 Market Impact of Small Orders
by Oleh Danyliv
- 2201.02958 Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
by Wenjia Wang & Yanyuan Wang & Xiaowei Zhang
- 2201.02919 Economic Integration and Agglomeration of Multinational Production with Transfer Pricing
by Hayato Kato & Hirofumi Okoshi
- 2201.02916 TANK meets Diaz-Alejandro: Household heterogeneity, non-homothetic preferences & policy design
by Santiago Camara
- 2201.02857 Effect of Toxic Review Content on Overall Product Sentiment
by Mayukh Mukhopadhyay & Sangeeta Sahney
- 2201.02828 Discrete-time risk sensitive portfolio optimization with proportional transaction costs
by Marcin Pitera & {L}ukasz Stettner
- 2201.02804 A study on bribery networks with a focus on harassment bribery and ways to control corruption
by Chanchal Pramanik
- 2201.02793 The component-wise egalitarian Myerson value for Network Games
by Surajit Borkotokey & Sujata Goala & Niharika Kakoty & Parishmita Boruah
- 2201.02773 A Survey of Quantum Computing for Finance
by Dylan Herman & Cody Googin & Xiaoyuan Liu & Alexey Galda & Ilya Safro & Yue Sun & Marco Pistoia & Yuri Alexeev
- 2201.02760 Bibliometric analysis of the scientific production found in Scopus and Web of Science about business administration
by F'elix Lirio-Loli & William Dextre-Mart'inez
- 2201.02752 On asymptotically arbitrage-free approximations of the implied volatility
by Masaaki Fukasawa
- 2201.02729 Bitcoin Price Predictive Modeling Using Expert Correction
by Bohdan M. Pavlyshenko
- 2201.02532 Approximate Factor Models for Functional Time Series
by Sven Otto & Nazarii Salish
- 2201.02441 Applications of Signature Methods to Market Anomaly Detection
by Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou
- 2201.02397 Neural calibration of hidden inhomogeneous Markov chains -- Information decompression in life insurance
by Mark Kiermayer & Christian Wei{ss}
- 2201.02292 Unconditional Effects of General Policy Interventions
by Julian Martinez-Iriarte & Gabriel Montes-Rojas & Yixiao Sun
- 2201.02290 Strategic Storage Investment in Electricity Markets
by Dongwei Zhao & Mehdi Jafari & Audun Botterud & Apurba Sakti
- 2201.02272 Surveying 5G Techno-Economic Research to Inform the Evaluation of 6G Wireless Technologies
by Edward J. Oughton & William Lehr
- 2201.02122 Stationary social learning in a changing environment
by Raphael L'evy & Marcin Pk{e}ski & Nicolas Vieille
- 2201.02098 Polytope-form games and Index/Degree Theories for Extensive-form games
by Lucas Pahl
- 2201.01874 Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations
by Igor Halperin & Jiayu Liu & Xiao Zhang
- 2201.01827 Reputational Bargaining and Inefficient Technology Adoption
by Harry Pei & Maren Vairo
- 2201.01813 Reputation, Learning and Project Choice in Frictional Economies
by Farzad Pourbabaee
- 2201.01770 NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-task Financial Forecasting
by Linyi Yang & Jiazheng Li & Ruihai Dong & Yue Zhang & Barry Smyth
- 2201.01758 Buy Now, Pay Later (BNPL)...On Your Credit Card
by Benedict Guttman-Kenney & Christopher Firth & John Gathergood
- 2201.01433 Non-homogeneous stochastic LQ control with regime switching and random coefficients
by Ying Hu & Xiaomin Shi & Zuo Quan Xu
- 2201.01398 Influence of trip distance and population density on intra-city mobility patterns in Tokyo during COVID-19 pandemic
by Kazufumi Tsuboi & Naoya Fujiwara & Ryo Itoh
- 2201.01392 Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure
by Bruce Mizrach
- 2201.01356 A hybrid approach to targeting social assistance
by Lendie Follett & Heath Henderson
- 2201.01330 The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return
by Richard J. Martin
- 2201.01321 Preparing urban mobility for the future of work
by Nicholas S. Caros & Jinhua Zhao
- 2201.01227 Sparse Non-Convex Optimization For Higher Moment Portfolio Management
by Farshad Noravesh
- 2201.01194 What's Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature
by Jonathan Roth & Pedro H. C. Sant'Anna & Alyssa Bilinski & John Poe
- 2201.01182 Modelling Cournot Games as Multi-agent Multi-armed Bandits
by Kshitija Taywade & Brent Harrison & Adib Bagh
- 2201.01163 Analyzing Micro-Founded General Equilibrium Models with Many Agents using Deep Reinforcement Learning
by Michael Curry & Alexander Trott & Soham Phade & Yu Bai & Stephan Zheng
- 2201.01160 The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds
by Jaehyuk Choi & Lei Lu & Heungju Park & Sungbin Sohn
- 2201.01149 Mechanism Design with Informational Punishment
by Benjamin Balzer & Johannes Schneider
- 2201.01132 A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
by Fabrizio Durante & Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini
- 2201.01125 Technology Mapping Using WebAI: The Case of 3D Printing
by Julian Schwierzy & Robert Dehghan & Sebastian Schmidt & Elisa Rodepeter & Andreas Stoemmer & Kaan Uctum & Jan Kinne & David Lenz & Hanna Hottenrott
- 2201.01094 Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models
by Andras Fulop & Jeremy Heng & Junye Li
- 2201.01026 How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model
by Liao Wang & Jin Yao & Xiaowei Zhang
- 2201.01010 A Double Robust Approach for Non-Monotone Missingness in Multi-Stage Data
by Shenshen Yang
- 2201.00923 Robust Private Supply of a Public Good
by Wanchang Zhang
- 2201.00914 Continuous-time Markowitz's mean-variance model under different borrowing and saving rates
by Chonghu Guan & Xiaomin Shi & Zuo Quan Xu
- 2201.00776 Observability, Dominance, and Induction in Learning Models
by Daniel Clark & Drew Fudenberg & Kevin He
- 2201.00578 'Moving On' -- Investigating Inventors' Ethnic Origins Using Supervised Learning
by Matthias Niggli
- 2201.00496 A Taxonomy of Non-dictatorial Unidimensional Domains
by Shurojit Chatterji & Huaxia Zeng
- 2201.00486 Using Non-Stationary Bandits for Learning in Repeated Cournot Games with Non-Stationary Demand
by Kshitija Taywade & Brent Harrison & Judy Goldsmith
- 2201.00426 Deep Learning and Linear Programming for Automated Ensemble Forecasting and Interpretation
by Lars Lien Ankile & Kjartan Krange
- 2201.00350 The Interpretability of LSTM Models for Predicting Oil Company Stocks: Impact of Correlated Features
by Javad T. Firouzjaee & Pouriya Khaliliyan
- 2201.00345 Robust Algorithmic Collusion
by Nicolas Eschenbaum & Filip Mellgren & Philipp Zahn
- 2201.00274 COVID Lessons: Was there any way to reduce the negative effect of COVID-19 on the United States economy?
by Mohammadreza Mahmoudi
- 2201.00223 They Still Haven't Told You
by Bruce Knuteson
- 2201.00205 Some connections between higher moments portfolio optimization methods
by Farshad Noravesh & Kristiaan Kerstens
- 2201.00161 On income inequality and population size
by Thitithep Sitthiyot & Kanyarat Holasut
- 2201.00119 Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrix
by Arnab Chakrabarti & Rituparna Sen
2021
- 2202.00127 On Market Design and Latency Arbitrage
by Wolfgang Kuhle
- 2202.00109 Measuring poverty in India with machine learning and remote sensing
by Adel Daoud & Felipe Jordan & Makkunda Sharma & Fredrik Johansson & Devdatt Dubhashi & Sourabh Paul & Subhashis Banerjee
- 2201.11507 Stock exchange shares ranking and binary-ternary compressive coding
by Igor Nesiolovskiy
- 2201.11214 Democratising Risk: In Search of a Methodology to Study Existential Risk
by Carla Zoe Cremer & Luke Kemp
- 2201.11122 Multivariate matrix-exponential affine mixtures and their applications in risk theory
by Eric C. K. Cheung & Oscar Peralta & Jae-Kyung Woo
- 2201.11070 The theory of quantitative trading
by Andrea Berdondini
- 2201.09058 DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities
by Shuo Sun & Wanqi Xue & Rundong Wang & Xu He & Junlei Zhu & Jian Li & Bo An
- 2201.08276 Applicability of Large Corporate Credit Models to Small Business Risk Assessment
by Khalid El-Awady
- 2201.07975 Effect Structure and Thermodynamics Formulation of Demand-side Economics
by Burin Gumjudpai
- 2201.07880 Deep self-consistent learning of local volatility
by Zhe Wang & Nicolas Privault & Claude Guet
- 2201.02587 Pricing Bermudan options using regression trees/random forests
by Zineb El Filali Ech-Chafiq & Pierre Henry-Labordere & J'er^ome Lelong
- 2201.02568 Stationary GE-Process and its Application in Analyzing Gold Price Data
by Debasis Kundu
- 2201.02045 Stochastic measure distortions induced by quantile processes for risk quantification and valuation
by Holly Brannelly & Andrea Macrina & Gareth W. Peters
- 2201.00013 The International Monetary Funds intervention in education systems and its impact on childrens chances of completing school
by Adel Daoud
- 2112.15539 Fuzzy Core Equivalence in Large Economies: A Role for the Infinite-Dimensional Lyapunov Theorem
by M. Ali Khan & Nobusumi Sagara
- 2112.15499 Dynamic Portfolio Optimization with Inverse Covariance Clustering
by Yuanrong Wang & Tomaso Aste
- 2112.15448 Exact Post-selection Inference For Tracking S&P500
by Farshad Noravesh & Hamid Boustanifar
- 2112.15447 Analysis of Performance of Drivers and Usage of Overtime Hours: A Case Study of a Higher Educational Institution
by K. C. Sanjeevani Perera
- 2112.15431 Forecasting pandemic tax revenues in a small, open economy
by Fabio Ashtar Telarico
- 2112.15426 Lunatic Stocks: Moon Phases as Irregular Sampling Features for Pattern Recognition in the Stock Markets
by Luis A. Mateos
- 2112.15401 Towards the global vision of engagement of Generation Z at the workplace: Mathematical modeling
by Rados{l}aw A. Kycia & Agnieszka Niemczynowicz & Joanna Nie.zurawska-Zajk{a}c
- 2112.15321 Evolutionary correlation, regime switching, spectral dynamics and optimal trading strategies for cryptocurrencies and equities
by Nick James
- 2112.15315 Bayesian Testing Of Granger Causality In Functional Time Series
by Rituparna Sen & Anandamayee Majumdar & Shubhangi Sikaria
- 2112.15294 Macroeconomic and financial management in an uncertain world: What can we learn from complexity science?
by Thitithep Sitthiyot
- 2112.15291 A simple method for estimating the Lorenz curve
by Thitithep Sitthiyot & Kanyarat Holasut
- 2112.15284 A simple method for measuring inequality
by Thitithep Sitthiyot & Kanyarat Holasut
- 2112.15155 Auction Throttling and Causal Inference of Online Advertising Effects
by George Gui & Harikesh Nair & Fengshi Niu
- 2112.15129 Measure-valued affine and polynomial diffusions
by Christa Cuchiero & Francesco Guida & Luca di Persio & Sara Svaluto-Ferro
- 2112.15114 Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach
by Tadao Hoshino
- 2112.15108 Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach
by Iuri H. Ferreira & Marcelo C. Medeiros
- 2112.15036 Dimensionality reduction for prediction: Application to Bitcoin and Ethereum
by Hugo Inzirillo & Benjamin Mat
- 2112.14902 Thirty Years of Academic Finance
by David Ardia & Keven Bluteau & Mohammad Abbas Meghani
- 2112.14849 Institutional Quality and the Wealth of Autocrats
by Christopher Boudreaux & Randall Holcombe
- 2112.14846 An Analysis of an Alternative Pythagorean Expected Win Percentage Model: Applications Using Major League Baseball Team Quality Simulations
by Justin Ehrlich & Christopher Boudreaux & James Boudreau & Shane Sanders
- 2112.14748 Adaptive Transit Design: Optimizing Fixed and Demand Responsive Multi-Modal Transportation via Continuous Approximation
by Giovanni Calabro' & Andrea Araldo & Simon Oh & Ravi Seshadri & Giuseppe Inturri & Moshe Ben-Akiva
- 2112.14713 Perspectives in Public and University Sector Co-operation in the Change of Higher Education Model in Hungary, in Light of China's Experience
by Attila Lajos Makai & Szabolcs Ramhap
- 2112.14697 The Inflation Game
by Wolfgang Kuhle
- 2112.14529 Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts
by Giacomo Toscano & Giulia Livieri & Maria Elvira Mancino & Stefano Marmi
- 2112.14514 Technology, Institution, and Regional Growth: Evidence from Mineral Mining Industry in Industrializing Japan
by Kota Ogasawara
- 2112.14462 Equilibrium master equations for time-inconsistent problems with distribution dependent rewards
by Zongxia Liang & Fengyi Yuan
- 2112.14451 Dynamic growth-optimum portfolio choice under risk control
by Pengyu Wei & Zuo Quan Xu
- 2112.14409 Nonlocality, Nonlinearity, and Time Inconsistency in Stochastic Differential Games
by Qian Lei & Chi Seng Pun
- 2112.14377 DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
by Jiequn Han & Yucheng Yang & Weinan E
- 2112.14356 Private Private Information
by Kevin He & Fedor Sandomirskiy & Omer Tamuz
- 2112.14310 Rough multifactor volatility for SPX and VIX options
by Antoine Jacquier & Aitor Muguruza & Alexandre Pannier
- 2112.14265 Learning in Repeated Interactions on Networks
by Wanying Huang & Philipp Strack & Omer Tamuz
- 2112.14249 Nested Nonparametric Instrumental Variable Regression: Long Term, Mediated, and Time Varying Treatment Effects
by Isaac Meza & Rahul Singh
- 2112.14247 Importance sampling for option pricing with feedforward neural networks
by Aleksandar Arandjelovi'c & Thorsten Rheinlander & Pavel V. Shevchenko
- 2112.14161 On Hawkes Processes with Infinite Mean Intensity
by Cecilia Aubrun & Michael Benzaquen & Jean-Philippe Bouchaud
- 2112.14074 On the Equivalence of Two Competing Affirmative Actions in School Choice
by Yun Liu
- 2112.14054 Uniformly Self-Justified Equilibria
by Felix Kubler & Simon Scheidegger
- 2112.14033 Pricing and Hedging of SOFR Derivatives under Differential Funding Costs and Collateralization
by Marek Rutkowski & Matthew Bickersteth
- 2112.13911 The Economics of Interstellar Flight
by Philip Lubin & Alexander N. Cohen
- 2112.13850 Using maps to predict economic activity
by Imryoung Jeong & Hyunjoo Yang
- 2112.13849 The Long-Run Impact of Electoral Violence on Health and Human Capital in Kenya
by Roxana Guti'errez-Romero
- 2112.13844 Stability analysis of heterogeneous oligopoly games of increasing players with quadratic costs
by Xiaoliang Li
- 2112.13842 Economics of Innovation and Perceptions of Renewed Education and Curriculum Design in Bangladesh
by Shifa Taslim Chowdhury & Mohammad Nur Nobi & Anm Moinul Islam
- 2112.13649 Random Rank-Dependent Expected Utility
by Nail Kashaev & Victor Aguiar