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Content
2021
- 2112.11751 Bayesian Approaches to Shrinkage and Sparse Estimation
by Dimitris Korobilis & Kenichi Shimizu
- 2112.11565 Double Standards: The Implications of Near Certainty Drone Strikes in Pakistan
by Shyam Raman & Paul Lushenko & Sarah Kreps
- 2112.11564 Associational and plausible causal effects of COVID-19 public health policies on economic and mental distress
by Reka Sundaram-Stukel & Richard J Davidson
- 2112.11563 Cultural Diversity and Its Impact on Governance
by Tom'av{s} Evan & Vladim'ir Hol'y
- 2112.11562 Can large-scale R&I funding stimulate post-crisis recovery growth? Evidence for Finland during COVID-19
by Timo Mitze & Teemu Makkonen
- 2112.11499 The Changing Role of Entrepreneurial Universities in the Altering Innovation Policy: Opportunities Arising from the Paradigm Change in Light of the Experience of Sz\'echenyi Istv\'an University
by Attila Lajos Makai & Szabolcs R'amh'ap
- 2112.11449 Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding
by Jacob Dorn & Kevin Guo & Nathan Kallus
- 2112.11338 Role of Variable Renewable Energy Penetration on Electricity Price and its Volatility Across Independent System Operators in the United States
by Olukunle O. Owolabi & Toryn L. J. Schafer & Georgia E. Smits & Sanhita Sengupta & Sean E. Ryan & Lan Wang & David S. Matteson & Mila Getmansky Sherman & Deborah A. Sunter
- 2112.11320 Bidding in Multi-Unit Auctions under Limited Information
by Bernhard Kasberger & Kyle Woodward
- 2112.11315 Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach
by Joshua C. C. Chan & Aubrey Poon & Dan Zhu
- 2112.11265 On the decomposition of an insurer's profits and losses
by Marcus C. Christiansen
- 2112.11263 Estimating economic severity of Air Traffic Flow Management regulations
by Luis Delgado & G'erald Gurtner & Tatjana Boli'c & Lorenzo Castelli
- 2112.11064 Ranking and Selection from Pairwise Comparisons: Empirical Bayes Methods for Citation Analysis
by Jiaying Gu & Roger Koenker
- 2112.11059 A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection
by Maximilien Germain & Huy^en Pham & Xavier Warin
- 2112.10993 Learning in Random Utility Models Via Online Decision Problems
by Emerson Melo
- 2112.10812 Contextually Private Mechanisms
by Andreas Haupt & Zoe Hitzig
- 2112.10672 Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems
by Jorgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni
- 2112.10584 A dynamic theory of spatial externalities
by Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi
- 2112.10542 Heckman-Selection or Two-Part models for alcohol studies? Depends
by Reka Sundaram-Stukel
- 2112.10447 Rainbow Options under Bayesian MS-VAR Process
by Battulga Gankhuu
- 2112.10213 Nonzero-sum stochastic impulse games with an application in competitive retail energy markets
by Ren'e Aid & Lamia Ben Ajmia & M'hamed Gaigi & Mohamed Mnif
- 2112.10209 Option Pricing Model with Transaction Costs
by F. G. Bellora & G. Mazzei & M. Maurette
- 2112.10139 Denoised Labels for Financial Time-Series Data via Self-Supervised Learning
by Yanqing Ma & Carmine Ventre & Maria Polukarov
- 2112.10084 Neural Networks for Delta Hedging
by Guijin Son & Joocheol Kim
- 2112.09975 Algorithm Design: A Fairness-Accuracy Frontier
by Annie Liang & Jay Lu & Xiaosheng Mu & Kyohei Okumura
- 2112.09959 Mean-Covariance Robust Risk Measurement
by Viet Anh Nguyen & Soroosh Shafiee & Damir Filipovi'c & Daniel Kuhn
- 2112.09850 Paternalism, Autonomy, or Both? Experimental Evidence from Energy Saving Programs
by Takanori Ida & Takunori Ishihara & Koichiro Ito & Daido Kido & Toru Kitagawa & Shosei Sakaguchi & Shusaku Sasaki
- 2112.09816 Potential utilization of Battery Energy Storage Systems (BESS) in the major European electricity markets
by Yu Hu & Miguel Armada & Maria Jesus Sanchez
- 2112.09807 Dollar Cost Averaging Returns Estimation
by Hayden Brown
- 2112.09783 More Reviews May Not Help: Evidence from Incentivized First Reviews on Airbnb
by Andrey Fradkin & David Holtz
- 2112.09534 Path Integral Method for Proportional Step and Proportional Double-Barrier Step Option Pricing
by Qi Chen & Chao Guo
- 2112.09478 Free-Riding for Future: Field Experimental Evidence of Strategic Substitutability in Climate Protest
by Johannes Jarke-Neuert & Grischa Perino & Henrike Schwickert
- 2112.09465 An adaptive splitting method for the Cox-Ingersoll-Ross process
by C'onall Kelly & Gabriel J. Lord
- 2112.09443 Distance Functions and Generalized Means: Duality and Taxonomy
by Walter Briec
- 2112.09342 Discrete signature and its application to finance
by Takanori Adachi & Yusuke Naritomi
- 2112.09259 Robustness, Heterogeneous Treatment Effects and Covariate Shifts
by Pietro Emilio Spini
- 2112.09170 Reinforcing RCTs with Multiple Priors while Learning about External Validity
by Frederico Finan & Demian Pouzo
- 2112.09065 Macroscopic properties of buyer-seller networks in online marketplaces
by Alberto Bracci & Jorn Boehnke & Abeer ElBahrawy & Nicola Perra & Alexander Teytelboym & Andrea Baronchelli
- 2112.09015 Multivariate Realized Volatility Forecasting with Graph Neural Network
by Qinkai Chen & Christian-Yann Robert
- 2112.08934 Lassoed Boosting and Linear Prediction in the Equities Market
by Xiao Huang
- 2112.08546 Uniform Convergence Results for the Local Linear Regression Estimation of the Conditional Distribution
by Haitian Xie
- 2112.08534 Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture
by Kieran Wood & Sven Giegerich & Stephen Roberts & Stefan Zohren
- 2112.08291 A fast Monte Carlo scheme for additive processes and option pricing
by Michele Azzone & Roberto Baviera
- 2112.08153 Taxes and Market Power: A Principal Components Approach
by Andrea Galeotti & Benjamin Golub & Sanjeev Goyal & Eduard Talam`as & Omer Tamuz
- 2112.08092 Testing Instrument Validity with Covariates
by Thomas Carr & Toru Kitagawa
- 2112.08071 Stock prices and Macroeconomic indicators: Investigating a correlation in Indian context
by Dhruv Rawat & Sujay Patni & Ram Mehta
- 2112.07985 Solving the Data Sparsity Problem in Predicting the Success of the Startups with Machine Learning Methods
by Dafei Yin & Jing Li & Gaosheng Wu
- 2112.07521 Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation
by Christian Bongiorno & Damien Challet
- 2112.07464 Efficient differentiable quadratic programming layers: an ADMM approach
by Andrew Butler & Roy Kwon
- 2112.07386 On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
by Andrea Barbon & Angelo Ranaldo
- 2112.07335 Deep Partial Hedging
by Songyan Hou & Thomas Krabichler & Marcus Wunsch
- 2112.07314 The road to safety- Examining the nexus between road infrastructure and crime in rural India
by Ritika Jain & Shreya Biswas
- 2112.07278 Compensatory model for quantile estimation and application to VaR
by Shuzhen Yang
- 2112.07277 Modal equilibrium of a tradable credit scheme with a trip-based MFD and logit-based decision-making
by Louis Balzer & Ludovic Leclercq
- 2112.07273 Urban Housing Prices and Migration's Fertility Intentions: Based on the 2018 China Migrants' Dynamic Survey
by Jingwen Tan & Shixi Kang
- 2112.07268 Finding the Instrumental Variables of Household Registration: A discussion of the impact of China's household registration system on the citizenship of the migrant population
by Jingwen Tan & Shixi Kang
- 2112.07247 30.000 ways to reach 55% decarbonization of the European electricity sector
by Tim T. Pedersen & Mikael Skou Andersen & Marta Victoria & Gorm B. Andresen
- 2112.07218 Regulating Transportation Network Companies with a Mixture of Autonomous Vehicles and For-Hire Human Drivers
by Di Ao & Jing Gao & Zhijie Lai & Sen Li
- 2112.07155 Behavioral Foundations of Nested Stochastic Choice and Nested Logit
by Matthew Kovach & Gerelt Tserenjigmid
- 2112.07149 Factor Models with Sparse VAR Idiosyncratic Components
by Jonas Krampe & Luca Margaritella
- 2112.07121 Semiparametric Conditional Factor Models: Estimation and Inference
by Qihui Chen & Nikolai Roussanov & Xiaoliang Wang
- 2112.07016 Data-driven integration of norm-penalized mean-variance portfolios
by Andrew Butler & Roy H. Kwon
- 2112.07014 Identifying Marginal Treatment Effects in the Presence of Sample Selection
by Ot'avio Bartalotti & D'esir'e K'edagni & Vitor Possebom
- 2112.06823 Multi-Asset Spot and Option Market Simulation
by Magnus Wiese & Ben Wood & Alexandre Pachoud & Ralf Korn & Hans Buehler & Phillip Murray & Lianjun Bai
- 2112.06822 Quantile Regression under Limited Dependent Variable
by Javier Alejo & Gabriel Montes-Rojas
- 2112.06817 Insurance design and arson-type risks
by Jean-Gabriel Lauzier
- 2112.06815 Envelope theorem and discontinuous optimisation: the case of positioning choice problems
by Jean-Gabriel Lauzier
- 2112.06811 Ex-post moral hazard and manipulation-proof contracts
by Jean-Gabriel Lauzier
- 2112.06807 Hedging Cryptocurrency Options
by Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Hardle
- 2112.06753 FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance
by Xiao-Yang Liu & Jingyang Rui & Jiechao Gao & Liuqing Yang & Hongyang Yang & Zhaoran Wang & Christina Dan Wang & Jian Guo
- 2112.06708 Proper solutions for Epstein-Zin Stochastic Differential Utility
by Martin Herdegen & David Hobson & Joseph Jerome
- 2112.06706 Optimal Expansion of Business Opportunity
by Ling Wang & Kexin Chen & Mei Choi Chiu & Hoi Ying Wong
- 2112.06646 The Burst Market: the Next Leap for Humanity
by Vincent Yuansang Zha
- 2112.06605 Will enterprise digital transformation affect diversification strategy?
by Ge-zhi Wu & Da-ming You
- 2112.06602 Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
by Ling Wang & Mei Choi Chiu & Hoi Ying Wong
- 2112.06552 Cryptocurrency Market Consolidation in 2020--2021
by Jaros{l}aw Kwapie'n & Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z
- 2112.06544 Mesoscopic Structure of the Stock Market and Portfolio Optimization
by Sebastiano Michele Zema & Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli
- 2112.06534 Scalar systemic risk measures and Aumann-Shapley allocations
by Ludger Overbeck & Florian Schindler
- 2112.06393 COVID-19 Forecasts via Stock Market Indicators
by Yi Liang & James Unwin
- 2112.06363 Risk and optimal policies in bandit experiments
by Karun Adusumilli
- 2112.06357 An installation-level model of China's coal sector shows how its decarbonization and energy security plans will reduce overseas coal imports
by Jorrit Gosens & Alex Turnbull & Frank Jotzo
- 2112.06290 A q-spin Potts model of markets: Gain-loss asymmetry in stock indices as an emergent phenomenon
by Stefan Bornholdt
- 2112.06192 Housing Price Prediction Model Selection Based on Lorenz and Concentration Curves: Empirical Evidence from Tehran Housing Market
by Mohammad Mirbagherijam
- 2112.06032 Robust Implementation with Costly Information
by Harry Pei & Bruno Strulovici
- 2112.05950 Analysis of stability and bifurcation for two heterogeneous triopoly games with the isoelastic demand
by Xiaoliang Li
- 2112.05948 Stability of Cournot duopoly games with isoelastic demands and quadratic costs
by Xiaoliang Li & Li Su
- 2112.05876 The Past as a Stochastic Process
by David H. Wolpert & Michael H. Price & Stefani A. Crabtree & Timothy A. Kohler & Jurgen Jost & James Evans & Peter F. Stadler & Hajime Shimao & Manfred D. Laubichler
- 2112.05822 U.S. Long-Term Earnings Outcomes by Sex, Race, Ethnicity, and Place of Birth
by Kevin L. McKinney & John M. Abowd & Hubert P. Janicki
- 2112.05811 On the Stability, Economic Efficiency and Incentive Compatibility of Electricity Market Dynamics
by Pengcheng You & Yan Jiang & Enoch Yeung & Dennice F. Gayme & Enrique Mallada
- 2112.05671 On the Assumptions of Synthetic Control Methods
by Claudia Shi & Dhanya Sridhar & Vishal Misra & David M. Blei
- 2112.05632 Truthful Cake Sharing
by Xiaohui Bei & Xinhang Lu & Warut Suksompong
- 2112.05308 Option Pricing with State-dependent Pricing Kernel
by Chen Tong & Peter Reinhard Hansen & Zhuo Huang
- 2112.05302 Realized GARCH, CBOE VIX, and the Volatility Risk Premium
by Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang
- 2112.04824 Cross-ownership as a structural explanation for rising correlations in crisis times
by Nils Bertschinger & Axel A. Araneda
- 2112.04821 A collective blueprint, not a crystal ball: How expectations and participation shape long-term energy scenarios
by Leonard Goke & Jens Weibezahn & Christian von Hirschhausen
- 2112.04755 High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning
by Uta Pigorsch & Sebastian Schafer
- 2112.04723 Covariate Balancing Sensitivity Analysis for Extrapolating Randomized Trials across Locations
by Xinkun Nie & Guido Imbens & Stefan Wager
- 2112.04637 Efficient counterfactual estimation in semiparametric discrete choice models: a note on Chiong, Hsieh, and Shum (2017)
by Grigory Franguridi
- 2112.04576 Adaptive calibration of Heston Model using PCRLB based switching Filter
by Kumar Yashaswi
- 2112.04566 Theoretical Economics and the Second-Order Economic Theory. What is it?
by Victor Olkhov
- 2112.04565 Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey
by Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille
- 2112.04553 Recent Advances in Reinforcement Learning in Finance
by Ben Hambly & Renyuan Xu & Huining Yang
- 2112.04398 Matching for causal effects via multimarginal unbalanced optimal transport
by Florian Gunsilius & Yuliang Xu
- 2112.04366 La mujer a trav\'es de los personajes femeninos en el cine de tem\'atica financiera -- Women through female characters in financial topics films
by I. Mart'in-de-Santos
- 2112.04332 Aproximacion a los estudios sobre la economia en la Segunda Republica espanola hasta 1936 -- Approaches to the economics of the Spanish Second Republic prior to 1936
by I. Martin-de-Santos
- 2112.04310 Cyber-Security Investment in the Context of Disruptive Technologies: Extension of the Gordon-Loeb Model
by Dimitri Percia David & Alain Mermoud & S'ebastien Gillard
- 2112.04297 Mathematical Model of International Trade and Global Economy
by N. S. Gonchar & O. P. Dovzhyk & A. S. Zhokhin & W. H. Kozyrski & A. P. Makhort
- 2112.04245 Do fundamentals shape the price response? A critical assessment of linear impact models
by Michele Vodret & Iacopo Mastromatteo & Bence T'oth & Michael Benzaquen
- 2112.04218 Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies
by Jorge Carrera & Gabriel Montes-Rojas & Fernando Toledo
- 2112.04181 Sustainability Manifesto for Financial Products: Carbon Equivalence Principle
by Chris Kenyon & Mourad Berrahoui & Andrea Macrina
- 2112.04166 Weighted Fairness Notions for Indivisible Items Revisited
by Mithun Chakraborty & Erel Segal-Halevi & Warut Suksompong
- 2112.04161 Aggregation of Pareto optimal models
by Hamed Hamze Bajgiran & Houman Owhadi
- 2112.03946 Generative Adversarial Network (GAN) and Enhanced Root Mean Square Error (ERMSE): Deep Learning for Stock Price Movement Prediction
by Ashish Kumar & Abeer Alsadoon & P. W. C. Prasad & Salma Abdullah & Tarik A. Rashid & Duong Thu Hang Pham & Tran Quoc Vinh Nguyen
- 2112.03874 Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization
by Yuanlu Bai & Henry Lam & Svitlana Vyetrenko & Tucker Balch
- 2112.03872 Nonparametric Treatment Effect Identification in School Choice
by Jiafeng Chen
- 2112.03868 EmTract: Extracting Emotions from Social Media
by Domonkos F. Vamossy & Rolf Skog
- 2112.03836 A decomposition method to evaluate the `paradox of progress' with evidence for Argentina
by Javier Alejo & Leonardo Gasparini & Gabriel Montes-Rojas & Walter Sosa-Escudero
- 2112.03789 Self-exciting price impact via negative resilience in stochastic order books
by Julia Ackermann & Thomas Kruse & Mikhail Urusov
- 2112.03718 A Bayesian take on option pricing with Gaussian processes
by Martin Tegner & Stephen Roberts
- 2112.03626 Phase transitions in nonparametric regressions
by Ying Zhu
- 2112.03513 Change of persistence in European electricity spot prices
by Leonardo Rydin Gorj~ao & Dirk Witthaut & Pedro G. Lind & Wided Medjroubi
- 2112.03460 A Response to Economics as Gauge Theory
by Timothy Nguyen
- 2112.03193 Posterior Cramer-Rao Lower Bound based Adaptive State Estimation for Option Price Forecasting
by Kumar Yashaswi
- 2112.03172 Market Microstructure of Non Fungible Tokens
by Mayukh Mukhopadhyay & Kaushik Ghosh
- 2112.03171 The Cost-Benefit Fallacy: Why Cost-Benefit Analysis Is Broken and How to Fix It
by Bent Flyvbjerg & Dirk W. Bester
- 2112.03170 A revised comparison between FF five-factor model and three-factor model,based on China's A-share market
by Zhijing Zhang & Yue Yu & Qinghua Ma & Haixiang Yao
- 2112.03096 Visual Inference and Graphical Representation in Regression Discontinuity Designs
by Christina Korting & Carl Lieberman & Jordan Matsudaira & Zhuan Pei & Yi Shen
- 2112.03075 Deep Quantile and Deep Composite Model Regression
by Tobias Fissler & Michael Merz & Mario V. Wuthrich
- 2112.03031 Complexity and Persistence of Price Time Series of the European Electricity Spot Market
by Chengyuan Han & Hannes Hilger & Eva Mix & Philipp C. Bottcher & Mark Reyers & Christian Beck & Dirk Witthaut & Leonardo Rydin Gorj~ao
- 2112.02961 Closed-Loop Nash Competition for Liquidity
by Alessandro Micheli & Johannes Muhle-Karbe & Eyal Neuman
- 2112.02947 The Price Impact of Generalized Order Flow Imbalance
by Yuhan Su & Zeyu Sun & Jiarong Li & Xianghui Yuan
- 2112.02944 Deep differentiable reinforcement learning and optimal trading
by Thibault Jaisson
- 2112.02920 Agglomeration triggered by the effect of the number of regions: A model in NEG with a quadratic subutility
by Kensuke Ohtake
- 2112.02893 Increased Electrification of Heating and Weather Risk in the Nordic Power System
by Ian M. Trotter & Torjus F. Bolkesj{o} & Eirik O. J{aa}stad & Jon Gustav Kirkerud
- 2112.02884 Social Sourcing: Incorporating Social Networks Into Crowdsourcing Contest Design
by Qi Shi & Dong Hao
- 2112.02877 Cocoa pollination, biodiversity-friendly production, and the global market
by Thomas Cherico Wanger & Francis Dennig & Manuel Toledo-Hern'andez & Teja Tscharntke & Eric F. Lambin
- 2112.02672 Globalization of Scientific Communication: Evidence from authors in academic journals by country of origin
by V'it Mach'av{c}ek
- 2112.02607 Differentiating Approach and Avoidance from Traditional Notions of Sentiment in Economic Contexts
by Jacob Turton & Ali Kabiri & David Tuckett & Robert Elliott Smith & David P. Vinson
- 2112.02449 Optimal Income Crossover for Two-Class Model Using Particle Swarm Optimization
by Paulo H. dos Santos & Igor D. S. Siciliani & M. H. R. Tragtenberg
- 2112.02440 CBI-time-changed L\'evy processes for multi-currency modeling
by Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda
- 2112.02368 A stochastic control approach to bid-ask price modelling
by Engel John C. Dela Vega & Robert J. Elliott
- 2112.02365 TransBoost: A Boosting-Tree Kernel Transfer Learning Algorithm for Improving Financial Inclusion
by Yiheng Sun & Tian Lu & Cong Wang & Yuan Li & Huaiyu Fu & Jingran Dong & Yunjie Xu
- 2112.02284 Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures
by Jianming Xia
- 2112.02271 Cooperation, Retaliation and Forgiveness in Revision Games
by Dong Hao & Qi Shi & Jinyan Su & Bo An
- 2112.02269 Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control
by Alexander Barzykin & Philippe Bergault & Olivier Gu'eant
- 2112.02228 Optimal order execution under price impact: A hybrid model
by Marina Di Giacinto & Claudio Tebaldi & Tai-Ho Wang
- 2112.02095 Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach
by Francisco Caio Lima Paiva & Leonardo Kanashiro Felizardo & Reinaldo Augusto da Costa Bianchi & Anna Helena Reali Costa
- 2112.02063 Shock Symmetry and Business Cycle Synchronization: Is Monetary Unification Feasible among CAPADR Countries?
by Jafet Baca
- 2112.01995 Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
by Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz
- 2112.01841 Reinforcement learning for options on target volatility funds
by Roberto Daluiso & Emanuele Nastasi & Andrea Pallavicini & Stefano Polo
- 2112.01772 Inference for ROC Curves Based on Estimated Predictive Indices
by Yu-Chin Hsu & Robert P. Lieli
- 2112.01749 Financial Markets, Financial Institutions and International Trade: Examining the causal links for Indian Economy
by Ummuhabeeba Chaliyan & Mini P. Thomas
- 2112.01639 Patient-Centered Appraisal of Race-Free Clinical Risk Assessment
by Charles F. Manski
- 2112.01486 Simple Alternatives to the Common Correlated Effects Model
by Nicholas L. Brown & Peter Schmidt & Jeffrey M. Wooldridge
- 2112.01435 RIF Regression via Sensitivity Curves
by Javier Alejo & Gabriel Montes-Rojas & Walter Sosa-Escudero
- 2112.01377 Structural Sieves
by Konrad Menzel
- 2112.01287 Method of lines for valuation and sensitivities of Bermudan options
by Purba Banerjee & Vasudeva Murthy & Shashi Jain
- 2112.01237 Designing a Framework for Digital KYC Processes Built on Blockchain-Based Self-Sovereign Identity
by Vincent Schlatt & Johannes Sedlmeir & Simon Feulner & Nils Urbach
- 2112.01166 Forex Trading Volatility Prediction using Neural Network Models
by Shujian Liao & Jian Chen & Hao Ni
- 2112.01046 Can Education Motivate Individual Health Demands? Dynamic Pseudo-panel Evidence from China's Immigration
by Shixi Kang & Jingwen Tan
- 2112.00949 Multilayer heat equations and their solutions via oscillating integral transforms
by Andrey Itkin & Alexander Lipton & Dmitry Muravey
- 2112.00564 Geo-political conflicts, economic sanctions and international knowledge flows
by Teemu Makkonen & Timo Mitze
- 2112.00562 Extremal Analysis of Flooding Risk and Management
by Chengxiu Ling & Jiayi Li & Yixuan Liu & Zhiyan Cai
- 2112.00439 A General Approach for Lookback Option Pricing under Markov Models
by Gongqiu Zhang & Lingfei Li
- 2112.00415 Inequality in economic shock exposures across the global firm-level supply network
by Abhijit Chakraborty & Tobias Reisch & Christian Diem & Stefan Thurner
- 2112.00375 Optimal incentives in a limit order book: a SPDE control approach
by Bastien Baldacci & Philippe Bergault
- 2111.15634 RPS: Portfolio Asset Selection using Graph based Representation Learning
by MohammadAmin Fazli & Parsa Alian & Ali Owfi & Erfan Loghmani
- 2111.15618 Analise Demografica e Socioeconomica do Uso e do Acesso a Medicamentos Antidepressivos no Brasil
by Karinna Moura Boaviagem & Jos'e Ricardo Bezerra Nogueira
- 2111.15598 Inefficient Peace or Preventive War?
by Liqun Liu & Tusi & Wen
- 2111.15389 Product recalls, market size and innovation in the pharmaceutical industry
by Federico Nutarelli & Massimo Riccaboni & Andrea Morescalchi
- 2111.15367 A Review on Graph Neural Network Methods in Financial Applications
by Jianian Wang & Sheng Zhang & Yanghua Xiao & Rui Song
- 2111.15365 Expert Aggregation for Financial Forecasting
by Carl Remlinger & Bri`ere Marie & Alasseur Cl'emence & Joseph Mikael
- 2111.15356 Improved Method of Stock Trading under Reinforcement Learning Based on DRQN and Sentiment Indicators ARBR
by Peng Zhou & Jingling Tang
- 2111.15355 Prediction of Fund Net Value Based on ARIMA-LSTM Hybrid Model
by Peng Zhou & Fangyi Li
- 2111.15354 An Improved Reinforcement Learning Model Based on Sentiment Analysis
by Yizhuo Li & Peng Zhou & Fangyi Li & Xiao Yang
- 2111.15351 Is Bitcoin really a currency? A viewpoint of a stochastic volatility model
by Noriyuki Kunimoto & Kazuhiko Kakamu
- 2111.15332 Quantum algorithm for stochastic optimal stopping problems with applications in finance
by Jo~ao F. Doriguello & Alessandro Luongo & Jinge Bao & Patrick Rebentrost & Miklos Santha
- 2111.15327 China's Easily Overlooked Monetary Transmission Mechanism: Monetary Reservoir
by Shuguang Xiao & Xinglin Lai & Jiamin Peng
- 2111.15320 Modelling hetegeneous treatment effects by quantitle local polynomial decision tree and forest
by Lai Xinglin
- 2111.15255 Double Fuzzy Probabilistic Interval Linguistic Term Set and a Dynamic Fuzzy Decision Making Model based on Markov Process with tts Application in Multiple Criteria Group Decision Making
by Zongmin Liu
- 2111.15248 Reconstructing firm-level interactions: the Dutch input-output network
by Leonardo Niccol`o Ialongo & Camille de Valk & Emiliano Marchese & Fabian Jansen & Hicham Zmarrou & Tiziano Squartini & Diego Garlaschelli
- 2111.15204 Estimation of inter-sector asset correlations
by Christian Meyer
- 2111.14938 Distribution Shift in Airline Customer Behavior during COVID-19
by Abhinav Garg & Naman Shukla & Lavanya Marla & Sriram Somanchi
- 2111.14737 Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights Update
by Georgios Piliouras & Ryann Sim & Stratis Skoulakis
- 2111.14708 Ergodic aspects of trading with threshold strategies
by Attila Lovas & Mikl'os R'asonyi
- 2111.14665 Ranking of different of investment risk in high-tech projects using TOPSIS method in fuzzy environment based on linguistic variables
by Mohammad Ebrahim Sadeghi & Hamed Nozari & Hadi Khajezadeh Dezfoli & Mehdi Khajezadeh
- 2111.14635 A Resolution of St. Petersburg Paradox
by V. I. Yukalov
- 2111.14631 Model Risk in Credit Portfolio Models
by Christian Meyer
- 2111.14620 An Investigation of the Impact of COVID-19 Non-Pharmaceutical Interventions and Economic Support Policies on Foreign Exchange Markets with Explainable AI Techniques
by Siyuan Liu & Mehmet Orcun Yalcin & Hsuan Fu & Xiuyi Fan
- 2111.14613 Do price reductions attract customers in urban public transport? A synthetic control approach
by Hannes Wallimann & Kevin Blattler & Widar von Arx
- 2111.14590 The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity
by Alessandro Casini
- 2111.14524 From homemakers to breadwinners? How mandatory kindergarten affects maternal labour market outcomes
by Selina Gangl & Martin Huber
- 2111.14521 Do soda taxes affect the consumption and health of school-aged children? Evidence from France and Hungary
by Selina Gangl
- 2111.14502 Superhedging duality for multi-action options under model uncertainty with information delay
by Anna Aksamit & Ivan Guo & Shidan Liu & Zhou Zhou
- 2111.14431 Eliciting and Distinguishing Between Weak and Incomplete Preferences: Theory, Experiment and Computation
by Georgios Gerasimou
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Printed from https://ideas.repec.org/s/arx/papers51.html
