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Content
2021
- 2111.13774 Robust Permutation Tests in Linear Instrumental Variables Regression
by Purevdorj Tuvaandorj
- 2111.13744 Yogurts Choose Consumers? Estimation of Random-Utility Models via Two-Sided Matching
by Odran Bonnet & Alfred Galichon & Yu-Wei Hsieh & Keith O'Hara & Matt Shum
- 2111.13740 Replicating Monotonic Payoffs Without Oracles
by Guillermo Angeris & Alex Evans & Tarun Chitra
- 2111.13692 Minimum Wages in Concentrated Labor Markets
by Martin Popp
- 2111.13690 Management of Social and Economic Development of Municipalities
by Maria A. Shishanina & Anatoly A. Sidorov
- 2111.13519 Graph Auto-Encoders for Financial Clustering
by Edward Turner
- 2111.13443 Flexible forward improvement iteration for infinite time horizon Markovian optimal stopping problems
by Soren Christensen & Albrecht Irle & Julian Peter Lemburg
- 2111.13334 The Parameter Sensitivities of a Jump-diffusion Process in Basic Credit Risk Analysis
by Bin Xie & Weiping Li
- 2111.13228 Securities Lending Haircuts and Indemnification Pricing
by Wujiang Lou
- 2111.13164 Neural network stochastic differential equation models with applications to financial data forecasting
by Luxuan Yang & Ting Gao & Yubin Lu & Jinqiao Duan & Tao Liu
- 2111.13109 Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues
by Christian Bongiorno & Damien Challet & Gr'egoire Loeper
- 2111.12967 A General Surplus Decomposition Principle in Life Insurance
by Julian Jetses & Marcus C. Christiansen
- 2111.12948 Difference in Differences and Ratio in Ratios for Limited Dependent Variables
by Myoung-jae Lee & Sanghyeok Lee
- 2111.12921 Network regression and supervised centrality estimation
by Junhui Cai & Dan Yang & Wu Zhu & Haipeng Shen & Linda Zhao
- 2111.12830 TSO-DSOs Stable Cost Allocation for the Joint Procurement of Flexibility: A Cooperative Game Approach
by Anibal Sanjab & H'el`ene Le Cadre & Yuting Mou
- 2111.12799 The Macroeconomic Effects of Corporate Tax Reforms
by Francesco Furno
- 2111.12767 Coexistence of Centralized and Decentralized Markets
by Berk Idem
- 2111.12658 Portfolio optimisation with options
by Jonathan Raimana Chan & Thomas Huckle & Antoine Jacquier & Aitor Muguruza
- 2111.12640 Completing correlation matrices
by Olaf Dreyer & Horst Kohler & Thomas Streuer
- 2111.12564 Conditional Estimates of Diffusion Processes for Evaluating the Positive Feedback Trading
by Aihua Li
- 2111.12532 Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
by Taras Bodnar & Nestor Parolya & Erik Thors'en
- 2111.12509 Towards Quantum Advantage in Financial Market Risk using Quantum Gradient Algorithms
by Nikitas Stamatopoulos & Guglielmo Mazzola & Stefan Woerner & William J. Zeng
- 2111.12459 The Performance of Recent Methods for Estimating Skill Prices in Panel Data
by Michael J. Bohm & Hans-Martin von Gaudecker
- 2111.12397 Maximum Likelihood Estimation of Differentiated Products Demand Systems
by Greg Lewis & Bora Ozaltun & Georgios Zervas
- 2111.12258 On Recoding Ordered Treatments as Binary Indicators
by Evan K. Rose & Yotam Shem-Tov
- 2111.12248 Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics
by Jiarui Chu & Ludovic Tangpi
- 2111.12237 A Game Theoretic Analysis of Liquidity Events in Convertible Instruments
by Ron van der Meyden
- 2111.11963 Affirmative Action's Cumulative Fractional Assignments
by Haydar Evren & Manshu Khanna
- 2111.11875 Functional Model of Residential Consumption Elasticity under Dynamic Tariffs
by Kamalanathan Ganesan & Jo~ao Tom'e Saraiva & Ricardo J. Bessa
- 2111.11630 Aggregation of Models, Choices, Beliefs, and Preferences
by Hamed Hamze Bajgiran & Houman Owhadi
- 2111.11609 Pricing cryptocurrencies : Modelling the ETHBTC spot-quotient variation as a diffusion process
by Sidharth Mallik
- 2111.11506 Interactive Effects Panel Data Models with General Factors and Regressors
by Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang
- 2111.11459 Semi-nonparametric Estimation of Operational Risk Capital with Extreme Loss Events
by Heng Z. Chen & Stephen R. Cosslett
- 2111.11315 Investing in crypto: speculative bubbles and cyclic stochastic price pumps
by Misha Perepelitsa
- 2111.11286 Portfolio optimization with idiosyncratic and systemic risks for financial networks
by Yajie Yang & Longfeng Zhao & Lin Chen & Chao Wang & Jihui Han
- 2111.11256 Drewnowski's index to measure lifespan variation: Revisiting the Gini coefficient of the life table
by Jos'e Manuel Aburto & Ugofilippo Basellini & Annette Baudisch & Francisco Villavicencio
- 2111.11232 Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms
by Yanwei Jia & Xun Yu Zhou
- 2111.11211 Inequality in the use frequency of patent technology codes
by Jos'e Alejandro Mendoza & Faustino Prieto & Jos'e Mar'ia Sarabia
- 2111.11128 Nonparametric estimator of the tail dependence coefficient: balancing bias and variance
by Matthieu Garcin & Maxime L. D. Nicolas
- 2111.11022 On the systemic nature of global inflation, its association with equity markets and financial portfolio implications
by Nick James & Kevin Chin
- 2111.11016 Quantum algorithms for numerical differentiation of expected values with respect to parameters
by Koichi Miyamoto
- 2111.10904 Orthogonal Policy Learning Under Ambiguity
by Riccardo D'Adamo
- 2111.10784 Why Synthetic Control estimators are biased and what to do about it: Introducing Relaxed and Penalized Synthetic Controls
by Oscar Engelbrektson
- 2111.10721 Identifying Dynamic Discrete Choice Models with Hyperbolic Discounting
by Taiga Tsubota
- 2111.10713 Optimized Inference in Regression Kink Designs
by Majed Dodin
- 2111.10627 Calculus of Consent via MARL: Legitimating the Collaborative Governance Supplying Public Goods
by Yang Hu & Zhui Zhu & Sirui Song & Xue Liu & Yang Yu
- 2111.10554 Observing Actions in Global Games
by Dominik Grafenhofer & Wolfgang Kuhle
- 2111.10472 Maximizing revenue in the presence of intermediaries
by Gagan Aggarwal & Kshipra Bhawalkar & Guru Guruganesh & Andres Perlroth
- 2111.10335 Whose Bias?
by Vasudha Jain & Mark Whitmeyer
- 2111.10301 The roughness exponent and its model-free estimation
by Xiyue Han & Alexander Schied
- 2111.10164 Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
by Jens Robben & Katrien Antonio & Sander Devriendt
- 2111.10033 Pricing S&P 500 Index Options with L\'evy Jumps
by Bin Xie & Weiping Li & Nan Liang
- 2111.09910 Obstacles to Redistribution Through Markets and One Solution
by Roy Allen & John Rehbeck
- 2111.09902 A transformer-based model for default prediction in mid-cap corporate markets
by Kamesh Korangi & Christophe Mues & Cristi'an Bravo
- 2111.09866 Collaboration in Coworking Spaces: Impact on Firm Innovativeness and Business Models
by M. Moore
- 2111.09846 The Curious Case of the 2021 Minneapolis Ward 2 City Council Election
by David McCune & Lori McCune
- 2111.09773 Mean-Variance-VaR portfolios: MIQP formulation and performance analysis
by Francesco Cesarone & Manuel L Martino & Fabio Tardella
- 2111.09655 Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective
by Minseog Oh & Donggyu Kim
- 2111.09458 Stopping Times Occurring Simultaneously
by Philip Protter & Alejandra Quintos
- 2111.09442 Monitoring COVID-19-induced gender differences in teleworking rates using Mobile Network Data
by Sara Grubanov-Boskovic & Spyridon Spyratos & Stefano Maria Iacus & Umberto Minora & Francesco Sermi
- 2111.09408 Opinion Dynamics with Conflicting Interests
by Patrick Mellacher
- 2111.09407 Growth, Inequality and Declining Business Dynamism in a Unified Schumpeter Mark I + II Model
by Patrick Mellacher
- 2111.09395 FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance
by Xiao-Yang Liu & Hongyang Yang & Jiechao Gao & Christina Dan Wang
- 2111.09192 Impermanent Loss in Uniswap v3
by Stefan Loesch & Nate Hindman & Mark B Richardson & Nicholas Welch
- 2111.09170 A Universal End-to-End Approach to Portfolio Optimization via Deep Learning
by Chao Zhang & Zihao Zhang & Mihai Cucuringu & Stefan Zohren
- 2111.09111 Forecasting Crude Oil Price Using Event Extraction
by Jiangwei Liu & Xiaohong Huang
- 2111.09057 Information dynamics of price and liquidity around the 2017 Bitcoin markets crash
by Vaiva Vasiliauskaite & Fabrizio Lillo & Nino Antulov-Fantulin
- 2111.09032 Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints
by Zixin Feng & Dejian Tian
- 2111.08805 Online Estimation and Optimization of Utility-Based Shortfall Risk
by Vishwajit Hegde & Arvind S. Menon & L. A. Prashanth & Krishna Jagannathan
- 2111.08664 An Empirical Evaluation of the Impact of New York's Bail Reform on Crime Using Synthetic Controls
by Angela Zhou & Andrew Koo & Nathan Kallus & Rene Ropac & Richard Peterson & Stephen Koppel & Tiffany Bergin
- 2111.08654 Exploration of the Parameter Space in Macroeconomic Agent-Based Models
by Karl Naumann-Woleske & Max Sina Knicker & Michael Benzaquen & Jean-Philippe Bouchaud
- 2111.08631 Spillovers of US Interest Rates: Monetary Policy & Information Effects
by Santiago Camara
- 2111.08601 Optimal index insurance and basis risk decomposition: an application to Kenya
by Matthieu Stigler & David Lobell
- 2111.08390 Price Stability of Cryptocurrencies as a Medium of Exchange
by Tatsuru Kikuchi & Toranosuke Onishi & Kenichi Ueda
- 2111.08359 A change of measure formula for recursive conditional expectations
by Luca Di Persio & Alessandro Gnoatto & Marco Patacca
- 2111.08338 Simulating long-term impacts of mortality shocks: learning from the cholera pandemic
by Nicole El Karoui & Kaouther Hadji & Sarah Kaakai
- 2111.08311 Optimal bidding strategies for digital advertising
by M'ed'eric Motte & Huy^en Pham
- 2111.08294 Risk measures beyond frictionless markets
by Maria Arduca & Cosimo Munari
- 2111.08157 Optimal Stratification of Survey Experiments
by Max Cytrynbaum
- 2111.08115 A Family of Multi-Asset Automated Market Makers
by Eric Forgy & Leo Lau
- 2111.08060 A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting
by Faizal Hafiz & Jan Broekaert & Davide La Torre & Akshya Swain
- 2111.08054 Abductive Inference and C. S. Peirce: 150 Years Later
by Deep Mukhopadhyay
- 2111.07889 An Outcome Test of Discrimination for Ranked Lists
by Jonathan Roth & Guillaume Saint-Jacques & YinYin Yu
- 2111.07844 Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures
by Hans Buehler & Phillip Murray & Mikko S. Pakkanen & Ben Wood
- 2111.07633 Dynamic Network Quantile Regression Model
by Xiu Xu & Weining Wang & Yongcheol Shin & Chaowen Zheng
- 2111.07508 Public Policymaking for International Agricultural Trade using Association Rules and Ensemble Machine Learning
by Feras A. Batarseh & Munisamy Gopinath & Anderson Monken & Zhengrong Gu
- 2111.07465 Decoding Causality by Fictitious VAR Modeling
by Xingwei Hu
- 2111.07451 On Risk and Time Pressure: When to Think and When to Do
by Christoph Carnehl & Johannes Schneider
- 2111.07388 When Can We Ignore Measurement Error in the Running Variable?
by Yingying Dong & Michal Koles'ar
- 2111.07295 Rational AI: A comparison of human and AI responses to triggers of economic irrationality in poker
by C. Grace Haaf & Devansh Singh & Cinny Lin & Scofield Zou
- 2111.07225 Large Order-Invariant Bayesian VARs with Stochastic Volatility
by Joshua C. C. Chan & Gary Koop & Xuewen Yu
- 2111.07170 Asymmetric Conjugate Priors for Large Bayesian VARs
by Joshua C. C. Chan
- 2111.07075 Risk-Free Rate in the Covid-19 Pandemic: Application Mistakes and Conclusions for Traders
by Magomet Yandiev
- 2111.06941 Absolute and Relative Bias in Eight Common Observational Study Designs: Evidence from a Meta-analysis
by Jelena Zurovac & Thomas D. Cook & John Deke & Mariel M. Finucane & Duncan Chaplin & Jared S. Coopersmith & Michael Barna & Lauren Vollmer Forrow
- 2111.06886 Performance vs Persistence : Assess the alpha to identify outperformers
by Hugo Inzirillo & R'emi Genet
- 2111.06837 Can Air Pollution Save Lives? Air Quality and Risky Behaviors on Roads
by Wen Hsu & Bing-Fang Hwang & Chau-Ren Jung & Yau-Huo Jimmy Shr
- 2111.06818 Dynamic treatment effects: high-dimensional inference under model misspecification
by Yuqian Zhang & Weijie Ji & Jelena Bradic
- 2111.06815 Non-Standard Choice in Matching Markets
by Gian Caspari & Manshu Khanna
- 2111.06663 The cavity method for minority games between arbitrageurs on financial markets
by Tim Ritmeester & Hildegard Meyer-Ortmanns
- 2111.06655 Profit warnings and stock returns: Evidence from moroccan stock exchange
by Ilyas El Ghordaf & Abdelbari El Khamlichi
- 2111.06631 Joint Models for Cause-of-Death Mortality in Multiple Populations
by Nhan Huynh & Mike Ludkovski
- 2111.06573 Bounds for Treatment Effects in the Presence of Anticipatory Behavior
by Aibo Gong
- 2111.06462 Understanding hesitancy with revealed preferences across COVID-19 vaccine types
by Krist'of Kutasi & J'ulia Koltai & 'Agnes Szab'o-Morvai & Gergely Rost & M'arton Karsai & P'eter Bir'o & Bal'azs Lengyel
- 2111.06371 Can you always reap what you sow? Network and functional data analysis of VC investments in health-tech companies
by Christian Esposito & Marco Gortan & Lorenzo Testa & Francesca Chiaromonte & Giorgio Fagiolo & Andrea Mina & Giulio Rossetti
- 2111.06365 It's not always about the money, sometimes it's about sending a message: Evidence of Informational Content in Monetary Policy Announcements
by Yong Cai & Santiago Camara & Nicholas Capel
- 2111.06253 Grid Tariffs Based on Capacity Subscription: Multi Year Analysis on Metered Consumer Data
by Sigurd Bjarghov & Hossein Farahmand & Gerard Doorman
- 2111.06238 Long Run Law and Entropy
by Weidong Tian
- 2111.06224 Occupational Income Inequality of Thailand: A Case Study of Exploratory Data Analysis beyond Gini Coefficient
by Wanetha Sudswong & Anon Plangprasopchok & Chainarong Amornbunchornvej
- 2111.06062 The Supply of Motivated Beliefs
by Michael Thaler
- 2111.06042 Correlation Estimation in Hybrid Systems
by Baron Law
- 2111.05935 A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection
by Damian Kisiel & Denise Gorse
- 2111.05843 An Integrated Vaccination Site Selection and Dose Allocation Problem with Fairness Concerns
by Mohammad Firouz & Linda Li & Daizy Ahmed & Abdulaziz Ahmed
- 2111.05783 The Local Economic Impact of Mineral Mining in Africa: Evidence from Four Decades of Satellite Imagery
by Sandro Provenzano & Hannah Bull
- 2111.05686 Going... going... wrong: a test of the level-k (and cognitive hierarchy) models of bidding behaviour
by Itzhak Rasooly
- 2111.05600 Incentive-Based Electric Vehicle Charging for Managing Bottleneck Congestion
by Carlo Cenedese & Patrick Stokkink & Nikolas Gerolimins & John Lygeros
- 2111.05455 Flood Disasters and Health Among the Urban Poor
by Michelle Escobar Carias & David Johnston & Rachel Knott & Rohan Sweeney
- 2111.05277 Generalized Kernel Ridge Regression for Causal Inference with Missing-at-Random Sample Selection
by Rahul Singh
- 2111.05272 Do Firearm Markets Comply with Firearm Restrictions? How the Massachusetts Assault Weapons Ban Enforcement Notice Changed Firearm Sales
by Meenakshi Balakrishna & Kenneth C. Wilbur
- 2111.05243 Bounding Treatment Effects by Pooling Limited Information across Observations
by Sokbae Lee & Martin Weidner
- 2111.05188 FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance
by Zechu Li & Xiao-Yang Liu & Jiahao Zheng & Zhaoran Wang & Anwar Walid & Jian Guo
- 2111.05072 The Evolving Causal Structure of Equity Risk Factors
by Gabriele D'Acunto & Paolo Bajardi & Francesco Bonchi & Gianmarco De Francisci Morales
- 2111.04976 Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model
by Jaydip Sen & Saikat Mondal & Sidra Mehtab
- 2111.04951 American Hate Crime Trends Prediction with Event Extraction
by Songqiao Han & Hailiang Huang & Jiangwei Liu & Shengsheng Xiao
- 2111.04926 Optimal Decision Rules Under Partial Identification
by Kohei Yata
- 2111.04919 Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions
by Kaveh Salehzadeh Nobari
- 2111.04709 Stock Portfolio Optimization Using a Deep Learning LSTM Model
by Jaydip Sen & Abhishek Dutta & Sidra Mehtab
- 2111.04702 Concavity and Convexity of Order Statistics in Sample Size
by Mitchell Watt
- 2111.04626 Procurements with Bidder Asymmetry in Cost and Risk-Aversion
by Gaurab Aryal & Hanna Charankevich & Seungwon Jeong & Dong-Hyuk Kim
- 2111.04483 Revisiting the Properties of Money
by Isaiah Hull & Or Sattath
- 2111.04391 A McKean-Vlasov game of commodity production, consumption and trading
by Ren'e Aid & Ofelia Bonesini & Giorgia Callegaro & Luciano Campi
- 2111.04311 Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models
by Nuerxiati Abudurexiti & Kai He & Dongdong Hu & Svetlozar T. Rachev & Hasanjan Sayit & Ruoyu Sun
- 2111.04267 Exponential GARCH-Ito Volatility Models
by Donggyu Kim
- 2111.04219 Rate-Optimal Cluster-Randomized Designs for Spatial Interference
by Michael P. Leung
- 2111.04172 The Wrong Kind of Information
by Aditya Kuvalekar & Jo~ao Ramos & Johannes Schneider
- 2111.04165 On the Limits of Design: What Are the Conceptual Constraints on Designing Artificial Intelligence for Social Good?
by Jakob Mokander
- 2111.04038 Equity-Linked Life Insurances on Maximum of Several Assets
by Battulga Gankhuu
- 2111.03995 Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach
by Mao Guan & Xiao-Yang Liu
- 2111.03950 Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves
by Rahul Singh & Liyuan Xu & Arthur Gretton
- 2111.03825 Marriage through friends
by Ugo Bolletta & Luca Paolo Merlino
- 2111.03724 Optimal Dividends under Markov-Modulated Bankruptcy Level
by Giorgio Ferrari & Patrick Schuhmann & Shihao Zhu
- 2111.03713 Projection of Functionals and Fast Pricing of Exotic Options
by Valentin Tissot-Daguette
- 2111.03662 Predicting Mortality from Credit Reports
by Giacomo De Giorgi & Matthew Harding & Gabriel Vasconcelos
- 2111.03626 Bootstrap inference for panel data quantile regression
by Antonio F. Galvao & Thomas Parker & Zhijie Xiao
- 2111.03611 Approximately Efficient Bilateral Trade
by Yuan Deng & Jieming Mao & Balasubramanian Sivan & Kangning Wang
- 2111.03603 Decrease of capital guarantees in life insurance products: can reinsurance stop it?
by Marcos Escobar-Anel & Yevhen Havrylenko & Michel Kschonnek & Rudi Zagst
- 2111.03477 Data-driven Hedging of Stock Index Options via Deep Learning
by Jie Chen & Lingfei Li
- 2111.03366 Cyber Risk Frequency, Severity and Insurance Viability
by Matteo Malavasi & Gareth W. Peters & Pavel V. Shevchenko & Stefan Truck & Jiwook Jang & Georgy Sofronov
- 2111.03151 Foundations of Transaction Fee Mechanism Design
by Hao Chung & Elaine Shi
- 2111.03035 Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
by Yiannis Karavias & Paresh Narayan & Joakim Westerlund
- 2111.03010 Fuzzy Arrovian Theorems when preferences are complete
by Armajac Ravent'os-Pujol
- 2111.02872 Feasibility trade-offs in decarbonisation of power sector with high coal dependence: A case of Korea
by Minwoo Hyun & Aleh Cherp & Jessica Jewell & Yeong Jae Kim & Jiyong Eom
- 2111.02850 Managing Innovation in Technical Education: Revisiting the Developmental Strategies of Politeknik Brunei
by Bashir Ahmed Bhuiyan & Mohammad Shahansha Molla & Masud Alam
- 2111.02834 Optimal Pairs Trading with Time-Varying Volatility
by T. N. Li & A. Tourin
- 2111.02633 Network analysis regarding international trade network
by Xiufeng Yan & Qi Tang
- 2111.02554 Callable convertible bonds under liquidity constraints and hybrid priorities
by David Hobson & Gechun Liang & Edward Wang
- 2111.02528 occ2vec: A principal approach to representing occupations using natural language processing
by Nicolaj S{o}ndergaard Muhlbach
- 2111.02376 Multiplicative Component GARCH Model of Intraday Volatility
by Xiufeng Yan
- 2111.02328 A Linear Model for Distributed Flexibility Markets and DLMPs: A Comparison with the SOCP Formulation
by Anibal Sanjab & Yuting Mou & Ana Virag & Kris Kessels
- 2111.02306 Leveraging Causal Graphs for Blocking in Randomized Experiments
by Abhishek Kumar Umrawal
- 2111.02304 Quantifying Responsibility with Probabilistic Causation -- The Case of Climate Action
by Sarah Hiller & Jobst Heitzig
- 2111.02300 Autoregressive conditional duration modelling of high frequency data
by Xiufeng Yan
- 2111.02112 Testing the monocentric standard urban model in a global sample of cities
by Charlotte Liotta & Vincent Vigui'e & Quentin Lepetit
- 2111.02092 What drives the accuracy of PV output forecasts?
by Thi Ngoc Nguyen & Felix Musgens
- 2111.02067 Testing macroecological theories in cryptocurrency market: neutral models can not describe diversity patterns and their variation
by Edgardo Brigatti & Estevan Augusto Amazonas Mendes
- 2111.02023 Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice
by Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu
- 2111.01983 Obvious Manipulability of Voting Rules
by Haris Aziz & Alexander Lam
- 2111.01957 Multidimensional Kyle-Back model with a risk averse informed trader
by Shreya Bose & Ibrahim Ekren
- 2111.01931 Deep Learning Algorithms for Hedging with Frictions
by Xiaofei Shi & Daran Xu & Zhanhao Zhang
- 2111.01911 Parameterized Explanations for Investor / Company Matching
by Simerjot Kaur & Ivan Brugere & Andrea Stefanucci & Armineh Nourbakhsh & Sameena Shah & Manuela Veloso
- 2111.01874 Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing
by Christian Bayer & Chiheb Ben Hammouda & Ra'ul Tempone
- 2111.01783 Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem
by Christa Cuchiero & Christoph Reisinger & Stefan Rigger
- 2111.01778 Location inference on social media data for agile monitoring of public health crises: An application to opioid use and abuse during the Covid-19 pandemic
by Angela E. Kilby & Charlie Denhart
- 2111.01762 AIRCC-Clim: a user-friendly tool for generating regional probabilistic climate change scenarios and risk measures
by Francisco Estrada & Oscar Calder'on-Bustamante & Wouter Botzen & Juli'an A. Velasco & Richard S. J. Tol
- 2111.01678 Central Limit Theory for Models of Strategic Network Formation
by Konrad Menzel
- 2111.01647 Information Spillover in Multiple Zero-sum Games
by Lucas Pahl
- 2111.01638 A Finite Characterization of Perfect Equilibria
by Ivonne Callejas & Srihari Govindan & Lucas Pahl
- 2111.01598 Integrated Assessment Modeling of Korea 2050 Carbon Neutrality Technology Pathways
by Hanwoong Kim & Haewon McJeon & Dawoon Jung & Hanju Lee & Candelaria Bergero & Jiyong Eom
- 2111.01566 Strategyproof and Proportionally Fair Facility Location
by Haris Aziz & Alexander Lam & Barton E. Lee & Toby Walsh
- 2111.01529 Anticipative information in a Brownian-Poissonmarket: the binary information
by Bernardo D'Auria & Jos'e A. Salmer'on
- 2111.01301 Asymptotic in a class of network models with an increasing sub-Gamma degree sequence
by Jing Luo & Haoyu Wei & Xiaoyu Lei & Jiaxin Guo
- 2111.01248 A General Revealed Preference Test for Quasilinear Preferences: Theory and Experiments
by Mikhail Freer & Marco Castillo
- 2111.01239 Refundable income annuities: Feasibility of money-back guarantees
by Moshe A. Milevsky & Thomas S. Salisbury
- 2111.01234 Optimal allocation to deferred income annuities
by F. Habib & H. Huang & A. Mauskopf & B. Nikolic & T. S. Salisbury
- 2111.01137 Stock Price Prediction Using Time Series, Econometric, Machine Learning, and Deep Learning Models
by Ananda Chatterjee & Hrisav Bhowmick & Jaydip Sen
- 2111.01078 Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach
by Graziano Moramarco
- 2111.01038 Economic consequences of covid-19 pandemic to the sub-Saharan Africa: an historical perspective
by Anthony Enisan Akinlo & Segun Michael Ojo
- 2111.00992 Artificial Intelligence, Surveillance, and Big Data
by David Karpa & Torben Klarl & Michael Rochlitz
- 2111.00987 Modelling the transition to a low-carbon energy supply
by Alexander Kell
- 2111.00972 Nonparametric Cointegrating Regression Functions with Endogeneity and Semi-Long Memory
by Sepideh Mosaferi & Mark S. Kaiser
- 2111.00862 Surreal Decisions
by Eddy Keming Chen & Daniel Rubio
- 2111.00839 Expanding Multi-Market Monopoly and Nonconcavity in the Value of Information
by Stefan Behringer
- 2111.00835 Impact of COVID-19 type events on the economy and climate under the stochastic DICE model
by Pavel V. Shevchenko & Daisuke Murakami & Tomoko Matsui & Tor A. Myrvoll
- 2111.00822 Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States
by Graziano Moramarco
- 2111.00566 The Role of Global Value Chains in Carbon Intensity Convergence: A Spatial Econometrics Approach
by Kazem Biabany Khameneh & Reza Najarzadeh & Hassan Dargahi & Lotfali Agheli
- 2111.00529 Edgeworth expansions for volatility models
by Moritz Jirak
- 2111.00526 FinEAS: Financial Embedding Analysis of Sentiment
by Asier Guti'errez-Fandi~no & Miquel Noguer i Alonso & Petter Kolm & Jordi Armengol-Estap'e
- 2111.00522 The Politics of (No) Compromise: Information Acquisition, Policy Discretion, and Reputation
by Liqun Liu
- 2111.00451 Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact
by Yan Dolinsky & Shir Moshe
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