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Content
2021
- 2111.00450 On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis
by Yayi Yan & Jiti Gao & Bin Peng
- 2111.00449 Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach
by Guohua Feng & Jiti Gao & Bin Peng
- 2111.00348 Large and moderate deviations for importance sampling in the Heston model
by Marc Geha & Antoine Jacquier & Zan Zuric
- 2111.00319 Skill Downgrading Among Refugees and Economic Immigrants in Germany
by Plamen Nikolov & Leila Salarpour & David Titus
- 2111.00274 Polynomial Approximation of Discounted Moments
by Chenyu Zhao & Misha van Beek & Peter Spreij & Makhtar Ba
- 2111.00076 Game Transformations That Preserve Nash Equilibria or Best-Response Sets
by Emanuel Tewolde & Vincent Conitzer
- 2111.00061 Surplus Extraction with Behavioral Types
by Nicolas Pastrian
- 2110.15849 Market Areas in General Equilibrium
by Gianandrea Lanzara & Matteo Santacesaria
- 2110.15750 Process Design and Economics of Production of p-Aminophenol
by Chinmay Ghoroi & Jay Shah & Devanshu Thakar & Sakshi Baheti
- 2110.15517 CP Factor Model for Dynamic Tensors
by Yuefeng Han & Dan Yang & Cun-Hui Zhang & Rong Chen
- 2110.15446 Choice and Market Design
by Samson Alva & Battal Dou{g}an
- 2110.15312 Solving it correctly Prevalence and Persistence of Gender Gap in Basic Mathematics in rural India
by Upasak Das & Karan Singhal
- 2110.15310 On the Fairness of Machine-Assisted Human Decisions
by Talia Gillis & Bryce McLaughlin & Jann Spiess
- 2110.15263 Coresets for Time Series Clustering
by Lingxiao Huang & K. Sudhir & Nisheeth K. Vishnoi
- 2110.15239 Costly Trading
by Michael Isichenko
- 2110.15229 Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions
by Martin Dumav
- 2110.15219 A Robust Efficient Dynamic Mechanism
by Endre Cs'oka
- 2110.15133 Deep Calibration of Interest Rates Model
by Mohamed Ben Alaya & Ahmed Kebaier & Djibril Sarr
- 2110.15102 Risk and return prediction for pricing portfolios of non-performing consumer credit
by Siyi Wang & Xing Yan & Bangqi Zheng & Hu Wang & Wangli Xu & Nanbo Peng & Qi Wu
- 2110.15025 Regime Switching Optimal Growth Model with Risk Sensitive Preferences
by Anindya Goswami & Nimit Rana & Tak Kuen Siu
- 2110.14938 Domestic Constraints in Crisis Bargaining
by Liqun Liu
- 2110.14929 Buy It Now or Later, or Not: Loss Aversion in Advance Purchasing
by Senran Lin
- 2110.14914 Trading via Selective Classification
by Nestoras Chalkidis & Rahul Savani
- 2110.14771 ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets
by Selim Amrouni & Aymeric Moulin & Jared Vann & Svitlana Vyetrenko & Tucker Balch & Manuela Veloso
- 2110.14550 Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund
- 2110.14405 Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model
by Atilla Aras
- 2110.14346 A Scalable Inference Method For Large Dynamic Economic Systems
by Pratha Khandelwal & Philip Nadler & Rossella Arcucci & William Knottenbelt & Yi-Ke Guo
- 2110.14317 Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data
by M. Eren Akbiyik & Mert Erkul & Killian Kaempf & Vaiva Vasiliauskaite & Nino Antulov-Fantulin
- 2110.14290 The USS Trustee's risky strategy
by Neil M Davies & Jackie Grant & Chin Yang Shapland
- 2110.14117 Forecasting with a Panel Tobit Model
by Laura Liu & Hyungsik Roger Moon & Frank Schorfheide
- 2110.14046 Open Markets and Hybrid Jacobi Processes
by David Itkin & Martin Larsson
- 2110.13966 Fisheries Management in Congested Waters: A Game-Theoretic Assessment of the East China Sea
by Michael Macgregor Perry
- 2110.13847 Coupling the Gini and Angles to Evaluate Economic Dispersion
by Mario Schlemmer
- 2110.13815 As long as you talk about me: The importance of family firm brands and the contingent role of family-firm identity
by P. Rovelli & C. Benedetti & A. Fronzetti Colladon & A. De Massis
- 2110.13814 Bidders' Responses to Auction Format Change in Internet Display Advertising Auctions
by Shumpei Goke & Gabriel Y. Weintraub & Ralph Mastromonaco & Sam Seljan
- 2110.13761 Regime-Switching Density Forecasts Using Economists' Scenarios
by Graziano Moramarco
- 2110.13725 Inference in Regression Discontinuity Designs with High-Dimensional Covariates
by Alexander Krei{ss} & Christoph Rothe
- 2110.13718 Self-organised criticality in high frequency finance: the case of flash crashes
by Jeremy D. Turiel & Tomaso Aste
- 2110.13716 HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information
by Wentao Xu & Weiqing Liu & Lewen Wang & Yingce Xia & Jiang Bian & Jian Yin & Tie-Yan Liu
- 2110.13701 Heterogenous criticality in high frequency finance: a phase transition in flash crashes
by Jeremy Turiel & Tomaso Aste
- 2110.13678 Large Platonic Markets with Delays
by Yannick Limmer & Thilo Meyer-Brandis
- 2110.13533 Zero-Liquidation Loans: A Structured Product Approach to DeFi Lending
by Aetienne Sardon
- 2110.13531 Bayesian Estimation and Comparison of Conditional Moment Models
by Siddhartha Chib & Minchul Shin & Anna Simoni
- 2110.13467 Wealth heterogeneity in a closed pooled annuity fund
by Thomas Bernhardt & Ge Qu
- 2110.13317 Exposure of occupations to technologies of the fourth industrial revolution
by Benjamin Meindl & Morgan R. Frank & Joana Mendonc{c}a
- 2110.13303 Negotiating Networks in Oligopoly Markets for Price-Sensitive Products
by Naman Shukla & Kartik Yellepeddi
- 2110.13296 Efficient ISDA Initial Margin Calculations Using Least Squares Monte-Carlo
by Asif Lakhany & Amber Zhang
- 2110.13287 Towards Realistic Market Simulations: a Generative Adversarial Networks Approach
by Andrea Coletta & Matteo Prata & Michele Conti & Emanuele Mercanti & Novella Bartolini & Aymeric Moulin & Svitlana Vyetrenko & Tucker Balch
- 2110.13262 Covariate Balancing Methods for Randomized Controlled Trials Are Not Adversarially Robust
by Hossein Babaei & Sina Alemohammad & Richard Baraniuk
- 2110.13121 How To Sell (or Procure) in a Sequential Auction
by Kenneth Hendricks & Thomas Wiseman
- 2110.13021 Interpolating commodity futures prices with Kriging
by Andrea Maran & Andrea Pallavicini
- 2110.12853 Cubature Method for Stochastic Volterra Integral Equations
by Qi Feng & Jianfeng Zhang
- 2110.12722 Functional instrumental variable regression with an application to estimating the impact of immigration on native wages
by Dakyung Seong & Won-Ki Seo
- 2110.12572 Computational Efficiency in Multivariate Adversarial Risk Analysis Models
by Michael Macgregor Perry & Hadi El-Amine
- 2110.12568 Analyzing a Complex Game for the South China Sea Fishing Dispute using Response Surface Methodologies
by Michael Macgregor Perry
- 2110.12499 Approximate Core for Committee Selection via Multilinear Extension and Market Clearing
by Kamesh Munagala & Yiheng Shen & Kangning Wang & Zhiyi Wang
- 2110.12394 Housing property rights and social integration of migrant population: based on the 2017 china migrants' dynamic survey
by Jingwen Tan & Shixi Kang
- 2110.12282 MAD Risk Parity Portfolios
by c{C}au{g}{i}n Ararat & Francesco Cesarone & Mustafa c{C}elebi P{i}nar & Jacopo Maria Ricci
- 2110.12218 On the Behavioral Consequences of Reverse Causality
by Ran Spiegler
- 2110.12198 Cash-subadditive risk measures without quasi-convexity
by Xia Han & Qiuqi Wang & Ruodu Wang & Jianming Xia
- 2110.12149 On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints
by Abhishek K. Umrawal & Joshua C. C. Chan
- 2110.12085 Reciprocity or community: Different cultural pathways to cooperation and welfare
by Anna Gunnthorsdottir & Palmar Thorsteinsson
- 2110.12050 The Impact of the Coronavirus Pandemic on New York City Real Estate: First Evidence
by Jeffrey P. Cohen & Felix L. Friedt & Jackson P. Lautier
- 2110.12041 Slow Movers in Panel Data
by Yuya Sasaki & Takuya Ura
- 2110.12013 The Absence of Attrition in a War of Attrition under Complete Information
by George Georgiadis & Youngsoo Kim & H. Dharma Kwon
- 2110.12003 Embracing advanced AI/ML to help investors achieve success: Vanguard Reinforcement Learning for Financial Goal Planning
by Shareefuddin Mohammed & Rusty Bealer & Jason Cohen
- 2110.12001 Brownian Motion & The Stochastic Behaviour of Stocks
by Yorgos Protonotarios & Pantelis Tassopoulos
- 2110.12000 Bank transactions embeddings help to uncover current macroeconomics
by Maria Begicheva & Alexey Zaytsev
- 2110.11999 Machine Learning in Finance-Emerging Trends and Challenges
by Jaydip Sen & Rajdeep Sen & Abhishek Dutta
- 2110.11848 Clustering Market Regimes using the Wasserstein Distance
by Blanka Horvath & Zacharia Issa & Aitor Muguruza
- 2110.11846 Cycles to compute the full set of many-to-many stable matchings
by Agustin G. Bonifacio & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2110.11751 Forecasting Financial Market Structure from Network Features using Machine Learning
by Douglas Castilho & Tharsis T. P. Souza & Soong Moon Kang & Jo~ao Gama & Andr'e C. P. L. F. de Carvalho
- 2110.11718 Liquidity-free implied volatilities: an approach using conic finance
by Matteo Michielon & Asma Khedher & Peter Spreij
- 2110.11694 Airport-Airline Coordination with Economic, Environmental and Social Considerations
by Aasheesh Dixit & Patanjal Kumar & Suresh Jakhar
- 2110.11651 Free Riding in Networks
by Markus Kinateder & Luca Paolo Merlino
- 2110.11594 A Meta Path Based Evaluation Method for Enterprise Credit Risk
by Marui Du & Yue Ma & Zuoquan Zhang
- 2110.11582 An Economy of Neural Networks: Learning from Heterogeneous Experiences
by Artem Kuriksha
- 2110.11581 A Two-stage Pricing Strategy Considering Learning Effects and Word-of-Mouth
by Yanrong Li & Lai Wei & Wei Jiang
- 2110.11399 Algebraic Properties of Blackwell's Order and A Cardinal Measure of Informativeness
by Andrew Kosenko
- 2110.11245 Evolutionary Foundation for Heterogeneity in Risk Aversion
by Yuval Heller & Ilan Nehama
- 2110.11156 DMS, AE, DAA: methods and applications of adaptive time series model selection, ensemble, and financial evaluation
by Parley Ruogu Yang & Ryan Lucas
- 2110.11008 Optimal trading: a model predictive control approach
by Simon Clinet & Jean-Franc{c}ois Perreton & Serge Reydellet
- 2110.10936 Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk
by Robert Jarrow & Philip Protter & Alejandra Quintos
- 2110.10824 Dynamic Bipartite Matching Market with Arrivals and Departures
by Naonori Kakimura & Donghao Zhu
- 2110.10800 Media abnormal tone, earnings announcements, and the stock market
by David Ardia & Keven Bluteau & Kris Boudt
- 2110.10792 A Framework for Measures of Risk under Uncertainty
by Tolulope Fadina & Yang Liu & Ruodu Wang
- 2110.10781 Marital Stability With Committed Couples: A Revealed Preference Analysis
by Mikhail Freer & Khushboo Surana
- 2110.10650 Attention Overload
by Matias D. Cattaneo & Paul Cheung & Xinwei Ma & Yusufcan Masatlioglu
- 2110.10556 One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV
by Joshua Angrist & Michal Koles'ar
- 2110.10480 Bi-integrative analysis of two-dimensional heterogeneous panel data model
by Wei Wang & Xiaodong Yan & Yanyan Ren & Zhijie Xiao
- 2110.10230 Optimally Targeting Interventions in Networks during a Pandemic: Theory and Evidence from the Networks of Nursing Homes in the United States
by Roland Pongou & Guy Tchuente & Jean-Baptiste Tondji
- 2110.10192 Difference-in-Differences with Geocoded Microdata
by Kyle Butts
- 2110.09954 Revisiting identification concepts in Bayesian analysis
by Jean-Pierre Florens & Anna Simoni
- 2110.09673 Bridging the short-term and long-term dynamics of economic structural change
by James McNerney & Yang Li & Andres Gomez-Lievano & Frank Neffke
- 2110.09594 Bayesian Persuasion in Sequential Trials
by Shih-Tang Su & Vijay G. Subramanian & Grant Schoenebeck
- 2110.09516 Keep it Tighter -- A Story on Analytical Mean Embeddings
by Linda Chamakh & Zoltan Szabo
- 2110.09489 Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks
by Curtis Nybo
- 2110.09429 Understanding jumps in high frequency digital asset markets
by Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Hardle
- 2110.09417 Mean-Variance Portfolio Selection in Contagious Markets
by Yang Shen & Bin Zou
- 2110.09416 Numeraire-invariant quadratic hedging and mean--variance portfolio allocation
by Alev{s} v{C}ern'y & Christoph Czichowsky & Jan Kallsen
- 2110.09400 Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage
by Dario Laudati & M. Hashem Pesaran
- 2110.09315 Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques
by Tugce Karatas & Ali Hirsa
- 2110.09169 Prosecutor Politics: The Impact of Election Cycles on Criminal Sentencing in the Era of Rising Incarceration
by Chika O. Okafor
- 2110.09098 Study of The Relationship Between Public and Private Venture Capitalists in France: A Qualitative Approach
by Jonathan Labbe
- 2110.08900 Predictable Forward Performance Processes: Infrequent Evaluation and Applications to Human-Machine Interactions
by Gechun Liang & Moris S. Strub & Yuwei Wang
- 2110.08884 Persuasion by Dimension Reduction
by Semyon Malamud & Andreas Schrimpf
- 2110.08807 Estimating returns to special education: combining machine learning and text analysis to address confounding
by Aur'elien Sallin
- 2110.08723 Gender identity and relative income within household: Evidence from China
by Han Dongcheng & Kong Fanbo & Wang Zixun
- 2110.08673 Scaling Blockchains: Can Committee-Based Consensus Help?
by Alon Benhaim & Brett Hemenway Falk & Gerry Tsoukalas
- 2110.08630 Star-shaped acceptability indexes
by Marcelo Brutti Righi
- 2110.08612 The elastic origins of tail asymmetry
by Satoshi Nakano & Kazuhiko Nishimura
- 2110.08563 Auction design with ambiguity: Optimality of the first-price and all-pay auctions
by Sosung Baik & Sung-Ha Hwang
- 2110.08425 Exact Bias Correction for Linear Adjustment of Randomized Controlled Trials
by Haoge Chang & Joel Middleton & P. M. Aronow
- 2110.08410 Covariate Adjustment in Regression Discontinuity Designs
by Matias D. Cattaneo & Luke Keele & Rocio Titiunik
- 2110.08367 Dropping diversity of products of large US firms: Models and measures
by Ananthan Nambiar & Tobias Rubel & James McCaull & Jon deVries & Mark Bedau
- 2110.08320 Semimartingale and continuous-time Markov chain approximation for rough stochastic local volatility models
by Jingtang Ma & Wensheng Yang & Zhenyu Cui
- 2110.08089 Detecting long-range dependence for time-varying linear models
by Lujia Bai & Weichi Wu
- 2110.07611 Locational Factors in the Competition between Credit Unions and Banks after the Great Recession
by Reka Sundaram-Stukel & Steven C Deller
- 2110.07489 An Empirical Analysis of how Internet Access Influences Public Opinion towards Undocumented Immigrants and Unaccompanied Children
by Muhammad Hassan Bin Afzal
- 2110.07226 Group Identity, Social Learning and Opinion Dynamics
by Sebastiano Della Lena & Luca Paolo Merlino
- 2110.07224 Choice probabilities and correlations in closed-form route choice models: specifications and drawbacks
by Fiore Tinessa & Vittorio Marzano & Andrea Papola
- 2110.07151 Machine Learning, Deep Learning, and Hedonic Methods for Real Estate Price Prediction
by Mahdieh Yazdani
- 2110.07138 ETF Risk Models
by Zura Kakushadze & Willie Yu
- 2110.07075 General Compound Hawkes Processes for Mid-Price Prediction
by Myles Sjogren & Timothy DeLise
- 2110.07047 Ordinal Synchronization and Typical States in High-Frequency Digital Markets
by Mario L'opez P'erez & Ricardo Mansilla
- 2110.07024 Stability and Efficiency of Random Serial Dictatorship
by Suhas Vijaykumar
- 2110.06876 Appointments: A More Effective Commitment Device for Health Behaviors
by Laura Derksen & Jason Kerwin & Natalia Ordaz Reynoso & Olivier Sterck
- 2110.06829 Towards a fully RL-based Market Simulator
by Leo Ardon & Nelson Vadori & Thomas Spooner & Mengda Xu & Jared Vann & Sumitra Ganesh
- 2110.06822 Interpreting the Caste-based Earning Gaps in the Indian Labour Market: Theil and Oaxaca Decomposition Analysis
by Pallavi Gupta & Satyanarayan Kothe
- 2110.06763 Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators
by Jiafeng Chen & Xiaohong Chen & Elie Tamer
- 2110.06617 ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?
by Raphael Semet & Thierry Roncalli & Lauren Stagnol
- 2110.06551 Maskin Meets Abreu and Matsushima
by Yi-Chun Chen & Takashi Kunimoto & Yifei Sun & Siyang Xiong
- 2110.06506 New allocation rule of directed hypergraphs
by Taiki Yamada
- 2110.06464 Data-driven distributionally robust risk parity portfolio optimization
by Giorgio Costa & Roy H. Kwon
- 2110.06285 Partial Identification of Marginal Treatment Effects with discrete instruments and misreported treatment
by Santiago Acerenza
- 2110.06190 Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator
by Hideyuki Takagi
- 2110.06136 A Response to Philippe Lemoine's Critique on our Paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S."
by Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf
- 2110.06133 Hotel Preference Rank based on Online Customer Review
by Muhammad Apriandito Arya Saputra & Andry Alamsyah & Fajar Ibnu Fatihan
- 2110.05891 Group network effects in price competition
by Renato Soeiro & Alberto Pinto
- 2110.05643 Motivating Effort with Information about Future Rewards
by Chang Liu
- 2110.05625 Inferring supply networks from mobile phone data to estimate the resilience of a national economy
by Tobias Reisch & Georg Heiler & Christian Diem & Stefan Thurner
- 2110.05611 Heat and Economic Preferences
by Michelle Escobar Carias & David Johnston & Rachel Knott & Rohan Sweeney
- 2110.05608 Tiebout sorting in online communities
by John Lynham & Philip R. Neary
- 2110.05579 Fixed $T$ Estimation of Linear Panel Data Models with Interactive Fixed Effects
by Ayden Higgins
- 2110.05482 Indian urban workers' labour market transitions
by Jyotirmoy Bhattacharya
- 2110.05479 Towards Robust Representation of Limit Orders Books for Deep Learning Models
by Yufei Wu & Mahmoud Mahfouz & Daniele Magazzeni & Manuela Veloso
- 2110.05299 An Automated Portfolio Trading System with Feature Preprocessing and Recurrent Reinforcement Learning
by Lin Li
- 2110.05225 $\beta$-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap
by Pengzhou Wu & Kenji Fukumizu
- 2110.05107 Two-stage least squares with a randomly right censored outcome
by Jad Beyhum
- 2110.04924 High-dimensional Inference for Dynamic Treatment Effects
by Jelena Bradic & Weijie Ji & Yuqian Zhang
- 2110.04849 Smooth Tests for Normality in ANOVA
by Haoyu Wei & Xiaojun Song
- 2110.04847 Nonparametric Tests of Conditional Independence for Time Series
by Xiaojun Song & Haoyu Wei
- 2110.04787 Various issues around the L1-norm distance
by Jean-Daniel Rolle
- 2110.04752 How Robust are Limit Order Book Representations under Data Perturbation?
by Yufei Wu & Mahmoud Mahfouz & Daniele Magazzeni & Manuela Veloso
- 2110.04745 Reinforcement Learning for Systematic FX Trading
by Gabriel Borrageiro & Nick Firoozye & Paolo Barucca
- 2110.04500 On the asymptotic behavior of bubble date estimators
by Eiji Kurozumi & Anton Skrobotov
- 2110.04442 A Primer on Deep Learning for Causal Inference
by Bernard Koch & Tim Sainburg & Pablo Geraldo & Song Jiang & Yizhou Sun & Jacob Gates Foster
- 2110.04388 Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1
by Shakeeb Khan & Xiaoying Lan & Elie Tamer & Qingsong Yao
- 2110.04368 Moral Hazard with Heterogeneous Beliefs
by Martin Dumav & Urmee Khan & Luca Rigotti
- 2110.04365 Dyadic double/debiased machine learning for analyzing determinants of free trade agreements
by Harold D Chiang & Yukun Ma & Joel Rodrigue & Yuya Sasaki
- 2110.04161 A Mechanism Design Approach to Allocating Travel Funds
by Michael A. Jones
- 2110.04088 Risk aversion in flexible electricity markets
by Thomas Mobius & Iegor Riepin & Felix Musgens & Adriaan H. van der Weijde
- 2110.03986 A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery
by Anish Rai & Ajit Mahata & Md. Nurujjaman & Sushovan Majhi & Kanish debnath
- 2110.03973 Many Proxy Controls
by Ben Deaner
- 2110.03906 Nash Convergence of Mean-Based Learning Algorithms in First Price Auctions
by Xiaotie Deng & Xinyan Hu & Tao Lin & Weiqiang Zheng
- 2110.03810 Optimal Turnover, Liquidity, and Autocorrelation
by Bastien Baldacci & Jerome Benveniste & Gordon Ritter
- 2110.03687 Protecting Retail Investors from Order Book Spoofing using a GRU-based Detection Model
by Jean-Noel Tuccella & Philip Nadler & Ovidiu c{S}erban
- 2110.03552 Heterogeneous Overdispersed Count Data Regressions via Double Penalized Estimations
by Shaomin Li & Haoyu Wei & Xiaoyu Lei
- 2110.03517 Representation of probability distributions with implied volatility and biological rationale
by Felix Polyakov
- 2110.03512 Application of DEA in International Market Selection for the export of products from Spain
by Safa El Kefi
- 2110.03443 Unpacking the Black Box: Regulating Algorithmic Decisions
by Laura Blattner & Scott Nelson & Jann Spiess
- 2110.03432 Noise, fake news, and tenacious Bayesians
by Dorje C. Brody
- 2110.03411 Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer
- 2110.03146 Solving Multistage Stochastic Linear Programming via Regularized Linear Decision Rules: An Application to Hydrothermal Dispatch Planning
by Felipe Nazare & Alexandre Street
- 2110.03140 Physics-inspired analysis of the two-class income distribution in the USA in 1983-2018
by Danial Ludwig & Victor M. Yakovenko
- 2110.03070 Robust Generalized Method of Moments: A Finite Sample Viewpoint
by Dhruv Rohatgi & Vasilis Syrgkanis
- 2110.03031 RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests
by Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis
- 2110.02953 A Method for Predicting VaR by Aggregating Generalized Distributions Driven by the Dynamic Conditional Score
by Shijia Song & Handong Li
- 2110.02755 Gambits: Theory and Evidence
by Shiva Maharaj & Nicholas Polson & Christian Turk
- 2110.02742 A Quantum Generative Adversarial Network for distributions
by Amine Assouel & Antoine Jacquier & Alexei Kondratyev
- 2110.02735 Optimal pricing for electricity retailers based on data-driven consumers' price-response
by Rom'an P'erez-Santalla & Miguel Carri'on & Carlos Ruiz
- 2110.02693 New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach
by Hao-Lin Shao & Ying-Hui Shao & Yan-Hong Yang
- 2110.02492 Value-at-Risk forecasting model based on normal inverse Gaussian distribution driven by dynamic conditional score
by Shijia Song & Handong Li
- 2110.02474 Can an AI agent hit a moving target?
by Rui & Shi
- 2110.02419 Feature Selection by a Mechanism Design
by Xingwei Hu
- 2110.02358 A Hierarchical Local Electricity Market for a DER-rich Grid Edge
by Vineet Jagadeesan Nair & Venkatesh Venkataramanan & Rabab Haider & Anuradha Annaswamy
- 2110.02337 A Reactive Power Market for the Future Grid
by Adam Potter & Rabab Haider & Giulio Ferro & Michela Robba & Anuradha M. Annaswamy
- 2110.02327 Distcomp: Comparing distributions
by David M. Kaplan
- 2110.02298 Tradeoffs in Hierarchical Voting Systems
by Lucas Bottcher & Georgia Kernell
- 2110.02206 Predicting Credit Risk for Unsecured Lending: A Machine Learning Approach
by K. S. Naik
- 2110.02016 Joint optimization of sales-mix and generation plan for a large electricity producer
by Paolo Falbo & Carlos Ruiz
- 2110.01873 A New Multivariate Predictive Model for Stock Returns
by Jianying Xie
- 2110.01741 Beware the Gini Index! A New Inequality Measure
by Sabiou Inoua
- 2110.01615 Geography of Science: Competitiveness and Inequality
by Aurelio Patelli & Lorenzo Napolitano & Giulio Cimini & Andrea Gabrielli
- 2110.01523 Exact asymptotic solutions to nonlinear Hawkes processes: a systematic classification of the steady-state solutions
by Kiyoshi Kanazawa & Didier Sornette
- 2110.01496 Coupled Fixed Points for Hardy-Rogers Type of Maps and Their Applications in the Investigations of Market Equilibrium in Duopoly Markets for Non-Differentiable, Nonlinear Response Functions
by S. Kabaivanov & V. Zhelinski & B. Zlatanov
- 2110.01427 Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments
by Phillip Heiler & Michael C. Knaus
- 2110.01368 Concentrated Liquidity in Automated Market Makers
by Robin Fritsch
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