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Content
2021
- 2107.06002 Micro-level dynamics in hidden action situations with limited information
by Stephan Leitner & Friederike Wall
- 2107.05936 Testability of Reverse Causality Without Exogenous Variation
by Christoph Breunig & Patrick Burauel
- 2107.05923 Multiplicative Error Models: 20 years on
by Fabrizio Cipollini & Giampiero M. Gallo
- 2107.05853 Making Auctions Robust to Aftermarkets
by Moshe Babaioff & Nicole Immorlica & Yingkai Li & Brendan Lucier
- 2107.05663 Dynamics of the market states in the space of correlation matrices with applications to financial markets
by Hirdesh K. Pharasi & Suchetana Sadhukhan & Parisa Majari & Anirban Chakraborti & Thomas H. Seligman
- 2107.05592 Investor Behavior Modeling by Analyzing Financial Advisor Notes: A Machine Learning Perspective
by Cynthia Pagliaro & Dhagash Mehta & Han-Tai Shiao & Shaofei Wang & Luwei Xiong
- 2107.05559 Inference on Individual Treatment Effects in Nonseparable Triangular Models
by Jun Ma & Vadim Marmer & Zhengfei Yu
- 2107.05535 Predicting Risk-adjusted Returns using an Asset Independent Regime-switching Model
by Nicklas Werge
- 2107.05529 Are Rents Excessive in the Central City?: A Geospatial Analysis
by Scott W. Hegerty
- 2107.05527 Collective intelligence and the blockchain: Technology, communities and social experiments
by Andrea Baronchelli
- 2107.05483 Characterization of the probability and information entropy of a process with an increasing sample space by different functional forms of expansion, with an application to hyperinflation
by Laurence Francis Lacey
- 2107.05359 Debt Swapping for Risk Mitigation in Financial Networks
by P'al Andr'as Papp & Roger Wattenhofer
- 2107.05347 Seasonal and Secular Periodicities Identified in the Dynamics of US FDA Medical Devices (1976 2020) Portends Intrinsic Industrial Transformation and Independence of Certain Crises
by Iraj Daizadeh
- 2107.05302 On Reward Sharing in Blockchain Mining Pools
by Burak Can & Jens Leth Hougaard & Mohsen Pourpouneh
- 2107.05263 A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters
by Giacomo Bormetti & Fulvio Corsi
- 2107.05251 Can we improve the environmental benefits of biobased PET production through local 1 biomass value chains? A life cycle assessment perspective
by Carlos Garcia-Velasquez & Yvonne van der Meer
- 2107.05201 Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation
by Hengxu Lin & Dong Zhou & Weiqing Liu & Jiang Bian
- 2107.05163 Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence
by Jing Guo & Xue Dong He
- 2107.05064 The Experimenters' Dilemma: Inferential Preferences over Populations
by Neeraja Gupta & Luca Rigotti & Alistair Wilson
- 2107.05041 E-Learning and its Socioeconomics
by Avni Singh
- 2107.04946 Inference for the proportional odds cumulative logit model with monotonicity constraints for ordinal predictors and ordinal response
by Javier Espinosa-Brito & Christian Hennig
- 2107.04928 Sustained cost declines in solar PV and battery storage needed to eliminate coal generation in India
by Aniruddh Mohan & Shayak Sengupta & Parth Vaishnav & Rahul Tongia & Asim Ahmed & Ines L. Azevedo
- 2107.04925 Geographic Spillover Effects of Prescription Drug Monitoring Programs (PDMPs)
by Daniel Guth & Shiyu Zhang
- 2107.04851 Machine Learning for Financial Forecasting, Planning and Analysis: Recent Developments and Pitfalls
by Helmut Wasserbacher & Martin Spindler
- 2107.04700 The unreasonable effectiveness of optimal transport in economics
by Alfred Galichon
- 2107.04698 Waiting to Borrow From a 457(b) Plan
by Alex Garivaltis
- 2107.04656 A theoretical look at ordinal classification methods based on reference sets composed of characteristic actions
by Eduardo Fernandez & Jorge Navarro & Efrain Solares
- 2107.04636 End-to-End Risk Budgeting Portfolio Optimization with Neural Networks
by Ayse Sinem Uysal & Xiaoyue Li & John M. Mulvey
- 2107.04568 Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance
by Ren'e Carmona & Mathieu Lauri`ere
- 2107.04358 Endogenous viral mutations, evolutionary selection, and containment policy design
by Patrick Mellacher
- 2107.04260 Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation
by Christian Meier & Lingfei Li & Gongqiu Zhang
- 2107.04185 A Network Approach to Public Goods: A Short Summary
by Matthew Elliott & Benjamin Golub
- 2107.04098 Centralized Matching with Incomplete Information
by Marcelo Ariel Fernandez & Kirill Rudov & Leeat Yariv
- 2107.04069 Proof-of-Stake Mining Games with Perfect Randomness
by Matheus V. X. Ferreira & S. Matthew Weinberg
- 2107.03979 On the Selection of Loss Severity Distributions to Model Operational Risk
by Daniel Hadley & Harry Joe & Natalia Nolde
- 2107.03957 Public preferences for marine plastic litter reductions across Europe
by Salma Khedr & Katrin Rehdanz & Roy Brouwer & Hanna Dijkstra & Sem Duijndam & Pieter van Beukering & Ikechukwu C. Okoli
- 2107.03926 Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Opportunities
by Rian Dolphin & Barry Smyth & Yang Xu & Ruihai Dong
- 2107.03857 Financial Markets and the Phase Transition between Water and Steam
by Christof Schmidhuber
- 2107.03764 Limited intelligence and performance-based compensation: An agent-based model of the hidden action problem
by Patrick Reinwald & Stephan Leitner & Friederike Wall
- 2107.03754 Network manipulation algorithm based on inexact alternating minimization
by David Muller & Vladimir Shikhman
- 2107.03712 Numerical approximation of hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay
by Emmanuel Coffie
- 2107.03674 Inference and forecasting for continuous-time integer-valued trawl processes
by Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E. D. Veraart
- 2107.03577 Adaptive Stress Testing for Adversarial Learning in a Financial Environment
by Khalid El-Awady
- 2107.03440 a theoretical look at ordinal classification methods based on comparing actions with limiting boundaries between adjacent classes
by Eduardo Fernandez & Jose Rui Figueira & Jorge Navarro
- 2107.03366 Estimation and Inference in Factor Copula Models with Exogenous Covariates
by Alexander Mayer & Dominik Wied
- 2107.03340 Pseudo-Model-Free Hedging for Variable Annuities via Deep Reinforcement Learning
by Wing Fung Chong & Haoen Cui & Yuxuan Li
- 2107.03299 Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey
by Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan
- 2107.03253 Dynamic Ordered Panel Logit Models
by Bo E. Honor'e & Chris Muris & Martin Weidner
- 2107.03116 Economic prospects of the Russian-Chinese partnership in the logistics projects of the Eurasian Economic Union and the Silk Road Economic Belt: a scientific literature review
by Elena Rudakova & Alla Pavlova & Oleg Antonov & Kira Kuntsevich & Yue Yang
- 2107.03034 Estimating the economic value of ultrafine particles information: A contingent valuation method
by Eunjung Cho & Youngsang Cho
- 2107.02888 Decreasing Incomes Increase Selfishness
by Nickolas Gagnon & Riccardo D. Saulle & Henrik W. Zaunbrecher
- 2107.02798 Representing choice functions by a total hyper-order
by Daniel Lehmann
- 2107.02780 Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy
by Anish Agarwal & Rahul Singh
- 2107.02775 Countering Misinformation on Social Media Through Educational Interventions: Evidence from a Randomized Experiment in Pakistan
by Ayesha Ali & Ihsan Ayyub Qazi
- 2107.02764 Collaborative Insurance Sustainability and Network Structure
by Arthur Charpentier & Lariosse Kouakou & Matthias Lowe & Philipp Ratz & Franck Vermet
- 2107.02739 Shapes as Product Differentiation: Neural Network Embedding in the Analysis of Markets for Fonts
by Sukjin Han & Eric H. Schulman & Kristen Grauman & Santhosh Ramakrishnan
- 2107.02656 Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle
by Xiaoqing Liang & Ruodu Wang & Virginia Young
- 2107.02650 Gravity models of networks: integrating maximum-entropy and econometric approaches
by Marzio Di Vece & Diego Garlaschelli & Tiziano Squartini
- 2107.02637 Difference-in-Differences with a Continuous Treatment
by Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna
- 2107.02633 The global migration network of sex-workers
by Luis E C Rocha & Petter Holme & Claudio D G Linhares
- 2107.02628 A dynamic version of the super-replication theorem under proportional transaction costs
by Francesca Biagini & Thomas Reitsam
- 2107.02602 Inference for Low-Rank Models
by Victor Chernozhukov & Christian Hansen & Yuan Liao & Yinchu Zhu
- 2107.02537 Approximations to ultimate ruin probabilities with a Wienner process perturbation
by Yacine Koucha & Alfredo D. Egidio dos Reis
- 2107.02512 Predicting Exporters with Machine Learning
by Francesca Micocci & Armando Rungi
- 2107.02478 The Near Miss Effect and the Framing of Lotteries
by Michael Crystal
- 2107.02394 Face masks, vaccination rates and low crowding drive the demand for the London Underground during the COVID-19 pandemic
by Prateek Bansal & Roselinde Kessels & Rico Krueger & Daniel J Graham
- 2107.02283 Clustering Structure of Microstructure Measures
by Liao Zhu & Ningning Sun & Martin T. Wells
- 2107.02242 Two Stochastic Control Problems In Capital Structure and Portfolio Choice
by Shan Huang
- 2107.02169 A Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process
by Samuel Forbes & Stefan Grosskinsky
- 2107.01978 Optimal transport for model calibration
by Ivan Guo & Gregoire Loeper & Jan Obloj & Shiyi Wang
- 2107.01947 Risk aversion and uniqueness of equilibrium: a polynomial approach
by Andrea Loi & Stefano Matta
- 2107.01746 Mobility decisions, economic dynamics and epidemic
by Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi
- 2107.01731 Supporting decisions by unleashing multiple mindsets using pairwise comparisons method
by Salvatore Greco & Sajid Siraj & Michele Lundy
- 2107.01730 Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures
by Thomas Knispel & Roger J. A. Laeven & Gregor Svindland
- 2107.01696 Trading patterns within and between regions: an analysis of Gould-Fernandez brokerage roles
by Matthew Smith & Yasaman Sarabi
- 2107.01629 The Role of "Live" in Livestreaming Markets: Evidence Using Orthogonal Random Forest
by Ziwei Cong & Jia Liu & Puneet Manchanda
- 2107.01611 Deep calibration of the quadratic rough Heston model
by Mathieu Rosenbaum & Jianfei Zhang
- 2107.01568 A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios
by Erhan Bayraktar & Christoph Czichowsky & Leonid Dolinskyi & Yan Dolinsky
- 2107.01532 Decentralizing Centralized Matching Markets: Implications from Early Offers in University Admissions
by Julien Grenet & YingHua He & Dorothea Kubler
- 2107.01442 Approximate Core Allocations for Multiple Partners Matching Games
by Han Xiao & Tianhang Lu & Qizhi Fang
- 2107.01352 Cleaning large-dimensional covariance matrices for correlated samples
by Zdzislaw Burda & Andrzej Jarosz
- 2107.01340 Characterizing nonatomic admissions markets
by Max Kapur
- 2107.01273 Visual Time Series Forecasting: An Image-driven Approach
by Naftali Cohen & Srijan Sood & Zhen Zeng & Tucker Balch & Manuela Veloso
- 2107.01139 The effects of incentives, social norms, and employees' values on work performance
by Michael Roos & Jessica Reale & Frederik Banning
- 2107.01098 Temporal Analysis of Worldwide War
by Devansh Bajpai & Rishi Ranjan Singh
- 2107.01095 Who Votes for Library Bonds? A Principal Component Exploration
by Eric Jacobson
- 2107.01065 Reverse Sensitivity Analysis for Risk Modelling
by Silvana M. Pesenti
- 2107.01031 Effectiveness of Artificial Intelligence in Stock Market Prediction based on Machine Learning
by Sohrab Mokhtari & Kang K. Yen & Jin Liu
- 2107.01017 MegazordNet: combining statistical and machine learning standpoints for time series forecasting
by Angelo Garangau Menezes & Saulo Martiello Mastelini
- 2107.00960 Time series models with infinite-order partial copula dependence
by Martin Bladt & Alexander J. McNeil
- 2107.00928 Partial Identification and Inference in Duration Models with Endogenous Censoring
by Shosei Sakaguchi
- 2107.00909 Habits and demand changes after COVID-19
by Mauro Bambi & Daria Ghilli & Fausto Gozzi & Marta Leocata
- 2107.00837 Investment AUM Fee Costs: Evaluating a Simple Formula
by Joseph Levine
- 2107.00711 Formation of coalition structures as a non-cooperative game
by Dmitry Levando
- 2107.00640 Auction Design with Data-Driven Misspecifications
by Philippe Jehiel & Konrad Mierendorff
- 2107.00554 Robust Replication of Volatility and Hybrid Derivatives on Jump Diffusions
by Peter Carr & Roger Lee & Matthew Lorig
- 2107.00534 The Limit Order Book Recreation Model (LOBRM): An Extended Analysis
by Zijian Shi & John Cartlidge
- 2107.00427 Feasible Implied Correlation Matrices from Factor Structures
by Wolfgang Schadner
- 2107.00410 Fiscal policy and inequality in a model with endogenous positional concerns
by Kirill Borissov & Nigar Hashimzade
- 2107.00406 Collective Progress: Dynamics of Exit Waves
by Doruk Cetemen & Can Urgun & Leeat Yariv
- 2107.00390 Political and legal aspects of the COVID-19 pandemic impact on world transport systems
by Alexey Gubin & Valeri Lipunov & Mattia Masolletti
- 2107.00298 The Role of Binance in Bitcoin Volatility Transmission
by Carol Alexander & Daniel Heck & Andreas Kaeck
- 2107.00261 Price change prediction of ultra high frequency financial data based on temporal convolutional network
by Wei Dai & Yuan An & Wen Long
- 2107.00106 Choice of a Mentor: A Subjective Evaluation of Expectations, Experiences and Feedbacks
by Kaibalyapati Mishra
- 2107.00066 Market regime classification with signatures
by Paul Bilokon & Antoine Jacquier & Conor McIndoe
- 2106.16240 Markov-Modulated Affine Processes
by Kevin Kurt & Rudiger Frey
- 2106.16177 "Stabilizer" or "catalyst"? How green technology innovation affects the risk of stock price crashes: an analysis based on the quantity and quality of patents
by Ge-zhi Wu & Da-ming You
- 2106.16149 When Frictions are Fractional: Rough Noise in High-Frequency Data
by Carsten H. Chong & Thomas Delerue & Guoying Li
- 2106.16117 Energy security: key concepts, components, and change of the paradigm
by Julia Edigareva & Tatiana Khimich & Oleg Antonov & Jesus Gonzalez
- 2106.16088 Application of deep reinforcement learning for Indian stock trading automation
by Supriya Bajpai
- 2106.16081 Quantal Response Equilibrium and Rationalizability: Inside the Black Box
by Shuige Liu & Fabio Maccheroni
- 2106.16047 Decision making with dynamic probabilistic forecasts
by Peter Tankov & Laura Tinsi
- 2106.15994 Behavioral Mistakes Support Cooperation in an N-Person Repeated Public Goods Game
by Jung-Kyoo Choi & Jun Sok Huhh
- 2106.15979 Hypothetical Expected Utility
by Evan Piermont
- 2106.15917 Explaining Caste-based Digital Divide in India
by R Vaidehi & A Bheemeshwar Reddy & Sudatta Banerjee
- 2106.15844 Bounded rationality for relaxing best response and mutual consistency: The Quantal Hierarchy model of decision-making
by Benjamin Patrick Evans & Mikhail Prokopenko
- 2106.15698 Emotions in Macroeconomic News and their Impact on the European Bond Market
by Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti
- 2106.15518 An expert survey to assess the current status and future challenges of energy system analysis
by Fabian Scheller & Frauke Wiese & Jann Michael Weinand & Dominik Franjo Dominkovi'c & Russell McKenna
- 2106.15496 Numerical approximation of singular Forward-Backward SDEs
by Jean-Franc{c}ois Chassagneux & Mohan Yang
- 2106.15479 The Ecological System of Innovation: A New Architectural Framework for a Functional Evidence-Based Platform for Science and Innovation Policy
by Robert M Yawson
- 2106.15466 Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter?
by Ozge Sahin & Karoline Bax & Claudia Czado & Sandra Paterlini
- 2106.15452 The Variance Gamma++ Process and Applications to Energy Markets
by M. Gardini & P. Sabino & E. Sasso
- 2106.15426 Effect of Labour Income on the Optimal Bankruptcy Problem
by Guodong Ding & Daniele Marazzina
- 2106.15376 What Explains Gender Gap in Unpaid Household and Care Work in India?
by Athary Janiso & Prakash Kumar Shukla & Bheemeshwar Reddy A
- 2106.15270 New sources of economies and diseconomies of scale in on-demand ridepooling systems and comparison with public transport
by Andres Fielbaum & Alejandro Tirachini & Javier Alonso-Mora
- 2106.15208 The insider problem in the trinomial model: a discrete-time jump process approach
by H'el`ene Halconruy
- 2106.15198 Exploring the trilemma of cost-efficient, equitable and publicly acceptable onshore wind expansion planning
by Jann Michael Weinand & Russell McKenna & Heidi Heinrichs & Michael Roth & Detlef Stolten & Wolf Fichtner
- 2106.15094 A Hodge theoretic extension of Shapley axioms
by Tongseok Lim
- 2106.15035 Empirical Framework for Cournot Oligopoly with Private Information
by Gaurab Aryal & Federico Zincenko
- 2106.15003 A Note on the Topology of the First Stage of 2SLS with Many Instruments
by Guy Tchuente
- 2106.14870 On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula
by Kaustav Das & Ivan Guo & Gr'egoire Loeper
- 2106.14824 Risk contributions of lambda quantiles
by Akif Ince & Ilaria Peri & Silvana Pesenti
- 2106.14820 Rational Pricing of Leveraged ETF Expense Ratios
by Alex Garivaltis
- 2106.14758 Inheritances, social classes, and wealth distribution
by Pedro Patr'icio & Nuno A. M. Ara'ujo
- 2106.14659 Applications of Mechanism Design in Market-Based Demand-Side Management
by Khaled Abedrabboh & Luluwah Al-Fagih
- 2106.14486 Unifying Revealed Preference and Revealed Rational Inattention
by Kunal Pattanayak & Vikram Krishnamurthy
- 2106.14456 The Machiavellian frontier of top trading cycles
by Yajing Chen & Zhenhua Jiao & Chenfeng Zhang & Luosai Zhang
- 2106.14404 UNISWAP: Impermanent Loss and Risk Profile of a Liquidity Provider
by Andreas A. Aigner & Gurvinder Dhaliwal
- 2106.14397 Graphical Economies with Resale
by Gabriel P. Andrade & Rafael Frongillo & Elliot Gorokhovsky & Sharadha Srinivasan
- 2106.14351 On the Design of an Insurance Mechanism for Reliability Differentiation in Electricity Markets
by Farhad Billimoria & Filiberto Fele & Iacopo Savelli & Thomas Morstyn & Malcolm McCulloch
- 2106.14204 Bitcoin, Currencies, and Fragility
by Nassim Nicholas Taleb
- 2106.14168 Hierarchical contagions in the interdependent financial network
by William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou
- 2106.14077 The Role of Contextual Information in Best Arm Identification
by Masahiro Kato & Kaito Ariu
- 2106.13888 Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences
by Katia Colaneri & Alessandra Cretarola & Benedetta Salterini
- 2106.13856 Nonparametric inference on counterfactuals in first-price auctions
by Pasha Andreyanov & Grigory Franguridi
- 2106.13670 Sovereign wealth funds: main activity trends
by Oksana Mamina & Alexander Barannikov & Ludmila Gruzdeva
- 2106.13644 Intergenerational risk sharing in a Defined Contribution pension system: analysis with Bayesian optimization
by An Chen & Motonobu Kanagawa & Fangyuan Zhang
- 2106.13612 Political Power and Market Power
by Bo Cowgill & Andrea Prat & Tommaso Valletti
- 2106.13598 Bibliometric Analysis Of Herding Behavior In Times Of Crisis
by Fenny Marietza & Ridwan Nurazi & Fitri Santi & Saiful
- 2106.13350 Reference Dependence and Random Attention
by Matthew Kovach & Elchin Suleymanov
- 2106.13347 Relationship between Cultural Values, Sense of Community and Trust and the Effect of Trust in Workplace
by Nazli Mohammad & Yvonne Stedham
- 2106.13321 Game theory and scholarly publishing: premises for an agreement around open access
by Abdelghani Maddi
- 2106.13283 Pricing multi-asset contingent claims in a multi-dimensional binomial market
by Jarek Kk{e}dra & Assaf Libman & Victoria Steblovskaya
- 2106.13059 Robust Decisions for Heterogeneous Agents via Certainty Equivalents
by Anne G. Balter & Nikolaus Schweizer
- 2106.12987 Fund2Vec: Mutual Funds Similarity using Graph Learning
by Vipul Satone & Dhruv Desai & Dhagash Mehta
- 2106.12985 Stock Market Analysis with Text Data: A Review
by Kamaladdin Fataliyev & Aneesh Chivukula & Mukesh Prasad & Wei Liu
- 2106.12977 Unique Stable Matchings
by Gregory Z. Gutin & Philip R. Neary & Anders Yeo
- 2106.12971 The Pricing of Vanilla Options with Cash Dividends as a Classic Vanilla Basket Option Problem
by Jherek Healy
- 2106.12961 Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods
by Liping Yang
- 2106.12950 Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport
by Hengxu Lin & Dong Zhou & Weiqing Liu & Jiang Bian
- 2106.12928 Exploration-Exploitation in Multi-Agent Competition: Convergence with Bounded Rationality
by Stefanos Leonardos & Georgios Piliouras & Kelly Spendlove
- 2106.12886 Constrained Classification and Policy Learning
by Toru Kitagawa & Shosei Sakaguchi & Aleksey Tetenov
- 2106.12868 Awareness Logic: Kripke Lattices as a Middle Ground between Syntactic and Semantic Models
by Gaia Belardinelli & Rasmus K. Rendsvig
- 2106.12827 The gig economy in Poland: evidence based on mobile big data
by Maciej Berk{e}sewicz & Dagmara Nikulin & Marcin Szymkowiak & Kamil Wilak
- 2106.12727 Robust Misspecified Models and Paradigm Shifts
by Cuimin Ba
- 2106.12705 Alternative Microfoundations for Strategic Classification
by Meena Jagadeesan & Celestine Mendler-Dunner & Moritz Hardt
- 2106.12431 Chebyshev Greeks: Smoothing Gamma without Bias
by Andrea Maran & Andrea Pallavicini & Stefano Scoleri
- 2106.12425 Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations
by Anders D. Sleire & B{aa}rd St{o}ve & H{aa}kon Otneim & Geir Drage Berentsen & Dag Tj{o}stheim & Sverre Hauso Haugen
- 2106.12395 From Bachelier to Dupire via Optimal Transport
by Mathias Beiglbock & Gudmund Pammer & Walter Schachermayer
- 2106.12332 From Griefing to Stability in Blockchain Mining Economies
by Yun Kuen Cheung & Stefanos Leonardos & Georgios Piliouras & Shyam Sridhar
- 2106.12329 Games in the Time of COVID-19: Promoting Mechanism Design for Pandemic Response
by Bal'azs Pej'o & Gergely Bicz'ok
- 2106.12315 Bailouts in Financial Networks
by Beni Egressy & Roger Wattenhofer
- 2106.12292 Dispersion indices based on Kerridge inaccuracy and Kullback-Leibler divergence
by Francesco Buono & Camilla Cal`i & Maria Longobardi
- 2106.12262 Variational Bayes in State Space Models: Inferential and Predictive Accuracy
by David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin
- 2106.12051 More stochastic expansions for the pricing of vanilla options with cash dividends
by Fabien Le Floc'h
- 2106.12049 Pricing American options with the Runge-Kutta-Legendre finite difference scheme
by Fabien Le Floc'h
- 2106.11901 A systems framework for remedying dysfunction in U.S. democracy
by Samuel S. -H. Wang & Jonathan Cervas & Bernard Grofman & Keena Lipsitz
- 2106.11846 Quantifying the Impact of Human Capital, Job History, and Language Factors on Job Seniority with a Large-scale Analysis of Resumes
by Austin P Wright & Caleb Ziems & Haekyu Park & Jon Saad-Falcon & Duen Horng Chau & Diyi Yang & Maria Tomprou
- 2106.11691 Two Price Regimes in Limit Order Books: Liquidity Cushion and Fragmented Distant Field
by Sebastian M. Krause & Edgar Jungblut & Thomas Guhr
- 2106.11640 Heterogeneous Treatment Effects in Regression Discontinuity Designs
by 'Agoston Reguly
- 2106.11537 Information of income position and its impact on perceived tax burden and preference for redistribution: An Internet Survey Experiment
by Eiji Yamamura
- 2106.11510 Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Market
by Jean-Pierre Fouque & Ruimeng Hu & Ronnie Sircar
- 2106.11502 Measuring Violations of Positive Involvement in Voting
by Wesley H. Holliday & Eric Pacuit
- 2106.11484 Sectoral portfolio optimization by judicious selection of financial ratios via PCA
by Vrinda Dhingra & Amita Sharma & Shiv K. Gupta
- 2106.11446 Bitcoin's Crypto Flow Network
by Yoshi Fujiwara & Rubaiyat Islam
- 2106.11433 Retractions: Updating from Complex Information
by Duarte Gonc{c}alves & Jonathan Libgober & Jack Willis
- 2106.11387 Incentive-Compatible Kidney Exchange in a Slightly Semi-Random Model
by Avrim Blum & Paul Golz
- 2106.11270 A Concavification Approach to Ambiguous Persuasion
by Xiaoyu Cheng
- 2106.11184 The decline of disruptive science and technology
by Michael Park & Erin Leahey & Russell Funk
- 2106.11129 The Effectiveness of Strategies to Contain SARS-CoV-2: Testing, Vaccinations, and NPIs
by Jano's Gabler & Tobias Raabe & Klara Rohrl & Hans-Martin von Gaudecker
- 2106.11128 Framing and Social Information Nudges at Wikipedia
by Maximilian Linek & Christian Traxler
- 2106.11120 Mechanism Design for Efficient Nash Equilibrium in Oligopolistic Markets
by Kaiying Lin & Beibei Wang & Pengcheng You
- 2106.11104 On Testing Equal Conditional Predictive Ability Under Measurement Error
by Yannick Hoga & Timo Dimitriadis
- 2106.11012 Doctors and Nurses Social Media Ads Reduced Holiday Travel and COVID-19 infections: A cluster randomized controlled trial in 13 States
by Emily Breza & Fatima Cody Stanford & Marcela Alsan & M. D. Ph. D. & Burak Alsan & Abhijit Banerjee & Arun G. Chandrasekhar & Sarah Eichmeyer & Traci Glushko & Paul Goldsmith-Pinkham & Kelly Holland & Emily Hoppe & Mohit Karnani & Sarah Liegl & Tristan Loisel & Lucy Ogbu-Nwobodo & Benjamin A. Olken Carlos Torres & Pierre-Luc Vautrey & Erica Warner & Susan Wootton & Esther Duflo
- 2106.10949 On the Use of Two-Way Fixed Effects Models for Policy Evaluation During Pandemics
by Germain Gauthier
- 2106.10844 Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach
by Masud Alam
- 2106.10841 Entitled to Property: How Breaking the Gender Barrier Improves Child Health in India
by Md Shahadath Hossain & Plamen Nikolov
- 2106.10772 Conflicts, Assortative Matching, and the Evolution of Signaling Norms
by Ethan Holdahl & Jiabin Wu