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Content
2021
- 2106.10770 A Neural Frequency-Severity Model and Its Application to Insurance Claims
by Dong-Young Lim
- 2106.10723 Semiparametric inference for partially linear regressions with Box-Cox transformation
by Daniel Becker & Alois Kneip & Valentin Patilea
- 2106.10498 Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing
by Daniel Sevcovic & Cyril Izuchukwu Udeani
- 2106.10491 The efficient frontiers of mean-variance portfolio rules under distribution misspecification
by Andrew Paskaramoorthy & Tim Gebbie & Terence van Zyl
- 2106.10477 Generalized Spatial and Spatiotemporal ARCH Models
by Philipp Otto & Wolfgang Schmid
- 2106.10474 The Knowledge Mobility of Renewable Energy Technology
by P. G. J. Persoon & R. N. A. Bekkers & F. Alkemade
- 2106.10341 Scalable Econometrics on Big Data -- The Logistic Regression on Spark
by Aur'elien Ouattara & Matthieu Bult'e & Wan-Ju Lin & Philipp Scholl & Benedikt Veit & Christos Ziakas & Florian Felice & Julien Virlogeux & George Dikos
- 2106.10236 Efficient Black-Box Importance Sampling for VaR and CVaR Estimation
by Anand Deo & Karthyek Murthy
- 2106.10141 Active labour market policies for the long-term unemployed: New evidence from causal machine learning
by Daniel Goller & Tamara Harrer & Michael Lechner & Joachim Wolff
- 2106.10091 Introductory Economics: Gender, Majors, and Future Performance
by Natsuki Arai & Shian Chang & Biing-Shen Kuo
- 2106.10033 Chances for the honest in honest versus insider trading
by Mauricio Elizalde & Carlos Escudero
- 2106.10030 Universal Risk Budgeting
by Alex Garivaltis
- 2106.10024 Robust deep hedging
by Eva Lutkebohmert & Thorsten Schmidt & Julian Sester
- 2106.10012 XRP Network and Proposal of Flow Index
by Hideaki Aoyama
- 2106.09978 Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence
by Lijun Bo & Tongqing Li & Xiang Yu
- 2106.09847 Disinformation, Stochastic Harm, and Costly Effort: A Principal-Agent Analysis of Regulating Social Media Platforms
by Shehroze Khan & James R. Wright
- 2106.09784 Set coverage and robust policy
by Marc Henry & Alexei Onatski
- 2106.09783 Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization?
by Agostino Capponi & Sveinn Olafsson & Humoud Alsabah
- 2106.09664 Design and Analysis of Robust Deep Learning Models for Stock Price Prediction
by Jaydip Sen & Sidra Mehtab
- 2106.09498 The Concept, Types and Structure of Corruption
by Oleg Antonov & Ekaterina Lineva
- 2106.09437 Hydrographic variability and biomass fluctuations of European anchovy (Engraulis encrasicolus) in the Central Mediterranean Sea: Monetary estimations and impacts on fishery from Lagrangian analysis
by Antonio Di Cintio & Marco Torri & Federico Falcini & Raffaele Corrado & Guglielmo Lacorata & Angela Cuttitta & Bernardo Patti & Rosalia Santoleri
- 2106.09410 Multi-activity Influence and Intervention
by Ryan Kor & Junjie Zhou
- 2106.09361 Defying Gravity: The Economic Effects of Social Distancing
by Alfredo D. Garcia & Christopher A. Hartwell & Mart'in Andr'es Szybisz
- 2106.09267 Trading with the Crowd
by Eyal Neuman & Moritz Vo{ss}
- 2106.09250 Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets
by Ahmet Goncu
- 2106.09163 Politicians' Willingness to Agree: Evidence from the interactions in Twitter of Chilean Deputies
by Pablo Henr'iquez & Jorge Sabat & Jos'e Patr`icio Sullivan
- 2106.09132 Multivariate Pair Trading by Volatility & Model Adaption Trade-off
by Chenyanzi Yu & Tianyang Xie
- 2106.09128 Market Complete Option Valuation using a Jarrow-Rudd Pricing Tree with Skewness and Kurtosis
by Yuan Hu & Abootaleb Shirvani & W. Brent Lindquist & Frank J. Fabozzi & Svetlozar T. Rachev
- 2106.09055 Diversified reward-risk parity in portfolio construction
by Jaehyung Choi & Hyangju Kim & Young Shin Kim
- 2106.08945 The Economic Impact of Critical National Infrastructure Failure Due to Space Weather
by Edward J. Oughton
- 2106.08901 Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)
by Daniel Hopp
- 2106.08900 Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality
by Lukas Gonon
- 2106.08883 What does Network Analysis teach us about International Environmental Cooperation?
by Stefano Carattini & Sam Fankhauser & Jianjian Gao & Caterina Gennaioli & Pietro Panzarasa
- 2106.08778 An Information Filtering approach to stress testing: an application to FTSE markets
by Isobel Seabrook & Fabio Caccioli & Tomaso Aste
- 2106.08563 Characterization of equilibrium existence and purification in general Bayesian games
by Wei He & Xiang Sun & Yeneng Sun & Yishu Zeng
- 2106.08496 Asymmetric All-Pay Auctions with Spillovers
by Maria Betto & Matthew W. Thomas
- 2106.08437 Deep reinforcement learning on a multi-asset environment for trading
by Ali Hirsa & Joerg Osterrieder & Branka Hadji-Misheva & Jan-Alexander Posth
- 2106.08421 Pricing and Risk Analysis in Hyperbolic Local Volatility Model with Quasi Monte Carlo
by Julien Hok & Sergei Kucherenko
- 2106.08420 Trend-Following Strategies via Dynamic Momentum Learning
by Bruno P. C. Levy & Hedibert F. Lopes
- 2106.08361 Adversarial Attacks on Deep Models for Financial Transaction Records
by Ivan Fursov & Matvey Morozov & Nina Kaploukhaya & Elizaveta Kovtun & Rodrigo Rivera-Castro & Gleb Gusev & Dmitry Babaev & Ivan Kireev & Alexey Zaytsev & Evgeny Burnaev
- 2106.08296 Young people between education and the labour market during the COVID-19 pandemic in Italy
by Davide Fiaschi & Cristina Tealdi
- 2106.08224 Cyclical behavior of evolutionary dynamics in coordination games with changing payoffs
by George Loginov
- 2106.08157 CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance
by Kaihua Qin & Liyi Zhou & Yaroslav Afonin & Ludovico Lazzaretti & Arthur Gervais
- 2106.08144 The Relationship between Foreign Direct Investment and Economic Growth: A Case of Turkey
by Orhan Gokmen
- 2106.08097 Reservoir optimization and Machine Learning methods
by Xavier Warin
- 2106.08066 Re-examining the Philosophical Underpinnings of the Melting Pot vs. Multiculturalism in the Current Immigration Debate in the United States
by Daniel Woldeab & Robert Yawson & Irina Woldeab
- 2106.08047 Comparisons of Australian Mental Health Distributions
by David Gunawan & William Griffiths & Duangkamon Chotikapanich
- 2106.07712 Fragility of Confounded Learning
by Xuanye Wang
- 2106.07679 The Effect of Client Appraisal on the Efficiency of Micro Finance Bank
by Esther Yusuf Enoch & Usman Abubakar Arabo & Abubakar Mahmud Digil
- 2106.07612 Dynamic Asymmetric Causality Tests with an Application
by Abdulnasser Hatemi-J
- 2106.07377 A new measure between sets of probability distributions with applications to erratic financial behavior
by Nick James & Max Menzies
- 2106.07362 A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics
by Len Patrick Dominic M. Garces & Gerald H. L. Cheang
- 2106.07361 Probabilistic Forecasting of Imbalance Prices in the Belgian Context
by Jonathan Dumas & Ioannis Boukas & Miguel Manuel de Villena & S'ebastien Mathieu & Bertrand Corn'elusse
- 2106.07358 Credit spread approximation and improvement using random forest regression
by Mathieu Mercadier & Jean-Pierre Lardy
- 2106.07354 The relationship between the US broad money supply and US GDP for the time period 2001 to 2019 with that of the corresponding time series for US national property and stock market indices, using an information entropy methodology
by Laurence Lacey
- 2106.07191 Distributionally Robust Martingale Optimal Transport
by Zhengqing Zhou & Jose Blanchet & Peter W. Glynn
- 2106.07177 A Two-Step Framework for Arbitrage-Free Prediction of the Implied Volatility Surface
by Wenyong Zhang & Lingfei Li & Gongqiu Zhang
- 2106.07104 The link between Bitcoin and Google Trends attention
by Nektarios Aslanidis & Aurelio F. Bariviera & 'Oscar G. L'opez
- 2106.07103 A News-based Machine Learning Model for Adaptive Asset Pricing
by Liao Zhu & Haoxuan Wu & Martin T. Wells
- 2106.07040 Exogenous and Endogenous Price Jumps Belong to Different Dynamical Classes
by Riccardo Marcaccioli & Jean-Philippe Bouchaud & Michael Benzaquen
- 2106.06974 Algorithmic market making in dealer markets with hedging and market impact
by Alexander Barzykin & Philippe Bergault & Olivier Gu'eant
- 2106.06735 Quantum Portfolio Optimization with Investment Bands and Target Volatility
by Samuel Palmer & Serkan Sahin & Rodrigo Hernandez & Samuel Mugel & Roman Orus
- 2106.06665 An Integration and Operation Framework of Geothermal Heat Pumps in Distribution Networks
by Lei Liang & Xuan Zhang & Hongbin Sun
- 2106.06599 The value of travel speed
by Cornelis Dirk van Goeverden
- 2106.06582 Mechanism Design meets Priority Design: Redesigning the US Army's Branching Process
by Kyle Greenberg & Parag A. Pathak & Tayfun Sonmez
- 2106.06518 Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation
by Luca Merlo & Lea Petrella & Valentina Raponi
- 2106.06436 Finding the Contextual Gap Towards Employee Engagement in Financial Sector: A Review Study
by Habiba Akter & Ilham Sentosa & Sheikh Muhamad Hizam & Waqas Ahmed & Arifa Akter
- 2106.06421 Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption
by Claudia Noack
- 2106.06389 An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities
by Kaihua Qin & Liyi Zhou & Pablo Gamito & Philipp Jovanovic & Arthur Gervais
- 2106.06377 An age-structured SEIR model for COVID--19 incidence in Dublin, Ireland with framework for evaluating health intervention cost
by Fatima-Zahra Jaouimaa & Daniel Dempsey & Suzanne van Osch & Stephen Kinsella & Kevin Burke & Jason Wyse & James Sweeney
- 2106.06373 Applying endogenous learning models in energy system optimization
by Jabir Ali Ouassou & Julian Straus & Marte Fodstad & Gunhild Reigstad & Ove Wolfgang
- 2106.06364 Generative Adversarial Networks in finance: an overview
by Florian Eckerli & Joerg Osterrieder
- 2106.06185 Mean Field Portfolio Games
by Guanxing Fu & Chao Zhou
- 2106.06164 A new look at calendar anomalies: Multifractality and day of the week effect
by Darko Stosic & Dusan Stosic & Irena Vodenska & H. Eugene Stanley & Tatijana Stosic
- 2106.06030 Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities
by Carolyn E. Phelan & Daniele Marazzina & Guido Germano
- 2106.06028 Sample Recycling Method -- A New Approach to Efficient Nested Monte Carlo Simulations
by Runhuan Feng & Peng Li
- 2106.05972 The separation of market and price in some free competitions and its related solution to the over-application problem in the job market
by Vincent Zha
- 2106.05957 Subjective Causality in Choice
by Andrew Ellis & Heidi Christina Thysen
- 2106.05797 Linear Classifiers Under Infinite Imbalance
by Paul Glasserman & Mike Li
- 2106.05536 An Interpretable Neural Network for Parameter Inference
by Johann Pfitzinger
- 2106.05503 Panel Data with Unknown Clusters
by Yong Cai
- 2106.05472 A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits
by Zengjing Chen & Larry G. Epstein & Guodong Zhang
- 2106.05240 A Century of Economic Policy Uncertainty Through the French-Canadian Lens
by David Ardia & Keven Bluteau & Alaa Kassem
- 2106.05031 Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints
by Shosei Sakaguchi
- 2106.05024 Contamination Bias in Linear Regressions
by Paul Goldsmith-Pinkham & Peter Hull & Michal Koles'ar
- 2106.04906 Engineering-Economic Evaluation of Diffractive Non-Line-Of-Sight Backhaul (e3nb): A Techno-economic Model for 3D Wireless Backhaul Assessment
by Edward J. Oughton & Erik Boch & Julius Kusuma
- 2106.04850 Dynamic mechanism design: An elementary introduction
by Kiho Yoon
- 2106.04636 Automatically Differentiable Random Coefficient Logistic Demand Estimation
by Andrew Chia
- 2106.04518 Options on Bonds: Implied Volatilities from Affine Short-Rate Dynamics
by Matthew Lorig & Natchanon Suaysom
- 2106.04421 How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method
by Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou
- 2106.04338 Engines of Power: Electricity, AI, and General-Purpose Military Transformations
by Jeffrey Ding & Allan Dafoe
- 2106.04239 The Russian practice of applying cluster approach in regional development
by Victor Grebenik & Yuri Tarasenko & Dmitry Zerkin & Mattia Masolletti
- 2106.04237 Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data
by Yu-Chin Hsu & Martin Huber & Ying-Ying Lee & Chu-An Liu
- 2106.04218 Modeling Portfolios with Leptokurtic and Dependent Risk Factors
by Piero Quatto & Gianmarco Vacca & Maria Grazia Zoia
- 2106.04114 Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction
by Liu Ziyin & Kentaro Minami & Kentaro Imajo
- 2106.04028 Deep Learning Statistical Arbitrage
by Jorge Guijarro-Ordonez & Markus Pelger & Greg Zanotti
- 2106.03716 How to handle negative interest rates in a CIR framework
by Marco Di Francesco & Kevin Kamm
- 2106.03700 Superconsistency of Tests in High Dimensions
by Anders Bredahl Kock & David Preinerstorfer
- 2106.03691 On the "mementum" of Meme Stocks
by Michele Costola & Matteo Iacopini & Carlo R. M. A. Santagiustina
- 2106.03643 Prevention Is Better Than Cure: Experimental Evidence From Milk Fever Incidence in Dairy Animals of Haryana, India
by A. G. Adeeth Cariappa & B. S. Chandel & Gopal Sankhala & Veena Mani & Sendhil R & Anil Kumar Dixit & B. S. Meena
- 2106.03560 Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes
by Raviar Karim & Roger J. A. Laeven & Michel Mandjes
- 2106.03467 The Intellectual Property Protection System of the Foreign Investment Law: Basic Structure, Motivation and Game Logic
by Luo Ying
- 2106.03417 Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification
by Alvaro Arroyo & Bruno Scalzo & Ljubisa Stankovic & Danilo P. Mandic
- 2106.03272 Signatured Deep Fictitious Play for Mean Field Games with Common Noise
by Ming Min & Ruimeng Hu
- 2106.03263 Estimating the number of entities with vacancies using administrative and online data
by Maciej Berk{e}sewicz & Herman Cherniaiev & Robert Pater
- 2106.03176 The Limits of Multi-task Peer Prediction
by Shuran Zheng & Fang-Yi Yu & Yiling Chen
- 2106.03156 Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
- 2106.03070 Linear Rescaling to Accurately Interpret Logarithms
by Nick Huntington-Klein
- 2106.03035 Online Trading Models with Deep Reinforcement Learning in the Forex Market Considering Transaction Costs
by Koya Ishikawa & Kazuhide Nakata
- 2106.03007 Truthful Self-Play
by Shohei Ohsawa
- 2106.02945 The Rohingyas of Rakhine State: Social Evolution and History in the Light of Ethnic Nationalism
by Sarwar J. Minar & Abdul Halim
- 2106.02917 On the Stratification of Product Portfolios
by Vikram Govindan & Wei Xie
- 2106.02916 3D Tensor-based Deep Learning Models for Predicting Option Price
by Muyang Ge & Shen Zhou & Shijun Luo & Boping Tian
- 2106.02861 Optimal Taxation of Assets
by Nicolaus Tideman & Thomas Mecherikunnel
- 2106.02780 Learning Treatment Effects in Panels with General Intervention Patterns
by Vivek F. Farias & Andrew A. Li & Tianyi Peng
- 2106.02546 Testing the Goodwin Growth Cycles with Econophysics Approach in 2002-2019 Period in Turkey
by Kerim Eser Afc{s}ar & Mehmet Ozyi~git & Yusuf Yuksel & Umit Ak{i}nc{i}
- 2106.02522 Price graphs: Utilizing the structural information of financial time series for stock prediction
by Junran Wu & Ke Xu & Xueyuan Chen & Shangzhe Li & Jichang Zhao
- 2106.02512 Interdependence of Growth, Structure, Size and Resource Consumption During an Economic Growth Cycle
by Carey W. King
- 2106.02446 Modeling premiums of non-life insurance companies in India
by Kartik Sethi & Siddhartha P. Chakrabarty
- 2106.02418 Explicit no arbitrage domain for sub-SVIs via reparametrization
by Claude Martini & Arianna Mingone
- 2106.02371 Cupid's Invisible Hand: Social Surplus and Identification in Matching Models
by Alfred Galichon & Bernard Salani'e
- 2106.02263 Unbiased Optimal Stopping via the MUSE
by Zhengqing Zhou & Guanyang Wang & Jose Blanchet & Peter W. Glynn
- 2106.02187 Time-dependent relations between gaps and returns in a Bitcoin order book
by Roberto Mota Navarro & Paulino Monroy Castillero & Francois Leyvraz
- 2106.02150 Interactive Communication in Bilateral Trade
by Jieming Mao & Renato Paes Leme & Kangning Wang
- 2106.02149 Optimal Pricing Schemes for an Impatient Buyer
by Yuan Deng & Jieming Mao & Balasubramanian Sivan & Kangning Wang
- 2106.02131 Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio
by Taras Bodnar & Nestor Parolya & Erik Thorsen
- 2106.02031 Change-Point Analysis of Time Series with Evolutionary Spectra
by Alessandro Casini & Pierre Perron
- 2106.02024 Time-Efficient Algorithms for Nash-Bargaining-Based Matching Market Models
by Ioannis Panageas & Thorben Trobst & Vijay V. Vazirani
- 2106.01952 Personalized Communication Strategies: Towards A New Debtor Typology Framework
by Minou Ghaffari & Maxime Kaniewicz & Stephan Stricker
- 2106.01947 The Smoothed Satisfaction of Voting Axioms
by Lirong Xia
- 2106.01936 Entropic measure unveils country competitiveness and product specialization in the World trade web
by Gianluca Teza & Michele Caraglio & Attilio L. Stella
- 2106.01815 Adding fuel to human capital: Exploring the educational effects of cooking fuel choice from rural India
by Shreya Biswas & Upasak Das
- 2106.01787 Theoretical and methodological approaches to the study of the problem of corruption
by Valeri Lipunov & Vladislav Shirshikov & Jonathan Lewis
- 2106.01681 The Origin of Corporate Control Power
by Jie He & Min Wang
- 2106.01340 Transaction Fee Mechanism Design
by Tim Roughgarden
- 2106.01281 Law-invariant functionals that collapse to the mean: Beyond convexity
by Felix-Benedikt Liebrich & Cosimo Munari
- 2106.01200 Numerical valuation of American basket options via partial differential complementarity problems
by Karel in 't Hout & Jacob Snoeijer
- 2106.00839 Algorithmic Insurance
by Dimitris Bertsimas & Agni Orfanoudaki
- 2106.00830 Justice as a Social Bargain and Optimization Problem
by Andreas Siemoneit
- 2106.00788 Retrospective causal inference via matrix completion, with an evaluation of the effect of European integration on cross-border employment
by Jason Poulos & Andrea Albanese & Andrea Mercatanti & Fan Li
- 2106.00647 Mapping the NFT revolution: market trends, trade networks and visual features
by Matthieu Nadini & Laura Alessandretti & Flavio Di Giacinto & Mauro Martino & Luca Maria Aiello & Andrea Baronchelli
- 2106.00581 $N$-player and Mean-field Games in It\^{o}-diffusion Markets with Competitive or Homophilous Interaction
by Ruimeng Hu & Thaleia Zariphopoulou
- 2106.00536 Crime and Mismeasured Punishment: Marginal Treatment Effect with Misclassification
by Vitor Possebom
- 2106.00483 Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints
by Oliver Richters
- 2106.00465 Decision Towards Green Careers and Sustainable Development
by Adam Sulich & Malgorzata Rutkowska & Uma Shankar Singh
- 2106.00464 The Green Management Towards a Green Industrial Revolution
by Malgorzata Rutkowska & Adam Sulich
- 2106.00460 Mobility and Economic Impact of COVID-19 Restrictions in Italy using Mobile Network Operator Data
by Michele Vespe & Umberto Minora & Stefano Maria Iacus & Spyridon Spyratos & Francesco Sermi & Matteo Fontana & Biagio Ciuffo & Panayotis Christidis
- 2106.00350 The causal effect of political power on the provision of public education: Evidence from a weighted voting system
by Lindgren Erik & Per Pettersson-Lidbom & Bjorn Tyrefors
- 2106.00348 The Causal Effect of Transport Infrastructure: Evidence from a New Historical Database
by Lindgren Erik & Per Pettersson-Lidbom & Bjorn Tyrefors
- 2106.00288 A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
by Chao Wang & Richard Gerlach
- 2106.00213 Cash versus Kind: Benchmarking a Child Nutrition Program against Unconditional Cash Transfers in Rwanda
by Craig McIntosh & Andrew Zeitlin
- 2106.00125 Optimal Claiming of Social Security Benefits
by Steven Diamond & Stephen Boyd & David Greenberg & Mykel Kochenderfer & Andrew Ang
- 2106.00123 Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review
by Tidor-Vlad Pricope
- 2106.00091 Optimal Algorithms for Multiwinner Elections and the Chamberlin-Courant Rule
by Kamesh Munagala & Zeyu Shen & Kangning Wang
- 2106.00088 Robust Aggregation of Correlated Information
by Henrique de Oliveira & Yuhta Ishii & Xiao Lin
- 2105.15197 A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees
by Victor Chernozhukov & Whitney K. Newey & Rahul Singh
- 2105.15175 An algebraic approach to revealed preferences
by Mikhail Freer & Cesar Martinelli
- 2105.15008 Multi-step Reflection Principle and Barrier Options
by Hangsuck Lee & Gaeun Lee & Seongjoo Song
- 2105.14996 Assessing Brazilian agri-food policies: what impact on family farms?
by Valdemar J. Wesz Junior & Simone Piras & Catia Grisa & Stefano Ghinoi
- 2105.14959 Determinants of budget deficits: Focus on the effects from the COVID-19 crisis
by Dragan Tevdovski & Petar Jolakoski & Viktor Stojkoski
- 2105.14752 Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations
by Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang
- 2105.14587 Bioelectrical brain activity can predict prosocial behavior
by Mikhail Kunavin & Tatiana Kozitsina & Mikhail Myagkov & Irina Kozhevnikova & Mikhail Pankov & Ludmila Sokolova
- 2105.14560 An Implementation Approach to Rotation Programs
by Ville Korpela & Michele Lombardi & Riccardo D. Saulle
- 2105.14382 Asset volatility forecasting:The optimal decay parameter in the EWMA model
by Axel A. Araneda
- 2105.14325 A tensor-based unified approach for clustering coefficients in financial multiplex networks
by Paolo Bartesaghi & Gian Paolo Clemente & Rosanna Grassi
- 2105.14318 Estimating air quality co-benefits of energy transition using machine learning
by Da Zhang & Qingyi Wang & Shaojie Song & Simiao Chen & Mingwei Li & Lu Shen & Siqi Zheng & Bofeng Cai & Shenhao Wang
- 2105.14199 Impact of Public and Private Investments on Economic Growth of Developing Countries
by Faruque Ahamed
- 2105.14198 Comprehensive Analysis On Determinants Of Bank Profitability In Bangladesh
by Md Saimum Hossain & Faruque Ahamed
- 2105.14194 Constraint-Based Inference of Heuristics for Foreign Exchange Trade Model Optimization
by Nikolay Ivanov & Qiben Yan
- 2105.14193 Characterization of the probability and information entropy of a process with an exponentially increasing sample space and its application to the Broad Money Supply
by Laurence F Lacey
- 2105.14081 Specification tests for GARCH processes
by Giuseppe Cavaliere & Indeewara Perera & Anders Rahbek
- 2105.13903 Three Remarks On Asset Pricing
by Victor Olkhov
- 2105.13898 Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH
by Jaydip Sen & Sidra Mehtab & Abhishek Dutta
- 2105.13891 SoK: Yield Aggregators in DeFi
by Simon Cousaert & Jiahua Xu & Toshiko Matsui
- 2105.13822 Behavior of Liquidity Providers in Decentralized Exchanges
by Lioba Heimbach & Ye Wang & Roger Wattenhofer
- 2105.13727 Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection
by Kieran Wood & Stephen Roberts & Stefan Zohren
- 2105.13652 Cybersecurity and Sustainable Development
by Adam Sulich & Malgorzata Rutkowska & Agnieszka Krawczyk-Jezierska & Jaroslaw Jezierski & Tomasz Zema
- 2105.13556 Blending Advertising with Organic Content in E-Commerce: A Virtual Bids Optimization Approach
by Carlos Carrion & Zenan Wang & Harikesh Nair & Xianghong Luo & Yulin Lei & Xiliang Lin & Wenlong Chen & Qiyu Hu & Changping Peng & Yongjun Bao & Weipeng Yan
- 2105.13510 A Note on Optimal Fees for Constant Function Market Makers
by Robin Fritsch & Roger Wattenhofer
- 2105.13401 Learning about latent dynamic trading demand
by Xiao Chen & Jin Hyuk Choi & Kasper Larsen & Duane J. Seppi
- 2105.13341 Correlation Concern
by Andrew Ellis
- 2105.13320 Neural Options Pricing
by Timothy DeLise
- 2105.13151 A Computational Model of the Institutional Analysis and Development Framework
by Nieves Montes
- 2105.13126 An Introduction To Regret Minimization In Algorithmic Trading: A Survey of Universal Portfolio Techniques
by Thomas Orton
- 2105.12915 Ordered Reference Dependent Choice
by Xi Zhi Lim
- 2105.12891 Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models
by Laura Liu & Alexandre Poirier & Ji-Liang Shiu
- 2105.12878 Corruption Determinants, Geography, and Model Uncertainty
by Sajad Rahimian
- 2105.12825 Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading
by Zhihan Zhou & Liqian Ma & Han Liu
- 2105.12704 A Structural Model of Business Card Exchange Networks
by Juan Nelson Mart'inez Dahbura & Shota Komatsu & Takanori Nishida & Angelo Mele
- 2105.12699 Managing Manufacturing and Delivery of Personalised Medicine: Current and Future Models
by Andreea Avramescu & Richard Allmendinger & Manuel L'opez-Ib'a~nez
- 2105.12469 Effects of limited and heterogeneous memory in hidden-action situations
by Patrick Reinwald & Stephan Leitner & Friederike Wall
- 2105.12432 Assessing asset-liability risk with neural networks
by Patrick Cheridito & John Ery & Mario V. Wuthrich
- 2105.12342 A data-driven approach to beating SAA out-of-sample
by Jun-ya Gotoh & Michael Jong Kim & Andrew E. B. Lim
- 2105.12336 Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market
by Christoph J. Borner & Ingo Hoffmann & Jonas Krettek & Lars M. Kurzinger & Tim Schmitz
- 2105.12334 On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications
by Christoph J. Borner & Ingo Hoffmann & Jonas Krettek & Lars M. Kurzinger & Tim Schmitz
- 2105.12304 Multi-Dimensional Screening: Buyer-Optimal Learning and Informational Robustness
by Rahul Deb & Anne-Katrin Roesler
- 2105.12298 Direct Implementation with Evidence
by Soumen Banerjee & Yi-Chun Chen & Yifei Sun
- 2105.12293 Deep Kernel Gaussian Process Based Financial Market Predictions
by Yong Shi & Wei Dai & Wen Long & Bo Li
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