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Content
2024
- 2410.21516 Forecasting Political Stability in GCC Countries
by Mahdi Goldani
- 2410.21511 Safety and Security Dynamics in Gulf Cooperation Council (GCC) Countries: A Machine Learning Approach to Forecasting Security Trends
by Mahdi Goldani
- 2410.21505 Economic Diversification and Social Progress in the GCC Countries: A Study on the Transition from Oil-Dependency to Knowledge-Based Economies
by Mahdi Goldani & Soraya Asadi Tirvan
- 2410.21359 Can Machines Think Like Humans? A Behavioral Evaluation of LLM-Agents in Dictator Games
by Ji Ma
- 2410.21291 Achilles, Neural Network to Predict the Gold Vs US Dollar Integration with Trading Bot for Automatic Trading
by Angel Varela
- 2410.21280 TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions
by Alicia Vidler & Toby Walsh
- 2410.21198 On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model
by Laura Gardini & Davide Radi & Noemi Schmitt & Iryna Sushko & Frank Westerhoff
- 2410.21110 Modeling and Replication of the Prepayment Option of Mortgages including Behavioral Uncertainty
by Leonardo Perotti & Lech A. Grzelak & Cornelis W. Oosterlee
- 2410.21109 Dual-Agent Deep Reinforcement Learning for Dynamic Pricing and Replenishment
by Yi Zheng & Zehao Li & Peng Jiang & Yijie Peng
- 2410.21105 Difference-in-Differences with Time-varying Continuous Treatments using Double/Debiased Machine Learning
by Michel F. C. Haddad & Martin Huber & Lucas Z. Zhang
- 2410.21019 Economic Integration of Africa in the 21st Century: Complex Network and Panel Regression Analysis
by Tekilu Tadesse Choramo & Jemal Abafita & Yerali Gandica & Luis E C Rocha
- 2410.20982 Motivated Reasoning and the Political Economy of Climate Change Inaction
by Philipp Denter
- 2410.20970 Knowledge and Freedom: Evidence on the Relationship Between Information and Paternalism
by Max R. P. Grossmann
- 2410.20915 On Spatio-Temporal Stochastic Frontier Models
by Elisa Fusco & Giuseppe Arbia & Francesco Vidoli & Vincenzo Nardelli
- 2410.20885 A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM)
by Philipp Gersing
- 2410.20861 Beyond Baby Blues: The Child Penalty in Mental Health in Switzerland
by Nora Bearth
- 2410.20860 Robust Network Targeting with Multiple Nash Equilibria
by Guanyi Wang
- 2410.20679 MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU
by Peng Zhu & Yuante Li & Yifan Hu & Sheng Xiang & Qinyuan Liu & Dawei Cheng & Yuqi Liang
- 2410.20628 International vulnerability of inflation
by Ignacio Garr'on & C. Vladimir Rodr'iguez-Caballero & Esther Ruiz
- 2410.20597 Extracting Alpha from Financial Analyst Networks
by Dragos Gorduza & Yaxuan Kong & Xiaowen Dong & Stefan Zohren
- 2410.20497 Tests of thermal macroeconomic theory on simulated micro-economies
by Yihang Luo & R. S. MacKay & Nick Chater
- 2410.20476 Voting with Random Proposers: Two Rounds Suffice
by Hans Gersbach & Kremena Valkanova
- 2410.20379 The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress
by Davide Radi & Frank Westerhoff
- 2410.20363 Democratising Agricultural Commodity Price Forecasting: The AGRICAF Approach
by Rotem Zelingher
- 2410.20229 Modelling of Economic Implications of Bias in AI-Powered Health Emergency Response Systems
by Katsiaryna Bahamazava
- 2410.20214 Strategic Control of Facial Expressions by the Fed Chair
by Hunter Ng
- 2410.20128 Optimal life insurance and annuity decision under money illusion
by Wenyuan Li & Pengyu Wei
- 2410.20060 Constrained portfolio optimization in a life-cycle model
by Wenyuan Li & Pengyu Wei
- 2410.20029 Jacobian-free Efficient Pseudo-Likelihood (EPL) Algorithm
by Takeshi Fukasawa
- 2410.19947 Testing the effects of an unobservable factor: Do marriage prospects affect college major choice?
by Hayri Alper Arslan & Brantly Callaway & Tong Li
- 2410.19915 AI-Driven Scenarios for Urban Mobility: Quantifying the Role of ODE Models and Scenario Planning in Reducing Traffic Congestion
by Katsiaryna Bahamazava
- 2410.19890 New evaluation tool for predicting disability pension risk among Finnish public sector employees
by Petra Sohlman & Risto Louhi & Janne Salonen
- 2410.19835 Multidimensional Knowledge Graph Embeddings for International Trade Flow Analysis
by Durgesh Nandini & Simon Bloethner & Mirco Schoenfeld & Mario Larch
- 2410.19806 Learning to Adopt Generative AI
by Lijia Ma & Xingchen Xu & Yumei He & Yong Tan
- 2410.19751 Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data
by Aubain Nzokem & Daniel Maposa
- 2410.19741 Tourism destination events classifier based on artificial intelligence techniques
by Miguel Camacho-Ruiz & Ram'on Alberto Carrasco & Gema Fern'andez-Avil'es & Antonio LaTorre
- 2410.19599 Take Caution in Using LLMs as Human Surrogates: Scylla Ex Machina
by Yuan Gao & Dokyun Lee & Gordon Burtch & Sina Fazelpour
- 2410.19557 Information Sharing with Social Image Concerns and the Spread of Fake News
by Dana Sisak & Philipp Denter
- 2410.19469 Unified Causality Analysis Based on the Degrees of Freedom
by Andr'as Telcs & Marcell T. Kurbucz & Antal Jakov'ac
- 2410.19412 Robust Time Series Causal Discovery for Agent-Based Model Validation
by Gene Yu & Ce Guo & Wayne Luk
- 2410.19333 Most Swiss-system tournaments are unfair: Evidence from chess
by L'aszl'o Csat'o
- 2410.19304 The Impact of Industry Agglomeration on Land Use Efficiency: Insights from China's Yangtze River Delta
by Hambur Wang
- 2410.19291 A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images
by Zhiyuan Pei & Jianqi Yan & Jin Yan & Bailing Yang & Ziyuan Li & Lin Zhang & Xin Liu & Yang Zhang
- 2410.19212 Inference on Multiple Winners with Applications to Microcredit and Economic Mobility
by Andreas Petrou-Zeniou & Azeem M. Shaikh
- 2410.19202 Prebunking Elections Rumors: Artificial Intelligence Assisted Interventions Increase Confidence in American Elections
by Mitchell Linegar & Betsy Sinclair & Sander van der Linden & R. Michael Alvarez
- 2410.19107 What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol
by Brian Z. Zhu & Dingyue Liu & Xin Wan & Gordon Liao & Ciamac C. Moallemi & Brad Bachu
- 2410.19060 Heterogeneous Intertemporal Treatment Effects via Dynamic Panel Data Models
by Philip Marx & Elie Tamer & Xun Tang
- 2410.19030 Loss Aversion and State-Dependent Linear Utility Functions for Monetary Returns
by Somdeb Lahiri
- 2410.19011 Local hedging approximately solves Pandora's box problems with nonobligatory inspection
by Ziv Scully & Laura Doval
- 2410.19006 Performance Rating Equilibrium
by Mehmet S. Ismail
- 2410.19002 Stochastic cooperative games of risk averse players and application to multiple newsvendors problem
by David Ryz'ak & Martin v{C}ern'y
- 2410.18988 Generating long-horizon stock "buy" signals with a neural language model
by Joel R. Bock
- 2410.18897 Generation of synthetic financial time series by diffusion models
by Tomonori Takahashi & Takayuki Mizuno
- 2410.18869 On the mean-field limit of diffusive games through the master equation: extreme value analysis
by Erhan Bayraktar & Nikolaos Kolliopoulos
- 2410.18751 Double Auctions: Formalization and Automated Checkers
by Mohit Garg & N. Raja & Suneel Sarswat & Abhishek Kr Singh
- 2410.18432 Dynamic Investment-Driven Insurance Pricing: Equilibrium Analysis and Welfare Implication
by Bingzheng Chen & Zongxia Liang & Shunzhi Pang
- 2410.18381 Inference on High Dimensional Selective Labeling Models
by Shakeeb Khan & Elie Tamer & Qingsong Yao
- 2410.18272 Partially Identified Rankings from Pairwise Interactions
by Federico Crippa & Danil Fedchenko
- 2410.18261 Detecting Spatial Outliers: the Role of the Local Influence Function
by Giuseppe Arbia & Vincenzo Nardelli
- 2410.18240 Periodic portfolio selection with quasi-hyperbolic discounting
by Yushi Hamaguchi & Alex S. L. Tse
- 2410.18159 On the Existence of One-Sided Representations in the Generalised Dynamic Factor Model
by Philipp Gersing
- 2410.18145 A minimal model of money creation under regulatory constraints
by Victor Le Coz & Michael Benzaquen & Damien Challet
- 2410.18098 A Case Study of Next Portfolio Prediction for Mutual Funds
by Guilherme Thomaz & Denis Maua
- 2410.17962 On Regularity and Normalization in Sequential Screening
by Ian Ball & Teemu Pekkarinen
- 2410.17673 Strategic Irreversible Investment
by Jan-Henrik Steg
- 2410.17587 Predicting Company Growth by Econophysics informed Machine Learning
by Ruyi Tao & Kaiwei Liu & Xu Jing & Jiang Zhang
- 2410.17507 Detecting fake review buyers using network structure: Direct evidence from Amazon
by Sherry He & Brett Hollenbeck & Gijs Overgoor & Davide Proserpio & Ali Tosyali
- 2410.17503 Commitment and Randomization in Communication
by Emir Kamenica & Xiao Lin
- 2410.17466 Evolution with Opponent-Learning Awareness
by Yann Bouteiller & Karthik Soma & Giovanni Beltrame
- 2410.17444 Gains-from-Trade in Bilateral Trade with a Broker
by Ilya Hajiaghayi & MohammadTaghi Hajiaghayi & Gary Peng & Suho Shin
- 2410.17425 Note on Bubbles Attached to Real Assets
by Tomohiro Hirano & Alexis Akira Toda
- 2410.17391 Marine Microplastics and Infant Health
by Xinming Du & Shan Zhang & Eric Zou
- 2410.17366 Kendall Correlation Coefficients for Portfolio Optimization
by Tomas Espana & Victor Le Coz & Matteo Smerlak
- 2410.17282 Drivers of Electric Vehicle Adoption in Nigeria: An Extended UTAUT Framework Approach
by Qasim Ajao & Lanre Sadeeq & Oluwatobi Oluwaponmile Sodiq
- 2410.17266 Temporal Relational Reasoning of Large Language Models for Detecting Stock Portfolio Crashes
by Kelvin J. L. Koa & Yunshan Ma & Ritchie Ng & Huanhuan Zheng & Tat-Seng Chua
- 2410.17212 Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading
by Zimeng Lyu & Amulya Saxena & Rohaan Nadeem & Hao Zhang & Travis Desell
- 2410.17154 Estimating Spillovers from Sampled Connections
by Kieran Marray
- 2410.17153 A Bayesian Perspective on the Maximum Score Problem
by Christopher D. Walker
- 2410.17105 General Seemingly Unrelated Local Projections
by Florian Huber & Christian Matthes & Michael Pfarrhofer
- 2410.17086 Exploration and Persuasion
by Aleksandrs Slivkins
- 2410.17011 Nonparametric Estimation of Matching Efficiency and Elasticity on a Private On-the-Job Search Platform: Evidence from Japan, 2014-2024
by Suguru Otani
- 2410.16998 Identifying Conduct Parameters with Separable Demand: A Counterexample to Lau (1982)
by Yuri Matsumura & Suguru Otani
- 2410.16858 Dynamic graph neural networks for enhanced volatility prediction in financial markets
by Pulikandala Nithish Kumar & Nneka Umeorah & Alex Alochukwu
- 2410.16745 Characterizing the top trading cycles rule for housing markets with lexicographic preferences
by Bettina Klaus
- 2410.16611 Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint
by Lijun Bo & Yijie Huang & Kaixin Yan & Xiang Yu
- 2410.16563 Inferring Option Movements Through Residual Transactions: A Quantitative Model
by Carl von Havighorst & Vincil Bishop III
- 2410.16526 A Dynamic Spatiotemporal and Network ARCH Model with Common Factors
by Osman Dou{g}an & Raffaele Mattera & Philipp Otto & Suleyman Tac{s}p{i}nar
- 2410.16333 Conformal Predictive Portfolio Selection
by Masahiro Kato
- 2410.16307 Functional Clustering of Discount Functions for Behavioral Investor Profiling
by Annamaria Porreca & Viviana Ventre & Roberta Martino & Salvador Cruz Rambaud & Fabrizio Maturo
- 2410.16299 Financial Performance and Economic Implications of COFCO's Strategic Acquisition of Mengniu
by Jessica Ji & David Yu
- 2410.16214 Asymmetries in Financial Spillovers
by Florian Huber & Karin Klieber & Massimiliano Marcellino & Luca Onorante & Michael Pfarrhofer
- 2410.16203 Feedback strategies in the market with uncertainties
by Mustapha Nyenye Issah
- 2410.16112 Dynamic Biases of Static Panel Data Estimators
by Sylvia Klosin
- 2410.16021 Stylized facts in money markets: an empirical analysis of the eurozone data
by Victor Le Coz & Nolwenn Allaire & Michael Benzaquen & Damien Challet
- 2410.16017 Semiparametric Bayesian Inference for a Conditional Moment Equality Model
by Christopher D. Walker
- 2410.16010 Time evaluation of portfolio for asymmetrically informed traders
by Bernardo D'Auria & Carlos Escudero
- 2410.15938 Quantifying world geography as seen through the lens of Soviet propaganda
by M. V. Tamm & M. Oiva & K. D. Mukhina & M. Mets & M. Schich
- 2410.15861 Analysis of short-run and long-run marginal costs of generation in the power market
by Shamim Homaei & Simon Roussanaly & Asgeir Tomasgard
- 2410.15824 Long time behavior of semi-Markov modulated perpetuity and some related processes
by Abhishek Pal Majumder
- 2410.15818 Three connected problems: principal with multiple agents in cooperation, Principal--Agent with Mckean--Vlasov dynamics and multitask Principal--Agent
by Mao Fabrice Djete
- 2410.15734 A Kernelization-Based Approach to Nonparametric Binary Choice Models
by Guo Yan
- 2410.15726 Reducing annotator bias by belief elicitation
by Terne Sasha Thorn Jakobsen & Andreas Bjerre-Nielsen & Robert Bohm
- 2410.15634 Distributionally Robust Instrumental Variables Estimation
by Zhaonan Qu & Yongchan Kwon
- 2410.15439 The Economic Consequences of Being Widowed by War: A Life-Cycle Perspective
by Sebastian T. Braun & Jan Stuhler
- 2410.15286 LTPNet Integration of Deep Learning and Environmental Decision Support Systems for Renewable Energy Demand Forecasting
by Te Li & Mengze Zhang & Yan Zhou
- 2410.15238 Economic Anthropology in the Era of Generative Artificial Intelligence
by Zachary Sheldon & Peeyush Kumar
- 2410.15195 Risk Premia in the Bitcoin Market
by Caio Almeida & Maria Grith & Ratmir Miftachov & Zijin Wang
- 2410.15097 Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach
by Hongqi Chen & Ji Hyung Lee
- 2410.15090 Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars
by Tomasz Wo'zniak
- 2410.14985 Stochastic Loss Reserving: Dependence and Estimation
by Andrew Fleck & Edward Furman & Yang Shen
- 2410.14984 Risk Aggregation and Allocation in the Presence of Systematic Risk via Stable Laws
by Andrew Fleck & Edward Furman & Yang Shen
- 2410.14927 Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution
by Zijie Zhao & Roy E. Welsch
- 2410.14904 Switchback Price Experiments with Forward-Looking Demand
by Yifan Wu & Ramesh Johari & Vasilis Syrgkanis & Gabriel Y. Weintraub
- 2410.14871 Learning the Effect of Persuasion via Difference-In-Differences
by Sung Jae Jun & Sokbae Lee
- 2410.14841 Dynamic Factor Allocation Leveraging Regime-Switching Signals
by Yizhan Shu & John M. Mulvey
- 2410.14839 Multi-Task Dynamic Pricing in Credit Market with Contextual Information
by Adel Javanmard & Jingwei Ji & Renyuan Xu
- 2410.14788 Simultaneously Solving FBSDEs with Neural Operators of Logarithmic Depth, Constant Width, and Sub-Linear Rank
by Takashi Furuya & Anastasis Kratsios
- 2410.14587 Neuro-Symbolic Traders: Assessing the Wisdom of AI Crowds in Markets
by Namid R. Stillman & Rory Baggott
- 2410.14585 A GARCH model with two volatility components and two driving factors
by Luca Vincenzo Ballestra & Enzo D'Innocenzo & Christian Tezza
- 2410.14513 GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance
by Luca Vincenzo Ballestra & Enzo D'Innocenzo & Christian Tezza
- 2410.14504 Reinforcement Learning in Non-Markov Market-Making
by Luca Lalor & Anatoliy Swishchuk
- 2410.14362 Peace in the Face of Uncertainty: Resource Allocation with Stochastic Armaments
by Sarah Taylor
- 2410.14317 Identification of a Rank-dependent Peer Effect Model
by Eyo I. Herstad & Myungkou Shin
- 2410.14173 Decentralized Finance: Impact on Financial Services and required DeFi Literacy in 2034
by Daniel Liebau
- 2410.14059 UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models
by Yuzhe Yang & Yifei Zhang & Yan Hu & Yilin Guo & Ruoli Gan & Yueru He & Mingcong Lei & Xiao Zhang & Haining Wang & Qianqian Xie & Jimin Huang & Honghai Yu & Benyou Wang
- 2410.14004 Modeling the transition from pay-as-you-go to a fully funded pension system in Russia
by Kirill Moiseev
- 2410.13978 Incentivizing Information Acquisition
by Fan Wu
- 2410.13960 Approximating Auction Equilibria with Reinforcement Learning
by Pranjal Rawat
- 2410.13878 Corporate Non-Disclosure Disputes: Equilibrium Settlements with a Probabilistic Burden of Proof
by Miles B. Gietzmann & Adam J. Ostaszewski
- 2410.13658 The Subtlety of Optimal Paternalism in a Population with Bounded Rationality
by Charles F. Manski & Eytan Sheshinski
- 2410.13583 Competitive equilibria in trading
by Neil A. Chriss
- 2410.13330 Assessing the techno-economic benefits of LEMs for different grid topologies and prosumer shares
by Markus Doepfert & Soner Candas & Hermann Kraus & Peter Tzscheutschler & Thomas Hamacher
- 2410.13265 Concentrated Superelliptical Market Maker
by Vasily Tolstikov
- 2410.13103 Delegated portfolio management with random default
by Alberto Gennaro & Thibaut Mastrolia
- 2410.13100 Impact of social factors on loan delinquency in microfinance
by Cedric H. A. Koffi & Viani Biatat Djeundje & Olivier Menoukeu Pamen
- 2410.12884 Analyzing Incentives and Fairness in Ordered Weighted Average for Facility Location Games
by Kento Yoshida & Kei Kimura & Taiki Todo & Makoto Yokoo
- 2410.12825 TIMeSynC: Temporal Intent Modelling with Synchronized Context Encodings for Financial Service Applications
by Dwipam Katariya & Juan Manuel Origgi & Yage Wang & Thomas Caputo
- 2410.12824 Optimization of Actuarial Neural Networks with Response Surface Methodology
by Belguutei Ariuntugs & Kehelwala Dewage Gayan Madurang
- 2410.12807 A Hierarchical conv-LSTM and LLM Integrated Model for Holistic Stock Forecasting
by Arya Chakraborty & Auhona Basu
- 2410.12801 Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic
by Ariston Karagiorgis & Antonis Ballis & Konstantinos Drakos
- 2410.12731 Counterfactual Analysis in Empirical Games
by Brendan Kline & Elie Tamer
- 2410.12723 Federated Learning and Free-riding in a Competitive Market
by Jiajun Meng & Jing Chen & Dongfang Zhao & Lin Liu
- 2410.12709 A Simple Interactive Fixed Effects Estimator for Short Panels
by Robert F. Phillips & Benjamin D. Williams
- 2410.12566 The Pond Dilemma with Heterogeneous Relative Concerns
by Pawe{l} Gola
- 2410.12495 Price impact and long-term profitability of energy storage
by Roxana Dumitrescu & Redouane Silvente & Peter Tankov
- 2410.12356 Designing Scientific Grants
by Christoph Carnehl & Marco Ottaviani & Justus Preusser
- 2410.12306 Time-Varyingness in Auction Breaks Revenue Equivalence
by Yuma Fujimoto & Kaito Ariu & Kenshi Abe
- 2410.12098 Testing Identifying Assumptions in Parametric Separable Models: A Conditional Moment Inequality Approach
by Leonard Goff & D'esir'e K'edagni & Huan Wu
- 2410.12024 Labor Market Policies in High- and Low-Interest Rate Environments: Evidence from the Euro Area
by Povilas Lastauskas & Julius Stak.enas
- 2410.11997 Quantum Computing for Multi Period Asset Allocation
by Queenie Sun & Nicholas Grablevsky & Huaizhang Deng & Pooya Azadi
- 2410.11849 On the valuation of life insurance policies for dependent coupled lives
by Kira Henshaw & Cedric H. A. Koffi & Olivier Menoukeu Pamen & Raghid Zeineddine
- 2410.11846 Sensitivity Analysis of Ruin of an Insurance Company in Ghana
by Daniel Tawiah Pabifio
- 2410.11789 Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach
by Emmanuel Gnabeyeu & Omar Karkar & Imad Idboufous
- 2410.11773 Time-Series Foundation Model for Value-at-Risk Forecasting
by Anubha Goel & Puneet Pasricha & Juho Kanniainen
- 2410.11738 The Simplicity of Optimal Dynamic Mechanisms
by Jose Correa & Andres Cristi & Laura Vargas Koch
- 2410.11532 A Firm Link: Overall, Between- and Within-Firm Inequality Through the Lens of a Sorting Model
by Pawe{l} Gola & Yuejun Zhao
- 2410.11408 Aggregation Trees
by Riccardo Di Francesco
- 2410.11398 Capturing Perception to Poverty using Conjoint Analysis & Partial Profile Choice Experiment
by Anushka De & Diganta Mukherjee
- 2410.11263 Closed-form estimation and inference for panels with attrition and refreshment samples
by Grigory Franguridi & Lidia Kosenkova
- 2410.11113 Statistical Properties of Deep Neural Networks with Dependent Data
by Chad Brown
- 2410.11070 Aproximaci\'on pr\'actica a los m\'etodos de selecci\'on de portafolios de inversi\'on
by Carlos Minutti-Martinez
- 2410.10767 A Generalization of von Neumann's Reduction from the Assignment Problem to Zero-Sum Games
by Ilan Adler & Martin Bullinger & Vijay V. Vazirani
- 2410.10749 Testing the order of fractional integration in the presence of smooth trends, with an application to UK Great Ratios
by Mustafa R. K{i}l{i}nc{c} & Michael Massmann & Maximilian Ambros
- 2410.10665 Double Jeopardy and Climate Impact in the Use of Large Language Models: Socio-economic Disparities and Reduced Utility for Non-English Speakers
by Aivin V. Solatorio & Gabriel Stefanini Vicente & Holly Krambeck & Olivier Dupriez
- 2410.10614 Modeling News Interactions and Influence for Financial Market Prediction
by Mengyu Wang & Shay B. Cohen & Tiejun Ma
- 2410.10474 European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning
by Naman Krishna Pande & Puneet Pasricha & Arun Kumar & Arvind Kumar Gupta
- 2410.10239 Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
by J'er^ome Lelong & V'eronique Maume-Deschamps & William Thevenot
- 2410.10159 Supply Chain Optimization Strategies: An Empirical Study on Fresh Product Delivery Routes
by Yu Yuan & Xiaoke Xie & Yulei Xie
- 2410.09983 Backtesting Framework for Concentrated Liquidity Market Makers on Uniswap V3 Decentralized Exchange
by Andrey Urusov & Rostislav Berezovskiy & Yury Yanovich
- 2410.09952 Large Scale Longitudinal Experiments: Estimation and Inference
by Apoorva Lal & Alexander Fischer & Matthew Wardrop
- 2410.09850 Can GANs Learn the Stylized Facts of Financial Time Series?
by Sohyeon Kwon & Yongjae Lee
- 2410.09825 Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions
by Chengwang Liao & Ziwei Mei & Zhentao Shi
- 2410.09789 No arbitrage and the existence of ACLMMs in general diffusion models
by David Criens & Mikhail Urusov
- 2410.09594 Comparative Analysis of Remittance Inflows- International Reserves-External Debt Dyad: Exploring Bangladesh's Economic Resilience in Avoiding Sovereign Default Compared to Sri Lanka
by Nusrat Nawshin & Asif Imtiaz & Md. Shamsuddin Sarker
- 2410.09555 Transaction Execution Mechanisms
by Abdoulaye Ndiaye
- 2410.09435 On the Oscillations in Cournot Games with Best Response Strategies
by Zhengyang Liu & Haolin Lu & Liang Shan & Zihe Wang
- 2410.09196 Scalable Signature-Based Distribution Regression via Reference Sets
by Andrew Alden & Carmine Ventre & Blanka Horvath
- 2410.09136 Underutilized land and sustainable development: effects on employment, economic output, and mitigation of CO2 emissions
by Seymur Garibov & Wadim Strielkowski
- 2410.09069 An Innovative Attention-based Ensemble System for Credit Card Fraud Detection
by Mehdi Hosseini Chagahi & Niloufar Delfan & Saeed Mohammadi Dashtaki & Behzad Moshiri & Md. Jalil Piran
- 2410.09062 Volatility Forecasting in Global Financial Markets Using TimeMixer
by Alex Li
- 2410.09027 Variance reduction combining pre-experiment and in-experiment data
by Zhexiao Lin & Pablo Crespo
- 2410.08954 Optimal Allocation with Peer Information
by Axel Niemeyer & Justus Preusser
- 2410.08808 Term structure shapes and their consistent dynamics in the Svensson family
by Martin Keller-Ressel & Felix Sachse
- 2410.08744 No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books
by Konark Jain & Jean-Franc{c}ois Muzy & Jonathan Kochems & Emmanuel Bacry
- 2410.08477 Cross-Currency Basis Swaps Referencing Backward-Looking Rates
by Yining Ding & Ruyi Liu & Marek Rutkowski
- 2410.08447 Slow Convergence of Interacting Kalman Filters in Word-of-Mouth Social Learning
by Vikram Krishnamurthy & Cristian Rojas
- 2410.08420 Variance-Hawkes Process and its Application to Energy Markets
by Joshua McGillivray & Anatoliy Swishchuk
- 2410.08416 Econometrics of Insurance with Multidimensional Types
by Gaurab Aryal & Isabelle Perrigne & Quang Vuong & Haiqing Xu
- 2410.08394 Identifying Money Laundering Subgraphs on the Blockchain
by Kiwhan Song & Mohamed Ali Dhraief & Muhua Xu & Locke Cai & Xuhao Chen & Arvind & Jie Chen
- 2410.07906 Structural Change, Employment, and Inequality in Europe: an Economic Complexity Approach
by Bernardo Caldarola & Dario Mazzilli & Aurelio Patelli & Angelica Sbardella
- 2410.07749 Optimal mutual insurance against systematic longevity risk
by John Armstrong & James Dalby
- 2410.07647 Cognitive Noise and Altruistic Preferences
by Niklas M. Witzig
- 2410.07566 Revisiting the Primitives of Transaction Fee Mechanism Design
by Aadityan Ganesh & Clayton Thomas & S. Matthew Weinberg
- 2410.07443 On the Lower Confidence Band for the Optimal Welfare
by Kirill Ponomarev & Vira Semenova
- 2410.07392 Blockchain-Based Ad Auctions and Bayesian Persuasion: An Analysis of Advertiser Behavior
by Xinyu Li
- 2410.07363 Congestion and Penalization in Optimal Transport
by Marcelo Gallardo & Manuel Loaiza & Jorge Ch'avez
- 2410.07234 A Dynamic Approach to Stock Price Prediction: Comparing RNN and Mixture of Experts Models Across Different Volatility Profiles
by Diego Vallarino
- 2410.07228 Post-Covid learning assessment of school children: A Project by CRY & RILM across four states
by Anushka De