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Content
2021
- 2102.01212 A first-stage representation for instrumental variables quantile regression
by Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas
- 2102.01130 Comparing hundreds of machine learning classifiers and discrete choice models in predicting travel behavior: an empirical benchmark
by Shenhao Wang & Baichuan Mo & Yunhan Zheng & Stephane Hess & Jinhua Zhao
- 2102.01071 Resource Availability in the Social Cloud: An Economics Perspective
by Pramod C. Mane & Nagarajan Krishnamurthy & Kapil Ahuja
- 2102.00968 CRPS Learning
by Jonathan Berrisch & Florian Ziel
- 2102.00687 The Impacts of the Gender Imbalance on the Marriage Market: Evidence from World War II in Japan
by Kota Ogasawara & Erika Igarashi
- 2102.00669 Robust double auction mechanisms
by Kiho Yoon
- 2102.00659 Quantum crypto-economics: Blockchain prediction markets for the evolution of quantum technology
by Peter P. Rohde & Vijay Mohan & Sinclair Davidson & Chris Berg & Darcy Allen & Gavin K. Brennen & Jason Potts
- 2102.00626 Flashot: A Snapshot of Flash Loan Attack on DeFi Ecosystem
by Yixin Cao & Chuanwei Zou & Xianfeng Cheng
- 2102.00618 Monotone additive statistics
by Xiaosheng Mu & Luciano Pomatto & Philipp Strack & Omer Tamuz
- 2102.00587 Controlling volatility of wind-solar power
by Hans Lustfeld
- 2102.00499 On the Indecisiveness of Kelly-Strategyproof Social Choice Functions
by Felix Brandt & Martin Bullinger & Patrick Lederer
- 2102.00497 The Impact of the COVID-19 Pandemic on Scientific Research in the Life Sciences
by Massimo Riccaboni & Luca Verginer
- 2102.00477 Nonstationary Portfolios: Diversification in the Spectral Domain
by Bruno Scalzo & Alvaro Arroyo & Ljubisa Stankovic & Danilo P. Mandic
- 2102.00447 Social Mobility in India
by A. Singh & A. Forcina & K. Muniyoor
- 2102.00444 Recruitment, effort, and retention effects of performance contracts for civil servants: Experimental evidence from Rwandan primary schools
by Clare Leaver & Owen Ozier & Pieter Serneels & Andrew Zeitlin
- 2102.00298 Global health science leverages established collaboration network to fight COVID-19
by Stefano Bianchini & Moritz Muller & Pierre Pelletier & Kevin Wirtz
- 2102.00242 Ubiquitous power law scaling in nonlinear self-excited Hawkes processes
by Kiyoshi Kanazawa & Didier Sornette
- 2102.00233 An evolutionary view on the emergence of Artificial Intelligence
by Matheus E. Leusin & Bjoern Jindra & Daniel S. Hain
- 2102.00208 Time Series (re)sampling using Generative Adversarial Networks
by Christian M. Dahl & Emil N. S{o}rensen
- 2102.00197 Rapid detection of fast innovation under the pressure of COVID-19
by Nicola Melluso & Andrea Bonaccorsi & Filippo Chiarello & Gualtiero Fantoni
- 2102.00167 Shapley-Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange
by P'eter Bir'o & Flip Klijn & Xenia Klimentova & Ana Viana
- 2102.00152 Conservative Updating
by Matthew Kovach
- 2102.00143 Dynamic Random Choice
by Ricky Li
- 2102.00070 Network-centric indicators for fragility in global financial indices
by Areejit Samal & Sunil Kumar & Yasharth Yadav & Anirban Chakraborti
- 2102.00001 A Class of Explicit optimal contracts in the face of shutdown
by Jessica Martin & St'ephane Villeneuve
- 2101.12693 Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules
by Carol Alexander & Michael Coulon & Yang Han & Xiaochun Meng
- 2101.12684 Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques
by Bart H. L. Overes & Michel van der Wel
- 2101.12526 The Behavioral Economics of Intrapersonal Conflict: A Critical Assessment
by Sebastian Krugel & Matthias Uhl
- 2101.12503 Tree-based Node Aggregation in Sparse Graphical Models
by Ines Wilms & Jacob Bien
- 2101.12420 Structural Interventions in Networks
by Yang Sun & Wei Zhao & Junjie Zhou
- 2101.12402 Estimating value at risk and conditional tail expectation for extreme and aggregate risks
by Suman Thapa & Yiqiang Q. Zhao
- 2101.12387 A deep learning algorithm for optimal investment strategies
by Daeyung Gim & Hyungbin Park
- 2101.12312 The Bootstrap for Network Dependent Processes
by Denis Kojevnikov
- 2101.12306 New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting
by Peter G. Hansen
- 2101.12282 Simple Adaptive Estimation of Quadratic Functionals in Nonparametric IV Models
by Christoph Breunig & Xiaohong Chen
- 2101.12262 Measuring non-exchangeable tail dependence using tail copulas
by Takaaki Koike & Shogo Kato & Marius Hofert
- 2101.12252 Gaussian Process Latent Class Choice Models
by Georges Sfeir & Filipe Rodrigues & Maya Abou-Zeid
- 2101.12080 Two-Sided Matching Markets in the ELLIS 2020 PhD Program
by Maximilian Mordig & Riccardo Della Vecchia & Nicol`o Cesa-Bianchi & Bernhard Scholkopf
- 2101.12008 Investors Embrace Gender Diversity, Not Female CEOs: The Role of Gender in Startup Fundraising
by Christopher Cassion & Yuhang Qian & Constant Bossou & Margareta Ackerman
- 2101.11948 Choice modelling in the age of machine learning -- discussion paper
by S. Van Cranenburgh & S. Wang & A. Vij & F. Pereira & J. Walker
- 2101.11938 A Bayesian approach for estimation of weight matrices in spatial autoregressive models
by Tam'as Krisztin & Philipp Piribauer
- 2101.11901 The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy
by Roy Cerqueti & Raffaella Coppier & Alessandro Girardi & Marco Ventura
- 2101.11897 Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential L\'evy models
by Lukas Gonon & Christoph Schwab
- 2101.11590 Modeling surrender risk in life insurance: theoretical and experimental insight
by Mark Kiermayer
- 2101.11568 Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach
by Rui Fan & Ji Hyung Lee & Youngki Shin
- 2101.11551 Current and Emergent Economic Impacts of Covid-19 and Brexit on UK Fresh Produce and Horticultural Businesses
by Lilian Korir & Archie Drake & Martin Collison & Tania Carolina Camacho-Villa & Elizabeth Sklar & Simon Pearson
- 2101.11532 A Characterization for Optimal Bundling of Products with Non-Additive Values
by Soheil Ghili
- 2101.11496 A Balance for Fairness: Fair Distribution Utilising Physics in Games of Characteristic Function Form
by Song-Ju Kim & Taiki Takahashi & Kazuo Sano
- 2101.11465 Hiding Behind Machines: When Blame Is Shifted to Artificial Agents
by Till Feier & Jan Gogoll & Matthias Uhl
- 2101.11366 The Impact of Privacy Laws on Online User Behavior
by Julia Schmitt & Klaus M. Miller & Bernd Skiera
- 2101.11104 Four Ways to Scale Up: Smart, Dumb, Forced, and Fumbled
by Bent Flyvbjerg
- 2101.11036 Understanding the uneven spread of COVID-19 in the context of the global interconnected economy
by Dimitrios Tsiotas & Vassilis Tselios
- 2101.11001 Sample path generation of the stochastic volatility CGMY process and its application to path-dependent option pricing
by Young Shin Kim
- 2101.10947 Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions
by Hampus Engsner
- 2101.10942 Absolute Value Constraint: The Reason for Invalid Performance Evaluation Results of Neural Network Models for Stock Price Prediction
by Yi Wei
- 2101.10941 Identifying and Estimating Perceived Returns to Binary Investments
by Clint Harris
- 2101.10862 HANA: A HAndwritten NAme Database for Offline Handwritten Text Recognition
by Christian M. Dahl & Torben Johansen & Emil N. S{o}rensen & Simon Wittrock
- 2101.10824 Collective strategy condensation: When envy splits societies
by Claudius Gros
- 2101.10723 No-harm principle, rationality, and Pareto optimality in games
by Shaun Hargreaves Heap & Mehmet S. Ismail
- 2101.10721 Data sharing games
by V'ictor Gallego & Roi Naveiro & David R'ios Insua & Wolfram Rozas
- 2101.10679 Robustness of the international oil trade network under targeted attacks to economies
by N. Wei & W. -J. Xie & W. -X. Zhou
- 2101.10635 The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio
by Th'eo Roncalli & Th'eo Le Guenedal & Fr'ed'eric Lepetit & Thierry Roncalli & Takaya Sekine
- 2101.10548 Exploring the Complicated Relationship Between Patents and Standards, With a Particular Focus on the Telecommunications Sector
by Nikolaos Athanasios Anagnostopoulos
- 2101.10510 A Certainty Equivalent Merton Problem
by Nicholas Moehle & Stephen Boyd
- 2101.10431 Optimal Disclosure of Information to a Privately Informed Receiver
by Ozan Candogan & Philipp Strack
- 2101.10408 How COVID-19 influences healthcare workers' happiness: Panel data analysis in Japan
by Eiji Yamamura & Yoshiro Tsutsui
- 2101.10383 A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19
by Francisco Corona & Graciela Gonz'alez-Far'ias & Jes'us L'opez-P'erez
- 2101.10359 A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting
by Francis X. Diebold & Maximilian Gobel
- 2101.10293 The Role of Cost in the Integration of Security Features in Integrated Circuits for Smart Cards
by Nikolaos Athanasios Anagnostopoulos
- 2101.10261 Discrete Choice Analysis with Machine Learning Capabilities
by Youssef M. Aboutaleb & Mazen Danaf & Yifei Xie & Moshe Ben-Akiva
- 2101.10255 Consistent specification testing under spatial dependence
by Abhimanyu Gupta & Xi Qu
- 2101.10249 Assessing the Impact: Does an Improvement to a Revenue Management System Lead to an Improved Revenue?
by Greta Laage & Emma Frejinger & Andrea Lodi & Guillaume Rabusseau
- 2101.10151 Pricing Energy Storage in Real-time Market
by Cong Chen & Lang Tong & Ye Guo
- 2101.10092 Beyond cost reduction: Improving the value of energy storage in electricity systems
by Maximilian Parzen & Fabian Neumann & Addrian H. Van Der Weijde & Daniel Friedrich & Aristides Kiprakis
- 2101.10090 Unveiling Spatial Patterns of Disaster Impacts and Recovery Using Credit Card Transaction Variances
by Faxi Yuan & Amir Esmalian & Bora Oztekin & Ali Mostafavi
- 2101.10053 Optimal Trading with Signals and Stochastic Price Impact
by Jean-Pierre Fouque & Sebastian Jaimungal & Yuri F. Saporito
- 2101.09960 Political Regime and COVID 19 death rate: efficient, biasing or simply different autocracies ?
by Guilhem Cassan & Milan Van Steenvoort
- 2101.09936 Optimal investment in illiquid market with search frictions and transaction costs
by Jin Hyuk Choi & Tae Ung Gang
- 2101.09890 A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver
by Akihiko Takahashi & Yoshifumi Tsuchida & Toshihiro Yamada
- 2101.09886 The Two-Sided Market Network Analysis Based on Transfer Entropy & Labelr
by Seung Bin Baik
- 2101.09817 Population and Inequality Dynamics in Simple Economies
by John C. Stevenson
- 2101.09777 Capital growth and survival strategies in a market with endogenous prices
by Mikhail Zhitlukhin
- 2101.09738 Currency Network Risk
by Mykola Babiak & Jozef Barunik
- 2101.09682 Solving optimal stopping problems with Deep Q-Learning
by John Ery & Loris Michel
- 2101.09613 Machine Learning for Strategic Inference
by In-Koo Cho & Jonathan Libgober
- 2101.09605 Kernel regression analysis of tie-breaker designs
by Dan M. Kluger & Art B. Owen
- 2101.09543 Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables
by Max-Sebastian Dov`i
- 2101.09398 A Design-Based Perspective on Synthetic Control Methods
by Lea Bottmer & Guido Imbens & Jann Spiess & Merrill Warnick
- 2101.09395 Unraveling S&P500 stock volatility and networks -- An encoding-and-decoding approach
by Xiaodong Wang & Fushing Hsieh
- 2101.09394 Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach
by Jaehyuk Choi & Desheng Ge & Kyu Ho Kang & Sungbin Sohn
- 2101.09373 Relief and Stimulus in A Cross-sector Multi-product Scarce Resource Supply Chain Network
by Xiaowei Hu & Peng Li
- 2101.09357 Is the Capability approach a useful tool for decision aiding in public policy making?
by Nicolas Fayard & Chabane Mazri & Alexis Tsouki`as
- 2101.09230 Where does the Stimulus go? Deep Generative Model for Commercial Banking Deposits
by Ni Zhan
- 2101.09214 Graphical Models for Financial Time Series and Portfolio Selection
by Ni Zhan & Yijia Sun & Aman Jakhar & He Liu
- 2101.09064 Extensive networks would eliminate the demand for pricing formulas
by Jaegi Jeon & Kyunghyun Park & Jeonggyu Huh
- 2101.08984 Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters
by Xianfei Hui & Baiqing Sun & Hui Jiang & Indranil SenGupta
- 2101.08964 Probabilistic Framework For Loss Distribution Of Smart Contract Risk
by Petar Jevtic & Nicolas Lanchier
- 2101.08922 How does COVID-19 change insurance and vaccine demand? Evidence from short-panel data in Japan
by Eiji Yamamura & Yoshiro Tsutsui
- 2101.08914 A Contextualist Decision Theory
by Saleh Afroogh
- 2101.08813 Nine Challenges in Modern Algorithmic Trading and Controls
by Jackie Shen
- 2101.08778 SoK: Decentralized Finance (DeFi)
by Sam M. Werner & Daniel Perez & Lewis Gudgeon & Ariah Klages-Mundt & Dominik Harz & William J. Knottenbelt
- 2101.08722 Mechanism Design for Cumulative Prospect Theoretic Agents: A General Framework and the Revelation Principle
by Soham R. Phade & Venkat Anantharam
- 2101.08702 Leadership and Institutional Reforms
by Matata Ponyo Mapon & Jean-Paul K. Tsasa
- 2101.08559 To VaR, or Not to VaR, That is the Question
by Victor Olkhov
- 2101.08488 Long-term effects of female teacher on her pupils' smoking behaviour later in life
by Eiji Yamamura
- 2101.08487 Female teachers effect on male pupils' voting behavior and preference formation
by Eiji Yamamura
- 2101.08480 Changing views about remote working during the COVID-19 pandemic: Evidence using panel data from Japan
by Eiji Yamamura & Yoshiro Tsutsui
- 2101.08476 Impact of closing schools on mental health during the COVID-19 pandemic: Evidence using panel data from Japan
by Eiji Yamamura & Yoshiro Tsutsui
- 2101.08424 Climate Change Adaptation under Heterogeneous Beliefs
by Marcel Nutz & Florian Stebegg
- 2101.08314 Multi-Scale Games: Representing and Solving Games on Networks with Group Structure
by Kun Jin & Yevgeniy Vorobeychik & Mingyan Liu
- 2101.08145 The Log Moment formula for implied volatility
by Vimal Raval & Antoine Jacquier
- 2101.08068 Neural networks-based algorithms for stochastic control and PDEs in finance
by Maximilien Germain & Huy^en Pham & Xavier Warin
- 2101.08041 One-dimensional game-theoretic differential equations
by Rafa{l} M. {L}ochowski & Nicolas Perkowski & David J. Promel
- 2101.08008 Willingness to Pay and Attitudinal Preferences of Indian Consumers for Electric Vehicles
by Prateek Bansal & Rajeev Ranjan Kumar & Alok Raj & Subodh Dubey & Daniel J. Graham
- 2101.07820 Policy choices can help keep 4G and 5G universal broadband affordable
by Edward J Oughton & Niccol`o Comini & Vivien Foster & Jim W Hall
- 2101.07818 Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain
by Anton Pichler & J. Doyne Farmer
- 2101.07794 On Monte-Carlo methods in convex stochastic optimization
by Daniel Bartl & Shahar Mendelson
- 2101.07760 DKPRG or how to succeed in the Kolkata Paise Restaurant gamevia TSP
by Kalliopi Kastampolidou & Christos Papalitsas & Theodore Andronikos
- 2101.07695 Twitter Subjective Well-Being Indicator During COVID-19 Pandemic: A Cross-Country Comparative Study
by Tiziana Carpi & Airo Hino & Stefano Maria Iacus & Giuseppe Porro
- 2101.07661 The fiscal response to revenue shocks
by Simon Berset & Martin Huber & Mark Schelker
- 2101.07467 The Elephant in the Room: Why Transformative Education Must Address the Problem of Endless Exponential Economic Growth
by Chirag Dhara & Vandana Singh
- 2101.07410 Evidence and Behaviour of Support and Resistance Levels in Financial Time Series
by Ken Chung & Anthony Bellotti
- 2101.07390 The General Graph Matching Game: Approximate Core
by Vijay V. Vazirani
- 2101.07107 Deep Reinforcement Learning for Active High Frequency Trading
by Antonio Briola & Jeremy Turiel & Riccardo Marcaccioli & Alvaro Cauderan & Tomaso Aste
- 2101.07084 Beating the Market with Generalized Generating Portfolios
by Patrick Mijatovic
- 2101.06957 Dynamic industry uncertainty networks and the business cycle
by Jozef Barunik & Mattia Bevilacqua & Robert Faff
- 2101.06885 Assignment mechanisms: common preferences and information acquisition
by Georgy Artemov
- 2101.06834 Towards a more sustainable academic publishing system
by Mohsen Kayal & Jane Ballard & Ehsan Kayal
- 2101.06805 Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model
by Yufeng Mao & Bin Peng & Mervyn Silvapulle & Param Silvapulle & Yanrong Yang
- 2101.06690 A Two-Population Mortality Model to Assess Longevity Basis Risk
by Selin Ozen & c{S}ule c{S}ahin
- 2101.06675 A Framework of State-dependent Utility Optimization with General Benchmarks
by Zongxia Liang & Yang Liu & Litian Zhang
- 2101.06603 The Impact of Digital Marketing on Sausage Manufacturing Companies in the Altos of Jalisco
by Guillermo Jose Navarro del Toro
- 2101.06585 Diagnosis of systemic risk and contagion across financial sectors
by Sayuj Choudhari & Richard Licheng Zhu
- 2101.06478 GDP Forecasting using Payments Transaction Data
by Arunav Das
- 2101.06476 Visual Analytics approach for finding spatiotemporal patterns from COVID19
by Arunav Das
- 2101.06458 Temporal Clustering of Disorder Events During the COVID-19 Pandemic
by Gian Maria Campedelli & Maria Rita D'Orsogna
- 2101.06348 Exponential Kernels with Latency in Hawkes Processes: Applications in Finance
by Marcos Costa Santos Carreira
- 2101.06236 Modelling Universal Order Book Dynamics in Bitcoin Market
by Fabin Shi & Nathan Aden & Shengda Huang & Neil Johnson & Xiaoqian Sun & Jinhua Gao & Li Xu & Huawei Shen & Xueqi Cheng & Chaoming Song
- 2101.06221 Adequacy of time-series reduction for renewable energy systems
by Leonard Goke & Mario Kendziorski
- 2101.06149 Moving Away from the Joneses to Move Ahead: Migration, Information Gap and Signalling
by Shihas Abdul-Razak & Upasak Das & Rupayan Pal
- 2101.06078 Causal Gradient Boosting: Boosted Instrumental Variable Regression
by Edvard Bakhitov & Amandeep Singh
- 2101.06077 Estimation of future discretionary benefits in traditional life insurance
by Florian Gach & Simon Hochgerner
- 2101.05900 Testing Models of Strategic Uncertainty: Equilibrium Selection in Repeated Games
by Emanuel Vespa & Taylor Weidman & Alistair J. Wilson
- 2101.05847 Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates
by Minji Bang & Wayne Yuan Gao & Andrew Postlewaite & Holger Sieg
- 2101.05780 Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
by Alexis Derumigny & Lucas Girard & Yannick Guyonvarch
- 2101.05744 A comparative study of scoring systems by simulations
by L'aszl'o Csat'o
- 2101.05655 Dynamics of contentment
by Alexey A. Burluka
- 2101.05588 Crisis Propagation in a Heterogeneous Self-Reflexive DSGE Model
by Federico Guglielmo Morelli & Michael Benzaquen & Jean-Philippe Bouchaud & Marco Tarzia
- 2101.05580 Should the government reward cooperation? Insights from an agent-based model of wealth redistribution
by Frank Schweitzer & Luca Verginer & Giacomo Vaccario
- 2101.05379 Copositive Duality for Discrete Markets and Games
by Cheng Guo & Merve Bodur & Joshua A. Taylor
- 2101.05365 Scared into Action: How Partisanship and Fear are Associated with Reactions to Public Health Directives
by Mike Lindow & David DeFranza & Arul Mishra & Himanshu Mishra
- 2101.05364 Intergenerational transmission of culture among immigrants: Gender gap in education among first and second generations
by Hamid NoghaniBehambari & Nahid Tavassoli & Farzaneh Noghani
- 2101.05249 Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling
by Wei Li & Denis Mike Becker
- 2101.05149 On the Computational Properties of Obviously Strategy-Proof Mechanisms
by Louis Golowich & Shengwu Li
- 2101.05010 Quantifying the importance of firms by means of reputation and network control
by Yan Zhang & Frank Schweitzer
- 2101.04975 Optimal reinsurance problem under fixed cost and exponential preferences
by Matteo Brachetta & Claudia Ceci
- 2101.04771 Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data
by Laura Liu & Mikkel Plagborg-M{o}ller
- 2101.04618 Social Media, Content Moderation, and Technology
by Yi Liu & Pinar Yildirim & Z. John Zhang
- 2101.04604 Wild Randomness, and the application of Hyperbolic Diffusion in Financial Modelling
by Will Hicks
- 2101.04529 Narrow Bracketing in Work Choices
by Francesco Fallucchi & Marc Kaufmann
- 2101.04486 Dynamic pricing under nested logit demand
by David Muller & Yurii Nesterov & Vladimir Shikhman
- 2101.04480 Text analysis in financial disclosures
by Sridhar Ravula
- 2101.04447 Learning and Upgrading in Global Value Chains: An Analysis of India's Manufacturing Sector
by Sourish Dutta
- 2101.04346 Empirical Decomposition of the IV-OLS Gap with Heterogeneous and Nonlinear Effects
by Shoya Ishimaru
- 2101.04308 Short Rate Dynamics: A Fed Funds and SOFR perspective
by Karol Gellert & Erik Schlogl
- 2101.04280 Quantum option pricing using Wick rotated imaginary time evolution
by Santosh Kumar Radha
- 2101.04222 Best-response dynamics, playing sequences, and convergence to equilibrium in random games
by Torsten Heinrich & Yoojin Jang & Luca Mungo & Marco Pangallo & Alex Scott & Bassel Tarbush & Samuel Wiese
- 2101.04164 Dynamic Ordering Learning in Multivariate Forecasting
by Bruno P. C. Levy & Hedibert F. Lopes
- 2101.04113 Portfolio Construction Using Stratified Models
by Jonathan Tuck & Shane Barratt & Stephen Boyd
- 2101.04023 Efficient Hamiltonian Simulation for Solving Option Price Dynamics
by Javier Gonzalez-Conde & 'Angel Rodr'iguez-Rozas & Enrique Solano & Mikel Sanz
- 2101.03954 Mean-Variance Investment and Risk Control Strategies -- A Time-Consistent Approach via A Forward Auxiliary Process
by Yang Shen & Bin Zou
- 2101.03943 Early-life Income Shocks and Old-Age Cause-Specific Mortality
by Hamid NoghaniBehambari & Farzaneh Noghani & Nahid Tavassoli
- 2101.03867 A Reinforcement Learning Based Encoder-Decoder Framework for Learning Stock Trading Rules
by Mehran Taghian & Ahmad Asadi & Reza Safabakhsh
- 2101.03863 Best-response dynamics in directed network games
by P'eter Bayer & Gyorgy Kozics & N'ora Gabriella SzH{o}ke
- 2101.03759 A $C^{0,1}$-functional It\^o's formula and its applications in mathematical finance
by Bruno Bouchard & Gr'egoire Loeper & Xiaolu Tan
- 2101.03626 On the RND under Heston's stochastic volatility model
by Ben Boukai
- 2101.03625 The 'COVID' Crash of the 2020 U.S. Stock Market
by Min Shu & Ruiqiang Song & Wei Zhu
- 2101.03598 Using the Econometric Models for Identification of Risk Factors for Albanian SMEs (Case study: SMEs of Gjirokastra region)
by Lorenc Kociu & Kledian Kodra
- 2101.03562 Bootstrapping Non-Stationary Stochastic Volatility
by H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & Iliyan Georgiev
- 2101.03418 Deep Reinforcement Learning with Function Properties in Mean Reversion Strategies
by Sophia Gu
- 2101.03358 Mechanistic Framework of Global Value Chains
by Sourish Dutta
- 2101.03259 Ramadan and Infants Health Outcomes
by Hossein Abbaszadeh Shahri
- 2101.03239 Comparison of the effects of investor attention using search volume data before and after mobile device popularization
by Jonghyeon Min
- 2101.03214 Exploring the association between R&D expenditure and the job quality in the European Union
by Fernando Almeida & Nelson Amoedo
- 2101.03205 Visualizing the Financial Impact of Presidential Tweets on Stock Markets
by Ujwal Kandi & Sasikanth Gujjula & Venkatesh Buddha & V S Bhagavan
- 2101.03131 Firearms Law and Fatal Police Shootings: A Panel Data Analysis
by Marco Rogna & Diep Bich Nguyen
- 2101.03117 Does external medical review reduce disability insurance inflow?
by Helge Liebert
- 2101.03087 Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks
by Racine Ly & Fousseini Traore & Khadim Dia
- 2101.03086 Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts
by Agostino Capponi & Jos'e E. Figueroa-L'opez & Chuyi Yu
- 2101.02917 Valuation of electricity storage contracts using the COS method
by Boris C. Boonstra & Cornelis W. Oosterlee
- 2101.02857 Friend-Based Ranking in Practice
by Francis Bloch & Matthew Olckers
- 2101.02778 Dynamic Curves for Decentralized Autonomous Cryptocurrency Exchanges
by Bhaskar Krishnamachari & Qi Feng & Eugenio Grippo
- 2101.02760 Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
by Peter A. Forsyth & Kenneth R. Vetzal & Graham Westmacott
- 2101.02736 Improved ACD-based financial trade durations prediction leveraging LSTM networks and Attention Mechanism
by Yong Shi & Wei Dai & Wen Long & Bo Li
- 2101.02731 On regularized optimal execution problems and their singular limits
by Max O. Souza & Yuri Thamsten
- 2101.02701 Does double-blind peer-review reduce bias? Evidence from a top computer science conference
by Mengyi Sun & Jainabou Barry Danfa & Misha Teplitskiy
- 2101.02590 Upswing in Industrial Activity and Infant Mortality during Late 19th Century US
by Nahid Tavassoli & Hamid Noghanibehambari & Farzaneh Noghani & Mostafa Toranji
- 2101.02588 Leveraging latent persistency in United States patent and trademark applications to gain insight into the evolution of an innovation-driven economy
by Iraj Daizadeh
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