Printed from https://ideas.repec.org/s/arx/papers66.html
Content
2020
- 2012.06703 A Perturbation Approach to Optimal Investment, Liability Ratio, and Dividend Strategies
by Zhuo Jin & Zuo Quan Xu & Bin Zou - 2012.06645 An approximate closed formula for European Mortgage Options
by Manuel Lopez Galvan - 2012.06573 Risk & returns around FOMC press conferences: a novel perspective from computer vision
by Alexis Marchal - 2012.06481 Equitable preference relations on infinite utility streams
by Ram S. Dubey & Giorgio Laguzzi - 2012.06325 Deep Reinforcement Learning for Stock Portfolio Optimization
by Le Trung Hieu - 2012.06283 Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance
by Dong An & Noah Linden & Jin-Peng Liu & Ashley Montanaro & Changpeng Shao & Jiasu Wang - 2012.06211 The Deep Parametric PDE Method: Application to Option Pricing
by Kathrin Glau & Linus Wunderlich - 2012.06192 Bihar Assembly Elections 2020: An Analysis
by Mudit Kapoor & Shamika Ravi - 2012.06173 Portfolio optimization with two quasiconvex risk measures
by c{C}au{g}{i}n Ararat - 2012.05906 A Sentiment Analysis Approach to the Prediction of Market Volatility
by Justina Deveikyte & Helyette Geman & Carlo Piccari & Alessandro Provetti - 2012.05757 Estimation of Large Financial Covariances: A Cross-Validation Approach
by Vincent Tan & Stefan Zohren - 2012.05564 A novel algorithm for clearing financial obligations between companies -- an application within the Romanian Ministry of Economy
by Lucian-Ionut Gavrila & Alexandru Popa - 2012.05519 Monetizing Customer Load Data for an Energy Retailer: A Cooperative Game Approach
by Liyang Han & Jalal Kazempour & Pierre Pinson - 2012.05237 Applications of Mean Field Games in Financial Engineering and Economic Theory
by Rene Carmona - 2012.05219 Parametric measures of variability induced by risk measures
by Fabio Bellini & Tolulope Fadina & Ruodu Wang & Yunran Wei - 2012.05202 Out-of-Equilibrium Dynamics and Excess Volatility in Firm Networks
by Th'eo Dessertaine & Jos'e Moran & Michael Benzaquen & Jean-Philippe Bouchaud - 2012.05088 Modeling asset allocation strategies and a new portfolio performance score
by Apostolos Chalkis & Emmanouil Christoforou & Ioannis Z. Emiris & Theodore Dalamagas - 2012.05066 Liability Design with Information Acquisition
by Francisco Poggi & Bruno Strulovici - 2012.05021 Nature-nurture interplay in educational attainment
by Dilnoza Muslimova & Hans van Kippersluis & Cornelius A. Rietveld & Stephanie von Hinke & S. Fleur W. Meddens - 2012.04908 The relative impact of private research on scientific advancement
by Giovanni Abramo & Ciriaco Andrea D'Angelo & Flavia Di Costa - 2012.04591 The Role of Gender and Cognitive Skills on Other People's Generosity
by Yuki Takahashi - 2012.04571 How Covid-19 Pandemic Changes the Theory of Economics?
by Matti Estola - 2012.04521 Minimizing Spectral Risk Measures Applied to Markov Decision Processes
by Nicole Bauerle & Alexander Glauner - 2012.04506 Business Cycles as Collective Risk Fluctuations
by Victor Olkhov - 2012.04500 Portfolio Optimisation within a Wasserstein Ball
by Silvana Pesenti & Sebastian Jaimungal - 2012.04485 Occupational segregation in a Roy model with composition preferences
by Haoning Chen & Miaomiao Dong & Marc Henry & Ivan Sidorov - 2012.04473 Quantum Technology for Economists
by Isaiah Hull & Or Sattath & Eleni Diamanti & Goran Wendin - 2012.04378 Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model
by Christoph Schlembach & Sascha L. Schmidt & Dominik Schreyer & Linus Wunderlich - 2012.04364 Insurance valuation: A two-step generalised regression approach
by Karim Barigou & Valeria Bignozzi & Andreas Tsanakas - 2012.04333 Early systems change necessary for catalyzing long-term sustainability in a post-2030 agenda
by Enayat A. Moallemi & Sibel Eker & Lei Gao & Michalis Hadjikakou & Qi Liu & Jan Kwakkel & Patrick M. Reed & Michael Obersteiner & Zhaoxia Guo & Brett A. Bryan - 2012.04181 Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach
by Hyun Jin Jang & Kiseop Lee & Kyungsub Lee - 2012.04141 Extended Gini Index
by Ram Sewak Dubey & Giorgio Laguzzi - 2012.04103 Fragmentation in trader preferences among multiple markets: Market coexistence versus single market dominance
by Robin Nicole & Aleksandra Alori'c & Peter Sollich - 2012.04055 Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network
by Toru Kitagawa & Guanyi Wang - 2012.03854 Forecasting: theory and practice
by Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jethro Browell & Claudio Carnevale & Jennifer L. Castle & Pasquale Cirillo & Michael P. Clements & Clara Cordeiro & Fernando Luiz Cyrino Oliveira & Shari De Baets & Alexander Dokumentov & Joanne Ellison & Piotr Fiszeder & Philip Hans Franses & David T. Frazier & Michael Gilliland & M. Sinan Gonul & Paul Goodwin & Luigi Grossi & Yael Grushka-Cockayne & Mariangela Guidolin & Massimo Guidolin & Ulrich Gunter & Xiaojia Guo & Renato Guseo & Nigel Harvey & David F. Hendry & Ross Hollyman & Tim Januschowski & Jooyoung Jeon & Victor Richmond R. Jose & Yanfei Kang & Anne B. Koehler & Stephan Kolassa & Nikolaos Kourentzes & Sonia Leva & Feng Li & Konstantia Litsiou & Spyros Makridakis & Gael M. Martin & Andrew B. Martinez & Sheik Meeran & Theodore Modis & Konstantinos Nikolopoulos & Dilek Onkal & Alessia Paccagnini & Anastasios Panagiotelis & Ioannis Panapakidis & Jose M. Pav'ia & Manuela Pedio & Diego J. Pedregal & Pierre Pinson & Patr'icia Ramos & David E. Rapach & J. James Reade & Bahman Rostami-Tabar & Micha{l} Rubaszek & Georgios Sermpinis & Han Lin Shang & Evangelos Spiliotis & Aris A. Syntetos & Priyanga Dilini Talagala & Thiyanga S. Talagala & Len Tashman & Dimitrios Thomakos & Thordis Thorarinsdottir & Ezio Todini & Juan Ram'on Trapero Arenas & Xiaoqian Wang & Robert L. Winkler & Alisa Yusupova & Florian Ziel - 2012.03834 The Testing Multiplier: Fear vs Containment
by Francesco Furno - 2012.03819 A Threshold for Quantum Advantage in Derivative Pricing
by Shouvanik Chakrabarti & Rajiv Krishnakumar & Guglielmo Mazzola & Nikitas Stamatopoulos & Stefan Woerner & William J. Zeng - 2012.03798 Optimal Insurance to Minimize the Probability of Ruin: Inverse Survival Function Formulation
by Bahman Angoshtari & Virginia R. Young - 2012.03749 Explainable AI for Interpretable Credit Scoring
by Lara Marie Demajo & Vince Vella & Alexiei Dingli - 2012.03744 Every Corporation Owns Its Image: Corporate Credit Ratings via Convolutional Neural Networks
by Bojing Feng & Wenfang Xue & Bindang Xue & Zeyu Liu - 2012.03606 Social Capital Contributions to Food Security: A Comprehensive Literature Review
by Saeed Nosratabadi & Nesrine Khazami & Marwa Ben Abdallah & Zoltan Lackner & Shahab S. Band & Amir Mosavi & Csaba Mako - 2012.03486 Asymptotic Normality for Multivariate Random Forest Estimators
by Kevin Li - 2012.03327 Competition, Politics, & Social Media
by Benson Tsz Kin Leung & Pinar Yildirim - 2012.03315 Human Social Cycling Spectrum
by Wang Zhijian & Yao Qingmei - 2012.03200 Pandemic risk management: resources contingency planning and allocation
by Xiaowei Chen & Wing Fung Chong & Runhuan Feng & Linfeng Zhang - 2012.03182 Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects
by Jiti Gao & Fei Liu & Bin Peng & Yayi Yan - 2012.03144 New Perspectives to Reduce Stress through Digital Humor
by Misnal Munir & Amaliyah & Moses Glorino Rumambo Pandin - 2012.03078 Constructing trading strategy ensembles by classifying market states
by Michal Balcerak & Thomas Schmelzer - 2012.03012 Statistical properties of the aftershocks of stock market crashes revisited: Analysis based on the 1987 crash, financial-crisis-2008 and COVID-19 pandemic
by Anish Rai & Ajit Mahata & Md Nurujjaman & Om Prakash - 2012.02968 Decision making in Economics -- a behavioral approach
by Amitesh Saha - 2012.02966 Assessing the effects of seasonal tariff-rate quotas on vegetable prices in Switzerland
by Daria Loginova & Marco Portmann & Martin Huber - 2012.02856 On the Resource Allocation for Political Campaigns
by Sebasti'an Morales & Charles Thraves - 2012.02806 Policy Maker's Credibility with Predetermined Instruments for Forward-Looking Targets
by Jean-Bernard Chatelain & Kirsten Ralf - 2012.02794 Impact of weather factors on migration intention using machine learning algorithms
by John Aoga & Juhee Bae & Stefanija Veljanoska & Siegfried Nijssen & Pierre Schaus - 2012.02708 A Multivariate Realized GARCH Model
by Ilya Archakov & Peter Reinhard Hansen & Asger Lunde - 2012.02698 A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices
by Ilya Archakov & Peter Reinhard Hansen - 2012.02662 Imperfect Credibility versus No Credibility of Optimal Monetary Policy
by Jean-Bernard Chatelain & Kirsten Ralf - 2012.02601 Asymmetric uncertainty : Nowcasting using skewness in real-time data
by Paul Labonne - 2012.02395 A New Parametrization of Correlation Matrices
by Ilya Archakov & Peter Reinhard Hansen - 2012.02394 Biased Programmers? Or Biased Data? A Field Experiment in Operationalizing AI Ethics
by Bo Cowgill & Fabrizio Dell'Acqua & Samuel Deng & Daniel Hsu & Nakul Verma & Augustin Chaintreau - 2012.02393 The Managerial Effects of Algorithmic Fairness Activism
by Bo Cowgill & Fabrizio Dell'Acqua & Sandra Matz - 2012.02390 Sharp Bounds in the Latent Index Selection Model
by Philip Marx - 2012.02277 Optimal Consumption under a Habit-Formation Constraint: the Deterministic Case
by Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young - 2012.02098 A Concern Analysis of FOMC Statements Comparing The Great Recession and The COVID-19 Pandemic
by Luis Felipe Guti'errez & Sima Siami-Namini & Neda Tavakoli & Akbar Siami Namin - 2012.02091 Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries
by Oscar Claveria - 2012.01903 Impact of COVID-19 on the trade of goods and services in Spain
by Asier Minondo - 2012.01888 Inference in mixed causal and noncausal models with generalized Student's t-distributions
by Francesco Giancaterini & Alain Hecq - 2012.01883 Competition analysis on the over-the-counter credit default swap market
by Louis Abraham - 2012.01850 Mathematical Game Theory: A New Approach
by Ulrich Faigle - 2012.01819 Bayesian Quantile-Based Portfolio Selection
by Taras Bodnar & Mathias Lindholm & Vilhelm Niklasson & Erik Thors'en - 2012.01814 Estimating the Blood Supply Elasticity: Evidence from a Universal Scale Benefit Scheme
by Sara R. Machado - 2012.01663 The Fake News Effect: Experimentally Identifying Motivated Reasoning Using Trust in News
by Michael Thaler - 2012.01623 Bull and Bear Markets During the COVID-19 Pandemic
by John M. Maheu & Thomas H. McCurdy & Yong Song - 2012.01548 Good News Is Not a Sufficient Condition for Motivated Reasoning
by Michael Thaler - 2012.01538 Gender Differences in Motivated Reasoning
by Michael Thaler - 2012.01505 Thermodynamics Formulation of Economics
by Burin Gumjudpai - 2012.01331 Accountability and Motivation
by Liqun Liu - 2012.01294 Research trends in combinatorial optimisation
by Jann Michael Weinand & Kenneth Sorensen & Pablo San Segundo & Max Kleinebrahm & Russell McKenna - 2012.01272 Ethnicity and gender influence the decision making in a multinational state: The case of Russia
by Tatiana Kozitsina & Anna Mikhaylova & Anna Komkova & Anastasia Peshkovskaya & Anna Sedush & Olga Menshikova & Mikhail Myagkov & Ivan Menshikov - 2012.01257 Error estimates for discrete approximations of game options with multivariate diffusion asset prices
by Yuri Kifer - 2012.01235 Forward utility and market adjustments in relative investment-consumption games of many players
by Goncalo dos Reis & Vadim Platonov - 2012.01160 A Study on the Efficiency of the Indian Stock Market
by Devansh Jain & Manthan Patel & Aman Narsaria & Siddharth Malik - 2012.01121 Portfolio Optimisation Using the D-Wave Quantum Annealer
by Frank Phillipson & Harshil Singh Bhatia - 2012.01025 Pick-an-object Mechanisms
by In'acio B'o & Rustamdjan Hakimov - 2012.01016 Labor Reforms in Rajasthan: A boon or a bane?
by Diti Goswami & Sourabh Bikas Paul - 2012.01011 Assignment Maximization
by Mustafa Ou{g}uz Afacan & In'acio B'o & Bertan Turhan - 2012.01004 Strategy-proof Popular Mechanisms
by Mustafa Ou{g}uz Afacan & In'acio B'o - 2012.00934 Molehills into mountains: Transitional pressures from household PV-battery adoption under flat retail and feed-in tariffs
by Kelvin Say & Michele John - 2012.00854 Transaction Fee Mechanism Design for the Ethereum Blockchain: An Economic Analysis of EIP-1559
by Tim Roughgarden - 2012.00840 Context information increases revenue in ad auctions: Evidence from a policy change
by S{i}la Ada & Nadia Abou Nabout & Elea McDonnell Feit - 2012.00821 Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data
by Aaron Wray & Matthew Meades & Dave Cliff - 2012.00812 Some game theoretic marketing attribution models
by Elisenda Molina & Juan Tejada & Tom Weiss - 2012.00787 Testable Implications of Multiple Equilibria in Discrete Games with Correlated Types
by Aureo de Paula & Xun Tang - 2012.00745 Double machine learning for sample selection models
by Michela Bia & Martin Huber & Luk'av{s} Laff'ers - 2012.00729 mlOSP: Towards a Unified Implementation of Regression Monte Carlo Algorithms
by Mike Ludkovski - 2012.00370 Evaluating (weighted) dynamic treatment effects by double machine learning
by Hugo Bodory & Martin Huber & Luk'av{s} Laff'ers - 2012.00359 Insiders and their Free Lunches: the Role of Short Positions
by Delia Coculescu & Aditi Dandapani - 2012.00345 Optimal Payoff under the Generalized Dual Theory of Choice
by Xue Dong He & Zhaoli Jiang - 2012.00219 Unbounded Dynamic Programming via the Q-Transform
by Qingyin Ma & John Stachurski & Alexis Akira Toda - 2012.00206 Wealth concentration in systems with unbiased binary exchanges
by Ben-Hur Francisco Cardoso & Sebasti'an Gonc{c}alves & Jos'e Roberto Iglesias - 2012.00103 Rise of the Kniesians: The professor-student network of Nobel laureates in economics
by Richard S. J. Tol - 2012.00098 Mediated Persuasion
by Andrew Kosenko - 2012.00095 How cumulative is technological knowledge?
by P. G. J. Persoon & R. N. A. Bekkers & F. Alkemade - 2011.15068 The Unintended Consequences of Stay-at-Home Policies on Work Outcomes: The Impacts of Lockdown Orders on Content Creation
by Xunyi Wang & Reza Mousavi & Yili Hong - 2011.14999 An Automatic Finite-Sample Robustness Metric: When Can Dropping a Little Data Make a Big Difference?
by Tamara Broderick & Ryan Giordano & Rachael Meager - 2011.14924 A Comparison of Statistical and Machine Learning Algorithms for Predicting Rents in the San Francisco Bay Area
by Paul Waddell & Arezoo Besharati-Zadeh - 2011.14834 The Effect of Education on Smoking Decisions in the United States
by Sang T. Truong - 2011.14823 Gender diversity in research teams and citation impact in Economics and Management
by Abdelghani Maddi & Yves Gingras - 2011.14817 TailCoR
by Sla{dj}ana Babi'c & Christophe Ley & Lorenzo Ricci & David Veredas - 2011.14809 Collective dynamics of stock market efficiency
by Luiz G. A. Alves & Higor Y. D. Sigaki & Matjaz Perc & Haroldo V. Ribeiro - 2011.14807 On Absolute and Relative Change
by Silvan Brauen & Philipp Erpf & Micha Wasem - 2011.14756 Production Networks and War
by Vasily Korovkin & Alexey Makarin - 2011.14440 Temporal assortment of cooperators in the spatial prisoner's dilemma
by Tim Johnson & Oleg Smirnov - 2011.14424 On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
by Niko Hauzenberger & Michael Pfarrhofer & Anna Stelzer - 2011.14219 Adaptive Inference in Multivariate Nonparametric Regression Models Under Monotonicity
by Koohyun Kwon & Soonwoo Kwon - 2011.14216 Inference in Regression Discontinuity Designs under Monotonicity
by Koohyun Kwon & Soonwoo Kwon - 2011.14112 Reconstruction Rating Model of Sovereign Debt by Logical Analysis of Data
by Elnaz Gholipour & B'ela Vizv'ari & Zolt'an Lakner - 2011.14094 On Classifying the Effects of Policy Announcements on Volatility
by Giampiero M. Gallo & Demetrio Lacava & Edoardo Otranto - 2011.13960 Finding Optimal Cancer Treatment using Markov Decision Process to Improve Overall Health and Quality of Life
by Navonil Deb & Abhinandan Dalal & Gopal Krishna Basak - 2011.13954 An authenticated and secure accounting system for international emissions trading
by Chenxing Li & Yang Yu & Andrew Chi-Chih Yao & Da Zhang & Xiliang Zhang - 2011.13900 Persuasion Produces the (Diamond) Paradox
by Mark Whitmeyer - 2011.13846 Persuading a Wishful Thinker
by Victor Augias & Daniel M. A. Barreto - 2011.13687 Nowcasting Networks
by Marc Chataigner & Stephane Crepey & Jiang Pu - 2011.13637 Fat Tailed Factors
by Jan Rosenzweig - 2011.13625 An Equilibrium Model for the Cross-Section of Liquidity Premia
by Johannes Muhle-Karbe & Xiaofei Shi & Chen Yang - 2011.13474 Multi-asset Generalised Variance Swaps in Barndorff-Nielsen and Shephard model
by Subhojit Biswas & Diganta Mukherjee & Indranil SenGupta - 2011.13369 Fragile, yet resilient: Adaptive decline in a collaboration network of firms
by Frank Schweitzer & Giona Casiraghi & Mario V. Tomasello & David Garcia - 2011.13275 Competitive Location Problems: Balanced Facility Location and the One-Round Manhattan Voronoi Game
by Thomas Byrne & S'andor P. Fekete & Jorg Kalcsics & Linda Kleist - 2011.13268 Price of liquidity in the reinsurance of fund returns
by David Saunders & Luis Seco & Markus Senn - 2011.13240 Blockchain mechanism and distributional characteristics of cryptos
by Min-Bin Lin & Kainat Khowaja & Cathy Yi-Hsuan Chen & Wolfgang Karl Hardle - 2011.13157 Simultaneous inference for time-varying models
by Sayar Karmakar & Stefan Richter & Wei Biao Wu - 2011.13132 Generative Learning of Heterogeneous Tail Dependence
by Xiangqian Sun & Xing Yan & Qi Wu - 2011.13113 Predicting S&P500 Index direction with Transfer Learning and a Causal Graph as main Input
by Djoumbissie David Romain - 2011.12869 Implementation of a cost-benefit analysis of Demand-Responsive Transport with a Multi-Agent Transport Simulation
by Conny Grunicke & Jan Christian Schluter & Jani-Pekka Jokinen - 2011.12781 Functional Principal Component Analysis for Cointegrated Functional Time Series
by Won-Ki Seo - 2011.12753 State Space Vasicek Model of a Longevity Bond
by Georgina Onuma Kalu & Chinemerem Dennis Ikpe & Benjamin Ifeanyichukwu Oruh & Samuel Asante Gyamerah - 2011.12544 On the benefits of index insurance in US agriculture: a large-scale analysis using satellite data
by Matthieu Stigler & David Lobell - 2011.12523 Exploiting arbitrage requires short selling
by Eckhard Platen & Stefan Tappe - 2011.12367 Classification of Priorities Such That Deferred Acceptance is Obviously Strategyproof
by Clayton Thomas - 2011.12348 The Application of Data Mining in the Production Processes
by Hamza Saad - 2011.12343 Use Bagging Algorithm to Improve Prediction Accuracy for Evaluation of Worker Performances at a Production Company
by Hamza Saad - 2011.12291 Asymmetric excitation of left- and right-tail extreme events probed using a Hawkes model: application to financial returns
by Matthew F. Tomlinson & David Greenwood & Marcin Mucha-Kruczynski - 2011.12057 Using Machine Learning to Create an Early Warning System for Welfare Recipients
by Dario Sansone & Anna Zhu - 2011.11801 Skill-driven Recommendations for Job Transition Pathways
by Nikolas Dawson & Mary-Anne Williams & Marian-Andrei Rizoiu - 2011.11776 The risk of death in newborn businesses during the first years in market
by Faustino Prieto & Jos'e Mar'ia Sarabia & Enrique Calder'in-Ojeda - 2011.11485 Doubly weighted M-estimation for nonrandom assignment and missing outcomes
by Akanksha Negi - 2011.11394 Assessing Systemic Risk in the Insurance Sector via Network Theory
by Gian Paolo Clemente & Alessandra Cornaro - 2011.11281 The Epps effect under alternative sampling schemes
by Patrick Chang & Etienne Pienaar & Tim Gebbie - 2011.11274 The Impact of Research Funding on Knowledge Creation and Dissemination: A study of SNSF Research Grants
by Rachel Heyard & Hanna Hottenrott - 2011.11084 Non-Identifiability in Network Autoregressions
by Federico Martellosio - 2011.11023 Exploiting network information to disentangle spillover effects in a field experiment on teens' museum attendance
by Silvia Noirjean & Marco Mariani & Alessandra Mattei & Fabrizia Mealli - 2011.11017 Machine Predictions and Human Decisions with Variation in Payoffs and Skill
by Michael Allan Ribers & Hannes Ullrich - 2011.10966 Discrete time multi-period mean-variance model: Bellman type strategy and Empirical analysis
by Shuzhen Yang - 2011.10958 A Framework for Conceptualizing Islamic Bank Socialization in Indonesia
by Suryo Budi Santoso & Herni Justiana Astuti - 2011.10957 The power of islamic scholars lecture to decide using Islamic bank with customer response strength approach
by Suryo Budi Santoso & Herni Justiana Astuti - 2011.10930 Real-Time Detection of Volatility in Liquidity Provision
by Matthew Brigida - 2011.10826 The short-run impact of COVID-19 on the activity in the insurance industry in the Republic of North Macedonia
by Viktor Stojkoski & Petar Jolakoski & Igor Ivanovski - 2011.10747 Continuous-Time Risk Contribution of the Terminal Variance and its Related Risk Budgeting Problem
by Mengjin Zhao & Guangyan Jia - 2011.10630 Solving path dependent PDEs with LSTM networks and path signatures
by Marc Sabate-Vidales & David v{S}iv{s}ka & Lukasz Szpruch - 2011.10509 Understanding the Distributional Aspects of Microcredit Expansions
by Melvyn Weeks & Tobias Gabel Christiansen - 2011.10485 Sequential Defaulting in Financial Networks
by P'al Andr'as Papp & Roger Wattenhofer - 2011.10423 Nonparametric instrumental regression with right censored duration outcomes
by Jad Beyhum & Jean-Pierre FLorens & Ingrid Van Keilegom - 2011.10384 Pricing in Integrated Heat and Power Markets
by Alvaro Gonzalez-Castellanos & David Pozo & Aldo Bischi - 2011.10300 Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon
by Ben Hambly & Renyuan Xu & Huining Yang - 2011.10252 A Semi-Parametric Bayesian Generalized Least Squares Estimator
by Ruochen Wu & Melvyn Weeks - 2011.10242 A Stationary Kyle Setup: Microfounding propagator models
by Michele Vodret & Iacopo Mastromatteo & Bence T'oth & Michael Benzaquen - 2011.10166 Retirement decision with addictive habit persistence in a jump diffusion market
by Guohui Guan & Qitao Huang & Zongxia Liang & Fengyi Yuan - 2011.10113 Price Impact on Term Structure
by Damiano Brigo & Federico Graceffa & Eyal Neuman - 2011.10101 Affine Pricing and Hedging of Collateralized Debt Obligations
by Zehra Eksi & Damir Filipovi'c - 2011.10090 Screening for breakthroughs
by Gregorio Curello & Ludvig Sinander - 2011.09640 Belief Error and Non-Bayesian Social Learning: Experimental Evidence
by Bou{g}ac{c}han c{C}elen & Sen Geng & Huihui Li - 2011.09607 FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance
by Xiao-Yang Liu & Hongyang Yang & Qian Chen & Runjia Zhang & Liuqing Yang & Bowen Xiao & Christina Dan Wang - 2011.09268 Allocating marketing resources over social networks: A long-term analysis
by Vineeth S. Varma & Samson Lasaulce & Julien Mounthanyvong & Irinel-Constantin Morarescu - 2011.09254 A Risk Based approach for the Solvency Capital requirement for Health Plans
by Fabio Baione & Davide Biancalana & Paolo De Angelis - 2011.09248 An application of Zero-One Inflated Beta regression models for predicting health insurance reimbursement
by Fabio Baione & Davide Biancalana & Paolo De Angelis - 2011.09226 Distributional uncertainty of the financial time series measured by G-expectation
by Shige Peng & Shuzhen Yang - 2011.09189 Cooperation in the Age of COVID-19: Evidence from Public Goods Games
by Patrick Mellacher - 2011.09147 Tempered stable distributions and finite variation Ornstein-Uhlenbeck processes
by Nicola Cufaro Petroni & Piergiacomo Sabino - 2011.09137 Principal Component Analysis and Factor Analysis for Feature Selection in Credit Rating
by Shenghuan Yang & lonut Florescu & Md Tariqul Islam - 2011.09129 Pricing the Information Quantity in Artworks
by Lan Ju & Zhiyong Tu & Changyong Xue - 2011.09119 Getting to a feasible income equality
by Ji-Won Park & Chae Un Kim - 2011.09109 On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling
by Atul Deshpande & John A Gubner & B. Ross Barmish - 2011.09052 Visual Time Series Forecasting: An Image-driven Approach
by Srijan Sood & Zhen Zeng & Naftali Cohen & Tucker Balch & Manuela Veloso - 2011.09029 A Two-Way Transformed Factor Model for Matrix-Variate Time Series
by Zhaoxing Gao & Ruey S. Tsay - 2011.09003 Emotions in Online Content Diffusion
by Yifan Yu & Shan Huang & Yuchen Liu & Yong Tan - 2011.08721 Assessing the use of transaction and location based insights derived from Automatic Teller Machines (ATMs) as near real time sensing systems of economic shocks
by Dharani Dhar Burra & Sriganesh Lokanathan - 2011.08717 COVID-19 and the stock market: evidence from Twitter
by Rahul Goel & Lucas Javier Ford & Maksym Obrizan & Rajesh Sharma - 2011.08639 Space-time budget allocation policy design for viral marketing
by I. C. Morarescu & V. S. Varma & L. Busoniu & S. Lasaulce - 2011.08620 Static Hedging of Weather and Price Risks in Electricity Markets
by Javier Pantoja Robayo & Juan C. Vera - 2011.08553 Marketing resource allocation in duopolies over social networks
by Vineeth S. Varma & Irinel-Constantin Morarescu & Samson Lasaulce & Samuel Martin - 2011.08531 Generalized Filtrations and Its Application to Binomial Asset Pricing Models
by Takanori Adachi & Katsushi Nakajima & Yoshihiro Ryu - 2011.08343 Option Pricing Incorporating Factor Dynamics in Complete Markets
by Yuan Hu & Abootaleb Shirvani & W. Brent Lindquist & Frank J. Fabozzi & Svetlozar T. Rachev - 2011.08275 Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes
by Gunduz Caginalp - 2011.08174 Policy design in experiments with unknown interference
by Davide Viviano & Jess Rudder - 2011.08148 Causal motifs and existence of endogenous cascades in directed networks with application to company defaults
by Irena Barjav{s}i'c & Hrvoje v{S}tefanv{c}i'c & Vedrana Pribiv{c}evi'c & Vinko Zlati'c - 2011.08128 Aplica\c{c}\~ao do Movimento Browniano Geom\'etrico para Simula\c{c}\~ao de Pre\c{c}os de A\c{c}\~oes do \'Indice Brasileiro de Small Caps
by Marcos Vin'icius dos Santos Ara'ujo - 2011.08011 Robust Analysis of Stock Price Time Series Using CNN and LSTM-Based Deep Learning Models
by Sidra Mehtab & Jaydip Sen & Subhasis Dasgupta - 2011.07994 Portfolio Risk Measurement Using a Mixture Simulation Approach
by Seyed Mohammad Sina Seyfi & Azin Sharifi & Hamidreza Arian