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Content
2020
- 2010.13061 Recurrent Conditional Heteroskedasticity
by T. -N. Nguyen & M. -N. Tran & R. Kohn
- 2010.13038 Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity
by Isao Yagi & Yuji Masuda & Takanobu Mizuta
- 2010.13036 Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation
by Isao Yagi & Shunya Maruyama & Takanobu Mizuta
- 2010.12736 Conditional beta and uncertainty factor in the cryptocurrency pricing model
by Khanh Q. Nguyen
- 2010.12651 Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests
by Aur'elien Alfonsi & Adel Cherchali & Jose Arturo Infante Acevedo
- 2010.12596 Effect of Long-Term Debt on the Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange
by David Haritone Shikumo & Oluoch Oluoch & Joshua Matanda Wepukhulu
- 2010.12577 On the profitability of selfish blockchain mining under consideration of ruin
by Hansjoerg Albrecher & Pierre-Olivier Goffard
- 2010.12569 Determinants of Financial Performance of Microfinance Banks in Kenya
by King'ori S. Ngumo & Kioko W. Collins & Shikumo H. David
- 2010.12550 Determinants of Lending to Small and Medium Enterprises by Commercial Banks in Kenya
by David Haritone Shikumo & Mwangi Mirie
- 2010.12470 A Practical Guide of Off-Policy Evaluation for Bandit Problems
by Masahiro Kato & Kenshi Abe & Kaito Ariu & Shota Yasui
- 2010.12439 Low-Rank Approximations of Nonseparable Panel Models
by Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner
- 2010.12415 Exploring investor behavior in Bitcoin: a study of the disposition effect
by Jurgen E. Schatzmann & Bernhard Haslhofer
- 2010.12351 Modeling the US-China trade conflict: a utility theory approach
by Yuhan Zhang & Cheng Chang
- 2010.12350 Love Thy Neighbor? Perceived Community Abidance and Private Compliance to COVID-19 Norms in India
by Upasak Das & Prasenjit Sarkhel & Sania Ashraf
- 2010.12270 Model of continuous random cascade processes in financial markets
by Jun-ichi Maskawa & Koji Kuroda
- 2010.12263 Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach
by Anthoulla Phella
- 2010.12245 Option Hedging with Risk Averse Reinforcement Learning
by Edoardo Vittori & Michele Trapletti & Marcello Restelli
- 2010.12158 Optimal per-loss reinsurance and investment to minimize the probability of drawdown
by Xia Han & Zhibin Liang
- 2010.12043 Trade-offs and synergies in managing coastal flood risk: A case study for New York City
by Robert L. Ceres & Chris E. Forest & Klaus Keller
- 2010.12038 Supporting Tool for The Transition of Existing Small and Medium Enterprises Towards Industry 4.0
by Miguel Baritto & Md Mashum Billal & S. M. Muntasir Nasim & Rumana Afroz Sultana & Mohammad Arani & Ahmed Jawad Qureshi
- 2010.12017 Harnessing Ambient Sensing & Naturalistic Driving Systems to Understand Links Between Driving Volatility and Crash Propensity in School Zones: A generalized hierarchical mixed logit framework
by Behram Wali & Asad Khattak
- 2010.12002 On the impact of publicly available news and information transfer to financial markets
by Metod Jazbec & Barna P'asztor & Felix Faltings & Nino Antulov-Fantulin & Petter N. Kolm
- 2010.11912 An assessment of European electricity arbitrage using storage systems
by Fernando N'u~nez & David Canca & 'Angel Arcos-Vargas
- 2010.11841 When Does it Pay Off to Learn a New Skill? Revealing the Complementary Benefit of Cross-Skilling
by Fabian Stephany
- 2010.11644 Theory-based residual neural networks: A synergy of discrete choice models and deep neural networks
by Shenhao Wang & Baichuan Mo & Jinhua Zhao
- 2010.11515 Conditional Systemic Risk Measures
by Alessandro Doldi & Marco Frittelli
- 2010.11482 Approximation-Robust Inference in Dynamic Discrete Choice
by Ben Deaner
- 2010.11460 Duration of exposure to inheritance law in India: Examining the heterogeneous effects on empowerment
by Shreya Biswas & Upasak Das & Prasenjit Sarkhel
- 2010.11388 Adversarial Attacks on Deep Algorithmic Trading Policies
by Yaser Faghan & Nancirose Piazza & Vahid Behzadan & Ali Fathi
- 2010.11261 Quantifying Uncertainties in Estimates of Income and Wealth Inequality
by Marta Boczon
- 2010.11030 Fire Sales, the LOLR and Bank Runs with Continuous Asset Liquidity
by Ulrich Bindseil & Edoardo Lanari
- 2010.10961 A Test for Kronecker Product Structure Covariance Matrix
by Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis
- 2010.10901 On Information Asymmetry in Competitive Multi-Agent Reinforcement Learning: Convergence and Optimality
by Ezra Tampubolon & Haris Ceribasic & Holger Boche
- 2010.10794 Worst-case sensitivity
by Jun-ya Gotoh & Michael Jong Kim & Andrew E. B. Lim
- 2010.10703 Cancellation of principal in banking: Four radical ideas emerge from deep examination of double entry bookkeeping in banking
by Brian P. Hanley
- 2010.10625 Analysis of Regional Cluster Structure By Principal Components Modelling in Russian Federation
by Alexander V. Bezrukov
- 2010.10484 A Simple, Short, but Never-Empty Confidence Interval for Partially Identified Parameters
by Jorg Stoye
- 2010.10435 Time-varying Forecast Combination for High-Dimensional Data
by Bin Chen & Kenwin Maung
- 2010.10260 Thermodynamics of markets
by Sergey Rashkovskiy
- 2010.10208 Impact of crop diversification on tribal farmer's income: A case study from Eastern ghats of India
by Sadasiba Tripathy & Sandhyarani Das
- 2010.10132 Are Crises Predictable? A Review of the Early Warning Systems in Currency and Stock Markets
by Peiwan Wang & Lu Zong
- 2010.10086 Identifying Crisis-Critical Intellectual Property Challenges during the Covid-19 Pandemic: A scenario analysis and conceptual extrapolation of innovation ecosystem dynamics using a visual mapping approach
by Alexander Moerchel & Frank Tietze & Leonidas Aristodemou & Pratheeba Vimalnath
- 2010.09937 Estimating and backtesting risk under heavy tails
by Marcin Pitera & Thorsten Schmidt
- 2010.09477 L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
by Zhentao Shi & Liangjun Su & Tian Xie
- 2010.09285 Equilibrium price in intraday electricity markets
by Ren'e Aid & Andrea Cosso & Huy^en Pham
- 2010.09246 Taking Over the Stock Market: Adversarial Perturbations Against Algorithmic Traders
by Elior Nehemya & Yael Mathov & Asaf Shabtai & Yuval Elovici
- 2010.09227 Influencing Competition Through Shelf Design
by Francisco Cisternas & Wee Chaimanowong & Alan Montgomery & Timothy Derdenger
- 2010.09186 Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium
by Masaaki Fujii & Akihiko Takahashi
- 2010.09108 Bridging the gap between Markowitz planning and deep reinforcement learning
by Eric Benhamou & David Saltiel & Sandrine Ungari & Abhishek Mukhopadhyay
- 2010.09074 The Duopoly Analysis of Graphics Card Market
by Nan Miles Xi
- 2010.09068 Differentiation of subjects of the Russian Federation according to the main parameters of socio-economic development
by Natalia A. Sadovnikova & Leysan A. Davletshina & Olga A. Zolotareva & Olga O. Lebedinskaya
- 2010.08992 Analysis of the impact of maker-taker fees on the stock market using agent-based simulation
by Isao Yagi & Mahiro Hoshino & Takanobu Mizuta
- 2010.08990 Information Design in Optimal Auctions
by Yi-Chun Chen & Xiangqian Yang
- 2010.08985 Scenario-decomposition Solution Framework for Nonseparable Stochastic Control Problems
by Xin Huang & Duan Li & Daniel Zhuoyu Long
- 2010.08962 Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance
by Wen-Juan Xu & Chen-Yang Zhong & Fei Ren & Tian Qiu & Rong-Da Chen & Yun-Xin He & Li-Xin Zhong
- 2010.08900 Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk
by Tetsuo Kurosaki & Young Shin Kim
- 2010.08890 The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool
by Ioannis P. Antoniades & Giuseppe Brandi & L. G. Magafas & T. Di Matteo
- 2010.08868 A Decomposition Approach to Counterfactual Analysis in Game-Theoretic Models
by Nathan Canen & Kyungchul Song
- 2010.08838 Empirical likelihood and uniform convergence rates for dyadic kernel density estimation
by Harold D. Chiang & Bing Yang Tan
- 2010.08835 Regional Synchronization during Economic Contraction: The Case of the U.S. and Japan
by Makoto Muto & Tamotsu Onozaki & Yoshitaka Saiki
- 2010.08825 Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform
by Makoto Muto & Yoshitaka Saiki
- 2010.08771 A Model of Choice with Minimal Compromise
by Mario Vazquez Corte
- 2010.08698 Is Image Encoding Beneficial for Deep Learning in Finance? An Analysis of Image Encoding Methods for the Application of Convolutional Neural Networks in Finance
by Dan Wang & Tianrui Wang & Ionuc{t} Florescu
- 2010.08631 The Large Core of College Admission Markets: Theory and Evidence
by P'eter Bir'o & Avinatan Hassidim & Assaf Romm & Ran I. Shorrer & S'andor S'ov'ag'o
- 2010.08601 Information Coefficient as a Performance Measure of Stock Selection Models
by Feng Zhang & Ruite Guo & Honggao Cao
- 2010.08497 AAMDRL: Augmented Asset Management with Deep Reinforcement Learning
by Eric Benhamou & David Saltiel & Sandrine Ungari & Abhishek Mukhopadhyay & Jamal Atif
- 2010.08463 Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice
by Andrii Babii & Xi Chen & Eric Ghysels & Rohit Kumar
- 2010.08407 KrigHedge: Gaussian Process Surrogates for Delta Hedging
by Mike Ludkovski & Yuri Saporito
- 2010.08400 Hybrid Modelling Approaches for Forecasting Energy Spot Prices in EPEC market
by Tahir Miriyev & Alessandro Contu & Kevin Schafers & Ion Gabriel Ion
- 2010.08386 Individual Heterogeneity and Cultural Attitudes in Credence Goods Provision
by Johnny Tang
- 2010.08263 Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning
by Xing Yan & Weizhong Zhang & Lin Ma & Wei Liu & Qi Wu
- 2010.08259 Unconventional Policies Effects on Stock Market Volatility: A MAP Approach
by Demetrio Lacava & Giampiero M. Gallo & Edoardo Otranto
- 2010.08122 An Application of H\"older's Inequality to Economics
by James Otterson
- 2010.08113 Measures of Model Risk in Continuous-time Finance Models
by Emese Lazar & Shuyuan Qi & Radu Tunaru
- 2010.08102 Estimating Sleep & Work Hours from Alternative Data by Segmented Functional Classification Analysis (SFCA)
by Klaus Ackermann & Simon D. Angus & Paul A. Raschky
- 2010.08037 How to Sell Hard Information
by S. Nageeb Ali & Nima Haghpanah & Xiao Lin & Ron Siegel
- 2010.08033 Background risk and small-stakes risk aversion
by Xiaosheng Mu & Luciano Pomatto & Philipp Strack & Omer Tamuz
- 2010.08028 The measure of model risk in credit capital requirements
by Roberto Baviera
- 2010.07826 Mass Flow Analysis of SARS-CoV-2 for quantified COVID-19 Risk Analysis
by Gjalt Huppes & Ruben Huele
- 2010.07659 Heteroscedasticity test of high-frequency data with jumps and microstructure noise
by Qiang Liu & Zhi Liu & Chuanhai Zhang
- 2010.07656 Comment: Individualized Treatment Rules Under Endogeneity
by Sukjin & Han
- 2010.07404 A Deep Learning Framework for Predicting Digital Asset Price Movement from Trade-by-trade Data
by Qi Zhao
- 2010.07403 The application of multivariate classification in evaluating the regional differentiation by population income in Russia
by Natalia A. Sadovnikova & Olga A. Zolotareva
- 2010.07402 A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets
by Yeguang Chi & Wenyan Hao
- 2010.07383 Optimal Insurance under Maxmin Expected Utility
by Corina Birghila & Tim J. Boonen & Mario Ghossoub
- 2010.07289 Choosing News Topics to Explain Stock Market Returns
by Paul Glasserman & Kriste Krstovski & Paul Laliberte & Harry Mamaysky
- 2010.07220 Markov Decision Processes with Recursive Risk Measures
by Nicole Bauerle & Alexander Glauner
- 2010.06954 Long term dynamics of poverty transitions in India
by Anand Sahasranaman
- 2010.06856 Catastrophic health expenditure and inequalities -- a district level study of West Bengal
by Pijush Kanti Das
- 2010.06842 Non-Additive Axiologies in Large Worlds
by Christian Tarsney & Teruji Thomas
- 2010.06747 An Application of Dirac's Interaction Picture to Option Pricing
by Mauricio Contreras G
- 2010.06723 The role of negative emissions in meeting China's 2060 carbon neutrality goal
by Jay Fuhrman & Andres F. Clarens & Haewon McJeon & Pralit Patel & Scott C. Doney & William M. Shobe & Shreekar Pradhan
- 2010.06700 Should the Ransomware be Paid?
by Rui Fang & Maochao Xu & Peng Zhao
- 2010.06568 A bi-directional approach to comparing the modular structure of networks
by Daniel Straulino & Mattie Landman & Neave O'Clery
- 2010.06452 Competition versus Cooperation: A class of solvable mean field impulse control problems
by Soren Christensen & Berenice Anne Neumann & Tobias Sohr
- 2010.06417 Asset Price Forecasting using Recurrent Neural Networks
by Hamed Vaheb
- 2010.06306 Local and Non-local Fractional Porous Media Equations
by Fatemeh Gharari & Karina Arias-Calluari & Fernando Alonso-Marroquin & Morteza. N. Najafi
- 2010.06227 Distributional Modeling and Forecasting of Natural Gas Prices
by Jonathan Berrisch & Florian Ziel
- 2010.05984 An Extension of the Birkhoff-von Neumann Theorem to Non-Bipartite Graphs
by Vijay V. Vazirani
- 2010.05970 Monitoring War Destruction from Space: A Machine Learning Approach
by Hannes Mueller & Andre Groger & Jonathan Hersh & Andrea Matranga & Joan Serrat
- 2010.05867 Differentially Private Secure Multi-Party Computation for Federated Learning in Financial Applications
by David Byrd & Antigoni Polychroniadou
- 2010.05712 Twin Estimates of the Effects of Prenatal Environment, Child Biology, and Parental Bias on Sex Differences in Early Age Mortality
by Roland Pongou
- 2010.05601 The loss optimisation of loan recovery decision times using forecast cash flows
by Arno Botha & Conrad Beyers & Pieter de Villiers
- 2010.05519 A Game-Theoretic Analysis of the Empirical Revenue Maximization Algorithm with Endogenous Sampling
by Xiaotie Deng & Ron Lavi & Tao Lin & Qi Qi & Wenwei Wang & Xiang Yan
- 2010.05462 Inflation, ECB and short-term interest rates: A new model, with calibration to market data
by F. Antonacci & C. Costantini & F. D'Ippoliti & M. Papi
- 2010.05398 Tight Bounds for a Class of Data-Driven Distributionally Robust Risk Measures
by Derek Singh & Shuzhong Zhang
- 2010.05376 Ambiguous Persuasion: An Ex-Ante Formulation
by Xiaoyu Cheng
- 2010.05342 Using Information to Amplify Competition
by Wenhao Li
- 2010.05311 Interpretable Neural Networks for Panel Data Analysis in Economics
by Yucheng Yang & Zhong Zheng & Weinan E
- 2010.05238 Specilized day trading -- a new view on an old game
by V Simovic & V Simovic
- 2010.05221 Identifying causal channels of policy reforms with multiple treatments and different types of selection
by Annabelle Doerr & Anthony Strittmatter
- 2010.05172 The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data
by Yucheng Yang & Yue Pang & Guanhua Huang & Weinan E
- 2010.05117 Combining Observational and Experimental Data to Improve Efficiency Using Imperfect Instruments
by George Z. Gui
- 2010.05087 Proportional resource allocation in dynamic n-player Blotto games
by Nejat Anbarc{i} & Kutay Cingiz & Mehmet S. Ismail
- 2010.05058 Valid t-ratio Inference for IV
by David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter
- 2010.04930 Asymptotic Properties of the Maximum Likelihood Estimator in Regime-Switching Models with Time-Varying Transition Probabilities
by Chaojun Li & Yan Liu
- 2010.04855 Kernel Methods for Causal Functions: Dose, Heterogeneous, and Incremental Response Curves
by Rahul Singh & Liyuan Xu & Arthur Gretton
- 2010.04833 Pandemic Lessons -- Devising an assessment framework to analyse policies for sustainability
by Pradipta Banerjee & Subhrabrata Choudhury
- 2010.04827 Towards Self-Regulating AI: Challenges and Opportunities of AI Model Governance in Financial Services
by Eren Kurshan & Hongda Shen & Jiahao Chen
- 2010.04814 When Is Parallel Trends Sensitive to Functional Form?
by Jonathan Roth & Pedro H. C. Sant'Anna
- 2010.04771 Off the Grid... and Back Again? The Recent Evolution of American Street Network Planning and Design
by Geoff Boeing
- 2010.04719 The relationship between driving volatility in time to collision and crash injury severity in a naturalistic driving environment
by Behram Wali & Asad Khattak & Thomas Karnowski
- 2010.04703 Sparse network asymptotics for logistic regression
by Bryan S. Graham
- 2010.04610 A GMM approach to estimate the roughness of stochastic volatility
by Anine E. Bolko & Kim Christensen & Mikko S. Pakkanen & Bezirgen Veliyev
- 2010.04404 Deep Reinforcement Learning for Asset Allocation in US Equities
by Miquel Noguer i Alonso & Sonam Srivastava
- 2010.04385 Identification of multi-valued treatment effects with unobserved heterogeneity
by Koki Fusejima
- 2010.04287 Jump Models with delay -- option pricing and logarithmic Euler-Maruyama scheme
by Nishant Agrawal & Yaozhong Hu
- 2010.04265 Debreu's open gap lemma for semiorders
by A. Estevan
- 2010.04140 Hierarchical PCA and Modeling Asset Correlations
by Marco Avellaneda & Juan Andr'es Serur
- 2010.04129 The English Patient: Evaluating Local Lockdowns Using Real-Time COVID-19 & Consumption Data
by John Gathergood & Benedict Guttman-Kenney
- 2010.04076 Inference with a single treated cluster
by Andreas Hagemann
- 2010.04044 Prediction intervals for Deep Neural Networks
by Tullio Mancini & Hector Calvo-Pardo & Jose Olmo
- 2010.03898 Consistent Specification Test of the Quantile Autoregression
by Anthoulla Phella
- 2010.03792 The Adaptive Doubly Robust Estimator for Policy Evaluation in Adaptive Experiments and a Paradox Concerning Logging Policy
by Masahiro Kato & Shota Yasui & Kenichiro McAlinn
- 2010.03677 Agent Based Computational Model Aided Approach to Improvise the Inequality-Adjusted Human Development Index (IHDI) for Greater Parity in Real Scenario Assessments
by Pradipta Banerjee & Subhrabrata Choudhury
- 2010.03606 Interpreting Unconditional Quantile Regression with Conditional Independence
by David M. Kaplan
- 2010.03580 Propagation of minimality in the supercooled Stefan problem
by Christa Cuchiero & Stefan Rigger & Sara Svaluto-Ferro
- 2010.03493 Sentiment of tweets and socio-economic characteristics as the determinants of voting behavior at the regional level. Case study of 2019 Polish parliamentary election
by Grzegorz Krochmal
- 2010.03464 To Act or not to Act? Political competition in the presence of a threat
by Arthur Fishman & Doron Klunover
- 2010.03455 No data? No problem! A Search-based Recommendation System with Cold Starts
by Pedro M. Gardete & Carlos D. Santos
- 2010.03382 Further results on the estimation of dynamic panel logit models with fixed effects
by Hugo Kruiniger
- 2010.03371 Dynamic coalitions in complex task environments: To change or not to change a winning team?
by Dario Blanco-Fernandez & Stephan Leitner & Alexandra Rausch
- 2010.03350 Modeling the commodity prices of base metals in Indian commodity market using a Higher Order Markovian Approach
by Suryadeepto Nag & Sankarshan Basu & Siddhartha P. Chakrabarty
- 2010.03315 Tail-risk protection: Machine Learning meets modern Econometrics
by Bruno Spilak & Wolfgang Karl Hardle
- 2010.03168 Cyclical phenomena in technological change
by Mario Coccia
- 2010.03025 Infinite-Dimensional Fisher Markets and Tractable Fair Division
by Yuan Gao & Christian Kroer
- 2010.02827 AHEAD : Ad-Hoc Electronic Auction Design
by Joffrey Derchu & Philippe Guillot & Thibaut Mastrolia & Mathieu Rosenbaum
- 2010.02711 Comment on Gouri\'eroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models
by Bernd Funovits
- 2010.02678 Leader Cultural Intelligence and Organizational Performance
by Saeed Nosratabadi & Parvaneh Bahrami & Khodayar Palouzian & Amir Mosavi
- 2010.02673 Modelling Temperature Variation of Mushroom Growing Hall Using Artificial Neural Networks
by Sina Ardabili & Amir Mosavi & Asghar Mahmoudi & Tarahom Mesri Gundoshmian & Saeed Nosratabadi & Annamaria R. Varkonyi-Koczy
- 2010.02670 State of the Art Survey of Deep Learning and Machine Learning Models for Smart Cities and Urban Sustainability
by Saeed Nosratabadi & Amir Mosavi & Ramin Keivani & Sina Ardabili & Farshid Aram
- 2010.02658 Extending Social Resource Exchange to Events of Abundance and Sufficiency
by Jonas B{aa}{aa}th & Adel Daoud
- 2010.02614 Heterogeneity in Food Expenditure amongst US families: Evidence from Longitudinal Quantile Regression
by Arjun Gupta & Soudeh Mirghasemi & Mohammad Arshad Rahman
- 2010.02511 Pricing and Hedging the No-Negative-Equity Guarantee in Equity-Release Mortgages
by Kevin Engelbrecht & Saul Jacka
- 2010.02398 A Recursive Logit Model with Choice Aversion and Its Application to Transportation Networks
by Austin Knies & Jorge Lorca & Emerson Melo
- 2010.02378 Protectionism and economic growth: Causal evidence from the first era of globalization
by Niklas Potrafke & Fabian Ruthardt & Kaspar Wuthrich
- 2010.02297 Testing homogeneity in dynamic discrete games in finite samples
by Federico A. Bugni & Jackson Bunting & Takuya Ura
- 2010.01996 Evaluation of company investment value based on machine learning
by Junfeng Hu & Xiaosa Li & Yuru Xu & Shaowu Wu & Bin Zheng
- 2010.01905 Information thermodynamics of financial markets: the Glosten-Milgrom model
by L'eo Touzo & Matteo Marsili & Don Zagier
- 2010.01844 Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices
by Nadja Klein & Michael Stanley Smith & David J. Nott
- 2010.01800 Robust and Efficient Estimation of Potential Outcome Means under Random Assignment
by Akanksha Negi & Jeffrey M. Wooldridge
- 2010.01727 Strikingly Suspicious Overnight and Intraday Returns
by Bruce Knuteson
- 2010.01687 Learning Risk Preferences from Investment Portfolios Using Inverse Optimization
by Shi Yu & Haoran Wang & Chaosheng Dong
- 2010.01492 A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application
by Yayi Yan & Jiti Gao & Bin Peng
- 2010.01428 Group cohesion under individual regulatory constraints
by Delia Coculescu & Freddy Delbaen
- 2010.01337 Bitcoin and its impact on the economy
by Merrick Wang
- 2010.01335 Wealth and Poverty: The Effect of Poverty on Communities
by Merrick Wang & Robert Johnston
- 2010.01319 Deep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations
by Lorenc Kapllani & Long Teng
- 2010.01312 Use Cases of Quantum Optimization for Finance
by Samuel Mugel & Enrique Lizaso & Roman Orus
- 2010.01265 DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis
by Chuheng Zhang & Yuanqi Li & Xi Chen & Yifei Jin & Pingzhong Tang & Jian Li
- 2010.01249 Optimal Echo Chambers
by Gabriel Martinez & Nicholas H. Tenev
- 2010.01241 Deep Learning for Digital Asset Limit Order Books
by Rakshit Jha & Mattijs De Paepe & Samuel Holt & James West & Shaun Ng
- 2010.01199 Market laws
by Caglar Tuncay
- 2010.01197 Stock2Vec: A Hybrid Deep Learning Framework for Stock Market Prediction with Representation Learning and Temporal Convolutional Network
by Xing Wang & Yijun Wang & Bin Weng & Aleksandr Vinel
- 2010.01193 Quadratic Funding and Matching Funds Requirements
by Ricardo A. Pasquini
- 2010.01157 Gold Standard Pairs Trading Rules: Are They Valid?
by Miroslav Fil
- 2010.01105 Policy evaluation of waste pricing programs using heterogeneous causal effect estimation
by Marica Valente
- 2010.01079 On Statistical Discrimination as a Failure of Social Learning: A Multi-Armed Bandit Approach
by Junpei Komiyama & Shunya Noda
- 2010.01043 Preventing crash in stock market: The role of economic policy uncertainty during COVID-19
by Peng-Fei Dai & Xiong Xiong & Zhifeng Liu & Toan Luu Duc Huynh & Jianjun Sun
- 2010.01031 Knowledge Discovery in Cryptocurrency Transactions: A Survey
by Xiao Fan Liu & Xin-Jian Jiang & Si-Hao Liu & Chi Kong Tse
- 2010.01018 Debunking Rumors in Networks
by Luca P. Merlino & Paolo Pin & Nicole Tabasso
- 2010.00413 Resilient Urban Housing Markets: Shocks vs. Fundamentals
by Amine Ouazad
- 2010.00305 Economic irreversibility in pandemic control processes: Rigorous modeling of delayed countermeasures and consequential cost increases
by Tsuyoshi Hondou
- 2010.00212 How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages
by Jean Bernard Chatelain & Kirsten Ralf
- 2009.14818 On Detecting Spoofing Strategies in High Frequency Trading
by Xuan Tao & Andrew Day & Lan Ling & Samuel Drapeau
- 2009.14764 Calibrating Local Volatility Models with Stochastic Drift and Diffusion
by Orcan Ogetbil & Narayan Ganesan & Bernhard Hientzsch
- 2009.14682 Regression to the Tail: Why the Olympics Blow Up
by Bent Flyvbjerg & Alexander Budzier & Daniel Lunn
- 2009.14561 Are cryptocurrencies becoming more interconnected?
by Nektarios Aslanidis & Aurelio F. Bariviera & Alejandro Perez-Laborda
- 2009.14559 Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift
by Jorn Sass & Dorothee Westphal
- 2009.14408 On The Quest For Economic Prosperity: A Higher Education Strategic Perspective For The Mena Region
by Amr A. Adly
- 2009.14378 Pareto's 80/20 Rule and the Gaussian Distribution
by Katsuaki Tanabe
- 2009.14367 Local Regression Distribution Estimators
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma
- 2009.14282 Predicting Non Farm Employment
by Tarun Bhatia
- 2009.14278 Price, Volatility and the Second-Order Economic Theory
by Victor Olkhov
- 2009.14136 Time your hedge with Deep Reinforcement Learning
by Eric Benhamou & David Saltiel & Sandrine Ungari & Abhishek Mukhopadhyay
- 2009.14113 On the Pricing of Currency Options under Variance Gamma Process
by Azwar Abdulsalam & Gowri Jayprakash & Abhijeet Chandra
- 2009.14097 When Local Governments' Stay-at-Home Orders Meet the White House's "Opening Up America Again"
by Reza Mousavi & Bin Gu
- 2009.13961 Online Action Learning in High Dimensions: A Conservative Perspective
by Claudio Cardoso Flores & Marcelo Cunha Medeiros
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