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Content
2020
- 2009.13861 A Computational Approach to Identification of Treatment Effects for Policy Evaluation
by Sukjin Han & Shenshen Yang
- 2009.13802 Expectations, Networks, and Conventions
by Benjamin Golub & Stephen Morris
- 2009.13595 Forecasting Short-term load using Econometrics time series model with T-student Distribution
by Kasun Chandrarathna & Arman Edalati & AhmadReza Fourozan tabar
- 2009.13564 Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions
by Alexis Akira Toda
- 2009.13484 Lockdown effects in US states: an artificial counterfactual approach
by Carlos B. Carneiro & I'uri H. Ferreira & Marcelo C. Medeiros & Henrique F. Pires & Eduardo Zilberman
- 2009.13404 Difference-in-Differences for Ordinal Outcomes: Application to the Effect of Mass Shootings on Attitudes toward Gun Control
by Soichiro Yamauchi
- 2009.13390 An analysis of network filtering methods to sovereign bond yields during COVID-19
by Raymond Ka-Kay Pang & Oscar Granados & Harsh Chhajer & Erika Fille Legara
- 2009.13384 Transparency, Auditability and eXplainability of Machine Learning Models in Credit Scoring
by Michael Bucker & Gero Szepannek & Alicja Gosiewska & Przemyslaw Biecek
- 2009.13235 Liquidations: DeFi on a Knife-edge
by Daniel Perez & Sam M. Werner & Jiahua Xu & Benjamin Livshits
- 2009.13222 An AI approach to measuring financial risk
by Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop
- 2009.13215 lCARE -- localizing Conditional AutoRegressive Expectiles
by Xiu Xu & Andrija Mihoci & Wolfgang Karl Hardle
- 2009.13160 The role of behavioural plasticity in finite vs infinite populations
by M. Kleshnina & K. Kaveh & K. Chatterjee
- 2009.13104 Ordinal Bayesian incentive compatibility in random assignment model
by Sulagna Dasgupta & Debasis Mishra
- 2009.13103 Predictors of Social Distancing and Mask-Wearing Behavior: Panel Survey in Seven U.S. States
by Plamen Nikolov & Andreas Pape & Ozlem Tonguc & Charlotte Williams
- 2009.13092 Learning Classifiers under Delayed Feedback with a Time Window Assumption
by Masahiro Kato & Shota Yasui
- 2009.13091 Teacher turnover in Rwanda
by Andrew Zeitlin
- 2009.13076 Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery
by Ajit Mahata & Anish rai & Om Prakash & Md Nurujjaman
- 2009.12910 Stochastic Stability of a Recency Weighted Sampling Dynamic
by Alexander Aurell & Gustav Karreskog
- 2009.12901 Client engineering of XVA in crisis and normality: Restructuring, Mandatory Breaks and Resets
by Chris Kenyon
- 2009.12871 Data-Driven Models of Selfish Routing: Why Price of Anarchy Does Depend on Network Topology
by Francisco Benita & Vittorio Bil`o & Barnab'e Monnot & Georgios Piliouras & Cosimo Vinci
- 2009.12838 On the Continuity of the Feasible Set Mapping in Optimal Transport
by Mario Ghossoub & David Saunders
- 2009.12665 Nonclassical Measurement Error in the Outcome Variable
by Christoph Breunig & Stephan Martin
- 2009.12350 Practical Option Valuations of Futures Contracts with Negative Underlying Prices
by Anatoliy Swishchuk & Ana Roldan-Contreras & Elham Soufiani & Guillermo Martinez & Mohsen Seifi & Nishant Agrawal & Yao Yao
- 2009.12335 Network geometry and market instability
by Areejit Samal & Hirdesh K. Pharasi & Sarath Jyotsna Ramaia & Harish Kannan & Emil Saucan & Jurgen Jost & Anirban Chakraborti
- 2009.12274 Reinsurance of multiple risks with generic dependence structures
by Manuel Guerra & Alexandra B. Moura
- 2009.12217 Latent Causal Socioeconomic Health Index
by Swen Kuh & Grace S. Chiu & Anton H. Westveld
- 2009.12155 A Decade of Evidence of Trend Following Investing in Cryptocurrencies
by Evans Rozario & Samuel Holt & James West & Shaun Ng
- 2009.12129 A first econometric analysis of the CRIX family
by Shi Chen & Cathy Yi-Hsuan Chen & Wolfgang Karl Hardle
- 2009.12121 A Machine Learning Based Regulatory Risk Index for Cryptocurrencies
by Xinwen Ni & Wolfgang Karl Hardle & Taojun Xie
- 2009.12114 Pareto efficient combinatorial auctions: dichotomous preferences without quasilinearity
by Komal Malik & Debasis Mishra
- 2009.12092 Copula-Based Factor Model for Credit Risk Analysis
by Meng-Jou Lu & Cathy Yi-Hsuan Chen & Wolfgang Karl Hardle
- 2009.11917 Learning in a Small/Big World
by Benson Tsz Kin Leung
- 2009.11867 The Affiliate Matching Problem: On Labor Markets where Firms are Also Interested in the Placement of Previous Workers
by Samuel Dooley & John P. Dickerson
- 2009.11743 A test for Heckscher-Ohlin using value-added exports
by Philipp Koch & Clemens Fessler
- 2009.11689 A characterization of absorbing sets in coalition formation games
by Agustin G. Bonifacio & Elena Inarra & Pablo Neme
- 2009.11660 Association between COVID-19 cases and international equity indices
by Nick James & Max Menzies
- 2009.11580 Social Learning in Nonatomic Routing Games
by Emilien Macault & Marco Scarsini & Tristan Tomala
- 2009.11557 A note on the impact of news on US household inflation expectations
by Ben Zhe Wang & Jeffrey Sheen & Stefan Truck & Shih-Kang Chao & Wolfgang Karl Hardle
- 2009.11545 Selling Two Identical Objects
by Sushil Bikhchandani & Debasis Mishra
- 2009.11367 Portfolio Optimization on Multivariate Regime Switching GARCH Model with Normal Tempered Stable Innovation
by Cheng Peng & Young Shin Kim & Stefan Mittnik
- 2009.11235 A step-by-step guide to design, implement, and analyze a discrete choice experiment
by Daniel P'erez-Troncoso
- 2009.11189 Qlib: An AI-oriented Quantitative Investment Platform
by Xiao Yang & Weiqing Liu & Dong Zhou & Jiang Bian & Tie-Yan Liu
- 2009.11075 A Deep Learning Approach for Dynamic Balance Sheet Stress Testing
by Anastasios Petropoulos & Vassilis Siakoulis & Konstantinos P. Panousis & Loukas Papadoulas & Sotirios Chatzis
- 2009.11064 Simulation-based optimisation of the timing of loan recovery across different portfolios
by Arno Botha & Conrad Beyers & Pieter de Villiers
- 2009.11007 Pricing Cryptocurrency Options
by Ai Jun Hou & Weining Wang & Cathy Y. H. Chen & Wolfgang Karl Hardle
- 2009.10972 The characteristic function of Gaussian stochastic volatility models: an analytic expression
by Eduardo Abi Jaber
- 2009.10852 Efficient Portfolios
by Keith A. Lewis
- 2009.10834 Analysis of the main factors for the configuration of green ports in Colombia
by Abraham Londono Pineda & Tatiana Arias Naranjo & Jose Alejandro Cano Arenas
- 2009.10823 Ants, robots, humans: a self-organizing, complex systems modeling approach
by Martin Jaraiz
- 2009.10819 Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models
by Sidra Mehtab & Jaydip Sen & Abhishek Dutta
- 2009.10764 CoVaR with volatility clustering, heavy tails and non-linear dependence
by Michele Leonardo Bianchi & Giovanni De Luca & Giorgia Rivieccio
- 2009.10451 The Two Growth Rates of the Economy
by Alexander Adamou & Yonatan Berman & Ole Peters
- 2009.10392 Distillation of News Flow into Analysis of Stock Reactions
by Junni L. Zhang & Wolfgang Karl Hardle & Cathy Y. Chen & Elisabeth Bommes
- 2009.10320 One-Sided Matching Markets with Endowments: Equilibria and Algorithms
by Jugal Garg & Thorben Trobst & Vijay V. Vazirani
- 2009.10103 Recent Developments on Factor Models and its Applications in Econometric Learning
by Jianqing Fan & Kunpeng Li & Yuan Liao
- 2009.10030 Complexity in economic and social systems: cryptocurrency market at around COVID-19
by Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Pawe{l} O'swik{e}cimka & Tomasz Stanisz & Marcin Wk{a}torek
- 2009.09998 On the Existence of Conditional Maximum Likelihood Estimates of the Binary Logit Model with Fixed Effects
by Martin Mugnier
- 2009.09993 A Generic Methodology for the Statistically Uniform & Comparable Evaluation of Automated Trading Platform Components
by Artur Sokolovsky & Luca Arnaboldi
- 2009.09978 A Time Series Data Analysis of Indian Commercial Dynamism
by Samsul Alam
- 2009.09816 Trading multiple mean reversion
by E. Boguslavskaya & M. Boguslavsky & D. Muravey
- 2009.09799 Industrial Topics in Urban Labor System
by Jaehyuk Park & Morgan R. Frank & Lijun Sun & Hyejin Youn
- 2009.09782 CRIX an index for cryptocurrencies
by Simon Trimborn & Wolfgang Karl Hardle
- 2009.09770 Implied Basket Correlation Dynamics
by Wolfgang Karl Hardle & Elena Silyakova
- 2009.09751 Convergence of Optimal Expected Utility for a Sequence of Binomial Models
by Friedrich Hubalek & Walter Schachermayer
- 2009.09739 Regularization Approach for Network Modeling of German Power Derivative Market
by Shi Chen & Wolfgang Karl Hardle & Brenda L'opez Cabrera
- 2009.09713 Model-driven statistical arbitrage on LETF option markets
by Sergey Nasekin & Wolfgang Karl Hardle
- 2009.09614 Spillovers of Program Benefits with Missing Network Links
by Lina Zhang
- 2009.09592 Optimal probabilistic forecasts: When do they work?
by Gael M. Martin & Rub'en Loaiza-Maya & David T. Frazier & Worapree Maneesoonthorn & Andr'es Ram'irez Hassan
- 2009.09572 Volterra mortality model: Actuarial valuation and risk management with long-range dependence
by Ling Wang & Mei Choi Chiu & Hoi Ying Wong
- 2009.09547 Sulfur emission reduction in cargo ship manufacturers and shipping companies based on MARPOL Annex VI
by Abraham Londono Pineda & Jose Alejandro Cano & Lissett Pulgarin
- 2009.09454 How Market Ecology Explains Market Malfunction
by Maarten P. Scholl & Anisoara Calinescu & J. Doyne Farmer
- 2009.09342 Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit
by Andrey Itkin & Dmitry Muravey
- 2009.09329 Endogenous Stochastic Arbitrage Bubbles and the Black--Scholes model
by Mauricio Contreras G
- 2009.09222 Tracking GDP in real-time using electricity market data: insights from the first wave of COVID-19 across Europe
by Carlo Fezzi & Valeria Fanghella
- 2009.09198 On the implementation of the Universal Basic Income as a response to technological unemployment
by Le Dong Hai Nguyen
- 2009.09165 A study into the impact of anti-extradition bill protests on Bangladeshi immigration into Hong Kong
by Siddhartha Datta
- 2009.09058 Explicit solution simulation method for the 3/2 model
by Iro Ren'e Kouarfate & Michael A. Kouritzin & Anne MacKay
- 2009.09007 Separability vs. robustness of Orlicz spaces: financial and economic perspectives
by Felix-Benedikt Liebrich & Max Nendel
- 2009.08826 Generalized distance to a simplex and a new geometrical method for portfolio optimization
by Fr'ed'eric Butin
- 2009.08821 A bounded operator approach to technical indicators without lag
by Fr'ed'eric Butin
- 2009.08814 Short dated smile under Rough Volatility: asymptotics and numerics
by Peter K. Friz & Paul Gassiat & Paolo Pigato
- 2009.08794 Simplicial persistence of financial markets: filtering, generative processes and portfolio risk
by Jeremy D. Turiel & Paolo Barucca & Tomaso Aste
- 2009.08668 International Trade Finance from the Origins to the Present: Market Structures, Regulation and Governance
by Olivier Accominotti & Stefano Ugolini
- 2009.08568 Inference for Large-Scale Linear Systems with Known Coefficients
by Zheng Fang & Andres Santos & Azeem M. Shaikh & Alexander Torgovitsky
- 2009.08533 Robust Asymptotic Growth in Stochastic Portfolio Theory under Long-Only Constraints
by David Itkin & Martin Larsson
- 2009.08412 Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation
by Kyle Steinhauer & Takahisa Fukadai & Sho Yoshida
- 2009.08291 Semiparametric Testing with Highly Persistent Predictors
by Bas Werker & Bo Zhou
- 2009.08269 Marxism, Logic and the Rate of Profit
by Robin Hirsch
- 2009.08214 Mean-variance portfolio selection with tracking error penalization
by William Lefebvre & Gregoire Loeper & Huy^en Pham
- 2009.08108 Fixed Effects Binary Choice Models with Three or More Periods
by Laurent Davezies & Xavier D'Haultfoeuille & Martin Mugnier
- 2009.08045 Identification and Estimation of A Rational Inattention Discrete Choice Model with Bayesian Persuasion
by Moyu Liao
- 2009.08030 The impact of COVID-19 on the stock market crash risk in China
by Zhifeng Liu & Toan Luu Duc Huynh & Peng-Fei Dai
- 2009.08010 Tail behavior of stopped L\'evy processes with Markov modulation
by Brendan K. Beare & Won-Ki Seo & Alexis Akira Toda
- 2009.07947 Using Machine Learning and Alternative Data to Predict Movements in Market Risk
by Thomas Dierckx & Jesse Davis & Wim Schoutens
- 2009.07892 Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories
by Christopher Kath & Florian Ziel
- 2009.07727 Latent Dirichlet Allocation Models for World Trade Analysis
by Diego Kozlowski & Viktoriya Semeshenko & Andrea Molinari
- 2009.07684 The direct and indirect effect of CAP support on farm income enhancement:a farm-based econometric analysis
by Simone Severini & Luigi Biagini
- 2009.07599 Economic Complexity and Growth: Can value-added exports better explain the link?
by Philipp Koch
- 2009.07551 Manipulation-Robust Regression Discontinuity Designs
by Takuya Ishihara & Masayuki Sawada
- 2009.07341 Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary
by Timo Dimitriadis & Xiaochun Liu & Julie Schnaitmann
- 2009.07202 Network Structures of Collective Intelligence: The Contingent Benefits of Group Discussion
by Joshua Becker & Abdullah Almaatouq & EmH{o}ke-'Agnes Horv'at
- 2009.07200 Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning
by Eric Benhamou & David Saltiel & Jean-Jacques Ohana & Jamal Atif
- 2009.07144 What factors have caused Japanese prefectures to attract a larger population influx?
by Keisuke Kokubun
- 2009.07124 An Agent-Based Model of Delegation Relationships With Hidden-Action: On the Effects of Heterogeneous Memory on Performance
by Patrick Reinwald & Stephan Leitner & Friederike Wall
- 2009.07086 Optimal Bidding Strategy for Maker Auctions
by Michael Darlin & Nikolaos Papadis & Leandros Tassiulas
- 2009.06960 COVID-19 Impact on Global Maritime Mobility
by Leonardo M. Millefiori & Paolo Braca & Dimitris Zissis & Giannis Spiliopoulos & Stefano Marano & Peter K. Willett & Sandro Carniel
- 2009.06914 The impact of social influence in Australian real-estate: market forecasting with a spatial agent-based model
by Benjamin Patrick Evans & Kirill Glavatskiy & Michael S. Harr'e & Mikhail Prokopenko
- 2009.06910 Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid
by Marius Lux & Wolfgang Karl Hardle & Stefan Lessmann
- 2009.06905 Which Trading Agent is Best? Using a Threaded Parallel Simulation of a Financial Market Changes the Pecking-Order
by Michael Rollins & Dave Cliff
- 2009.06894 Do economic effects of the anti-COVID-19 lockdowns in different regions interact through supply chains?
by Hiroyasu Inoue & Yohsuke Murase & Yasuyuki Todo
- 2009.06874 Recent scaling properties of Bitcoin price returns
by Tetsuya Takaishi
- 2009.06621 The Frisch--Waugh--Lovell Theorem for Standard Errors
by Peng Ding
- 2009.06570 Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity
by Alexander Klein & Guy Tchuente
- 2009.06558 Vector copulas
by Yanqin Fan & Marc Henry
- 2009.06521 Optimal market making under partial information and numerical methods for impulse control games with applications
by Diego Zabaljauregui
- 2009.06470 Crime Aggregation, Deterrence, and Witness Credibility
by Harry Pei & Bruno Strulovici
- 2009.06413 Supervised learning for the prediction of firm dynamics
by Falco J. Bargagli-Stoffi & Jan Niederreiter & Massimo Riccaboni
- 2009.06391 Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE
by Markus Eller & Niko Hauzenberger & Florian Huber & Helene Schuberth & Lukas Vashold
- 2009.06383 Robust discrete choice models with t-distributed kernel errors
by Rico Krueger & Michel Bierlaire & Thomas Gasos & Prateek Bansal
- 2009.06350 Upstreamness and downstreamness in input-output analysis from local and aggregate information
by Silvia Bartolucci & Fabio Caccioli & Francesco Caravelli & Pierpaolo Vivo
- 2009.06221 Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
by Damjana Kokol Bukovv{s}ek & Tomav{z} Kov{s}ir & Blav{z} Mojv{s}kerc & Matjav{z} Omladiv{c}
- 2009.06117 The Platform Design Problem
by Christos Papadimitriou & Kiran Vodrahalli & Mihalis Yannakakis
- 2009.06007 Bayesian modelling of time-varying conditional heteroscedasticity
by Sayar Karmakar & Arkaprava Roy
- 2009.05875 Regularized Solutions to Linear Rational Expectations Models
by Majid M. Al-Sadoon
- 2009.05771 Application of a system of indicatirs for assessing the socio-economic situation of a subject based on digital shadows
by Olga G. Lebedinskaya
- 2009.05652 Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent
by M. Bel'en Arouxet & Aurelio F. Bariviera & Ver'onica E. Pastor & Victoria Vampa
- 2009.05636 Machine Learning for Temporal Data in Finance: Challenges and Opportunities
by Jason Wittenbach & Brian d'Alessandro & C. Bayan Bruss
- 2009.05518 Mechanisms for a No-Regret Agent: Beyond the Common Prior
by Modibo Camara & Jason Hartline & Aleck Johnsen
- 2009.05508 Volatility Forecasting with 1-dimensional CNNs via transfer learning
by Bernadett Aradi & G'abor Petneh'azi & J'ozsef G'all
- 2009.05507 Forecasting the Leading Indicator of a Recession: The 10-Year minus 3-Month Treasury Yield Spread
by Sudiksha Joshi
- 2009.05498 Mean-$\rho$ portfolio selection and $\rho$-arbitrage for coherent risk measures
by Martin Herdegen & Nazem Khan
- 2009.05455 Object Recognition for Economic Development from Daytime Satellite Imagery
by Klaus Ackermann & Alexey Chernikov & Nandini Anantharama & Miethy Zaman & Paul A Raschky
- 2009.05360 Inferring hidden potentials in analytical regions: uncovering crime suspect communities in Medell\'in
by Alejandro Puerta & Andr'es Ram'irez-Hassan
- 2009.05311 Strategy-proof allocation with outside option
by Jun Zhang
- 2009.05274 Measuring Cognitive Abilities in the Wild: Validating a Population-Scale Game-Based Cognitive Assessment
by Mads Kock Pedersen & Carlos Mauricio Casta~no D'iaz & Qian Janice Wang & Mario Alejandro Alba-Marrugo & Ali Amidi & Rajiv Vaid Basaiawmoit & Carsten Bergenholtz & Morten H. Christiansen & Miroslav Gajdacz & Ralph Hertwig & Byurakn Ishkhanyan & Kim Klyver & Nicolai Ladegaard & Kim Mathiasen & Christine Parsons & Janet Rafner & Anders Ryom Villadsen & Mikkel Wallentin & Blanka Zana & Jacob Friis Sherson
- 2009.05245 Reforms meet fairness concerns in school and college admissions
by Somouaoga Bonkoungou & Alexander Nesterov
- 2009.05194 Scenario Forecast of Cross-border Electric Interconnection towards Renewables in South America
by Wenhao Wang & Jing Meng & Duan Chen & Wei Cong
- 2009.05150 Inference for high-dimensional exchangeable arrays
by Harold D. Chiang & Kengo Kato & Yuya Sasaki
- 2009.05124 Tiered Random Matching Markets: Rank is Proportional to Popularity
by Itai Ashlagi & Mark Braverman & Amin Saberi & Clayton Thomas & Geng Zhao
- 2009.05034 Deep Replication of a Runoff Portfolio
by Thomas Krabichler & Josef Teichmann
- 2009.04975 Forecasting financial markets with semantic network analysis in the COVID-19 crisis
by A. Fronzetti Colladon & S. Grassi & F. Ravazzolo & F. Violante
- 2009.04917 The 2020 Sturgis Motorcycle Rally and COVID-19
by Yong Cai & Grant Goehring
- 2009.04912 On the Effectiveness of Minisum Approval Voting in an Open Strategy Setting: An Agent-Based Approach
by Joop van de Heijning & Stephan Leitner & Alexandra Rausch
- 2009.04824 Is Factor Momentum More than Stock Momentum?
by Antoine Falck & Adam Rej & David Thesmar
- 2009.04786 Price formation and optimal trading in intraday electricity markets
by Olivier F'eron & Peter Tankov & Laura Tinsi
- 2009.04767 Using Nudges to Prevent Student Dropouts in the Pandemic
by Guilherme Lichand & Julien Christen
- 2009.04536 Improving Investment Suggestions for Peer-to-Peer (P2P) Lending via Integrating Credit Scoring into Profit Scoring
by Yan Wang & Xuelei Sherry Ni
- 2009.04514 X-Value adjustments: accounting versus economic management perspectives
by Alberto Elices
- 2009.04462 A Survey on Data Pricing: from Economics to Data Science
by Jian Pei
- 2009.04461 Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies
by Alla Petukhina & Simon Trimborn & Wolfgang Karl Hardle & Hermann Elendner
- 2009.04408 Fairness principles for insurance contracts in the presence of default risk
by Delia Coculescu & Freddy Delbaen
- 2009.04200 Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies
by Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Hardle
- 2009.04173 Random Non-Expected Utility: Non-Uniqueness
by Yi-Hsuan Lin
- 2009.04171 A Framework for Crop Price Forecasting in Emerging Economies by Analyzing the Quality of Time-series Data
by Ayush Jain & Smit Marvaniya & Shantanu Godbole & Vitobha Munigala
- 2009.04151 Multi-utility representations of incomplete preferences induced by set-valued risk measures
by Cosimo Munari
- 2009.04144 Law-invariant functionals that collapse to the mean
by Fabio Bellini & Pablo Koch-Medina & Cosimo Munari & Gregor Svindland
- 2009.04113 Inter-organisational patent opposition network: How companies form adversarial relationships
by Tomomi Kito & Nagi Moriya & Junichi Yamanoi
- 2009.04037 The Impact of COVID-19 and Policy Responses on Australian Income Distribution and Poverty
by Jinjing Li & Yogi Vidyattama & Hai Anh La & Riyana Miranti & Denisa M Sologon
- 2009.03844 Exact Computation of Maximum Rank Correlation Estimator
by Youngki Shin & Zvezdomir Todorov
- 2009.03761 Electoral Accountability and Selection with Personalized Information Aggregation
by Anqi Li & Lin Hu
- 2009.03719 Sales Policies for a Virtual Assistant
by Wenjia Ba & Haim Mendelson & Mingxi Zhu
- 2009.03716 Local Composite Quantile Regression for Regression Discontinuity
by Xiao Huang & Zhaoguo Zhan
- 2009.03653 Simulation Methods for Robust Risk Assessment and the Distorted Mix Approach
by Sojung Kim & Stefan Weber
- 2009.03436 Globalization? Trade War? A Counterbalance Perspective
by Xingwei Hu
- 2009.03394 Deep Learning, Predictability, and Optimal Portfolio Returns
by Mykola Babiak & Jozef Barunik
- 2009.03379 Counterfactual and Welfare Analysis with an Approximate Model
by Roy Allen & John Rehbeck
- 2009.03362 Topological Data Analysis for Portfolio Management of Cryptocurrencies
by Rodrigo Rivera-Castro & Polina Pilyugina & Evgeny Burnaev
- 2009.03361 Dimension Reduction for High Dimensional Vector Autoregressive Models
by Gianluca Cubadda & Alain Hecq
- 2009.03239 A Stock Prediction Model Based on DCNN
by Qiao Zhou & Ningning Liu
- 2009.03202 The Seven-League Scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations
by Shuaiqiang Liu & Lech A. Grzelak & Cornelis W. Oosterlee
- 2009.03160 A graphical approach to carbon-efficient spot market scheduling for Power-to-X applications
by Neeraj Bokde & Bo Tranberg & Gorm Bruun Andresen
- 2009.03151 Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data
by Yang Ning & Sida Peng & Jing Tao
- 2009.03094 Capturing dynamics of post-earnings-announcement drift using genetic algorithm-optimised supervised learning
by Zhengxin Joseph Ye & Bjorn W. Schuller
- 2009.02979 An Analysis of Random Elections with Large Numbers of Voters
by Matthew Harrison-Trainor
- 2009.02904 Dependent Conditional Value-at-Risk for Aggregate Risk Models
by Bony Josaphat & Khreshna Syuhada
- 2009.02854 Two-Stage Maximum Score Estimator
by Wayne Yuan Gao & Sheng Xu & Kan Xu
- 2009.02853 Do Black and Indigenous Communities Receive their Fair Share of Vaccines Under the 2018 CDC Guidelines
by Parag A. Pathak & Harald Schmidt & Adam Solomon & Edwin Song & Tayfun Sonmez & M. Utku Unver
- 2009.02808 Limit Order Book (LOB) shape modeling in presence of heterogeneously informed market participants
by Mouhamad Drame
- 2009.02642 Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects
by Lina Zhang & David T. Frazier & D. S. Poskitt & Xueyan Zhao
- 2009.02566 Skewing Quanto with Simplicity
by George Hong
- 2009.02486 COVID-19: Tail Risk and Predictive Regressions
by Walter Distaso & Rustam Ibragimov & Alexander Semenov & Anton Skrobotov
- 2009.02314 Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects
by Whitney K. Newey & Sami Stouli
- 2009.02262 Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?
by Yicong Lin & Hanno Reuvers
- 2009.02198 Unlucky Number 13? Manipulating Evidence Subject to Snooping
by Uwe Hassler & Marc-Oliver Pohle
- 2009.01995 Instrument Validity for Heterogeneous Causal Effects
by Zhenting Sun
- 2009.01963 The role of parallel trends in event study settings: An application to environmental economics
by Michelle Marcus & Pedro H. C. Sant'Anna
- 2009.01749 Using Household Grants to Benchmark the Cost Effectiveness of a USAID Workforce Readiness Program
by Craig McIntosh & Andrew Zeitlin
- 2009.01676 Automated Market Makers for Decentralized Finance (DeFi)
by Yongge Wang
- 2009.01644 A note on large deviations in life insurance
by Stefan Gerhold
- 2009.01575 Deep Learning in Science
by Stefano Bianchini & Moritz Muller & Pierre Pelletier
- 2009.01517 A Robust Score-Driven Filter for Multivariate Time Series
by Enzo D'Innocenzo & Alessandra Luati & Mario Mazzocchi
- 2009.01505 Hidden Group Time Profiles: Heterogeneous Drawdown Behaviours in Retirement
by Igor Balnozan & Denzil G. Fiebig & Anthony Asher & Robert Kohn & Scott A. Sisson
- 2009.01430 Eliciting Information from Sensitive Survey Questions
by Yonghong An & Pengfei Liu
- 2009.01343 Bear Markets and Recessions versus Bull Markets and Expansions
by Abdulnasser Hatemi-J
- 2009.01317 Towards Earnings Call and Stock Price Movement
by Zhiqiang Ma & Grace Bang & Chong Wang & Xiaomo Liu
- 2009.01276 Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon
by Tiziano De Angelis
- 2009.01219 Weak error rates for option pricing under linear rough volatility
by Christian Bayer & Eric Joseph Hall & Ra'ul Tempone
- 2009.00972 Infinite horizon utility maximisation from inter-temporal wealth
by Michael Monoyios
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