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Content
2024
- 2501.01448 Agency-Driven Labor Theory: A Framework for Understanding Human Work in the AI Age
by Venkat Ram Reddy Ganuthula
- 2501.01447 Analyzing Country-Level Vaccination Rates and Determinants of Practical Capacity to Administer COVID-19 Vaccines
by Sharika J. Hegde & Max T. M. Ng & Marcos Rios & Hani S. Mahmassani & Ying Chen & Karen Smilowitz
- 2501.00634 Copula Central Asymmetry of Equity Portfolios
by Lorenzo Frattarolo
- 2501.00633 Panel Estimation of Taxable Income Elasticities with Heterogeneity and Endogenous Budget Sets
by Soren Blomquist & Anil Kumar & Whitney K. Newey
- 2501.00618 An Evaluation of Borda Count Variations Using Ranked Choice Voting Data
by N. Bradley Fox & Benjamin Bruyns
- 2501.00578 The Limits of Tolerance
by Alan D. Miller
- 2501.00428 Regression discontinuity aggregation, with an application to the union effects on inequality
by Kirill Borusyak & Matan Kolerman-Shemer
- 2501.00382 Adventures in Demand Analysis Using AI
by Philipp Bach & Victor Chernozhukov & Sven Klaassen & Martin Spindler & Jan Teichert-Kluge & Suhas Vijaykumar
- 2501.00235 Robust Intervention in Networks
by Daeyoung Jeong & Tongseok Lim & Euncheol Shin
- 2501.00218 How Well Did U.S. Rail and Intermodal Freight Respond to the COVID-19 Pandemic vs. the Great Recession?
by Max T. M. Ng & Joseph Schofer & Hani S. Mahmassani
- 2501.00075 Community detection by simulated bifurcation
by Wei Li & Yi-Lun Du & Nan Su & Konrad Tywoniuk & Kyle Godbey & Horst Stocker
- 2501.00058 European Defence Readiness: A Cold War 2.0 scenario analysis
by d'Artis Kancs
- 2501.00034 Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction
by Chengyue Huang & Yahe Yang
- 2412.21192 Rough differential equations for volatility
by Ofelia Bonesini & Emilio Ferrucci & Ioannis Gasteratos & Antoine Jacquier
- 2412.21181 Causal Hangover Effects
by Andreas Santucci & Eric Lax
- 2412.20853 Incentive-Compatible Collusion-Resistance via Posted Prices
by Matheus V. X. Ferreira & Yotam Gafni & Max Resnick
- 2412.20847 Strategic Learning and Trading in Broker-Mediated Markets
by Alif Aqsha & Fayc{c}al Drissi & Leandro S'anchez-Betancourt
- 2412.20669 Econometric Analysis of Pandemic Disruption and Recovery Trajectory in the U.S. Rail Freight Industry
by Max T. M. Ng & Hani S. Mahmassani & Joseph L. Schofer
- 2412.20447 Cool, But What About Oracles? An Oracle-Based Perspective on Blockchain Integration in the Accounting Field
by Giulio Caldarelli
- 2412.20438 Integrating Natural Language Processing Techniques of Text Mining Into Financial System: Applications and Limitations
by Denisa Millo & Blerina Vika & Nevila Baci
- 2412.20420 Automated Demand Forecasting in small to medium-sized enterprises
by Thomas Gaertner & Christoph Lippert & Stefan Konigorski
- 2412.20285 Consumption Periods in Advance Selling Auctions: Evidence from US Timber Market
by Shosuke Noguchi & Suguru Otani
- 2412.20225 Machine and Deep Learning for Credit Scoring: A compliant approach
by Abdollah Rida
- 2412.20204 Fitting Dynamically Misspecified Models: An Optimal Transportation Approach
by Jean-Jacques Forneron & Zhongjun Qu
- 2412.20176 The impact of China's economic growth on poverty alleviation: From absolute to relative poverty
by Yixun Kang & Ying Li
- 2412.20173 Debiased Nonparametric Regression for Statistical Inference and Distributionally Robustness
by Masahiro Kato
- 2412.20138 TradingAgents: Multi-Agents LLM Financial Trading Framework
by Yijia Xiao & Edward Sun & Di Luo & Wei Wang
- 2412.19983 A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic
by Wenjie Lan
- 2412.19932 Hidformer: Transformer-Style Neural Network in Stock Price Forecasting
by Kamil {L}. Szyd{l}owski & Jaros{l}aw A. Chudziak
- 2412.19931 Pivoting B2B platform business models: From platform experimentation to multi-platform integration to ecosystem envelopment
by Clara Filosa & Marin Jovanovic & Lara Agostini & Anna Nosella
- 2412.19861 Measurement of coupling development level of new infrastructure investment and digital transformation and its temporal and spatial evolution trend
by Sanglin Zhao & Jikang Cao
- 2412.19850 The Patterns of Digital Deception
by Gregory M. Dickinson
- 2412.19817 Digital transformation: A systematic review and bibliometric analysis from the corporate finance perspective
by Ping Zhang & Yiru Wang
- 2412.19784 Can AI Help with Your Personal Finances?
by Oudom Hean & Utsha Saha & Binita Saha
- 2412.19754 Complement or substitute? How AI increases the demand for human skills
by Elina Makela & Fabian Stephany
- 2412.19555 Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models
by Frederik Krabbe
- 2412.19546 Quantiles under ambiguity and risk sharing
by Peng Liu & Tiantian Mao & Ruodu Wang
- 2412.19506 A Certain Notion of Strategy Freedom under Retail Competition in Claims Problems
by Kentar^o Yamamoto
- 2412.19462 Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms
by J. Chen & S. D. Ahipac{s}aou{g}lu & N. Zhang & Y. Yang
- 2412.19372 Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading
by Adamantios Ntakaris & Gbenga Ibikunle
- 2412.19301 Sanctions and Venezuelan Migration
by Francisco Rodr'iguez
- 2412.19245 Sentiment trading with large language models
by Kemal Kirtac & Guido Germano
- 2412.19236 A Malliavin Calculus Approach to Backward Stochastic Volterra Integral Equations
by Qian Lei & Chi Seng Pun
- 2412.19058 A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching
by Guanxing Fu & Xiaomin Shi & Zuo Quan Xu
- 2412.19024 Nonparametric Estimation of Matching Efficiency and Elasticity in a Spot Gig Work Platform: 2019-2023
by Hayato Kanayama & Suguru Otani
- 2412.19020 Travelling wave solutions of an equation of Harry Dym type arising in the Black-Scholes framework
by Jorge P. Zubelli & Kuldeep Singh & Vinicius Albani & Ioannis Kourakis
- 2412.18875 Market allocations under conflation of goods
by Niccol`o Urbinat & Marco LiCalzi
- 2412.18714 Using Ordinal Voting to Compare the Utilitarian Welfare of a Status Quo and A Proposed Policy: A Simple Nonparametric Analysis
by Charles F. Manski
- 2412.18699 Market Basket Analysis Using Rule-Based Algorithms and Data Mining Techniques
by Marina Kholod & Nikita Mokrenko
- 2412.18628 Streaming problems as (multi-issue) claims problems
by Gustavo Berganti~nos & Juan D. Moreno-Ternero
- 2412.18580 A mathematical framework for modelling CLMM dynamics in continuous time
by Shen-Ning Tung & Tai-Ho Wang
- 2412.18563 A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
by Gang Huang & Xiaohua Zhou & Qingyang Song
- 2412.18498 Dynamic Mean-Variance Asset Allocation in General Incomplete Markets A Nonlocal BSDE-based Feedback Control Approach
by Qian Lei & Chi Seng Pun & Jingxiang Tang
- 2412.18486 Calibrating the Subjective
by Mark Whitmeyer
- 2412.18449 Robust Equilibria in Generic Extensive form Games
by Lucas Pahl & Carlos Pimienta
- 2412.18405 Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies
by Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk
- 2412.18346 ORAN Drives Higher Returns on Investments in Urban and Suburban Regions
by Priyanka Sharma & Edward J. Oughton & Aleksan Shanoyan
- 2412.18337 The Value of AI-Generated Metadata for UGC Platforms: Evidence from a Large-scale Field Experiment
by Xinyi Zhang & Chenshuo Sun & Renyu Zhang & Khim-Yong Goh
- 2412.18222 Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications
by Yuhan Wang & Zhen Xu & Yue Yao & Jinsong Liu & Jiating Lin
- 2412.18202 Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms
by Zhuohuan Hu & Richard Yu & Zizhou Zhang & Haoran Zheng & Qianying Liu & Yining Zhou
- 2412.18201 Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit
by Geoffrey Hutinet & J. E. Pascoe
- 2412.18174 INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent
by Haohang Li & Yupeng Cao & Yangyang Yu & Shashidhar Reddy Javaji & Zhiyang Deng & Yueru He & Yuechen Jiang & Zining Zhu & Koduvayur Subbalakshmi & Guojun Xiong & Jimin Huang & Lingfei Qian & Xueqing Peng & Qianqian Xie & Jordan W. Suchow
- 2412.18130 Profit Allocation in the We Media Value Chain: A Shapley Value-Based Approach
by Jianfei Xu & Rui Zhang & Junhui Fan
- 2412.18080 Conditional Influence Functions
by Victor Chernozhukov & Whitney K. Newey & Vasilis Syrgkanis
- 2412.18032 A physics-engineering-economic model coupling approach for estimating the socio-economic impacts of space weather scenarios
by Edward J. Oughton & Dennies K. Bor & Michael Wiltberger & Robert Weigel & C. Trevor Gaunt & Ridvan Dogan & Liling Huang
- 2412.17866 Artificial Intelligence, Scientific Discovery, and Product Innovation
by Aidan Toner-Rodgers
- 2412.17822 Emergent poverty traps and inequality at multiple levels impedes social mobility
by Charles Dupont & Debraj Roy
- 2412.17753 Minimax Optimal Simple Regret in Two-Armed Best-Arm Identification
by Masahiro Kato
- 2412.17712 Broker-Trader Partial Information Nash-Equilibria
by Xuchen Wu & Sebastian Jaimungal
- 2412.17598 A large non-Gaussian structural VAR with application to Monetary Policy
by Jan Pruser
- 2412.17526 State spaces of multifactor approximations of nonnegative Volterra processes
by Eduardo Abi Jaber & Christian Bayer & Simon Breneis
- 2412.17470 A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics
by Benedikt M. Potscher & David Preinerstorfer
- 2412.17379 Advanced Models for Hourly Marginal CO2 Emission Factor Estimation: A Synergy between Fundamental and Statistical Approaches
by Souhir Ben Amor & Smaranda Sgarciu & Taimyra BatzLineiro & Felix Muesgens
- 2412.17354 Bayesian penalized empirical likelihood and Markov Chain Monte Carlo sampling
by Jinyuan Chang & Cheng Yong Tang & Yuanzheng Zhu
- 2412.17314 Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt
by Pengbin Feng & Yankaiqi Li & Yijiashun Qi & Xiaojun Guo & Zhenghao Lin
- 2412.17293 Multimodal Deep Reinforcement Learning for Portfolio Optimization
by Sumit Nawathe & Ravi Panguluri & James Zhang & Sashwat Venkatesh
- 2412.17181 Gaussian and Bootstrap Approximation for Matching-based Average Treatment Effect Estimators
by Zhaoyang Shi & Chinmoy Bhattacharjee & Krishnakumar Balasubramanian & Wolfgang Polonik
- 2412.17021 Competitive Facility Location with Market Expansion and Customer-centric Objective
by Cuong Le & Tien Mai & Ngan Ha Duong & Minh Hoang Ha
- 2412.16927 The impact of Egypt's accession to the BRICS group on the foreign exchange crisis in Egypt
by Yasmeen Fekery Yaseen El Khodary & Mousa Gowfal Selmey Gowfal Selmey & Elsayed Farrag Elsaid Mohamed Elsayed
- 2412.16850 A Limit Order Book Model for High Frequency Trading with Rough Volatility
by Yun Chen-Shue & Yukun Li & Jiongmin Yong
- 2412.16655 Direct Inversion for the Squared Bessel Process and Applications
by Simon J. A. Malham & Anke Wiese & Yifan Xu
- 2412.16591 Data-Driven Economic Agent-Based Models
by Marco Pangallo & R. Maria del Rio-Chanona
- 2412.16452 Sharp Results for Hypothesis Testing with Risk-Sensitive Agents
by Flora C. Shi & Stephen Bates & Martin J. Wainwright
- 2412.16436 Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures
by Ulrich Horst & Wei Xu & Rouyi Zhang
- 2412.16384 Algorithmic Contract Theory: A Survey
by Paul Duetting & Michal Feldman & Inbal Talgam-Cohen
- 2412.16352 Counting Defiers in Health Care: A Design-Based Model of an Experiment Can Reveal Evidence Against Monotonicity
by Neil Christy & Amanda Ellen Kowalski
- 2412.16333 Optimizing Fintech Marketing: A Comparative Study of Logistic Regression and XGBoost
by Sahar Yarmohammadtoosky Dinesh Chowdary Attota
- 2412.16269 (Mis)information diffusion and the financial market
by Tommaso Di Francesco & Daniel Torren Peraire
- 2412.16175 Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study
by Yilie Huang & Yanwei Jia & Xun Yu Zhou
- 2412.16174 Experimenting with Multi-modal Information to Predict Success of Indian IPOs
by Sohom Ghosh & Arnab Maji & N Harsha Vardhan & Sudip Kumar Naskar
- 2412.16166 Unveiling the Role of Artificial Intelligence and Stock Market Growth in Achieving Carbon Neutrality in the United States: An ARDL Model Analysis
by Azizul Hakim Rafi & Abdullah Al Abrar Chowdhury & Adita Sultana & Abdulla All Noman
- 2412.16160 Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks
by Adamantios Ntakaris & Gbenga Ibikunle
- 2412.16132 Data-Driven Mechanism Design: Jointly Eliciting Preferences and Information
by Dirk Bergemann & Marek Bojko & Paul Dutting & Renato Paes Leme & Haifeng Xu & Song Zuo
- 2412.16127 Revisiting Global Income Convergence in the 21st Century
by Bipul Verma
- 2412.16126 A Scenario-Based Assessment of the Long-Term Funding Adequacy of the German Nuclear Waste Fund KENFO
by Mahdi Awawda & Alexander Wimmers
- 2412.16122 Multi-scale reconstruction of large supply networks
by Leonardo Niccol`o Ialongo & Sylvain Bangma & Fabian Jansen & Diego Garlaschelli
- 2412.16083 Differentially Private Federated Learning of Diffusion Models for Synthetic Tabular Data Generation
by Timur Sattarov & Marco Schreyer & Damian Borth
- 2412.16067 Correct implied volatility shapes and reliable pricing in the rough Heston model
by Svetlana Boyarchenko & Sergei Levendorskiv{i}
- 2412.16009 Universal approximation on non-geometric rough paths and applications to financial derivatives pricing
by Fabian A. Harang & Fred Espen Benth & Fride Straum
- 2412.15986 Shifting the yield curve for fixed-income and derivatives portfolios
by Michele Leonardo Bianchi & Dario Ruzzi & Anatoli Segura
- 2412.15971 Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
by Martin Friesen & Stefan Gerhold & Kristof Wiedermann
- 2412.15959 Battery valuation on electricity intraday markets with liquidity costs
by Enzo Cogn'eville & Thomas Deschatre & Xavier Warin
- 2412.15738 Risk spillovers between the BRICS and the U.S. staple grain futures markets
by Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou
- 2412.15472 On the Fairness of Additive Welfarist Rules
by Karen Frilya Celine & Warut Suksompong & Sheung Man Yuen
- 2412.15448 Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading
by Akash Deep & Abootaleb Shirvani & Chris Monico & Svetlozar Rachev & Frank J. Fabozzi
- 2412.15433 Quantifying detection rates for dangerous capabilities: a theoretical model of dangerous capability evaluations
by Paolo Bova & Alessandro Di Stefano & The Anh Han
- 2412.15376 Countries across the world use more land for golf courses than wind or solar energy
by Jann Weinand & Tristan Pelser & Max Kleinebrahm & Detlef Stolten
- 2412.15350 Prudence and higher-order risk attitudes in the rank-dependent utility model
by Ruodu Wang & Qinyu Wu
- 2412.15298 A Comparative Study of DSPy Teleprompter Algorithms for Aligning Large Language Models Evaluation Metrics to Human Evaluation
by Bhaskarjit Sarmah & Kriti Dutta & Anna Grigoryan & Sachin Tiwari & Stefano Pasquali & Dhagash Mehta
- 2412.15239 Modeling Story Expectations to Understand Engagement: A Generative Framework Using LLMs
by Hortense Fong & George Gui
- 2412.15222 Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
by Mohan Jiang & Yaxin Liang & Siyuan Han & Kunyuan Ma & Yuan Chen & Zhen Xu
- 2412.15172 Option Pricing with a Compound CARMA(p,q)-Hawkes
by Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji
- 2412.15083 Assessing the viability of non-light water reactor concepts for electricity and heat generation in decarbonized energy systems
by Alexander Wimmers & Fanny Bose & Leonard Goke
- 2412.14996 From Nonequilibrium to Equilibrium: Insights from a Two-Population Occupation Model
by Jerome Garnier-Brun & Ruben Zakine & Michael Benzaquen
- 2412.14778 Testing linearity of spatial interaction functions \`a la Ramsey
by Abhimanyu Gupta & Jungyoon Lee & Francesca Rossi
- 2412.14624 The Diffusive Nature of Housing Prices
by Antoine-Cyrus Becharat & Michael Benzaquen & Jean-Philippe Bouchaud
- 2412.14529 Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
by Arash Peik & Mohammad Ali Zare Chahooki & Amin Milani Fard & Mehdi Agha Sarram
- 2412.14523 Provincial allocation of China's commercial building operational carbon towards carbon neutrality
by Yanqiao Deng & Minda Ma & Nan Zhou & Chenchen Zou & Zhili Ma & Ran Yan & Xin Ma
- 2412.14447 Good Controls Gone Bad: Difference-in-Differences with Covariates
by Sunny Karim & Matthew D. Webb
- 2412.14400 On Monotone Persuasion
by Anton Kolotilin & Hongyi Li & Andriy Zapechelnyuk
- 2412.14370 The Role of Patents: Incentivizing Innovation or Hindering Progress?
by Gaetan de Rassenfosse
- 2412.14361 Refining and Robust Backtesting of A Century of Profitable Industry Trends
by Alessandro Massaad & Rene Moawad & Oumaima Nijad Fares & Sahaphon Vairungroj
- 2412.14353 Multivariate Rough Volatility
by Ranieri Dugo & Giacomo Giorgio & Paolo Pigato
- 2412.14307 Race Discrimination in Internet Advertising: Evidence From a Field Experiment
by Neil K. R. Sehgal & Dan Svirsky
- 2412.14182 Uncertainty Quantification in Portfolio Temperature Alignment
by Hendrik Weichel & Aleksandr Zinovev & Heikki Haario & Martin Simon
- 2412.14144 Application of the Kelly Criterion to Prediction Markets
by Bernhard K Meister
- 2412.13689 A bibliometric analysis and scoping study to identify English-language perspectives on slums
by Katharina Henn & Michaela Lestakova & Kevin Logan & Jakob Hartig & Stefanos Georganos & John Friesen
- 2412.13669 Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs
by Jintao Li & Shuaijie Qian
- 2412.13556 An Analysis of the Relationship Between the Characteristics of Innovative Consumers and the Degree of Serious Leisure in User Innovation
by Taichi Abe & Yasunobu Morita
- 2412.13523 Strictly monotone mean-variance preferences with dynamic portfolio management
by Yike Wang & Yusha Chen
- 2412.13521 On stochastic control problems with higher-order moments
by Yike Wang & Jingzhen Liu & Alain Bensoussan & Ka-Fai Cedric Yiu & Jiaqin Wei
- 2412.13413 System and sub-system energy resilience during public safety power shutoffs (PSPS) in California -- An evidence-based argument
by Daniel Thompson & Gianluca Pescaroli & Maham Furqan
- 2412.13362 Modeling coskewness with zero correlation and correlation with zero coskewness
by Carole Bernard & Jinghui Chen & Steven Vanduffel
- 2412.13311 Productivity of Short Term Assets as a Signal of Future Stock Performance
by Veer Vohra & Devyani Vij & Jehil Mehta & Arman Ozcan
- 2412.13172 Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
by Victor Olkhov
- 2412.13101 Pontryagin-Guided Policy Optimization for Merton's Portfolio Problem
by Jeonggyu Huh & Jaegi Jeon
- 2412.13076 Dual Interpretation of Machine Learning Forecasts
by Philippe Goulet Coulombe & Maximilian Goebel & Karin Klieber
- 2412.13013 The Emergence of Strategic Reasoning of Large Language Models
by Dongwoo Lee & Gavin Kader
- 2412.12784 Digital Transformation in Switzerland: The Current State and Expectations
by Johannes Lehmann & Michael Beckmann
- 2412.12780 Digital technologies and performance incentives: Evidence from businesses in the Swiss economy
by Johannes Lehmann & Michael Beckmann
- 2412.12752 Organizational culture and the usage of Industry 4.0 technologies: evidence from Swiss businesses
by Simon Alexander Wiese & Johannes Lehmann & Michael Beckmann
- 2412.12721 Information, entropy and the paradox of choice: A theoretical framework for understanding choice satisfaction
by Mojtaba Madadi Asl & Kamal Hajian & Rouzbeh Torabi & Mehdi Sadeghi
- 2412.12676 Raising Bidders' Awareness in Second-Price Auctions
by Ying Xue Li & Burkhard C. Schipper
- 2412.12610 Gender Bias and Property Taxes
by Gordon Burtch & Alejandro Zentner
- 2412.12576 Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
by Saumya Kothari & Harsh Shah & Utkarsh Prajapati & Shrinjay Kaushik
- 2412.12539 Hunting Tomorrow's Leaders: Using Machine Learning to Forecast S&P 500 Additions & Removal
by Vidhi Agrawal & Eesha Khalid & Tianyu Tan & Doris Xu
- 2412.12516 Enhanced Momentum with Momentum Transformers
by Max Mason & Waasi A Jagirdar & David Huang & Rahul Murugan
- 2412.12495 Obvious manipulations, consistency, and the uniform rule
by R. Pablo Arribillaga & Agustin G. Bonifacio
- 2412.12482 Volatility-Volume Order Slicing via Statistical Analysis
by Ritwika Chattopadhyay & Abhishek Malichkar & Zhixuan Ren & Xinyue Zhang
- 2412.12458 An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
by Jirat Suchato & Sean Wiryadi & Danran Chen & Ava Zhao & Michael Yue
- 2412.12438 AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics
by Jiajun Gu & Zichen Yang & Xintong Lin & Sixun Chen & YuTing Lu
- 2412.12393 Emergence of Power-Law and Other Wealth Distributions in Crowd of Heterogeneous Agents
by Jake J. Xia
- 2412.12350 A multi-factor market-neutral investment strategy for New York Stock Exchange equities
by Georgios M. Gkolemis & Adwin Richie Lee & Amine Roudani
- 2412.12213 The AI Black-Scholes: Finance-Informed Neural Network
by Amine M. Aboussalah & Xuanze Li & Cheng Chi & Raj Patel
- 2412.12199 Stochastic Gradient Descent in the Optimal Control of Execution Costs
by Simeon Kolev
- 2412.12148 How to Choose a Threshold for an Evaluation Metric for Large Language Models
by Bhaskarjit Sarmah & Mingshu Li & Jingrao Lyu & Sebastian Frank & Nathalia Castellanos & Stefano Pasquali & Dhagash Mehta
- 2412.11984 Quantifying Inefficiency
by Yannai A. Gonczarowski & Ella Segev
- 2412.11977 Weak Strategyproofness in Randomized Social Choice
by Felix Brandt & Patrick Lederer
- 2412.11957 Multiplexing in Networks and Diffusion
by Arun G. Chandrasekhar & Vasu Chaudhary & Benjamin Golub & Matthew O. Jackson
- 2412.11602 Multivariate Distributions in Non-Stationary Complex Systems II: Empirical Results for Correlated Stock Markets
by Anton J. Heckens & Efstratios Manolakis & Cedric Schuhmann & Thomas Guhr
- 2412.11601 Multivariate Distributions in Non-Stationary Complex Systems I: Random Matrix Model and Formulae for Data Analysis
by Efstratios Manolakis & Anton J. Heckens & Thomas Guhr
- 2412.11597 Transition dynamics of electricity asset-owning firms
by Anton Pichler
- 2412.11575 Cost-aware Portfolios in a Large Universe of Assets
by Qingliang Fan & Marcelo C. Medeiros & Hanming Yang & Songshan Yang
- 2412.11462 S&P 500 Trend Prediction
by Shasha Yu & Qinchen Zhang & Yuwei Zhao
- 2412.11432 A Deep Learning Approach for Trading Factor Residuals
by Wo Long & Victor Xiao
- 2412.11383 Stochastic optimal self-path-dependent control: A new type of variational inequality and its viscosity solution
by Mingxin Guo & Zuo Quan Xu
- 2412.11285 Moderating the Mediation Bootstrap for Causal Inference
by Kees Jan van Garderen & Noud van Giersbergen
- 2412.11278 VAR models with an index structure: A survey with new results
by Gianluca Cubadda
- 2412.11264 Simulation of square-root processes made simple: applications to the Heston model
by Eduardo Abi Jaber
- 2412.11259 Navigating through Economic Complexity: Phase Diagrams & Parameter Sloppiness
by Jean-Philippe Bouchaud
- 2412.11257 Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate
by Fengpei Li & Haoxian Chen & Jiahe Lin & Arkin Gupta & Xiaowei Tan & Gang Xu & Yuriy Nevmyvaka & Agostino Capponi & Henry Lam
- 2412.11192 From Votes to Volatility Predicting the Stock Market on Election Day
by Igor L. R. Azevedo & Toyotaro Suzumura
- 2412.11179 Treatment Evaluation at the Intensive and Extensive Margins
by Phillip Heiler & Asbj{o}rn Kaufmann & Bezirgen Veliyev
- 2412.11122 Paid with Models: Optimal Contract Design for Collaborative Machine Learning
by Bingchen Wang & Zhaoxuan Wu & Fusheng Liu & Bryan Kian Hsiang Low
- 2412.11113 Optimal Strategy-proof Mechanisms on Single-crossing Domains
by Mridu Prabal Goswami
- 2412.11019 PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
by Siqiao Zhao & Dan Wang & Raphael Douady
- 2412.10974 Quantifying Educational Competition: A Game-Theoretic Model with Policy Implications
by Siyuan He
- 2412.10959 Binary or nonbinary? An evolutionary learning approach to gender identity
by Hung Truong
- 2412.10947 Auto-Regressive Control of Execution Costs
by Simeon Kolev
- 2412.10906 SusGen-GPT: A Data-Centric LLM for Financial NLP and Sustainability Report Generation
by Qilong Wu & Xiaoneng Xiang & Hejia Huang & Xuan Wang & Yeo Wei Jie & Ranjan Satapathy & Ricardo Shirota Filho & Bharadwaj Veeravalli
- 2412.10860 Classification of Financial Data Using Quantum Support Vector Machine
by Seemanta Bhattacharjee & MD. Muhtasim Fuad & A. K. M. Fakhrul Hossain
- 2412.10823 FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs
by Yixuan Liang & Yuncong Liu & Boyu Zhang & Christina Dan Wang & Hongyang Yang
- 2412.10791 Forecasting realized covariances using HAR-type models
by Matias Quiroz & Laleh Tafakori & Hans Manner
- 2412.10692 Continuous-time optimal investment with portfolio constraints: a reinforcement learning approach
by Huy Chau & Duy Nguyen & Thai Nguyen
- 2412.10662 On Prior Confidence and Belief Updating
by Kenneth Chan & Gary Charness & Chetan Dave & J. Lucas Reddinger
- 2412.10635 Do LLMs Act as Repositories of Causal Knowledge?
by Nick Huntington-Klein & Eleanor J. Murray
- 2412.10608 An overview of meta-analytic methods for economic research
by Amin Haghnejad & Mahboobeh Farahati
- 2412.10592 Self-Exciting Random Evolutions (SEREs) and their Applications (Version 2)
by Anatoliy Swishchuk
- 2412.10564 Strategically Acting on Information
by Xiaoming Wang
- 2412.10540 Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
by Soroush Omranpour & Guillaume Rabusseau & Reihaneh Rabbany
- 2412.10524 Is Polarization an Inevitable Outcome of Similarity-Based Content Recommendations? -- Mathematical Proofs and Computational Validation
by Minhyeok Lee
- 2412.10478 Re-examining the social impact of silver monetization in the Ming Dynasty from the perspective of supply and demand
by Tianwei Chang
- 2412.10421 Energetic closure of the spatially resolved global food system
by Maxwell Kaye & Graham K. MacDonald & Eric Galbraith
- 2412.10329 Reciprocity in Interbank Markets
by Lutz Honvehlmann
- 2412.10304 A Neyman-Orthogonalization Approach to the Incidental Parameter Problem
by St'ephane Bonhomme & Koen Jochmans & Martin Weidner
- 2412.10199 Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems
by You Wu & Mengfang Sun & Hongye Zheng & Jinxin Hu & Yingbin Liang & Zhenghao Lin
- 2412.10024 Strategic Attribute Learning
by Jean-Michel Benkert & Ludmila Matyskova & Egor Starkov
- 2412.09880 Financial Fine-tuning a Large Time Series Model
by Xinghong Fu & Masanori Hirano & Kentaro Imajo
Printed from https://ideas.repec.org/s/arx/papers7.html
