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Content
2024
- 2410.07225 Distilling Analysis from Generative Models for Investment Decisions
by Chung-Chi Chen & Hiroya Takamura & Ichiro Kobayashi & Yusuke Miyao
- 2410.07224 Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets
by Panayotis G. Papaioannou & George P. Papaioannou & George Evangelidis & George Gavalakis
- 2410.07222 Computing Systemic Risk Measures with Graph Neural Networks
by Lukas Gonon & Thilo Meyer-Brandis & Niklas Weber
- 2410.07220 Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
by Opeyemi Sheu Alamu & Md Kamrul Siam
- 2410.07216 Evaluating Financial Relational Graphs: Interpretation Before Prediction
by Yingjie Niu & Lanxin Lu & Rian Dolphin & Valerio Poti & Ruihai Dong
- 2410.07195 The aftermath of the Covid pandemic in the forest sector: new opportunities for emerging wood products
by Mojtaba Houballah & Jean-Yves Courtonne & Henri Cuny & Antoine Colin & Mathieu Fortin & Jean-Baptiste Pichancourt & Francis Colin
- 2410.07143 SARF: Enhancing Stock Market Prediction with Sentiment-Augmented Random Forest
by Saber Talazadeh & Dragan Perakovic
- 2410.07091 Collusion Detection with Graph Neural Networks
by Lucas Gomes & Jannis Kueck & Mara Mattes & Martin Spindler & Alexey Zaytsev
- 2410.06971 Industrial complexity and the evolution of formal employment in developing cities
by Neave O'Clery & Juan Chaparro & Andres Gomez-Lievano & Eduardo Lora
- 2410.06932 Reproducing and Extending Experiments in Behavioral Strategy with Large Language Models
by Daniel Albert & Stephan Billinger
- 2410.06906 First order Martingale model risk and semi-static hedging
by Nathan Sauldubois & Nizar Touzi
- 2410.06875 Group Shapley Value and Counterfactual Simulations in a Structural Model
by Yongchan Kwon & Sokbae Lee & Guillaume A. Pouliot
- 2410.06839 Simulating and analyzing a sparse order book: an application to intraday electricity markets
by Philippe Bergault & Enzo Cogn'eville
- 2410.06791 Search Prominence with Costly Product Returns
by Sanxi Li & Jun Yu & Mingsheng Zhang
- 2410.06772 Assessment of the Financial Competitiveness of Publicly Listed Indian Real Estate Companies Using the Entropy Method
by Ritij Saini & Aditya Deora & Kirtesh Gadiya
- 2410.06568 Statistical Arbitrage in Rank Space
by Y. -F. Li & G. Papanicolaou
- 2410.06564 Green bubbles: a four-stage paradigm for detection and propagation
by Gian Luca Vriz & Luigi Grossi
- 2410.06501 Impact of Artificial Intelligence on Environmental Quality through Technical Change: A Free Dynamic Equilibrium Approach
by Van Khanh Pham & Duc Minh Le
- 2410.06313 The Rise of Health Economics: Transforming the Landscape of Economic Research
by Lorenz Gschwent & Bjorn Hammarfelt & Martin Karlsson & Mathias Kifmann
- 2410.06150 Scoring Auctions with Coarse Beliefs
by Joseph Feffer
- 2410.06091 Gender politics, environmental behaviours, and local territories: Evidence from Italian municipalities
by Chiara Lodi & Agnese Sacchi & Francesco Vidoli
- 2410.06080 Packing a Knapsack with Items Owned by Strategic Agents
by Javier Cembrano & Max Klimm & Martin Knaack
- 2410.06037 Free Public Transport: More Jobs without Environmental Damage?
by Mateus Rodrigues & Daniel Da Mata & Vitor Possebom
- 2410.05932 Quantum-Inspired Portfolio Optimization In The QUBO Framework
by Ying-Chang Lu & Chao-Ming Fu & Lien-Po Yu & Yen-Jui Chang & Ching-Ray Chang
- 2410.05861 Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions
by Yannick Hoga
- 2410.05741 The Transmission of Monetary Policy via Common Cycles in the Euro Area
by Lukas Berend & Jan Pruser
- 2410.05634 Identification and estimation for matrix time series CP-factor models
by Jinyuan Chang & Yue Du & Guanglin Huang & Qiwei Yao
- 2410.05630 Navigating Inflation in Ghana: How Can Machine Learning Enhance Economic Stability and Growth Strategies
by Theophilus G. Baidoo & Ashley Obeng
- 2410.05539 Optimal Information Acquisition Strategies: The Case of Online Lending
by Mendelson Haim & Zhu Mingxi
- 2410.05535 Design Information Disclosure under Bidder Heterogeneity in Online Advertising Auctions: Implications of Bid-Adherence Behavior
by Zhu Mingxi & Song Michelle
- 2410.05533 Information Design with Unknown Prior
by Tao Lin & Ce Li
- 2410.05524 Deep Learning Methods for S Shaped Utility Maximisation with a Random Reference Point
by Ashley Davey & Harry Zheng
- 2410.05504 Persuasion with Ambiguous Communication
by Xiaoyu Cheng & Peter Klibanoff & Sujoy Mukerji & Ludovic Renou
- 2410.05330 Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs
by Nigar Karimova
- 2410.05297 Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications
by Matteo Malavasi & Gareth W. Peters & Stefan Treuck & Pavel V. Shevchenko & Jiwook Jang & Georgy Sofronov
- 2410.05212 $\texttt{rdid}$ and $\texttt{rdidstag}$: Stata commands for robust difference-in-differences
by Kyunghoon Ban & D'esir'e K'edagni
- 2410.05087 On the Formation of Steady Coalitions
by Dylan Laplace Mermoud
- 2410.05082 Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy
by Matteo Barigozzi & Claudio Lissona & Lorenzo Tonni
- 2410.04970 Contest design with a finite type-space: A unifying approach
by Andrzej Baranski & Sumit Goel
- 2410.04918 Economic growth of cities: Does resource allocation matter?
by Sheng Dai & Timo Kuosmanen & Zhiqiang Liao
- 2410.04867 Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
by Gianluca Palmari & Fabrizio Lillo & Zoltan Eisler
- 2410.04748 Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis
by Jagdish Gnawali & W. Brent Lindquist & Svetlozar T. Rachev
- 2410.04745 Numerical analysis of American option pricing in a two-asset jump-diffusion model
by Hao Zhou & Duy-Minh Dang
- 2410.04737 Urbanization, economic development, and income distribution dynamics in India
by Anand Sahasranaman & Nishanth Kumar & Luis M. A. Bettencourt
- 2410.04676 Democratizing Strategic Planning in Master-Planned Communities
by Christopher K. Allsup & Irene S. Gabashvili
- 2410.04599 Close Encounters of the LEO Kind: Spillovers and Resilience in Partially-Automated Traffic Systems
by Akhil Rao
- 2410.04487 The Fourier Cosine Method for Discrete Probability Distributions
by Xiaoyu Shen & Fang Fang & Chengguang Liu
- 2410.04459 Two-fund separation under hyperbolically distributed returns and concave utility function
by Nuerxiati Abudurexiti & Erhan Bayraktar & Takaki Hayashi & Hasanjan Sayit
- 2410.04431 A Structural Approach to Growth-at-Risk
by Robert Wojciechowski
- 2410.04369 Deviance Voronoi Residuals for Space-Time Point Process Models: An Application to Earthquake Insurance Risk
by Roba Bairakdar & Debbie Dupuis & Melina Mailhot
- 2410.04330 Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness
by Eugene Dettaa & Endong Wang
- 2410.04217 Improving Portfolio Optimization Results with Bandit Networks
by Gustavo de Freitas Fonseca & Lucas Coelho e Silva & Paulo Andr'e Lima de Castro
- 2410.04179 Computing Most Equitable Voting Rules
by Lirong Xia
- 2410.04165 How to Compare Copula Forecasts?
by Tobias Fissler & Yannick Hoga
- 2410.04160 From Global Value Chains to Local Jobs: Exploring FDI-induced Job Creation in EU-27
by Magdalena Olczyk & Marjan Petreski
- 2410.04085 Compound V3 Economic Audit Report
by Rik Ghosh & Samrat Gupta & Arka Datta & Abhimanyu Nag & Sudipan Sinha
- 2410.03913 Leveraging Fundamental Analysis for Stock Trend Prediction for Profit
by John Phan & Hung-Fu Chang
- 2410.03897 Harnessing Generative AI for Economic Insights
by Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang
- 2410.03724 Large Language Models Overcome the Machine Penalty When Acting Fairly but Not When Acting Selfishly or Altruistically
by Zhen Wang & Ruiqi Song & Chen Shen & Shiya Yin & Zhao Song & Balaraju Battu & Lei Shi & Danyang Jia & Talal Rahwan & Shuyue Hu
- 2410.03707 Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction
by Ali Mehrabian & Ehsan Hoseinzade & Mahdi Mazloum & Xiaohong Chen
- 2410.03557 Robust Bond Risk Premia Predictability Test in the Quantiles
by Xiaosai Liao & Xinjue Li & Qingliang Fan
- 2410.03552 Evaluating Investment Risks in LATAM AI Startups: Ranking of Investment Potential and Framework for Valuation
by Abraham Ramos-Torres & Laura N. Montoya
- 2410.03387 Anonymity and strategy-proofness on a domain of single-peaked and single-dipped preferences
by Oihane Gallo
- 2410.03304 Proportionality in Multiple Dimensions to Design Electoral Systems
by Javier Cembrano & Jos'e Correa & Gonzalo D'iaz & Victor Verdugo
- 2410.03239 A new GARCH model with a deterministic time-varying intercept
by Niklas Ahlgren & Alexander Back & Timo Terasvirta
- 2410.02987 Parrondo's effects with aperiodic protocols
by Marcelo A. Pires & Erveton P. Pinto & Rone N. da Silva & S'ilvio M. Duarte Queir'os
- 2410.02927 Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs
by V. Gonz'alez-Tabernero & J. G. L'opez-Salas & M. J. Castro-D'iaz & J. A. Garc'ia-Rodr'iguez
- 2410.02925 A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance
by J. G. L'opez-Salas & M. Su'arez-Taboada & M. J. Castro & A. M. Ferreiro-Ferreiro & J. A. Garc'ia-Rodr'iguez
- 2410.02846 A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios
by Pascal Kundig & Fabio Sigrist
- 2410.02798 Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties
by Ying-Hui Shao & Xing-Lu Gao & Yan-Hong Yang & Wei-Xing Zhou
- 2410.02709 Cracking the code: Lessons from 15 years of digital health IPOs for the era of AI
by Tamen Jadad-Garcia & Alejandro R. Jadad
- 2410.02645 Efficient calibration of the shifted square-root diffusion model to credit default swap spreads using asymptotic approximations
by Ankush Agarwal & Ying Liao
- 2410.02445 The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption
by Itamar Caspi & Nadav Eshel & Nimrod Segev
- 2410.02439 Populist Constitutional Backsliding and Judicial Independence: Evidence from Turkiye
by Nuno Garoupa & Rok Spruk
- 2410.02091 The Impact of Generative AI on Collaborative Open-Source Software Development: Evidence from GitHub Copilot
by Fangchen Song & Ashish Agarwal & Wen Wen
- 2410.02075 Food Without Fire: Nutritional and Environmental Impacts from a Solar Stove Field Experiment
by Laura E. McCann & Jeffrey D. Michler & Maybin Mwangala & Osaretin Olurotimi & Natalia Estrada Carmona
- 2410.01987 Financial Sentiment Analysis on News and Reports Using Large Language Models and FinBERT
by Yanxin Shen & Pulin Kirin Zhang
- 2410.01927 Risk Alignment in Agentic AI Systems
by Hayley Clatterbuck & Clinton Castro & Arvo Mu~noz Mor'an
- 2410.01871 Auction-Based Regulation for Artificial Intelligence
by Marco Bornstein & Zora Che & Suhas Julapalli & Abdirisak Mohamed & Amrit Singh Bedi & Furong Huang
- 2410.01864 Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency
by Diego Vallarino
- 2410.01843 Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data
by Ahmad Makinde
- 2410.01831 Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast
by Roman Belavkin & Panos Pardalos & Jose Principe
- 2410.01826 Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets
by Qingliang Fan & Ruike Wu & Yanrong Yang
- 2410.01732 Worst-case values of target semi-variances with applications to robust portfolio selection
by Jun Cai & Zhanyi Jiao & Tiantian Mao
- 2410.01658 Smaller Confidence Intervals From IPW Estimators via Data-Dependent Coarsening
by Alkis Kalavasis & Anay Mehrotra & Manolis Zampetakis
- 2410.01378 Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach
by Wing Fung Chong & Gechun Liang
- 2410.01352 Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach
by Masashi Sekine
- 2410.01265 Transformers Handle Endogeneity in In-Context Linear Regression
by Haodong Liang & Krishnakumar Balasubramanian & Lifeng Lai
- 2410.01175 Forecasting short-term inflation in Argentina with Random Forest Models
by Federico Daniel Forte
- 2410.01159 Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps
by Xiaolin Sun & Xueyan Zhao & D. S. Poskitt
- 2410.01114 AI Persuasion, Bayesian Attribution, and Career Concerns of Doctors
by Hanzhe Li & Jin Li & Ye Luo & Xiaowei Zhang
- 2410.00978 Uncovering the Viral Nature of Toxicity in Competitive Online Video Games
by Jacob Morrier & Amine Mahmassani & R. Michael Alvarez
- 2410.00925 On the Local equivalence of the Black Scholes and the Merton Garman equations
by Ivan Arraut
- 2410.00902 A Run on Fossil Fuel? Climate Change and Transition Risk
by Michael Barnett
- 2410.00854 Impermanent loss and loss-vs-rebalancing I: some statistical properties
by Abe Alexander & Lars Fritz
- 2410.00790 Age and Cognitive Skills: Use It or Lose It
by Eric A. Hanushek & Lavinia Kinne & Frauke Witthoeft & Ludger Woessmann
- 2410.00733 A Nonparametric Test of Heterogeneous Treatment Effects under Interference
by Julius Owusu
- 2410.00705 Inflation in Disaggregated Small Open Economies
by Alvaro Silva
- 2410.00663 How has the war in Ukraine affected Russian sentiments?
by Mikael Elinder & Oscar Erixson & Olle Hammar
- 2410.00505 Tax systems for sustainable economic development
by N. S. Gonchar
- 2410.00419 KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
by Rushikesh Handal & Kazuki Matoya & Yunzhuo Wang & Masanori Hirano
- 2410.00288 GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
by Zeda Xu & John Liechty & Sebastian Benthall & Nicholas Skar-Gislinge & Christopher McComb
- 2410.00217 Valid Inference on Functions of Causal Effects in the Absence of Microdata
by Vedant Vohra
- 2410.00158 Systemic Risk Asymptotics in a Renewal Model with Multiple Business Lines and Heterogeneous Claims
by Bingzhen Geng & Yang Liu & Hongfu Wan
- 2410.00063 Uniform price auctions with pre-announced revenue targets: Evidence from China's SEOs
by Shenghao Gao & Peyman Khezr & Armin Pourkhanali
- 2410.00031 Strategic Collusion of LLM Agents: Market Division in Multi-Commodity Competitions
by Ryan Y. Lin & Siddhartha Ojha & Kevin Cai & Maxwell F. Chen
- 2410.00024 Cross-Lingual News Event Correlation for Stock Market Trend Prediction
by Sahar Arshad & Nikhar Azhar & Sana Sajid & Seemab Latif & Rabia Latif
- 2410.00011 Interpool: a liquidity pool designed for interoperability that mints, exchanges, and burns
by Henrique de Carvalho Videira
- 2410.00002 Machine Learning and Econometric Approaches to Fiscal Policies: Understanding Industrial Investment Dynamics in Uruguay (1974-2010)
by Diego Vallarino
- 2409.20477 Impartial Selection Under Combinatorial Constraints
by Javier Cembrano & Max Klimm & Arturo Merino
- 2409.20415 New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
by Luca Margaritella & Ovidijus Stauskas
- 2409.20397 A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40
by Fabian Billert & Stefan Conrad
- 2409.20282 Academic Knowledge: Does it Reflect the Combinatorial Growth of Technology?
by W. Benedikt Schmal
- 2409.20225 The College Melting Pot: Peers, Culture and Women's Job Search
by Federica Meluzzi
- 2409.20199 Synthetic Difference in Differences for Repeated Cross-Sectional Data
by Yoann Morin
- 2409.20033 Fuel tax loss in a world of electric mobility: A window of opportunity for congestion pricing
by Thi Ngoc Nguyen & Felix Muesgens
- 2409.19902 Best- and worst-case Scenarios for GlueVaR distortion risk measure with Incomplete information
by Mengshuo Zhao & Chuancun Yin
- 2409.19854 The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging
by Masanori Hirano & Kentaro Imajo
- 2409.19853 Mechanism Design with Endogenous Perception
by Benjamin Balzer & Benjamin Young
- 2409.19711 Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
by Ixandra Achitouv & Vincent Lahoche & Dine Ousmane Samary
- 2409.19706 American Call Options Pricing With Modular Neural Networks
by Ananya Unnikrishnan
- 2409.19463 Save the Farms: Nonlinear Impact of Climate Change on Banks' Agricultural Lending
by Teng Liu
- 2409.19387 Pricing and Hedging Strategies for Cross-Currency Equity Protection Swaps
by Marek Rutkowski & Huansang Xu
- 2409.19386 Multi-Factor Polynomial Diffusion Models and Inter-Temporal Futures Dynamics
by Peilun He & Nino Kordzakhia & Gareth W. Peters & Pavel V. Shevchenko
- 2409.19385 PDSim: A Shiny App for Polynomial Diffusion Model Simulation and Estimation
by Peilun He & Nino Kordzakhia & Gareth W. Peters & Pavel V. Shevchenko
- 2409.19325 A Generalized Model for Multidimensional Intransitivity
by Jiuding Duan & Jiyi Li & Yukino Baba & Hisashi Kashima
- 2409.19307 Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict
by Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou
- 2409.19287 Factors in Fashion: Factor Analysis towards the Mode
by Zhe Sun & Yundong Tu
- 2409.19259 Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market
by Jiaqin Wei & Jianming Xia & Qian Zhao
- 2409.18988 A Unified Framework to Classify Business Activities into International Standard Industrial Classification through Large Language Models for Circular Economy
by Xiang Li & Lan Zhao & Junhao Ren & Yajuan Sun & Chuan Fu Tan & Zhiquan Yeo & Gaoxi Xiao
- 2409.18970 Portfolio Stress Testing and Value at Risk (VaR) Incorporating Current Market Conditions
by Krishan Mohan Nagpal
- 2409.18816 Modern Portfolio Diversification with Arte-Blue Chip Index
by Simon Levy & Maxime L. D. Nicolas
- 2409.18776 Can AI Enhance its Creativity to Beat Humans ?
by Anne-Gaelle Maltese & Pierre Pelletier & R'emy Guichardaz
- 2409.18760 Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model
by Samuel Wiese & Jagoda Kaszowska-Mojsa & Joel Dyer & Jose Moran & Marco Pangallo & Francois Lafond & John Muellbauer & Anisoara Calinescu & J. Doyne Farmer
- 2409.18717 Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps
by Simon Dohn & Kristoffer Arnsfelt Hansen & Asger Klinkby
- 2409.18660 Effects of AI Feedback on Learning, the Skill Gap, and Intellectual Diversity
by Christoph Riedl & Eric Bogert
- 2409.18643 Tail Risk Analysis for Financial Time Series
by Anna Kiriliouk & Chen Zhou
- 2409.18638 Multidimensional Skills as a Measure of Human Capital: Evidence from LinkedIn Profiles
by David Dorn & Florian Schoner & Moritz Seebacher & Lisa Simon & Ludger Woessmann
- 2409.18595 Dynamic Competition for Attention
by Jan Knoepfle
- 2409.18532 Anchoring UK Retail Digital Money
by Lee Braine & Shreepad Shukla & Piyush Agrawal
- 2409.18443 Investigating the Impact of Sovereign Credit Rating Downgrade on the US Equity Market
by Japheth Torsar Jev
- 2409.18422 The resilience of China's financial markets: With a focus on the impact of its climate policy uncertainty
by Si-yao Wei & Wei-xing Zhou
- 2409.18417 VickreyFeedback: Cost-efficient Data Construction for Reinforcement Learning from Human Feedback
by Guoxi Zhang & Jiuding Duan
- 2409.18166 Describing Deferred Acceptance and Strategyproofness to Participants: Experimental Analysis
by Yannai A. Gonczarowski & Ori Heffetz & Guy Ishai & Clayton Thomas
- 2409.17933 ChatGPT and Corporate Policies
by Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang
- 2409.17909 Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment
by Bingyao Liu & Iris Li & Jianhua Yao & Yuan Chen & Guanming Huang & Jiajing Wang
- 2409.17676 Risk measures based on target risk profiles
by Jascha Alexander & Christian Laudag'e & Jorn Sass
- 2409.17529 Continuity and Monotonicity of Preferences and Probabilistic Equivalence
by Sushil Bikhchandani & Uzi Segal
- 2409.17392 Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning
by Zhengxin Joseph Ye & Bjoern Schuller
- 2409.17378 The Cost of Climate Action: Experimental Evidence on the Impact of Climate Information on Charitable Donations to Climate Activism
by Samantha Gonsalves Wetherell & Anna Josephson
- 2409.17183 Transfer learning for financial data predictions: a systematic review
by V. Lanzetta
- 2409.17182 Improving Estimation of Portfolio Risk Using New Statistical Factors
by Xialu Liu & John Guerard & Rong Chen & Ruey Tsay
- 2409.17086 Interlacing Eigenvectors of Large Gaussian Matrices
by Elie Attal & Romain Allez
- 2409.17035 Cloud technologies, firm growth and industry concentration: Evidence from France
by Bernardo Caldarola & Luca Fontanelli
- 2409.16653 The Credibility Transformer
by Ronald Richman & Salvatore Scognamiglio & Mario V. Wuthrich
- 2409.16599 Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors
by Hang Gao & Shuohua Yang & Xinli Liu
- 2409.16589 The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
by Cong Zhou
- 2409.16550 The cost of uncertainty
by Carlos Esteban Posada Posada
- 2409.16333 Predicting Distance matrix with large language models
by Jiaxing Yang
- 2409.16132 Large Bayesian Tensor VARs with Stochastic Volatility
by Joshua C. C. Chan & Yaling Qi
- 2409.15988 Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models
by Fang Wang & Marko Gacesa
- 2409.15978 Optimal longevity of a dynasty
by Satoshi Nakano & Kazuhiko Nishimura
- 2409.15948 Anonymity and Identity Online
by Florian Ederer & Paul Goldsmith-Pinkham & Kyle Jensen
- 2409.15946 The Political Economy of Zero-Sum Thinking
by S. Nageeb Ali & Maximilian Mihm & Lucas Siga
- 2409.15530 Identifying Elasticities in Autocorrelated Time Series Using Causal Graphs
by Silvana Tiedemann & Jorge Sanchez Canales & Felix Schur & Raffaele Sgarlato & Lion Hirth & Oliver Ruhnau & Jonas Peters
- 2409.15462 Transportation Technology and Gentrification: Evidence from the entry of Ridesharing Services
by Sumit Agarwal & Shashwat Alok & Sergio Correia & Deepa Mani & Bernardo Morais
- 2409.15459 Position-building in competition with real-world constraints
by Neil A. Chriss
- 2409.15325 Optimal post-retirement investment under longevity risk in collective funds
by John Armstrong & Cristin Buescu & James Dalby
- 2409.15320 Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
by Zhengyang Chi & Junbin Gao & Chao Wang
- 2409.15225 From Gini index as a Lyapunov functional to convergence in Wasserstein distance
by Fei Cao
- 2409.15197 Deep Learning to Play Games
by Daniele Condorelli & Massimiliano Furlan
- 2409.15103 Consistent Estimation of the High-Dimensional Efficient Frontier
by Taras Bodnar & Nikolaus Hautsch & Yarema Okhrin & Nestor Parolya
- 2409.15070 Non-linear dependence and Granger causality: A vine copula approach
by Roberto Fuentes M. & Irene Crimaldi & Armando Rungi
- 2409.14936 Temperature Variability and Natural Disasters
by Aatishya Mohanty & Nattavudh Powdthavee & Cheng Keat Tang & Andrew J. Oswald
- 2409.14914 Impact of the Three-Child Policy and Delayed Retirement on the Transfer of Surplus Rural Labor under Xi Jinping's New Population Vision: A Re-examination of China's Lewis Turning Point
by Jun Dai & Guanqing Shi & Xiaoke Xie & Aitong Xie
- 2409.14885 Competitive Markets with Imperfectly Discerning Consumers
by Yair Antler ad Ran Spiegler
- 2409.14776 Inequality Sensitive Optimal Treatment Assignment
by Eduardo Zambrano
- 2409.14748 Economic effects on households of an augmentation of the cash back duration of real estate loan
by Hugo Spring-Ragain
- 2409.14734 The continuous-time limit of quasi score-driven volatility models
by Yinhao Wu & Ping He
- 2409.14510 Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
by Maysam Khodayari Gharanchaei & Reza Babazadeh
- 2409.14384 The role of gender in promotion rates in the Australian Finance Industry
by Cassandra Crowe & Belinda Middleweek & Laura Ryan & Alicia Vidler & Bronwen Whiting
- 2409.14351 Friends, Key Players and the Adoption and Use of Experience Goods
by Rhys Murrian & Paul A. Raschky & Klaus Ackermann
- 2409.14271 Determinants of Workplace Flextime Flexibility: An Empirical Analysis
by Cristian Espinal Maya & Santiago Jim'enez Londo~no
- 2409.14202 Mining Causality: AI-Assisted Search for Instrumental Variables
by Sukjin Han
- 2409.14193 Interest rate derivatives in a CTMC setting: pricing, replication and Ross recovery
by Tim Leung & Matthew Lorig
- 2409.14157 Price predictability in limit order book with deep learning model
by Kyungsub Lee
- 2409.14136 Sequential Network Design
by Yang Sun & Wei Zhao & Junjie Zhou
- 2409.13957 The Impact of Implicit Government Guarantee on Credit Rating of Municipal Investment Bonds
by Yan Zhang & Yixiang Tian & Lin Chen
- 2409.13749 KodeXv0.1: A Family of State-of-the-Art Financial Large Language Models
by Neel Rajani & Lilli Kiessling & Aleksandr Ogaltsov & Claus Lang
- 2409.13674 Topological Components in a Community Currency Network
by Teodoro Criscione
- 2409.13608 A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level
by Yizun Lin & Yongxin He & Zhao-Rong Lai
- 2409.13567 Deep Gamma Hedging
by John Armstrong & George Tatlow
- 2409.13531 A simple but powerful tail index regression
by Jo~ao Nicolau & Paulo M. M. Rodrigues
- 2409.13528 A Comparison between Financial and Gambling Markets
by Haoyu Liu & Carl Donovan & Valentin Popov
- 2409.13516 Dynamic tail risk forecasting: what do realized skewness and kurtosis add?
by Giampiero Gallo & Ostap Okhrin & Giuseppe Storti
- 2409.13333 Pressure, Reference Points, and Risk-Taking Behavior: Evidence from Bench Press Competitions
by Masaya Nishihata & Suguru Otani
- 2409.13316 Why do we need to complement the European Union Regional Innovation Scoreboard with a cluster-neural network tool for what-if policy analysis?
by Vincenzo Lanzetta & Cristina Ponsiglione
- 2409.13236 A knapsack for collective decision-making
by Yurun Ge & Lucas Bottcher & Tom Chou & Maria R. D'Orsogna
Printed from https://ideas.repec.org/s/arx/papers7.html
