Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Content
2020
- 2009.00907 An approximate solution for options market-making in high dimension
by Bastien Baldacci & Joffrey Derchu & Iuliia Manziuk
- 2009.00868 Post-Last Exit Time Process and its Application to Loss-Given-Default Distribution
by Masahiko Egami & Rusudan Kevkhishvili
- 2009.00557 The SINC way: A fast and accurate approach to Fourier pricing
by Fabio Baschetti & Giacomo Bormetti & Silvia Romagnoli & Pietro Rossi
- 2009.00553 A Vector Monotonicity Assumption for Multiple Instruments
by Leonard Goff
- 2009.00544 High-Resolution Poverty Maps in Sub-Saharan Africa
by Kamwoo Lee & Jeanine Braithwaite
- 2009.00519 Finding Core Members of Cooperative Games using Agent-Based Modeling
by Daniele Vernon-Bido & Andrew J. Collins
- 2009.00484 Incentives, lockdown, and testing: from Thucydides's analysis to the COVID-19 pandemic
by Emma Hubert & Thibaut Mastrolia & Dylan Possamai & Xavier Warin
- 2009.00436 Instrumental Variable Quantile Regression
by Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich
- 2009.00401 Time-Varying Parameters as Ridge Regressions
by Philippe Goulet Coulombe
- 2009.00368 XVA Analysis From the Balance Sheet
by Claudio Albanese & Stephane Crepey & Rodney Hoskinson & Bouazza Saadeddine
- 2009.00360 Pseudo-Hermiticity, Martingale Processes and Non-Arbitrage Pricing
by Will Hicks
- 2009.00212 An optimal test for strategic interaction in social and economic network formation between heterogeneous agents
by Andrin Pelican & Bryan S. Graham
- 2009.00131 InClass Nets: Independent Classifier Networks for Nonparametric Estimation of Conditional Independence Mixture Models and Unsupervised Classification
by Konstantin T. Matchev & Prasanth Shyamsundar
- 2009.00085 Identification of Semiparametric Panel Multinomial Choice Models with Infinite-Dimensional Fixed Effects
by Wayne Yuan Gao & Ming Li
- 2009.00062 Contingent Convertible Bonds in Financial Networks
by Giovanni Calice & Carlo Sala & Daniele Tantari
- 2008.13726 Reviewing climate change and agricultural market competitiveness
by Bakhtmina Zia & Dr Muhammad Rafiq PhD Research Scholar & Institute of Management Sciences & Peshawar & Pakistan & Associate Professor & Institute of Management Sciences & Peshawar & Pakistan
- 2008.13651 Causal Inference in Possibly Nonlinear Factor Models
by Yingjie Feng
- 2008.13561 Sustainable Border Control Policy in the COVID-19 Pandemic: A Math Modeling Study
by Zhen Zhu & Enzo Weber & Till Strohsal & Duaa Serhan
- 2008.13472 The behavior of stock market prices throughout the episodes of capital inflows
by Boubekeur Baba & Guven Sevil
- 2008.13420 A Myopic Adjustment Process for Mean Field Games with Finite State and Action Space
by Berenice Anne Neumann
- 2008.13309 Preference Robust Optimization with Quasi-Concave Choice Functions in Multi-Attribute Decision-Making: Characterization and Computation
by Jian Wu & William B. Haskell & Wenjie Huang & Huifu Xu
- 2008.13276 Proportional Participatory Budgeting with Additive Utilities
by Dominik Peters & Grzegorz Pierczy'nski & Piotr Skowron
- 2008.13230 A continuous-time asset market game with short-lived assets
by Mikhail Zhitlukhin
- 2008.13198 Measuring and Managing Carbon Risk in Investment Portfolios
by Th'eo Roncalli & Th'eo Le Guenedal & Fr'ed'eric Lepetit & Thierry Roncalli & Takaya Sekine
- 2008.13087 Efficient Nested Simulation Experiment Design via the Likelihood Ratio Method
by Mingbin Ben Feng & Eunhye Song
- 2008.13082 Nonparametric Predictive Inference for Asian options
by Ting He
- 2008.13042 Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression
by Marcelo J. Moreira & Geert Ridder
- 2008.12953 Sparse High-Order Portfolios via Proximal DCA and SCA
by Jinxin Wang & Zengde Deng & Taoli Zheng & Anthony Man-Cho So
- 2008.12910 Implication of Natal Care and Maternity Leave on Child Morbidity: Evidence from Ghana
by Danny Turkson & Joy Kafui Ahiabor
- 2008.12849 The Identity Fragmentation Bias
by Tesary Lin & Sanjog Misra
- 2008.12720 Generalized Lee Bounds
by Vira Semenova
- 2008.12706 Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
by Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner
- 2008.12477 How is Machine Learning Useful for Macroeconomic Forecasting?
by Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant
- 2008.12459 Layoffs, Inequity and COVID-19: A Longitudinal Study of the Journalism Jobs Crisis in Australia from 2012 to 2020
by Nik Dawson & Sacha Molitorisz & Marian-Andrei Rizoiu & Peter Fray
- 2008.12427 Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market
by John A. Major & Stephen J. Mildenhall
- 2008.12395 Efficient closed-form estimation of large spatial autoregressions
by Abhimanyu Gupta
- 2008.12364 Complexity science approach to economic crime
by J'anos Kert'esz & Johannes Wachs
- 2008.12275 Market-making with reinforcement-learning (SAC)
by Alexey Bakshaev
- 2008.12152 DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Data
by Aiusha Sangadiev & Rodrigo Rivera-Castro & Kirill Stepanov & Andrey Poddubny & Kirill Bubenchikov & Nikita Bekezin & Polina Pilyugina & Evgeny Burnaev
- 2008.12132 How Much Ad Viewability is Enough? The Effect of Display Ad Viewability on Advertising Effectiveness
by Christina Uhl & Nadia Abou Nabout & Klaus Miller
- 2008.12108 Coexisting Hidden and self-excited attractors in an economic system of integer or fractional order
by Marius-F. Danca
- 2008.12050 Hybrid quantum-classical optimization for financial index tracking
by Samuel Fern'andez-Lorenzo & Diego Porras & Juan Jos'e Garc'ia-Ripoll
- 2008.12032 A competitive search game with a moving target
by Benoit Duvocelle & J'anos Flesch & Mathias Staudigl & Dries Vermeulen
- 2008.11850 Changes in mobility and socioeconomic conditions in Bogot\'a city during the COVID-19 outbreak
by Marco Due~nas & Mercedes Campi & Luis Olmos
- 2008.11806 The Time Function of Stock Price
by Shengfeng Mei & Hong Gao
- 2008.11788 Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA
by Linyu Zheng & Hongmei He
- 2008.11757 Deep Learning for Constrained Utility Maximisation
by Ashley Davey & Harry Zheng
- 2008.11720 A Spatial Analysis of Disposable Income in Ireland: A GWR Approach
by Paul Kilgarriff & Martin Charlton
- 2008.11558 Investigation of Flash Crash via Topological Data Analysis
by Wonse Kim & Younng-Jin Kim & Gihyun Lee & Woong Kook
- 2008.11334 Potential impacts of ballast water regulations on international trade, shipping patterns, and the global economy: An integrated transportation and economic modeling assessment
by Zhaojun Wang & Duy Nong & Amanda M. Countryman & James J. Corbett & Travis Warziniack
- 2008.11327 Untangling the complexity of market competition in consumer goods -A complex Hilbert PCA analysis
by Makoto Mizuno & Hideaki Aoyama & Yoshi Fujiwara
- 2008.11275 Formula to Determine the Countries Equilibrium Exchange Rate With the Dollar and Proposal for a Second Bretton Woods Conference
by Walter H. Bruckman
- 2008.11140 Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
by Xiaohong Chen & Sokbae Lee & Myung Hwan Seo & Myunghyun Song
- 2008.10967 An energy-based macroeconomic model validated by global historical series since 1820
by Herve Bercegol & Henri Benisty
- 2008.10952 A Data Envelopment Analysis Approach to Benchmark the Performance of Mutual Funds in India
by Adit Chopra
- 2008.10930 High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process
by Valentin Courgeau & Almut E. D. Veraart
- 2008.10926 The Impact of Sodomy Law Repeals on Crime
by Riccardo Ciacci & Dario Sansone
- 2008.10885 Quantifying the impact of COVID-19 on the US stock market: An analysis from multi-source information
by Asim Kumer Dey & Toufiqul Haq & Kumer Das & Irina Panovska
- 2008.10819 "Near" Weighted Utilitarian Characterizations of Pareto Optima
by Yeon-Koo Che & Jinwoo Kim & Fuhito Kojima & Christopher Thomas Ryan
- 2008.10775 Drivers learn city-scale dynamic equilibrium
by Ruda Zhang & Roger Ghanem
- 2008.10745 Interacting Regional Policies in Containing a Disease
by Arun G. Chandrasekhar & Paul Goldsmith-Pinkham & Matthew O. Jackson & Samuel Thau
- 2008.10666 On the equivalence between the Kinetic Ising Model and discrete autoregressive processes
by Carlo Campajola & Fabrizio Lillo & Piero Mazzarisi & Daniele Tantari
- 2008.10348 Transaction Costs: Economies of Scale, Optimum, Equilibrium and Efficiency
by L'aszl'o K'allay & Tibor Tak'acs & L'aszl'o Trautmann
- 2008.10257 Portfolio Selection under Median and Quantile Maximization
by Xue Dong He & Zhaoli Jiang & Steven Kou
- 2008.10217 Finite-Sample Average Bid Auction
by Haitian Xie
- 2008.10184 Power-type derivatives for rough volatility with jumps
by Liang Wang & Weixuan Xia
- 2008.10145 Implications of the Tradeoff between Inside and Outside Social Status in Group Choice
by Takaaki Hamada
- 2008.09932 Lindahl Equilibrium as a Collective Choice Rule
by Faruk Gul & Wolfgang Pesendorfer
- 2008.09818 Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives
by Anand Deo & Karthyek Murthy
- 2008.09815 Competitive ride-sourcing market with a third-party integrator
by Yaqian Zhou & Hai Yang & Jintao Ke & Hai Wang & Xinwei Li
- 2008.09757 Constrained Trading Networks
by Can Kizilkale & Rakesh Vohra
- 2008.09667 A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction
by Xiao Li & Weili Wu
- 2008.09653 Search for a moving target in a competitive environment
by Benoit Duvocelle & J'anos Flesch & Hui Min Shi & Dries Vermeulen
- 2008.09529 Optimal Rating Design under Moral Hazard
by Maryam Saeedi & Ali Shourideh
- 2008.09484 A theoretical look at ELECTRE TRI-nB and related sorting models
by Denis Bouyssou & Thierry Marchant & Marc Pirlot
- 2008.09482 Using detrended deconvolution foreign exchange network to identify currency status
by Pengfei Xi & Shiyang Lai & Xueying Wang & Weiqiang Huang
- 2008.09481 Learning low-frequency temporal patterns for quantitative trading
by Joel da Costa & Tim Gebbie
- 2008.09471 GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading
by Zezheng Zhang & Matloob Khushi
- 2008.09454 Detecting and repairing arbitrage in traded option prices
by Samuel N. Cohen & Christoph Reisinger & Sheng Wang
- 2008.09407 Estimation of the number of irregular foreigners in Poland using non-linear count regression models
by Maciej Berk{e}sewicz & Katarzyna Pawlukiewicz
- 2008.09263 Empirical Likelihood Covariate Adjustment for Regression Discontinuity Designs
by Jun Ma & Zhengfei Yu
- 2008.09108 Analytic Calibration in Andreasen-Huge SABR Model
by K. E. Feldman
- 2008.09044 Modelling multi-period carbon markets using singular forward backward SDEs
by Chassagneux Jean-Francois & Chotai Hinesh & Crisan Dan
- 2008.09021 Inference for Moment Inequalities: A Constrained Moment Selection Procedure
by Rami V. Tabri & Christopher D. Walker
- 2008.08991 The Vigilant Eating Rule: A General Approach for Probabilistic Economic Design with Constraints
by Haris Aziz & Florian Brandl
- 2008.08918 West Australian Pandemic Response: The Black Swan of Black Swans
by David Cavanagh & Mark Hoey & Andrew Clark & Michael Small & Paul Bailey & Jon Watson
- 2008.08759 Positionality-Weighted Aggregation Methods for Cumulative Voting
by Takeshi Kato & Yasuhiro Asa & Misa Owa
- 2008.08733 Optimal Network Compression
by Hamed Amini & Zachary Feinstein
- 2008.08705 Reforming the State-Based Forward Guidance through Wage Growth Rate Threshold: Evidence from FRB/US Simulations
by Sudiksha Joshi
- 2008.08669 Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms
by Jeffrey Cohen & Alex Khan & Clark Alexander
- 2008.08576 Series expansions and direct inversion for the Heston model
by Simon J. A. Malham & Jiaqi Shen & Anke Wiese
- 2008.08517 Competing Persuaders in Zero-Sum Games
by Dilip Ravindran & Zhihan Cui
- 2008.08511 Are temporary value-added tax reductions passed on to consumers? Evidence from Germany's stimulus
by Felix Montag & Alina Sagimuldina & Monika Schnitzer
- 2008.08451 Axioms for Defeat in Democratic Elections
by Wesley H. Holliday & Eric Pacuit
- 2008.08387 A Novel Approach to Predictive Accuracy Testing in Nested Environments
by Jean-Yves Pitarakis
- 2008.08117 Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement
by Brantly Callaway
- 2008.08048 Learning Structure in Nested Logit Models
by Youssef M. Aboutaleb & Moshe Ben-Akiva & Patrick Jaillet
- 2008.08006 Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs
by Grzegorz Marcjasz & Jesus Lago & Rafa{l} Weron
- 2008.08004 Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark
by Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafa{l} Weron
- 2008.07907 Volatility Depends on Market Trades and Macro Theory
by Victor Olkhov
- 2008.07886 Peer effects and endogenous social interactions
by Koen Jochmans
- 2008.07871 Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects
by Peter Belcak & Jan-Peter Calliess & Stefan Zohren
- 2008.07836 Unveiling the directional network behind the financial statements data using volatility constraint correlation
by Tomoshiro Ochiai & Jose C. Nacher
- 2008.07822 Long vs Short Time Scales: the Rough Dilemma and Beyond
by Matthieu Garcin & Martino Grasselli
- 2008.07820 A Relation Analysis of Markov Decision Process Frameworks
by Tien Mai & Patrick Jaillet
- 2008.07807 Adaptive trading strategies across liquidity pools
by Bastien Baldacci & Iuliia Manziuk
- 2008.07798 Generalisation of Fractional-Cox-Ingersoll-Ross Process
by Marc Mukendi Mpanda & Safari Mukeru & Mmboniseni Mulaudzi
- 2008.07650 Mobility and Social Efficiency
by Ryan Steven Kostiuk
- 2008.07564 Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network
by Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez
- 2008.07335 Verification Results for Age-Structured Models of Economic-Epidemics Dynamics
by Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco
- 2008.07221 Modelling uncertainty in coupled electricity and gas systems -- is it worth the effort?
by Iegor Riepin & Thomas Mobius & Felix Musgens
- 2008.07165 Analysing a built-in advantage in asymmetric darts contests using causal machine learning
by Daniel Goller
- 2008.07103 Variance Contracts
by Yichun Chi & Xun Yu Zhou & Sheng Chao Zhuang
- 2008.07082 A free boundary problem arising from a multi-state regime-switching stock trading model
by Chonghu Guan & Jing Peng & Zuo Quan Xu
- 2008.07063 To Bag is to Prune
by Philippe Goulet Coulombe
- 2008.06660 No COVID-19 Climate Silver Lining in the US Power Sector
by Max Luke & Priyanshi Somani & Turner Cotterman & Dhruv Suri & Stephen J. Lee
- 2008.06598 A Stochastic Control Approach to Defined Contribution Plan Decumulation: "The Nastiest, Hardest Problem in Finance"
by Peter A. Forsyth
- 2008.06564 Optimal selection of the number of control units in kNN algorithm to estimate average treatment effects
by Andr'es Ram'irez-Hassan & Raquel Vargas-Correa & Gustavo Garc'ia & Daniel Londo~no
- 2008.06450 Short Term Stress of Covid-19 On World Major Stock Indices
by Muhammad Rehan & Jahanzaib Alvi & Suleyman Serdar Karaca
- 2008.06377 Kyle-Back Models with risk aversion and non-Gaussian Beliefs
by Shreya Bose & Ibrahim Ekren
- 2008.06225 Neural Network-based Automatic Factor Construction
by Jie Fang & Jianwu Lin & Shutao Xia & Yong Jiang & Zhikang Xia & Xiang Liu
- 2008.06184 No-Arbitrage Symmetries
by I. L. Degano & S. E. Ferrando & A. L. Gonzalez
- 2008.06178 Bounding Infection Prevalence by Bounding Selectivity and Accuracy of Tests: With Application to Early COVID-19
by Jorg Stoye
- 2008.06130 An estimator for predictive regression: reliable inference for financial economics
by Neil Shephard
- 2008.06051 A Spatial Stochastic SIR Model for Transmission Networks with Application to COVID-19 Epidemic in China
by Tatsushi Oka & Wei Wei & Dan Zhu
- 2008.06042 Image Processing Tools for Financial Time Series Classification
by Bairui Du & Delmiro Fernandez-Reyes & Paolo Barucca
- 2008.05885 The p-Innovation ecosystems model
by R. Church & J. C. Duque & D. E. Restrepo
- 2008.05883 Effect of pop-up bike lanes on cycling in European cities
by Sebastian Kraus & Nicolas Koch
- 2008.05879 On social welfare orders satisfying anonymity and asymptotic density-one Pareto
by Ram Sewak Dubey & Giorgio Laguzzi & Francesco Ruscitti
- 2008.05878 Modelling the expected probability of correct assignment under uncertainty
by Tom Dvir & Renana Peres & Ze'ev Rudnick
- 2008.05875 Exact solutions for a Solow-Swan model with non-constant returns to scale
by Nicol`o Cangiotti & Mattia Sensi
- 2008.05835 "Big Data" and its Origins
by Francis X. Diebold
- 2008.05824 Risk Measures Estimation Under Wasserstein Barycenter
by M. Andrea Arias-Serna & Jean-Michel Loubes & Francisco J. Caro-Lopera
- 2008.05693 SynthETIC: an individual insurance claim simulator with feature control
by Benjamin Avanzi & Gregory Clive Taylor & Melantha Wang & Bernard Wong
- 2008.05653 Understanding Gambling Behavior and Risk Attitudes Using Cryptocurrency-based Casino Blockchain Data
by Jonathan Meng & Feng Fu
- 2008.05527 Transmission of market orders through communication line with relativistic delay
by Peter B. Lerner
- 2008.05519 Convergence of Deep Fictitious Play for Stochastic Differential Games
by Jiequn Han & Ruimeng Hu & Jihao Long
- 2008.05517 A dynamic ordered logit model with fixed effects
by Chris Muris & Pedro Raposo & Sotiris Vandoros
- 2008.05507 Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares
by Irene Botosaru & Chris Muris & Krishna Pendakur
- 2008.05417 Bookmakers' mispricing of the disappeared home advantage in the German Bundesliga after the COVID-19 break
by Christian Deutscher & David Winkelmann & Marius Otting
- 2008.05147 Tail risk forecasting using Bayesian realized EGARCH models
by Vica Tendenan & Richard Gerlach & Chao Wang
- 2008.04985 Tax-Aware Portfolio Construction via Convex Optimization
by Nicholas Moehle & Mykel J. Kochenderfer & Stephen Boyd & Andrew Ang
- 2008.04850 Counting the costs of COVID-19: why future treatment option values matter
by Adrian Kent
- 2008.04782 Evidence of Predicting Early Signs of Corporate Bankruptcy Using Financial Ratios in the Indian Landscape
by Adit Chopra & Abhi Bansal & Aryaman Wadhwa
- 2008.04708 Convergence rate of estimators of clustered panel models with misclassification
by Andreas Dzemski & Ryo Okui
- 2008.04639 Measuring Energy-saving Technological Change: International Trends and Differences
by Emiko Inoue & Hiroya Taniguchi & Ken Yamada
- 2008.04401 Connected Incomplete Preferences
by Leandro Gorno & Alessandro Rivello
- 2008.04269 Nonparametric prediction with spatial data
by Abhimanyu Gupta & Javier Hidalgo
- 2008.04256 Purely Bayesian counterfactuals versus Newcomb's paradox
by L^e Nguy^en Hoang
- 2008.04229 Decision Conflict, Logit, and the Outside Option
by Georgios Gerasimou
- 2008.04131 Aggression in the workplace makes social distance difficult
by Keisuke Kokubun
- 2008.04110 Quantum Computation for Pricing the Collateralized Debt Obligations
by Hao Tang & Anurag Pal & Lu-Feng Qiao & Tian-Yu Wang & Jun Gao & Xian-Min Jin
- 2008.04069 Insider Ownership and Dividend Payout Policy: The Role of Business Cycle
by Asmar Aliyeva
- 2008.04068 Crowd, Lending, Machine, and Bias
by Runshan Fu & Yan Huang & Param Vir Singh
- 2008.04059 Supervised Machine Learning Techniques: An Overview with Applications to Banking
by Linwei Hu & Jie Chen & Joel Vaughan & Hanyu Yang & Kelly Wang & Agus Sudjianto & Vijayan N. Nair
- 2008.04048 Corporate Governance and Firms Financial Performance in the United Kingdom
by Martin Kyere & Marcel Ausloos
- 2008.03672 A Natural Disasters Index
by Thilini V. Mahanama & Abootaleb Shirvani
- 2008.03623 The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective
by Igor Halperin
- 2008.03600 Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application
by Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas
- 2008.03500 Radner equilibrium and systems of quadratic BSDEs with discontinuous generators
by Luis Escauriaza & Daniel C. Schwarz & Hao Xing
- 2008.03443 Transparency versus Performance in Financial Markets: The Role of CSR Communications
by Rajiv Kashyap & Mohamed Menisy & Peter Caiazzo & Jim Samuel
- 2008.03355 Obamacare and a Fix for the IRS Iteration
by Samuel J. Ferguson
- 2008.03283 COVID-19: What If Immunity Wanes?
by M. Alper c{C}enesiz & Lu'is Guimar~aes
- 2008.03204 Log-modulated rough stochastic volatility models
by Christian Bayer & Fabian Andsem Harang & Paolo Pigato
- 2008.03123 Pricing foreseeable and unforeseeable risks in insurance portfolios
by Weihong Ni & Corina Constantinescu & Alfredo Eg'idio dos Reis & V'eronique Maume-Deschamps
- 2008.03102 Pricing group membership
by Siddhartha Bandyopadhyay & Antonio Cabrales
- 2008.02649 Early warnings of COVID-19 outbreaks across Europe from social media?
by Milena Lopreite & Pietro Panzarasa & Michelangelo Puliga & Massimo Riccaboni
- 2008.02636 An Upper Bound for Functions of Estimators in High Dimensions
by Mehmet Caner & Xu Han
- 2008.02629 Developing a real estate yield investment deviceusing granular data and machine learning
by Monica Azqueta-Gavaldon & Gonzalo Azqueta-Gavaldon & Inigo Azqueta-Gavaldon & Andres Azqueta-Gavaldon
- 2008.02581 Teaching Economics with Interactive Browser-Based Models
by Juan Dominguez-Moran & Rouven Geismar
- 2008.02420 Minimal Quantile Functions Subject to Stochastic Dominance Constraints
by Xiangyu Wang & Jianming Xia & Zuo Quan Xu & Zhou Yang
- 2008.02318 On the Size Control of the Hybrid Test for Predictive Ability
by Deborah Kim
- 2008.02246 Applying Data Synthesis for Longitudinal Business Data across Three Countries
by M. Jahangir Alam & Benoit Dostie & Jorg Drechsler & Lars Vilhuber
- 2008.02230 Identifying Opportunities to Improve the Network of Immigration Legal Services Providers
by Vasil Yasenov & David Hausman & Michael Hotard & Duncan Lawrence & Alexandra Siegel & Jessica S. Wolff & David D. Laitin & Jens Hainmueller
- 2008.02166 The impact of financial risks on economic growth in EU-15
by Ionut Jianu & Laura-Madalina Pirscoveanu & Maria-Daniela Tudorache
- 2008.02041 Geometry of anonymous binary social choices that are strategy-proof
by Achille Basile & Surekha Rao & K. P. S. Bhaskara Rao
- 2008.01828 Understanding the Relationship between Social Distancing Policies, Traffic Volume, Air Quality, and the Prevalence of COVID-19 Outcomes in Urban Neighborhoods
by Daniel L. Mendoza & Tabitha M. Benney & Rajive Ganguli & Rambabu Pothina & Benjamin Krick & Cheryl S. Pirozzi & Erik T. Crosman & Yue Zhang
- 2008.01714 Macroeconomic Data Transformations Matter
by Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant
- 2008.01687 Machine Learning approach for Credit Scoring
by A. R. Provenzano & D. Trifir`o & A. Datteo & L. Giada & N. Jean & A. Riciputi & G. Le Pera & M. Spadaccino & L. Massaron & C. Nordio
- 2008.01670 Multi-stream RNN for Merchant Transaction Prediction
by Zhongfang Zhuang & Chin-Chia Michael Yeh & Liang Wang & Wei Zhang & Junpeng Wang
- 2008.01649 Anxiety for the pandemic and trust in financial markets
by Roy Cerqueti & Valerio Ficcadenti
- 2008.01618 Distributionally Robust Pricing in Independent Private Value Auctions
by Alex Suzdaltsev
- 2008.01535 Weighted Accuracy Algorithmic Approach In Counteracting Fake News And Disinformation
by Kwadwo Osei Bonsu
- 2008.01463 Optimal semi-static hedging in illiquid markets
by Teemu Pennanen & Udomsak Rakwongwan
- 2008.01385 The Multiplicative Chaos of $H=0$ Fractional Brownian Fields
by Paul Hager & Eyal Neuman
- 2008.01277 Generalized Autoregressive Score asymmetric Laplace Distribution and Extreme Downward Risk Prediction
by Hong Shaopeng
- 2008.01241 Pricing Options Under Rough Volatility with Backward SPDEs
by Christian Bayer & Jinniao Qiu & Yao Yao
- 2008.01071 Making Decisions under Model Misspecification
by Simone Cerreia-Vioglio & Lars Peter Hansen & Fabio Maccheroni & Massimo Marinacci
- 2008.00963 Existence and uniqueness of recursive utilities without boundedness
by Timothy M. Christensen
- 2008.00925 Multigrid Iterative Algorithm based on Compact Finite Difference Schemes and Hermite interpolation for Solving Regime Switching American Options
by Chinonso Nwankwo & Weizhong Dai
- 2008.00908 Equilibrium under TWAP trading with quadratic transaction costs
by Eunjung Noh
- 2008.00863 Solving High-Order Portfolios via Successive Convex Approximation Algorithms
by Rui Zhou & Daniel P. Palomar
- 2008.00860 Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
by Kenichi Hirayama & Akihiko Noda
- 2008.00747 Testing error distribution by kernelized Stein discrepancy in multivariate time series models
by Donghang Luo & Ke Zhu & Huan Gong & Dong Li
- 2008.00718 Estimating TVP-VAR models with time invariant long-run multipliers
by Denis Belomestny & Ekaterina Krymova & Andrey Polbin
- 2008.00673 A spatial multinomial logit model for analysing urban expansion
by Tam'as Krisztin & Philipp Piribauer & Michael Wogerer
- 2008.00602 Design-Based Uncertainty for Quasi-Experiments
by Ashesh Rambachan & Jonathan Roth
- 2008.00502 Robust Sequential Search
by Karl H. Schlag & Andriy Zapechelnyuk
Printed from https://ideas.repec.org/s/arx/papers70.html
