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Content
2020
- 2008.00470 A central bank strategy for defending a currency peg
by Eyal Neuman & Alexander Schied & Chengguo Weng & Xiaole Xue
- 2008.00462 Data-Driven Option Pricing using Single and Multi-Asset Supervised Learning
by Anindya Goswami & Sharan Rajani & Atharva Tanksale
- 2008.00392 Optimal Investment, Heterogeneous Consumption and Best Time for Retirement
by Hyun Jin Jang & Zuo Quan Xu & Harry Zheng
- 2008.00391 Dynamic optimal reinsurance and dividend-payout in finite time horizon
by Chonghu Guan & Zuo Quan Xu & Rui Zhou
- 2008.00374 Fair Allocation of Vaccines, Ventilators and Antiviral Treatments: Leaving No Ethical Value Behind in Health Care Rationing
by Parag A. Pathak & Tayfun Sonmez & M. Utku Unver & M. Bumin Yenmez
- 2008.00298 What can we learn about SARS-CoV-2 prevalence from testing and hospital data?
by Daniel W. Sacks & Nir Menachemi & Peter Embi & Coady Wing
- 2008.00254 Simpler Proofs for Approximate Factor Models of Large Dimensions
by Jushan Bai & Serena Ng
- 2008.00253 Male Earnings Volatility in LEHD before, during, and after the Great Recession
by Kevin L. McKinney & John M. Abowd
- 2008.00234 Ergodic Annealing
by Carlo Baldassi & Fabio Maccheroni & Massimo Marinacci & Marco Pirazzini
- 2008.00124 Multivariate General Compound Point Processes in Limit Order Books
by Qi Guo & Bruno Remillard & Anatoliy Swishchuk
- 2007.16119 Lookahead and Hybrid Sample Allocation Procedures for Multiple Attribute Selection Decisions
by Jeffrey W. Herrmann & Kunal Mehta
- 2007.16096 On Single Point Forecasts for Fat-Tailed Variables
by Nassim Nicholas Taleb & Yaneer Bar-Yam & Pasquale Cirillo
- 2007.15982 Investment sizing with deep learning prediction uncertainties for high-frequency Eurodollar futures trading
by Trent Spears & Stefan Zohren & Stephen Roberts
- 2007.15980 The Hansen ratio in mean--variance portfolio theory
by Alev{s} v{C}ern'y
- 2007.15942 Truthful Equilibria in Generalized Common Agency Models
by Ilias Boultzis
- 2007.15704 Job market effects of COVID-19 on urban Ukrainian households
by Tymofii Brik & Maksym Obrizan
- 2007.15550 Combining distributive ethics and causal Inference to make trade-offs between austerity and population health
by Adel Daoud & Anders Herlitz & SV Subramanian
- 2007.15545 Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model
by Carlo Campajola & Domenico Di Gangi & Fabrizio Lillo & Daniele Tantari
- 2007.15514 Signaling with Private Monitoring
by Gonzalo Cisternas & Aaron Kolb
- 2007.15475 Connecting actuarial judgment to probabilistic learning techniques with graph theory
by Roland R. Ramsahai
- 2007.15419 Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession
by Martin Feldkircher & Florian Huber & Michael Pfarrhofer
- 2007.15265 Equilibrium Oil Market Share under the COVID-19 Pandemic
by Xiaojun Chen & Yun Shi & Xiaozhou Wang
- 2007.15264 Learning what they think vs. learning what they do: The micro-foundations of vicarious learning
by Sanghyun Park & Phanish Puranam
- 2007.15128 Deep Hedging of Long-Term Financial Derivatives
by Alexandre Carbonneau
- 2007.15041 Uniqueness in Cauchy problems for diffusive real-valued strict local martingales
by Umut Cetin & Kasper Larsen
- 2007.14874 Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models
by Lennart Oelschlager & Timo Adam
- 2007.14841 Who Manipulates Data During Pandemics? Evidence from Newcomb-Benford Law
by Vadim S. Balashov & Yuxing Yan & Xiaodi Zhu
- 2007.14769 A convergence analysis of the price of anarchy in atomic congestion games
by Zijun Wu & Rolf H. Moehring & Chunying Ren & Dachuan Xu
- 2007.14702 Editorial: Understanding Cryptocurrencies
by Wolfgang Karl Hardle & Campbell R. Harvey & Raphael C. G. Reule
- 2007.14630 Money flow network among firms' accounts in a regional bank of Japan
by Yoshi Fujiwara & Hiroyasu Inoue & Takayuki Yamaguchi & Hideaki Aoyama & Takuma Tanaka
- 2007.14620 Epidemic response to physical distancing policies and their impact on the outbreak risk
by Fabio Vanni & David Lambert & Luigi Palatella
- 2007.14447 Analysis of the Global Banking Network by Random Matrix Theory
by Ali Namaki & Jamshid Ardalankia & Reza Raei & Leila Hedayatifar & Ali Hosseiny & Emmanuel Haven & G. Reza Jafari
- 2007.14328 A decomposition formula for fractional Heston jump diffusion models
by Marc Lagunas-Merino & Salvador Ortiz-Latorre
- 2007.14162 Insider Trading with Temporary Price Impact
by Weston Barger & Ryan Donnelly
- 2007.14069 Convergence of the Kiefer-Wolfowitz algorithm in the presence of discontinuities
by Miklos Rasonyi & Kinga Tikosi
- 2007.14022 Heterogeneity and the Dynamic Effects of Aggregate Shocks
by Andreas Tryphonides
- 2007.14002 Equilibrium Behaviors in Repeated Games
by Yingkai Li & Harry Pei
- 2007.13972 Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk
by Young Shin Kim
- 2007.13902 Leveraging the Power of Place: A Data-Driven Decision Helper to Improve the Location Decisions of Economic Immigrants
by Jeremy Ferwerda & Nicholas Adams-Cohen & Kirk Bansak & Jennifer Fei & Duncan Lawrence & Jeremy M. Weinstein & Jens Hainmueller
- 2007.13888 Local Projection Inference is Simpler and More Robust Than You Think
by Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller
- 2007.13879 Advanced Strategies of Portfolio Management in the Heston Market Model
by Jaros{l}aw Gruszka & Janusz Szwabi'nski
- 2007.13823 Economic Reality, Economic Media and Individuals' Expectations
by Kristoffer Persson
- 2007.13804 The Spectral Approach to Linear Rational Expectations Models
by Majid M. Al-Sadoon
- 2007.13659 Unconditional Quantile Regression with High Dimensional Data
by Yuya Sasaki & Takuya Ura & Yichong Zhang
- 2007.13566 Are low frequency macroeconomic variables important for high frequency electricity prices?
by Claudia Foroni & Francesco Ravazzolo & Luca Rossini
- 2007.13549 The Wage Premium of Communist Party Membership: Evidence from China
by Plamen Nikolov & Hongjian Wang & Kevin Acker
- 2007.13275 Total Error and Variability Measures for the Quarterly Workforce Indicators and LEHD Origin-Destination Employment Statistics in OnTheMap
by Kevin L. McKinney & Andrew S. Green & Lars Vilhuber & John M. Abowd
- 2007.13247 Scalable Bayesian estimation in the multinomial probit model
by Ruben Loaiza-Maya & Didier Nibbering
- 2007.13238 A well-timed switch from local to global agreements accelerates climate change mitigation
by Vadim A. Karatayev & V'itor V. Vasconcelos & Anne-Sophie Lafuite & Simon A. Levin & Chris T. Bauch & Madhur Anand
- 2007.13103 Distributionally Robust Markov Decision Processes and their Connection to Risk Measures
by Nicole Bauerle & Alexander Glauner
- 2007.12880 Visibility graph analysis of economy policy uncertainty indices
by Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou
- 2007.12877 Catastrophe by Design in Population Games: Destabilizing Wasteful Locked-in Technologies
by Stefanos Leonardos & Iosif Sakos & Costas Courcoubetis & Georgios Piliouras
- 2007.12876 Myopic equilibria, the spanning property, and subgame bundles
by Robert Simon & Stanislaw Spiez & Henryk Torunczyk
- 2007.12838 The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model
by Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou
- 2007.12681 Data science and AI in FinTech: An overview
by Longbing Cao & Qiang Yang & Philip S. Yu
- 2007.12620 A Novel Ensemble Deep Learning Model for Stock Prediction Based on Stock Prices and News
by Yang Li & Yi Pan
- 2007.12433 Effects of dynamic capability and marketing strategy on the organizational performance of the banking sector in Makassar, Indonesia
by Akhmad Muhammadin & Rashila Ramli & Syamsul Ridjal & Muhlis Kanto & Syamsul Alam & Hamzah Idris
- 2007.12431 Tile test for back-testing risk evaluation
by Gilles Zumbach
- 2007.12338 Ordering and Inequalities for Mixtures on Risk Aggregation
by Yuyu Chen & Peng Liu & Yang Liu & Ruodu Wang
- 2007.12255 Home Advantage in the Brazilian Elite Football: Verifying managers' capacity to outperform their disadvantage
by Carlos Denner dos Santos & Jessica Alves
- 2007.12249 bootUR: An R Package for Bootstrap Unit Root Tests
by Stephan Smeekes & Ines Wilms
- 2007.12228 Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate
by Foad Shokrollahi & Marcin Marcin Magdziarz
- 2007.12226 Understanding the dynamics emerging from infodemics: A call to action for interdisciplinary research
by Stephan Leitner & Bartosz Gula & Dietmar Jannach & Ulrike Krieg-Holz & Friederike Wall
- 2007.12177 Online Appendix & Additional Results for The Determinants of Social Connectedness in Europe
by Michael Bailey & Drew Johnston & Theresa Kuchler & Dominic Russel & Bogdan State & Johannes Stroebel
- 2007.12127 Generating Empirical Core Size Distributions of Hedonic Games using a Monte Carlo Method
by Andrew J. Collins & Sheida Etemadidavan & Wael Khallouli
- 2007.12007 The Relationship between the Economic and Financial Crises and Unemployment Rate in the European Union -- How Institutions Affected Their Linkage
by Ionut Jianu
- 2007.11973 The societal and ethical relevance of computational creativity
by Michele Loi & Eleonora Vigan`o & Lonneke van der Plas
- 2007.11961 Dominant Resource Fairness with Meta-Types
by Steven Yin & Shatian Wang & Lingyi Zhang & Christian Kroer
- 2007.11941 (Unintended) Consequences of export restrictions on medical goods during the Covid-19 pandemic
by Marco Grassia & Giuseppe Mangioni & Stefano Schiavo & Silvio Traverso
- 2007.11887 Deep Dynamic Factor Models
by Paolo Andreini & Cosimo Izzo & Giovanni Ricco
- 2007.11877 Proposal for a Comprehensive (Crypto) Asset Taxonomy
by Thomas Ankenbrand & Denis Bieri & Roland Cortivo & Johannes Hoehener & Thomas Hardjono
- 2007.11789 Nursing Home Staff Networks and COVID-19
by M. Keith Chen & Judith A. Chevalier & Elisa F. Long
- 2007.11781 Relative wealth concerns with partial information and heterogeneous priors
by Chao Deng & Xizhi Su & Chao Zhou
- 2007.11618 Towards a Sustainable Agricultural Credit Guarantee Scheme
by Reason Lesego Machete
- 2007.11606 The Mode Treatment Effect
by Neng-Chieh Chang
- 2007.11580 How happy are my neighbours? Modelling spatial spillover effects of well-being
by Thanasis Ziogas & Dimitris Ballas & Sierdjan Koster & Arjen Edzes
- 2007.11546 A Research on Cross-sectional Return Dispersion and Volatility of US Stock Market during COVID-19
by Jiawei Du
- 2007.11439 A comprehensive view of the manifestations of aggregate demand and aggregate supply shocks in Greece, Ireland, Italy and Portugal
by Ionut Jianu
- 2007.11436 The implications of institutional specificities on the income inequalities drivers in European Union
by Ionut Jianu & Ion Dobre & Dumitru Alexandru Bodislav & Carmen Valentina Radulescu & Sorin Burlacu
- 2007.11435 The Effect of Young People Not In Employment, Education or Training, On Poverty Rate in European Union
by Ionut Jianu
- 2007.11409 The impact of government health and education expenditure on income inequality in European Union
by Ionut Jianu
- 2007.11408 The impact of private sector credit on income inequalities in European Union (15 member states)
by Ionut Jianu
- 2007.11407 Examining the drivers of business cycle divergence between Euro Area and Romania
by Ionut Jianu
- 2007.11388 The impact of life-saving interventions on fertility
by David Roodman
- 2007.11386 A Canon of Probabilistic Rationality
by Simone Cerreia-Vioglio & Per Olov Lindberg & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini
- 2007.11201 IITK at the FinSim Task: Hypernym Detection in Financial Domain via Context-Free and Contextualized Word Embeddings
by Vishal Keswani & Sakshi Singh & Ashutosh Modi
- 2007.11098 Generating Trading Signals by ML algorithms or time series ones?
by Omid Safarzadeh
- 2007.10952 Lasso Inference for High-Dimensional Time Series
by Robert Adamek & Stephan Smeekes & Ines Wilms
- 2007.10805 Formally Verified Trades in Financial Markets
by Suneel Sarswat & Abhishek Kr Singh
- 2007.10758 Continuous-time incentives in hierarchies
by Emma Hubert
- 2007.10727 Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
by Ayoub Ammy-Driss & Matthieu Garcin
- 2007.10643 On the value of non-Markovian Dynkin games with partial and asymmetric information
by Tiziano De Angelis & Nikita Merkulov & Jan Palczewski
- 2007.10564 The impact of economic policy uncertainties on the volatility of European carbon market
by Peng-Fei Dai & Xiong Xiong & Toan Luu Duc Huynh & Jiqiang Wang
- 2007.10462 Deep Local Volatility
by Marc Chataigner & St'ephane Cr'epey & Matthew Dixon
- 2007.10432 Treatment Effects with Targeting Instruments
by Sokbae Lee & Bernard Salani'e
- 2007.10415 The Historical Impact of Anthropogenic Climate Change on Global Agricultural Productivity
by Ariel Ortiz-Bobea & Toby R. Ault & Carlos M. Carrillo & Robert G. Chambers & David B. Lobell
- 2007.10270 The impacts of alcohol taxes: A replication review
by David Roodman
- 2007.10269 The domestic economic impacts of immigration
by David Roodman
- 2007.10268 The impacts of incarceration on crime
by David Roodman
- 2007.10160 Variable Selection in Macroeconomic Forecasting with Many Predictors
by Zhenzhong Wang & Zhengyuan Zhu & Cindy Yu
- 2007.10144 Competing Bandits: The Perils of Exploration Under Competition
by Guy Aridor & Yishay Mansour & Aleksandrs Slivkins & Zhiwei Steven Wu
- 2007.09939 Social capital may mediate the relationship between social distance and COVID-19 prevalence
by Keisuke Kokubun
- 2007.09911 Deep neural network for optimal retirement consumption in defined contribution pension system
by Wen Chen & Nicolas Langren'e
- 2007.09837 Permutation-based tests for discontinuities in event studies
by Federico A. Bugni & Jia Li & Qiyuan Li
- 2007.09781 A Maximum Theorem for Incomplete Preferences
by Leandro Gorno & Alessandro Rivello
- 2007.09568 Only Time Will Tell: Credible Dynamic Signaling
by Egor Starkov
- 2007.09566 Authoritarian Governments Appear to Manipulate COVID Data
by Mudit Kapoor & Anup Malani & Shamika Ravi & Arnav Agrawal
- 2007.09419 Perpetual American options with asset-dependent discounting
by Jonas Al-Hadad & Zbigniew Palmowski
- 2007.09350 Conditional tail risk expectations for location-scale mixture of elliptical distributions
by Baishuai Zuo & Chuancun Yin
- 2007.09349 Explicit expressions for joint moments of $n$-dimensional elliptical distributions
by Baishuai Zuo & Chuancun Yin & Narayanaswamy Balakrishnan
- 2007.09320 Convolution Bounds on Quantile Aggregation
by Jose Blanchet & Henry Lam & Yang Liu & Ruodu Wang
- 2007.09258 New Jensen-type inequalities and their applications
by Bar Light
- 2007.09230 Absentee and Economic Impact of Low-Level Fine Particulate Matter and Ozone Exposure in K-12 Students
by Daniel L. Mendoza & Cheryl S. Pirozzi & Erik T. Crosman & Theodore G. Liou & Yue Zhang & Jessica J. Cleeves & Stephen C. Bannister & William R. L. Anderegg & Robert Paine III
- 2007.09213 How Flexible is that Functional Form? Quantifying the Restrictiveness of Theories
by Drew Fudenberg & Wayne Gao & Annie Liang
- 2007.09201 Bond indifference prices and indifference yield curves
by Matthew Lorig
- 2007.09193 Tractable Profit Maximization over Multiple Attributes under Discrete Choice Models
by Hongzhang Shao & Anton J. Kleywegt
- 2007.09043 Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets
by Matthieu Garcin & Jules Klein & Sana Laaribi
- 2007.08829 Adjusted Expected Shortfall
by Matteo Burzoni & Cosimo Munari & Ruodu Wang
- 2007.08815 Limits of random walks with distributionally robust transition probabilities
by Daniel Bartl & Stephan Eckstein & Michael Kupper
- 2007.08804 Pricing equity-linked life insurance contracts with multiple risk factors by neural networks
by Karim Barigou & Lukasz Delong
- 2007.08762 Learning from Manipulable Signals
by Mehmet Ekmekci & Leandro Gorno & Lucas Maestri & Jian Sun & Dong Wei
- 2007.08523 Epidemic dynamics with homophily, vaccination choices, and pseudoscience attitudes
by Matteo Bizzarri & Fabrizio Panebianco & Paolo Pin
- 2007.08475 Symmetry and financial Markets
by J{o}rgen Vitting Andersen & Andrzej Nowak
- 2007.08396 Government spending and multi-category treatment effects:The modified conditional independence assumption
by Koiti Yano
- 2007.08376 Duality Theory for Robust Utility Maximisation
by Daniel Bartl & Michael Kupper & Ariel Neufeld
- 2007.08115 Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks
by Vassilis Polimenis
- 2007.08106 Global Representation of the Conditional LATE Model: A Separability Result
by Yu-Chang Chen & Haitian Xie
- 2007.07998 Transaction Costs in Execution Trading
by David Marcos
- 2007.07963 Social capital and resilience make an employee cooperate for coronavirus measures and lower his/her turnover intention
by Keisuke Kokubun & Yoshiaki Ino & Kazuyoshi Ishimura
- 2007.07842 Persistence in Financial Connectedness and Systemic Risk
by Jozef Barunik & Michael Ellington
- 2007.07839 COVID-19 Induced Economic Uncertainty: A Comparison between the United Kingdom and the United States
by Ugur Korkut Pata
- 2007.07781 Least Squares Estimation Using Sketched Data with Heteroskedastic Errors
by Sokbae Lee & Serena Ng
- 2007.07703 Failures of Contingent Thinking
by Evan Piermont & Peio Zuazo-Garin
- 2007.07701 Approximate XVA for European claims
by Fabio Antonelli & Alessandro Ramponi & Sergio Scarlatti
- 2007.07580 Prophylaxis of Epidemic Spreading with Transient Dynamics
by Geraldine Bouveret & Antoine Mandel
- 2007.07561 Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis
by Juan B'ogalo & Pilar Poncela & Eva Senra
- 2007.07487 How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of China's stock market during the outbreak of COVID-19
by Fu Qiao & Yan Yan
- 2007.07353 Keynesian models of depression. Supply shocks and the COVID-19 Crisis
by Ignacio Escanuela Romana
- 2007.07352 Degrees of individual and groupwise backward and forward responsibility in extensive-form games with ambiguity, and their application to social choice problems
by Jobst Heitzig & Sarah Hiller
- 2007.07319 Deep Learning modeling of Limit Order Book: a comparative perspective
by Antonio Briola & Jeremy Turiel & Tomaso Aste
- 2007.07207 Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility
by Sana Ben Hamida & Wafa Abdelmalek & Fathi Abid
- 2007.07166 Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry
by Fabio Ciulla & Rosario N. Mantegna
- 2007.07091 Time-Equitable Dynamic Tolling Scheme For Single Bottlenecks
by John W Helsel & Venktesh Pandey & Stephen D. Boyles
- 2007.07068 Modeling and measuring incurred claims risk liabilities for a multi-line property and casualty insurer
by Carlos Andr'es Araiza Iturria & Fr'ed'eric Godin & M'elina Mailhot
- 2007.07065 A More Robust t-Test
by Ulrich K. Mueller
- 2007.07061 Polarization in Networks: Identification-alienation Framework
by Kenan Huremovic & Ali Ozkes
- 2007.06994 Do Online Courses Provide an Equal Educational Value Compared to In-Person Classroom Teaching? Evidence from US Survey Data using Quantile Regression
by Manini Ojha & Mohammad Arshad Rahman
- 2007.06848 Modeling Financial Time Series using LSTM with Trainable Initial Hidden States
by Jungsik Hwang
- 2007.06617 A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees
by Parisa Golbayani & Ionuc{t} Florescu & Rupak Chatterjee
- 2007.06535 The New Digital Platforms: Merger Control in Pakistan
by Shahzada Aamir Mushtaq & Wang Yuhui
- 2007.06530 Race and gender income inequality in the USA: black women vs. white men
by Ivan Kitov
- 2007.06510 Mean-variance-utility portfolio selection with time and state dependent risk aversion
by Ben-Zhang Yang & Xin-Jiang He & Song-Ping Zhu
- 2007.06468 Incentivizing Narrow-Spectrum Antibiotic Development with Refunding
by Lucas Bottcher & Hans Gersbach
- 2007.06465 Non-Linear Discounting and Default Compensation: Valuation of Non-Replicable Value and Damage: When the Social Discount Rate may become Negative
by Christian P. Fries
- 2007.06460 Optimal allocation using the Sortino ratio
by Tarek Nassar & Sandro Ephrem
- 2007.06451 Government intervention modeling in microeconomic company market evolution
by Micha{l} Chorowski & Ryszard Kutner
- 2007.06403 Equilibrium Refinement in Finite Action Evidence Games
by Shaofei Jiang
- 2007.06330 A stochastic control problem with linearly bounded control rates in a Brownian model
by Jean-Franc{c}ois Renaud & Clarence Simard
- 2007.06262 A micro-to-macro approach to returns, volumes and waiting times
by Guglielmo D'Amico & Filippo Petroni
- 2007.06169 An Adversarial Approach to Structural Estimation
by Tetsuya Kaji & Elena Manresa & Guillaume Pouliot
- 2007.05983 Contracting over persistent information
by Wei Zhao & Claudio Mezzetti & Ludovic Renou & Tristan Tomala
- 2007.05933 Equity Tail Risk in the Treasury Bond Market
by Mirco Rubin & Dario Ruzzi
- 2007.05884 Do Pension Benefits Accelerate Cognitive Decline in Late Adulthood? Evidence from Rural China
by Plamen Nikolov & Md Shahadath Hossain
- 2007.05529 Is there a Golden Parachute in Sannikov's principal-agent problem?
by Dylan Possamai & Nizar Touzi
- 2007.05403 A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity
by Luis E. Candelaria
- 2007.05289 A characterization of progressively equivalent probability measures preserving the structure of a compound mixed renewal process
by Spyridon M. Tzaninis & Nikolaos D. Macheras
- 2007.05188 Intelligent Credit Limit Management in Consumer Loans Based on Causal Inference
by Hang Miao & Kui Zhao & Zhun Wang & Linbo Jiang & Quanhui Jia & Yanming Fang & Quan Yu
- 2007.04962 An\'alise dos fatores determinantes para o decreto de pris\~ao preventiva em casos envolvendo acusa\c{c}\~oes por roubo, tr\'afico de drogas e furto: Um estudo no \^ambito das cidades mais populosas do Paran\'a
by Giovane Cerezuela Policeno & Mario Edson Passerino Fischer da Silva & Vitor Pestana Ostrensky
- 2007.04960 Line-Up Elections: Parallel Voting with Shared Candidate Pool
by Niclas Boehmer & Robert Bredereck & Piotr Faliszewski & Andrzej Kaczmarczyk & Rolf Niedermeier
- 2007.04909 Asymptotic minimization of expected time to reach a large wealth level in an asset market game
by Mikhail Zhitlukhin
- 2007.04838 Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks
by Edmond Lezmi & Jules Roche & Thierry Roncalli & Jiali Xu
- 2007.04829 Gintropy: Gini index based generalization of Entropy
by Tam'as S. Bir'o & Zolt'an N'eda
- 2007.04758 A Bivariate Compound Dynamic Contagion Process for Cyber Insurance
by Jiwook Jang & Rosy Oh
- 2007.04713 Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks
by Savi Virolainen
- 2007.04553 Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective
by Feiyu Jiang & Zifeng Zhao & Xiaofeng Shao
- 2007.04435 Nice guys don't always finish last: succeeding in hierarchical organizations
by Doron Klunover
- 2007.04408 An Adaptive and Explicit Fourth Order Runge-Kutta-Fehlberg Method Coupled with Compact Finite Differencing for Pricing American Put Options
by Chinonso Nwankwo & Weizhong Dai
- 2007.04346 Efficient Covariate Balancing for the Local Average Treatment Effect
by Phillip Heiler
- 2007.04267 Difference-in-Differences Estimators of Intertemporal Treatment Effects
by Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille
- 2007.04203 A Natural Actor-Critic Algorithm with Downside Risk Constraints
by Thomas Spooner & Rahul Savani
- 2007.04154 Robust pricing and hedging via neural SDEs
by Patryk Gierjatowicz & Marc Sabate-Vidales & David v{S}iv{s}ka & Lukasz Szpruch & v{Z}an v{Z}uriv{c}
- 2007.04082 Uncertainty-Aware Lookahead Factor Models for Quantitative Investing
by Lakshay Chauhan & John Alberg & Zachary C. Lipton
- 2007.04055 Talents from Abroad. Foreign Managers and Productivity in the United Kingdom
by Dimitrios Exadaktylos & Massimo Riccaboni & Armando Rungi
- 2007.04051 Computation of bonus in multi-state life insurance
by Jamaal Ahmad & Kristian Buchardt & Christian Furrer
- 2007.04050 Optimal Decision Rules for Weak GMM
by Isaiah Andrews & Anna Mikusheva
- 2007.03980 Interdependencies of female board member appointments
by Matthias Raddant & Hiroshi Takahashi
- 2007.03911 Max-sum tests for cross-sectional dependence of high-demensional panel data
by Long Feng & Tiefeng Jiang & Binghui Liu & Wei Xiong
- 2007.03794 Stability in Repeated Matching Markets
by Ce Liu
- 2007.03682 A Dynamic Choice Model with Heterogeneous Decision Rules: Application in Estimating the User Cost of Rail Crowding
by Prateek Bansal & Daniel Horcher & Daniel J. Graham
- 2007.03654 The Cathedral and the Starship: Learning from the Middle Ages for Future Long-Duration Projects
by Andreas M. Hein
- 2007.03585 On the harmonic mean representation of the implied volatility
by Stefano De Marco
- 2007.03573 regvis.net -- A Visual Bibliography of Regulatory Visualization
by Zhibin Niu & Runlin Li & Junqi Wu & Yaqi Xue & Jiawan Zhang
- 2007.03494 Volatility model calibration with neural networks a comparison between direct and indirect methods
by Dirk Roeder & Georgi Dimitroff
- 2007.03481 Necessary and Sufficient Conditions for Inverse Reinforcement Learning of Bayesian Stopping Time Problems
by Kunal Pattanayak & Vikram Krishnamurthy
- 2007.03477 Real-time estimation of the short-run impact of COVID-19 on economic activity using electricity market data
by Carlo Fezzi & Valeria Fanghella
- 2007.03453 Fourier instantaneous estimators and the Epps effect
by Patrick Chang
- 2007.03015 Big Data links from Climate to Commodity Production Forecasts and Risk Management
by Paulina Concha Larrauri & Upmanu Lall
- 2007.02935 The Home Office in Times of COVID-19 Pandemic and its impact in the Labor Supply
by Jos'e Nilmar Alves de Oliveira & Jaime Orrillo & Franklin Gamboa