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Content
2020
- 2007.02934 The Effects of Taxes on Wealth Inequality in Artificial Chemistry Models of Economic Activity
by Wolfgang Banzhaf
- 2007.02823 Dynamic Awareness
by Joseph Y. Halpern & Evan Piermont
- 2007.02739 Semi-nonparametric Latent Class Choice Model with a Flexible Class Membership Component: A Mixture Model Approach
by Georges Sfeir & Maya Abou-Zeid & Filipe Rodrigues & Francisco Camara Pereira & Isam Kaysi
- 2007.02726 Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model
by Cem Cakmakli & Yasin Simsek
- 2007.02692 Deep Importance Sampling
by Benjamin Virrion
- 2007.02673 Impact of COVID-19 on Forecasting Stock Prices: An Integration of Stationary Wavelet Transform and Bidirectional Long Short-Term Memory
by Daniel v{S}tifani'c & Jelena Musulin & Adrijana Miov{c}evi'c & Sandi Baressi v{S}egota & Roman v{S}ubi'c & Zlatan Car
- 2007.02653 Teacher-to-classroom assignment and student achievement
by Bryan S. Graham & Geert Ridder & Petra Thiemann & Gema Zamarro
- 2007.02588 Spectral Targeting Estimation of $\lambda$-GARCH models
by Simon Hetland
- 2007.02567 Analytical scores for stress scenarios
by Pierre Cohort & Jacopo Corbetta & Ismail Laachir
- 2007.02553 On robust fundamental theorems of asset pricing in discrete time
by Huy N. Chau
- 2007.02435 Forecasting with Bayesian Grouped Random Effects in Panel Data
by Boyuan Zhang
- 2007.02411 Assessing External Validity Over Worst-case Subpopulations
by Sookyo Jeong & Hongseok Namkoong
- 2007.02323 Recombining tree approximations for Game Options in Local Volatility models
by Benjamin Gottesman Berdah
- 2007.02316 Optimal portfolios for different anticipating integrals under insider information
by Carlos Escudero & Sandra Ranilla-Cortina
- 2007.02141 Off-Policy Exploitability-Evaluation in Two-Player Zero-Sum Markov Games
by Kenshi Abe & Yusuke Kaneko
- 2007.02113 Markovian approximation of the rough Bergomi model for Monte Carlo option pricing
by Qinwen Zhu & Gr'egoire Loeper & Wen Chen & Nicolas Langren'e
- 2007.02109 Scenarios for a post-COVID-19 world airline network
by Jiachen Ye & Peng Ji & Marc Barthelemy
- 2007.02076 Note on simulation pricing of $\pi$-options
by Zbigniew Palmowski & Tomasz Serafin
- 2007.01952 Binary Relations in Mathematical Economics: On the Continuity, Additivity and Monotonicity Postulates in Eilenberg, Villegas and DeGroot
by M. Ali Khan & Metin Uyanik
- 2007.01896 Spatial Iterated Prisoner's Dilemma as a Transformation Semigroup
by Isaiah Farahbakhsh & Chrystopher L. Nehaniv
- 2007.01722 Learning Utilities and Equilibria in Non-Truthful Auctions
by Hu Fu & Tao Lin
- 2007.01672 A fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating
by Sotirios Sabanis & Ying Zhang
- 2007.01623 Hedging using reinforcement learning: Contextual $k$-Armed Bandit versus $Q$-learning
by Loris Cannelli & Giuseppe Nuti & Marzio Sala & Oleg Szehr
- 2007.01552 Anonymous, non-manipulable, binary social choice
by Achille Basile & Surekha Rao & K. P. S. Bhaskara Rao
- 2007.01511 Analysis on the Pricing model for a Discrete Coupon Bond with Early redemption provision by the Structural Approach
by Hyong Chol O & Tae Song Kim
- 2007.01467 Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer
by Kazuya Kaneko & Koichi Miyamoto & Naoyuki Takeda & Kazuyoshi Yoshino
- 2007.01448 From Fear to Hate: How the Covid-19 Pandemic Sparks Racial Animus in the United States
by Runjing Lu & Yanying Sheng
- 2007.01430 Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer
by Jeffrey Cohen & Alex Khan & Clark Alexander
- 2007.01426 Risk Modelling on Liquidations with L\'{e}vy Processes
by Aili Zhang & Ping Chen & Shuanming Li & Wenyuan Wang
- 2007.01414 Minkowski gauges and deviation measures
by Marlon Moresco & Marcelo Righi & Eduardo Horta
- 2007.01194 Risk Management and Return Prediction
by Qingyin Ge & Yunuo Ma & Yuezhi Liao & Rongyu Li & Tianle Zhu
- 2007.00933 Emergency Powers in Response to COVID-19: Policy diffusion, Democracy, and Preparedness
by Magnus Lundgren & Mark Klamberg & Karin Sundstrom & Julia Dahlqvist
- 2007.00907 Project selection with partially verifiable information
by Sumit Goel & Wade Hann-Caruthers
- 2007.00705 Performance analysis of Zero Black-Derman-Toy interest rate model in catastrophic events: COVID-19 case study
by Grzegorz Krzy.zanowski & Andr'es Sosa
- 2007.00486 Barriers to grid-connected battery systems: Evidence from the Spanish electricity market
by Yu Hu & David Soler Soneira & Mar'ia Jes'us S'anchez
- 2007.00457 Robust communication on networks
by Marie Laclau & Ludovic Renou & Xavier Venel
- 2007.00449 Multi-objective Optimal Control of Dynamic Integrated Model of Climate and Economy: Evolution in Action
by Mostapha Kalami Heris & Shahryar Rahnamayan
- 2007.00273 When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage
by Laurent Ferrara & Anna Simoni
- 2007.00254 Construction of confidence interval for a univariate stock price signal predicted through Long Short Term Memory Network
by Shankhyajyoti De & Arabin Kumar Dey & Deepak Gauda
- 2007.00185 Regression Discontinuity Design with Multivalued Treatments
by Carolina Caetano & Gregorio Caetano & Juan Carlos Escanciano
- 2007.00017 Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks
by Samuel Mugel & Carlos Kuchkovsky & Escolastico Sanchez & Samuel Fernandez-Lorenzo & Jorge Luis-Hita & Enrique Lizaso & Roman Orus
- 2006.16997 Inference in Difference-in-Differences with Few Treated Units and Spatial Correlation
by Luis Alvarez & Bruno Ferman
- 2006.16939 The Equilibrium Existence Duality: Equilibrium with Indivisibilities & Income Effects
by Elizabeth Baldwin & Omer Edhan & Ravi Jagadeesan & Paul Klemperer & Alexander Teytelboym
- 2006.16920 Interdependence in active mobility adoption: Joint modelling and motivational spill-over in walking, cycling and bike-sharing
by M Said & A Biehl & A Stathopoulos
- 2006.16911 Turbulence on the Global Economy influenced by Artificial Intelligence and Foreign Policy Inefficiencies
by Kwadwo Osei Bonsu & Jie Song
- 2006.16703 Expectation and Price in Incomplete Markets
by Paul McCloud
- 2006.16681 The Yannelis-Prabhakar Theorem on Upper Semi-Continuous Selections in Paracompact Spaces: Extensions and Applications
by M. Ali Khan & Metin Uyanik
- 2006.16516 Mixed Logit Models and Network Formation
by Harsh Gupta & Mason A. Porter
- 2006.16407 Dynamic Hedging using Generated Genetic Programming Implied Volatility Models
by Fathi Abid & Wafa Abdelmalek & Sana Ben Hamida
- 2006.16383 Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network
by E. Ramos-P'erez & P. J. Alonso-Gonz'alez & J. J. N'u~nez-Vel'azquez
- 2006.16333 Inference in Bayesian Additive Vector Autoregressive Tree Models
by Florian Huber & Luca Rossini
- 2006.16214 Estimation of Covid-19 Prevalence from Serology Tests: A Partial Identification Approach
by Panos Toulis
- 2006.16206 Reputation for Playing Mixed Actions: A Characterization Theorem
by Harry Pei
- 2006.16099 Pay Transparency and Gender Equality
by Emma Duchini & Stefania Simion & Arthur Turrell & Jack Blundell
- 2006.16063 Visualizing and comparing distributions with half-disk density strips
by Carlo Romano Marcello Alessandro Santagiustina & Matteo Iacopini
- 2006.15988 Social Networks as a Mechanism for Discrimination
by Chika O. Okafor
- 2006.15823 Robust Product Markovian Quantization
by Ralph Rudd & Thomas A. McWalter & Joerg Kienitz & Eckhard Platen
- 2006.15780 Treatment Effects in Interactive Fixed Effects Models with a Small Number of Time Periods
by Brantly Callaway & Sonia Karami
- 2006.15563 Arbitrage concepts under trading restrictions in discrete-time financial markets
by Claudio Fontana & Wolfgang J. Runggaldier
- 2006.15491 Quantitative Statistical Robustness for Tail-Dependent Law Invariant Risk Measures
by Wei Wang & Huifu Xu & Tiejun Ma
- 2006.15483 Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework
by Wenlong Hu
- 2006.15431 Large deviation principles for stochastic volatility models with reflection and three faces of the Stein and Stein model
by Archil Gulisashvili
- 2006.15384 Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target
by Chendi Ni & Yuying Li & Peter Forsyth & Ray Carroll
- 2006.15312 A Theory of Equivalent Expectation Measures for Contingent Claim Returns
by Sanjay K. Nawalkha & Xiaoyang Zhuo
- 2006.15310 Observations on Cooperation
by Yuval Heller & Erik Mohlin
- 2006.15309 A closed-form solution to the risk-taking motivation of subordinated debtholders
by Yuval Heller & SharonPeleg-Lazar & Alon Raviv
- 2006.15308 Coevolution of deception and preferences: Darwin and Nash meet Machiavelli
by Yuval Heller & Erik Mohlin
- 2006.15306 Biased-Belief Equilibrium
by Yuval Heller & Eyal Winter
- 2006.15214 Improving MF-DFA model with applications in precious metals market
by Zhongjun Wang & Mengye Sun & A. M. Elsawah
- 2006.15183 Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020
by Francis X. Diebold
- 2006.15158 Relative Arbitrage Opportunities with Interactions among $N$ Investors
by Tomoyuki Ichiba & Nicole Tianjiao Yang
- 2006.15054 Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model
by Michael C. Fu & Bingqing Li & Rongwen Wu & Tianqi Zhang
- 2006.15012 An unsupervised deep learning approach in solving partial integro-differential equations
by Ali Hirsa & Weilong Fu
- 2006.15008 The Nonuniversality of Wealth Distribution Tails Near Wealth Condensation Criticality
by Sam L. Polk & Bruce M. Boghosian
- 2006.14998 Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments
by Qingliang Fan & Yaqian Wu
- 2006.14869 Revealing Choice Bracketing
by Andrew Ellis & David J. Freeman
- 2006.14868 Status Quo Bias and the Decoy Effect: A Comparative Analysis in Choice under Risk
by Miguel Costa-Gomes & Georgios Gerasimou
- 2006.14860 Social Welfare in Search Games with Asymmetric Information
by Gilad Bavly & Yuval Heller & Amnon Schreiber
- 2006.14842 The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks
by Jean-Bernard Chatelain & Kirsten Ralf
- 2006.14838 Kuhn's Equivalence Theorem for Games in Intrinsic Form
by Benjamin Heymann & Michel de Lara & Jean-Philippe Chancelier
- 2006.14833 Variance and interest rate risk in unit-linked insurance policies
by David R. Ba~nos & Marc Lagunas-Merino & Salvador Ortiz-Latorre
- 2006.14814 A pure-jump mean-reverting short rate model
by Markus Hess
- 2006.14732 Identification and Formal Privacy Guarantees
by Tatiana Komarova & Denis Nekipelov
- 2006.14667 Empirical MSE Minimization to Estimate a Scalar Parameter
by Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille
- 2006.14653 The Competition for Partners in Matching Markets
by Yash Kanoria & Seungki Min & Pengyu Qian
- 2006.14510 Quantum Computing for Finance: State of the Art and Future Prospects
by Daniel J. Egger & Claudio Gambella & Jakub Marecek & Scott McFaddin & Martin Mevissen & Rudy Raymond & Andrea Simonetto & Stefan Woerner & Elena Yndurain
- 2006.14499 Examining the Effect of COVID-19 on Foreign Exchange Rate and Stock Market -- An Applied Insight into the Variable Effects of Lockdown on Indian Economy
by Indrajit Banerjee & Atul Kumar & Rupam Bhattacharyya
- 2006.14498 A Data-driven Market Simulator for Small Data Environments
by Hans Buhler & Blanka Horvath & Terry Lyons & Imanol Perez Arribas & Ben Wood
- 2006.14473 Real-Time Prediction of BITCOIN Price using Machine Learning Techniques and Public Sentiment Analysis
by S M Raju & Ali Mohammad Tarif
- 2006.14472 Teamwise Mean Field Competitions
by Xiang Yu & Yuchong Zhang & Zhou Zhou
- 2006.14452 Comparative Statics in Multicriteria Search Models
by Veli Safak
- 2006.14409 Inference without smoothing for large panels with cross-sectional and temporal dependence
by J. Hidalgo & M. Schafgans
- 2006.14402 Deeply Equal-Weighted Subset Portfolios
by Sang Il Lee
- 2006.14313 Towards Entrepreneurial Ecosystem Indicators : Speed and Acceleration
by Th'eophile Carniel & Jean-Michel Dalle
- 2006.14307 Reduced-form setting under model uncertainty with non-linear affine processes
by Francesca Biagini & Katharina Oberpriller
- 2006.14288 Model-free bounds for multi-asset options using option-implied information and their exact computation
by Ariel Neufeld & Antonis Papapantoleon & Qikun Xiang
- 2006.14272 A decomposition of general premium principles into risk and deviation
by Max Nendel & Frank Riedel & Maren Diane Schmeck
- 2006.14243 Matching Multidimensional Types: Theory and Application
by Veli Safak
- 2006.14190 The uniqueness of dynamic Groves mechanisms on restricted domains
by Kiho Yoon
- 2006.14179 Cointegration in large VARs
by Anna Bykhovskaya & Vadim Gorin
- 2006.14126 Robust and Efficient Approximate Bayesian Computation: A Minimum Distance Approach
by David T. Frazier
- 2006.14121 Option Pricing: Channels, Target Zones and Sideways Markets
by Zura Kakushadze
- 2006.14110 A Model of the Fed's View on Inflation
by Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco
- 2006.14047 Dynamic Effects of Persistent Shocks
by Mario Alloza & Jesus Gonzalo & Carlos Sanz
- 2006.14045 Optimizing Voting Order on Sequential Juries: A Median Voter Theorem and Beyond
by Steve Alpern & Bo Chen
- 2006.14023 Asset Prices and Capital Share Risks: Theory and Evidence
by Joseph P. Byrne & Boulis M. Ibrahim & Xiaoyu Zong
- 2006.13934 Investor Emotions and Earnings Announcements
by Domonkos F. Vamossy
- 2006.13922 DeFi Protocols for Loanable Funds: Interest Rates, Liquidity and Market Efficiency
by Lewis Gudgeon & Sam M. Werner & Daniel Perez & William J. Knottenbelt
- 2006.13921 Determining Secondary Attributes for Credit Evaluation in P2P Lending
by Revathi Bhuvaneswari & Antonio Segalini
- 2006.13889 Deep Investing in Kyle's Single Period Model
by Paul Friedrich & Josef Teichmann
- 2006.13850 Global Sensitivity and Domain-Selective Testing for Functional-Valued Responses: An Application to Climate Economy Models
by Matteo Fontana & Massimo Tavoni & Simone Vantini
- 2006.13661 Optimal Tracking Portfolio with A Ratcheting Capital Benchmark
by Lijun Bo & Huafu Liao & Xiang Yu
- 2006.13585 Optimal Trading with Differing Trade Signals
by Ryan Donnelly & Matthew Lorig
- 2006.13539 Markowitz portfolio selection for multivariate affine and quadratic Volterra models
by Eduardo Abi Jaber & Enzo Miller & Huy^en Pham
- 2006.13521 Fast calibration of the LIBOR Market Model with Stochastic Volatility based on analytical gradient
by Herv'e Andres & Pierre-Edouard Arrouy & Paul Bonnefoy & Alexandre Boumezoued & Sophian Mehalla
- 2006.13489 Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency
by Haozhe Zhang & Yehua Li
- 2006.13420 Design and Evaluation of Personalized Free Trials
by Hema Yoganarasimhan & Ebrahim Barzegary & Abhishek Pani
- 2006.13368 Impact of COVID-19 behavioral inertia on reopening strategies for New York City Transit
by Ding Wang & Brian Yueshuai He & Jingqin Gao & Joseph Y. J. Chow & Kaan Ozbay & Shri Iyer
- 2006.13209 School choice with independent versus consolidated districts
by Thilo Klein & Robert Aue & Josue Ortega
- 2006.13181 Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models
by Josef Danv{e}k & J. Posp'iv{s}il
- 2006.13099 Bootstrapping $\ell_p$-Statistics in High Dimensions
by Alexander Giessing & Jianqing Fan
- 2006.13036 Vocational Training Programs and Youth Labor Market Outcomes: Evidence from Nepal
by S. Chakravarty & M. Lundberg & P. Nikolov & J. Zenker
- 2006.12995 Mitigating Bias in Online Microfinance Platforms: A Case Study on Kiva.org
by Soumajyoti Sarkar & Hamidreza Alvari
- 2006.12989 Optimal Hedging in Incomplete Markets
by George Bouzianis & Lane P. Hughston
- 2006.12966 The unbearable lightness of equilibria in a low interest rate environment
by Guido Ascari & Sophocles Mavroeidis
- 2006.12765 Simplified calculus for semimartingales: Multiplicative compensators and changes of measure
by Alev{s} v{C}ern'y & Johannes Ruf
- 2006.12724 The Macroeconomy as a Random Forest
by Philippe Goulet Coulombe
- 2006.12686 Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty
by Nelson Vadori & Sumitra Ganesh & Prashant Reddy & Manuela Veloso
- 2006.12623 The Social Welfare Implications of the Zenga Index
by Francesca Greselin & Simone Pellegrino & Achille Vernizzi
- 2006.12595 Locally trimmed least squares: conventional inference in possibly nonstationary models
by Zhishui Hu & Ioannis Kasparis & Qiying Wang
- 2006.12426 Using Company Specific Headlines and Convolutional Neural Networks to Predict Stock Fluctuations
by Jonathan Readshaw & Stefano Giani
- 2006.12388 Stablecoins 2.0: Economic Foundations and Risk-based Models
by Ariah Klages-Mundt & Dominik Harz & Lewis Gudgeon & Jun-You Liu & Andreea Minca
- 2006.12296 A Pipeline for Variable Selection and False Discovery Rate Control With an Application in Labor Economics
by Sophie-Charlotte Klose & Johannes Lederer
- 2006.12251 Impact of national lockdown on COVID-19 deaths in select European countries and the US using a Changes-in-Changes model
by Mudit Kapoor & Shamika Ravi
- 2006.12039 Unified Discrete-Time Factor Stochastic Volatility and Continuous-Time Ito Models for Combining Inference Based on Low-Frequency and High-Frequency
by Donggyu Kim & Xinyu Song & Yazhen Wang
- 2006.12022 Sensitivity analysis of Wasserstein distributionally robust optimization problems
by Daniel Bartl & Samuel Drapeau & Jan Obloj & Johannes Wiesel
- 2006.11976 From the Black-Karasinski to the Verhulst model to accommodate the unconventional Fed's policy
by A. Itkin & A. Lipton & D. Muravey
- 2006.11914 Simplified stochastic calculus via semimartingale representations
by Alev{s} v{C}ern'y & Johannes Ruf
- 2006.11888 Tri-criterion model for constructing low-carbon mutual fund portfolios: a preference-based multi-objective genetic algorithm approach
by A. Hilario-Caballero & A. Garcia-Bernabeu & J. V. Salcedo & M. Vercher
- 2006.11750 The Economic Costs of Containing a Pandemic
by Asahi Noguchi
- 2006.11749 Shifting Policy Strategy in Keynesianism
by Asahi Noguchi
- 2006.11426 A note on Almgren-Chriss optimal execution problem with geometric Brownian motion
by Bastien Baldacci & Jerome Benveniste
- 2006.11386 Valid Causal Inference with (Some) Invalid Instruments
by Jason Hartford & Victor Veitch & Dhanya Sridhar & Kevin Leyton-Brown
- 2006.11346 Do Methodological Birds of a Feather Flock Together?
by Carrie E. Fry & Laura A. Hatfield
- 2006.11279 Distributionally Robust Profit Opportunities
by Derek Singh & Shuzhong Zhang
- 2006.11265 Proper scoring rules for evaluating asymmetry in density forecasting
by Matteo Iacopini & Francesco Ravazzolo & Luca Rossini
- 2006.11222 Valuing the quality option in agricultural commodity futures: a Monte Carlo simulation based approach
by Sanjay Mansabdar & Hussain C Yaganti
- 2006.11201 Sparse Quantile Regression
by Le-Yu Chen & Sokbae Lee
- 2006.11156 Why Stake When You Can Borrow?
by Tarun Chitra & Alex Evans
- 2006.11146 Credit migration: Generating generators
by Richard J. Martin
- 2006.11119 Manifold Feature Index: A novel index based on high-dimensional data simplification
by Chenkai Xu & Hongwei Lin & Xuansu Fang
- 2006.11088 Time series copula models using d-vines and v-transforms
by Martin Bladt & Alexander J. McNeil
- 2006.11061 Mechanism of Instrumental Game Theory in The Legal Process via Stochastic Options Pricing Induction
by Kwadwo Osei Bonsu & Shoucan Chen
- 2006.11060 On the Time Trend of COVID-19: A Panel Data Study
by Chaohua Dong & Jiti Gao & Oliver Linton & Bin Peng
- 2006.10946 A simple model of interbank trading with tiered remuneration
by Toshifumi Nakamura
- 2006.10706 COVID-19 response needs to broaden financial inclusion to curb the rise in poverty
by Mostak Ahamed & Roxana Guti'errez-Romero
- 2006.10696 Conflict in Africa during COVID-19: social distancing, food vulnerability and welfare response
by Roxana Guti'errez-Romero
- 2006.10555 Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
- 2006.10505 Investment Disputes and Abnormal Volatility of Stocks
by Jozef Barunik & Zdenek Drabek & Matej Nevrla
- 2006.10245 Approximate Maximum Likelihood for Complex Structural Models
by Veronika Czellar & David T. Frazier & Eric Renault
- 2006.10194 Gender Inequality in Research Productivity During the COVID-19 Pandemic
by Ruomeng Cui & Hao Ding & Feng Zhu
- 2006.10109 Nash SIR: An Economic-Epidemiological Model of Strategic Behavior During a Viral Epidemic
by David McAdams
- 2006.10088 Flexible Mixture Priors for Large Time-varying Parameter Models
by Niko Hauzenberger
- 2006.09955 Deep learning Profit & Loss
by Pietro Rossi & Flavio Cocco & Giacomo Bormetti
- 2006.09723 A Tweet-based Dataset for Company-Level Stock Return Prediction
by Karolina Sowinska & Pranava Madhyastha
- 2006.09676 Combining Experimental and Observational Data to Estimate Treatment Effects on Long Term Outcomes
by Susan Athey & Raj Chetty & Guido Imbens
- 2006.09611 Learning a functional control for high-frequency finance
by Laura Leal & Mathieu Lauri`ere & Charles-Albert Lehalle
- 2006.09587 Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models
by Christoph Breunig & Xiaohong Chen
- 2006.09542 iConViz: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans
by Zhibin Niu & Runlin Li & Junqi Wu & Dawei Cheng & Jiawan Zhang
- 2006.09518 Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading
by Kerry Back & Francois Cocquemas & Ibrahim Ekren & Abraham Lioui
- 2006.09493 Stopper-Controller Games embedded in Single-Player Control Problems
by Martin Larsson & Marvin S. Mueller & Josef Teichmann
- 2006.09474 A demographic microsimulation model with an integrated household alignment method
by Amarin Siripanich & Taha Rashidi
- 2006.09455 Consistent Recalibration Models and Deep Calibration
by Matteo Gambara & Josef Teichmann
- 2006.09247 Prior knowledge distillation based on financial time series
by Jie Fang & Jianwu Lin
- 2006.09154 Multifractal temporally weighted detrended partial cross-correlation analysis to quantify intrinsic power-law cross-correlation of two non-stationary time series affected by common external factors
by Bao-Gen Li & Dian-Yi Ling & Zu-Guo Yu
- 2006.09007 Measuring Macroeconomic Uncertainty: The Labor Channel of Uncertainty from a Cross-Country Perspective
by Andreas Dibiasi & Samad Sarferaz
- 2006.08976 Analysing the resilience of the European commodity production system with PyResPro, the Python Production Resilience package
by Matteo Zampieri & Andrea Toreti & Andrej Ceglar & Pierluca De Palma & Thomas Chatzopoulos
- 2006.08806 Liquidity Provider Returns in Geometric Mean Markets
by Alex Evans
- 2006.08682 The Importance of Low Latency to Order Book Imbalance Trading Strategies
by David Byrd & Sruthi Palaparthi & Maria Hybinette & Tucker Hybinette Balch
- 2006.08469 V-, U-, L-, or W-shaped economic recovery after COVID: Insights from an Agent Based Model
by Dhruv Sharma & Jean-Philippe Bouchaud & Stanislao Gualdi & Marco Tarzia & Francesco Zamponi
- 2006.08446 Modeling Joint Lives within Families
by Olivier Cabrignac & Arthur Charpentier & Ewen Gallic
- 2006.08375 Modeling and Controlling the Spread of Epidemic with Various Social and Economic Scenarios
by S. P. Lukyanets & I. S. Gandzha & O. V. Kliushnichenko
- 2006.08307 Hidden Markov Models Applied To Intraday Momentum Trading With Side Information
by Hugh Christensen & Simon Godsill & Richard E Turner
- 2006.08110 Suffocating Fire Sales
by Nils Detering & Thilo Meyer-Brandis & Konstantinos Panagiotou & Daniel Ritter
- 2006.08071 Trust and Betrayals: Reputational Payoffs and Behaviors without Commitment
by Harry Pei
- 2006.08069 Repeated Communication with Private Lying Cost
by Harry Pei
- 2006.08068 Reputation Building under Observational Learning
by Harry Pei
- 2006.08055 Multi-Purchase Behavior: Modeling, Estimation and Optimization
by Theja Tulabandhula & Deeksha Sinha & Saketh Reddy Karra & Prasoon Patidar
- 2006.08009 The Cost of Undisturbed Landscapes
by Sebastian Wehrle & Johannes Schmidt & Christian Mikovits
- 2006.08004 The Gauss2++ Model -- A Comparison of Different Measure Change Specifications for a Consistent Risk Neutral and Real World Calibration
by Christoph Berninger & Julian Pfeiffer
- 2006.07938 The energy representation of world GDP
by Boris M. Dolgonosov
- 2006.07911 Loss Rate Forecasting Framework Based on Macroeconomic Changes: Application to US Credit Card Industry
by Sajjad Taghiyeh & David C Lengacher & Robert B Handfield
- 2006.07847 Trends, Reversion, and Critical Phenomena in Financial Markets
by Christof Schmidhuber
- 2006.07837 Representative Committees of Peers
by Reshef Meir & Fedor Sandomirskiy & Moshe Tennenholtz
- 2006.07780 Nonparametric Tests of Tail Behavior in Stochastic Frontier Models
by William & C. Horrace & Yulong Wang
- 2006.07771 Numerical Simulation of Exchange Option with Finite Liquidity: Controlled Variate Model
by Kevin S. Zhang & Traian A. Pirvu
- 2006.07729 Optimal Attention Management: A Tractable Framework
by Elliot Lipnowski & Laurent Mathevet & Dong Wei
- 2006.07691 Synthetic Interventions
by Anish Agarwal & Devavrat Shah & Dennis Shen
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