Printed from https://ideas.repec.org/s/arx/papers75.html
Content
2020
- 2004.13536 Mapping Coupled Time-series Onto Complex Network
by Jamshid Ardalankia & Jafar Askari & Somaye Sheykhali & Emmanuel Haven & G. Reza Jafari - 2004.13463 How do online consumers review negatively?
by Menghan Sun & Jichang Zhao - 2004.13459 Causal Inference on Networks under Continuous Treatment Interference
by Laura Forastiere & Davide Del Prete & Valerio Leone Sciabolazza - 2004.13376 Multinomial logit processes and preference discovery: inside and outside the black box
by Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini - 2004.13347 RM-CVaR: Regularized Multiple $\beta$-CVaR Portfolio
by Kei Nakagawa & Shuhei Noma & Masaya Abe - 2004.13332 The AI Economist: Improving Equality and Productivity with AI-Driven Tax Policies
by Stephan Zheng & Alexander Trott & Sunil Srinivasa & Nikhil Naik & Melvin Gruesbeck & David C. Parkes & Richard Socher - 2004.13265 Slot-specific Priorities with Capacity Transfers
by Michelle Avataneo & Bertan Turhan - 2004.13264 Designing Direct Matching Mechanism for India with Comprehensive Affirmative Action
by Orhan Aygun & Bertan Turhan - 2004.13261 Matching with Generalized Lexicographic Choice Rules
by Orhan Aygun & Bertan Turhan - 2004.13235 Avoiding zero probability events when computing Value at Risk contributions
by Takaaki Koike & Yuri F. Saporito & Rodrigo S. Targino - 2004.13135 Local Lipschitz Bounds of Deep Neural Networks
by Calypso Herrera & Florian Krach & Josef Teichmann - 2004.13008 Econophysics Approach and Model on Mixed Economy
by Ion Spanulescu & Anca Gheorghiu - 2004.13000 Integrated Design of Unmanned Aerial Mobility Network: A Data-Driven Risk-Averse Approach
by Wenjuan Hou & Tao Fang & Zhi Pei & Qiao-Chu He - 2004.12856 Measuring wage inequality under right censoring
by Jo~ao Nicolau & Pedro Raposo & Paulo M. M. Rodrigues - 2004.12848 Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders
by Chung-Han Hsieh - 2004.12791 Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks
by Claudiu Albulescu - 2004.12655 State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade
by Julian Hinz & Amrei Stammann & Joschka Wanner - 2004.12601 Structural Regularization
by Jiaming Mao & Zhesheng Zheng - 2004.12489 Reducing Interference Bias in Online Marketplace Pricing Experiments
by David Holtz & Ruben Lobel & Inessa Liskovich & Sinan Aral - 2004.12445 Inference with Many Weak Instruments
by Anna Mikusheva & Liyang Sun - 2004.12400 A dynamic conditional approach to portfolio weights forecasting
by Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri - 2004.12394 A constraint-based notion of illiquidity
by Thomas Krabichler & Josef Teichmann - 2004.12392 The Jarrow & Turnbull setting revisited
by Thomas Krabichler & Josef Teichmann - 2004.12369 Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity
by Samuele Centorrino & Mar'ia P'erez-Urdiales - 2004.12347 Dynamically Consistent Objective and Subjective Rationality
by Lorenzo Bastianello & Jos'e Heleno Faro & Ana Santos - 2004.12336 Uncovering the Dynamics of Correlation Structures Relative to the Collective Market Motion
by Anton J. Heckens & Sebastian M. Krause & Thomas Guhr - 2004.12162 Limiting Bias from Test-Control Interference in Online Marketplace Experiments
by David Holtz & Sinan Aral - 2004.12100 Sensitivity to Calibrated Parameters
by Thomas H. J{o}rgensen - 2004.12099 Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio
by Chung-Han Hsieh - 2004.12022 Bayesian Clustered Coefficients Regression with Auxiliary Covariates Assistant Random Effects
by Guanyu Hu & Yishu Xue & Zhihua Ma - 2004.12011 Trading Foreign Exchange Triplets
by 'Alvaro Cartea & Sebastian Jaimungal & Tianyi Jia - 2004.11953 From orders to prices: A stochastic description of the limit order book to forecast intraday returns
by Johannes Bleher & Michael Bleher & Thomas Dimpfl - 2004.11780 Environmental Economics and Uncertainty: Review and a Machine Learning Outlook
by Ruda Zhang & Patrick Wingo & Rodrigo Duran & Kelly Rose & Jennifer Bauer & Roger Ghanem - 2004.11751 Microeconometrics with Partial Identification
by Francesca Molinari - 2004.11697 A Time Series Analysis-Based Stock Price Prediction Using Machine Learning and Deep Learning Models
by Sidra Mehtab & Jaydip Sen - 2004.11686 Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data
by Hasan Fallahgoul - 2004.11674 Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
by Roy Cerqueti & Massimiliano Giacalone & Raffaele Mattera - 2004.11532 A Comparison of Methods for Treatment Assignment with an Application to Playlist Generation
by Carlos Fern'andez-Lor'ia & Foster Provost & Jesse Anderton & Benjamin Carterette & Praveen Chandar - 2004.11531 Statistical Discrimination in Ratings-Guided Markets
by Yeon-Koo Che & Kyungmin Kim & Weijie Zhong - 2004.11486 Machine Learning Econometrics: Bayesian algorithms and methods
by Dimitris Korobilis & Davide Pettenuzzo - 2004.11485 High-dimensional macroeconomic forecasting using message passing algorithms
by Dimitris Korobilis - 2004.11420 Does Subjective Well-being Contribute to Our Understanding of Mexican Well-being?
by Jeremy Heald & Erick Trevi~no Aguilar - 2004.11279 Estimating the Demand Factors and Willingness to Pay for Agricultural Insurance
by Osman Gulseven - 2004.11270 On the multiplicity of the martingale condition: Spontaneous symmetry breaking in Quantum Finance
by Ivan Arraut & Alan Au & Alan Ching-biu Tse - 2004.11235 The Divergence Between Industrial Infrastructure and Research Output among the GCC Member States
by Osman Gulseven & Abdulrahman Elmi & Odai Bataineh - 2004.11196 The Category of Node-and-Choice Extensive-Form Games
by Peter A. Streufert - 2004.11169 On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
by Benjamin Avanzi & Gregory Clive Taylor & Bernard Wong & Xinda Yang - 2004.11148 Trading characteristics of member firms on the Korea Exchange
by Min-Young Lee & Woo-Sung Jung & Gabjin Oh - 2004.11122 Optimizing the reliability of a bank with Logistic Regression and Particle Swarm Optimization
by Vadlamani Ravi & Vadlamani Madhav - 2004.11121 Quantifying the Economic Impact of Extreme Shocks on Businesses using Human Mobility Data: a Bayesian Causal Inference Approach
by Takahiro Yabe & Yunchang Zhang & Satish Ukkusuri - 2004.11118 Some Applications of Lie Groups in Theory of Technical Progress
by Le Anh Vu & Duong Quang Hoa & Nguyen Minh Tri & Ha Van Hieu - 2004.10951 Optimal execution with liquidity risk in a diffusive order book market
by Hyoeun Lee & Kiseop Lee - 2004.10869 Cost estimation for alternative aviation plans against potential radiation exposure associated with solar proton events for the airline industry
by Yosuke A. Yamashiki & Moe Fujita & Tatsuhiko Sato & Hiroyuki Maehara & Yuta Notsu & Kazunari Shibata - 2004.10632 Order book dynamics with liquidity fluctuations: limit theorems and large deviations
by Helder Rojas & Artem Logachov & Anatoly Yambartsev - 2004.10631 The new methods for equity fund selection and optimal portfolio construction
by Yi Cao - 2004.10571 Large and moderate deviations for stochastic Volterra systems
by Antoine Jacquier & Alexandre Pannier - 2004.10562 Venturing the Definition of Green Energy Transition: A systematic literature review
by Pedro V Hernandez Serrano & Amrapali Zaveri - 2004.10560 Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds
by Kartikay Gupta & Niladri Chatterjee - 2004.10548 An information-theoretic approach to the analysis of location and co-location patterns
by Alje van Dam & Andres Gomez-Lievano & Frank Neffke & Koen Frenken - 2004.10537 A New Metric for Lumpy and Intermittent Demand Forecasts: Stock-keeping-oriented Prediction Error Costs
by Dominik Martin & Philipp Spitzer & Niklas Kuhl - 2004.10324 Managing COVID-19 Pandemic without Destructing the Economy
by David Gershon & Alexander Lipton & Hagai Levine - 2004.10318 Refining Understanding of Corporate Failure through a Topological Data Analysis Mapping of Altman's Z-Score Model
by Wanling Qiu & Simon Rudkin & Pawel Dlotko - 2004.10178 Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
by Pushpendu Ghosh & Ariel Neufeld & Jajati Keshari Sahoo - 2004.10119 COVID-19 and Company Knowledge Graphs: Assessing Golden Powers and Economic Impact of Selective Lockdown via AI Reasoning
by Luigi Bellomarini & Marco Benedetti & Andrea Gentili & Rosario Laurendi & Davide Magnanimi & Antonio Muci & Emanuel Sallinger - 2004.10096 Wealth Effect on Portfolio Allocation in Incomplete Markets
by Chenxu Li & Olivier Scaillet & Yiwen Shen - 2004.10092 Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates
by Oskar Gustafsson & Mattias Villani & Par Stockhammar - 2004.09963 Structural clustering of volatility regimes for dynamic trading strategies
by Arjun Prakash & Nick James & Max Menzies & Gilad Francis - 2004.09959 The rise of science in low-carbon energy technologies
by Kerstin Hotte & Anton Pichler & Franc{c}ois Lafond - 2004.09835 How Much Income Inequality Is Too Much?
by Jean-Philippe Bouchaud - 2004.09770 Revealing Cluster Structures Based on Mixed Sampling Frequencies
by Yeonwoo Rho & Yun Liu & Hie Joo Ahn - 2004.09627 Inference by Stochastic Optimization: A Free-Lunch Bootstrap
by Jean-Jacques Forneron & Serena Ng - 2004.09617 A geometric characterization of VES and Kadiyala-type production functions
by Nicol`o Cangiotti & Mattia Sensi - 2004.09592 Black-Box Strategies and Equilibrium for Games with Cumulative Prospect Theoretic Players
by Soham R. Phade & Venkat Anantharam - 2004.09591 Semi-closed form prices of barrier options in the Hull-White model
by Andrey Itkin & Dmitry Muravey - 2004.09458 Noise-Induced Randomization in Regression Discontinuity Designs
by Dean Eckles & Nikolaos Ignatiadis & Stefan Wager & Han Wu - 2004.09448 A perspective on correlation-based financial networks and entropy measures
by Vishwas Kukreti & Hirdesh K. Pharasi & Priya Gupta & Sunil Kumar - 2004.09432 Robust Arbitrage Conditions for Financial Markets
by Derek Singh & Shuzhong Zhang - 2004.09421 The Impact of Birth Order on Behavior in Contact Team Sports: the Evidence of Rugby Teams in Argentina
by Fernando Delbianco & Federico Fioravanti & Fernando Tohm'e - 2004.09418 Real implications of Quantitative Easing in the euro area: a complex-network perspective
by Chiara Perillo & Stefano Battiston - 2004.09368 Awareness of crash risk improves Kelly strategies in simulated financial time series
by Jan-Christian Gerlach & Jerome Kreuser & Didier Sornette - 2004.09318 Non-linear interlinkages and key objectives amongst the Paris Agreement and the Sustainable Development Goals
by Felix Laumann & Julius von Kugelgen & Mauricio Barahona - 2004.09293 A Social Network Analysis of Occupational Segregation
by I. Sebastian Buhai & Marco J. van der Leij - 2004.09225 Fairness in penalty shootouts: Is it worth using dynamic sequences?
by L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy - 2004.09212 A System Dynamics Model of Bitcoin: Mining as an Efficient Market and the Possibility of "Peak Hash"
by Davide Lasi & Lukas Saul - 2004.09161 Multi-frequency-band tests for white noise under heteroskedasticity
by Mengya Liu & Fukan Zhu & Ke Zhu - 2004.09087 Effects of the COVID-19 Pandemic on Population Mobility under Mild Policies: Causal Evidence from Sweden
by Matz Dahlberg & Per-Anders Edin & Erik Gronqvist & Johan Lyhagen & John Osth & Alexey Siretskiy & Marina Toger - 2004.09075 On the integration of Shapley-Scarf housing markets
by Rajnish Kunar & Kriti Manocha & Josue Ortega - 2004.09042 Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation
by Misha van Beek - 2004.08917 On the dynamics emerging from pandemics and infodemics
by Stephan Leitner - 2004.08892 The Moral Burden of Ambiguity Aversion
by Brian Jabarian - 2004.08891 Hedging with Linear Regressions and Neural Networks
by Johannes Ruf & Weiguan Wang - 2004.08889 Sequential hypothesis testing in machine learning, and crude oil price jump size detection
by Michael Roberts & Indranil SenGupta - 2004.08791 Estimating High-Dimensional Discrete Choice Model of Differentiated Products with Random Coefficients
by Masayuki Sawada & Kohei Kawaguchi - 2004.08759 Information flow networks of Chinese stock market sectors
by Peng Yue & Qing Cai & Wanfeng Yan & Wei-Xing Zhou - 2004.08701 Infection arbitrage
by Sander Heinsalu - 2004.08650 An arbitrage-free interpolation of class $C^2$ for option prices
by Fabien Le Floc'h - 2004.08550 Long memory in select stock returns using an alternative wavelet log-scale alignment approach
by Avishek Bhandari & Bandi Kamaiah - 2004.08533 Determination of Bayesian optimal warranty length under Type-II unified hybrid censoring scheme
by Tanmay Sen & Ritwik Bhattacharya & Biswabrata Pradhan & Yogesh Mani Tripathi - 2004.08504 Transitioning out of the Coronavirus Lockdown: A Framework for Zone-Based Social Distancing
by Eric Friedman & John Friedman & Simon Johnson & Adam Landsberg - 2004.08468 Loss aversion and the welfare ranking of policy interventions
by Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias - 2004.08460 Estimating and Projecting Air Passenger Traffic during the COVID-19 Coronavirus Outbreak and its Socio-Economic Impact
by Stefano Maria Iacus & Fabrizio Natale & Carlos Satamaria & Spyridon Spyratos & Michele Vespe - 2004.08318 Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions
by Sung Jae Jun & Sokbae Lee - 2004.08290 Empirical Study of Market Impact Conditional on Order-Flow Imbalance
by Anastasia Bugaenko - 2004.08240 Characterizing the memory capacity of transmon qubit reservoirs
by Samudra Dasgupta & Kathleen E. Hamilton & Arnab Banerjee - 2004.08204 Modeling Institutional Credit Risk with Financial News
by Tam Tran-The - 2004.08167 Mean Field Game Approach to Bitcoin Mining
by Charles Bertucci & Louis Bertucci & Jean-Michel Lasry & Pierre-Louis Lions - 2004.08126 The direct and spillover effects of a nationwide socio-emotional learning program for disruptive students
by Cl'ement de Chaisemartin & Nicol'as Navarrete H. - 2004.08124 Minimizing the Ruin Probability under the Sparre Andersen Model
by Linlin Tian & Lihua Bai - 2004.07977 Short-Term Covid-19 Forecast for Latecomers
by Marcelo Medeiros & Alexandre Street & Davi Vallad~ao & Gabriel Vasconcelos & Eduardo Zilberman - 2004.07947 Correlates of the country differences in the infection and mortality rates during the first wave of the COVID-19 pandemic: Evidence from Bayesian model averaging
by Viktor Stojkoski & Zoran Utkovski & Petar Jolakoski & Dragan Tevdovski & Ljupco Kocarev - 2004.07900 Identification of a class of index models: A topological approach
by Mogens Fosgerau & Dennis Kristensen - 2004.07827 COVID-19: $R_0$ is lower where outbreak is larger
by Pietro Battiston & Simona Gamba - 2004.07814 Economic Conditions for Innovation: Private vs. Public Sector
by Tom'av{s} Evan & Vladim'ir Hol'y - 2004.07736 Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework
by Sandrine Gumbel & Thorsten Schmidt - 2004.07612 Information transfer between stock market sectors: A comparison between the USA and China
by Peng Yue & Yaodong Fan & Jonathan A. Batten & Wei-Xing Zhou - 2004.07571 Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model
by Kirill S. Glavatskiy & Mikhail Prokopenko & Adrian Carro & Paul Ormerod & Michael Harre - 2004.07290 From code to market: Network of developers and correlated returns of cryptocurrencies
by Lorenzo Lucchini & Laura Alessandretti & Bruno Lepri & Angela Gallo & Andrea Baronchelli - 2004.06985 Extending Deep Reinforcement Learning Frameworks in Cryptocurrency Market Making
by Jonathan Sadighian - 2004.06982 An analytical study of participating policies with minimum rate guarantee and surrender option
by Maria B. Chiarolla & Tiziano De Angelis & Gabriele Stabile - 2004.06880 A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
by Benjamin Avanzi & Gregory Clive Taylor & Phuong Anh Vu & Bernard Wong - 2004.06786 Exact Simulation of Variance Gamma related OU processes: Application to the Pricing of Energy Derivatives
by Piergiacomo Sabino - 2004.06759 Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective
by R. Maria del Rio-Chanona & Penny Mealy & Anton Pichler & Francois Lafond & Doyne Farmer - 2004.06680 Epidemic control via stochastic optimal control
by Andrew Lesniewski - 2004.06676 The interdependency structure in the Mexican stock exchange: A network approach
by Erick Trevi~no Aguilar - 2004.06667 Schr\"odinger's ants: A continuous description of Kirman's recruitment model
by Jos'e Moran & Antoine Fosset & Michael Benzaquen & Jean-Philippe Bouchaud - 2004.06645 A Search Model of Statistical Discrimination
by Jiadong Gu & Peter Norman - 2004.06642 Information Token Driven Machine Learning for Electronic Markets: Performance Effects in Behavioral Financial Big Data Analytics
by Jim Samuel - 2004.06636 Model Uncertainty: A Reverse Approach
by Felix-Benedikt Liebrich & Marco Maggis & Gregor Svindland - 2004.06627 An Application of Deep Reinforcement Learning to Algorithmic Trading
by Thibaut Th'eate & Damien Ernst - 2004.06626 Potential in the Schrodinger equation: estimation from empirical data
by J. L. Subias - 2004.06586 Targetting Kollo Skewness with Random Orthogonal Matrix Simulation
by Carol Alexander & Xiaochun Meng & Wei Wei - 2004.06565 Bayesian Consensus: Consensus Estimates from Miscalibrated Instruments under Heteroscedastic Noise
by Chirag Nagpal & Robert E. Tillman & Prashant Reddy & Manuela Veloso - 2004.06542 Abrupt declines in tropospheric nitrogen dioxide over China after the outbreak of COVID-19
by Fei Liu & Aaron Page & Sarah A. Strode & Yasuko Yoshida & Sungyeon Choi & Bo Zheng & Lok N. Lamsal & Can Li & Nickolay A. Krotkov & Henk Eskes & Ronald van der A & Pepijn Veefkind & Pieternel Levelt & Joanna Joiner & Oliver P. Hauser - 2004.06420 Stress testing and systemic risk measures using multivariate conditional probability
by Tomaso Aste - 2004.06289 On Vickrey's Income Averaging
by Stefan Steinerberger & Aleh Tsyvinski - 2004.06200 Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010
by P. B. Lerner - 2004.06178 Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem
by Charles F. Manski & Francesca Molinari - 2004.06144 The PCL Framework: A strategic approach to comprehensive risk management in response to climate change impacts
by Youssef Nassef - 2004.06098 The effect of stay-at-home orders on COVID-19 cases and fatalities in the United States
by James H. Fowler & Seth J. Hill & Remy Levin & Nick Obradovich - 2004.06092 mFLICA: An R package for Inferring Leadership of Coordination From Time Series
by Chainarong Amornbunchornvej - 2004.05940 A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding
by Ioannis Boukas & Damien Ernst & Thibaut Th'eate & Adrien Bolland & Alexandre Huynen & Martin Buchwald & Christelle Wynants & Bertrand Corn'elusse - 2004.05894 What You See and What You Don't See: The Hidden Moments of a Probability Distribution
by Nassim Nicholas Taleb - 2004.05870 The leverage effect and other stylized facts displayed by Bitcoin returns
by F. N. M. de Sousa Filho & J. N. Silva & M. A. Bertella & E. Brigatti - 2004.05629 A Machine Learning Approach for Flagging Incomplete Bid-rigging Cartels
by Hannes Wallimann & David Imhof & Martin Huber - 2004.05563 Closing Gaps in Asymptotic Fair Division
by Pasin Manurangsi & Warut Suksompong - 2004.05367 A new multilayer network construction via Tensor learning
by Giuseppe Brandi & T. Di Matteo - 2004.05325 Evolving efficiency and robustness of global oil trade networks
by Wen-Jie Xie & Na Wei & Wei-Xing Zhou - 2004.05322 Holding-Based Evaluation upon Actively Managed Stock Mutual Funds in China
by Huimin Peng - 2004.05229 Effective alleviation of rural poverty depends on the interplay between productivity, nutrients, water and soil quality
by Sonja Radosavljevic & L. Jamila Haider & Steven J. Lade & Maja Schluter - 2004.05127 Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data
by Carlos Lamarche & Thomas Parker - 2004.05027 Direct and spillover effects of a new tramway line on the commercial vitality of peripheral streets. A synthetic-control approach
by Giulio Grossi & Marco Mariani & Alessandra Mattei & Patrizia Lattarulo & Ozge Oner - 2004.04984 Forecasts with Bayesian vector autoregressions under real time conditions
by Michael Pfarrhofer - 2004.04867 The Benefits and Costs of Social Distancing in Rich and Poor Countries
by Zachary Barnett-Howell & Ahmed Mushfiq Mobarak - 2004.04683 On the Factors Influencing the Choices of Weekly Telecommuting Frequencies of Post-secondary Students in Toronto
by Khandker Nurul Habib & Ph. D. & PEng - 2004.04605 The cost of Bitcoin mining has never really increased
by Yo-Der Song & Tomaso Aste - 2004.04501 SABR smiles for RFR caplets
by Sander Willems - 2004.04397 Quantification of Risk in Classical Models of Finance
by Alois Pichler & Ruben Schlotter - 2004.04384 Classifying economics for the common good: Connecting sustainable development goals to JEL codes
by Jussi T. S. Heikkila - 2004.04247 Applications of the Coase Theorem
by Tatyana Deryugina & Frances Moore & Richard S. J. Tol - 2004.04048 Correlating L\'evy processes with Self-Decomposability: Applications to Energy Markets
by Matteo Gardini & Piergiacomo Sabino & Emanuela Sasso - 2004.04015 Is the variance swap rate affine in the spot variance? Evidence from S&P500 data
by Maria Elvira Mancino & Simone Scotti & Giacomo Toscano - 2004.04013 Bias optimal vol-of-vol estimation: the role of window overlapping
by Giacomo Toscano & Maria Cristina Recchioni - 2004.03865 Manipulation-Proof Machine Learning
by Daniel Bjorkegren & Joshua E. Blumenstock & Samsun Knight - 2004.03715 Crisis-Critical Intellectual Property: Findings from the COVID-19 Pandemic
by Frank Tietze & Pratheeba Vimalnath & Leonidas Aristodemou & Jenny Molloy - 2004.03546 Instabilities in Multi-Asset and Multi-Agent Market Impact Games
by Francesco Cordoni & Fabrizio Lillo - 2004.03448 Robust Empirical Bayes Confidence Intervals
by Timothy B. Armstrong & Michal Koles'ar & Mikkel Plagborg-M{o}ller - 2004.03445 QuantNet: Transferring Learning Across Systematic Trading Strategies
by Adriano Koshiyama & Sebastian Flennerhag & Stefano B. Blumberg & Nick Firoozye & Philip Treleaven - 2004.03414 Inference in Unbalanced Panel Data Models with Interactive Fixed Effects
by Daniel Czarnowske & Amrei Stammann - 2004.03330 Double continuation regions for American options under Poisson exercise opportunities
by Zbigniew Palmowski & Jos'e Luis P'erez & Kazutoshi Yamazaki - 2004.03319 Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
by Pawe{l} O'swik{e}cimka & Stanis{l}aw Dro.zd.z & Mattia Frasca & Robert Gk{e}barowski & Natsue Yoshimura & Luciano Zunino & Ludovico Minati - 2004.03282 Visualising the Evolution of English Covid-19 Cases with Topological Data Analysis Ball Mapper
by Pawel Dlotko & Simon Rudkin - 2004.03190 Predicting tail events in a RIA-EVT-Copula framework
by Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou - 2004.03165 Bootstraps Regularize Singular Correlation Matrices
by Christian Bongiorno - 2004.03107 The Economics of Social Data
by Dirk Bergemann & Alessandro Bonatti & Tan Gan - 2004.03036 Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments
by Kyle Colangelo & Ying-Ying Lee - 2004.02706 What do online listings tell us about the housing market?
by Michele Loberto & Andrea Luciani & Marco Pangallo - 2004.02670 Spanning analysis of stock market anomalies under Prospect Stochastic Dominance
by Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou - 2004.02357 Final Topology for Preference Spaces
by Pablo Schenone - 2004.02350 Split Cycle: A New Condorcet Consistent Voting Method Independent of Clones and Immune to Spoilers
by Wesley H. Holliday & Eric Pacuit - 2004.02312 Fixed income portfolio optimisation: Interest rates, credit, and the efficient frontier
by Richard J. Martin - 2004.02296 Effects of the Affordable Care Act Dependent Coverage Mandate on Health Insurance Coverage for Individuals in Same-Sex Couples
by Christopher S. Carpenter & Gilbert Gonzales & Tara McKay & Dario Sansone - 2004.02198 Joint Modelling and Calibration of SPX and VIX by Optimal Transport
by Ivan Guo & Gregoire Loeper & Jan Obloj & Shiyi Wang - 2004.01917 The illiquidity network of stocks in China's market crash
by Xiaoling Tan & Jichang Zhao - 2004.01910 Incentive compatibility in sender-receiver stopping games
by Aditya Aradhye & J'anos Flesch & Mathias Staudigl & Dries Vermeulen - 2004.01865 Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging
by Jos'e E. Figueroa-L'opez & Bei Wu - 2004.01838 Optimal periodic dividend strategies for spectrally negative L\'evy processes with fixed transaction costs
by Benjamin Avanzi & Hayden Lau & Bernard Wong - 2004.01831 Inside the Mind of a Stock Market Crash
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus - 2004.01788 Reselling Information
by S. Nageeb Ali & Ayal Chen-Zion & Erik Lillethun - 2004.01651 On the Structure of Stable Tournament Solutions
by Felix Brandt & Markus Brill & Hans Georg Seedig & Warut Suksompong - 2004.01624 How to build a cross-impact model from first principles: Theoretical requirements and empirical results
by Mehdi Tomas & Iacopo Mastromatteo & Michael Benzaquen - 2004.01623 Estimation and Uniform Inference in Sparse High-Dimensional Additive Models
by Philipp Bach & Sven Klaassen & Jannis Kueck & Martin Spindler - 2004.01598 Credible, Truthful, and Two-Round (Optimal) Auctions via Cryptographic Commitments
by Matheus V. X. Ferreira & S. Matthew Weinberg - 2004.01509 Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics
by Amir Mosavi & Pedram Ghamisi & Yaser Faghan & Puhong Duan - 2004.01506 Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds
by John Armstrong & Cristin Buescu - 2004.01504 Machine Learning Algorithms for Financial Asset Price Forecasting
by Philip Ndikum - 2004.01502 Financial Market Trend Forecasting and Performance Analysis Using LSTM
by Jonghyeon Min - 2004.01499 Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow
by Ye-Sheen Lim & Denise Gorse - 2004.01498 Deep Probabilistic Modelling of Price Movements for High-Frequency Trading
by Ye-Sheen Lim & Denise Gorse