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Content
2020
- 2001.11165 Empirical Analysis of Fictitious Play for Nash Equilibrium Computation in Multiplayer Games
by Sam Ganzfried
- 2001.11130 Blocked Clusterwise Regression
by Max Cytrynbaum
- 2001.11012 Cross Currency Valuation and Hedging in the Multiple Curve Framework
by Alessandro Gnoatto & Nicole Seiffert
- 2001.10996 Functional Sequential Treatment Allocation with Covariates
by Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev
- 2001.10627 Stable and Efficient Structures in Multigroup Network Formation
by Shadi Mohagheghi & Jingying Ma & Francesco Bullo
- 2001.10586 Frequentist Shrinkage under Inequality Constraints
by Edvard Bakhitov
- 2001.10561 Who presents and where? An analysis of research seminars in US economics departments
by Asier Minondo
- 2001.10519 Skills to not fall behind in school
by Felipe Maia Polo
- 2001.10488 Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications
by Nassim Nicholas Taleb
- 2001.10432 Investment behavior and firms' financial performance: A comparative analysis using firm-level data from the wine industry
by Claudiu Albulescu
- 2001.10393 A random forest based approach for predicting spreads in the primary catastrophe bond market
by Despoina Makariou & Pauline Barrieu & Yining Chen
- 2001.10384 Change of measure under the hard-to-borrow model
by Peng Liu
- 2001.10377 Saddlepoint approximations for spatial panel data models
by Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & Olivier Scaillet
- 2001.10278 Hyperparameter Optimization for Forecasting Stock Returns
by Sang Il Lee
- 2001.10173 Smart City Governance in Developing Countries: A Systematic Literature Review
by Si Ying Tan & Araz Taeihagh
- 2001.10108 Stochastic control of optimized certainty equivalents
by Julio Backhoff Veraguas & A. Max Reppen & Ludovic Tangpi
- 2001.10092 Objective Social Choice: Using Auxiliary Information to Improve Voting Outcomes
by Silviu Pitis & Michael R. Zhang
- 2001.09850 Asymptotics of the time-discretized log-normal SABR model: The implied volatility surface
by Dan Pirjol & Lingjiong Zhu
- 2001.09798 Risk Fluctuation Characteristics of Internet Finance: Combining Industry Characteristics with Ecological Value
by Runjie Xu & Chuanmin Mi & Nan Ye & Tom Marshall & Yadong Xiao & Hefan Shuai
- 2001.09769 Stock Price Prediction Using Convolutional Neural Networks on a Multivariate Timeseries
by Sidra Mehtab & Jaydip Sen
- 2001.09666 Regional airports in Greece, their characteristics and their importance for the local economic development
by Serafeim Polyzos & Dimitrios Tsiotas
- 2001.09664 The network paradigm as a modeling tool in regional economy: the case of interregional commuting in Greece
by Dimitrios Tsiotas & Labros Sdrolias & Dimitrios Belias
- 2001.09579 Asymptotic expansion for the Hartman-Watson distribution
by Dan Pirjol
- 2001.09560 Estimating Marginal Treatment Effects under Unobserved Group Heterogeneity
by Tadao Hoshino & Takahide Yanagi
- 2001.09446 Finance from the viewpoint of physics
by A. Jakovac
- 2001.09443 Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes
by Gechun Liang & Xingchun Wang
- 2001.09404 Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks
by Nick James & Max Menzies & Jennifer Chan
- 2001.09387 In Simple Communication Games, When Does Ex Ante Fact-Finding Benefit the Receiver?
by Mark Whitmeyer
- 2001.09295 Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada
by Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman
- 2001.09151 Integrated ridesharing services with chance-constrained dynamic pricing and demand learning
by Tai-Yu Ma & Sylvain Klein
- 2001.08979 Forecasting NIFTY 50 benchmark Index using Seasonal ARIMA time series models
by Amit Tewari
- 2001.08935 Social Cost of Carbon: What Do the Numbers Really Mean?
by Nikolay Khabarov & Alexey Smirnov & Michael Obersteiner
- 2001.08926 Big Data based Research on Mechanisms of Sharing Economy Restructuring the World
by Dingju Zhu
- 2001.08911 Refined model of the covariance/correlation matrix between securities
by Sebastien Valeyre
- 2001.08906 Pricing commodity swing options
by Roberto Daluiso & Emanuele Nastasi & Andrea Pallavicini & Giulio Sartorelli
- 2001.08865 Choosing the Right Return Distribution and the Excess Volatility Puzzle
by Abootaleb Shirvani & Frank J. Fabozzi
- 2001.08615 Knowledge Graphs for Innovation Ecosystems
by Alberto Tejero & Victor Rodriguez-Doncel & Ivan Pau
- 2001.08442 Marked point processes and intensity ratios for limit order book modeling
by Ioane Muni Toke & Nakahiro Yoshida
- 2001.08432 Effects of the institutional change based on democratization on origin and diffusion of technological innovation
by Mario Coccia
- 2001.08376 Comments are welcome
by Asier Minondo
- 2001.08374 A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting
by Zhengkun Li & Minh-Ngoc Tran & Chao Wang & Richard Gerlach & Junbin Gao
- 2001.08240 A growth adjusted price-earnings ratio
by Graham Baird & James Dodd & Lawrence Middleton
- 2001.08192 Complexity, Stability Properties of Mixed Games and Dynamic Algorithms, and Learning in the Sharing Economy
by Michael C. Nwogugu
- 2001.08003 Measuring the Input Rank in Global Supply Networks
by Armando Rungi & Loredana Fattorini & Kenan Huremovic
- 2001.07949 Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions
by Karsten Schweikert
- 2001.07790 Investor Experiences and International Capital Flows
by Ulrike Malmendier & Demian Pouzo & Victoria Vanasco
- 2001.07042 Fundamental Limits of Testing the Independence of Irrelevant Alternatives in Discrete Choice
by Arjun Seshadri & Johan Ugander
- 2001.06975 Incentive-Compatible Diffusion Auctions
by Bin Li & Dong Hao & Dengji Zhao
- 2001.06914 Permutation-Weighted Portfolios and the Efficiency of Commodity Futures Markets
by Ricardo T. Fernholz & Robert Fernholz
- 2001.06895 Markov risk mappings and risk-sensitive optimal prediction
by Tomasz Kosmala & Randall Martyr & John Moriarty
- 2001.06889 Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers
by Thiago C. Silva & Diego R. Amancio & Benjamin M. Tabak
- 2001.06746 Efficient and Robust Estimation of the Generalized LATE Model
by Haitian Xie
- 2001.06567 A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector
by Anna Denkowska & Stanis{l}aw Wanat
- 2001.06548 Who voted for a No Deal Brexit? A Composition Model of Great Britains 2019 European Parliamentary Elections
by Stephen Clark
- 2001.06457 Neglecting Uncertainties Biases House-Elevation Decisions to Manage Riverine Flood Risks
by Mahkameh Zarekarizi & Vivek Srikrishnan & Klaus Keller
- 2001.06445 Trading on the Floor after Sweeping the Book
by Vassilis Polimenis
- 2001.06412 The sub-fractional CEV model
by Axel A. Araneda & Nils Bertschinger
- 2001.06356 Community structure in the World Trade Network based on communicability distances
by Paolo Bartesaghi & Gian Paolo Clemente & Rosanna Grassi
- 2001.06281 Entropy Balancing for Continuous Treatments
by Stefan Tubbicke
- 2001.06275 Corporate Governance, Noise Trading and Liquidity of Stocks
by Jianhao Su
- 2001.06166 Comparing School Choice and College Admission Mechanisms By Their Immunity to Strategic Admissions
by Somouaoga Bonkoungou & Alexander S. Nesterov
- 2001.06118 Distributional synthetic controls
by Florian Gunsilius
- 2001.06052 Recovering Network Structure from Aggregated Relational Data using Penalized Regression
by Hossein Alidaee & Eric Auerbach & Michael P. Leung
- 2001.06003 Examining the correlation of the level of wage inequality with labor market institutions
by Virginia Tsoukatou
- 2001.05906 Supermartingale deflators in the absence of a num\'eraire
by Philipp Harms & Chong Liu & Ariel Neufeld
- 2001.05788 Quadratic Hedging and Optimization of Option Exercise Policies
by Nicola Secomandi
- 2001.05575 Ownership Structure Variation and Firm Efficiency
by Sallahuddin Hassan & Zalila Othman & Mukaramah Harun
- 2001.05248 A theoretical analysis of Guyon's toy volatility model
by Ofelia Bonesini & Antoine Jacquier & Chloe Lacombe
- 2001.05124 Rational Kernel on Pricing Models of Inflation Derivatives
by Yue Zhou
- 2001.05095 Production externalities and dispersion process in a multi-region economy
by Minoru Osawa & Jos'e M. Gaspar
- 2001.05034 Sparse Covariance Estimation in Logit Mixture Models
by Youssef M Aboutaleb & Mazen Danaf & Yifei Xie & Moshe Ben-Akiva
- 2001.04867 A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data
by Davide La Vecchia & Alban Moor & Olivier Scaillet
- 2001.04324 Panel Data Quantile Regression for Treatment Effect Models
by Takuya Ishihara
- 2001.04283 Electricity prices and tariffs to keep everyone happy: a framework for fixed and nodal prices coexistence in distribution grids with optimal tariffs for investment cost recovery
by Iacopo Savelli & Thomas Morstyn
- 2001.04237 Exponential moving average versus moving exponential average
by Frank Klinker
- 2001.04188 Econophysics Through Computation
by Antika Sinha & Sudip Mukherjee & Bikas K Chakrabarti
- 2001.04185 Zooming In on Equity Factor Crowding
by Valerio Volpati & Michael Benzaquen & Zoltan Eisler & Iacopo Mastromatteo & Bence Toth & Jean-Philippe Bouchaud
- 2001.04097 Reconstruction of Interbank Network using Ridge Entropy Maximization Model
by Yuichi Ikeda & Hidetoshi Takeda
- 2001.03982 Food Supply Chain and Business Model Innovation
by Saeed Nosratabadi & Amirhosein Mosavi & Zoltan Lakner
- 2001.03967 Pricing Exchange Options under Stochastic Correlation
by Enrique Villamor & Pablo Olivares
- 2001.03935 A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis
by Florian Huber & Michael Pfarrhofer & Philipp Piribauer
- 2001.03853 Supply Network Formation and Fragility
by Matthew Elliott & Benjamin Golub & Matthew V. Leduc
- 2001.03838 Two-Step Estimation of a Strategic Network Formation Model with Clustering
by Geert Ridder & Shuyang Sheng
- 2001.03733 Optimal Dividends Paid in a Foreign Currency for a L\'evy Insurance Risk Model
by Julia Eisenberg & Zbigniew Palmowski
- 2001.03646 Commuting Service Platform: Concept and Analysis
by Rong Fan & Xuegang & Ban
- 2001.03488 Constructing a Social Accounting Matrix Framework to Analyse the Impact of Public Expenditure on Income Distribution in Malaysia
by Mukaramah Harun & A. R. Zakariah & M. Azali
- 2001.03487 Does Non-Farm Income Improve The Poverty and Income Inequality Among Agricultural Household In Rural Kedah?
by Siti Hadijah Che Mata & Ahmad Zafarullah Abdul Jalil & Mukaramah Harun
- 2001.03486 Macroeconomic Instability And Fiscal Decentralization: An Empirical Analysis
by Ahmad Zafarullah Abdul Jalil & Mukaramah Harun & Siti Hadijah Che Mat
- 2001.03461 Associating Ridesourcing with Road Safety Outcomes: Insights from Austin Texas
by Eleftheria Kontou & Noreen C. McDonald
- 2001.03401 Text as Data: Real-time Measurement of Economic Welfare
by Rickard Nyman & Paul Ormerod
- 2001.03333 A new approach for trading based on Long Short Term Memory technique
by Zineb Lanbouri & Saaid Achchab
- 2001.03327 How to Cut a Cake Fairly: A Generalization to Groups
by Erel Segal-Halevi & Warut Suksompong
- 2001.03246 The Logic of Strategic Assets: From Oil to Artificial Intelligence
by Jeffrey Ding & Allan Dafoe
- 2001.03213 Behavioral and Game-Theoretic Security Investments in Interdependent Systems Modeled by Attack Graphs
by Mustafa Abdallah & Parinaz Naghizadeh & Ashish R. Hota & Timothy Cason & Saurabh Bagchi & Shreyas Sundaram
- 2001.03197 Competition between shared autonomous vehicles and public transit: A case study in Singapore
by Baichuan Mo & Zhejing Cao & Hongmou Zhang & Yu Shen & Jinhua Zhao
- 2001.03190 Semimartingale price systems in models with transaction costs beyond efficient friction
by Christoph Kuhn & Alexander Molitor
- 2001.03132 A game of hide and seek in networks
by Francis Bloch & Bhaskar Dutta & Marcin Dziubinski
- 2001.03122 Targeting in social networks with anonymized information
by Francis Bloch & Shaden Shabayek
- 2001.03101 Stationary Heston model: Calibration and Pricing of exotics using Product Recursive Quantization
by Vincent Lemaire & Thibaut Montes & Gilles Pag`es
- 2001.03099 Using Networks and Partial Differential Equations to Predict Bitcoin Price
by Yufang Wang & Haiyan Wang
- 2001.03046 Relationship between Type of Risks and Income of the Rural Households in the Pattani Province of Thailand
by Mukaramah Harun
- 2001.03045 Estimating the Impact of GST Implementation on Cost of Production and Cost of Living in Malaysia
by Mukaramah Harun
- 2001.03043 Determinants of Social-economic Mobility in the Northern Region of Malaysia
by Mukaramah Harun
- 2001.02966 Clustering Approaches for Global Minimum Variance Portfolio
by Jinwoo Park
- 2001.02959 Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals
by Roy Cerqueti & Luca De Benedictis & Valerio Leone Sciabolazza
- 2001.02863 China's First Workforce Skill Taxonomy
by Weipan Xu & Xiaozhen Qin & Xun Li & HaohuiCaron Chen & Morgan Frank & Alex Rutherford & Andrew Reeson & Iyad Rahwan
- 2001.02804 Institutions and China's comparative development
by Paul Minard
- 2001.02783 If the Prospect of Some Occupations Are Stagnating With Technological Advancement? A Task Attribute Approach to Detect Employment Vulnerability
by Iftekhairul Islam & Fahad Shaon
- 2001.02510 Infrastructure Disparities in Northern Malaysia
by Mukaramah Harun
- 2001.02509 Ways to Reduce Cost of Living: A Case Study among Low Income Household in Kubang Pasu, Kedah, Malaysia
by Mukaramah Harun
- 2001.02508 Pursuing More Sustainable Energy Consumption by Analyzing Sectoral Direct and Indirect Energy Use in Malaysia: An Input-Output Analysis
by Mukaramah Harun
- 2001.02426 Bilateral Tariffs Under International Competition
by Tsotne Kutalia & Revaz Tevzadze
- 2001.02404 Nonparametric Pricing and Hedging of Volatility Swaps in Stochastic Volatility Models
by Frido Rolloos
- 2001.02322 External Threats, Political Turnover and Fiscal Capacity
by Hector Galindo-Silva
- 2001.02200 Whos Ditching the Bus?
by Simon J. Berrebi & Kari E. Watkins
- 2001.02115 Understanding the Great Recession Using Machine Learning Algorithms
by Rickard Nyman & Paul Ormerod
- 2001.02099 Optimal contracts under adverse selection for staple goods: efficiency of in-kind insurance
by Cl'emence Alasseur & Corinne Chaton & Emma Hubert
- 2001.02071 Efficient allocations in double auction markets
by Teemu Pennanen
- 2001.01998 A note on the worst case approach for a market with a stochastic interest rate
by Dariusz Zawisza
- 2001.01860 A simple microstructural explanation of the concavity of price impact
by Sergey Nadtochiy
- 2001.01789 The quadratic rough Heston model and the joint S&P 500/VIX smile calibration problem
by Jim Gatheral & Paul Jusselin & Mathieu Rosenbaum
- 2001.01718 Passengers' Travel Behavior in Response to Unplanned Transit Disruptions
by Nima Golshani & Ehsan Rahimi & Ramin Shabanpour & Kouros Mohammadian & Joshua Auld & Hubert Ley
- 2001.01646 The Optimal Dynamic Reinsurance Strategies in Multidimensional Portfolio
by Khaled Masoumifard & Mohammad Zokaei
- 2001.01641 Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from China's Urban Areas
by Huirong Liu
- 2001.01612 A Note on Portfolio Optimization with Quadratic Transaction Costs
by Pierre Chen & Edmond Lezmi & Thierry Roncalli & Jiali Xu
- 2001.01605 Classifying ecosystem disservices and comparing their effects with ecosystem services in Beijing, China
by Shuyao Wu & Jiao Huang & Shuangcheng Li
- 2001.01518 Disentangling shock diffusion on complex networks: Identification through graph planarity
by Sudarshan Kumar & Tiziana Di Matteo & Anindya S. Chakrabarti
- 2001.01443 Hedging problems for Asian options with transactions costs
by Serguei Pergamenchtchikov & Alena Shishkova
- 2001.01127 Forecasting Bitcoin closing price series using linear regression and neural networks models
by Nicola Uras & Lodovica Marchesi & Michele Marchesi & Roberto Tonelli
- 2001.01116 Bayesian Median Autoregression for Robust Time Series Forecasting
by Zijian Zeng & Meng Li
- 2001.01036 A Socioeconomic Well-Being Index
by A. Alexandre Trindade & Abootaleb Shirvani & Xiaohan Ma
- 2001.00889 Judicial Favoritism of Politicians: Evidence from Small Claims Court
by Andre Assumpcao & Julio Trecenti
- 2001.00737 Option Pricing in an Investment Risk-Return Setting
by Abootaleb Shirvani & Frank J. Fabozzi & Stoyan V. Stoyanov
- 2001.00691 Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities
by Wayne Yuan Gao & Ming Li & Sheng Xu
- 2001.00529 The Impact of the Choice of Risk and Dispersion Measure on Procyclicality
by Marcel Brautigam & Marie Kratz
- 2001.00465 A review of the Dividend Discount Model: from deterministic to stochastic models
by Guglielmo D'Amico & Riccardo De Blasis
- 2001.00419 Prediction in locally stationary time series
by Holger Dette & Weichi Wu
2019
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