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Content
2024
- 2412.09662 Replica del valor de un pool (CPM) y hedging de perdidas impermanentes
by Agust'in Mu~noz Gonz'alez & Juan I. Sequeira y Ariel Dembling
- 2412.09631 Limit Order Book Event Stream Prediction with Diffusion Model
by Zetao Zheng & Guoan Li & Deqiang Ouyang & Decui Liang & Jie Shao
- 2412.09517 Geometric Deep Learning for Realized Covariance Matrix Forecasting
by Andrea Bucci & Michele Palma & Chao Zhang
- 2412.09430 A Kernel Score Perspective on Forecast Disagreement and the Linear Pool
by Fabian Kruger
- 2412.09394 LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
by Sebastien Valeyre & Sofiane Aboura
- 2412.09345 Delving into Youth Perspectives on In-game Gambling-like Elements: A Proof-of-Concept Study Utilising Large Language Models for Analysing User-Generated Text Data
by Thomas Krause & Steffen Otterbach & Johannes Singer
- 2412.09335 Does Low Spoilage Under Cold Conditions Foster Cultural Complexity During the Foraging Era? -- A Theoretical and Computational Inquiry
by Minhyeok Lee
- 2412.09321 Learning to be Indifferent in Complex Decisions: A Coarse Payoff-Assessment Model
by Philippe Jehiel & Aviman Satpathy
- 2412.09226 The Global Carbon Budget as a cointegrated system
by Mikkel Bennedsen & Eric Hillebrand & Morten {O}rregaard Nielsen
- 2412.09171 Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty
by Guohui Guan & Zongxia Liang & Yi Xia
- 2412.09157 Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
by Guohui Guan & Zongxia Liang & Yi Xia
- 2412.08987 Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options
by Rakhymzhan Kazbek & Yogi Erlangga & Yerlan Amanbek & Dongming Wei
- 2412.08850 Emulating the Global Change Analysis Model with Deep Learning
by Andrew Holmes & Matt Jensen & Sarah Coffland & Hidemi Mitani Shen & Logan Sizemore & Seth Bassetti & Brenna Nieva & Claudia Tebaldi & Abigail Snyder & Brian Hutchinson
- 2412.08831 Panel Stochastic Frontier Models with Latent Group Structures
by Kazuki Tomioka & Thomas T. Yang & Xibin Zhang
- 2412.08756 High-dimensional covariance matrix estimators on simulated portfolios with complex structures
by Andr'es Garc'ia-Medina
- 2412.08657 Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implications
by Kiarash Firouzi & Mohammad Jelodari Mamaghani
- 2412.08624 Efficient and Verified Continuous Double Auctions
by Mohit Garg & Suneel Sarswat
- 2412.08342 Approximate Revenue from Finite Range Mechanisms
by Mridu Prabal Goswami
- 2412.08179 Auto-Generating Earnings Report Analysis via a Financial-Augmented LLM
by Van-Duc Le
- 2412.07946 The Economics of Equilibrium with Indivisible Goods
by Ravi Jagadeesan & Alexander Teytelboym
- 2412.07787 Anomaly Detection in California Electricity Price Forecasting: Enhancing Accuracy and Reliability Using Principal Component Analysis
by Joseph Nyangon & Ruth Akintunde
- 2412.07688 A Joint Energy and Differentially-Private Smart Meter Data Market
by Saurab Chhachhi & Fei Teng
- 2412.07649 Machine Learning the Macroeconomic Effects of Financial Shocks
by Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino
- 2412.07587 A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting
by Zheng Cao & Helyette Geman
- 2412.07461 A theory of passive market impact
by Youssef Ouazzani Chahdi & Mathieu Rosenbaum & Gr'egoire Szymanski
- 2412.07459 Moving to the suburbs? Exploring the potential impact of work-from-home on suburbanization in Poland
by Beata Wo'zniak-Jk{e}chorek & S{l}awomir Ku'zmar & David Bole
- 2412.07352 Inference after discretizing unobserved heterogeneity
by Jad Beyhum & Martin Mugnier
- 2412.07348 IntraLayer: A Platform of Digital Finance Platforms
by Arman Abgaryan & Utkarsh Sharma
- 2412.07223 A Consolidated Volatility Prediction with Back Propagation Neural Network and Genetic Algorithm
by Zong Ke & Jingyu Xu & Zizhou Zhang & Yu Cheng & Wenjun Wu
- 2412.07184 Automatic Doubly Robust Forests
by Zhaomeng Chen & Junting Duan & Victor Chernozhukov & Vasilis Syrgkanis
- 2412.07061 Network and timing effects in social learning
by Wade Hann-Caruthers & Minghao Pan & Omer Tamuz
- 2412.07042 Generative AI Impact on Labor Market: Analyzing ChatGPT's Demand in Job Advertisements
by Mahdi Ahmadi & Neda Khosh Kheslat & Adebola Akintomide
- 2412.07031 Large Language Models: An Applied Econometric Framework
by Jens Ludwig & Sendhil Mullainathan & Ashesh Rambachan
- 2412.07027 Deep Learning for Cross-Border Transaction Anomaly Detection in Anti-Money Laundering Systems
by Qian Yu & Zhen Xu & Zong Ke
- 2412.06862 Stock Type Prediction Model Based on Hierarchical Graph Neural Network
by Jianhua Yao & Yuxin Dong & Jiajing Wang & Bingxing Wang & Hongye Zheng & Honglin Qin
- 2412.06837 Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach
by Olamilekan Shobayo & Sidikat Adeyemi-Longe & Olusogo Popoola & Bayode Ogunleye
- 2412.06794 Understanding the Impact of News Articles on the Movement of Market Index: A Case on Nifty 50
by Subhasis Dasgupta & Pratik Satpati & Ishika Choudhary & Jaydip Sen
- 2412.06688 Probabilistic Targeted Factor Analysis
by Miguel C. Herculano & Santiago Montoya-Bland'on
- 2412.06417 Systematic comparison of deep generative models applied to multivariate financial time series
by Howard Caulfield & James P. Gleeson
- 2412.06360 India's residential space cooling transition: Decarbonization ambitions since the turn of millennium
by Ran Yan & Nan Zhou & Minda Ma & Chao Mao
- 2412.06343 Diffusion on the circle and a stochastic correlation model
by Sourav Majumdar & Arnab Kumar Laha
- 2412.06222 Blotto on the Ballot: A Ballot Stuffing Blotto Game
by Harsh Shah & Jayakrishnan Nair & D Manjunath & Narayan Mandayam
- 2412.06193 Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
by Zong Ke & Yuchen Yin
- 2412.06092 Density forecast transformations
by Matteo Mogliani & Florens Odendahl
- 2412.06037 The emergence of chaos in population game dynamics induced by comparisons
by Jakub Bielawski & {L}ukasz Cholewa & Fryderyk Falniowski
- 2412.05919 Estimating Spillover Effects in the Presence of Isolated Nodes
by Bora Kim
- 2412.05911 Unveiling True Talent: The Soccer Factor Model for Skill Evaluation
by Alexandre Andorra & Maximilian Gobel
- 2412.05889 Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics
by Peilun He & Gareth W. Peters & Nino Kordzakhia & Pavel V. Shevchenko
- 2412.05794 Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax
by Tao Sun
- 2412.05736 Convolution Mode Regression
by Eduardo Schirmer Finn & Eduardo Horta
- 2412.05731 A Scoping Review of ChatGPT Research in Accounting and Finance
by Mengming Michael Dong & Theophanis C. Stratopoulos & Victor Xiaoqi Wang
- 2412.05691 Undergraduate Course Allocation through Competitive Markets
by Daniel Kornbluth & Alexey Kushnir
- 2412.05664 Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups
by Minseog Oh & Donggyu Kim
- 2412.05621 Minimum Sliced Distance Estimation in a Class of Nonregular Econometric Models
by Yanqin Fan & Hyeonseok Park
- 2412.05516 Measuring Consumer Sensitivity to Audio Advertising: A Long-Run Field Experiment on Pandora Internet Radio
by Ali Goli & Jason Huang & David Reiley & Nickolai M. Riabov
- 2412.05508 Optimizing Returns from Experimentation Programs
by Timothy Sudijono & Simon Ejdemyr & Apoorva Lal & Martin Tingley
- 2412.05431 Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark
by Pieter van Staden & Peter Forsyth & Yuying Li
- 2412.05344 Consumption Dependent Random Utility
by Christopher Turansick
- 2412.05300 AD-HOC: A C++ Expression Template package for high-order derivatives backpropagation
by Juan Lucas Rey
- 2412.05297 A Decision Support System for Stock Selection and Asset Allocation Based on Fundamental Data Analysis
by Ali Abrishami & Jafar Habibi & AmirAli Jarrahi & Dariush Amiri & MohammadAmin Fazli
- 2412.05285 A FinTech Clustering Framework: Technology, Model, and Stakeholder Perspectives
by Pak-Lok Poon & Santoso Wibowo & Sau-Fun Tang
- 2412.05234 Constructing Uncertainty Sets for Robust Risk Measures: A Composition of $\phi$-Divergences Approach to Combat Tail Uncertainty
by Guanyu Jin & Roger J. A. Laeven & Dick den Hertog & Aharon Ben-Tal
- 2412.05090 AI and the law
by Henry A. Thompson
- 2412.05070 Enhancing Fourier pricing with machine learning
by Gero Junike & Hauke Stier
- 2412.04924 Follow the money: a startup-based measure of AI exposure across occupations, industries and regions
by Enrico Maria Fenoaltea & Dario Mazzilli & Aurelio Patelli & Angelica Sbardella & Andrea Tacchella & Andrea Zaccaria & Marco Trombetti & Luciano Pietronero
- 2412.04816 Linear Regressions with Combined Data
by Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel
- 2412.04605 Semiparametric Bayesian Difference-in-Differences
by Christoph Breunig & Ruixuan Liu & Zhengfei Yu
- 2412.04589 Inverting the Markovian projection for pure jump processes
by Martin Larsson & Shukun Long
- 2412.04505 Achieving Semantic Consistency: Contextualized Word Representations for Political Text Analysis
by Ruiyu Zhang & Lin Nie & Ce Zhao & Qingyang Chen
- 2412.04490 M6 Investment Challenge: The Role of Luck and Strategic Considerations
by Filip Stanv{e}k
- 2412.04354 Multi-Scale Node Embeddings for Graph Modeling and Generation
by Riccardo Milocco & Fabian Jansen & Diego Garlaschelli
- 2412.04293 Cubic-based Prediction Approach for Large Volatility Matrix using High-Frequency Financial Data
by Sung Hoon Choi & Donggyu Kim
- 2412.04265 On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs
by Yuta Okamoto & Yuuki Ozaki
- 2412.04263 Correlation without Factors in Retail Cryptocurrency Markets
by Graham L. Giller
- 2412.04063 Understanding the Excess Bond Premium
by Kevin Benson & Ing-Haw Cheng & John Hull & Charles Martineau & Yoshio Nozawa & Vasily Strela & Yuntao Wu & Jun Yuan
- 2412.04034 Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations
by Yunhua Pei & Jin Zheng & John Cartlidge
- 2412.03963 Augmenting Minds or Automating Skills: The Differential Role of Human Capital in Generative AI's Impact on Creative Tasks
by Meiling Huang & Ming Jin & Ning Li
- 2412.03879 E-Commerce in Africa: Divergent Impacts on Rural and Urban Economies
by Jaelyn S. Liang & Rehaan S. Mundy & Shriya Jagwayan
- 2412.03755 Economic Geography and Structural Change
by Clement E. Bohr & Marti Mestieri & Frederic Robert-Nicoud
- 2412.03668 Hidden Markov graphical models with state-dependent generalized hyperbolic distributions
by Beatrice Foroni & Luca Merlo & Lea Petrella
- 2412.03618 Research on Financial Multi-Asset Portfolio Risk Prediction Model Based on Convolutional Neural Networks and Image Processing
by Fu Lei & Ge Shi
- 2412.03608 Evaluating the Relationship of EV Charging Station on the Uptake of Electric Vehicles -- Implication of the NEVI Formula Program
by Putra Farrel Azhar
- 2412.03606 Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
by Wenying Sun & Zhen Xu & Wenqing Zhang & Kunyuan Ma & You Wu & Mengfang Sun
- 2412.03598 Counter-Geoengineering: Feasibility and Policy Implications for a Geoengineered World
by Felipe de Bolle & Egemen Kolemen
- 2412.03583 Spatial Econometric Analysis of Dana Point's Housing Market
by Hannah Attar
- 2412.03554 Categorize and randomize: a model of sequential stochastic choice
by Ester Sudano
- 2412.03305 Turnover of investment portfolio via covariance matrix of returns
by A. V. Kuliga & I. N. Shnurnikov
- 2412.03227 Never-ending Search for Innovation
by Jean-Michel Benkert & Igor Letina
- 2412.03217 Social media and suicide: empirical evidence from the quasi-exogenous geographical adoption of Twitter
by Alexis Du & Thomas Renault
- 2412.03130 The Value of Solving Pains
by Jurg Meierhofer & Nikola Pascher & Jochen Wulf
- 2412.03038 MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management
by Liwei Deng & Tianfu Wang & Yan Zhao & Kai Zheng
- 2412.03033 Unveiling Saving and Credit Dynamics: Insights from Financial Diaries and Surveys among Low-Income Households in Unauthorized Colonies in Delhi
by Divya Sharma
- 2412.02767 Endogenous Heteroskedasticity in Linear Models
by Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas
- 2412.02660 A Markowitz Approach to Managing a Dynamic Basket of Moving-Band Statistical Arbitrages
by Kasper Johansson & Thomas Schmelzer & Stephen Boyd
- 2412.02654 Simple and Effective Portfolio Construction with Crypto Assets
by Kasper Johansson & Stephen Boyd
- 2412.02609 Wasserstein Markets for Differentially-Private Data
by Saurab Chhachhi & Fei Teng
- 2412.02605 Interpretable Company Similarity with Sparse Autoencoders
by Marco Molinari & Victor Shao & Vladimir Tregubiak & Abhimanyu Pandey & Mateusz Mikolajczak & Sebastian Kuznetsov Ryder Torres Pereira
- 2412.02452 Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets
by Aman Saggu & Lennart Ante & Kaja Kopiec
- 2412.02446 An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences
by Zongxia Liang & Sheng Wang & Jianming Xia
- 2412.02435 Sequential Payment Rules: Approximately Fair Budget Divisions via Simple Spending Dynamics
by Haris Aziz & Patrick Lederer & Xinhang Lu & Mashbat Suzuki & Jeremy Vollen
- 2412.02408 Leveraging Ensemble-Based Semi-Supervised Learning for Illicit Account Detection in Ethereum DeFi Transactions
by Shabnam Fazliani & Mohammad Mowlavi Sorond & Arsalan Masoudifard
- 2412.02380 Use of surrogate endpoints in health technology assessment: a review of selected NICE technology appraisals in oncology
by Lorna Wheaton & Sylwia Bujkiewicz
- 2412.02342 A Rule-Based Methodology for Company Identification: Application to the Downstream Space Sector
by Kenza Bousedra & Pierre Pelletier
- 2412.02251 Selective Reviews of Bandit Problems in AI via a Statistical View
by Pengjie Zhou & Haoyu Wei & Huiming Zhang
- 2412.02183 Endogenous Interference in Randomized Experiments
by Mengsi Gao
- 2412.02167 Driving Reductions in Emissions Unlocking the Potential of Fuel Economy Targets in Saudi Arabia
by Ibrahem Shatnawi & Jeyhun I. Mikayilov
- 2412.02135 Unsupervised learning-based calibration scheme for Rough Bergomi model
by Changqing Teng & Guanglian Li
- 2412.02065 Leveraging Large Language Models to Democratize Access to Costly Financial Datasets for Academic Research
by Julian Junyan Wang & Victor Xiaoqi Wang
- 2412.01867 Decoding Financial Behaviour: An Analysis of urbanised households in India using AIDIS 77th round
by Divya Sharma
- 2412.01760 Capacity Constraints in Principal-Agent Problems
by Aubrey Clark
- 2412.01704 Performance-based variable premium scheme and reinsurance design
by David Landriault & Fangda Liu & Ziyue Shi
- 2412.01603 A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
by Dennis Lim & Wenjie Wang & Yichong Zhang
- 2412.01532 Pollution and Mortality: Evidence from early 20th Century Sweden
by Michael Haylock & Martin Karlsson & Maksym Obrizan
- 2412.01367 From rotational to scalar invariance: Enhancing identifiability in score-driven factor models
by Giuseppe Buccheri & Fulvio Corsi & Emilija Dzuverovic
- 2412.01208 Locally robust semiparametric estimation of sample selection models without exclusion restrictions
by Zhewen Pan & Yifan Zhang
- 2412.01139 Tournaments with a Standard
by Mikhail Drugov & Dmitry Ryvkin & Jun Zhang
- 2412.01069 The Promise and Peril of Generative AI: Evidence from GPT-4 as Sell-Side Analysts
by Edward Li & Zhiyuan Tu & Dexin Zhou
- 2412.01062 Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning
by Yuxin Fan & Zhuohuan Hu & Lei Fu & Yu Cheng & Liyang Wang & Yuxiang Wang
- 2412.01030 Iterative Distributed Multinomial Regression
by Yanqin Fan & Yigit Okar & Xuetao Shi
- 2412.00986 A model of strategic sustainable investment
by Tiziano De Angelis & Caio C'esar Graciani Rodrigues & Peter Tankov
- 2412.00920 Neural Network Approach to Demand Estimation and Dynamic Pricing in Retail
by Kirill Safonov
- 2412.00897 A partial-state space model of unawareness
by Wesley H. Holliday
- 2412.00896 Alpha Mining and Enhancing via Warm Start Genetic Programming for Quantitative Investment
by Weizhe Ren & Yichen Qin & Yang Li
- 2412.00886 Thermal Macroeconomics: An axiomatic theory of aggregate economic phenomena
by N. J. Chater & R. S. MacKay
- 2412.00716 Effects of time aggregation, product aggregation, and seasonality in measuring bullwhip ratio
by Hau Mike Ma & Jiazhen Huo & Yongrui Duan
- 2412.00710 On-Chain Credit Risk Score in Decentralized Finance
by Rik Ghosh & Arka Datta & Vidhi Aggarwal & Sudipan Sinha & Rajdeep Sengupta
- 2412.00658 Probabilistic Predictions of Option Prices Using Multiple Sources of Data
by Worapree Maneesoonthorn & David T. Frazier & Gael M. Martin
- 2412.00655 Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures
by Mario Ghossoub & Qinghua Ren & Ruodu Wang
- 2412.00649 Extreme Points in Multi-Dimensional Screening
by Patrick Lahr & Axel Niemeyer
- 2412.00634 Optimization of Delivery Routes for Fresh E-commerce in Pre-warehouse Mode
by Alice Harward & Junjie Lin & Yun Wang & Xiaoke Xie
- 2412.00615 Macroeconomics of Racial Disparities: Discrimination, Labor Market, and Wealth
by Guanyi Yang & Srinivasan Murali
- 2412.00607 Risk models from tree-structured Markov random fields following multivariate Poisson distributions
by H'el`ene Cossette & Benjamin C^ot'e & Alexandre Dubeau & Etienne Marceau
- 2412.00549 SeQwen at the Financial Misinformation Detection Challenge Task: Sequential Learning for Claim Verification and Explanation Generation in Financial Domains
by Jebish Purbey & Siddhant Gupta & Nikhil Manali & Siddartha Pullakhandam & Drishti Sharma & Ashay Srivastava & Ram Mohan Rao Kadiyala
- 2412.00468 Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals
by Nick James & Max Menzies
- 2412.00233 Peer Effects and Herd Behavior: An Empirical Study Based on the "Double 11" Shopping Festival
by Hambur Wang
- 2412.00135 On the relative performance of some parametric and nonparametric estimators of option prices
by Carlo Marinelli & Stefano D'Addona
- 2412.00062 Deep Learning-Based Electricity Price Forecast for Virtual Bidding in Wholesale Electricity Market
by Xuesong Wang & Sharaf K. Magableh & Oraib Dawaghreh & Caisheng Wang & Jiaxuan Gong & Zhongyang Zhao & Michael H. Liao
- 2412.00036 Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
by Andrew Lesniewski & Giulio Trigila
- 2412.00011 The use of knowledge in open-ended systems
by Abigail Devereaux & Roger Koppl
- 2411.19857 Condorcet-Consistent Choice Among Three Candidates
by Felix Brandt & Chris Dong & Dominik Peters
- 2411.19649 Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)
by Jiahao Zhu & Hengzhi Wu
- 2411.19637 Ergodic optimal liquidations in DeFi
by Jialun Cao & David v{S}iv{s}ka
- 2411.19572 Canonical correlation analysis of stochastic trends via functional approximation
by Massimo Franchi & Iliyan Georgiev & Paolo Paruolo
- 2411.19444 Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index
by Abraham Atsiwo & Andrey Sarantsev
- 2411.19436 Self-protection and insurance demand with convex premium principles
by Qiqi Li & Wei Wang & Yiying Zhang
- 2411.19431 Money Burning Improves Mediated Communication
by Yi Liu & Yang Yu
- 2411.19372 Dynamic matching games: stationary equilibria under varying commitments
by Nadia Gui~naz'u & Pablo Neme & Jorge Oviedo
- 2411.19317 Deep learning interpretability for rough volatility
by Bo Yuan & Damiano Brigo & Antoine Jacquier & Nicola Pede
- 2411.19285 BPQP: A Differentiable Convex Optimization Framework for Efficient End-to-End Learning
by Jianming Pan & Zeqi Ye & Xiao Yang & Xu Yang & Weiqing Liu & Lewen Wang & Jiang Bian
- 2411.19206 A general framework for pricing and hedging under local viability
by Huy N. Chau & Miklos Rasonyi
- 2411.18997 GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network
by Yonggai Zhuang & Haoran Chen & Kequan Wang & Teng Fei
- 2411.18978 Warfare Ignited Price Contagion Dynamics in Early Modern Europe
by Emile Esmaili & Michael J. Puma & Francis Ludlow & Poul Holm & Eva Jobbova
- 2411.18856 Quantifying Global Food Trade: A Net Caloric Content Approach to Food Trade Network Analysis
by Xiaopeng Wang & Chengyi Tu & Shuhao Chen & Sicheng Wang & Ying Fan & Samir Suweis & Paolo D'Odorico
- 2411.18838 Contrasting the optimal resource allocation to cybersecurity and cyber insurance using prospect theory versus expected utility theory
by Chaitanya Joshi & Jinming Yang & Sergeja Slapnicar & Ryan K L Ko
- 2411.18834 Assessing the physical risks of climate change for the financial sector: a case study from Mexico's Central Bank
by Francisco Estrada & Miguel A. Altamirano del Carmen & Oscar Calderon-Bustamante & W. J. Wouter Botzen & Serafin Martinez-Jaramillo & Stefano Battiston
- 2411.18830 Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy
by Yonghe Lu & Yanrong Yang & Terry Zhang
- 2411.18772 Difference-in-differences Design with Outcomes Missing Not at Random
by Sooahn Shin
- 2411.18541 The Rise and Fall of Ideas' Popularity
by Piero Mazzarisi & Alessio Muscillo & Claudio Pacati & Paolo Pin
- 2411.18461 Scale Economies and Aggregate Productivity
by Joel Kariel & Anthony Savagar
- 2411.18397 Optimal payoff under Bregman-Wasserstein divergence constraints
by Silvana M. Pesenti & Steven Vanduffel & Yang Yang & Jing Yao
- 2411.18154 Semiclassical CEV Option Pricing Model: an Analytical Approach
by Jose A. Capit'an & Jose Lope-Alba & Juan J. Morales-Ruiz
- 2411.18144 Household Resource Allocation Dynamics and Policies: Integrating Future Earnings of Children, Fertility, Pension, Health, and Education
by Sushmita Kumari & Siddharth Gavhale
- 2411.17900 Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading
by Suyeol Yun
- 2411.17899 Remote Surgery with 5G or 6G: Knowledge Production and Diffusion Globally and in the German Case
by Marina Martinelli & Andr'e Tosi Furtado
- 2411.17883 Independence and indifferent points imply continuity
by Gerrit Bauch
- 2411.17783 KACDP: A Highly Interpretable Credit Default Prediction Model
by Kun Liu & Jin Zhao
- 2411.17743 Ranking probabilistic forecasting models with different loss functions
by Tomasz Serafin & Bartosz Uniejewski
- 2411.17723 The Impact of Banking Competition on Interest Rates for Household Consumption Loans in the Euro Area
by Alexander Rom
- 2411.17683 Coping with the Dunkelflaute: Power system implications of variable renewable energy droughts in Europe
by Martin Kittel & Alexander Roth & Wolf-Peter Schill
- 2411.17597 Belief patterns with information processing
by Federico Vaccari
- 2411.17587 Decision making in stochastic extensive form II: Stochastic extensive forms and games
by E. Emanuel Rapsch
- 2411.17542 Causal Inference in Finance: An Expertise-Driven Model for Instrument Variables Identification and Interpretation
by Ying Chen & Ziwei Xu & Kotaro Inoue & Ryutaro Ichise
- 2411.17353 Joint Combinatorial Node Selection and Resource Allocations in the Lightning Network using Attention-based Reinforcement Learning
by Mahdi Salahshour & Amirahmad Shafiee & Mojtaba Tefagh
- 2411.17165 Behavioral Expectations in New Keynesian DSGE Models: Evidence from India's COVID-19 Recovery and Vaccination Program
by Arpan Chakraborty & Siddhartha Chattopadhyay
- 2411.17136 Autoencoder Enhanced Realised GARCH on Volatility Forecasting
by Qianli Zhao & Chao Wang & Richard Gerlach & Giuseppe Storti & Lingxiang Zhang
- 2411.17072 The Role of the Assumptions for the Existence of a General Equilibrium
by Pablo Ahumada
- 2411.16978 Normal Approximation for U-Statistics with Cross-Sectional Dependence
by Weiguang Liu
- 2411.16906 A Binary IV Model for Persuasion: Profiling Persuasion Types among Compliers
by Zeyang Yu
- 2411.16893 The Economics of Climate Adaptation: An Assessment
by Anna Josephson & Rodrigo Guerra Su & Greg Collins & Katharine Jacobs
- 2411.16666 CatNet: Effective FDR Control in LSTM with Gaussian Mirrors and SHAP Feature Importance
by Jiaan Han & Junxiao Chen & Yanzhe Fu
- 2411.16662 A Supervised Machine Learning Approach for Assessing Grant Peer Review Reports
by Gabriel Okasa & Alberto de Le'on & Michaela Strinzel & Anne Jorstad & Katrin Milzow & Matthias Egger & Stefan Muller
- 2411.16617 Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
by Boris Ter-Avanesov & Gunter A. Meissner
- 2411.16585 MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
by Aaron Wheeler & Jeffrey D. Varner
- 2411.16574 Naive Algorithmic Collusion: When Do Bandit Learners Cooperate and When Do They Compete?
by Connor Douglas & Foster Provost & Arun Sundararajan
- 2411.16569 Predictive Power of LLMs in Financial Markets
by Jerick Shi & Burton Hollifield
- 2411.16553 Do Activists Align with Larger Mutual Funds?
by Manish Jha
- 2411.16552 When Is Heterogeneity Actionable for Personalization?
by Anya Shchetkina & Ron Berman
- 2411.16277 FinML-Chain: A Blockchain-Integrated Dataset for Enhanced Financial Machine Learning
by Jingfeng Chen & Wanlin Deng & Dangxing Chen & Luyao Zhang
- 2411.16244 What events matter for exchange rate volatility ?
by Igor Martins & Hedibert Freitas Lopes
- 2411.15996 Homeopathic Modernization and the Middle Science Trap: conceptual context of ergonomics, econometrics and logic of some national scientific case
by Eldar Knar
- 2411.15980 Inter-firm Heterogeneity in Production
by Michele Battisti & Valentino Dardanoni & Stefano Demichelis
- 2411.15797 Utilization and Profitability of Tractor Services for Maize Farming in Ejura-Sekyedumase Municipality, Ghana
by Fred Nimoh & Innocent Yao Yevu & Attah-Nyame Essampong & Asante Emmanuel Addo & Addai Kevin
- 2411.15718 Can an increase in productivity cause a decrease in production? Insights from a model economy with AI automation
by Casey O. Barkan
- 2411.15712 Research on Optimal Portfolio Based on Multifractal Features
by Yong Li
- 2411.15674 Quantile deep learning models for multi-step ahead time series prediction
by Jimmy Cheung & Smruthi Rangarajan & Amelia Maddocks & Xizhe Chen & Rohitash Chandra
- 2411.15625 Canonical Correlation Analysis: review
by Anna Bykhovskaya & Vadim Gorin
- 2411.15519 Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN)
by Ling Chen
- 2411.15401 The reference interval in higher-order stochastic dominance
by Ruodu Wang & Qinyu Wu
Printed from https://ideas.repec.org/s/arx/papers8.html
