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Content
2024
- 2409.13168 Economic Policy Challenges for the Age of AI
by Anton Korinek
- 2409.13070 Heat modulated affine stochastic volatility models for forward curve dynamics
by Sven Karbach
- 2409.12831 Implicit Government Guarantee Measurement Based on PMC Index Model
by Yan Zhang & Yixiang Tian & Lin Chen & Qi Wang
- 2409.12803 Concentrated Liquidity with Leverage
by Atis Elsts & Krev{s}imir Klas
- 2409.12783 Financial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure
by Mohamed Ben Alaya & Ahmed Kebaier & Djibril Sarr
- 2409.12776 Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models
by Luca Lalor & Anatoliy Swishchuk
- 2409.12721 Market Simulation under Adverse Selection
by Luca Lalor & Anatoliy Swishchuk
- 2409.12662 Testing for equal predictive accuracy with strong dependence
by Laura Coroneo & Fabrizio Iacone
- 2409.12611 Parameters on the boundary in predictive regression
by Giuseppe Cavaliere & Iliyan Georgiev & Edoardo Zanelli
- 2409.12551 Does Ownership Structure Matter? A Case Study on Business Performance of Two Accounting Companies
by Reetta Ghezzi & Sanni Marjanen & Teemu Laine & Tatu Virta & Hannu Vilpponen & Tommi Mikkonen
- 2409.12516 A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
by Kei Nakagawa & Masanori Hirano & Kentaro Minami & Takanobu Mizuta
- 2409.12453 Theoretical and Empirical Validation of Heston Model
by Zheng Cao & Xinhao Lin
- 2409.12353 A Way to Synthetic Triple Difference
by Castiel Chen Zhuang
- 2409.12282 How does liquidity shape the yield curve?
by Victor Le Coz & Iacopo Mastromatteo & Michael Benzaquen
- 2409.12251 Empowering Abilities: Increasing Representation of Students with Disabilities in the STEM Field
by Esperanza Moreno & Piyush Kumar & Richard O Adansi & Dorothy Moreno & Demy Rodriguez & Raul Baez Ramirez & Audrey R Kapsa & Arturo Rodriguez & Neelam Agarwal & Vinod Kumar & Beverley A Calvo & Vivek Tandon
- 2409.12208 Mitigating Extremal Risks: A Network-Based Portfolio Strategy
by Qian Hui & Tiandong Wang
- 2409.12143 Experimental Evidence That Conversational Artificial Intelligence Can Steer Consumer Behavior Without Detection
by Tobias Werner & Ivan Soraperra & Emilio Calvano & David C. Parkes & Iyad Rahwan
- 2409.12109 It depends: Varieties of defining growth dependence
by Anja Janischewski & Katharina Bohnenberger & Matthias Kranke & Tobias Vogel & Riwan Driouich & Tobias Froese & Stefanie Gerold & Raphael Kaufmann & Lorenz Key{ss}er & Jannis Niethammer & Christopher Olk & Matthias Schmelzer & Asl{i} Yuruk & Steffen Lange
- 2409.11908 Cognitive Hierarchy in Day-to-day Network Flow Dynamics
by Minyu Shen & Feng Xiao & Weihua Gu & Hongbo Ye
- 2409.11839 The long-term human capital and health impacts of a pollution reduction programme
by Nanna Fukushima & Stephanie von Hinke & Emil N. S{o}rensen
- 2409.11569 Optimal Investment with Costly Expert Opinions
by Christoph Knochenhauer & Alexander Merkel & Yufei Zhang
- 2409.11540 What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
by Shuaiyu Chen & T. Clifton Green & Huseyin Gulen & Dexin Zhou
- 2409.11524 Unlocking NACE Classification Embeddings with OpenAI for Enhanced Analysis and Processing
by Andrea Vidali & Nicola Jean & Giacomo Le Pera
- 2409.11408 Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning
by Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez
- 2409.11339 DeFi Arbitrage in Hedged Liquidity Tokens
by Maxim Bichuch & Zachary Feinstein
- 2409.11142 How (Not) to Incentivize Sustainable Mobility? Lessons from a Swiss Mobility Competition
by Silvio Sticher & Hannes Wallimann & Noah Balthasar
- 2409.11048 Approximately Optimal Auctions With a Strong Bidder
by Luca Anderlini & GaOn Kim
- 2409.11033 Expert Classification Aggregation
by Federico Fioravanti
- 2409.10938 Beyond Rationality: Unveiling the Role of Animal Spirits and Inflation Extrapolation in Central Bank Communication of the US
by Arpan Chakraborty
- 2409.10933 Optimal Investment under the Influence of Decision-changing Imitation
by Huisheng Wang & H. Vicky Zhao
- 2409.10859 Macroscopic properties of equity markets: stylized facts and portfolio performance
by Steven Campbell & Qien Song & Ting-Kam Leonard Wong
- 2409.10820 Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality
by Jean-Marie Dufour & Endong Wang
- 2409.10779 The Extreme Points of Fusions
by Andreas Kleiner & Benny Moldovanu & Philipp Strack & Mark Whitmeyer
- 2409.10750 GPT takes the SAT: Tracing changes in Test Difficulty and Math Performance of Students
by Vikram Krishnaveti & Saannidhya Rawat
- 2409.10543 Kullback-Leibler cluster entropy to quantify volatility correlation and risk diversity
by L. Ponta & A. Carbone
- 2409.10448 Why you should also use OLS estimation of tail exponents
by Thiago Trafane Oliveira Santos & Daniel Oliveira Cajueiro
- 2409.10407 Bitcoin Transaction Behavior Modeling Based on Balance Data
by Yu Zhang & Claudio Tessone
- 2409.10402 A Statistical Equilibrium Approach to Adam Smith's Labor Theory of Value
by Ellis Scharfenaker & Bruno Theodosio & Duncan K. Foley
- 2409.10331 Research and Design of a Financial Intelligent Risk Control Platform Based on Big Data Analysis and Deep Machine Learning
by Shuochen Bi & Yufan Lian & Ziyue Wang
- 2409.10301 Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing
by Atithi Acharya & Romina Yalovetzky & Pierre Minssen & Shouvanik Chakrabarti & Ruslan Shaydulin & Rudy Raymond & Yue Sun & Dylan Herman & Ruben S. Andrist & Grant Salton & Martin J. A. Schuetz & Helmut G. Katzgraber & Marco Pistoia
- 2409.10096 Robust Reinforcement Learning with Dynamic Distortion Risk Measures
by Anthony Coache & Sebastian Jaimungal
- 2409.10030 Econometric Inference for High Dimensional Predictive Regressions
by Zhan Gao & Ji Hyung Lee & Ziwei Mei & Zhentao Shi
- 2409.09962 A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality
by Gregory Fletcher Cox
- 2409.09960 A General Equilibrium Study of Venture Capitalists' Effort on Entrepreneurship
by Liukun Wu
- 2409.09955 Simulation of Public Cash Transfer Programs on US Entrepreneurs' Financing Constraint
by Liukun Wu
- 2409.09894 Estimating Wage Disparities Using Foundation Models
by Keyon Vafa & Susan Athey & David M. Blei
- 2409.09818 Revisiting the state-space model of unawareness
by Alex A. T. Rathke
- 2409.09768 Balancing Selection Efficiency and Societal Costs in Selective Contests
by Penghuan Yan
- 2409.09684 Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization
by Junhyeong Lee & Inwoo Tae & Yongjae Lee
- 2409.09577 Structural counterfactual analysis in macroeconomics: theory and inference
by Endong Wang
- 2409.09243 Unconditional Randomization Tests for Interference
by Liang Zhong
- 2409.09179 Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity
by Mohamed Ben Alaya & Ahmed Kebaier & Djibril Sarr
- 2409.09091 Claims processing and costs under capacity constraints
by Filip Lindskog & Mario V. Wuthrich
- 2409.09066 Replicating The Log of Gravity
by Mauricio Vargas Sep'ulveda
- 2409.09065 Automatic Pricing and Replenishment Strategies for Vegetable Products Based on Data Analysis and Nonlinear Programming
by Mingpu Ma
- 2409.08951 On the Viability of Open-Source Financial Rails: Economic Security of Permissionless Consensus
by Jacob D. Leshno & Elaine Shi & Rafael Pass
- 2409.08914 Contract Structure and Risk Aversion in Longevity Risk Transfers
by David Landriault & Bin Li & Hong Li & Yuanyuan Zhang
- 2409.08890 A Market for Lemons? Strategic Directions for a Vigilant Application of Artificial Intelligence in Entrepreneurship Research
by Martin Obschonka & Moren Levesque
- 2409.08773 The Clustered Dose-Response Function Estimator for continuous treatment with heterogeneous treatment effects
by Cerqua Augusto & Di Stefano Roberta & Mattera Raffaele
- 2409.08728 Disentangling the sources of cyber risk premia
by Loic Mar'echal & Nathan Monnet
- 2409.08718 Dynamic Link and Flow Prediction in Bank Transfer Networks
by Shu Takahashi & Kento Yamamoto & Shumpei Kobayashi & Ryoma Kondo & Ryohei Hisano
- 2409.08701 Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms
by Wasim Ahmad & Mohammad Arshad Rahman & Suruchi Shrimali & Preeti Roy
- 2409.08426 A Deep Reinforcement Learning Framework For Financial Portfolio Management
by Jinyang Li
- 2409.08415 The first alumni donation in 1880 in Japan: social image and the open-academic record system
by Eiji Yamamura
- 2409.08379 The Impact of Large Language Models on Open-source Innovation: Evidence from GitHub Copilot
by Doron Yeverechyahu & Raveesh Mayya & Gal Oestreicher-Singer
- 2409.08377 Short-maturity Asian options in local-stochastic volatility models
by Dan Pirjol & Lingjiong Zhu
- 2409.08357 An Experimental Study of Competitive Market Behavior Through LLMs
by Jingru Jia & Zehua Yuan
- 2409.08356 COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning
by Zian Wang & Xinyi Lu
- 2409.08355 On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures
by Zian Wang & Xinshu Li
- 2409.08354 Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series
by Wei Zhang
- 2409.08347 Substitution in the perturbed utility route choice model
by Mogens Fosgerau & Nikolaj Nielsen & Mads Paulsen & Thomas Kj{ae}r Rasmussen & Rui Yao
- 2409.08297 Comparative Study of Long Short-Term Memory (LSTM) and Quantum Long Short-Term Memory (QLSTM): Prediction of Stock Market Movement
by Tariq Mahmood & Ibtasam Ahmad & Malik Muhammad Zeeshan Ansar & Jumanah Ahmed Darwish & Rehan Ahmad Khan Sherwani
- 2409.08282 LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
by Peng Zhu & Yuante Li & Yifan Hu & Qinyuan Liu & Dawei Cheng & Yuqi Liang
- 2409.08281 StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
by Shengkun Wang & Taoran Ji & Linhan Wang & Yanshen Sun & Shang-Ching Liu & Amit Kumar & Chang-Tien Lu
- 2409.08205 A market resilient data-driven approach to option pricing
by Anindya Goswami & Nimit Rana
- 2409.08158 Trends and biases in the social cost of carbon
by Richard S. J. Tol
- 2409.08145 Inertial Coordination Games
by Andrew Koh & Ricky Li & Kei Uzui
- 2409.07981 Economic impacts of a drastic gas supply shock and short-term mitigation strategies
by Anton Pichler & Jan Hurt & Tobias Reisch & Johannes Stangl & Stefan Thurner
- 2409.07859 Bootstrap Adaptive Lasso Solution Path Unit Root Tests
by Martin C. Arnold & Thilo Reinschlussel
- 2409.07538 Un \'indice discreto sensible a la desigualdad
by Francisco Jos'e Zamudio S'anchez & Javier Jim'enez Machorro & Roxana Arana Ovalle & Hildegardo Mart'inez Silverio
- 2409.07506 The Mismeasure of Weather: Using Remotely Sensed Earth Observation Data in Economic Context
by Anna Josephson & Jeffrey D. Michler & Talip Kilic & Siobhan Murray
- 2409.07494 Ethereum Fraud Detection via Joint Transaction Language Model and Graph Representation Learning
by Yifan Jia & Yanbin Wang & Jianguo Sun & Yiwei Liu & Zhang Sheng & Ye Tian
- 2409.07487 MoA is All You Need: Building LLM Research Team using Mixture of Agents
by Sandy Chen & Leqi Zeng & Abhinav Raghunathan & Flora Huang & Terrence C. Kim
- 2409.07486 MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
by Junjie Li & Yang Liu & Weiqing Liu & Shikai Fang & Lewen Wang & Chang Xu & Jiang Bian
- 2409.07477 American option pricing using generalised stochastic hybrid systems
by Evelyn Buckwar & Sascha Desmettre & Agnes Mallinger & Amira Meddah
- 2409.07373 Policy consequences of the new neuroeconomic framework
by A. David Redish & Henri Scott Chastain & Carlisle Ford Runge & Brian M. Sweis & Scott E. Allen & Antara Haldar
- 2409.07277 Mechanisms for belief elicitation without ground truth
by Niklas Valentin Lehmann
- 2409.07159 Market information of the fractional stochastic regularity model
by Daniele Angelini & Matthieu Garcin
- 2409.07087 Testing for a Forecast Accuracy Breakdown under Long Memory
by Jannik Kreye & Philipp Sibbertsen
- 2409.07046 Strictly Proper Scoring Mechanisms Without Expected Arbitrage
by Jack Edwards
- 2409.06937 A deep primal-dual BSDE method for optimal stopping problems
by Jiefei Yang & Guanglian Li
- 2409.06865 Speeding up deferred acceptance
by Gregory Z. Gutin & Daniel Karapetyan & Philip R. Neary & Alexander Vickery & Anders Yeo
- 2409.06728 Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach
by Sanjay Sathish & Charu C Sharma
- 2409.06724 MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing
by Boris Ter-Avanesov & Homayoon Beigi
- 2409.06720 Evolutionary Game Dynamics Applied to Strategic Adoption of Immersive Technologies in Cultural Heritage and Tourism
by Gioacchino Fazio & Stefano Fricano & Claudio Pirrone
- 2409.06672 Insuring Uninsurable Risks from AI: The State as Insurer of Last Resort
by Cristian Trout
- 2409.06654 Estimation and Inference for Causal Functions with Multiway Clustered Data
by Nan Liu & Yanbo Liu & Yuya Sasaki
- 2409.06626 Watts and Bots: The Energy Implications of AI Adoption
by Anthony Harding & Juan Moreno-Cruz
- 2409.06551 Robust financial calibration: a Bayesian approach for neural SDEs
by Christa Cuchiero & Eva Flonner & Kevin Kurt
- 2409.06514 Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling
by Michael Giegrich & Roel Oomen & Christoph Reisinger
- 2409.06496 Valuation Model of Chinese Convertible Bonds Based on Monte Carlo Simulation
by Yu Liu
- 2409.06289 Automate Strategy Finding with LLM in Quant investment
by Zhizhuo Kou & Holam Yu & Jingshu Peng & Lei Chen
- 2409.06272 Information Asymmetry Index: The View of Market Analysts
by Roberto Frota Decourt & Heitor Almeida & Philippe Protin & Matheus R. C. Gonzalez
- 2409.06248 Evidence gathering under competitive and noncompetitive rewards
by Philip Brookins & Jennifer Brown & Dmitry Ryvkin
- 2409.06230 Contests with sequential moves: An experimental study
by Arthur B. Nelson & Dmitry Ryvkin
- 2409.06112 Optimal In-Kind Redistribution
by Zi Yang Kang & Mitchell Watt
- 2409.06054 Coarse Descriptions and Cautious Preferences
by Evan Piermont & Marcus Pivato
- 2409.06026 Patterns of Medical Care Cost by Service Type Associated with Lung Cancer Screening
by Kris Wain & Mahesh Maiyani & Nikki M. Carroll & Rafael Meza & Robert T. Greenlee & Christine Neslund-Dudas & Michelle R. Odelberg & Caryn Oshiro & Debra P. Ritzwoller
- 2409.05798 Enhancing Preference-based Linear Bandits via Human Response Time
by Shen Li & Yuyang Zhang & Zhaolin Ren & Claire Liang & Na Li & Julie A. Shah
- 2409.05715 Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators
by Matias D. Cattaneo & Yingjie Feng & Boris Shigida
- 2409.05713 The Surprising Robustness of Partial Least Squares
by Jo~ao B. Assunc{c}~ao & Pedro Afonso Fernandes
- 2409.05708 Quantum Volunteer's Dilemma
by Dax Enshan Koh & Kaavya Kumar & Siong Thye Goh
- 2409.05698 MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction
by Mengyu Wang & Tiejun Ma
- 2409.05547 Critical Dynamics of Random Surfaces
by Christof Schmidhuber
- 2409.05518 Note on solving one-to-one matching models with linear transferable utility
by Esben Scrivers Andersen
- 2409.05397 The Global Minimum Tax, Investment Incentives and Asymmetric Tax Competition
by Xuyang Chen
- 2409.05315 Obvious Strategy-proofness with Respect to a Partition
by R. Pablo Arribillaga & Jordi Mass'o & Alejandro Neme
- 2409.05194 Risk measures on incomplete markets: a new non-solid paradigm
by Vasily Melnikov
- 2409.05192 Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets
by Tejas Ramdas & Martin T. Wells
- 2409.05184 Difference-in-Differences with Multiple Events
by Lin-Tung Tsai
- 2409.05144 QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE
by Junjie Zhao & Chengxi Zhang & Min Qin & Peng Yang
- 2409.05103 Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures
by Mario Ghossoub & Michael B. Zhu & Wing Fung Chong
- 2409.04903 Semi-analytical pricing of options written on SOFR futures
by Andrey Itkin & Yerkin Kitapbayev
- 2409.04897 Centralized Selection with Preferences in the Presence of Biases
by L. Elisa Celis & Amit Kumar & Nisheeth K. Vishnoi & Andrew Xu
- 2409.04876 DEPLOYERS: An agent based modeling tool for multi country real world data
by Martin Jaraiz & Ruth Pinacho
- 2409.04874 Improving the Finite Sample Estimation of Average Treatment Effects using Double/Debiased Machine Learning with Propensity Score Calibration
by Daniele Ballinari & Nora Bearth
- 2409.04589 Lee Bounds with Multilayered Sample Selection
by Kory Kroft & Ismael Mourifi'e & Atom Vayalinkal
- 2409.04541 Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing
by Soumil Hooda & Shubham Sharma & Kunal Bansal
- 2409.04496 Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process
by Mohamed Ben Alaya & Martin Friesen & Jonas Kremer
- 2409.04471 Predicting Foreign Exchange EUR/USD direction using machine learning
by Kevin Cedric Guyard & Michel Deriaz
- 2409.04412 Robust Elicitable Functionals
by Kathleen E. Miao & Silvana M. Pesenti
- 2409.04378 An MPEC Estimator for the Sequential Search Model
by Shinji Koiso & Suguru Otani
- 2409.04326 Platform-Mediated Consolidation and Offline Store Expansion: Evidence from Real Estate Brokerages in Major Chinese Cities
by Guoying Deng & Xuyuan Zhang
- 2409.04233 Pricing and hedging of decentralised lending contracts
by Lukasz Szpruch & Marc Sabat'e Vidales & Tanut Treetanthiploet & Yufei Zhang
- 2409.04047 Uniform price auction with quantity constraints
by Kiho Yoon
- 2409.03979 Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
by Yuya Sasaki & Yulong Wang
- 2409.03956 Algorithmic Collusion Without Threats
by Eshwar Ram Arunachaleswaran & Natalie Collina & Sampath Kannan & Aaron Roth & Juba Ziani
- 2409.03762 Combining supervised and unsupervised learning methods to predict financial market movements
by Gabriel Rodrigues Palma & Mariusz Skocze'n & Phil Maguire
- 2409.03734 Safety vs. Performance: How Multi-Objective Learning Reduces Barriers to Market Entry
by Meena Jagadeesan & Michael I. Jordan & Jacob Steinhardt
- 2409.03676 Signature of maturity in cryptocurrency volatility
by Asim Ghosh & Soumyajyoti Biswas & Bikas K. Chakrabarti
- 2409.03606 Performance of Empirical Risk Minimization For Principal Component Regression
by Christian Brownlees & Gu{dh}mundur Stef'an Gu{dh}mundsson & Yaping Wang
- 2409.03593 Ensuring resilience to extreme weather events increases the ambition of mitigation scenarios on solar power and storage uptake: a study on the Italian power system
by Alice Di Bella & Francesco Pietro Colelli
- 2409.03586 Optimal position-building strategies in competition
by Neil A. Chriss
- 2409.03349 Spectral signatures of structural change in financial networks
by Valentina Macchiati & Emiliano Marchese & Piero Mazzarisi & Diego Garlaschelli & Tiziano Squartini
- 2409.03204 Pricing American Options using Machine Learning Algorithms
by Prudence Djagba & Callixte Ndizihiwe
- 2409.03157 Microfinance in Thailand: Navigating Challenges and Unlocking Opportunities
by Worrawoot Jumlongnark
- 2409.02872 Momentum Dynamics in Competitive Sports: A Multi-Model Analysis Using TOPSIS and Logistic Regression
by Mingpu Ma
- 2409.02662 The Impact of Data Elements on Narrowing the Urban-Rural Consumption Gap in China: Mechanisms and Policy Analysis
by Mingpu Ma
- 2409.02642 The Application of Green GDP and Its Impact on Global Economy and Environment: Analysis of GGDP based on SEEA model
by Mingpu Ma
- 2409.02573 Fitting an Equation to Data Impartially
by Chris Tofallis
- 2409.02551 Deep Learning for Multi-Country GDP Prediction: A Study of Model Performance and Data Impact
by Huaqing Xie & Xingcheng Xu & Fangjia Yan & Xun Qian & Yanqing Yang
- 2409.02521 Fundamental properties of linear factor models
by Damir Filipovic & Paul Schneider
- 2409.02391 Scaling Laws for Economic Productivity: Experimental Evidence in LLM-Assisted Translation
by Ali Merali
- 2409.02332 Double Machine Learning at Scale to Predict Causal Impact of Customer Actions
by Sushant More & Priya Kotwal & Sujith Chappidi & Dinesh Mandalapu & Chris Khawand
- 2409.02311 Distribution Regression Difference-In-Differences
by Iv'an Fern'andez-Val & Jonas Meier & Aico van Vuuren & Francis Vella
- 2409.02285 Coping or Hoping? Livelihood Diversification and Food Insecurity in the COVID-19 Pandemic
by Ann M. Furbush & Anna Josephson & Talip Kilic & Jeffrey D. Michler
- 2409.02277 Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book
by Jiwon Jung & Kiseop Lee
- 2409.02201 Impact Evaluations in Data Poor Settings: The Case of Stress-Tolerant Rice Varieties in Bangladesh
by Jeffrey D. Michler & Dewan Abdullah Al Rafi & Jonathan Giezendanner & Anna Josephson & Valerien O. Pede & Elizabeth Tellman
- 2409.02138 A Financial Time Series Denoiser Based on Diffusion Model
by Zhuohan Wang & Carmine Ventre
- 2409.02087 Objective Weights for Scoring: The Automatic Democratic Method
by Chris Tofallis
- 2409.02031 Optimal allocations with capacity constrained verification
by Albin Erlanson & Andreas Kleiner
- 2409.02025 Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
by Jialun Cao & David v{S}iv{s}ka & Lukasz Szpruch & Tanut Treetanthiploet
- 2409.01911 Variable selection in convex nonparametric least squares via structured Lasso: An application to the Swedish electricity distribution networks
by Zhiqiang Liao
- 2409.01908 Bayesian CART models for aggregate claim modeling
by Yaojun Zhang & Lanpeng Ji & Georgios Aivaliotis & Charles C. Taylor
- 2409.01861 Inventor Mobility After the Fall of the Berlin Wall
by Paul Hunermund & Ann Hipp
- 2409.01843 Lapse-supported life insurance and adverse selection
by Oytun Hac{c}ar{i}z & Torsten Kleinow & Angus S. Macdonald
- 2409.01830 Reinterpreting economic complexity in multiple dimensions
by Onder Nomaler & Bart Verspagen
- 2409.01739 Review of the EU ETS Literature: A Bibliometric Perspective
by Cristiano Salvagnin
- 2409.01493 Shrouded Sin Taxes
by Johannes Kasinger
- 2409.01478 Irreversible investment under weighted discounting: effects of decreasing impatience
by Pengyu Wei & Wei Wei
- 2409.01412 Estimating Heterogenous Treatment Effects for Survival Data with Doubly Doubly Robust Estimator
by Guanghui Pan
- 2409.01266 Double Machine Learning meets Panel Data -- Promises, Pitfalls, and Potential Solutions
by Jonathan Fuhr & Dominik Papies
- 2409.01180 Price effects and pass-through of a VAT increase on restaurants in Germany: causal evidence for the first months and a mega sports event
by Matthias Firgo
- 2409.01147 On Mechanism Underlying Algorithmic Collusion
by Zhang Xu & Wei Zhao
- 2409.00843 Global Public Sentiment on Decentralized Finance: A Spatiotemporal Analysis of Geo-tagged Tweets from 150 Countries
by Yuqi Chen & Yifan Li & Kyrie Zhixuan Zhou & Xiaokang Fu & Lingbo Liu & Shuming Bao & Daniel Sui & Luyao Zhang
- 2409.00832 Satisficing Equilibrium
by Bary S. R. Pradelski & Bassel Tarbush
- 2409.00812 An essay on the history of DSGE models
by Genaro Mart'in Damiani
- 2409.00780 A functional variational approach to pricing path dependent insurance policies
by David R. Ba~nos & Salvador Ortiz-Latorre & Oriol Zamora Font
- 2409.00769 Not All Oil Price Shocks Are Alike. A Replication of Kilian (American Economic Review, 2009)
by Rich Ryan & Nyakundi Michieka
- 2409.00758 Does ESG Consistently Promote the Corporate Financial Performance? A Study of the Global Cruise Industry
by Yuechen Wu
- 2409.00742 Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network
by Gonzalo Bohorquez & John Cartlidge
- 2409.00704 Stochastic Monotonicity and Random Utility Models: The Good and The Ugly
by Henk Keffert & Nikolaus Schweizer
- 2409.00658 Nasdaq-100 Companies' Hiring Insights: A Topic-based Classification Approach to the Labor Market
by Seyed Mohammad Ali Jafari & Ehsan Chitsaz
- 2409.00535 Long-term decomposition of robust pricing kernels under G-expectation
by Jaehyun Kim & Hyungbin Park
- 2409.00480 Advancing Financial Forecasting: A Comparative Analysis of Neural Forecasting Models N-HiTS and N-BEATS
by Mohit Apte & Yashodhara Haribhakta
- 2409.00416 Betting Against (Bad) Beta
by Miguel C. Herculano
- 2409.00379 Bandit Algorithms for Policy Learning: Methods, Implementation, and Welfare-performance
by Toru Kitagawa & Jeff Rowley
- 2409.00348 State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing
by Peilun He & Gareth W. Peters & Nino Kordzakhia & Pavel V. Shevchenko
- 2409.00296 Credit Scores: Performance and Equity
by Stefania Albanesi & Domonkos F. Vamossy
- 2409.00270 Bitcoin ETF: Opportunities and risk
by Di Wu
- 2409.00128 Can AI Replace Human Subjects? A Large-Scale Replication of Psychological Experiments with LLMs
by Ziyan Cui & Ning Li & Huaikang Zhou
- 2409.00107 Evaluating the Impact of Multiple DER Aggregators on Wholesale Energy Markets: A Hybrid Mean Field Approach
by Jun He & Andrew L. Liu
- 2409.00095 Risk-indifference Pricing of American-style Contingent Claims
by Rohini Kumar & Frederick Forrest Miller & Hussein Nasralah & Stephan Sturm
- 2409.00039 Spatial-temporal evolution characteristics and driving factors of carbon emission prediction in China-research on ARIMA-BP neural network algorithm
by Zhao Sanglin & Li Zhetong & Deng Hao & You Xing & Tong Jiaang & Yuan Bingkun & Zeng Zihao
- 2408.17426 Weighted Regression with Sybil Networks
by Nihar Shah
- 2408.17398 Robust Technology Regulation
by Andrew Koh & Sivakorn Sanguanmoo
- 2408.17335 Why do elites extend property rights: unlocking investment and the switch to public goods
by Alastair Langtry
- 2408.17200 Investor behavior and multiscale cross-correlations: Unveiling regime shifts in global financial markets
by Marina Dolfin & George Kapetanios & Leone Leonida & Jose De Leon Miranda
Printed from https://ideas.repec.org/s/arx/papers8.html
