Printed from https://ideas.repec.org/s/arx/papers82.html
Content
2019
- 1909.05591 Discrete choice prox-functions on the simplex
by David Muller & Yurii Nesterov & Vladimir Shikhman - 1909.05560 Estimation and Applications of Quantile Regression for Binary Longitudinal Data
by Mohammad Arshad Rahman & Angela Vossmeyer - 1909.05542 Quantile regression methods for first-price auctions
by Nathalie Gimenes & Emmanuel Guerre - 1909.05501 Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?
by G'abor Petneh'azi & J'ozsef G'all - 1909.05457 Recovering Preferences from Finite Data
by Christopher P. Chambers & Federico Echenique & Nicolas Lambert - 1909.05335 Robust Utility Maximization with Drift and Volatility Uncertainty
by Kerem Ugurlu - 1909.05289 Deep Prediction of Investor Interest: a Supervised Clustering Approach
by Baptiste Barreau & Laurent Carlier & Damien Challet - 1909.05244 Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics
by Rahul Singh & Liyang Sun - 1909.05151 Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning
by Samuel Showalter & Jeffrey Gropp - 1909.05093 Matching Estimators with Few Treated and Many Control Observations
by Bruno Ferman - 1909.04986 Continuous Time Random Walk with correlated waiting times. The crucial role of inter-trade times in volatility clustering
by Jaros{l}aw Klamut & Tomasz Gubiec - 1909.04981 Direct and Indirect Effects based on Changes-in-Changes
by Martin Huber & Mark Schelker & Anthony Strittmatter - 1909.04903 Estimating the volatility of Bitcoin using GARCH models
by Samuel Asante Gyamerah - 1909.04853 Bayesian Inference on Volatility in the Presence of Infinite Jump Activity and Microstructure Noise
by Qi Wang & Jos'e E. Figueroa-L'opez & Todd Kuffner - 1909.04834 Linear Equilibria for Dynamic LQG Games with Asymmetric Information and Dependent Types
by Nasimeh Heydaribeni & Achilleas Anastasopoulos - 1909.04767 Distorted stochastic dominance: a generalized family of stochastic orders
by Tommaso Lando & Lucio Bertoli-Barsotti - 1909.04706 Regression to the Mean's Impact on the Synthetic Control Method: Bias and Sensitivity Analysis
by Nicholas Illenberger & Dylan S. Small & Pamela A. Shaw - 1909.04661 Virtual Historical Simulation for estimating the conditional VaR of large portfolios
by Christian Francq & Jean-Michel Zakoian - 1909.04602 Arbitrage-free modeling under Knightian Uncertainty
by Matteo Burzoni & Marco Maggis - 1909.04521 Is culture related to strong science? An empirical investigation
by Mahmood Khosrowjerdi & Lutz Bornmann - 1909.04497 Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing
by Qiong Wu & Christopher G. Brinton & Zheng Zhang & Andrea Pizzoferrato & Zhenming Liu & Mihai Cucuringu - 1909.04452 Dynamics of reallocation within India's income distribution
by Anand Sahasranaman & Henrik Jeldtoft Jensen - 1909.04354 Value adjustments and dynamic hedging of reinsurance counterparty risk
by Claudia Ceci & Katia Colaneri & Rdiger Frey & Verena Kock - 1909.04327 Empirical investigation of state-of-the-art mean reversion strategies for equity markets
by Seung-Hyun Moon & Yong-Hyuk Kim & Byung-Ro Moon - 1909.04107 Taxing dissent: The impact of a social media tax in Uganda
by Levi Boxell & Zachary Steinert-Threlkeld - 1909.04009 Climate Policy under Spatial Heat Transport: Cooperative and Noncooperative Regional Outcomes
by Yongyang Cai & William Brock & Anastasios Xepapadeas & Kenneth Judd - 1909.03968 Tree-based Synthetic Control Methods: Consequences of moving the US Embassy
by Nicolaj S{o}ndergaard Muhlbach & Mikkel Slot Nielsen - 1909.03870 Robust pricing and hedging of options on multiple assets and its numerics
by Stephan Eckstein & Gaoyue Guo & Tongseok Lim & Jan Obloj - 1909.03808 Systemic Risk Clustering of China Internet Financial Based on t-SNE Machine Learning Algorithm
by Mi Chuanmin & Xu Runjie & Lin Qingtong - 1909.03792 Tehran Stock Exchange Prediction Using Sentiment Analysis of Online Textual Opinions
by Arezoo Hatefi Ghahfarrokhi & Mehrnoush Shamsfard - 1909.03574 A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games
by Diego Zabaljauregui - 1909.03490 An Economic Topology of the Brexit vote
by Pawel Dlotko & Lucy Minford & Simon Rudkin & Wanling Qiu - 1909.03489 Multiway Cluster Robust Double/Debiased Machine Learning
by Harold D. Chiang & Kengo Kato & Yukun Ma & Yuya Sasaki - 1909.03430 Insider information and its relation with the arbitrage condition and the utility maximization problem
by Bernardo D'Auria & Jos'e Antonio Salmer'on - 1909.03429 Education Projects for Sustainable Development: Evidence from Ural Federal University
by Marina Volkova & Jol Stoffers & Dmitry Kochetkov - 1909.03379 Modular structure in labour networks reveals skill basins
by Neave O'Clery & Stephen Kinsella - 1909.03348 Identifying Different Definitions of Future in the Assessment of Future Economic Conditions: Application of PU Learning and Text Mining
by Masahiro Kato - 1909.03278 Automatic Financial Trading Agent for Low-risk Portfolio Management using Deep Reinforcement Learning
by Wonsup Shin & Seok-Jun Bu & Sung-Bae Cho - 1909.03185 Heterogeneous wealth distribution, round-trip trading and the emergence of volatility clustering in Speculation Game
by Kei Katahira & Yu Chen - 1909.03070 Modelling Cooperation in a Dynamic Healthcare System
by Zainab Alalawi & Yifeng Zeng & The Anh Han & Aiman Elragig - 1909.02972 Portfolio optimisation under rough Heston models
by Benjamin James Duthie - 1909.02899 An extended Speculation Game for the recovery of Hurst exponent of financial time series
by Kei Katahira & Yu Chen - 1909.02823 Shrinkage Estimation of Network Spillovers with Factor Structured Errors
by Ayden Higgins & Federico Martellosio - 1909.02474 An arbitrage-free conic martingale model with application to credit risk
by Cheikh Mbaye & Fr'ed'eric Vrins - 1909.02220 An Experiment on Network Density and Sequential Learning
by Krishna Dasaratha & Kevin He - 1909.02210 Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations
by Susan Athey & Guido Imbens & Jonas Metzger & Evan Munro - 1909.02182 Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies
by Anne-Sophie Krah & Zoran Nikoli'c & Ralf Korn - 1909.01970 Conditional survival probabilities under partial information: a recursive quantization approach with applications
by Cheikh Mbaye & Abass Sagna & Fr'ed'eric Vrins - 1909.01936 State Drug Policy Effectiveness: Comparative Policy Analysis of Drug Overdose Mortality
by Jarrod Olson & Po-Hsu Allen Chen & Marissa White & Nicole Brennan & Ning Gong - 1909.01889 Illiquid Financial Markets and Monetary Policy
by Athanasios Geromichalos & Juan M. Licari & Jose Suarez-Lledo - 1909.01888 Scoring Strategic Agents
by Ian Ball - 1909.01830 Robust Utility Maximizing Strategies under Model Uncertainty and their Convergence
by Jorn Sass & Dorothee Westphal - 1909.01782 Inference in Difference-in-Differences: How Much Should We Trust in Independent Clusters?
by Bruno Ferman - 1909.01739 Nash Equilibria in Optimal Reinsurance Bargaining
by Michail Anthropelos & Tim J. Boonen - 1909.01675 Testing nonparametric shape restrictions
by Tatiana Komarova & Javier Hidalgo - 1909.01664 Stochastic perturbations and fisheries management
by Patrice Loisel - 1909.01413 An analytical perturbative solution to the Merton Garman model using symmetries
by Xavier Calmet & Nathaniel Wiesendanger Shaw - 1909.01327 Bias and Consistency in Three-way Gravity Models
by Martin Weidner & Thomas Zylkin - 1909.01268 Are Bitcoins price predictable? Evidence from machine learning techniques using technical indicators
by Samuel Asante Gyamerah - 1909.01249 CO2 mitigation model for China's residential building sector
by Minda Ma & Weiguang Cai - 1909.01121 Lifetime Ruin under High-watermark Fees and Drift Uncertainty
by Junbeom Lee & Xiang Yu & Chao Zhou - 1909.01112 Equilibrium concepts for time-inconsistent stopping problems in continuous time
by Erhan Bayraktar & Jingjie Zhang & Zhou Zhou - 1909.00888 Rational Inattention and Perceptual Distance
by David Walker-Jones - 1909.00836 SortedEffects: Sorted Causal Effects in R
by Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Ye Luo - 1909.00822 Buy-Online-and-Pick-up-in-Store in Omnichannel Retailing
by Yasuyuki Kusuda - 1909.00748 Portfolio liquidation under factor uncertainty
by Ulrich Horst & Xiaonyu Xia & Chao Zhou - 1909.00698 Fourier transform MCMC, heavy tailed distributions and geometric ergodicity
by Denis Belomestny & Leonid Iosipoi - 1909.00570 A Relation between Short-Term and Long-Term Arbitrage
by P. Liebrich - 1909.00508 Two-Stage Electricity Markets with Renewable Energy Integration: Market Mechanisms and Equilibrium Analysis
by Nathan Dahlin & Rahul Jain - 1909.00386 Vector Autoregressive Moving Average Model with Scalar Moving Average
by Du Nguyen - 1909.00354 Robust no arbitrage and the solvability of vector-valued utility maximization problems
by Andreas H Hamel & Birgit Rudloff & Zhou Zhou - 1909.00344 Interdependency between the Stock Market and Financial News
by EunJeong Hwang & Yong-Hyuk Kim - 1909.00294 Fixed-k Inference for Conditional Extremal Quantiles
by Yuya Sasaki & Yulong Wang - 1909.00257 Mapping Firms' Locations in Technological Space: A Topological Analysis of Patent Statistics
by Emerson G. Escolar & Yasuaki Hiraoka & Mitsuru Igami & Yasin Ozcan - 1909.00154 Rethinking travel behavior modeling representations through embeddings
by Francisco C. Pereira - 1909.00024 Racial Disparities in Voting Wait Times: Evidence from Smartphone Data
by M. Keith Chen & Kareem Haggag & Devin G. Pope & Ryne Rohla - 1908.11604 The economics of minority language use: theory and empirical evidence for a language game model
by Stefan Sperlich & Jose-Ramon Uriarte - 1908.11498 Predicting Consumer Default: A Deep Learning Approach
by Stefania Albanesi & Domonkos F. Vamossy - 1908.11492 Culture and the disposition effect
by Bastian Breitmayer & Tim Hasso & Matthias Pelster - 1908.11433 Growth Dynamics of Value and Cost Trade-off in Temporal Networks
by Sheida Hasani & Razieh Masoomi & Jamshid Ardalankia & Mohammadbashir Sedighi & Hamid Jafari - 1908.11212 Stock Price Forecasting and Hypothesis Testing Using Neural Networks
by Kerda Varaku - 1908.11204 A multi-scale symmetry analysis of uninterrupted trends returns of daily financial indices
by C. M. Rodr'iguez-Mart'inez & H. F. Coronel-Brizio & A. R. Hern'andez-Montoya - 1908.11099 Centrality-oriented Causality -- A Study of EU Agricultural Subsidies and Digital Developement in Poland
by Kosiorowski Daniel & Jerzy P. Rydlewski - 1908.10916 MFGs for partially reversible investment
by Haoyang Cao & Xin Guo - 1908.10771 Reinforcement Learning: Prediction, Control and Value Function Approximation
by Haoqian Li & Thomas Lau - 1908.10680 Publish and Perish: Creative Destruction and Macroeconomic Theory
by Jean-Bernard Chatelain & Kirsten Ralf - 1908.10649 A Cardinal Comparison of Experts
by Itay Kavaler & Rann Smorodinsky - 1908.10636 Infinitely Stochastic Micro Forecasting
by Mat'uv{s} Maciak & Ostap Okhrin & Michal Pev{s}ta - 1908.10557 Coase Meets Bellman: Dynamic Programming for Production Networks
by Tomoo Kikuchi & Kazuo Nishimura & John Stachurski & Junnan Zhang - 1908.10478 Theory of Weak Identification in Semiparametric Models
by Tetsuya Kaji - 1908.10330 Improving Information from Manipulable Data
by Alex Frankel & Navin Kartik - 1908.10242 Martingale transport with homogeneous stock movements
by Stephan Eckstein & Michael Kupper - 1908.10119 Interaction of a Hydrogen Refueling Station Network for Heavy-Duty Vehicles and the Power System in Germany for 2050
by Philipp Kluschke & Fabian Neumann - 1908.10065 Future competitive bioenergy technologies in the German heat sector: Findings from an economic optimization approach
by Matthias Jordan & Volker Lenz & Markus Millinger & Katja Oehmichen & Daniela Thran - 1908.10014 Christmas Jump in LIBOR
by Vikenty Mikheev & Serge E. Miheev - 1908.09976 Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
by Andreas Lichtenstern & Pavel V. Shevchenko & Rudi Zagst - 1908.09857 Construction of Martingale Measure in the Hazard Process Model of Credit Risk
by Marek Capi'nski & Tomasz Zastawniak - 1908.09706 Spatial pattern and city size distribution
by Tomoya Mori - 1908.09686 Industrial Concentration of the Brazilian Automobile Market and Positioning in the World Market
by Zionam E. L. Rolim & Rafael R. de Oliveira & H'elio M. de Oliveira - 1908.09640 Expansion method for pricing foreign exchange options under stochastic volatility and interest rates
by Kenji Nagami - 1908.09609 Sorting on the Used-Car Market After the Volkswagen Emission Scandal
by Anthony Strittmatter & Michael Lechner - 1908.09580 Revenue Sharing in the Internet: A Moral Hazard Approach and a Net-neutrality Perspective
by Fehmina Malik & Manjesh K. ~Hanawal & Yezekael Hayel & Jayakrishnan Nair - 1908.09237 The Ridge Path Estimator for Linear Instrumental Variables
by Nandana Sengupta & Fallaw Sowell - 1908.09173 Welfare Analysis in Dynamic Models
by Victor Chernozhukov & Whitney Newey & Vira Semenova - 1908.09103 Constraint Qualifications in Partial Identification
by Hiroaki Kaido & Francesca Molinari & Jorg Stoye - 1908.09029 Dyadic Regression
by Bryan S. Graham - 1908.08954 A multi-factor polynomial framework for long-term electricity forwards with delivery period
by Xi Kleisinger-Yu & Vlatka Komaric & Martin Larsson & Markus Regez - 1908.08823 Revealed Preferences for Matching with Contracts
by Daniel Lehmann - 1908.08806 On deep calibration of (rough) stochastic volatility models
by Christian Bayer & Blanka Horvath & Aitor Muguruza & Benjamin Stemper & Mehdi Tomas - 1908.08800 Dynamic Programming with State-Dependent Discounting
by John Stachurski & Junnan Zhang - 1908.08786 Government Expenditure on Research Plans and their Diversity
by Ryosuke Ishii & Kuninori Nakagawa - 1908.08779 Nonparametric estimation of causal heterogeneity under high-dimensional confounding
by Michael Zimmert & Michael Lechner - 1908.08777 Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker
by Knut Aase & Bernt {O}ksendal - 1908.08721 Heterogeneous Earnings Effects of the Job Corps by Gender Earnings: A Translated Quantile Approach
by Anthony Strittmatter - 1908.08702 A simple model suggesting economically rational sample-size choice drives irreproducibility
by Oliver Braganza - 1908.08684 A nonlinear optimisation model for constructing minimal drawdown portfolios
by C. A. Valle & J. E. Beasley - 1908.08600 Online Causal Inference for Advertising in Real-Time Bidding Auctions
by Caio Waisman & Harikesh S. Nair & Carlos Carrion - 1908.08474 The many Shapley values for model explanation
by Mukund Sundararajan & Amir Najmi - 1908.08442 Quantitative portfolio selection: using density forecasting to find consistent portfolios
by N. Meade & J. E. Beasley & C. J. Adcock - 1908.08264 `Regression Anytime' with Brute-Force SVD Truncation
by Christian Bender & Nikolaus Schweizer - 1908.08219 Implementing result-based agri-environmental payments by means of modelling
by Bartosz Bartkowski & Nils Droste & Mareike Lie{ss} & William Sidemo-Holm & Ulrich Weller & Mark V. Brady - 1908.08208 Equilibrium in Production Chains with Multiple Upstream Partners
by Meng Yu & Junnan Zhang - 1908.08203 Outgroup Homogeneity Bias Causes Ingroup Favoritism
by Marcel Montrey & Thomas R. Shultz - 1908.08168 Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency
by David Byrd & Tucker Hybinette Balch - 1908.08127 Forecasting e-scooter substitution of direct and access trips by mode and distance
by Mina Lee & Joseph Y. J. Chow & Gyugeun Yoon & Brian Yueshuai He - 1908.08040 Quantum Algorithms for Portfolio Optimization
by Iordanis Kerenidis & Anupam Prakash & D'aniel Szil'agyi - 1908.08036 Deep Reinforcement Learning for Foreign Exchange Trading
by Yun-Cheng Tsai & Chun-Chieh Wang - 1908.07999 HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction
by Raehyun Kim & Chan Ho So & Minbyul Jeong & Sanghoon Lee & Jinkyu Kim & Jaewoo Kang - 1908.07998 Decision-facilitating information in hidden-action setups: An agent-based approach
by Stephan Leitner & Friederike Wall - 1908.07978 Quantile Convolutional Neural Networks for Value at Risk Forecasting
by G'abor Petneh'azi - 1908.07870 A complex net of intertwined complements: Measuring interdimensional dependence among the poor
by Felipe Del Canto M - 1908.07821 A Doubly Corrected Robust Variance Estimator for Linear GMM
by Jungbin Hwang & Byunghoon Kang & Seojeong Lee - 1908.07813 Relationship between optimal portfolios which can maximize and minimize the expected return
by Takashi Shinzato - 1908.07798 Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility
by Tore Selland Kleppe & Roman Liesenfeld & Guilherme Valle Moura & Atle Oglend - 1908.07659 Myopic robust index tracking with Bregman divergence
by Spiridon Penev & Pavel Shevchenko & Wei Wu - 1908.07626 Optimal Investment with Correlated Stochastic Volatility Factors
by Maxim Bichuch & Jean-Pierre Fouque - 1908.07581 Realistic versus Rational Secret Sharing
by Yvo Desmedt & Arkadii Slinko - 1908.07561 New developments in revealed preference theory: decisions under risk, uncertainty, and intertemporal choice
by Federico Echenique - 1908.07489 Optimal Search Segmentation Mechanisms for Online Platform Markets
by Zhenzhe Zheng & R. Srikant - 1908.07479 Sabrina: Modeling and Visualization of Economy Data with Incremental Domain Knowledge
by Alessio Arleo & Christos Tsigkanos & Chao Jia & Roger A. Leite & Ilir Murturi & Manfred Klaffenboeck & Schahram Dustdar & Michael Wimmer & Silvia Miksch & Johannes Sorger - 1908.07417 A lognormal type stochastic volatility model with quadratic drift
by Peter Carr & Sander Willems - 1908.07393 Robonomics: The Study of Robot-Human Peer-to-Peer Financial Transactions and Agreements
by Irvin Steve Cardenas & Jong-Hoon Kim - 1908.07244 The emergence of critical stocks in market crash
by Shan Lu & Jichang Zhao & Huiwen Wang - 1908.07136 A Review of Changepoint Detection Models
by Yixiao Li & Gloria Lin & Thomas Lau & Ruochen Zeng - 1908.07102 Explosion in the quasi-Gaussian HJM model
by Dan Pirjol & Lingjiong Zhu - 1908.07098 Small-noise limit of the quasi-Gaussian log-normal HJM model
by Dan Pirjol & Lingjiong Zhu - 1908.06971 ChainNet: Learning on Blockchain Graphs with Topological Features
by Nazmiye Ceren Abay & Cuneyt Gurcan Akcora & Yulia R. Gel & Umar D. Islambekov & Murat Kantarcioglu & Yahui Tian & Bhavani Thuraisingham - 1908.06927 Expected utility operators and coinsurance problem
by Irina Georgescu - 1908.06890 Advanced Mathematical Business Strategy Formulation Design
by Song-Kyoo Kim - 1908.06731 Enhancing the Demand for Labour survey by including skills from online job advertisements using model-assisted calibration
by Maciej Berk{e}sewicz & Greta Bia{l}kowska & Krzysztof Marcinkowski & Magdalena Ma'slak & Piotr Opiela & Robert Pater & Katarzyna Zadroga - 1908.06506 Positional Voting and Doubly Stochastic Matrices
by Jacqueline Anderson & Brian Camara & John Pike - 1908.06438 Spectral inference for large Stochastic Blockmodels with nodal covariates
by Angelo Mele & Lingxin Hao & Joshua Cape & Carey E. Priebe - 1908.06398 The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Value
by Bar Light & Andres Perlroth - 1908.06358 Entropic Dynamics of Exchange Rates and Options
by Mohammad Abedi & Daniel Bartolomeo - 1908.06355 Entropic Dynamics of Stocks and European Options
by Mohammad Abedi & Daniel Bartolomeo - 1908.06325 Measuring international uncertainty using global vector autoregressions with drifting parameters
by Michael Pfarrhofer - 1908.06207 On non-uniqueness in mean field games
by Erhan Bayraktar & Xin Zhang - 1908.06133 A model of discrete choice based on reinforcement learning under short-term memory
by Misha Perepelitsa - 1908.05894 Forward-Selected Panel Data Approach for Program Evaluation
by Zhentao Shi & Jingyi Huang - 1908.05850 Linear Stochastic Dividend Model
by Sander Willems - 1908.05824 Testing the Drift-Diffusion Model
by Drew Fudenberg & Whitney K. Newey & Philipp Strack & Tomasz Strzalecki - 1908.05811 Counting Defiers
by Amanda Kowalski - 1908.05810 A Model of a Randomized Experiment with an Application to the PROWESS Clinical Trial
by Amanda Kowalski - 1908.05752 Isotonic Regression Discontinuity Designs
by Andrii Babii & Rohit Kumar - 1908.05714 Injectivity and the Law of Demand
by Roy Allen - 1908.05556 Probabilistic Verification in Mechanism Design
by Ian Ball & Deniz Kattwinkel - 1908.05534 Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model
by Frank Bosserhoff & Mitja Stadje - 1908.05530 The inverted U-shaped effect of urban hotspots spatial compactness on urban economic growth
by Weipan Xu & Haohui'Caron' Chen & Enrique Frias-Martinez & Manuel Cebrian & Xun Li - 1908.05518 Automation Impacts on China's Polarized Job Market
by Haohui 'Caron' Chen & Xun Li & Morgan Frank & Xiaozhen Qin & Weipan Xu & Manuel Cebrian & Iyad Rahwan - 1908.05476 Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework
by Emmanuel Guerre & Yao Luo - 1908.05443 Why Finnish polytechnics reject top applicants
by Kristian Koerselman - 1908.05419 Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation
by Yuan Hu & Svetlozar T. Rachev & Frank J. Fabozzi - 1908.05405 Risk-neutral option pricing under GARCH intensity model
by Kyungsub Lee - 1908.05255 On rank estimators in increasing dimensions
by Yanqin Fan & Fang Han & Wei Li & Xiao-Hua Zhou - 1908.05200 Nonparametric modeling cash flows of insurance company
by Valery Baskakov & Nikolay Sheparnev & Evgeny Yanenko - 1908.05130 Dynamic Dependence Modeling in financial time series
by Yali Dou & Haiyan Liu & Georgios Aivaliotis - 1908.05105 Performance of tail hedged portfolio with third moment variation swap
by Kyungsub Lee & Byoung Ki Seo - 1908.05089 Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
by Kyungsub Lee & Byoung Ki Seo - 1908.05002 Is being `Robust' beneficial?: A perspective from the Indian market
by Mohammed Bilal Girach & Shashank Oberoi & Siddhartha P. Chakrabarty - 1908.04971 Third person enforcement in a prisoner's dilemma game
by Tatsuhiro Shichijo - 1908.04962 Can robust optimization offer improved portfolio performance?: An empirical study of Indian market
by Shashank Oberoi & Mohammed Bilal Girach & Siddhartha P. Chakrabarty - 1908.04959 Computational method for probability distribution on recursive relationships in financial applications
by Jong Jun Park & Kyungsub Lee - 1908.04900 Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model
by Chinonso Nwankwo & Weizhong Dai & Ruihua Liu - 1908.04852 Forecasting U.S. Textile Comparative Advantage Using Autoregressive Integrated Moving Average Models and Time Series Outlier Analysis
by Zahra Saki & Lori Rothenberg & Marguerite Moor & Ivan Kandilov & A. Blanton Godfrey - 1908.04837 The implied Sharpe ratio
by Ankush Agarwal & Matthew Lorig - 1908.04756 A scalable verification solution for blockchains
by Jason Teutsch & Christian Reitwie{ss}ner - 1908.04697 Critical Decisions for Asset Allocation via Penalized Quantile Regression
by Giovanni Bonaccolto - 1908.04667 The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach
by Martin Keller-Ressel - 1908.04569 Forecast Encompassing Tests for the Expected Shortfall
by Timo Dimitriadis & Julie Schnaitmann - 1908.04401 Zero Black-Derman-Toy interest rate model
by Grzegorz Krzy.zanowski & Ernesto Mordecki & Andr'es Sosa - 1908.04369 Wasserstein Index Generation Model: Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty
by Fangzhou Xie - 1908.04336 Fairness and efficiency for probabilistic allocations with participation constraints
by Federico Echenique & Antonio Miralles & Jun Zhang - 1908.04333 Random walk model from the point of view of algorithmic trading
by Oleh Danyliv & Bruce Bland & Alexandre Argenson - 1908.04295 Interactive coin offerings
by Jason Teutsch & Vitalik Buterin & Christopher Brown - 1908.04243 Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions
by Taras Bodnar & Holger Dette & Nestor Parolya & Erik Thors'en - 1908.04110 Maximum Approximated Likelihood Estimation
by Michael Griebel & Florian Heiss & Jens Oettershagen & Constantin Weiser - 1908.03999 Retrofitting a two-way peg between blockchains
by Jason Teutsch & Michael Straka & Dan Boneh - 1908.03995 Temporally Discounted Differential Privacy for Evolving Datasets on an Infinite Horizon
by Farhad Farokhi