Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Content
2019
- 1908.03946 Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to Mathematical Finance
by Constantinos Kardaras
- 1908.03907 Discrete time portfolio optimisation managing value at risk under heavy tail return distribution
by Subhojit Biswas & Diganta Mukherjee
- 1908.03905 Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle
by Subhojit Biswas & Mrinal K. Ghosh & Diganta Mukherjee
- 1908.03899 A Proposal for Multi-asset Generalised Variance Swaps
by Subhojit Biswas & Diganta Mukherjee
- 1908.03446 Privacy-Aware Distributed Mobility Choice Modelling over Blockchain
by David Lopez & Bilal Farooq
- 1908.03407 On the Compound Beta-Binomial Risk Model with Delayed Claims and Randomized Dividends
by Aparna B. S & Neelesh S Upadhye
- 1908.03287 Ordinal Tax To Sustain a Digital Economy
by Nate Dwyer & Sandro Claudio Lera & Alex Sandy Pentland
- 1908.03281 Latency and Liquidity Risk
by 'Alvaro Cartea & Sebastian Jaimungal & Leandro S'anchez-Betancourt
- 1908.03233 The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance
by Ravi Kashyap
- 1908.03206 Managing the Complexity of Processing Financial Data at Scale -- an Experience Report
by Sebastian Frischbier & Mario Paic & Alexander Echler & Christian Roth
- 1908.03152 Analysis of Networks via the Sparse $\beta$-Model
by Mingli Chen & Kengo Kato & Chenlei Leng
- 1908.03137 Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes
by Nicola Cufaro Petroni & Piergiacomo Sabino
- 1908.03007 Anomalous diffusions in option prices: connecting trade duration and the volatility term structure
by Antoine Jacquier & Lorenzo Torricelli
- 1908.02988 Obvious Manipulations in Cake-Cutting
by Josue Ortega & Erel Segal-Halevi
- 1908.02946 Bootstrapping a stable computation token
by Jason Teutsch & Sami Makela & Surya Bakshi
- 1908.02847 An instantaneous market volatility estimation
by Oleh Danyliv & Bruce Bland
- 1908.02793 Noncooperative dynamics in election interference
by David Rushing Dewhurst & Christopher M. Danforth & Peter Sheridan Dodds
- 1908.02646 AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks
by Jingyuan Wang & Yang Zhang & Ke Tang & Junjie Wu & Zhang Xiong
- 1908.02591 Anti-Money Laundering in Bitcoin: Experimenting with Graph Convolutional Networks for Financial Forensics
by Mark Weber & Giacomo Domeniconi & Jie Chen & Daniel Karl I. Weidele & Claudio Bellei & Tom Robinson & Charles E. Leiserson
- 1908.02552 Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve
by Yicong Lin & Hanno Reuvers
- 1908.02545 Quantile-Frequency Analysis and Spectral Divergence Metrics for Diagnostic Checks of Time Series With Nonlinear Dynamics
by Ta-Hsin Li
- 1908.02430 Review of the Plan for Integrating Big Data Analytics Program for the Electronic Marketing System and Customer Relationship Management: A Case Study XYZ Institution
by Idha Sudianto
- 1908.02399 Estimation of Conditional Average Treatment Effects with High-Dimensional Data
by Qingliang Fan & Yu-Chin Hsu & Robert P. Lieli & Yichong Zhang
- 1908.02347 Tail Option Pricing Under Power Laws
by Nassim Nicholas Taleb & Brandon Yarckin & Chitpuneet Mann & Damir Delic & Mark Spitznagel
- 1908.02228 Risk-Control Strategies
by Patrice Gaillardetz & Saeb Hachem
- 1908.02166 Semiparametric Wavelet-based JPEG IV Estimator for endogenously truncated data
by Nir Billfeld & Moshe Kim
- 1908.02164 Statistical Arbitrage for Multiple Co-Integrated Stocks
by T. N. Li & A. Papanicolaou
- 1908.02101 Analysing Global Fixed Income Markets with Tensors
by Bruno Scalzo Dees
- 1908.01943 Stochastic ordering of Gini indexes for multivariate elliptical random variables
by Chuancun Yin
- 1908.01808 Evaluating Pest Management Strategies: A Robust Method and its Application to Strawberry Disease Management
by Ariel Soto-Caro & Feng Wu & Zhengfei Guan & Natalia Peres
- 1908.01718 Discovery of Bias and Strategic Behavior in Crowdsourced Performance Assessment
by Yifei Huang & Matt Shum & Xi Wu & Jason Zezhong Xiao
- 1908.01714 Flow Allocation Games
by Nils Bertschinger & Martin Hoefer & Daniel Schmand
- 1908.01709 Behavioral Biases and Nonadditive Dynamics in Risk Taking: An Experimental Investigation
by Jos'e Cl'audio do Nascimento
- 1908.01669 Efficient Fair Division with Minimal Sharing
by Fedor Sandomirskiy & Erel Segal-Halevi
- 1908.01602 Solving high-dimensional optimal stopping problems using deep learning
by Sebastian Becker & Patrick Cheridito & Arnulf Jentzen & Timo Welti
- 1908.01406 Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences
by David M. Ritzwoller & Joseph P. Romano
- 1908.01272 Estimating Unobserved Individual Heterogeneity Using Pairwise Comparisons
by Elena Krasnokutskaya & Kyungchul Song & Xun Tang
- 1908.01256 Creation of knowledge through exchanges of knowledge: Evidence from Japanese patent data
by Tomoya Mori & Shosei Sakaguchi
- 1908.01171 Relative growth optimal strategies in an asset market game
by Yaroslav Drokin & Mikhail Zhitlukhin
- 1908.01142 Linkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees
by Anna Denkowska & Stanis{l}aw Wanat
- 1908.01135 Multiplayer Bandit Learning, from Competition to Cooperation
by Simina Br^anzei & Yuval Peres
- 1908.01112 Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction
by Xinyi Li & Yinchuan Li & Xiao-Yang Liu & Christina Dan Wang
- 1908.01109 The Use of Binary Choice Forests to Model and Estimate Discrete Choices
by Ningyuan Chen & Guillermo Gallego & Zhuodong Tang
- 1908.01103 Derivation of non-classical stochastic price dynamics equations
by Carey Caginalp & Gunduz Caginalp
- 1908.00982 calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty
by Wentao Hu
- 1908.00951 Agglomerative Likelihood Clustering
by Lionel Yelibi & Tim Gebbie
- 1908.00811 A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula
by Aur'elien Alfonsi & Adel Cherchali & Jose Arturo Infante Acevedo
- 1908.00734 Detection of Accounting Anomalies in the Latent Space using Adversarial Autoencoder Neural Networks
by Marco Schreyer & Timur Sattarov & Christian Schulze & Bernd Reimer & Damian Borth
- 1908.00663 Heterogeneous Endogenous Effects in Networks
by Sida Peng
- 1908.00445 The interest rate for saving as a possibilistic risk
by Irina Georgescu & Jani Kinnunen
- 1908.00257 Quantifying horizon dependence of asset prices: a cluster entropy approach
by L. Ponta & A. Carbone
- 1908.00216 Hiring in the substance use disorder treatment related sector during the first five years of Medicaid expansion
by Olga Scrivner & Thuy Nguyen & Kosali Simon & Esm'e Middaugh & Bledi Taska & Katy Borner
- 1908.00141 Projection pursuit based generalized betas accounting for higher order co-moment effects in financial market analysis
by Sven Serneels
- 1908.00099 Testing for Externalities in Network Formation Using Simulation
by Bryan S. Graham & Andrin Pelican
- 1908.00084 Dynamic Information Design with Diminishing Sensitivity Over News
by Jetlir Duraj & Kevin He
- 1908.00054 Hedging Non-Tradable Risks with Transaction Costs and Price Impact
by Alvaro Cartea & Ryan Donnelly & Sebastian Jaimungal
- 1907.13630 Kernel Density Estimation for Undirected Dyadic Data
by Bryan S. Graham & Fengshi Niu & James L. Powell
- 1907.13296 Career Choice as an Extended Spatial Evolutionary Public Goods Game
by Yuan Cheng & Yanbo Xue & Meng Chang
- 1907.13093 Detecting Identification Failure in Moment Condition Models
by Jean-Jacques Forneron
- 1907.12996 Predicting credit default probabilities using machine learning techniques in the face of unequal class distributions
by Anna Stelzer
- 1907.12922 CVA and vulnerable options in stochastic volatility models
by Elisa Alos & Fabio Antonelli & Alessandro Ramponi & Sergio Scarlatti
- 1907.12909 Open shop scheduling games
by Ata Atay & Pedro Calleja & Sergio Soteras
- 1907.12880 A Comparison of First-Difference and Forward Orthogonal Deviations GMM
by Robert F. Phillips
- 1907.12806 A Simple Factoring Pricing Model
by Ilaria Nava & Davide Cuccio & Lorenzo Giada & Claudio Nordio
- 1907.12752 Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches
by Daiki Maki & Yasushi Ota
- 1907.12658 On the Solutions of the Lucas-Uzawa Model
by Constantin Chilarescu
- 1907.12624 A Production Function with Variable Elasticity of Factor Substitution
by Constantin Chilarescu
- 1907.12623 Closed form solutions of Lucas Uzawa model with externalities via partial Hamiltonian approach. Some Clarifications
by Constantin Chilarescu
- 1907.12615 A procedure for loss-optimising default definitions across simulated credit risk scenarios
by Arno Botha & Conrad Beyers & Pieter de Villiers
- 1907.12600 Multiple Subordinated Modeling of Asset Returns
by Abootaleb Shirvani & Svetlozar T. Rachev & Frank J. Fabozzi
- 1907.12433 Algorithmic market making for options
by Bastien Baldacci & Philippe Bergault & Olivier Gu'eant
- 1907.12408 Empirical strategy-proofness
by Rodrigo A. Velez & Alexander L. Brown
- 1907.12406 Killer Technologies: the destructive creation in the technical change
by Mario Coccia
- 1907.12289 Cities and space: Common power laws and spatial fractal structures
by Tomoya Mori & Tony E. Smith & Wen-Tai Hsu
- 1907.12179 A hybrid neural network model based on improved PSO and SA for bankruptcy prediction
by Fatima Zahra Azayite & Said Achchab
- 1907.12107 Testing for time-varying properties under misspecified conditional mean and variance
by Daiki Maki & Yasushi Ota
- 1907.12093 Taxable Stock Trading with Deep Reinforcement Learning
by Shan Huang
- 1907.12025 Marked Hawkes process modeling of price dynamics and volatility estimation
by Kyungsub Lee & Byoung Ki Seo
- 1907.11984 Investigating the effect of competitiveness power in estimating the average weighted price in electricity market
by Naser Rostamni & Tarik A. Rashid
- 1907.11915 Electronic markets with multiple submodular buyers
by Allan Borodin & Akash Rakheja
- 1907.11855 SlideVaR: a risk measure with variable risk attitudes
by Wentao Hu
- 1907.11719 Market and Long Term Accounting Operational Performance
by M. S. S. Rosa & P. R. B. Lustosa
- 1907.11718 Large scale continuous-time mean-variance portfolio allocation via reinforcement learning
by Haoran Wang
- 1907.11634 Recommendation Engine for Lower Interest Borrowing on Peer to Peer Lending (P2PL) Platform
by Ke Ren & Avinash Malik
- 1907.11622 Network and Agent Dynamics with Evolving Protection against Systemic Risk
by Chulwook Park
- 1907.11424 Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Markets
by David M. Kreps & Walter Schachermayer
- 1907.11378 Time-inconsistency with rough volatility
by Bingyan Han & Hoi Ying Wong
- 1907.11224 Does the short-term boost of renewable energies guarantee their stable long-term growth? Assessment of the dynamics of feed-in tariff policy
by Milad Mousavian H. & Hamed Shakouri G. & Alinaghi Mashayekhi & Aliyeh Kazemi
- 1907.11162 On the Statistical Differences between Binary Forecasts and Real World Payoffs
by Nassim Nicholas Taleb
- 1907.11057 Special Drawing Rights in a New Decentralized Century
by Andreas Veneris & Andreas Park
- 1907.11054 Resolution of the St. Petersburg paradox using Von Mises axiom of randomness
by Andrea Berdondini
- 1907.11053 Optimal make take fees in a multi market maker environment
by Bastien Baldacci & Dylan Possamai & Mathieu Rosenbaum
- 1907.10720 Liquid Speed: On-Demand Fast Trading at Distributed Exchanges
by Michael Brolley & Marius Zoican
- 1907.10590 The method of Enestr\"om and Phragm\'en for parliamentary elections by means of approval voting
by Rosa Camps & Xavier Mora & Laia Saumell
- 1907.10578 Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing
by Jian Liang & Zhe Xu & Peter Li
- 1907.10407 Evaluating the Effectiveness of Common Technical Trading Models
by Joseph Attia
- 1907.10381 Arrow's Theorem Through a Fixpoint Argument
by Frank M. V. Feys & Helle Hvid Hansen
- 1907.10306 Testing new property of elliptical model for stock returns distribution
by Petr Koldanov
- 1907.10152 Multivariate Modeling of Natural Gas Spot Trading Hubs Incorporating Futures Market Realized Volatility
by Michael Weylandt & Yu Han & Katherine B. Ensor
- 1907.10080 Optimal auctions for networked markets with externalities
by Benjamin Heymann & Alejandro Jofr'e
- 1907.10052 Sustainable Business Models: A Review
by Saeed Nosratabadi & Amir Mosavi & Shahaboddin Shamshirband & Edmundas Kazimieras Zavadskas & Andry Rakotonirainy & Kwok Wing Chau
- 1907.10046 Trading via Image Classification
by Naftali Cohen & Tucker Balch & Manuela Veloso
- 1907.09993 A note on Parisian ruin under a hybrid observation scheme
by Mohamed Amine Lkabous
- 1907.09990 Poissonian occupation times of spectrally negative L\'evy processes with applications
by Mohamed Amine Lkabous
- 1907.09943 Yield Uncertainty and Strategic Formation of Supply Chain Networks
by Victor Amelkin & Rakesh Vohra
- 1907.09886 Rebuttal of "On Nonparametric Identification of Treatment Effects in Duration Models"
by Jaap H. Abbring & Gerard J. van den Berg
- 1907.09862 Option pricing in bilateral Gamma stock models
by Uwe Kuchler & Stefan Tappe
- 1907.09857 Bilateral Gamma distributions and processes in financial mathematics
by Uwe Kuchler & Stefan Tappe
- 1907.09855 Prosumage of solar electricity: tariff design, capacity investments, and power system effects
by Claudia Gunther & Wolf-Peter Schill & Alexander Zerrahn
- 1907.09753 Accelerated Share Repurchase and other buyback programs: what neural networks can bring
by Olivier Gu'eant & Iuliia Manziuk & Jiang Pu
- 1907.09704 A Note on Universal Bilinear Portfolios
by Alex Garivaltis
- 1907.09639 Semi-Parametric Hierarchical Bayes Estimates of New Yorkers' Willingness to Pay for Features of Shared Automated Vehicle Services
by Rico Krueger & Taha H. Rashidi & Akshay Vij
- 1907.09567 The Effect of Visual Design in Image Classification
by Naftali Cohen & Tucker Balch & Manuela Veloso
- 1907.09452 Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators
by Adamantios Ntakaris & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis
- 1907.09255 Competing to Persuade a Rationally Inattentive Agent
by Vasudha Jain & Mark Whitmeyer
- 1907.09218 Generalized statistical arbitrage concepts and related gain strategies
by Christian Rein & Ludger Ruschendorf & Thorsten Schmidt
- 1907.09206 X-model: further development and possible modifications
by Sergei Kulakov
- 1907.09162 On the simulation of the Hawkes process via Lambert-W functions
by Martin Magris
- 1907.09144 Consistent upper price bounds for exotic options given a finite number of call prices and their convergence
by Nicole Bauerle & Daniel Schmithals
- 1907.08911 A Stock Market Model Based on CAPM and Market Size
by Andrey Sarantsev & Blessing Ofori-Atta & Brandon Flores
- 1907.08771 The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold
by Chung-Han Hsieh & B. Ross Barmish & John A. Gubner
- 1907.08659 Modeling Morality
by Walter Veit
- 1907.08522 A Vine-copula extension for the HAR model
by Martin Magris
- 1907.08499 L\'evy-Ito Models in Finance
by George Bouzianis & Lane P. Hughston & Sebastian Jaimungal & Leandro S'anchez-Betancourt
- 1907.08397 Stochastic Spread Pairs Trading in the Indian Commodity Market
by Dhruv Mahajan & Abhijeet Chandra
- 1907.08047 Brownian bridge with random length and pinning point for modelling of financial information
by Mohammed Louriki
- 1907.07975 Powershare Mechanics
by Beka Dalakishvili & Ana Mikatadze
- 1907.07908 Risk-dependent centrality in economic and financial networks
by Paolo Bartesaghi & Michele Benzi & Gian Paolo Clemente & Rosanna Grassi & Ernesto Estrada
- 1907.07885 Formal verification of trading in financial markets
by Suneel Sarswat & Abhishek Kr Singh
- 1907.07858 Behavioural Macroeconomic Policy: New perspectives on time inconsistency
by Michelle Baddeley
- 1907.07786 Product Aesthetic Design: A Machine Learning Augmentation
by Alex Burnap & John R. Hauser & Artem Timoshenko
- 1907.07628 Contract Design with Costly Convex Self-Control
by Yusufcan Masatlioglu & Daisuke Nakajima & Emre Ozdenoren
- 1907.07582 Testing for Unobserved Heterogeneity via k-means Clustering
by Andrew J. Patton & Brian M. Weller
- 1907.07514 Self Organizing Supply Chains for Micro-Prediction: Present and Future uses of the ROAR Protocol
by Peter Cotton
- 1907.07491 The cyclicality of loan loss provisions under three different accounting models: the United Kingdom, Spain, and Brazil
by A. M. B. Araujo & P. R. B. Lustosa
- 1907.07425 Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model
by Federico Guglielmo Morelli & Michael Benzaquen & Marco Tarzia & Jean-Philippe Bouchaud
- 1907.07412 Testing for Quantile Sample Selection
by Valentina Corradi & Daniel Gutknecht
- 1907.07343 Existence and Uniqueness of Solutions to the Stochastic Bellman Equation with Unbounded Shock
by Juan Pablo Rinc'on-Zapatero
- 1907.07305 A model-free backward and forward nonlinear PDEs for implied volatility
by Peter Carr & Andrey Itkin & Sasha Stoikov
- 1907.07288 On the inconsistency of matching without replacement
by Fredrik Savje
- 1907.07132 Pathways to Good Healthcare Services and Patient Satisfaction: An Evolutionary Game Theoretical Approach
by Zainab Alalawi & The Anh Han & Yifeng Zeng & Aiman Elragig
- 1907.07108 Nature of thermodynamics equation of state towards economics equation of state
by Burin Gumjudpai & Yuthana Sethapramote
- 1907.07101 Location and portfolio selection problems: A unified framework
by Justo Puerto & Moises Rodr'iguez-Madrena & Andrea Scozzari
- 1907.07065 Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP
by Peter Knaus & Angela Bitto-Nemling & Annalisa Cadonna & Sylvia Fruhwirth-Schnatter
- 1907.07036 Information processing constraints in travel behaviour modelling: A generative learning approach
by Melvin Wong & Bilal Farooq
- 1907.07019 Unforeseen Evidence
by Evan Piermont
- 1907.06673 Quant GANs: Deep Generation of Financial Time Series
by Magnus Wiese & Robert Knobloch & Ralf Korn & Peter Kretschmer
- 1907.06622 Audits as Evidence: Experiments, Ensembles, and Enforcement
by Patrick Kline & Christopher Walters
- 1907.06474 Neural network regression for Bermudan option pricing
by Bernard Lapeyre & J'er^ome Lelong
- 1907.06465 Confidentiality and linked data
by Felix Ritchie & Jim Smith
- 1907.06317 Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models
by Gregory Cox & Xiaoxia Shi
- 1907.06303 On the Evolution of U.S. Temperature Dynamics
by Francis X. Diebold & Glenn D. Rudebusch
- 1907.06230 Multi-Level Order-Flow Imbalance in a Limit Order Book
by Ke Xu & Martin D. Gould & Sam D. Howison
- 1907.06200 Necessary and sufficient condition for equilibrium of the Hotelling model
by Satoshi Hayashi & Naoki Tsuge
- 1907.06151 From quadratic Hawkes processes to super-Heston rough volatility models with Zumbach effect
by Aditi Dandapani & Paul Jusselin & Mathieu Rosenbaum
- 1907.06118 Online Rental Housing Market Representation and the Digital Reproduction of Urban Inequality
by Geoff Boeing
- 1907.05954 A simulation of the insurance industry: The problem of risk model homogeneity
by Torsten Heinrich & Juan Sabuco & J. Doyne Farmer
- 1907.05949 On the residues vectors of a rational class of complex functions. Application to autoregressive processes
by Guillermo Daniel Scheidereiter & Omar Roberto Faure
- 1907.05697 Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets
by J. M. Calabuig & H. Falciani & E. A. S'anchez-P'erez
- 1907.05689 Gittins' theorem under uncertainty
by Samuel N. Cohen & Tanut Treetanthiploet
- 1907.05593 From small markets to big markets
by Laurence Carassus & Miklos Rasonyi
- 1907.05582 Singularities and Catastrophes in Economics: Historical Perspectives and Future Directions
by Michael S. Harr'e & Adam Harris & Scott McCallum
- 1907.05381 Adaptive Pricing in Insurance: Generalized Linear Models and Gaussian Process Regression Approaches
by Yuqing Zhang & Neil Walton
- 1907.05348 Distributions of Historic Market Data -- Relaxation and Correlations
by M. Dashti Moghaddam & Zhiyuan Liu & R. A. Serota
- 1907.05157 Stochastic mortality models: An infinite dimensional approach
by Stefan Tappe & Stefan Weber
- 1907.05142 Exponential stock models driven by tempered stable processes
by Uwe Kuchler & Stefan Tappe
- 1907.05141 Tempered stable distributions and processes
by Uwe Kuchler & Stefan Tappe
- 1907.05072 Real-world forward rate dynamics with affine realizations
by Eckhard Platen & Stefan Tappe
- 1907.05049 A global economic policy uncertainty index from principal component analysis
by Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou
- 1907.05037 Proportional Dynamics in Exchange Economies
by Simina Br^anzei & Nikhil R. Devanur & Yuval Rabani
- 1907.04937 Mathematical Analysis of Dynamic Risk Default in Microfinance
by Mohammed Kaicer & Abdelilah Kaddar
- 1907.04925 Maximum Entropy approach to multivariate time series randomization
by Riccardo Marcaccioli & Giacomo Livan
- 1907.04853 Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets
by Victor H. Aguiar & Nail Kashaev
- 1907.04447 Relationships between different Macroeconomic Variables using VECM
by Saannidhya Rawat
- 1907.04422 Nonlinear price dynamics of S&P 100 stocks
by Gunduz Caginalp & Mark DeSantis
- 1907.04373 Capturing Financial markets to apply Deep Reinforcement Learning
by Souradeep Chakraborty
- 1907.04272 Ordinal Imitative Dynamics
by George Loginov
- 1907.04257 Systemic Optimal Risk Transfer Equilibrium
by Francesca Biagini & Alessandro Doldi & Jean-Pierre Fouque & Marco Frittelli & Thilo Meyer-Brandis
- 1907.04230 Tax- and expense-modified risk-minimization for insurance payment processes
by Kristian Buchardt & Christian Furrer & Thomas M{o}ller
- 1907.04147 Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
by Feiyu Jiang & Dong Li & Ke Zhu
- 1907.04046 A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty
by Luis H. R. Alvarez E. & Soren Christensen
- 1907.03809 Competing Models
by Jose Luis Montiel Olea & Pietro Ortoleva & Mallesh M Pai & Andrea Prat
- 1907.03665 An intelligent financial portfolio trading strategy using deep Q-learning
by Hyungjun Park & Min Kyu Sim & Dong Gu Choi
- 1907.03643 A Mathematical Analysis of an Election System Proposed by Gottlob Frege
by Paul Harrenstein & Marie-Louise Lackner & Martin Lackner
- 1907.03577 The evolving liaisons between the transaction networks of Bitcoin and its price dynamics
by Alexandre Bovet & Carlo Campajola & Francesco Mottes & Valerio Restocchi & Nicol`o Vallarano & Tiziano Squartini & Claudio J. Tessone
- 1907.03561 Existence of L\'evy term structure models
by Damir Filipovi'c & Stefan Tappe
- 1907.03370 Artificial Intelligence Alter Egos: Who benefits from Robo-investing?
by Catherine D'Hondt & Rudy De Winne & Eric Ghysels & Steve Raymond
- 1907.03355 Improving Detection of Credit Card Fraudulent Transactions using Generative Adversarial Networks
by Hung Ba
- 1907.03295 Common Decomposition of Correlated Brownian Motions and its Financial Applications
by Tianyao Chen & Xue Cheng & Jingping Yang
- 1907.03256 An alternative approach on the existence of affine realizations for HJM term structure models
by Stefan Tappe
- 1907.03093 Dynamic Mean-Variance Portfolio Optimisation
by Xiang Meng
- 1907.03082 Systemic Risk and Heterogeneous Mean Field Type Interbank Network
by Li-Hsien Sun
- 1907.03010 Financial Time Series Data Processing for Machine Learning
by Fabrice Daniel
- 1907.03009 Identification of short-term and long-term time scales in stock markets and effect of structural break
by Ajit Mahata & Debi Prasad Bal & Md Nurujjaman
- 1907.02666 Forecasting security's volatility using low-frequency historical data, high-frequency historical data and option-implied volatility
by Huiling Yuan & Yong Zhou & Zhiyuan Zhang & Xiangyu Cui
- 1907.02457 Learning Threshold-Type Investment Strategies with Stochastic Gradient Method
by Zsolt Nika & Mikl'os R'asonyi
- 1907.02436 Random Forest Estimation of the Ordered Choice Model
by Michael Lechner & Gabriel Okasa
- 1907.02363 Existence of affine realizations for L\'evy term structure models
by Stefan Tappe
Printed from https://ideas.repec.org/s/arx/papers83.html
