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Content
2019
- 1904.06722 Boomerang: Rebounding the Consequences of Reputation Feedback on Crowdsourcing Platforms
by Snehalkumar & S. Gaikwad & Durim Morina & Adam Ginzberg & Catherine Mullings & Shirish Goyal & Dilrukshi Gamage & Christopher Diemert & Mathias Burton & Sharon Zhou & Mark Whiting & Karolina Ziulkoski & Alipta Ballav & Aaron Gilbee & Senadhipathige S. Niranga & Vibhor Sehgal & Jasmine Lin & Leonardy Kristianto & Angela Richmond-Fuller & Jeff Regino & Nalin Chhibber & Dinesh Majeti & Sachin Sharma & Kamila Mananova & Dinesh Dhakal & William Dai & Victoria Purynova & Samarth Sandeep & Varshine Chandrakanthan & Tejas Sarma & Sekandar Matin & Ahmed Nasser & Rohit Nistala & Alexander Stolzoff & Kristy Milland & Vinayak Mathur & Rajan Vaish & Michael S. Bernstein
- 1904.06695 Eliciting Preferences of Ridehailing Users and Drivers: Evidence from the United States
by Prateek Bansal & Akanksha Sinha & Rubal Dua & Ricardo Daziano
- 1904.06640 Complex Network Construction of Internet Financial risk
by Runjie Xu & Chuanmin Mi & Rafal Mierzwiak & Runyu Meng
- 1904.06628 Nash Bargaining Over Margin Loans to Kelly Gamblers
by Alex Garivaltis
- 1904.06520 Costly Attention and Retirement
by Jamie Hentall MacCuish
- 1904.06337 Optimal Behaviour in Solar Renewable Energy Certificate (SREC) Markets
by Arvind Shrivats & Sebastian Jaimungal
- 1904.06300 Journal ranking should depend on the level of aggregation
by L'aszl'o Csat'o
- 1904.06298 Dynamic investment model of the life cycle of a company under the influence of factors in a competitive environment
by O. A. Malafeyev & I. I. Pavlov
- 1904.06185 Distribution Regression in Duration Analysis: an Application to Unemployment Spells
by Miguel A. Delgado & Andr'es Garc'ia-Suaza & Pedro H. C. Sant'Anna
- 1904.06007 A Weight-based Information Filtration Algorithm for Stock-Correlation Networks
by Seyed Soheil Hosseini & Nick Wormald & Tianhai Tian
- 1904.05952 Identification of Noncausal Models by Quantile Autoregressions
by Alain Hecq & Li Sun
- 1904.05931 A memory-based method to select the number of relevant components in Principal Component Analysis
by Anshul Verma & Pierpaolo Vivo & Tiziana Di Matteo
- 1904.05921 Deep-learning based numerical BSDE method for barrier options
by Bing Yu & Xiaojing Xing & Agus Sudjianto
- 1904.05656 Pricing under Fairness Concerns
by Erik Eyster & Kristof Madarasz & Pascal Michaillat
- 1904.05554 Understanding consumer demand for new transport technologies and services, and implications for the future of mobility
by Akshay Vij
- 1904.05481 Stochastic Comparative Statics in Markov Decision Processes
by Bar Light
- 1904.05472 Theory of Cryptocurrency Interest Rates
by Dorje C. Brody & Lane P. Hughston & Bernhard K. Meister
- 1904.05422 Optimal excess-of-loss reinsurance for stochastic factor risk models
by Matteo Brachetta & Claudia Ceci
- 1904.05384 Feature Engineering for Mid-Price Prediction with Deep Learning
by Adamantios Ntakaris & Giorgio Mirone & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis
- 1904.05317 On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market
by Abhibasu Sen & Karabi Dutta Chaudhury
- 1904.05315 Bitcoin Price Prediction: An ARIMA Approach
by Amin Azari
- 1904.05312 Bayesian prediction of jumps in large panels of time series data
by Angelos Alexopoulos & Petros Dellaportas & Omiros Papaspiliopoulos
- 1904.05232 Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods
by Dennis Kristensen & Patrick K. Mogensen & Jong Myun Moon & Bertel Schjerning
- 1904.05209 Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models
by Dennis Kristensen & Young Jun Lee
- 1904.05028 A Normative Dual-value Theory for Bitcoin and other Cryptocurrencies
by Zhiyong Tu & Lan Ju
- 1904.04973 Model-Free Reinforcement Learning for Financial Portfolios: A Brief Survey
by Yoshiharu Sato
- 1904.04951 Robust Mathematical Formulation and Probabilistic Description of Agent-Based Computational Economic Market Models
by Maximilian Beikirch & Simon Cramer & Martin Frank & Philipp Otte & Emma Pabich & Torsten Trimborn
- 1904.04912 Enhancing Time Series Momentum Strategies Using Deep Neural Networks
by Bryan Lim & Stefan Zohren & Stephen Roberts
- 1904.04911 FDI, banking crisis and growth: direct and spill over effects
by Brahim Gaies & Khaled Guesmi & St'ephane Goutte
- 1904.04644 Martingale optimal transport duality
by Patrick Cheridito & Matti Kiiski & David J. Promel & H. Mete Soner
- 1904.04554 From (Martingale) Schrodinger bridges to a new class of Stochastic Volatility Models
by Pierre Henry-Labordere
- 1904.04546 (Martingale) Optimal Transport And Anomaly Detection With Neural Networks: A Primal-dual Algorithm
by Pierre Henry-Labordere
- 1904.04422 A long-term alternative formula for a stochastic stock price model
by Takuya Okabe & Jin Yoshimura
- 1904.04225 A Forward Electricity Contract Price Projection: A Market Equilibrium Approach
by Mateus A. Cavaliere & Sergio Granville & Gerson C. Oliveira & Mario V. F. Pereira
- 1904.04217 Fixed Effects Binary Choice Models: Estimation and Inference with Long Panels
by Daniel Czarnowske & Amrei Stammann
- 1904.04192 The fragility of decentralised trustless socio-technical systems
by Manlio De Domenico & Andrea Baronchelli
- 1904.04171 Stability of martingale optimal transport and weak optimal transport
by Julio Backhoff-Veraguas & Gudmund Pammer
- 1904.03726 A Theory of Information overload applied to perfectly efficient financial markets
by Giuseppe Pernagallo & Benedetto Torrisi
- 1904.03647 Bayesian Estimation of Mixed Multinomial Logit Models: Advances and Simulation-Based Evaluations
by Prateek Bansal & Rico Krueger & Michel Bierlaire & Ricardo A. Daziano & Taha H. Rashidi
- 1904.03488 Blindfolded monkeys or financial analysts: who is worth your money? New evidence on informational inefficiencies in the U.S. stock market
by Giuseppe Pernagallo & Benedetto Torrisi
- 1904.03356 The Leland-Toft optimal capital structure model under Poisson observations
by Zbigniew Palmowski & Jos'e Luis P'erez & Budhi Arta Surya & Kazutoshi Yamazaki
- 1904.03058 A stochastic partial differential equation model for limit order book dynamics
by Rama Cont & Marvin S. Mueller
- 1904.03053 Anticipated impacts of Brexit scenarios on UK food prices and implications for policies on poverty and health: a structured expert judgement approach
by Martine J Barons & Willy Aspinall
- 1904.02934 Second-order Inductive Inference: an axiomatic approach
by Patrick H. O'Callaghan
- 1904.02930 Term Structure Modeling under Volatility Uncertainty
by Julian Holzermann
- 1904.02567 Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market
by Cheoljun Eom & Taisei Kaizoji & Enrico Scalas
- 1904.02412 Enhancing countries' fitness with recommender systems on the international trade network
by Hao Liao & Xiao-Min Huang & Xing-Tong Wu & Ming-Kai Liu & Alexandre Vidmer & Mingyang Zhou & Yi-Cheng Zhang
- 1904.02058 Do Hospital Data Breaches Reduce Patient Care Quality?
by Sung J. Choi & M. Eric Johnson
- 1904.01889 Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility
by Damiano Brigo
- 1904.01745 Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion
by Xue Dong He & Moris S. Strub & Thaleia Zariphopoulou
- 1904.01566 Bayesian Trading Cost Analysis and Ranking of Broker Algorithms
by Vladimir Markov
- 1904.01490 Synthetic learner: model-free inference on treatments over time
by Davide Viviano & Jelena Bradic
- 1904.01412 Quintet Volume Projection
by Vladimir Markov & Olga Vilenskaia & Vlad Rashkovich
- 1904.01159 Matching Points: Supplementing Instruments with Covariates in Triangular Models
by Junlong Feng
- 1904.01047 Dynamically Optimal Treatment Allocation
by Karun Adusumilli & Friedrich Geiecke & Claudio Schilter
- 1904.00989 Counterfactual Sensitivity and Robustness
by Timothy Christensen & Benjamin Connault
- 1904.00890 Momentum and liquidity in cryptocurrencies
by Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar
- 1904.00749 Forecasting the Volatilities of Philippine Stock Exchange Composite Index Using the Generalized Autoregressive Conditional Heteroskedasticity Modeling
by Novy Ann M. Etac & Roel F. Ceballos
- 1904.00745 Deep Learning in Asset Pricing
by Luyang Chen & Markus Pelger & Jason Zhu
- 1904.00613 An Alternative Set Model of Cognitive Jump
by Kiri Sakahara & Takashi Sato
- 1904.00500 Game of Variable Contributions to the Common Good under Uncertainty
by H. Dharma Kwon
- 1904.00454 Herding driven by the desire to differ
by Sander Heinsalu
- 1904.00267 Price equations with symmetric supply/demand; implications for fat tails
by Carey Caginalp & Gunduz Caginalp
- 1904.00211 Post-Selection Inference in Three-Dimensional Panel Data
by Harold D. Chiang & Joel Rodrigue & Yuya Sasaki
- 1904.00151 A Thermodynamic Picture of Financial Market and Model Risk
by Yu Feng
- 1904.00111 Simple subvector inference on sharp identified set in affine models
by Bulat Gafarov
- 1904.00075 Optimal stopping for the exponential of a Brownian bridge
by Tiziano De Angelis & Alessandro Milazzo
- 1904.00029 Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting
by Olena Kostylenko & Helena Sofia Rodrigues & Delfim F. M. Torres
- 1903.12458 Market Manipulation as a Security Problem
by Vasilios Mavroudis
- 1903.12426 Optimal Reinsurance and Investment in a Diffusion Model
by Matteo Brachetta & Hanspeter Schmidli
- 1903.12267 Modeling, discretization, and hyperchaos detection of conformable derivative approach to a financial system with market confidence and ethics risk
by Baogui Xin & Wei Peng & Yekyung Kwon & Yanqin Liu
- 1903.12258 Using Deep Learning Neural Networks and Candlestick Chart Representation to Predict Stock Market
by Rosdyana Mangir Irawan Kusuma & Trang-Thi Ho & Wei-Chun Kao & Yu-Yen Ou & Kai-Lung Hua
- 1903.12077 Time series models for realized covariance matrices based on the matrix-F distribution
by Jiayuan Zhou & Feiyu Jiang & Ke Zhu & Wai Keung Li
- 1903.11804 Short Selling with Margin Risk and Recall Risk
by Kristoffer Glover & Hardy Hulley
- 1903.11686 Discounted optimal stopping of a Brownian bridge, with application to American options under pinning
by Bernardo D'Auria & Eduardo Garc'ia-Portugu'es & Abel Guada
- 1903.11642 Sutte Indicator: an approach to predict the direction of stock market movements
by Ansari Saleh Ahmar
- 1903.11530 Market Dynamics: On Directional Information Derived From (Time, Execution Price, Shares Traded) Transaction Sequences
by Vladislav Gennadievich Malyshkin
- 1903.11469 Towards more effective consumer steering via network analysis
by Jacopo Arpetti & Antonio Iovanella
- 1903.11383 Determining Fundamental Supply and Demand Curves in a Wholesale Electricity Market
by Sergei Kulakov & Florian Ziel
- 1903.11275 Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High Dimension
by Ludovic Gouden`ege & Andrea Molent & Antonino Zanette
- 1903.11198 Parallel Experimentation and Competitive Interference on Online Advertising Platforms
by Caio Waisman & Navdeep S. Sahni & Harikesh S. Nair & Xiliang Lin
- 1903.11183 Why understanding multiplex social network structuring processes will help us better understand the evolution of human behavior
by Curtis Atkisson & Piotr J. G'orski & Matthew O. Jackson & Janusz A. Ho{l}yst & Raissa M. D'Souza
- 1903.11117 Testing for Differences in Stochastic Network Structure
by Eric Auerbach
- 1903.11047 Estimation of the Shapley Value of a Peer-to-Peer Energy Sharing Game using Coalitional Stratified Random Sampling
by Liyang Han & Thomas Morstyn & Malcolm McCulloch
- 1903.11004 On the Effect of Imputation on the 2SLS Variance
by Helmut Farbmacher & Alexander Kann
- 1903.10965 Improving the Scalability of a Prosumer Cooperative Game with K-Means Clustering
by Liyang Han & Thomas Morstyn & Constance Crozier & Malcolm McCulloch
- 1903.10855 R\'eint\'egration des refus\'es en Credit Scoring
by Adrien Ehrhardt & Christophe Biernacki & Vincent Vandewalle & Philippe Heinrich & S'ebastien Beben
- 1903.10795 Stacked Monte Carlo for option pricing
by Antoine Jacquier & Emma R. Malone & Mugad Oumgari
- 1903.10454 Portfolio optimization with two coherent risk measures
by Tahsin Deniz Akturk & c{C}au{g}{i}n Ararat
- 1903.10361 On the fair division of a random object
by Anna Bogomolnaia & Herve Moulin & Fedor Sandomirskiy
- 1903.10079 Ensemble Methods for Causal Effects in Panel Data Settings
by Susan Athey & Mohsen Bayati & Guido Imbens & Zhaonan Qu
- 1903.10075 Machine Learning Methods Economists Should Know About
by Susan Athey & Guido Imbens
- 1903.10065 Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi Bellman equation
by Sona Kilianova & Daniel Sevcovic
- 1903.09898 Dynamics of Value-Tracking in Financial Markets
by Nicholas CL Beale & Richard M Gunton & Kutlwano L Bashe & Heather S Battey & Robert S MacKay
- 1903.09867 An interim core for normal form games and exchange economies with incomplete information: a correction
by Youcef Askoura
- 1903.09819 On the core of normal form games with a continuum of players : a correction
by Youcef Askoura
- 1903.09683 Modern Asset Theory: A Framework for Successful Active Management
by Corry Bedwell & Ryan Guttridge
- 1903.09679 Identification and Estimation of a Partially Linear Regression Model using Network Data
by Eric Auerbach
- 1903.09641 The Impact of Renewable Energy Forecasts on Intraday Electricity Prices
by Sergei Kulakov & Florian Ziel
- 1903.09536 A Machine Learning approach to Risk Minimisation in Electricity Markets with Coregionalized Sparse Gaussian Processes
by Daniel Poh & Stephen Roberts & Martin Tegn'er
- 1903.09279 Unravelling the forces underlying urban industrial agglomeration
by Neave O'Clery & Samuel Heroy & Francois Hulot & Mariano Beguerisse-D'iaz
- 1903.09140 Transaction Cost Analytics for Corporate Bonds
by Xin Guo & Charles-Albert Lehalle & Renyuan Xu
- 1903.09055 Slow persuasion
by Matteo Escud'e & Ludvig Sinander
- 1903.08957 Expected exponential utility maximization of insurers with a general diffusion factor model : The complete market case
by Hiroaki Hata & Shuenn-Jyi Sheu & Li-Hsien Sun
- 1903.08920 Feature quantization for parsimonious and interpretable predictive models
by Adrien Ehrhardt & Christophe Biernacki & Vincent Vandewalle & Philippe Heinrich
- 1903.08782 Epstein-Zin Utility Maximization on a Random Horizon
by Joshua Aurand & Yu-Jui Huang
- 1903.08704 Omitted variable bias of Lasso-based inference methods: A finite sample analysis
by Kaspar Wuthrich & Ying Zhu
- 1903.08367 Computation of systemic risk measures: a mixed-integer programming approach
by c{C}au{g}{i}n Ararat & Nurtai Meimanjan
- 1903.08341 The Role of Strategic Load Participants in Two-Stage Settlement Electricity Markets
by Pengcheng You & Dennice F. Gayme & Enrique Mallada
- 1903.08307 The Impact of Sex Education on Sexual Activity, Pregnancy, and Abortion
by Nima Khodakarami
- 1903.08255 Markov Chain Models of Refugee Migration Data
by Vincent Huang & James Unwin
- 1903.08156 Behavioural investors in conic market models
by Huy N. Chau & Miklos Rasonyi
- 1903.08076 The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business
by Jamal Bouoiyour & Refk Selmi
- 1903.08028 State-Building through Public Land Disposal? An Application of Matrix Completion for Counterfactual Prediction
by Jason Poulos
- 1903.08025 Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction
by Matteo Mogliani & Anna Simoni
- 1903.07997 Variety, Complexity and Economic Development
by Alje van Dam & Koen Frenken
- 1903.07948 An Integrated Panel Data Approach to Modelling Economic Growth
by Guohua Feng & Jiti Gao & Bin Peng
- 1903.07875 Non-traded call's volatility smiles
by Marek Capinski
- 1903.07866 The effects of institutional quality on formal and informal borrowing across high-, middle-, and low-income countries
by Lan Chu Khanh
- 1903.07809 Dynamic Hurst Exponent in Time Series
by Carlos Arturo Soto Campos & Leopoldo S'anchez Cant'u & Zeus Hern'andez Veleros
- 1903.07769 J. S. Mill's Liberal Principle and Unanimity
by Edward J. Green
- 1903.07737 Risk and Return models for Equity Markets and Implied Equity Risk Premium
by Enzo Busseti
- 1903.07615 The Prosumer Economy -- Being Like a Forest
by Uygar Ozesmi
- 1903.07519 A fast method for pricing American options under the variance gamma model
by Weilong Fu & Ali Hirsa
- 1903.07222 Market Making under a Weakly Consistent Limit Order Book Model
by Baron Law & Frederi Viens
- 1903.06980 Deciding with Judgment
by Simone Manganelli
- 1903.06928 Active and Passive Portfolio Management with Latent Factors
by Ali Al-Aradi & Sebastian Jaimungal
- 1903.06912 Semimartingale theory of monotone mean--variance portfolio allocation
by Alev{s} v{C}ern'y
- 1903.06751 Data-driven Neural Architecture Learning For Financial Time-series Forecasting
by Dat Thanh Tran & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis
- 1903.06696 Bulow-Klemperer-Style Results for Welfare Maximization in Two-Sided Markets
by Moshe Babaioff & Kira Goldner & Yannai A. Gonczarowski
- 1903.06668 Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity
by Ekaterina Abramova & Derek Bunn
- 1903.06632 Designing an Optimal Portfolio for Iran's Stock Market with Genetic Algorithm using Neural Network Prediction of Risk and Return Stocks
by Masoud Fekri & Babak Barazandeh
- 1903.06478 Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets
by Sang Il Lee & Seong Joon Yoo
- 1903.06401 Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator
by Jun Ma & Vadim Marmer & Artyom Shneyerov
- 1903.06346 Optimal FX Hedge Tenor with Liquidity Risk
by Rongju Zhang & Mark Aarons & Gregoire Loeper
- 1903.06334 Machine Learning Risk Models
by Zura Kakushadze & Willie Yu
- 1903.06230 Dynamic Energy Management
by Nicholas Moehle & Enzo Busseti & Stephen Boyd & Matt Wytock
- 1903.06042 A lending scheme for a system of interconnected banks with probabilistic constraints of failure
by Francesco Cordoni & Luca Di Persio & Luca Prezioso
- 1903.06033 Altcoin-Bitcoin Arbitrage
by Zura Kakushadze & Willie Yu
- 1903.05990 Modern tontine with bequest: innovation in pooled annuity products
by Thomas Bernhardt & Catherine Donnelly
- 1903.05781 A micro-simulation model of irrigation farms in the southern Murray-Darling Basin
by Huong Dinh & Manannan Donoghoe & Neal Hughes & Tim Goesch
- 1903.05753 Derivative of a Conic Problem with a Unique Solution
by Enzo Busseti
- 1903.05747 The fractional and mixed-fractional CEV model
by Axel A. Araneda
- 1903.05403 A statistical analysis of time trends in atmospheric ethane
by Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu
- 1903.05322 Stylized facts of the Indian Stock Market
by Rituparna Sen & Manavthi S
- 1903.05189 Variational inequality for perpetual American option price and convergence to the solution of the difference equation
by Hyong-chol O & Song-San Jo
- 1903.05020 Science Quality and the Value of Inventions
by Felix Poege & Dietmar Harhoff & Fabian Gaessler & Stefano Baruffaldi
- 1903.04954 Frictional Unemployment on Labor Flow Networks
by Robert L. Axtell & Omar A. Guerrero & Eduardo L'opez
- 1903.04901 Nonlinear expectations of random sets
by Ilya Molchanov & Anja Muhlemann
- 1903.04841 Financial Applications of Gaussian Processes and Bayesian Optimization
by Joan Gonzalvez & Edmond Lezmi & Thierry Roncalli & Jiali Xu
- 1903.04305 A fractional-order difference Cournot duopoly game with long memory
by Baogui Xin & Wei Peng & Yekyung Kwon
- 1903.04257 Optimal Entry and Consumption under Habit Formation
by Yue Yang & Xiang Yu
- 1903.04211 Affine term structure models : a time-changed approach with perfect fit to market curves
by Cheikh Mbaye & Fr'ed'eric Vrins
- 1903.04209 From interpretability to inference: an estimation framework for universal approximators
by Andreas Joseph
- 1903.04106 Pricing Formulae of Power Binary and Normal Distribution Standard Options and Applications
by Hyong-Chol O & Dae-Sung Choe
- 1903.04060 Stackelberg Independence
by Toomas Hinnosaar
- 1903.04035 Retailer response to wholesale stockouts
by George Liberopoulos & Isidoros Tsikis
- 1903.03987 Price competition with uncertain quality and cost
by Sander Heinsalu
- 1903.03969 Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source
by Marcel Brautigam & Michel Dacorogna & Marie Kratz
- 1903.03925 Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-group Inequality
by Tatsushi Oka & Ken Yamada
- 1903.03887 Fine Properties of the Optimal Skorokhod Embedding Problem
by Mathias Beiglbock & Marcel Nutz & Florian Stebegg
- 1903.03721 On occupation times in the red of L\'evy risk models
by David Landriault & Bin Li & Mohamed Amine Lkabous
- 1903.03407 Uncovering networks amongst stocks returns by studying nonlinear interactions in high frequency data of the Indian Stock Market using mutual information
by Charu Sharma & Amber Habib
- 1903.03304 Kernel Based Estimation of Spectral Risk Measures
by Suparna Biswas & Rituparna Sen
- 1903.03203 Economic resilience from input-output susceptibility improves predictions of economic growth and recovery
by Peter Klimek & Sebastian Poledna & Stefan Thurner
- 1903.03202 Nowcasting Recessions using the SVM Machine Learning Algorithm
by Alexander James & Yaser S. Abu-Mostafa & Xiao Qiao
- 1903.03201 Quantitative evaluation of consecutive resilience cycles in stock market performance: A systems-oriented approach
by Junqing Tang & Hans R. Heinimann
- 1903.02934 Entrepreneurship, Institutions, and Economic Growth: Does the Level of Development Matter?
by Christopher J. Boudreaux
- 1903.02924 The Interdependence of Hierarchical Institutions: Federal Regulation, Job Creation, and the Moderating Effect of State Economic Freedom
by David S. Lucas & Christopher J. Boudreaux
- 1903.02833 Asymptotics for volatility derivatives in multi-factor rough volatility models
by Chloe Lacombe & Aitor Muguruza & Henry Stone
- 1903.02390 A Varying Coefficient Model for Assessing the Returns to Growth to Account for Poverty and Inequality
by Max Kohler & Stefan Sperlich & Jisu Yoon
- 1903.02383 Strict Local Martingales and the Khasminskii test for Explosions
by Philip Protter & Aditi Dandapani
- 1903.02357 The Africa-Dummy: Gone with the Millennium?
by Max Kohler & Stefan Sperlich
- 1903.02273 Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics
by Bar Light & Gabriel Weintraub
- 1903.02228 Learning the dynamics of technical trading strategies
by Nicholas Murphy & Tim Gebbie
- 1903.02124 Experimenting in Equilibrium
by Stefan Wager & Kuang Xu
- 1903.02043 Optimal Climate Strategy with Mitigation, Carbon Removal, and Solar Geoengineering
by Mariia Belaia
- 1903.01954 Elusive Longer-Run Impacts of Head Start: Replications Within and Across Cohorts
by Remy J. -C. Pages & Dylan J. Lukes & Drew H. Bailey & Greg J. Duncan
- 1903.01861 Externalities in Knowledge Production: Evidence from a Randomized Field Experiment
by Marit Hinnosaar & Toomas Hinnosaar & Michael Kummer & Olga Slivko
- 1903.01820 Influence of petroleum and gas trade on EU economies from the reduced Google matrix analysis of UN COMTRADE data
by C'elestin Coquid'e & Leonardo Ermann & Jos'e Lages & D. L. Shepelyansky
- 1903.01744 Scaling Features of Price-Volume Cross-Correlation
by Jamshid Ardalankia & Mohammad Osoolian & Emmanuel Haven & G. Reza Jafari
- 1903.01690 ppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects
by Sergio Correia & Paulo Guimar~aes & Thomas Zylkin
- 1903.01655 Cross-shareholding networks and stock price synchronicity: Evidence from China
by Fenghua Wen & Yujie Yuan & Wei-Xing Zhou
- 1903.01637 When do common time series estimands have nonparametric causal meaning?
by Ashesh Rambachan & Neil Shephard
- 1903.01633 Verifying the existence of maximum likelihood estimates for generalized linear models
by Sergio Correia & Paulo Guimar~aes & Thomas Zylkin
- 1903.01511 Finite Sample Inference for the Maximum Score Estimand
by Adam M. Rosen & Takuya Ura
- 1903.01082 Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return
by Abdulnasser Hatemi-J & Mohamed Ali Hajji & Youssef El-Khatib
- 1903.01059 Limit Theorems for Network Dependent Random Variables
by Denis Kojevnikov & Vadim Marmer & Kyungchul Song
- 1903.00955 Artificial Counselor System for Stock Investment
by Hadi NekoeiQachkanloo & Benyamin Ghojogh & Ali Saheb Pasand & Mark Crowley
- 1903.00954 Conditional Density Estimation with Neural Networks: Best Practices and Benchmarks
by Jonas Rothfuss & Fabio Ferreira & Simon Walther & Maxim Ulrich
- 1903.00952 Piketty's second fundamental law of capitalism as an emergent property in a kinetic wealth-exchange model of economic growth
by D. S. Quevedo & C. J. Quimbay
- 1903.00937 Pricing foreign exchange options under stochastic volatility and interest rates using an RBF--FD method
by Fazlollah Soleymani & Andrey Itkin
- 1903.00829 Cover's Rebalancing Option With Discrete Hindsight Optimization
by Alex Garivaltis
- 1903.00716 Model Selection in Utility-Maximizing Binary Prediction
by Jiun-Hua Su
- 1903.00690 Using Artificial Intelligence to Recapture Norms: Did #metoo change gender norms in Sweden?
by Sara Moricz
- 1903.00631 Optimal Investment-Consumption-Insurance with Durable and Perishable Consumption Goods in a Jump Diffusion Market
by Jin Sun & Ryle S. Perera & Pavel V. Shevchenko
- 1903.00617 Approximation Properties of Variational Bayes for Vector Autoregressions
by Reza Hajargasht
- 1903.00590 Non-Parametric Robust Model Risk Measurement with Path-Dependent Loss Functions
by Yu Feng
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