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Content
2024
- 2410.15734 A Kernelization-Based Approach to Nonparametric Binary Choice Models
by Guo Yan
- 2410.15726 Reducing annotator bias by belief elicitation
by Terne Sasha Thorn Jakobsen & Andreas Bjerre-Nielsen & Robert Bohm
- 2410.15634 Distributionally Robust Instrumental Variables Estimation
by Zhaonan Qu & Yongchan Kwon
- 2410.15439 The Economic Consequences of Being Widowed by War: A Life-Cycle Perspective
by Sebastian T. Braun & Jan Stuhler
- 2410.15286 LTPNet Integration of Deep Learning and Environmental Decision Support Systems for Renewable Energy Demand Forecasting
by Te Li & Mengze Zhang & Yan Zhou
- 2410.15238 Economic Anthropology in the Era of Generative Artificial Intelligence
by Zachary Sheldon & Peeyush Kumar
- 2410.15195 Risk Premia in the Bitcoin Market
by Caio Almeida & Maria Grith & Ratmir Miftachov & Zijin Wang
- 2410.15097 Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach
by Hongqi Chen & Ji Hyung Lee
- 2410.15090 Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars
by Tomasz Wo'zniak
- 2410.14985 Stochastic Loss Reserving: Dependence and Estimation
by Andrew Fleck & Edward Furman & Yang Shen
- 2410.14984 Risk Aggregation and Allocation in the Presence of Systematic Risk via Stable Laws
by Andrew Fleck & Edward Furman & Yang Shen
- 2410.14927 Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution
by Zijie Zhao & Roy E. Welsch
- 2410.14904 Switchback Price Experiments with Forward-Looking Demand
by Yifan Wu & Ramesh Johari & Vasilis Syrgkanis & Gabriel Y. Weintraub
- 2410.14871 Learning the Effect of Persuasion via Difference-In-Differences
by Sung Jae Jun & Sokbae Lee
- 2410.14841 Dynamic Factor Allocation Leveraging Regime-Switching Signals
by Yizhan Shu & John M. Mulvey
- 2410.14839 Multi-Task Dynamic Pricing in Credit Market with Contextual Information
by Adel Javanmard & Jingwei Ji & Renyuan Xu
- 2410.14788 Simultaneously Solving FBSDEs with Neural Operators of Logarithmic Depth, Constant Width, and Sub-Linear Rank
by Takashi Furuya & Anastasis Kratsios
- 2410.14587 Neuro-Symbolic Traders: Assessing the Wisdom of AI Crowds in Markets
by Namid R. Stillman & Rory Baggott
- 2410.14585 A GARCH model with two volatility components and two driving factors
by Luca Vincenzo Ballestra & Enzo D'Innocenzo & Christian Tezza
- 2410.14513 GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance
by Luca Vincenzo Ballestra & Enzo D'Innocenzo & Christian Tezza
- 2410.14504 Reinforcement Learning in Non-Markov Market-Making
by Luca Lalor & Anatoliy Swishchuk
- 2410.14362 Peace in the Face of Uncertainty: Resource Allocation with Stochastic Armaments
by Sarah Taylor
- 2410.14317 Identification of a Rank-dependent Peer Effect Model
by Eyo I. Herstad & Myungkou Shin
- 2410.14173 Decentralized Finance: Impact on Financial Services and required DeFi Literacy in 2034
by Daniel Liebau
- 2410.14059 UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models
by Yuzhe Yang & Yifei Zhang & Yan Hu & Yilin Guo & Ruoli Gan & Yueru He & Mingcong Lei & Xiao Zhang & Haining Wang & Qianqian Xie & Jimin Huang & Honghai Yu & Benyou Wang
- 2410.14004 Modeling the transition from pay-as-you-go to a fully funded pension system in Russia
by Kirill Moiseev
- 2410.13978 Incentivizing Information Acquisition
by Fan Wu
- 2410.13960 Approximating Auction Equilibria with Reinforcement Learning
by Pranjal Rawat
- 2410.13878 Corporate Non-Disclosure Disputes: Equilibrium Settlements with a Probabilistic Burden of Proof
by Miles B. Gietzmann & Adam J. Ostaszewski
- 2410.13658 The Subtlety of Optimal Paternalism in a Population with Bounded Rationality
by Charles F. Manski & Eytan Sheshinski
- 2410.13583 Competitive equilibria in trading
by Neil A. Chriss
- 2410.13330 Assessing the techno-economic benefits of LEMs for different grid topologies and prosumer shares
by Markus Doepfert & Soner Candas & Hermann Kraus & Peter Tzscheutschler & Thomas Hamacher
- 2410.13265 Concentrated Superelliptical Market Maker
by Vasily Tolstikov
- 2410.13103 Delegated portfolio management with random default
by Alberto Gennaro & Thibaut Mastrolia
- 2410.13100 Impact of social factors on loan delinquency in microfinance
by Cedric H. A. Koffi & Viani Biatat Djeundje & Olivier Menoukeu Pamen
- 2410.12884 Analyzing Incentives and Fairness in Ordered Weighted Average for Facility Location Games
by Kento Yoshida & Kei Kimura & Taiki Todo & Makoto Yokoo
- 2410.12825 TIMeSynC: Temporal Intent Modelling with Synchronized Context Encodings for Financial Service Applications
by Dwipam Katariya & Juan Manuel Origgi & Yage Wang & Thomas Caputo
- 2410.12824 Optimization of Actuarial Neural Networks with Response Surface Methodology
by Belguutei Ariuntugs & Kehelwala Dewage Gayan Madurang
- 2410.12807 A Hierarchical conv-LSTM and LLM Integrated Model for Holistic Stock Forecasting
by Arya Chakraborty & Auhona Basu
- 2410.12801 Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic
by Ariston Karagiorgis & Antonis Ballis & Konstantinos Drakos
- 2410.12731 Counterfactual Analysis in Empirical Games
by Brendan Kline & Elie Tamer
- 2410.12723 Federated Learning and Free-riding in a Competitive Market
by Jiajun Meng & Jing Chen & Dongfang Zhao & Lin Liu
- 2410.12709 A Simple Interactive Fixed Effects Estimator for Short Panels
by Robert F. Phillips & Benjamin D. Williams
- 2410.12566 The Pond Dilemma with Heterogeneous Relative Concerns
by Pawe{l} Gola
- 2410.12495 Price impact and long-term profitability of energy storage
by Roxana Dumitrescu & Redouane Silvente & Peter Tankov
- 2410.12356 Designing Scientific Grants
by Christoph Carnehl & Marco Ottaviani & Justus Preusser
- 2410.12306 Time-Varyingness in Auction Breaks Revenue Equivalence
by Yuma Fujimoto & Kaito Ariu & Kenshi Abe
- 2410.12098 Testing Identifying Assumptions in Parametric Separable Models: A Conditional Moment Inequality Approach
by Leonard Goff & D'esir'e K'edagni & Huan Wu
- 2410.12024 Labor Market Policies in High- and Low-Interest Rate Environments: Evidence from the Euro Area
by Povilas Lastauskas & Julius Stak.enas
- 2410.11997 Quantum Computing for Multi Period Asset Allocation
by Queenie Sun & Nicholas Grablevsky & Huaizhang Deng & Pooya Azadi
- 2410.11849 On the valuation of life insurance policies for dependent coupled lives
by Kira Henshaw & Cedric H. A. Koffi & Olivier Menoukeu Pamen & Raghid Zeineddine
- 2410.11846 Sensitivity Analysis of Ruin of an Insurance Company in Ghana
by Daniel Tawiah Pabifio
- 2410.11789 Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach
by Emmanuel Gnabeyeu & Omar Karkar & Imad Idboufous
- 2410.11773 Time-Series Foundation Model for Value-at-Risk Forecasting
by Anubha Goel & Puneet Pasricha & Juho Kanniainen
- 2410.11738 The Simplicity of Optimal Dynamic Mechanisms
by Jose Correa & Andres Cristi & Laura Vargas Koch
- 2410.11532 A Firm Link: Overall, Between- and Within-Firm Inequality Through the Lens of a Sorting Model
by Pawe{l} Gola & Yuejun Zhao
- 2410.11408 Aggregation Trees
by Riccardo Di Francesco
- 2410.11398 Capturing Perception to Poverty using Conjoint Analysis & Partial Profile Choice Experiment
by Anushka De & Diganta Mukherjee
- 2410.11263 Closed-form estimation and inference for panels with attrition and refreshment samples
by Grigory Franguridi & Lidia Kosenkova
- 2410.11113 Statistical Properties of Deep Neural Networks with Dependent Data
by Chad Brown
- 2410.11070 Aproximaci\'on pr\'actica a los m\'etodos de selecci\'on de portafolios de inversi\'on
by Carlos Minutti-Martinez
- 2410.10767 A Generalization of von Neumann's Reduction from the Assignment Problem to Zero-Sum Games
by Ilan Adler & Martin Bullinger & Vijay V. Vazirani
- 2410.10749 Testing the order of fractional integration in the presence of smooth trends, with an application to UK Great Ratios
by Mustafa R. K{i}l{i}nc{c} & Michael Massmann & Maximilian Ambros
- 2410.10665 Double Jeopardy and Climate Impact in the Use of Large Language Models: Socio-economic Disparities and Reduced Utility for Non-English Speakers
by Aivin V. Solatorio & Gabriel Stefanini Vicente & Holly Krambeck & Olivier Dupriez
- 2410.10614 Modeling News Interactions and Influence for Financial Market Prediction
by Mengyu Wang & Shay B. Cohen & Tiejun Ma
- 2410.10474 European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning
by Naman Krishna Pande & Puneet Pasricha & Arun Kumar & Arvind Kumar Gupta
- 2410.10239 Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
by J'er^ome Lelong & V'eronique Maume-Deschamps & William Thevenot
- 2410.10159 Supply Chain Optimization Strategies: An Empirical Study on Fresh Product Delivery Routes
by Yu Yuan & Xiaoke Xie & Yulei Xie
- 2410.09983 Backtesting Framework for Concentrated Liquidity Market Makers on Uniswap V3 Decentralized Exchange
by Andrey Urusov & Rostislav Berezovskiy & Yury Yanovich
- 2410.09952 Large Scale Longitudinal Experiments: Estimation and Inference
by Apoorva Lal & Alexander Fischer & Matthew Wardrop
- 2410.09850 Can GANs Learn the Stylized Facts of Financial Time Series?
by Sohyeon Kwon & Yongjae Lee
- 2410.09825 Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions
by Chengwang Liao & Ziwei Mei & Zhentao Shi
- 2410.09789 No arbitrage and the existence of ACLMMs in general diffusion models
by David Criens & Mikhail Urusov
- 2410.09594 Comparative Analysis of Remittance Inflows- International Reserves-External Debt Dyad: Exploring Bangladesh's Economic Resilience in Avoiding Sovereign Default Compared to Sri Lanka
by Nusrat Nawshin & Asif Imtiaz & Md. Shamsuddin Sarker
- 2410.09555 Parallel Execution Fee Mechanisms
by Abdoulaye Ndiaye
- 2410.09435 On the Oscillations in Cournot Games with Best Response Strategies
by Zhengyang Liu & Haolin Lu & Liang Shan & Zihe Wang
- 2410.09196 Scalable Signature-Based Distribution Regression via Reference Sets
by Andrew Alden & Carmine Ventre & Blanka Horvath
- 2410.09136 Underutilized land and sustainable development: effects on employment, economic output, and mitigation of CO2 emissions
by Seymur Garibov & Wadim Strielkowski
- 2410.09069 Explainable AI for Fraud Detection: An Attention-Based Ensemble of CNNs, GNNs, and A Confidence-Driven Gating Mechanism
by Mehdi Hosseini Chagahi & Niloufar Delfan & Saeed Mohammadi Dashtaki & Behzad Moshiri & Md. Jalil Piran
- 2410.09062 Volatility Forecasting in Global Financial Markets Using TimeMixer
by Alex Li
- 2410.09027 Variance reduction combining pre-experiment and in-experiment data
by Zhexiao Lin & Pablo Crespo
- 2410.08954 Optimal Allocation with Peer Information
by Axel Niemeyer & Justus Preusser
- 2410.08808 Term structure shapes and their consistent dynamics in the Svensson family
by Martin Keller-Ressel & Felix Sachse
- 2410.08744 No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books
by Konark Jain & Jean-Franc{c}ois Muzy & Jonathan Kochems & Emmanuel Bacry
- 2410.08477 Cross-Currency Basis Swaps Referencing Backward-Looking Rates
by Yining Ding & Ruyi Liu & Marek Rutkowski
- 2410.08447 Slow Convergence of Interacting Kalman Filters in Word-of-Mouth Social Learning
by Vikram Krishnamurthy & Cristian Rojas
- 2410.08420 Variance-Hawkes Process and its Application to Energy Markets
by Joshua McGillivray & Anatoliy Swishchuk
- 2410.08416 Econometrics of Insurance with Multidimensional Types
by Gaurab Aryal & Isabelle Perrigne & Quang Vuong & Haiqing Xu
- 2410.08394 Identifying Money Laundering Subgraphs on the Blockchain
by Kiwhan Song & Mohamed Ali Dhraief & Muhua Xu & Locke Cai & Xuhao Chen & Arvind & Jie Chen
- 2410.07906 Structural Change, Employment, and Inequality in Europe: an Economic Complexity Approach
by Bernardo Caldarola & Dario Mazzilli & Aurelio Patelli & Angelica Sbardella
- 2410.07749 Optimal mutual insurance against systematic longevity risk
by John Armstrong & James Dalby
- 2410.07647 Cognitive Noise and Altruistic Preferences
by Niklas M. Witzig
- 2410.07566 Revisiting the Primitives of Transaction Fee Mechanism Design
by Aadityan Ganesh & Clayton Thomas & S. Matthew Weinberg
- 2410.07443 On the Lower Confidence Band for the Optimal Welfare
by Kirill Ponomarev & Vira Semenova
- 2410.07392 Blockchain-Based Ad Auctions and Bayesian Persuasion: An Analysis of Advertiser Behavior
by Xinyu Li
- 2410.07363 Congestion and Penalization in Optimal Transport
by Marcelo Gallardo & Manuel Loaiza & Jorge Ch'avez
- 2410.07234 A Dynamic Approach to Stock Price Prediction: Comparing RNN and Mixture of Experts Models Across Different Volatility Profiles
by Diego Vallarino
- 2410.07228 Post-Covid learning assessment of school children: A Project by CRY & RILM across four states
by Anushka De
- 2410.07225 Distilling Analysis from Generative Models for Investment Decisions
by Chung-Chi Chen & Hiroya Takamura & Ichiro Kobayashi & Yusuke Miyao
- 2410.07224 Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets
by Panayotis G. Papaioannou & George P. Papaioannou & George Evangelidis & George Gavalakis
- 2410.07222 Computing Systemic Risk Measures with Graph Neural Networks
by Lukas Gonon & Thilo Meyer-Brandis & Niklas Weber
- 2410.07220 Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
by Opeyemi Sheu Alamu & Md Kamrul Siam
- 2410.07216 Evaluating Financial Relational Graphs: Interpretation Before Prediction
by Yingjie Niu & Lanxin Lu & Rian Dolphin & Valerio Poti & Ruihai Dong
- 2410.07195 The aftermath of the Covid pandemic in the forest sector: new opportunities for emerging wood products
by Mojtaba Houballah & Jean-Yves Courtonne & Henri Cuny & Antoine Colin & Mathieu Fortin & Jean-Baptiste Pichancourt & Francis Colin
- 2410.07143 SARF: Enhancing Stock Market Prediction with Sentiment-Augmented Random Forest
by Saber Talazadeh & Dragan Perakovic
- 2410.07091 Collusion Detection with Graph Neural Networks
by Lucas Gomes & Jannis Kueck & Mara Mattes & Martin Spindler & Alexey Zaytsev
- 2410.06971 Industrial complexity and the evolution of formal employment in developing cities
by Neave O'Clery & Juan Chaparro & Andres Gomez-Lievano & Eduardo Lora
- 2410.06932 Reproducing and Extending Experiments in Behavioral Strategy with Large Language Models
by Daniel Albert & Stephan Billinger
- 2410.06906 First order Martingale model risk and semi-static hedging
by Nathan Sauldubois & Nizar Touzi
- 2410.06875 Group Shapley Value and Counterfactual Simulations in a Structural Model
by Yongchan Kwon & Sokbae Lee & Guillaume A. Pouliot
- 2410.06839 Simulating and analyzing a sparse order book: an application to intraday electricity markets
by Philippe Bergault & Enzo Cogn'eville
- 2410.06791 Search Prominence with Costly Product Returns
by Sanxi Li & Jun Yu & Mingsheng Zhang
- 2410.06772 Assessment of the Financial Competitiveness of Publicly Listed Indian Real Estate Companies Using the Entropy Method
by Ritij Saini & Aditya Deora & Kirtesh Gadiya
- 2410.06568 Statistical Arbitrage in Rank Space
by Y. -F. Li & G. Papanicolaou
- 2410.06564 Green bubbles: a four-stage paradigm for detection and propagation
by Gian Luca Vriz & Luigi Grossi
- 2410.06501 Impact of Artificial Intelligence on Environmental Quality through Technical Change: A Free Dynamic Equilibrium Approach
by Van Khanh Pham & Duc Minh Le
- 2410.06313 The Rise of Health Economics: Transforming the Landscape of Economic Research
by Lorenz Gschwent & Bjorn Hammarfelt & Martin Karlsson & Mathias Kifmann
- 2410.06150 Scoring Auctions with Coarse Beliefs
by Joseph Feffer
- 2410.06091 Gender politics, environmental behaviours, and local territories: Evidence from Italian municipalities
by Chiara Lodi & Agnese Sacchi & Francesco Vidoli
- 2410.06080 Packing a Knapsack with Items Owned by Strategic Agents
by Javier Cembrano & Max Klimm & Martin Knaack
- 2410.06037 Free Public Transport: More Jobs without Environmental Damage?
by Mateus Rodrigues & Daniel Da Mata & Vitor Possebom
- 2410.05932 Quantum-Inspired Portfolio Optimization In The QUBO Framework
by Ying-Chang Lu & Chao-Ming Fu & Lien-Po Yu & Yen-Jui Chang & Ching-Ray Chang
- 2410.05861 Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions
by Yannick Hoga
- 2410.05741 The Transmission of Monetary Policy via Common Cycles in the Euro Area
by Lukas Berend & Jan Pruser
- 2410.05634 Identification and estimation for matrix time series CP-factor models
by Jinyuan Chang & Yue Du & Guanglin Huang & Qiwei Yao
- 2410.05630 Navigating Inflation in Ghana: How Can Machine Learning Enhance Economic Stability and Growth Strategies
by Theophilus G. Baidoo & Ashley Obeng
- 2410.05539 Optimal Information Acquisition Strategies: The Case of Online Lending
by Mendelson Haim & Zhu Mingxi
- 2410.05535 Design Information Disclosure under Bidder Heterogeneity in Online Advertising Auctions: Implications of Bid-Adherence Behavior
by Zhu Mingxi & Song Michelle
- 2410.05533 Information Design with Unknown Prior
by Tao Lin & Ce Li
- 2410.05524 Deep Learning Methods for S Shaped Utility Maximisation with a Random Reference Point
by Ashley Davey & Harry Zheng
- 2410.05504 Persuasion with Ambiguous Communication
by Xiaoyu Cheng & Peter Klibanoff & Sujoy Mukerji & Ludovic Renou
- 2410.05330 Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs
by Nigar Karimova
- 2410.05297 Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications
by Matteo Malavasi & Gareth W. Peters & Stefan Treuck & Pavel V. Shevchenko & Jiwook Jang & Georgy Sofronov
- 2410.05212 $\texttt{rdid}$ and $\texttt{rdidstag}$: Stata commands for robust difference-in-differences
by Kyunghoon Ban & D'esir'e K'edagni
- 2410.05087 On the Formation of Steady Coalitions
by Dylan Laplace Mermoud
- 2410.05082 Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy
by Matteo Barigozzi & Claudio Lissona & Lorenzo Tonni
- 2410.04970 The effect of competition in contests: A unifying approach
by Andrzej Baranski & Sumit Goel
- 2410.04918 Economic growth of cities: Does resource allocation matter?
by Sheng Dai & Timo Kuosmanen & Zhiqiang Liao
- 2410.04867 Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
by Gianluca Palmari & Fabrizio Lillo & Zoltan Eisler
- 2410.04748 Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis
by Jagdish Gnawali & W. Brent Lindquist & Svetlozar T. Rachev
- 2410.04745 Numerical analysis of American option pricing in a two-asset jump-diffusion model
by Hao Zhou & Duy-Minh Dang
- 2410.04737 Urbanization, economic development, and income distribution dynamics in India
by Anand Sahasranaman & Nishanth Kumar & Luis M. A. Bettencourt
- 2410.04676 Democratizing Strategic Planning in Master-Planned Communities
by Christopher K. Allsup & Irene S. Gabashvili
- 2410.04599 Close Encounters of the LEO Kind: Spillovers and Resilience in Partially-Automated Traffic Systems
by Akhil Rao
- 2410.04487 The Fourier Cosine Method for Discrete Probability Distributions
by Xiaoyu Shen & Fang Fang & Chengguang Liu
- 2410.04459 Two-fund separation under hyperbolically distributed returns and concave utility function
by Nuerxiati Abudurexiti & Erhan Bayraktar & Takaki Hayashi & Hasanjan Sayit
- 2410.04431 A Structural Approach to Growth-at-Risk
by Robert Wojciechowski
- 2410.04369 Deviance Voronoi Residuals for Space-Time Point Process Models: An Application to Earthquake Insurance Risk
by Roba Bairakdar & Debbie Dupuis & Melina Mailhot
- 2410.04330 Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness
by Eugene Dettaa & Endong Wang
- 2410.04217 Improving Portfolio Optimization Results with Bandit Networks
by Gustavo de Freitas Fonseca & Lucas Coelho e Silva & Paulo Andr'e Lima de Castro
- 2410.04179 Computing Most Equitable Voting Rules
by Lirong Xia
- 2410.04165 How to Compare Copula Forecasts?
by Tobias Fissler & Yannick Hoga
- 2410.04160 From Global Value Chains to Local Jobs: Exploring FDI-induced Job Creation in EU-27
by Magdalena Olczyk & Marjan Petreski
- 2410.04085 Compound V3 Economic Audit Report
by Rik Ghosh & Samrat Gupta & Arka Datta & Abhimanyu Nag & Sudipan Sinha
- 2410.03913 Leveraging Fundamental Analysis for Stock Trend Prediction for Profit
by John Phan & Hung-Fu Chang
- 2410.03897 Harnessing Generative AI for Economic Insights
by Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang
- 2410.03724 Large Language Models Overcome the Machine Penalty When Acting Fairly but Not When Acting Selfishly or Altruistically
by Zhen Wang & Ruiqi Song & Chen Shen & Shiya Yin & Zhao Song & Balaraju Battu & Lei Shi & Danyang Jia & Talal Rahwan & Shuyue Hu
- 2410.03707 Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction
by Ali Mehrabian & Ehsan Hoseinzade & Mahdi Mazloum & Xiaohong Chen
- 2410.03557 Robust Bond Risk Premia Predictability Test in the Quantiles
by Xiaosai Liao & Xinjue Li & Qingliang Fan
- 2410.03552 Evaluating Investment Risks in LATAM AI Startups: Ranking of Investment Potential and Framework for Valuation
by Abraham Ramos-Torres & Laura N. Montoya
- 2410.03387 Anonymity and strategy-proofness on a domain of single-peaked and single-dipped preferences
by Oihane Gallo
- 2410.03304 Proportionality in Multiple Dimensions to Design Electoral Systems
by Javier Cembrano & Jos'e Correa & Gonzalo D'iaz & Victor Verdugo
- 2410.03239 A new GARCH model with a deterministic time-varying intercept
by Niklas Ahlgren & Alexander Back & Timo Terasvirta
- 2410.02987 Parrondo's effects with aperiodic protocols
by Marcelo A. Pires & Erveton P. Pinto & Rone N. da Silva & S'ilvio M. Duarte Queir'os
- 2410.02927 Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs
by V. Gonz'alez-Tabernero & J. G. L'opez-Salas & M. J. Castro-D'iaz & J. A. Garc'ia-Rodr'iguez
- 2410.02925 A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance
by J. G. L'opez-Salas & M. Su'arez-Taboada & M. J. Castro & A. M. Ferreiro-Ferreiro & J. A. Garc'ia-Rodr'iguez
- 2410.02846 A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios
by Pascal Kundig & Fabio Sigrist
- 2410.02798 Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties
by Ying-Hui Shao & Xing-Lu Gao & Yan-Hong Yang & Wei-Xing Zhou
- 2410.02709 Cracking the code: Lessons from 15 years of digital health IPOs for the era of AI
by Tamen Jadad-Garcia & Alejandro R. Jadad
- 2410.02645 Efficient calibration of the shifted square-root diffusion model to credit default swap spreads using asymptotic approximations
by Ankush Agarwal & Ying Liao
- 2410.02445 The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption
by Itamar Caspi & Nadav Eshel & Nimrod Segev
- 2410.02439 Populist Constitutional Backsliding and Judicial Independence: Evidence from Turkiye
by Nuno Garoupa & Rok Spruk
- 2410.02091 The Impact of Generative AI on Collaborative Open-Source Software Development: Evidence from GitHub Copilot
by Fangchen Song & Ashish Agarwal & Wen Wen
- 2410.02075 Food Without Fire: Nutritional and Environmental Impacts from a Solar Stove Field Experiment
by Laura E. McCann & Jeffrey D. Michler & Maybin Mwangala & Osaretin Olurotimi & Natalia Estrada Carmona
- 2410.01987 Financial Sentiment Analysis on News and Reports Using Large Language Models and FinBERT
by Yanxin Shen & Pulin Kirin Zhang
- 2410.01927 Risk Alignment in Agentic AI Systems
by Hayley Clatterbuck & Clinton Castro & Arvo Mu~noz Mor'an
- 2410.01871 Auction-Based Regulation for Artificial Intelligence
by Marco Bornstein & Zora Che & Suhas Julapalli & Abdirisak Mohamed & Amrit Singh Bedi & Furong Huang
- 2410.01864 Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency
by Diego Vallarino
- 2410.01843 Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data
by Ahmad Makinde
- 2410.01831 Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast
by Roman Belavkin & Panos Pardalos & Jose Principe
- 2410.01826 Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets
by Qingliang Fan & Ruike Wu & Yanrong Yang
- 2410.01732 Worst-case values of target semi-variances with applications to robust portfolio selection
by Jun Cai & Zhanyi Jiao & Tiantian Mao
- 2410.01658 Smaller Confidence Intervals From IPW Estimators via Data-Dependent Coarsening
by Alkis Kalavasis & Anay Mehrotra & Manolis Zampetakis
- 2410.01378 Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach
by Wing Fung Chong & Gechun Liang
- 2410.01352 Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach
by Masashi Sekine
- 2410.01265 Transformers Handle Endogeneity in In-Context Linear Regression
by Haodong Liang & Krishnakumar Balasubramanian & Lifeng Lai
- 2410.01175 Forecasting short-term inflation in Argentina with Random Forest Models
by Federico Daniel Forte
- 2410.01159 Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps
by Xiaolin Sun & Xueyan Zhao & D. S. Poskitt
- 2410.01114 AI Persuasion, Bayesian Attribution, and Career Concerns of Doctors
by Hanzhe Li & Jin Li & Ye Luo & Xiaowei Zhang
- 2410.00978 Uncovering the Viral Nature of Toxicity in Competitive Online Video Games
by Jacob Morrier & Amine Mahmassani & R. Michael Alvarez
- 2410.00925 On the Local equivalence of the Black Scholes and the Merton Garman equations
by Ivan Arraut
- 2410.00902 A Run on Fossil Fuel? Climate Change and Transition Risk
by Michael Barnett
- 2410.00854 Impermanent loss and loss-vs-rebalancing I: some statistical properties
by Abe Alexander & Lars Fritz
- 2410.00790 Age and Cognitive Skills: Use It or Lose It
by Eric A. Hanushek & Lavinia Kinne & Frauke Witthoeft & Ludger Woessmann
- 2410.00733 A Nonparametric Test of Heterogeneous Treatment Effects under Interference
by Julius Owusu
- 2410.00705 Inflation in Disaggregated Small Open Economies
by Alvaro Silva
- 2410.00663 How has the war in Ukraine affected Russian sentiments?
by Mikael Elinder & Oscar Erixson & Olle Hammar
- 2410.00505 Tax systems for sustainable economic development
by N. S. Gonchar