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Content
2024
- 2408.17187 State Space Model of Realized Volatility under the Existence of Dependent Market Microstructure Noise
by Toru Yano
- 2408.17177 Optimal Strategy in Werewolf Game: A Game Theoretic Perspective
by ST Wang
- 2408.16989 Optimal Ratcheting of Dividends with Irreversible Reinsurance
by Tim J. Boonen & Engel John C. Dela Vega
- 2408.16898 Robust Robustness
by Ian Ball & Deniz Kattwinkel
- 2408.16891 Brief Synopsis of the Scientific Career of T. R. Hurd
by Matheus R. Grasselli & Lane P. Hughston
- 2408.16861 Pareto's Limits: Improving Inequality Estimates in America, 1917 to 1965
by Vincent Geloso & Alexis Akira Toda
- 2408.16443 The Turing Valley: How AI Capabilities Shape Labor Income
by Enrique Ide & Eduard Talam`as
- 2408.16419 The Green Peace Dividend: the Effects of Militarization on Emissions and the Green Transition
by Bal'azs Mark'o
- 2408.16330 Sensitivity Analysis for Dynamic Discrete Choice Models
by Chun Pong Lau
- 2408.16260 A General Framework for Optimizing and Learning Nash Equilibrium
by Di Zhang & Wei Gu & Qing Jin
- 2408.16015 The nonlinear economy (I): How resource constrains lead to business cycles
by Frank Schweitzer & Giona Casiraghi
- 2408.16010 Model-based and empirical analyses of stochastic fluctuations in economy and finance
by Rubina Zadourian
- 2408.15862 Marginal homogeneity tests with panel data
by Federico Bugni & Jackson Bunting & Muyang Ren
- 2408.15846 Trading with Time Series Causal Discovery: An Empirical Study
by Ruijie Tang
- 2408.15690 Assessing solution quality in risk-averse stochastic programs
by E. Ruben van Beesten & Nick W. Koning & David P. Morton
- 2408.15675 Quantifying the degree of risk aversion of spectral risk measures
by E. Ruben van Beesten
- 2408.15454 BayesSRW: Bayesian Sampling and Re-weighting approach for variance reduction
by Carol Liu
- 2408.15452 The effects of data preprocessing on probability of default model fairness
by Di Wu
- 2408.15438 Regional emission dynamics across phases of the EU ETS
by Marco Due~nas & Antoine Mandel
- 2408.15416 Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates
by Nicole Hao & Echo Li & Diep Luong-Le
- 2408.15404 Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
by Robert Taylor
- 2408.15196 Monetizing digital content with network effects: A mechanism-design approach
by Vincent Meisner & Pascal Pillath
- 2408.15033 Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
by Yuyu Chen & Seva Shneer
- 2408.14949 The Asymptotic Cost of Complexity
by Martin W Cripps
- 2408.14872 Time is Knowledge: What Response Times Reveal
by Jean-Michel Benkert & Shuo Liu & Nick Netzer
- 2408.14671 Double/Debiased CoCoLASSO of Treatment Effects with Mismeasured High-Dimensional Control Variables
by Geonwoo Kim & Suyong Song
- 2408.14476 A new approach to the theory of optimal income tax
by Vassili N. Kolokoltsov & Egor M. Dranov & Denis E. Piskun
- 2408.14359 The Climate Cost of Climate Investment: A Two-Period Perspective
by Shaunak Kulkarni & Rohan Ajay Dubey
- 2408.14263 A topological proof of Terao's generalized Arrow's Impossibility Theorem
by Takuma Okura
- 2408.14243 Insuring Long-Term Care in Developing Countries: The Interaction between Formal and Informal Insurance
by Jiayi Wen & Xiaoqing Yu
- 2408.14214 Modeling the Dynamics of Growth in Master-Planned Communities
by Christopher K. Allsup & Irene S. Gabashvili
- 2408.14205 From catch-up to frontier: The utility model as a learning device to escape the middle-income trap
by Su Jung Jee & Kerstin Hotte
- 2408.14151 A novel k-generation propagation model for cyber risk and its application to cyber insurance
by Na Ren & Xin Zhang
- 2408.13971 Endogenous Treatment Models with Social Interactions: An Application to the Impact of Exercise on Self-Esteem
by Zhongjian Lin & Francis Vella
- 2408.13949 Inference on Consensus Ranking of Distributions
by David M. Kaplan
- 2408.13895 ESG Rating Disagreement and Corporate Total Factor Productivity:Inference and Prediction
by Zhanli Li & Zichao Yang
- 2408.13822 Informativeness and Trust in Bayesian Persuasion
by Reema Deori & Ankur A. Kulkarni
- 2408.13706 Import competition and domestic vertical integration: Theory and Evidence from Chinese firms
by Xin Du & Xiaoxia Shi
- 2408.13630 DeepVoting: Learning Voting Rules with Tailored Embeddings
by Leonardo Matone & Ben Abramowitz & Nicholas Mattei & Avinash Balakrishnan
- 2408.13588 Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model
by Rangika Peiris & Minh-Ngoc Tran & Chao Wang & Richard Gerlach
- 2408.13580 Semi-Separable Mechanisms in Multi-Item Robust Screening
by Shixin Wang
- 2408.13437 Cross-sectional Dependence in Idiosyncratic Volatility
by Ilze Kalnina & Kokouvi Tewou
- 2408.13300 The Future of Work: Inequality, Artificial Intelligence, and What Can Be Done About It. A Literature Review
by Caleb Peppiatt
- 2408.13266 Impact of Climate transition on Credit portfolio's loss with stochastic collateral
by Lionel Sopgoui
- 2408.13214 EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods
by Hongcheng Ding & Xuanze Zhao & Zixiao Jiang & Shamsul Nahar Abdullah & Deshinta Arrova Dewi
- 2408.13200 Understanding the Effect of Market Risks on New Pension System and Government Responsibility
by Sourish Das & Bikramaditya Datta & Shiv Ratan Tiwari
- 2408.13048 Asset pricing under model uncertainty with finite time and states
by Shuzhen Yang & Wenqing Zhang
- 2408.13047 Difference-in-differences with as few as two cross-sectional units -- A new perspective to the democracy-growth debate
by Gilles Koumou & Emmanuel Selorm Tsyawo
- 2408.12991 Controllable Financial Market Generation with Diffusion Guided Meta Agent
by Yu-Hao Huang & Chang Xu & Yang Liu & Weiqing Liu & Wu-Jun Li & Jiang Bian
- 2408.12915 Education Opportunities for Rural Areas: Evidence from China's Higher Education Expansion
by Ande Shen & Jiwei Zhou
- 2408.12863 Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching
by Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li
- 2408.12839 Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
by Tobias Wand & Oliver Kamps & Hiroshi Iyetomi
- 2408.12577 Integrating an agent-based behavioral model in microtransit forecasting and revenue management
by Xiyuan Ren & Joseph Y. J. Chow & Venktesh Pandey & Linfei Yuan
- 2408.12553 Dynamic Pricing for Real Estate
by Lev Razumovskiy & Mariya Gerasimova & Nikolay Karenin
- 2408.12446 EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning
by Parvin Malekzadeh & Zissis Poulos & Jacky Chen & Zeyu Wang & Konstantinos N. Plataniotis
- 2408.12338 Making intellectual property rights work for climate technology transfer and innovation in developing countries
by Su Jung Jee & Kerstin Hotte & Caoimhe Ring & Robert Burrell
- 2408.12286 Momentum Informed Inflation-at-Risk
by Tibor Szendrei & Arnab Bhattacharjee
- 2408.12225 Fair Combinatorial Auction for Blockchain Trade Intents: Being Fair without Knowing What is Fair
by Andrea Canidio & Felix Henneke
- 2408.12210 Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
by Cameron Cornell & Lewis Mitchell & Matthew Roughan
- 2408.12115 Cross-border Commodity Pricing Strategy Optimization via Mixed Neural Network for Time Series Analysis
by Lijuan Wang & Yijia Hu & Yan Zhou
- 2408.12038 Empirical Equilibria in Agent-based Economic systems with Learning agents
by Kshama Dwarakanath & Svitlana Vyetrenko & Tucker Balch
- 2408.12014 An Econometric Analysis of Large Flexible Cryptocurrency-mining Consumers in Electricity Markets
by Subir Majumder & Ignacio Aravena & Le Xie
- 2408.12001 Rank-Guaranteed Auctions
by Wei He & Jiangtao Li & Weijie Zhong
- 2408.11970 Rooftop and Community Solar Adoption with Income Heterogeneity
by Swapnil Rayal & Apurva Jain & Matthew Lorig
- 2408.11967 Valuing an Engagement Surface using a Large Scale Dynamic Causal Model
by Abhimanyu Mukerji & Sushant More & Ashwin Viswanathan Kannan & Lakshmi Ravi & Hua Chen & Naman Kohli & Chris Khawand & Dinesh Mandalapu
- 2408.11951 SPORTSCausal: Spill-Over Time Series Causal Inference
by Carol Liu
- 2408.11878 Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications
by Qianqian Xie & Dong Li & Mengxi Xiao & Zihao Jiang & Ruoyu Xiang & Xiao Zhang & Zhengyu Chen & Yueru He & Weiguang Han & Yuzhe Yang & Shunian Chen & Yifei Zhang & Lihang Shen & Daniel Kim & Zhiwei Liu & Zheheng Luo & Yangyang Yu & Yupeng Cao & Zhiyang Deng & Zhiyuan Yao & Haohang Li & Duanyu Feng & Yongfu Dai & VijayaSai Somasundaram & Peng Lu & Yilun Zhao & Yitao Long & Guojun Xiong & Kaleb Smith & Honghai Yu & Yanzhao Lai & Min Peng & Jianyun Nie & Jordan W. Suchow & Xiao-Yang Liu & Benyou Wang & Alejandro Lopez-Lira & Jimin Huang & Sophia Ananiadou
- 2408.11859 Gradient Reduction Convolutional Neural Network Policy for Financial Deep Reinforcement Learning
by Sina Montazeri & Haseebullah Jumakhan & Sonia Abrasiabian & Amir Mirzaeinia
- 2408.11773 Deviations from the Nash equilibrium and emergence of tacit collusion in a two-player optimal execution game with reinforcement learning
by Fabrizio Lillo & Andrea Macr`i
- 2408.11759 Dynamical analysis of financial stocks network: improving forecasting using network properties
by Ixandra Achitouv
- 2408.11740 Less is more: AI Decision-Making using Dynamic Deep Neural Networks for Short-Term Stock Index Prediction
by CJ Finnegan & James F. McCann & Salissou Moutari
- 2408.11739 Network-based diversification of stock and cryptocurrency portfolios
by Dimitar Kitanovski & Igor Mishkovski & Viktor Stojkoski & Miroslav Mirchev
- 2408.11676 Actually, There is No Rotational Indeterminacy in the Approximate Factor Model
by Philipp Gersing
- 2408.11621 Robust Bayes Treatment Choice with Partial Identification
by Andr'es Aradillas Fern'andez & Jos'e Luis Montiel Olea & Chen Qiu & Jorg Stoye & Serdil Tinda
- 2408.11600 A Novel {\delta}-SBM-OPA Approach for Policy-Driven Analysis of Carbon Emission Efficiency under Uncertainty in the Chinese Industrial Sector
by Shutian Cui & Renlong Wang
- 2408.11519 Towards an Inclusive Approach to Corporate Social Responsibility (CSR) in Morocco: CGEM's Commitment
by Gnaoui Imane & Moutahaddib Aziz
- 2408.11504 Von Neumann's minimax theorem through Fourier-Motzkin elimination
by Mark Voorneveld
- 2408.11445 Verifying Approximate Equilibrium in Auctions
by Fabian R. Pieroth & Tuomas Sandholm
- 2408.11362 A Theory of Recommendations
by Jean-Michel Benkert & Armin Schmutzler
- 2408.11257 A case study on different one-factor Cheyette models for short maturity caplet calibration
by Arun Kumar Polala & Bernhard Hientzsch
- 2408.11255 MEV Capture and Decentralization in Execution Tickets
by Jonah Burian & Davide Crapis & Fahad Saleh
- 2408.11224 Optimal Guarantees for Online Selection Over Time
by Sebastian Perez-Salazar & Victor Verdugo
- 2408.11199 Institutions of public judgment established by social contract and taxation
by Taylor A. Kessinger & Joshua B. Plotkin
- 2408.11193 Inference with Many Weak Instruments and Heterogeneity
by Luther Yap
- 2408.11146 Swim till You Sink: Computing the Limit of a Game
by Rashida Hakim & Jason Milionis & Christos Papadimitriou & Georgios Piliouras
- 2408.10825 Conditional nonparametric variable screening by neural factor regression
by Jianqing Fan & Weining Wang & Yue Zhao
- 2408.10785 Hedging in Jump Diffusion Model with Transaction Costs
by Hamidreza Maleki Almani & Foad Shokrollahi & Tommi Sottinen
- 2408.10686 Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters
by Wenjie Wang & Yichong Zhang
- 2408.10509 Continuous difference-in-differences with double/debiased machine learning
by Lucas Zhang
- 2408.10391 Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy
by Kshama Dwarakanath & Jialin Dong & Svitlana Vyetrenko
- 2408.10368 Deep-MacroFin: Informed Equilibrium Neural Network for Continuous Time Economic Models
by Yuntao Wu & Jiayuan Guo & Goutham Gopalakrishna & Zisis Poulos
- 2408.10359 How Small is Big Enough? Open Labeled Datasets and the Development of Deep Learning
by Daniel Souza & Aldo Geuna & Jeff Rodr'iguez
- 2408.10340 Can an unsupervised clustering algorithm reproduce a categorization system?
by Nathalia Castellanos & Dhruv Desai & Sebastian Frank & Stefano Pasquali & Dhagash Mehta
- 2408.10279 A new measure of risk using Fourier analysis
by Michael Grabinski & Galiya Klinkova
- 2408.10255 Large Investment Model
by Jian Guo & Heung-Yeung Shum
- 2408.10184 Participatory Mapping of Local Green Hydrogen Cost-Potentials in Sub-Saharan Africa
by C. Winkler & H. Heinrichs & S. Ishmam & B. Bayat & A. Lahnaoui & S. Agbo & E. U. Pe~na Sanchez & D. Franzmann & N. Oijeabou & C. Koerner & Y. Michael & B. Oloruntoba & C. Montzka & H. Vereecken & H. Hendricks Franssen & J. Brendt & S. Brauner & W. Kuckshinrichs & S. Venghaus & D. Kone & B. Korgo & K. Ogunjobi & J. Olwoch & V. Chiteculo & Z. Getenga & J. Lin{ss}en & D. Stolten
- 2408.10077 No Screening is More Efficient with Multiple Objects
by Shunya Noda & Genta Okada
- 2408.10066 Near-Optimal Mechanisms for Resource Allocation Without Monetary Transfers
by Moise Blanchard & Patrick Jaillet
- 2408.10016 High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
by Sid Bhatia & Sidharth Peri & Sam Friedman & Michelle Malen
- 2408.09960 Causality-Inspired Models for Financial Time Series Forecasting
by Daniel Cunha Oliveira & Yutong Lu & Xi Lin & Mihai Cucuringu & Andre Fujita
- 2408.09799 Optimal insurance design with Lambda-Value-at-Risk
by Tim J. Boonen & Yuyu Chen & Xia Han & Qiuqi Wang
- 2408.09778 Games with Planned Actions and Scouting
by Wolfgang Kuhle
- 2408.09760 Regional and spatial dependence of poverty factors in Thailand, and its use into Bayesian hierarchical regression analysis
by Irving G'omez-M'endez & Chainarong Amornbunchornvej
- 2408.09742 Paired Completion: Flexible Quantification of Issue-framing at Scale with LLMs
by Simon D Angus & Lachlan O'Neill
- 2408.09669 Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
by Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou
- 2408.09642 Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach
by Aleksandar Arandjelovi'c & Pavel V. Shevchenko & Tomoko Matsui & Daisuke Murakami & Tor A. Myrvoll
- 2408.09618 kendallknight: An R Package for Efficient Implementation of Kendall's Correlation Coefficient Computation
by Mauricio Vargas Sep'ulveda
- 2408.09607 Experimental Design For Causal Inference Through An Optimization Lens
by Jinglong Zhao
- 2408.09598 Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameters
by Abhinandan Dalal & Patrick Blobaum & Shiva Kasiviswanathan & Aaditya Ramdas
- 2408.09560 Deep Learning for the Estimation of Heterogeneous Parameters in Discrete Choice Models
by Stephan Hetzenecker & Maximilian Osterhaus
- 2408.09505 Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players
by Yufan Chen & Lan Wu & Renyuan Xu & Ruixun Zhang
- 2408.09473 Undominated monopoly regulation
by Debasis Mishra & Sanket Patil
- 2408.09420 Enhancing Startup Success Predictions in Venture Capital: A GraphRAG Augmented Multivariate Time Series Method
by Zitian Gao & Yihao Xiao
- 2408.09349 Optimal stopping and divestment timing under scenario ambiguity and learning
by Andrea Mazzon & Peter Tankov
- 2408.09335 Exploratory Optimal Stopping: A Singular Control Formulation
by Jodi Dianetti & Giorgio Ferrari & Renyuan Xu
- 2408.09294 How to Make an Action Better
by Marilyn Pease & Mark Whitmeyer
- 2408.09271 Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis
by Cong Wang
- 2408.09267 Using Fermat-Torricelli points in assessing investment risks
by Sergey Yekimov
- 2408.09242 Learning to Optimally Stop Diffusion Processes, with Financial Applications
by Min Dai & Yu Sun & Zuo Quan Xu & Xun Yu Zhou
- 2408.09187 Externally Valid Selection of Experimental Sites via the k-Median Problem
by Jos'e Luis Montiel Olea & Brenda Prallon & Chen Qiu & Jorg Stoye & Yiwei Sun
- 2408.09185 Method of Moments Estimation for Affine Stochastic Volatility Models
by Yan-Feng Wu & Xiangyu Yang & Jian-Qiang Hu
- 2408.08923 Working Paper: Conflicts and the New Scramble for African Resources -- A Shift-Share Approach
by Raphael Boulat
- 2408.08908 Panel Data Unit Root testing: Overview
by Anton Skrobotov
- 2408.08874 Hydrogen Development in China and the EU: A Recommended Tian Ji's Horse Racing Strategy
by Hong Xu
- 2408.08866 High-Frequency Options Trading | With Portfolio Optimization
by Sid Bhatia
- 2408.08861 The computational power of a human society: a new model of social evolution
by David H. Wolpert & Kyle Harper
- 2408.08811 Artificial Intelligence and Strategic Decision-Making: Evidence from Entrepreneurs and Investors
by Felipe A. Csaszar & Harsh Ketkar & Hyunjin Kim
- 2408.08690 Explore-then-Commit Algorithms for Decentralized Two-Sided Matching Markets
by Tejas Pagare & Avishek Ghosh
- 2408.08678 Infinite-mean models in risk management: Discussions and recent advances
by Yuyu Chen & Ruodu Wang
- 2408.08595 A robust stochastic control problem with applications to monotone mean-variance problems
by Yuyang Chen & Tianjiao Hua & Peng Luo
- 2408.08580 Revisiting the Many Instruments Problem using Random Matrix Theory
by Helmut Farbmacher & Rebecca Groh & Michael Muhlegger & Gabriel Vollert
- 2408.08511 Systemic values-at-risk and their sample-average approximations
by Wissam AlAli & c{C}au{g}{i}n Ararat
- 2408.08483 Enhancement of price trend trading strategies via image-induced importance weights
by Zhoufan Zhu & Ke Zhu
- 2408.07969 The mean-variance portfolio selection based on the average and current profitability of the risky asset
by Yu Li & Yuhan Wu & Shuhua Zhang
- 2408.07923 When and Why is Persuasion Hard? A Computational Complexity Result
by Zachary Wojtowicz
- 2408.07879 On Accelerating Large-Scale Robust Portfolio Optimization
by Chung-Han Hsieh & Jie-Ling Lu
- 2408.07865 Capturing the Complexity of Human Strategic Decision-Making with Machine Learning
by Jian-Qiao Zhu & Joshua C. Peterson & Benjamin Enke & Thomas L. Griffiths
- 2408.07842 Quantile and Distribution Treatment Effects on the Treated with Possibly Non-Continuous Outcomes
by Nelly K. Djuazon & Emmanuel Selorm Tsyawo
- 2408.07710 Uniqueness Bias: Why It Matters, How to Curb It
by Bent Flyvbjerg & Alexander Budzier & M. D. Christodoulou & M. Zottoli
- 2408.07678 Your MMM is Broken: Identification of Nonlinear and Time-varying Effects in Marketing Mix Models
by Ryan Dew & Nicolas Padilla & Anya Shchetkina
- 2408.07653 Stylized facts in Web3
by Wei-Ru Chen & A. Christian Silva & Shen-Ning Tung
- 2408.07602 The Dial-a-Ride Problem with Limited Pickups per Trip
by Boshuai Zhao & Kai Wang & Wenchao Wei & Roel Leus
- 2408.07497 Predicting the distributions of stock returns around the globe in the era of big data and learning
by Jozef Barunik & Martin Hronec & Ondrej Tobek
- 2408.07432 Portfolio and reinsurance optimization under unknown market price of risk
by Claudia Ceci & Katia Colaneri
- 2408.07405 Modeling of Measurement Error in Financial Returns Data
by Ajay Jasra & Mohamed Maama & Aleksandar Mijatovi'c
- 2408.07361 Managing cascading disruptions through optimal liability assignment
by Jens Gudmundsson & Jens Leth Hougaard & Jay Sethuraman
- 2408.07271 The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement
by Ravi Kashyap
- 2408.07227 Stablecoin Runs and Disclosure Policy in the Presence of Large Sales
by Brian Zhu
- 2408.07185 A Sparse Grid Approach for the Nonparametric Estimation of High-Dimensional Random Coefficient Models
by Maximilian Osterhaus
- 2408.06977 Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference
by Alexander Mayer & Dominik Wied
- 2408.06679 Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factuals
by Gregory Yampolsky & Dhruv Desai & Mingshu Li & Stefano Pasquali & Dhagash Mehta
- 2408.06661 The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency
by Junshu Jiang & Jordan Richards & Raphael Huser & David Bolin
- 2408.06634 Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach
by Haowei Ni & Shuchen Meng & Xupeng Chen & Ziqing Zhao & Andi Chen & Panfeng Li & Shiyao Zhang & Qifu Yin & Yuanqing Wang & Yuxi Chan
- 2408.06624 Estimation and Inference of Average Treatment Effect in Percentage Points under Heterogeneity
by Ying Zeng
- 2408.06547 Identifying Restrictions on the Random Utility Model
by Peter P. Caradonna & Christopher Turansick
- 2408.06531 Adaptive Multilevel Stochastic Approximation of the Value-at-Risk
by St'ephane Cr'epey & Noufel Frikha & Azar Louzi & Jonathan Spence
- 2408.06519 An unbounded intensity model for point processes
by Kim Christensen & Alexei Kolokolov
- 2408.06497 Inefficiencies of Carbon Trading Markets
by Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu
- 2408.06433 Endogenous Crashes as Phase Transitions
by Revant Nayar & Minhajul Islam
- 2408.06361 Large Language Model Agent in Financial Trading: A Survey
by Han Ding & Yinheng Li & Junhao Wang & Hang Chen
- 2408.06168 Reinsurance with neural networks
by Aleksandar Arandjelovi'c & Julia Eisenberg
- 2408.06103 Method-of-Moments Inference for GLMs and Doubly Robust Functionals under Proportional Asymptotics
by Xingyu Chen & Lin Liu & Rajarshi Mukherjee
- 2408.06086 A Generalised $\lambda$-Core Concept for Normal Form Games
by Subhadip Chakrabarti & Robert P Gilles & Lina Mallozzi
- 2408.06048 Hungry Professors? Decision Biases Are Less Widespread than Previously Thought
by Katja Bergonzoli & Laurent Bieri & Dominic Rohner & Christian Zehnder
- 2408.05856 Has the Recession Started?
by Pascal Michaillat & Emmanuel Saez
- 2408.05851 Maximal Social Welfare Relations on Infinite Populations Satisfying Permutation Invariance
by Jeremy Goodman & Harvey Lederman
- 2408.05847 Correcting invalid regression discontinuity designs with multiple time period data
by Dor Leventer & Daniel Nevo
- 2408.05701 Why Groups Matter: Necessity of Group Structures in Attributions
by Dangxing Chen & Jingfeng Chen & Weicheng Ye
- 2408.05690 Strong denoising of financial time-series
by Matthias J. Feiler
- 2408.05688 Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate
by Mikhail Mamonov & Christopher Parmeter & Artem Prokhorov
- 2408.05672 Stochastic Calculus for Option Pricing with Convex Duality, Logistic Model, and Numerical Examination
by Zheng Cao
- 2408.05665 Change-Point Detection in Time Series Using Mixed Integer Programming
by Artem Prokhorov & Peter Radchenko & Alexander Semenov & Anton Skrobotov
- 2408.05659 A GCN-LSTM Approach for ES-mini and VX Futures Forecasting
by Nikolas Michael & Mihai Cucuringu & Sam Howison
- 2408.05653 Measuring and Controlling Fishing Capacity for Chinese Inshore Fleets
by Yi Zheng
- 2408.05652 Evaluation to Chinese marine economy in the coastal areas
by Yi Zheng
- 2408.05648 Evaluation methods and empirical research on coastal environmental performance for Chinese harbor cities
by Yi Zheng
- 2408.05632 Dynamic choices, temporal invariance and variational discounting
by Bach Dong-Xuan & Philippe Bich
- 2408.05620 A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
by Lorenc Kapllani & Long Teng
- 2408.05410 Effects of Vote Delegation in Blockchains: Who Wins?
by Hans Gersbach & Manvir Schneider & Parnian Shahkar
- 2408.05382 Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
by Ali Habibnia & Mahdi Soltanzadeh
- 2408.05342 ARMA-Design: Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Time Series Experiments
by Ke Sun & Linglong Kong & Hongtu Zhu & Chengchun Shi
- 2408.05328 From Text to Insight: Leveraging Large Language Models for Performance Evaluation in Management
by Ning Li & Huaikang Zhou & Mingze Xu
- 2408.05223 Economic Struggles and Inflation: How Does that affect voting decision?
by Muhammad Hassan Bin Afzal
- 2408.05209 What are the real implications for $CO_2$ as generation from renewables increases?
by Dhruv Suri & Jacques de Chalendar & Ines Azevedo
- 2408.05194 The Economic Analysis of the Common Pool Method through the HARA Utility Functions
by Mu Lin & Di Zhang & Ben Chen & Hang Zheng
- 2408.05059 Democratic Favor Channel
by Ziho Park
- 2408.05047 Recurrent Stochastic Fluctuations with Financial Speculation
by Tomohiro Hirano
- 2408.04948 HybridRAG: Integrating Knowledge Graphs and Vector Retrieval Augmented Generation for Efficient Information Extraction
by Bhaskarjit Sarmah & Benika Hall & Rohan Rao & Sunil Patel & Stefano Pasquali & Dhagash Mehta
- 2408.04911 A Geometric Nash Approach in Tuning the Learning Rate in Q-Learning Algorithm
by Kwadwo Osei Bonsu
- 2408.04814 Protected Income and Inequality Aversion
by Marc Fleurbaey & Eduardo Zambrano
- 2408.04781 Relationships between six cultural scales and ten ageism dimensions: Correlation analysis using data from 31 countries
by Keisuke Kokubun
- 2408.04758 Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
by T. Choulli & S. Alsheyab
- 2408.04730 Vela: A Data-Driven Proposal for Joint Collaboration in Space Exploration
by Holly M. Dinkel & Jason K. Cornelius
- 2408.04717 Redefining Accountability: Navigating Legal Challenges of Participant Liability in Decentralized Autonomous Organizations
by Aneta Napieralska & Przemys{l}aw Kk{e}pczy'nski
- 2408.04644 Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
by Victor Olkhov
- 2408.04617 Difference-in-Differences for Health Policy and Practice: A Review of Modern Methods
by Shuo Feng & Ishani Ganguli & Youjin Lee & John Poe & Andrew Ryan & Alyssa Bilinski
- 2408.04573 Revealed Invariant Preference
by Peter Caradonna & Christopher P. Chambers
- 2408.04552 Semiparametric Estimation of Individual Coefficients in a Dyadic Link Formation Model Lacking Observable Characteristics
by L. Sanna Stephan
Printed from https://ideas.repec.org/s/arx/papers9.html
