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Content
2018
- 1810.06973 Opinion Dynamics via Search Engines (and other Algorithmic Gatekeepers)
by Fabrizio Germano & Francesco Sobbrio
- 1810.06698 Aggressive Economic Incentives and Physical Activity: The Role of Choice and Technology Decision Aids
by Idris Adjerid & Rachael Purta & Aaron Striegel & George Loewenstein
- 1810.06696 Predicting digital asset market based on blockchain activity data
by Zvezdin Besarabov & Todor Kolev
- 1810.06366 Replica Analysis for Maximization of Net Present Value
by Takashi Shinzato
- 1810.06335 On the sensitivity analysis of energy quanto options
by Rodwell Kufakunesu & Farai Mhlanga
- 1810.06101 Mean-Field Games with Differing Beliefs for Algorithmic Trading
by Philippe Casgrain & Sebastian Jaimungal
- 1810.05884 Mid-price estimation for European corporate bonds: a particle filtering approach
by Olivier Gu'eant & Jiang Pu
- 1810.05855 Using generalized estimating equations to estimate nonlinear models with spatial data
by Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge
- 1810.05689 The Broad Consequences of Narrow Banking
by Matheus R Grasselli & Alexander Lipton
- 1810.05287 Stochastic Revealed Preferences with Measurement Error
by Victor H. Aguiar & Nail Kashaev
- 1810.05094 Unbiased deep solvers for linear parametric PDEs
by Marc Sabate Vidales & David Siska & Lukasz Szpruch
- 1810.04978 Time consistency for scalar multivariate risk measures
by Zachary Feinstein & Birgit Rudloff
- 1810.04868 Lifting the Heston model
by Eduardo Abi Jaber
- 1810.04819 Deriving the factor endowment--commodity output relationship for Thailand (1920-1927) using a three-factor two-good general equilibrium trade model
by Yoshiaki Nakada
- 1810.04778 Offline Multi-Action Policy Learning: Generalization and Optimization
by Zhengyuan Zhou & Susan Athey & Stefan Wager
- 1810.04759 Integrating electricity markets: Impacts of increasing trade on prices and emissions in the western United States
by Steven Dahlke
- 1810.04725 Inference for Volatility Functionals of Multivariate It\^o Semimartingales Observed with Jump and Noise
by Richard Y. Chen
- 1810.04697 Prices, Profits, Proxies, and Production
by Victor H. Aguiar & Nail Kashaev & Roy Allen
- 1810.04624 Symmetry, Entropy, Diversity and (why not?) Quantum Statistics in Society
by J. Rosenblatt
- 1810.04623 Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
by Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela
- 1810.04383 Closed-form approximations in multi-asset market making
by Philippe Bergault & David Evangelista & Olivier Gu'eant & Douglas Vieira
- 1810.04370 Complex Valued Risk Diversification
by Yusuke Uchiyama & Takanori Kadoya & Kei Nakagawa
- 1810.04087 University rankings from the revealed preferences of the applicants
by L'aszl'o Csat'o & Csaba T'oth
- 1810.03715 The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation
by Arturas Juodis & Simon Reese
- 1810.03605 Critical review of models, containing cultural levels beyond the organizational one
by Kiril Dimitrov
- 1810.03546 Classifying Financial Markets up to Isomorphism
by John Armstrong
- 1810.03501 Dividend Policy and Capital Structure of a Defaultable Firm
by Alex S. L. Tse
- 1810.03494 k-price auctions and Combination auctions
by Martin Mihelich & Yan Shu
- 1810.03466 Wide and Deep Learning for Peer-to-Peer Lending
by Kaveh Bastani & Elham Asgari & Hamed Namavari
- 1810.03399 Deep calibration of rough stochastic volatility models
by Christian Bayer & Benjamin Stemper
- 1810.03348 Evaluating regulatory reform of network industries: a survey of empirical models based on categorical proxies
by Andrea Bastianin & Paolo Castelnovo & Massimo Florio
- 1810.03180 Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments
by JoonHwan Cho & Thomas M. Russell
- 1810.03140 On LASSO for Predictive Regression
by Ji Hyung Lee & Zhentao Shi & Zhan Gao
- 1810.02952 Social capital at venture capital firms and their financial performance: Evidence from China
by Qi-lin Cao & Hua-yun Xiang & You-jia Mao & Ben-zhang Yang
- 1810.02888 The Model Selection Curse
by Kfir Eliaz & Ran Spiegler
- 1810.02815 A General Sensitivity Analysis Approach for Demand Response Optimizations
by Ding Xiang & Ermin Wei
- 1810.02622 Contemporary facets of business successes among leading companies, operating in Bulgaria
by Kiril Dimitrov
- 1810.02621 Geert Hofstede et al's set of national cultural dimensions - popularity and criticisms
by Kiril Dimitrov
- 1810.02617 Dominating Attributes Of Professed Firm Culture Of Holding Companies - Members Of The Bulgarian Industrial Capital Association
by Kiril Dimitrov & Marin Geshkov
- 1810.02615 Talent management - an etymological study
by Kiril Dimitrov
- 1810.02613 Exploring the nuances in the relationship "culture-strategy" for the business world
by Kiril Dimitrov
- 1810.02529 Fast Super-Paramagnetic Clustering
by Lionel Yelibi & Tim Gebbie
- 1810.02485 Exact Replication of the Best Rebalancing Rule in Hindsight
by Alex Garivaltis
- 1810.02454 Completeness and Transitivity of Preferences on Mixture Sets
by Tsogbadral Galaabaatar & M. Ali Khan & Metin Uyan{i}k
- 1810.02447 Multilinear Superhedging of Lookback Options
by Alex Garivaltis
- 1810.02444 Super-Replication of the Best Pairs Trade in Hindsight
by Alex Garivaltis
- 1810.02390 On the First Hitting Time Density of an Ornstein-Uhlenbeck Process
by Alexander Lipton & Vadim Kaushansky
- 1810.02125 A Machine Learning-based Recommendation System for Swaptions Strategies
by Adriano Soares Koshiyama & Nick Firoozye & Philip Treleaven
- 1810.02109 District heating systems under high CO2 emission prices: the role of the pass-through from emission cost to electricity prices
by Sebastian Wehrle & Johannes Schmidt
- 1810.02071 Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options
by Jeechul Woo & Chenru Liu & Jaehyuk Choi
- 1810.02004 Topological Connectedness and Behavioral Assumptions on Preferences: A Two-Way Relationship
by M. Ali Khan & Metin Uyan{i}k
- 1810.01971 Disability for HIV and Disincentives for Health: The Impact of South Africa's Disability Grant on HIV/AIDS Recovery
by Noah Haber & Till Barnighausen & Jacob Bor & Jessica Cohen & Frank Tanser & Deenan Pillay & Gunther Fink
- 1810.01736 Auction Theory Adaptations for Real Life Applications
by Ravi Kashyap
- 1810.01654 Granger causality on horizontal sum of Boolean algebras
by M. Bohdalov'a & M. Kalina & O. N'an'asiov'a
- 1810.01576 Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights
by Tymon S{l}oczy'nski
- 1810.01372 Pricing of debt and equity in a financial network with comonotonic endowments
by Tathagata Banerjee & Zachary Feinstein
- 1810.01370 Covariate Distribution Balance via Propensity Scores
by Pedro H. C. Sant'Anna & Xiaojun Song & Qi Xu
- 1810.01310 The logic of uncertainty as a logic of experience and chance and the co~event-based Bayes' theorem
by Oleg Yu Vorobyev
- 1810.01278 Deep Factor Model
by Kei Nakagawa & Takumi Uchida & Tomohisa Aoshima
- 1810.01165 Semi-supervised Text Regression with Conditional Generative Adversarial Networks
by Tao Li & Xudong Liu & Shihan Su
- 1810.01116 Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution
by Jaehyuk Choi & Yeda Du & Qingshuo Song
- 1810.00985 Selectivity correction in discrete-continuous models for the willingness to work as crowd-shippers and travel time tolerance
by Tho V. Le & Satish V. Ukkusuri
- 1810.00516 A New Form of Banking -- Concept and Mathematical Model of Venture Banking
by Brian P Hanley
- 1810.00411 Nonparametric Regression with Selectively Missing Covariates
by Christoph Breunig & Peter Haan
- 1810.00283 Proxy Controls and Panel Data
by Ben Deaner
- 1810.00155 Influence of introducing high speed railways on intercity travel behavior in Vietnam
by Tho V. Le & Junyi Zhang & Makoto Chikaraishi & Akimasa Fujiwara
- 1809.11052 Empirical Survival Jensen-Shannon Divergence as a Goodness-of-Fit Measure for Maximum Likelihood Estimation and Curve Fitting
by Mark Levene & Aleksejus Kononovicius
- 1809.11010 Exact Solutions for Optimal Investment Strategies and Indifference Prices under Non-Differentiable Preferences
by Marcellino Gaudenzi & Michel Vellekoop
- 1809.10955 Change of Measure in the Heston Model given a violated Feller Condition
by Sascha Desmettre
- 1809.10781 Methods and Concepts in Economic Complexity
by Andres Gomez-Lievano
- 1809.10716 Portfolio Optimization in Fractional and Rough Heston Models
by Nicole Bauerle & Sascha Desmettre
- 1809.10566 Some Nontrivial Properties of a Formula for Compound Interest
by Isaac M. Sonin & Mark Whitmeyer
- 1809.10554 An Adaptive Tabu Search Algorithm for Market Clearing Problem in Turkish Day-Ahead Market
by Nermin Elif Kurt & H. Bahadir Sahin & Kurc{s}ad Derinkuyu
- 1809.10256 On Carr and Lee's correlation immunization strategy
by Jimin Lin & Matthew Lorig
- 1809.10193 Monotone Sharpe ratios and related measures of investment performance
by Mikhail Zhitlukhin
- 1809.10123 Trading Strategies Generated Pathwise by Functions of Market Weights
by Ioannis Karatzas & Donghan Kim
- 1809.10015 Risk sharing for capital requirements with multidimensional security markets
by Felix-Benedikt Liebrich & Gregor Svindland
- 1809.09953 Deep Neural Networks for Estimation and Inference
by Max H. Farrell & Tengyuan Liang & Sanjog Misra
- 1809.09928 Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations
by Yuta Yamauchi & Yasuhiro Omori
- 1809.09889 Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations
by Marius Pfeuffer & Goncalo dos Reis & Greig smith
- 1809.09734 Extended opportunity cost model to find near equilibrium electricity prices under non-convexities
by Hassan Shavandi & Mehrdad Pirnia & J. David Fuller
- 1809.09724 A big data based method for pass rates optimization in mathematics university lower division courses
by Fernando A Morales & Cristian C Chica & Carlos A Osorio & Daniel Cabarcas J
- 1809.09601 A model of adaptive, market behavior generating positive returns, volatility and system risk
by Misha Perepelitsa
- 1809.09588 No Arbitrage in Continuous Financial Markets
by David Criens
- 1809.09527 Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection
by Arun Advani & Toru Kitagawa & Tymon S{l}oczy'nski
- 1809.09466 Derivatives pricing using signature payoffs
by Imanol Perez Arribas
- 1809.09441 Temporal Relational Ranking for Stock Prediction
by Fuli Feng & Xiangnan He & Xiang Wang & Cheng Luo & Yiqun Liu & Tat-Seng Chua
- 1809.09273 Asynchronous stochastic price pump
by Misha Perepelitsa & Ilya Timofeyev
- 1809.09268 Robustness in the Optimization of Risk Measures
by Paul Embrechts & Alexander Schied & Ruodu Wang
- 1809.09243 Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time
by Yu-Jui Huang & Zhou Zhou
- 1809.09069 An extension of Heston's SV model to Stochastic Interest Rates
by Javier de Frutos & Victor Gaton
- 1809.08960 On a gap between rational annuitization price for producer and price for customer
by Nikolai Dokuchaev
- 1809.08889 An Automated Approach Towards Sparse Single-Equation Cointegration Modelling
by Stephan Smeekes & Etienne Wijler
- 1809.08718 Central Bank Communication and the Yield Curve: A Semi-Automatic Approach using Non-Negative Matrix Factorization
by Ancil Crayton
- 1809.08681 Financial accumulation implies ever-increasing wealth inequality
by Yuri Biondi & Stefano Olla
- 1809.08635 Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution
by Alan L. Lewis
- 1809.08500 Eliciting the Endowment Effect under Assigned Ownership
by Patrick Barranger & Rohit Nair & Rob Mulla & Shane Conner
- 1809.08416 Tail probabilities for short-term returns on stocks
by Henrik O. Rasmussen & Paul Wilmott
- 1809.08403 Chaos and Order in the Bitcoin Market
by Josselin Garnier & Knut Solna
- 1809.08390 Constructing Financial Sentimental Factors in Chinese Market Using Natural Language Processing
by Junfeng Jiang & Jiahao Li
- 1809.08293 The "power" dimension in a process of exchange
by Alberto Banterle
- 1809.08262 Time-consistent conditional expectation under probability distortion
by Jin Ma & Ting-Kam Leonard Wong & Jianfeng Zhang
- 1809.08200 Eventological H-theorem
by Oleg Yu. Vorobyev
- 1809.08146 A Game of Tax Evasion: evidences from an agent-based model
by L. S. Di Mauro & A. Pluchino & A. E. Biondo
- 1809.08139 Optimal investment and consumption for Ornstein-Uhlenbeck spread financial markets with logarithmic utility
by Sahar Albosaily & Serguei Pergamenshchikov
- 1809.08060 State-dependent Hawkes processes and their application to limit order book modelling
by Maxime Morariu-Patrichi & Mikko S. Pakkanen
- 1809.07856 Inferring short-term volatility indicators from Bitcoin blockchain
by Nino Antulov-Fantulin & Dijana Tolic & Matija Piskorec & Zhang Ce & Irena Vodenska
- 1809.07747 Shapley-like values without symmetry
by Jacob North Clark & Stephen Montgomery-Smith
- 1809.07727 Geometric Local Variance Gamma model
by Peter Carr & Andrey Itkin
- 1809.07545 Insider Trading with Penalties
by Sylvain Carr'e & Pierre Collin-Dufresne & Franck Gabriel
- 1809.07516 On the quasi-sure superhedging duality with frictions
by Erhan Bayraktar & Matteo Burzoni
- 1809.07407 Unfolding the complexity of the global value chain: Strengths and entropy in the single-layer, multiplex, and multi-layer international trade networks
by Luiz G. A. Alves & Giuseppe Mangioni & Francisco A. Rodrigues & Pietro Panzarasa & Yamir Moreno
- 1809.07401 Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing
by Helder Rojas & David Dias
- 1809.07300 Pricing American Options by Exercise Rate Optimization
by Christian Bayer & Ra'ul Tempone & Soren Wolfers
- 1809.07203 Parameter Estimation of Heavy-Tailed AR Model with Missing Data via Stochastic EM
by Junyan Liu & Sandeep Kumar & Daniel P. Palomar
- 1809.07195 Enabling Scientific Crowds: The Theory of Enablers for Crowd-Based Scientific Investigation
by Jorge Faleiro
- 1809.07100 Complex market dynamics in the light of random matrix theory
by Hirdesh K. Pharasi & Kiran Sharma & Anirban Chakraborti & Thomas H. Seligman
- 1809.07040 Analysis of the Risk-Sharing Principal-Agent problem through the Reverse-H{\"o}lder inequality
by Jessica Martin & Anthony R'eveillac
- 1809.06996 Focused econometric estimation for noisy and small datasets: A Bayesian Minimum Expected Loss estimator approach
by Andres Ramirez-Hassan & Manuel Correa-Giraldo
- 1809.06824 Matching in Dynamic Imbalanced Markets
by Itai Ashlagi & Afshin Nikzad & Philipp Strack
- 1809.06770 Selling Information
by Weijie Zhong
- 1809.06766 Sorting and filtering as effective rational choice procedures
by Paulo Oliva & Philipp Zahn
- 1809.06736 On expansions for the Black-Scholes prices and hedge parameters
by Jean-Philippe Aguilar
- 1809.06728 Dynamical variety of shapes in financial multifractality
by Stanis{l}aw Dro.zd.z & Rafa{l} Kowalski & Pawe{l} O'swic{e}cimka & Rafa{l} Rak & Robert Gc{e}barowski
- 1809.06643 A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors
by Mesias Alfeus & Martino Grasselli & Erik Schlogl
- 1809.06592 The distortion principle for insurance pricing: properties, identification and robustness
by Daniela Escobar & Georg Pflug
- 1809.06505 Estimating grouped data models with a binary dependent variable and fixed effects: What are the issues
by Nathaniel Beck
- 1809.06471 A Language for Large-Scale Collaboration in Economics: A Streamlined Computational Representation of Financial Models
by Jorge Faleiro
- 1809.06421 A Flexible Design for Funding Public Goods
by Vitalik Buterin & Zoe Hitzig & E. Glen Weyl
- 1809.06153 Long-time trajectorial large deviations for affine stochastic volatility models and application to variance reduction for option pricing
by Zorana Grbac & David Krief & Peter Tankov
- 1809.06077 Modeling Nelson-Siegel Yield Curve using Bayesian Approach
by Sourish Das
- 1809.06027 BSE: A Minimal Simulation of a Limit-Order-Book Stock Exchange
by Dave Cliff
- 1809.05961 Optimal Dynamic Basis Trading
by Bahman Angoshtari & Tim Leung
- 1809.05947 An incomplete equilibrium with a stochastic annuity
by Kim Weston & Gordan Zitkovic
- 1809.05901 Trends in the Diffusion of Misinformation on Social Media
by Hunt Allcott & Matthew Gentzkow & Chuan Yu
- 1809.05706 Control Variables, Discrete Instruments, and Identification of Structural Functions
by Whitney Newey & Sami Stouli
- 1809.05643 Kernel-based collocation methods for Heath-Jarrow-Morton models with Musiela parametrization
by Yuki Kinoshita & Yumiharu Nakano
- 1809.05503 On the Choice of Instruments in Mixed Frequency Specification Tests
by Yun Liu & Yeonwoo Rho
- 1809.05328 Computing Credit Valuation Adjustment solving coupled PIDEs in the Bates model
by Ludovic Gouden`ege & Andrea Molent & Antonino Zanette
- 1809.05243 Random Fixed Points, Limits and Systemic risk
by Veeraruna Kavitha & Indrajit Saha & Sandeep Juneja
- 1809.05224 Automatic Debiased Machine Learning of Causal and Structural Effects
by Victor Chernozhukov & Whitney K Newey & Rahul Singh
- 1809.05120 Information Acquisition and Time-Risk Preference
by Daniel Chen & Weijie Zhong
- 1809.04951 Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R)
by Philipp Bach & Victor Chernozhukov & Martin Spindler
- 1809.04925 Measuring Systematic Risk with Neural Network Factor Model
by Jeonggyu Huh
- 1809.04853 Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership
by Gregor Zens
- 1809.04775 Superstatistics with cut-off tails for financial time series
by Yusuke Uchiyama & Takanori Kadoya
- 1809.04436 A note on contests with a constrained choice set of effort
by Doron Klunover & John Morgan
- 1809.04401 Mean-Field Leader-Follower Games with Terminal State Constraint
by Guanxing Fu & Ulrich Horst
- 1809.04035 Hyperbolic normal stochastic volatility model
by Jaehyuk Choi & Chenru Liu & Byoung Ki Seo
- 1809.04016 Bootstrap Methods in Econometrics
by Joel L. Horowitz
- 1809.03977 An alternative quality of life ranking on the basis of remittances
by D'ora Gr'eta Petr'oczy
- 1809.03941 Fast calibration of two-factor models for energy option pricing
by Emanuele Fabbiani & Andrea Marziali & Giuseppe De Nicolao
- 1809.03904 Regression Discontinuity Designs Using Covariates
by Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell & Rocio Titiunik
- 1809.03885 Mathematics of Market Microstructure under Asymmetric Information
by Umut c{C}et{i}n
- 1809.03860 Nash Equilibria in the Response Strategy of Correlated Games
by A. D. Correia & H. T. C. Stoof
- 1809.03834 House Price Modeling with Digital Census
by Enwei Zhu & Stanislav Sobolevsky
- 1809.03769 Diversification, Volatility, and Surprising Alpha
by Adrian Banner & Robert Fernholz & Vassilios Papathanakos & Johannes Ruf & David Schofield
- 1809.03641 Model Risk Measurement under Wasserstein Distance
by Yu Feng & Erik Schlogl
- 1809.03600 Non-Asymptotic Inference in Instrumental Variables Estimation
by Joel L. Horowitz
- 1809.03584 Characteristic-Sorted Portfolios: Estimation and Inference
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg
- 1809.03459 A class of stochastic games and moving free boundary problems
by Xin Guo & Wenpin Tang & Renyuan Xu
- 1809.03442 The Ladder Theory of Behavioral Decision Making
by Xingguang Chen
- 1809.03425 Systemic Risk and the Dependence Structures
by Yu-Sin Chang
- 1809.03400 A Moral Framework for Understanding of Fair ML through Economic Models of Equality of Opportunity
by Hoda Heidari & Michele Loi & Krishna P. Gummadi & Andreas Krause
- 1809.03338 Pricing the Aunt Michaela Option with a Modified Black-Scholes Equation with a Maturity Condition of Gamma Type
by Juan Ospina
- 1809.03222 Colombian export capabilities: building the firms-products network
by Matteo Bruno & Fabio Saracco & Tiziano Squartini & Marco Due~nas
- 1809.03072 Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness
by George Milunovich
- 1809.03031 Bayesian dynamic variable selection in high dimensions
by Gary Koop & Dimitris Korobilis
- 1809.02772 Order book model with herd behavior exhibiting long-range memory
by Aleksejus Kononovicius & Julius Ruseckas
- 1809.02769 Worldcoin: A Hypothetical Cryptocurrency for the People and its Government
by Sheikh Rabiul Islam
- 1809.02674 The new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times
by Jaros{l}aw Klamut & Ryszard Kutner & Tomasz Gubiec & Zbigniew R. Struzik
- 1809.02466 Sion's mini-max theorem and Nash equilibrium in a five-players game with two groups which is zero-sum and symmetric in each group
by Atsuhiro Satoh & Yasuhito Tanaka
- 1809.02465 Nash equilibrium of partially asymmetric three-players zero-sum game with two strategic variables
by Atsuhiro Satoh & Yasuhito Tanaka
- 1809.02433 Dealing with the Dimensionality Curse in Dynamic Pricing Competition: Using Frequent Repricing to Compensate Imperfect Market Anticipations
by Rainer Schlosser & Martin Boissier
- 1809.02362 A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations
by Philipp Grohs & Fabian Hornung & Arnulf Jentzen & Philippe von Wurstemberger
- 1809.02303 Change-Point Testing for Risk Measures in Time Series
by Lin Fan & Peter W. Glynn & Markus Pelger
- 1809.02245 Generalizing Geometric Brownian Motion
by Peter Carr & Zhibai Zhang
- 1809.02233 Deeply Learning Derivatives
by Ryan Ferguson & Andrew Green
- 1809.02098 The Zumbach effect under rough Heston
by Omar El Euch & Jim Gatheral & Radov{s} Radoiv{c}i'c & Mathieu Rosenbaum
- 1809.01989 Diversity and Sparsity: A New Perspective on Index Tracking
by Yu Zheng & Timothy M. Hospedales & Yongxin Yang
- 1809.01987 The Impact of LIBOR Linked Borrowing to Cover Venture Bank Investment Loans Creates a New Systemic Risk
by Brian P. Hanley
- 1809.01983 Suboptimal Control of Dividends under Exponential Utility
by Julia Eisenberg & Paul Kruhner
- 1809.01972 Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint
by Ulrich Horst & Xiaonyu Xia
- 1809.01643 Efficient Difference-in-Differences Estimation with High-Dimensional Common Trend Confounding
by Michael Zimmert
- 1809.01506 VLSTM: Very Long Short-Term Memory Networks for High-Frequency Trading
by Prakhar Ganesh & Puneet Rakheja
- 1809.01501 Non-Gaussian Stochastic Volatility Model with Jumps via Gibbs Sampler
by Arthur T. Rego & Thiago R. dos Santos
- 1809.01489 A Bayesian GED-Gamma stochastic volatility model for return data: a marginal likelihood approach
by T. R. Santos
- 1809.01487 Resource and Competence (Internal) View vs. Environment and Market (External) View when defining a Business
by Yngve Dahle & Martin Steinert & Anh Nguyen Duc & Roman Chizhevskiy
- 1809.01470 The Core of an Economy with an Endogenous Social Division of Labour
by Robert P. Gilles
- 1809.01464 Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach
by Huyen Pham & Xiaoli Wei & Chao Zhou
- 1809.01342 A model for stocks dynamics based on a non-Gaussian path integral
by Giovanni Paolinelli & Gianni Arioli
- 1809.01332 Multi-agent Economics and the Emergence of Critical Markets
by Michael S. Harr'e
- 1809.01038 Shape-Enforcing Operators for Point and Interval Estimators
by Xi Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Scott Kostyshak & Ye Luo
- 1809.00990 Optimal Reinsurance for Gerber-Shiu Functions in the Cramer-Lundberg Model
by Michael Preischl & Stefan Thonhauser
- 1809.00964 Mathematical models for fake news
by Dorje C. Brody & David M. Meier
- 1809.00885 Identifying long-term precursors of financial market crashes using correlation patterns
by Hirdesh K. Pharasi & Kiran Sharma & Rakesh Chatterjee & Anirban Chakraborti & Francois Leyvraz & Thomas H. Seligman
- 1809.00820 Multiplicative random cascades with additional stochastic process in financial markets
by Jun-ichi Maskawa & Koji Kuroda & Joshin Murai
- 1809.00817 Model Risk in Real Option Valuation
by Carol Alexander & Xi Chen
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