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Content
2018
- 1807.05692 On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales
by Lesiba Ch. Galane & Rafa{l} M. {L}ochowski & Farai J. Mhlanga
- 1807.05678 A Simple and Efficient Estimation of the Average Treatment Effect in the Presence of Unmeasured Confounders
by Chunrong Ai & Lukang Huang & Zheng Zhang
- 1807.05513 Optimal Credit Investment and Risk Control for an Insurer with Regime-Switching
by Lijun Bo & Huafu Liao & Yongjin Wang
- 1807.05477 Linear Programming Based Near-Optimal Pricing for Laminar Bayesian Online Selection
by Nima Anari & Rad Niazadeh & Amin Saberi & Ali Shameli
- 1807.05448 Arbitrage-Free Pricing of Game Options in Nonlinear Markets
by Tianyang Nie & Edward Kim & Marek Rutkowski
- 1807.05396 On the optimal choice of strike conventions in exchange option pricing
by Elisa Al`os & Michael Coulon
- 1807.05360 Characterizing Cryptocurrency market with Levy's stable distributions
by Shinji Kakinaka & Ken Umeno
- 1807.05293 Markets Beyond Nash Welfare for Leontief Utilities
by Ashish Goel & Reyna Hulett & Benjamin Plaut
- 1807.05265 Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework
by Chung-Han Hsieh & John A. Gubner & B. Ross Barmish
- 1807.05126 At the Mercy of the Common Noise: Blow-ups in a Conditional McKean--Vlasov Problem
by Sean Ledger & Andreas Sojmark
- 1807.05015 Emergence of correlations between securities at short time scales
by S. Valeyre & D. S. Grebenkov & S. Aboura
- 1807.04621 Analysis of a Dynamic Voluntary Contribution Mechanism Public Good Game
by Dmytro Bogatov
- 1807.04612 Pricing without martingale measure
by Julien Baptiste & Laurence Carassus & Emmanuel L'epinette
- 1807.04393 Testing of Binary Regime Switching Models using Squeeze Duration Analysis
by Milan Kumar Das & Anindya Goswami
- 1807.04211 Robust estimation of superhedging prices
by Jan Obloj & Johannes Wiesel
- 1807.04161 Heterogeneous Effects of Unconventional Monetary Policy on Loan Demand and Supply. Insights from the Bank Lending Survey
by Martin Guth
- 1807.04094 Factor models with many assets: strong factors, weak factors, and the two-pass procedure
by Stanislav Anatolyev & Anna Mikusheva
- 1807.04004 Clustering Macroeconomic Time Series
by Iwo Augusty'nski & Pawe{l} Lasko's-Grabowski
- 1807.03893 Stochastic Switching Games
by Liangchen Li & Michael Ludkovski
- 1807.03882 European Option Pricing with Stochastic Volatility models under Parameter Uncertainty
by Samuel N. Cohen & Martin Tegn'er
- 1807.03813 Nash equilibrium for risk-averse investors in a market impact game with transient price impact
by Xiangge Luo & Alexander Schied
- 1807.03364 A global consumer-led strategy to tackle climate change
by Anthony J. Webster
- 1807.03229 Probability measure-valued polynomial diffusions
by Christa Cuchiero & Martin Larsson & Sara Svaluto-Ferro
- 1807.03192 Thresholded ConvNet Ensembles: Neural Networks for Technical Forecasting
by Sid Ghoshal & Stephen J. Roberts
- 1807.03048 Simulation Modelling of Inequality in Cancer Service Access
by Ka C. Chan & Ruth F. G. Williams & Christopher T. Lenard & Terence M. Mills
- 1807.03045 Cancer Risk Messages: Public Health and Economic Welfare
by Ruth F. G. Williams & Ka C. Chan & Christopher T. Lenard & Terence M. Mills
- 1807.03040 Cancer Risk Messages: A Light Bulb Model
by Ka C. Chan & Ruth F. G. Williams & Christopher T. Lenard & Terence M. Mills
- 1807.03034 Transaction costs and institutional change of trade litigations in Bulgaria
by Shteryo Nozharov & Petya Koralova-Nozharova
- 1807.02923 Emergence of frustration signals systemic risk
by Chandrashekar Kuyyamudi & Anindya S. Chakrabarti & Sitabhra Sinha
- 1807.02814 Measurement Errors as Bad Leverage Points
by Eric Blankmeyer
- 1807.02787 Financial Trading as a Game: A Deep Reinforcement Learning Approach
by Chien Yi Huang
- 1807.02711 Capital Regulation under Price Impacts and Dynamic Financial Contagion
by Zachary Feinstein
- 1807.02502 Maximizing Welfare in Social Networks under a Utility Driven Influence Diffusion Model
by Prithu Banerjee & Wei Chen & Laks V. S. Lakshmanan
- 1807.02422 A Semi-parametric Realized Joint Value-at-Risk and Expected Shortfall Regression Framework
by Chao Wang & Richard Gerlach & Qian Chen
- 1807.02357 Autoregressive Wild Bootstrap Inference for Nonparametric Trends
by Marina Friedrich & Stephan Smeekes & Jean-Pierre Urbain
- 1807.02248 State-Varying Factor Models of Large Dimensions
by Markus Pelger & Ruoxuan Xiong
- 1807.02243 Generalization of Doob's Inequality and A Tighter Estimate on Look-back Option Price
by Jian Sun
- 1807.02227 Polynomial time algorithm for optimal stopping with fixed accuracy
by David A. Goldberg & Yilun Chen
- 1807.02161 Minimizing Sensitivity to Model Misspecification
by St'ephane Bonhomme & Martin Weidner
- 1807.02099 Fixed Effects and the Generalized Mundlak Estimator
by Dmitry Arkhangelsky & Guido Imbens
- 1807.02015 Mean field systems on networks, with singular interaction through hitting times
by Sergey Nadtochiy & Mykhaylo Shkolnikov
- 1807.01994 Bring a friend! Privately or Publicly?
by Elias Carroni & Paolo Pin & Simone Righi
- 1807.01979 Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes
by Marco Piccirilli & Tiziano Vargiolu
- 1807.01977 A theory for combinations of risk measures
by Marcelo Brutti Righi
- 1807.01934 Directed Continuous-Time Random Walk with memory
by Jaros{l}aw Klamut & Tomasz Gubiec
- 1807.01816 Systems of ergodic BSDEs arising in regime switching forward performance processes
by Ying Hu & Gechun Liang & Shanjian Tang
- 1807.01785 Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency
by Ken Seng Tan & Wei Wei & Xun Yu Zhou
- 1807.01756 Option Pricing with Heavy-Tailed Distributions of Logarithmic Returns
by Lasko Basnarkov & Viktor Stojkoski & Zoran Utkovski & Ljupco Kocarev
- 1807.01661 On the Identifying Content of Instrument Monotonicity
by Vishal Kamat
- 1807.01579 Indirect inference through prediction
by Ernesto Carrella & Richard M. Bailey & Jens Koed Madsen
- 1807.01428 Trading Cointegrated Assets with Price Impact
by Alvaro Cartea & Luhui Gan & Sebastian Jaimungal
- 1807.01186 Optimal investment and consumption with forward preferences and uncertain parameters
by Wing Fung Chong & Gechun Liang
- 1807.00939 Mining Illegal Insider Trading of Stocks: A Proactive Approach
by Sheikh Rabiul Islam & Sheikh Khaled Ghafoor & William Eberle
- 1807.00573 Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions
by Damien Challet
- 1807.00568 Diffusion Approximations for Expert Opinions in a Financial Market with Gaussian Drift
by Jorn Sass & Dorothee Westphal & Ralf Wunderlich
- 1807.00529 Stochastic model specification in Markov switching vector error correction models
by Niko Hauzenberger & Florian Huber & Michael Pfarrhofer & Thomas O. Zorner
- 1807.00419 Maastricht and Monetary Cooperation
by Chris Kirrane
- 1807.00418 The Bretton Woods Experience and ERM
by Chris Kirrane
- 1806.11466 Subvector Inference in Partially Identified Models with Many Moment Inequalities
by Alexandre Belloni & Federico Bugni & Victor Chernozhukov
- 1806.11348 Herding behavior in cryptocurrency markets
by Obryan Poyser
- 1806.11290 On The Ruin Problem With Investment When The Risky Asset Is A Semimartingale
by Lioudmila Vostrikova & J'er^ome Spielmann
- 1806.10981 Time consistency of the mean-risk problem
by Gabriela Kov'av{c}ov'a & Birgit Rudloff
- 1806.10935 Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011
by Marcel Ausloos & Roy Cerqueti & Tariq A. Mir
- 1806.10794 Quantitative analysis on the disparity of regional economic development in China and its evolution from 1952 to 2000
by Jianhua Xu & Nanshan Ai & Yan Lu & Yong Chen & Yiying Ling & Wenze Yue
- 1806.10452 What is Wrong with Net Promoter Score
by Nicholas I Fisher & Raymond E Kordupleski
- 1806.10423 Implementing Convex Optimization in R: Two Econometric Examples
by Zhan Gao & Zhentao Shi
- 1806.09906 Fund Characteristics and Performances of Socially Responsible Mutual Funds: Do ESG Ratings Play a Role?
by Nandita Das & Bernadette Ruf & Swarn Chatterjee & Aman Sunder
- 1806.09680 Point-identification in multivariate nonseparable triangular models
by Florian Gunsilius
- 1806.09517 Non-testability of instrument validity under continuous endogenous variables
by Florian Gunsilius
- 1806.09304 Semiparametrically Point-Optimal Hybrid Rank Tests for Unit Roots
by Bo Zhou & Ramon van den Akker & Bas J. M. Werker
- 1806.09302 Exit problem as the generalized solution of Dirichlet problem
by Yuecai Han & Qingshuo Song & Gu Wang
- 1806.09216 Optimal periodic replenishment policies for spectrally positive L\'evy demand processes
by Jos'e-Luis P'erez & Kazutoshi Yamazaki & Alain Bensoussan
- 1806.09198 A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral
by Hovik Tumasyan
- 1806.08701 Quasiconvex risk measures with markets volatility
by Fei Sun & Yijun Hu
- 1806.08444 What Makes An Asset Useful?
by Yves-Laurent Kom Samo & Dieter Hendricks
- 1806.08386 Critical slowing down associated with critical transition and risk of collapse in cryptocurrency
by Chengyi Tu & Paolo DOdorico & Samir Suweis
- 1806.08278 The transmission of uncertainty shocks on income inequality: State-level evidence from the United States
by Manfred M. Fischer & Florian Huber & Michael Pfarrhofer
- 1806.08161 Explicit Asymptotics on First Passage Times of Diffusion Processes
by Angelos Dassios & Luting Li
- 1806.08107 Arbitrage-Free Interpolation in Models of Market Observable Interest Rates
by Erik Schlogl
- 1806.08005 Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios
by Taras Bodnar & Dmytro Ivasiuk & Nestor Parolya & Wofgang Schmid
- 1806.07983 Nonlocal Diffusions and The Quantum Black-Scholes Equation: Modelling the Market Fear Factor
by Will Hicks
- 1806.07928 Shift-Share Designs: Theory and Inference
by Rodrigo Ad~ao & Michal Koles'ar & Eduardo Morales
- 1806.07830 National debts and government deficits within European Monetary Union: Statistical evidence of economic issues
by Mario Coccia
- 1806.07829 The evolving networks of debtor-creditor relationships with addition and deletion of nodes: a case of P2P lending
by Lin Chen & Ping Li & Qiang Li
- 1806.07791 The Multivariate Kyle model: More is different
by Luis Carlos Garc'ia del Molino & Iacopo Mastromatteo & Michael Benzaquen & Jean-Philippe Bouchaud
- 1806.07667 Credit Value Adjustment for Counterparties with Illiquid CDS
by Ola Hammarlid & Marta Leniec
- 1806.07626 Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity
by Takeru Matsuda & Akimichi Takemura
- 1806.07623 Measuring the response of gold prices to uncertainty: An analysis beyond the mean
by Jamal Bouoiyour & Refk Selmi & Mark Wohar
- 1806.07604 Multifractal characteristics and return predictability in the Chinese stock markets
by Xin-Lan Fu & Xing-Lu Gao & Zheng Shan & Zhi-Qiang Jiang & Wei-Xing Zhou
- 1806.07556 Is VIX still the investor fear gauge? Evidence for the US and BRIC markets
by Marco Neffelli & Marina Resta
- 1806.07499 Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates
by Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young
- 1806.07484 Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity
by Andriy Norets & Justinas Pelenis
- 1806.07436 Two Different Methods for Modelling the Likely Upper Economic Limit of the Future United Kingdom Wind Fleet
by Anthony D Stephens & David R Walwyn
- 1806.07343 Quantum Nash equilibrium in the thermodynamic limit
by Shubhayan Sarkar & Colin Benjamin
- 1806.07314 Cluster-Robust Standard Errors for Linear Regression Models with Many Controls
by Riccardo D'Adamo
- 1806.07253 On the relation between Sion's minimax theorem and existence of Nash equilibrium in asymmetric multi-players zero-sum game with only one alien
by Atsuhiro Satoh & Yasuhito Tanaka
- 1806.07203 Minimax theorem and Nash equilibrium of symmetric multi-players zero-sum game with two strategic variables
by Masahiko Hattori & Atsuhiro Satoh & Yasuhito Tanaka
- 1806.07175 Portfolio Choice with Market-Credit Risk Dependencies
by Lijun Bo & Agostino Capponi
- 1806.06947 Forecasting the value of battery electric vehicles compared to internal combustion engine vehicles: the influence of driving range and battery technology
by JongRoul Woo & Christopher L. Magee
- 1806.06941 Reconstruction methods for networks: the case of economic and financial systems
by Tiziano Squartini & Guido Caldarelli & Giulio Cimini & Andrea Gabrielli & Diego Garlaschelli
- 1806.06883 Long-time large deviations for the multi-asset Wishart stochastic volatility model and option pricing
by Aur'elien Alfonsi & David Krief & Peter Tankov
- 1806.06657 The Origin and the Resolution of Nonuniqueness in Linear Rational Expectations
by John G. Thistle
- 1806.06632 Exploring the Interconnectedness of Cryptocurrencies using Correlation Networks
by Andrew Burnie
- 1806.06358 Effect of Climate and Geography on worldwide fine resolution economic activity
by Alberto Troccoli
- 1806.06148 Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices
by Jozef Barun'ik & Matv{e}j Nevrla
- 1806.06105 Explicit Solutions for Optimal Resource Extraction Problems under Regime Switching L\'evy Models
by Moustapha Pemy
- 1806.06061 Computation of option greeks under hybrid stochastic volatility models via Malliavin calculus
by Bilgi Yilmaz
- 1806.05939 Generalized Log-Normal Chain-Ladder
by D. Kuang & B. Nielsen
- 1806.05876 Financial Risk and Returns Prediction with Modular Networked Learning
by Carlos Pedro Gonc{c}alves
- 1806.05849 Optimal Market Making in the Presence of Latency
by Xuefeng Gao & Yunhan Wang
- 1806.05579 A new approach for American option pricing: The Dynamic Chebyshev method
by Kathrin Glau & Mirco Mahlstedt & Christian Potz
- 1806.05561 A Generalized Framework for Simultaneous Long-Short Feedback Trading
by Joseph D. O'Brien & Mark E. Burke & Kevin Burke
- 1806.05557 Martingales and Super-martingales Relative to a Convex Set of Equivalent Measures
by Nicholas S. Gonchar
- 1806.05542 Status maximization as a source of fairness in a networked dictator game
by Jan E. Snellman & Gerardo I~niguez & J'anos Kert'esz & R. A. Barrio & Kimmo K. Kaski
- 1806.05401 The Theoretical Price of a Share-Based Payment with Performance Conditions and Implications for the Current Accounting Standards
by Masahiro Fujimoto
- 1806.05387 Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation
by Karol Gellert & Erik Schlogl
- 1806.05293 Generalized framework for applying the Kelly criterion to stock markets
by Tim Byrnes & Tristan Barnett
- 1806.05262 How much income inequality is fair? Nash bargaining solution and its connection to entropy
by Venkat Venkatasubramanian & Yu Luo
- 1806.05211 A Profit Optimization Approach Based on the Use of Pumped-Hydro Energy Storage Unit and Dynamic Pricing
by Ak{i}n Tac{s}cikaraou{g}lu & Ozan Erdinc{c}
- 1806.05160 Weak Correlations of Stocks Future Returns
by Ludovico Latmiral
- 1806.05127 Stratification Trees for Adaptive Randomization in Randomized Controlled Trials
by Max Tabord-Meehan
- 1806.05101 Order-book modelling and market making strategies
by Xiaofei Lu & Fr'ed'eric Abergel
- 1806.05081 LASSO-Driven Inference in Time and Space
by Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang
- 1806.05028 Socioeconomic driving forces of scientific research
by Mario Coccia
- 1806.04823 Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models
by Denis Nekipelov & Vira Semenova & Vasilis Syrgkanis
- 1806.04517 A hybrid econometric-machine learning approach for relative importance analysis: Prioritizing food policy
by Akash Malhotra
- 1806.04472 Trading algorithms with learning in latent alpha models
by Philippe Casgrain & Sebastian Jaimungal
- 1806.04460 Foreign Exchange Markets with Last Look
by Alvaro Cartea & Sebastian Jaimungal & Jamie Walton
- 1806.04363 State and Network Structures of Stock Markets around the Global Financial Crisis
by Jae Woo Lee & Ashadun Nobi
- 1806.04351 Network Subgraphs of the heterogeneous Chinese credit system
by Yingli Wang & Qingpeng Zhang & Xiaoguang Yang
- 1806.04347 Asymmetric response to PMI announcements in China's stock returns
by Yingli Wang & Xiaoguang Yang
- 1806.04238 Estimating Trade-Related Adjustment Costs in the Agricultural Sector in Iran
by Omid Karami & Mina Mahmoudi
- 1806.04235 The Role of Agricultural Sector Productivity in Economic Growth: The Case of Iran's Economic Development Plan
by Morteza Tahamipour & Mina Mahmoudi
- 1806.04228 A Growth Model with Unemployment
by Mina Mahmoudi & Mark Pingle
- 1806.04206 Inference under Covariate-Adaptive Randomization with Multiple Treatments
by Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh
- 1806.04025 BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets
by Yushi Hamaguchi
- 1806.03887 Time-inhomogeneous polynomial processes
by Mar'ia Fernanda del Carmen Agoitia Hurtado & Thorsten Schmidt
- 1806.03758 On critical dynamics and thermodynamic efficiency of urban transformations
by Emanuele Crosato & Ramil Nigmatullin & Mikhail Prokopenko
- 1806.03683 On The Calibration of Short-Term Interest Rates Through a CIR Model
by Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo
- 1806.03647 Determining the dimension of factor structures in non-stationary large datasets
by Matteo Barigozzi & Lorenzo Trapani
- 1806.03624 Optimal Control of Constrained Stochastic Linear-Quadratic Model with Applications
by Weiping Wu & Jianjun Gao & Junguo Lu & Xun Li
- 1806.03543 Perturbation analysis of sub/super hedging problems
by Sergey Badikov & Mark H. A. Davis & Antoine Jacquier
- 1806.03496 Optimal portfolio selection in an It\^o-Markov additive market
by Zbigniew Palmowski & {L}ukasz Stettner & Anna Sulima
- 1806.03467 Orthogonal Random Forest for Causal Inference
by Miruna Oprescu & Vasilis Syrgkanis & Zhiwei Steven Wu
- 1806.03294 Applications of Gaussian Process Latent Variable Models in Finance
by Rajbir-Singh Nirwan & Nils Bertschinger
- 1806.03285 Pricing Engine: Estimating Causal Impacts in Real World Business Settings
by Matt Goldman & Brian Quistorff
- 1806.03254 Driving by the Elderly and their Awareness of their Driving Difficulties (Hebrew)
by Idit Sohlberg
- 1806.03153 On the Relation Between Linearity-Generating Processes and Linear-Rational Models
by Damir Filipovic & Martin Larsson & Anders B. Trolle
- 1806.02991 Stochastic Deflator for an Economic Scenario Generator with Five Factors
by Po-Keng Cheng & Fr'ed'eric Planchet
- 1806.02912 Affine processes under parameter uncertainty
by Tolulope Fadina & Ariel Neufeld & Thorsten Schmidt
- 1806.02627 Role of Symmetry in Irrational Choice
by Ivan Kozic
- 1806.02083 Parisian excursion below a fixed level from the last record maximum of Levy insurance risk process
by B. A. Surya
- 1806.01924 Dark Markets with Multiple Assets: Segmentation, Asymptotic Stability, and Equilibrium Prices
by Alain B'elanger & Ndoun'e Ndoun'e & Roland Pongou
- 1806.01888 High-Dimensional Econometrics and Regularized GMM
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato
- 1806.01781 Comparing Alternatives to Measure the Impact of DDoS Attack Announcements on Target Stock Prices
by Abhishta & Reinoud Joosten & Lambert J. M. Nieuwenhuis
- 1806.01743 A Machine Learning Framework for Stock Selection
by XingYu Fu & JinHong Du & YiFeng Guo & MingWen Liu & Tao Dong & XiuWen Duan
- 1806.01734 Estimating option prices using multilevel particle filters
by P. P. Osei & A. Jasra
- 1806.01731 Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft)
by Greg Kirczenow & Ali Fathi & Matt Davison
- 1806.01728 Financial asset bubbles in banking networks
by Francesca Biagini & Andrea Mazzon & Thilo Meyer-Brandis
- 1806.01696 A Quantitative Analysis of Possible Futures of Autonomous Transport
by Christopher L. Benson & Pranav D Sumanth & Alina P Colling
- 1806.01616 Power-law cross-correlations: Issues, solutions and future challenges
by Ladislav Kristoufek
- 1806.01495 Dynamic optimal contract under parameter uncertainty with risk averse agent and principal
by Kerem Ugurlu
- 1806.01494 Leave-out estimation of variance components
by Patrick Kline & Raffaele Saggio & Mikkel S{o}lvsten
- 1806.01457 A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
by Seojeong Lee
- 1806.01450 Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
by Seojeong Lee
- 1806.01332 The Impact of Supervision and Incentive Process in Explaining Wage Profile and Variance
by Nitsa Kasir & Idit Sohlberg
- 1806.01229 Limit Theory for Moderate Deviation from Integrated GARCH Processes
by Yubo Tao
- 1806.01223 Optimal proportional reinsurance and investment for stochastic factor models
by Matteo Brachetta & Claudia Ceci
- 1806.01221 Quasi-Experimental Shift-Share Research Designs
by Kirill Borusyak & Peter Hull & Xavier Jaravel
- 1806.01172 Stability results for martingale representations: the general case
by Antonis Papapantoleon & Dylan Possamai & Alexandros Saplaouras
- 1806.01166 Dynamic risk measures with fluctuation of market volatility under Bochne-Lebesgue space
by Fei Sun & Jingchao Li & Jieming Zhou
- 1806.01072 A rational decentralized generalized Nash equilibrium seeking for energy markets
by Lorenzo Nespoli & Matteo Salani & Vasco Medici
- 1806.01070 Non-linear Time Series and Artificial Neural Networks of Red Hat Volatility
by Jos'e Igor Morlanes
- 1806.00997 A Feynman-Kac type formula for a fixed delay CIR model
by Federico Flore & Giovanna Nappo
- 1806.00953 Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
by Seojeong Lee
- 1806.00898 Competitive pricing despite search costs if lower price signals quality
by Sander Heinsalu
- 1806.00817 Convergence to the Mean Field Game Limit: A Case Study
by Marcel Nutz & Jaime San Martin & Xiaowei Tan
- 1806.00799 Identification of Conduit Countries and Community Structures in the Withholding Tax Networks
by Tembo Nakamoto & Yuichi Ikeda
- 1806.00666 Ill-posed Estimation in High-Dimensional Models with Instrumental Variables
by Christoph Breunig & Enno Mammen & Anna Simoni
- 1806.00605 Trade Network Reconstruction and Simulation with Changes in Trade Policy
by Yuichi Ikeda & Hiroshi Iyetomi
- 1806.00529 The Stock Market Has Grown Unstable Since February 2018
by Blake C. Stacey & Yaneer Bar-Yam
- 1805.12587 Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough)
by Callegaro Giorgia & Grasselli Martino & Pag`es Gilles
- 1805.12222 Cascading Losses in Reinsurance Networks
by Ariah Klages-Mundt & Andreea Minca
- 1805.12217 Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
by Florian Huber & Gregor Kastner & Michael Pfarrhofer
- 1805.12113 Implications of EMU for the European Community
by Chris Kirrane
- 1805.12112 Lessons from the History of European EMU
by Chris Kirrane
- 1805.12111 Dynamic Advisor-Based Ensemble (dynABE): Case study in stock trend prediction of critical metal companies
by Zhengyang Dong
- 1805.12110 A Data-Driven Approach for Modeling Stochasticity in Oil Market
by Sina Aghaei
- 1805.12109 Critical factors and enablers of food quality and safety compliance risk management in the Vietnamese seafood supply chain
by Thi Huong Tran
- 1805.12108 Are Biotechnology Startups Different?
by Herv'e Lebret
- 1805.12107 Information Technologies in Public Administration
by V. I. Gorelov
- 1805.12106 Report for the Edinburgh Tram Inquiry
by Bent Flyvbjerg & Alexander Budzier
- 1805.12105 A Convergent Linear Regression Method for Forward-Backward Stochastic Differential Equations with Jumps
by Tingting Ye & Liangliang Zhang
- 1805.12102 A Physical Review on Currency
by Ran Huang
- 1805.12101 Unravelling Airbnb Predicting Price for New Listing
by Paridhi Choudhary & Aniket Jain & Rahul Baijal
- 1805.12083 Elephants, Donkeys, and Colonel Blotto
by Ivan P. Yamshchikov & Sharwin Rezagholi
- 1805.12066 The effect of prudence on the optimal allocation in possibilistic and mixed models
by Irina Georgescu
- 1805.12035 Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
by Tiziano De Angelis
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