Content
2023
- 2306.01790 Nash Equilibrium and Axiom of Choice Are Equivalent
by Conrad Kosowsky - 2306.01749 Detecting Consumers' Financial Vulnerability using Open Banking Data: Evidence from UK Payday Loans
by Victor Medina-Olivares & Raffaella Calabrese - 2306.01740 Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
by Lawrence Clegg & John Cartlidge - 2306.01687 Load Asymptotics and Dynamic Speed Optimization for the Greenest Path Problem: A Comprehensive Analysis
by Poulad Moradi & Joachim Arts & Josu'e Vel'azquez-Mart'inez - 2306.01660 A systematic literature review on solution approaches for the index tracking problem in the last decade
by Julio Cezar Soares Silva & Adiel Teixeira de Almeida Filho - 2306.01552 The shape of business cycles: a cross-country analysis of Friedman s plucking theory
by Emanuel Kohlscheen & Richhild Moessner & Daniel Rees - 2306.01544 Social Interactions with Endogenous Group Formation
by Shuyang Sheng & Xiaoting Sun - 2306.01511 The Dynamic Persistence of Economic Shocks
by Jozef Barunik & Lukas Vacha - 2306.01503 Strategies with minimal norm are optimal for expected utility maximization under high model ambiguity
by Laurence Carassus & Johannes Wiesel - 2306.01284 Post-COVID Inflation & the Monetary Policy Dilemma: An Agent-Based Scenario Analysis
by Max Sina Knicker & Karl Naumann-Woleske & Jean-Philippe Bouchaud & Francesco Zamponi - 2306.00869 Blockchain-based Decentralized Co-governance: Innovations and Solutions for Sustainable Crowdfunding
by Bingyou Chen & Yu Luo & Jieni Li & Yujian Li & Ying Liu & Fan Yang & Junge Bo & Yanan Qiao - 2306.00718 A Strong Sustainability Paradigm Based Analytical Hierarchy Process (SSP-AHP) Method to Evaluate Sustainable Healthcare Systems
by Jaros{l}aw Wk{a}tr'obski & Aleksandra Bk{a}czkiewicz & Iga Rudawska - 2306.00621 Optimal execution and speculation with trade signals
by Peter Bank & 'Alvaro Cartea & Laura Korber - 2306.00599 The Cost of Misspecifying Price Impact
by Natascha Hey & Jean-Philippe Bouchaud & Iacopo Mastromatteo & Johannes Muhle-Karbe & Kevin Webster - 2306.00574 Life after (Soft) Default
by Giacomo De Giorgi & Costanza Naguib - 2306.00485 Causal Estimation of User Learning in Personalized Systems
by Evan Munro & David Jones & Jennifer Brennan & Roland Nelet & Vahab Mirrokni & Jean Pouget-Abadie - 2306.00439 Examination of Supernets to Facilitate International Trade for Indian Exports to Brazil
by Evan Winter & Anupam Shah & Ujjwal Gupta & Anshul Kumar & Deepayan Mohanty & Juan Carlos Uribe & Aishwary Gupta & Mini P. Thomas - 2306.00296 Inference in Predictive Quantile Regressions
by Alex Maynard & Katsumi Shimotsu & Nina Kuriyama - 2306.00132 SolarEV City Concept for Paris: A promising idea?
by Paul Deroubaix & Takuro Kobashi & L'ena Gurriaran & Fouzi Benkhelifa & Philippe Ciais & Katsumasa Tanaka - 2306.00093 Discrete $q$-exponential limit order cancellation time distribution
by Vygintas Gontis - 2306.00016 Incorporating Domain Knowledge in Deep Neural Networks for Discrete Choice Models
by Shadi Haj-Yahia & Omar Mansour & Tomer Toledo - 2306.00002 The climate niche of Homo Sapiens
by Richard S. J. Tol - 2305.20078 Paradoxical Oddities in Two Multiwinner Elections from Scotland
by Adam Graham-Squire & David McCune - 2305.20067 Modeling and evaluating conditional quantile dynamics in VaR forecasts
by Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri - 2305.19921 Deep Neural Network Estimation in Panel Data Models
by Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos - 2305.19865 Proof-of-work consensus by quantum sampling
by Deepesh Singh & Gopikrishnan Muraleedharan & Boxiang Fu & Chen-Mou Cheng & Nicolas Roussy Newton & Peter P. Rohde & Gavin K. Brennen - 2305.19721 Quasi-Score Matching Estimation for Spatial Autoregressive Model with Random Weights Matrix and Regressors
by Xuan Liang & Tao Zou - 2305.19708 Parameter Estimation Methods of Required Rate of Return
by Battulga Gankhuu - 2305.19499 Deep into The Domain Shift: Transfer Learning through Dependence Regularization
by Shumin Ma & Zhiri Yuan & Qi Wu & Yiyan Huang & Xixu Hu & Cheuk Hang Leung & Dongdong Wang & Zhixiang Huang - 2305.19484 A Simple Method for Predicting Covariance Matrices of Financial Returns
by Kasper Johansson & Mehmet Giray Ogut & Markus Pelger & Thomas Schmelzer & Stephen Boyd - 2305.19150 The Centralizing Effects of Private Order Flow on Proposer-Builder Separation
by Tivas Gupta & Mallesh M Pai & Max Resnick - 2305.19089 Impulse Response Analysis of Structural Nonlinear Time Series Models
by Giovanni Ballarin - 2305.19026 Kinship can hinder cooperation in heterogeneous populations
by Boyu Zhang & Yali Dong & Cheng-Zhong Qin & Sergey Gavrilets - 2305.18991 Generalized Autoregressive Score Trees and Forests
by Andrew J. Patton & Yasin Simsek - 2305.18949 Playing the system: address manipulation and access to schools
by Andreas Bjerre-Nielsen & Lykke Sterll Christensen & Mikkel H{o}st Gandil & Hans Henrik Sievertsen - 2305.18941 A Game of Competition for Risk
by Louis Abraham - 2305.18916 Behavioral Causal Inference
by Ran Spiegler - 2305.18145 Nonlinear Impulse Response Functions and Local Projections
by Christian Gourieroux & Quinlan Lee - 2305.18136 Exponential Utility Maximization in a Discrete Time Gaussian Framework
by Yan Dolinsky & Or Zuk - 2305.18114 Identifying Dynamic LATEs with a Static Instrument
by Bruno Ferman & Ot'avio Tecchio - 2305.18020 Coarse Information Design
by Qianjun Lyu & Wing Suen & Yimeng Zhang - 2305.17948 Firm-quasi-stability and re-equilibration in matching markets with contracts
by Yi-You Yang - 2305.17881 Integrating Different Informations for Portfolio Selection
by Yi Huang & Wei Zhu & Duan Li & Shushang Zhu & Shikun Wang - 2305.17844 An Approximate Feasibility Assessment of Electric Vehicles Adoption in Nigeria: Forecast 2030
by Qasim Ajao & Lanre Sadeeq - 2305.17830 Large Banks and Systemic Risk: Insights from a Mean-Field Game Model
by Yuanyuan Chang & Dena Firoozi & David Benatia - 2305.17829 Time-Varying Vector Error-Correction Models: Estimation and Inference
by Jiti Gao & Bin Peng & Yayi Yan - 2305.17741 Monotonicity Anomalies in Scottish Local Government Elections
by David McCune & Adam Graham-Squire - 2305.17615 Estimating overidentified linear models with heteroskedasticity and outliers
by Lei Bill Wang - 2305.17577 Reaching an equilibrium of prices and holdings of goods through direct buying and selling
by J. Deride & A. Jofr'e & R. T. Rockafellar - 2305.17523 A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market
by Jaydip Sen & Aditya Jaiswal & Anshuman Pathak & Atish Kumar Majee & Kushagra Kumar & Manas Kumar Sarkar & Soubhik Maji - 2305.17474 Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature
by Goran Petrevski - 2305.17457 Financial misstatement detection: a realistic evaluation
by Elias Zavitsanos & Dimitris Mavroeidis & Konstantinos Bougiatiotis & Eirini Spyropoulou & Lefteris Loukas & Georgios Paliouras - 2305.17419 On random number generators and practical market efficiency
by Ben Moews - 2305.17344 Duration Dependence and Heterogeneity: Learning from Early Notice of Layoff
by Div Bhagia - 2305.17285 Critical density for network reconstruction
by Andrea Gabrielli & Valentina Macchiati & Diego Garlaschelli - 2305.17206 Using Limited Trial Evidence to Credibly Choose Treatment Dosage when Efficacy and Adverse Effects Weakly Increase with Dose
by Charles F. Manski - 2305.17177 Local Sharing and Sociality Effects on Wealth Inequality in a Simple Artificial Society
by John C. Stevenson - 2305.17083 A Policy Gradient Method for Confounded POMDPs
by Mao Hong & Zhengling Qi & Yanxun Xu - 2305.16915 When is cross impact relevant?
by Victor Le Coz & Iacopo Mastromatteo & Damien Challet & Michael Benzaquen - 2305.16872 The Economics of Augmented and Virtual Reality
by Joshua Gans & Abhishek Nagaraj - 2305.16842 Accounting statement analysis at industry level. A gentle introduction to the compositional approach
by Germ`a Coenders & N'uria Arimany Serrat - 2305.16827 Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks
by Florian Huber & Gary Koop - 2305.16712 Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets
by Shashwat Mishra & Rishabh Raj & Siddhartha P. Chakrabarty - 2305.16633 Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks
by Agam Shah & Sudheer Chava - 2305.16632 Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets
by Chniguir Mounira & Henchiri Jamel Eddine - 2305.16434 Credit Valuation Adjustment in Financial Networks
by Irena Barjav{s}i'c & Stefano Battiston & Vinko Zlati'c - 2305.16377 Validating a dynamic input-output model for the propagation of supply and demand shocks during the COVID-19 pandemic in Belgium
by Tijs W. Alleman & Koen Schoors & Jan M. Baetens - 2305.16364 E2EAI: End-to-End Deep Learning Framework for Active Investing
by Zikai Wei & Bo Dai & Dahua Lin - 2305.16274 Non-adversarial training of Neural SDEs with signature kernel scores
by Zacharia Issa & Blanka Horvath & Maud Lemercier & Cristopher Salvi - 2305.16255 Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions
by Paul Ghelasi & Florian Ziel - 2305.16238 Role of Neighbouring Wealth Preference in Kinetic Exchange model of market
by Suchismita Banerjee - 2305.16164 More than Words: Twitter Chatter and Financial Market Sentiment
by Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande - 2305.16152 Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach
by Areski Cousin & J'er^ome Lelong & Tom Picard - 2305.16095 Modeling the Impact of Mentoring on Women's Work-LifeBalance: A Grounded Theory Approach
by Parvaneh Bahrami & Saeed Nosratabadi & Khodayar Palouzian & Szilard Hegedus - 2305.16088 Social Sustainability of Digital Transformation: Empirical Evidence from EU-27 Countries
by Saeed Nosratabadi & Thabit Atobishi & Szilard HegedHus - 2305.15821 Market Making with Deep Reinforcement Learning from Limit Order Books
by Hong Guo & Jianwu Lin & Fanlin Huang - 2305.15364 LQG Risk-Sensitive Single-Agent and Major-Minor Mean Field Game Systems: A Variational Framework
by Hanchao Liu & Dena Firoozi & Mich`ele Breton - 2305.15330 Cautious Belief and Iterated Admissibility
by Emiliano Catonini & Nicodemo De Vito - 2305.14698 Political Conflict and Economic Growth in Post-Independence Venezuela
by Dorothy Kronick & Francisco Rodr'iguez - 2305.14672 Quantifying Character Similarity with Vision Transformers
by Xinmei Yang & Abhishek Arora & Shao-Yu Jheng & Melissa Dell - 2305.14653 Hoarding without hoarders: unpacking the emergence of opportunity hoarding within schools
by Jo~ao M. Souto-Maior - 2305.14605 Estimating causal effects of sanctions impacts: what role for country-level studies?
by Francisco Rodr'iguez - 2305.14604 Automated Market Making and Arbitrage Profits in the Presence of Fees
by Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden - 2305.14503 On the Instability of Fractional Reserve Banking
by Heon Lee - 2305.14478 Reproducibility and Transparency versus Privacy and Confidentiality: Reflections from a Data Editor
by Lars Vilhuber - 2305.14382 Stock and market index prediction using Informer network
by Yuze Lu & Hailong Zhang & Qiwen Guo - 2305.14378 Predicting Stock Market Time-Series Data using CNN-LSTM Neural Network Model
by Aadhitya A & Rajapriya R & Vineetha R S & Anurag M Bagde - 2305.14368 Support for Stock Trend Prediction Using Transformers and Sentiment Analysis
by Harsimrat Kaeley & Ye Qiao & Nader Bagherzadeh - 2305.14265 Adapting to Misspecification
by Timothy B. Armstrong & Patrick Kline & Liyang Sun - 2305.14125 Revealed preferences for dynamically inconsistent models
by Federico Echenique & Gerelt Tserenjigmid - 2305.14029 The Complexity of Corporate Culture as a Potential Source of Firm Profit Differentials
by Frederik Banning & Jessica Reale & Michael Roos - 2305.13956 Nash implementation in a many-to-one matching market
by Noelia Juarez & Paola B. Manasero & Jorge Oviedo - 2305.13930 Monetary Policy & Stock Market
by Kian Tehranian - 2305.13791 The Quadratic Local Variance Gamma Model: an arbitrage-free interpolation of class $\mathcal{C}^3$ for option prices
by Fabien Le Floc'h - 2305.13687 Flexible Bayesian Quantile Analysis of Residential Rental Rates
by Ivan Jeliazkov & Shubham Karnawat & Mohammad Arshad Rahman & Angela Vossmeyer - 2305.13618 Rational social distancing in epidemics with uncertain vaccination timing
by Simon K. Schnyder & John J. Molina & Ryoichi Yamamoto & Matthew S. Turner - 2305.13532 InProC: Industry and Product/Service Code Classification
by Simerjot Kaur & Andrea Stefanucci & Sameena Shah - 2305.13475 Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems
by F. Lillo & G. Livieri & S. Marmi & A. Solomko & S. Vaienti - 2305.13253 Study of the problem of reducing greenhouse gas emissions in agricultural production Czech Republic
by Yekimov Sergiy - 2305.13227 Trustless Price Feeds of Cryptocurrencies: Pathfinder
by Orhan Koc - 2305.13123 Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis
by Matthieu Garcin - 2305.13121 The Missing Link: Exploring the Relationship Between Transformational Leadership and Change in team members in Construction
by M. R. Ibrahim - 2305.13104 The Key to Organizational and construction Excellence: A Study of Total Quality Management
by M. R. Ibrahim & D. U. Muhammad & B. Muhammad & J. O. Alaezi & J. Agidani - 2305.12883 Prediction Risk and Estimation Risk of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors
by Sungyoon Lee & Sokbae Lee - 2305.12857 Ownership Chains in Multinational Enterprises
by Stefania Miricola & Armando Rungi & Gianluca Santoni - 2305.12826 A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios
by Abdulnasser Hatemi-J & Alan Mustafa - 2305.12763 The Emergence of Economic Rationality of GPT
by Yiting Chen & Tracy Xiao Liu & You Shan & Songfa Zhong - 2305.12739 The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis
by Aman Saggu & Lennart Ante - 2305.12632 Deformation of Marchenko-Pastur distribution for the correlated time series
by Masato Hisakado & Takuya Kaneko - 2305.12539 Value-at-Risk-Based Portfolio Insurance: Performance Evaluation and Benchmarking Against CPPI in a Markov-Modulated Regime-Switching Market
by Peyman Alipour & Ali Foroush Bastani - 2305.12407 Federated Offline Policy Learning with Heterogeneous Observational Data
by Aldo Gael Carranza & Susan Athey - 2305.12364 Machine Learning for Socially Responsible Portfolio Optimisation
by Taeisha Nundlall & Terence L Van Zyl - 2305.12318 The Federal Reserve's Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis
by Arnaud Cedric Kamkoum - 2305.12309 Uniform Pricing vs Pay as Bid in 100%-Renewables Electricity Markets: A Game-theoretical Analysis
by Dongwei Zhao & Audun Botterud & Marija Ilic - 2305.12264 Efficient Learning of Nested Deep Hedging using Multiple Options
by Masanori Hirano & Kentaro Imajo & Kentaro Minami & Takuya Shimada - 2305.12192 Volatility jumps and the classification of monetary policy announcements
by Giampiero M. Gallo & Demetrio Lacava & Edoardo Otranto - 2305.12179 Commodity-specific triads in the Dutch inter-industry production network
by Marzio Di Vece & Frank P. Pijpers & Diego Garlaschelli - 2305.12142 Study on Intelligent Forecasting of Credit Bond Default Risk
by Kai Ren - 2305.12088 Game-Theoretical Analysis of Reviewer Rewards in Peer-Review Journal Systems: Analysis and Experimental Evaluation using Deep Reinforcement Learning
by Minhyeok Lee - 2305.12067 Identification and Estimation of Production Function with Unobserved Heterogeneity
by Hiroyuki Kasahara & Paul Schrimpf & Michio Suzuki - 2305.11900 ChatGPT and the Labor Market: Unraveling the Effect of AI Discussions on Students' Earnings Expectations
by Samir Huseynov - 2305.11873 Judgments of research co-created by generative AI: experimental evidence
by Pawe{l} Niszczota & Paul Conway - 2305.11758 The Over-and-Above Implementation of Reserve Policy in India
by Orhan Aygun & Bertan Turhan - 2305.11581 Trustworthy, responsible, ethical AI in manufacturing and supply chains: synthesis and emerging research questions
by Alexandra Brintrup & George Baryannis & Ashutosh Tiwari & Svetan Ratchev & Giovanna Martinez-Arellano & Jatinder Singh - 2305.11528 The Global Governance of Artificial Intelligence: Next Steps for Empirical and Normative Research
by Jonas Tallberg & Eva Erman & Markus Furendal & Johannes Geith & Mark Klamberg & Magnus Lundgren - 2305.11523 AI Regulation in the European Union: Examining Non-State Actor Preferences
by Jonas Tallberg & Magnus Lundgren & Johannes Geith - 2305.11519 Artificial intelligence moral agent as Adam Smith's impartial spectator
by Nikodem Tomczak - 2305.11406 Practical algorithms and experimentally validated incentives for equilibrium-based fair division (A-CEEI)
by Eric Budish & Ruiquan Gao & Abraham Othman & Aviad Rubinstein & Qianfan Zhang - 2305.11381 Online Learning in a Creator Economy
by Banghua Zhu & Sai Praneeth Karimireddy & Jiantao Jiao & Michael I. Jordan - 2305.11375 Weighing Anchor on Credit Card Debt
by Benedict Guttman-Kenney & Jesse Leary & Neil Stewart - 2305.11350 Interviewing Matching in Random Markets
by Maxwell Allman & Itai Ashlagi - 2305.11319 Risk Budgeting Allocation for Dynamic Risk Measures
by Sebastian Jaimungal & Silvana M. Pesenti & Yuri F. Saporito & Rodrigo S. Targino - 2305.11298 Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation
by Sumanjay Dutta & Shashi Jain - 2305.11282 Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models
by Christis Katsouris - 2305.10934 Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)
by Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu - 2305.10911 Non-parametric cumulants approach for outlier detection of multivariate financial data
by Francesco Cesarone & Rosella Giacometti & Jacopo Maria Ricci - 2305.10885 Super-efficiency of Listed Banks in China and Determinants Analysis (2006-2021)
by Yun Liao & Ruihui Xu - 2305.10881 Best-Response Dynamics in Lottery Contests
by Abheek Ghosh & Paul W. Goldberg - 2305.10849 Extreme ATM skew in a local volatility model with discontinuity: joint density approach
by Alexander Gairat & Vadim Shcherbakov - 2305.10728 Modeling Interference Using Experiment Roll-out
by Ariel Boyarsky & Hongseok Namkoong & Jean Pouget-Abadie - 2305.10725 Efficient inverse $Z$-transform: sufficient conditions
by Svetlana Boyarchenko & Sergei Levendorskiu{i} - 2305.10695 A Counterexample in Ito Integration Theory
by Lars Tyge Nielsen - 2305.10693 Gated Deeper Models are Effective Factor Learners
by Jingjing Guo - 2305.10678 Option pricing under jump diffusion model
by Qian Li & Li Wang - 2305.10624 A Short Note on Setting Swap Parameters
by Nihar Shah & Lucas Baker & Suraj Srinivasan & Alex Toberoff - 2305.10301 Heterogeneous Noise and Stable Miscoordination
by Srinivas Arigapudi & Yuval Heller & Amnon Schreiber - 2305.10286 Balanced Donor Coordination
by Felix Brandt & Matthias Greger & Erel Segal-Halevi & Warut Suksompong - 2305.10256 Nowcasting with signature methods
by Samuel N. Cohen & Silvia Lui & Will Malpass & Giulia Mantoan & Lars Nesheim & 'Aureo de Paula & Andrew Reeves & Craig Scott & Emma Small & Lingyi Yang - 2305.10239 Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement
by Lane P. Hughston & Leandro S'anchez-Betancourt - 2305.10234 Towards High-Value Datasets determination for data-driven development: a systematic literature review
by Anastasija Nikiforova & Nina Rizun & Magdalena Ciesielska & Charalampos Alexopoulos & Andrea Miletiv{c} - 2305.10165 Affective interdependence and welfare
by Aviad Heifetz & Enrico Minelli & Herakles Polemarchakis - 2305.10164 Rational Dialogues
by John Geanakoplos & Herakles Polemarchakis - 2305.09998 Improved Bounds for Single-Nomination Impartial Selection
by Javier Cembrano & Felix Fischer & Max Klimm - 2305.09917 Embedding and correlation tensor for XRP transaction networks
by Abhijit Chakraborty & Tetsuo Hatsuda & Yuichi Ikeda - 2305.09837 Emergent Growth of System Self-Organization & Self-Control
by Jessie Henshaw - 2305.09783 Deep Learning for Solving and Estimating Dynamic Macro-Finance Models
by Benjamin Fan & Edward Qiao & Anran Jiao & Zhouzhou Gu & Wenhao Li & Lu Lu - 2305.09563 Monitoring multicountry macroeconomic risk
by Dimitris Korobilis & Maximilian Schroder - 2305.09485 Executive Voiced Laughter and Social Approval: An Explorative Machine Learning Study
by Niklas Mueller & Steffen Klug & Andreas Koenig & Alexander Kathan & Lukas Christ & Bjoern Schuller & Shahin Amiriparian - 2305.09479 Dissertation on Applied Microeconomics of Freemium Pricing Strategies in Mobile App Market
by Naixin Zhu - 2305.09474 Probabilistic Forecast-based Portfolio Optimization of Electricity Demand at Low Aggregation Levels
by Jungyeon Park & Est^ev~ao Alvarenga & Jooyoung Jeon & Ran Li & Fotios Petropoulos & Hokyun Kim & Kwangwon Ahn - 2305.09473 Searching for the "Holy Grail" of sponsorship-linked marketing: A generalizable sponsorship ROI model
by Jonathan A. Jensen - 2305.09472 Equity Protection Swaps: A New Type of Investment Insurance for Holders of Superannuation Accounts
by Huansang Xu & Ruyi Liu & Marek Rutkowski - 2305.09471 Time-Consistent Asset Allocation for Risk Measures in a L\'evy Market
by Felix Fie{ss}inger & Mitja Stadje - 2305.09352 Health Impacts of Public Pawnshops in Industrializing Tokyo
by Tatsuki Inoue - 2305.09314 A Theory of Auditability for Allocation Mechanisms
by Aram Grigoryan & Markus Moller - 2305.09166 Finite Difference Solution Ansatz approach in Least-Squares Monte Carlo
by Jiawei Huo - 2305.09097 Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions
by Baishuai Zuo & Chuancun Yin & Jing Yao - 2305.09065 Robust Auction Design with Support Information
by Jerry Anunrojwong & Santiago R. Balseiro & Omar Besbes - 2305.09052 Grenander-type Density Estimation under Myerson Regularity
by Haitian Xie - 2305.09046 Convex optimization over a probability simplex
by James Chok & Geoffrey M. Vasil - 2305.08958 Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets
by Giampaolo Bonomi & Ali Uppal - 2305.08940 Complete Conditional Type Structures
by Nicodemo De Vito - 2305.08880 Semiparametrically Optimal Cointegration Test
by Bo Zhou - 2305.08857 COWPEA (Candidates Optimally Weighted in Proportional Election using Approval voting)
by Toby Pereira - 2305.08778 Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling
by Jia Xu & Longbing Cao - 2305.08740 Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction
by Sheng Xiang & Dawei Cheng & Chencheng Shang & Ying Zhang & Yuqi Liang - 2305.08729 Group knowledge and individual introspection
by Michele Crescenzi - 2305.08559 Designing Discontinuities
by Ibtihal Ferwana & Suyoung Park & Ting-Yi Wu & Lav R. Varshney - 2305.08530 Portfolio Optimization Rules beyond the Mean-Variance Approach
by Maxime Markov & Vladimir Markov - 2305.08524 Measuring Consistency in Text-based Financial Forecasting Models
by Linyi Yang & Yingpeng Ma & Yue Zhang - 2305.08488 Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices
by Emilija Dzuverovic & Matteo Barigozzi - 2305.08340 Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization
by Ahnaf Rafi - 2305.08268 Bubble Necessity Theorem
by Tomohiro Hirano & Alexis Akira Toda - 2305.08241 NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years
by William H. Press - 2305.08125 Robustness of Participatory Budgeting Outcomes: Complexity and Experiments
by Niclas Boehmer & Piotr Faliszewski & {L}ukasz Janeczko & Andrzej Kaczmarczyk - 2305.08056 Hybrid Quantum Algorithms integrating QAOA, Penalty Dephasing and Zeno Effect for Solving Binary Optimization Problems with Multiple Constraints
by Ke Wan & Yiwen Liu - 2305.07993 The Nonstationary Newsvendor with (and without) Predictions
by Lin An & Andrew A. Li & Benjamin Moseley & R. Ravi - 2305.07972 Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis
by Agam Shah & Suvan Paturi & Sudheer Chava - 2305.07970 Investigating Emergent Goal-Like Behaviour in Large Language Models Using Experimental Economics
by Steve Phelps & Yvan I. Russell - 2305.07729 Social Surplus Maximization in Sponsored Search Auctions Requires Communication
by Suat Evren - 2305.07559 PRIME: A Price-Reverting Impact Model of a cryptocurrency Exchange
by Christopher J. Cho & Timothy J. Norman & Manuel Nunes - 2305.07472 Mechanism Design without Rational Expectations
by Giacomo Rubbini - 2305.07466 Systematic Review on Reinforcement Learning in the Field of Fintech
by Nadeem Malibari & Iyad Katib & Rashid Mehmood - 2305.07362 The use of trade data in the analysis of global phosphate flows
by Matthias Raddant & Martin Bertau & Gerald Steiner - 2305.07352 Building resilient organizations: The roles of top-down vs. bottom-up organizing
by Stephan Leitner - 2305.07318 Evaluating congestion pricing schemes using agent-based passenger and freight microsimulation
by Peiyu Jing & Ravi Seshadri & Takanori Sakai & Ali Shamshiripour & Andre Romano Alho & Antonios Lentzakis & Moshe E. Ben-Akiva - 2305.07218 Hail Mary Pass: Contests with Stochastic Progress
by Chang Liu - 2305.07179 Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply
by Amine Ouazad & Matthew E. Kahn