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Content
2021
- 2101.11366 The Impact of Privacy Laws on Online User Behavior
by Julia Schmitt & Klaus M. Miller & Bernd Skiera
- 2101.11104 Four Ways to Scale Up: Smart, Dumb, Forced, and Fumbled
by Bent Flyvbjerg
- 2101.11036 Understanding the uneven spread of COVID-19 in the context of the global interconnected economy
by Dimitrios Tsiotas & Vassilis Tselios
- 2101.11001 Sample path generation of the stochastic volatility CGMY process and its application to path-dependent option pricing
by Young Shin Kim
- 2101.10947 Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions
by Hampus Engsner
- 2101.10942 Absolute Value Constraint: The Reason for Invalid Performance Evaluation Results of Neural Network Models for Stock Price Prediction
by Yi Wei
- 2101.10941 Identifying and Estimating Perceived Returns to Binary Investments
by Clint Harris
- 2101.10862 HANA: A HAndwritten NAme Database for Offline Handwritten Text Recognition
by Christian M. Dahl & Torben Johansen & Emil N. S{o}rensen & Simon Wittrock
- 2101.10824 Collective strategy condensation: When envy splits societies
by Claudius Gros
- 2101.10723 No-harm principle, rationality, and Pareto optimality in games
by Shaun Hargreaves Heap & Mehmet S. Ismail
- 2101.10721 Data sharing games
by V'ictor Gallego & Roi Naveiro & David R'ios Insua & Wolfram Rozas
- 2101.10679 Robustness of the international oil trade network under targeted attacks to economies
by N. Wei & W. -J. Xie & W. -X. Zhou
- 2101.10635 The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio
by Th'eo Roncalli & Th'eo Le Guenedal & Fr'ed'eric Lepetit & Thierry Roncalli & Takaya Sekine
- 2101.10548 Exploring the Complicated Relationship Between Patents and Standards, With a Particular Focus on the Telecommunications Sector
by Nikolaos Athanasios Anagnostopoulos
- 2101.10510 A Certainty Equivalent Merton Problem
by Nicholas Moehle & Stephen Boyd
- 2101.10431 Optimal Disclosure of Information to a Privately Informed Receiver
by Ozan Candogan & Philipp Strack
- 2101.10408 How COVID-19 influences healthcare workers' happiness: Panel data analysis in Japan
by Eiji Yamamura & Yoshiro Tsutsui
- 2101.10383 A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19
by Francisco Corona & Graciela Gonz'alez-Far'ias & Jes'us L'opez-P'erez
- 2101.10359 A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting
by Francis X. Diebold & Maximilian Gobel
- 2101.10293 The Role of Cost in the Integration of Security Features in Integrated Circuits for Smart Cards
by Nikolaos Athanasios Anagnostopoulos
- 2101.10261 Discrete Choice Analysis with Machine Learning Capabilities
by Youssef M. Aboutaleb & Mazen Danaf & Yifei Xie & Moshe Ben-Akiva
- 2101.10255 Consistent specification testing under spatial dependence
by Abhimanyu Gupta & Xi Qu
- 2101.10249 Assessing the Impact: Does an Improvement to a Revenue Management System Lead to an Improved Revenue?
by Greta Laage & Emma Frejinger & Andrea Lodi & Guillaume Rabusseau
- 2101.10151 Pricing Energy Storage in Real-time Market
by Cong Chen & Lang Tong & Ye Guo
- 2101.10092 Beyond cost reduction: Improving the value of energy storage in electricity systems
by Maximilian Parzen & Fabian Neumann & Addrian H. Van Der Weijde & Daniel Friedrich & Aristides Kiprakis
- 2101.10090 Unveiling Spatial Patterns of Disaster Impacts and Recovery Using Credit Card Transaction Variances
by Faxi Yuan & Amir Esmalian & Bora Oztekin & Ali Mostafavi
- 2101.10053 Optimal Trading with Signals and Stochastic Price Impact
by Jean-Pierre Fouque & Sebastian Jaimungal & Yuri F. Saporito
- 2101.09960 Political Regime and COVID 19 death rate: efficient, biasing or simply different autocracies ?
by Guilhem Cassan & Milan Van Steenvoort
- 2101.09936 Optimal investment in illiquid market with search frictions and transaction costs
by Jin Hyuk Choi & Tae Ung Gang
- 2101.09890 A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver
by Akihiko Takahashi & Yoshifumi Tsuchida & Toshihiro Yamada
- 2101.09886 The Two-Sided Market Network Analysis Based on Transfer Entropy & Labelr
by Seung Bin Baik
- 2101.09817 Population and Inequality Dynamics in Simple Economies
by John C. Stevenson
- 2101.09777 Capital growth and survival strategies in a market with endogenous prices
by Mikhail Zhitlukhin
- 2101.09738 Currency Network Risk
by Mykola Babiak & Jozef Barunik
- 2101.09682 Solving optimal stopping problems with Deep Q-Learning
by John Ery & Loris Michel
- 2101.09613 Machine Learning for Strategic Inference
by In-Koo Cho & Jonathan Libgober
- 2101.09605 Kernel regression analysis of tie-breaker designs
by Dan M. Kluger & Art B. Owen
- 2101.09543 Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables
by Max-Sebastian Dov`i
- 2101.09398 A Design-Based Perspective on Synthetic Control Methods
by Lea Bottmer & Guido Imbens & Jann Spiess & Merrill Warnick
- 2101.09395 Unraveling S&P500 stock volatility and networks -- An encoding-and-decoding approach
by Xiaodong Wang & Fushing Hsieh
- 2101.09394 Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach
by Jaehyuk Choi & Desheng Ge & Kyu Ho Kang & Sungbin Sohn
- 2101.09373 Relief and Stimulus in A Cross-sector Multi-product Scarce Resource Supply Chain Network
by Xiaowei Hu & Peng Li
- 2101.09357 Is the Capability approach a useful tool for decision aiding in public policy making?
by Nicolas Fayard & Chabane Mazri & Alexis Tsouki`as
- 2101.09230 Where does the Stimulus go? Deep Generative Model for Commercial Banking Deposits
by Ni Zhan
- 2101.09214 Graphical Models for Financial Time Series and Portfolio Selection
by Ni Zhan & Yijia Sun & Aman Jakhar & He Liu
- 2101.09064 Extensive networks would eliminate the demand for pricing formulas
by Jaegi Jeon & Kyunghyun Park & Jeonggyu Huh
- 2101.08984 Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters
by Xianfei Hui & Baiqing Sun & Hui Jiang & Indranil SenGupta
- 2101.08964 Probabilistic Framework For Loss Distribution Of Smart Contract Risk
by Petar Jevtic & Nicolas Lanchier
- 2101.08922 How does COVID-19 change insurance and vaccine demand? Evidence from short-panel data in Japan
by Eiji Yamamura & Yoshiro Tsutsui
- 2101.08914 A Contextualist Decision Theory
by Saleh Afroogh
- 2101.08813 Nine Challenges in Modern Algorithmic Trading and Controls
by Jackie Shen
- 2101.08778 SoK: Decentralized Finance (DeFi)
by Sam M. Werner & Daniel Perez & Lewis Gudgeon & Ariah Klages-Mundt & Dominik Harz & William J. Knottenbelt
- 2101.08722 Mechanism Design for Cumulative Prospect Theoretic Agents: A General Framework and the Revelation Principle
by Soham R. Phade & Venkat Anantharam
- 2101.08702 Leadership and Institutional Reforms
by Matata Ponyo Mapon & Jean-Paul K. Tsasa
- 2101.08559 To VaR, or Not to VaR, That is the Question
by Victor Olkhov
- 2101.08488 Long-term effects of female teacher on her pupils' smoking behaviour later in life
by Eiji Yamamura
- 2101.08487 Female teachers effect on male pupils' voting behavior and preference formation
by Eiji Yamamura
- 2101.08480 Changing views about remote working during the COVID-19 pandemic: Evidence using panel data from Japan
by Eiji Yamamura & Yoshiro Tsutsui
- 2101.08476 Impact of closing schools on mental health during the COVID-19 pandemic: Evidence using panel data from Japan
by Eiji Yamamura & Yoshiro Tsutsui
- 2101.08424 Climate Change Adaptation under Heterogeneous Beliefs
by Marcel Nutz & Florian Stebegg
- 2101.08314 Multi-Scale Games: Representing and Solving Games on Networks with Group Structure
by Kun Jin & Yevgeniy Vorobeychik & Mingyan Liu
- 2101.08145 The Log Moment formula for implied volatility
by Vimal Raval & Antoine Jacquier
- 2101.08068 Neural networks-based algorithms for stochastic control and PDEs in finance
by Maximilien Germain & Huy^en Pham & Xavier Warin
- 2101.08041 One-dimensional game-theoretic differential equations
by Rafa{l} M. {L}ochowski & Nicolas Perkowski & David J. Promel
- 2101.08008 Willingness to Pay and Attitudinal Preferences of Indian Consumers for Electric Vehicles
by Prateek Bansal & Rajeev Ranjan Kumar & Alok Raj & Subodh Dubey & Daniel J. Graham
- 2101.07820 Policy choices can help keep 4G and 5G universal broadband affordable
by Edward J Oughton & Niccol`o Comini & Vivien Foster & Jim W Hall
- 2101.07818 Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain
by Anton Pichler & J. Doyne Farmer
- 2101.07794 On Monte-Carlo methods in convex stochastic optimization
by Daniel Bartl & Shahar Mendelson
- 2101.07760 DKPRG or how to succeed in the Kolkata Paise Restaurant gamevia TSP
by Kalliopi Kastampolidou & Christos Papalitsas & Theodore Andronikos
- 2101.07695 Twitter Subjective Well-Being Indicator During COVID-19 Pandemic: A Cross-Country Comparative Study
by Tiziana Carpi & Airo Hino & Stefano Maria Iacus & Giuseppe Porro
- 2101.07661 The fiscal response to revenue shocks
by Simon Berset & Martin Huber & Mark Schelker
- 2101.07467 The Elephant in the Room: Why Transformative Education Must Address the Problem of Endless Exponential Economic Growth
by Chirag Dhara & Vandana Singh
- 2101.07410 Evidence and Behaviour of Support and Resistance Levels in Financial Time Series
by Ken Chung & Anthony Bellotti
- 2101.07390 The General Graph Matching Game: Approximate Core
by Vijay V. Vazirani
- 2101.07107 Deep Reinforcement Learning for Active High Frequency Trading
by Antonio Briola & Jeremy Turiel & Riccardo Marcaccioli & Alvaro Cauderan & Tomaso Aste
- 2101.07084 Beating the Market with Generalized Generating Portfolios
by Patrick Mijatovic
- 2101.06957 Dynamic industry uncertainty networks and the business cycle
by Jozef Barunik & Mattia Bevilacqua & Robert Faff
- 2101.06885 Assignment mechanisms: common preferences and information acquisition
by Georgy Artemov
- 2101.06834 Towards a more sustainable academic publishing system
by Mohsen Kayal & Jane Ballard & Ehsan Kayal
- 2101.06805 Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model
by Yufeng Mao & Bin Peng & Mervyn Silvapulle & Param Silvapulle & Yanrong Yang
- 2101.06690 A Two-Population Mortality Model to Assess Longevity Basis Risk
by Selin Ozen & c{S}ule c{S}ahin
- 2101.06675 A Framework of State-dependent Utility Optimization with General Benchmarks
by Zongxia Liang & Yang Liu & Litian Zhang
- 2101.06603 The Impact of Digital Marketing on Sausage Manufacturing Companies in the Altos of Jalisco
by Guillermo Jose Navarro del Toro
- 2101.06585 Diagnosis of systemic risk and contagion across financial sectors
by Sayuj Choudhari & Richard Licheng Zhu
- 2101.06478 GDP Forecasting using Payments Transaction Data
by Arunav Das
- 2101.06476 Visual Analytics approach for finding spatiotemporal patterns from COVID19
by Arunav Das
- 2101.06458 Temporal Clustering of Disorder Events During the COVID-19 Pandemic
by Gian Maria Campedelli & Maria Rita D'Orsogna
- 2101.06348 Exponential Kernels with Latency in Hawkes Processes: Applications in Finance
by Marcos Costa Santos Carreira
- 2101.06236 Modelling Universal Order Book Dynamics in Bitcoin Market
by Fabin Shi & Nathan Aden & Shengda Huang & Neil Johnson & Xiaoqian Sun & Jinhua Gao & Li Xu & Huawei Shen & Xueqi Cheng & Chaoming Song
- 2101.06221 Adequacy of time-series reduction for renewable energy systems
by Leonard Goke & Mario Kendziorski
- 2101.06149 Moving Away from the Joneses to Move Ahead: Migration, Information Gap and Signalling
by Shihas Abdul-Razak & Upasak Das & Rupayan Pal
- 2101.06078 Causal Gradient Boosting: Boosted Instrumental Variable Regression
by Edvard Bakhitov & Amandeep Singh
- 2101.06077 Estimation of future discretionary benefits in traditional life insurance
by Florian Gach & Simon Hochgerner
- 2101.05900 Testing Models of Strategic Uncertainty: Equilibrium Selection in Repeated Games
by Emanuel Vespa & Taylor Weidman & Alistair J. Wilson
- 2101.05847 Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates
by Minji Bang & Wayne Yuan Gao & Andrew Postlewaite & Holger Sieg
- 2101.05780 Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
by Alexis Derumigny & Lucas Girard & Yannick Guyonvarch
- 2101.05744 A comparative study of scoring systems by simulations
by L'aszl'o Csat'o
- 2101.05655 Dynamics of contentment
by Alexey A. Burluka
- 2101.05588 Crisis Propagation in a Heterogeneous Self-Reflexive DSGE Model
by Federico Guglielmo Morelli & Michael Benzaquen & Jean-Philippe Bouchaud & Marco Tarzia
- 2101.05580 Should the government reward cooperation? Insights from an agent-based model of wealth redistribution
by Frank Schweitzer & Luca Verginer & Giacomo Vaccario
- 2101.05379 Copositive Duality for Discrete Markets and Games
by Cheng Guo & Merve Bodur & Joshua A. Taylor
- 2101.05365 Scared into Action: How Partisanship and Fear are Associated with Reactions to Public Health Directives
by Mike Lindow & David DeFranza & Arul Mishra & Himanshu Mishra
- 2101.05364 Intergenerational transmission of culture among immigrants: Gender gap in education among first and second generations
by Hamid NoghaniBehambari & Nahid Tavassoli & Farzaneh Noghani
- 2101.05249 Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling
by Wei Li & Denis Mike Becker
- 2101.05149 On the Computational Properties of Obviously Strategy-Proof Mechanisms
by Louis Golowich & Shengwu Li
- 2101.05010 Quantifying the importance of firms by means of reputation and network control
by Yan Zhang & Frank Schweitzer
- 2101.04975 Optimal reinsurance problem under fixed cost and exponential preferences
by Matteo Brachetta & Claudia Ceci
- 2101.04771 Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data
by Laura Liu & Mikkel Plagborg-M{o}ller
- 2101.04618 Social Media, Content Moderation, and Technology
by Yi Liu & Pinar Yildirim & Z. John Zhang
- 2101.04604 Wild Randomness, and the application of Hyperbolic Diffusion in Financial Modelling
by Will Hicks
- 2101.04529 Narrow Bracketing in Work Choices
by Francesco Fallucchi & Marc Kaufmann
- 2101.04486 Dynamic pricing under nested logit demand
by David Muller & Yurii Nesterov & Vladimir Shikhman
- 2101.04480 Text analysis in financial disclosures
by Sridhar Ravula
- 2101.04447 Learning and Upgrading in Global Value Chains: An Analysis of India's Manufacturing Sector
by Sourish Dutta
- 2101.04346 Empirical Decomposition of the IV-OLS Gap with Heterogeneous and Nonlinear Effects
by Shoya Ishimaru
- 2101.04308 Short Rate Dynamics: A Fed Funds and SOFR perspective
by Karol Gellert & Erik Schlogl
- 2101.04280 Quantum option pricing using Wick rotated imaginary time evolution
by Santosh Kumar Radha
- 2101.04222 Best-response dynamics, playing sequences, and convergence to equilibrium in random games
by Torsten Heinrich & Yoojin Jang & Luca Mungo & Marco Pangallo & Alex Scott & Bassel Tarbush & Samuel Wiese
- 2101.04164 Dynamic Ordering Learning in Multivariate Forecasting
by Bruno P. C. Levy & Hedibert F. Lopes
- 2101.04113 Portfolio Construction Using Stratified Models
by Jonathan Tuck & Shane Barratt & Stephen Boyd
- 2101.04023 Efficient Hamiltonian Simulation for Solving Option Price Dynamics
by Javier Gonzalez-Conde & 'Angel Rodr'iguez-Rozas & Enrique Solano & Mikel Sanz
- 2101.03954 Mean-Variance Investment and Risk Control Strategies -- A Time-Consistent Approach via A Forward Auxiliary Process
by Yang Shen & Bin Zou
- 2101.03943 Early-life Income Shocks and Old-Age Cause-Specific Mortality
by Hamid NoghaniBehambari & Farzaneh Noghani & Nahid Tavassoli
- 2101.03867 A Reinforcement Learning Based Encoder-Decoder Framework for Learning Stock Trading Rules
by Mehran Taghian & Ahmad Asadi & Reza Safabakhsh
- 2101.03863 Best-response dynamics in directed network games
by P'eter Bayer & Gyorgy Kozics & N'ora Gabriella SzH{o}ke
- 2101.03759 A $C^{0,1}$-functional It\^o's formula and its applications in mathematical finance
by Bruno Bouchard & Gr'egoire Loeper & Xiaolu Tan
- 2101.03626 On the RND under Heston's stochastic volatility model
by Ben Boukai
- 2101.03625 The 'COVID' Crash of the 2020 U.S. Stock Market
by Min Shu & Ruiqiang Song & Wei Zhu
- 2101.03598 Using the Econometric Models for Identification of Risk Factors for Albanian SMEs (Case study: SMEs of Gjirokastra region)
by Lorenc Kociu & Kledian Kodra
- 2101.03562 Bootstrapping Non-Stationary Stochastic Volatility
by H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & Iliyan Georgiev
- 2101.03418 Deep Reinforcement Learning with Function Properties in Mean Reversion Strategies
by Sophia Gu
- 2101.03358 Mechanistic Framework of Global Value Chains
by Sourish Dutta
- 2101.03259 Ramadan and Infants Health Outcomes
by Hossein Abbaszadeh Shahri
- 2101.03239 Comparison of the effects of investor attention using search volume data before and after mobile device popularization
by Jonghyeon Min
- 2101.03214 Exploring the association between R&D expenditure and the job quality in the European Union
by Fernando Almeida & Nelson Amoedo
- 2101.03205 Visualizing the Financial Impact of Presidential Tweets on Stock Markets
by Ujwal Kandi & Sasikanth Gujjula & Venkatesh Buddha & V S Bhagavan
- 2101.03131 Firearms Law and Fatal Police Shootings: A Panel Data Analysis
by Marco Rogna & Diep Bich Nguyen
- 2101.03117 Does external medical review reduce disability insurance inflow?
by Helge Liebert
- 2101.03087 Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks
by Racine Ly & Fousseini Traore & Khadim Dia
- 2101.03086 Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts
by Agostino Capponi & Jos'e E. Figueroa-L'opez & Chuyi Yu
- 2101.02917 Valuation of electricity storage contracts using the COS method
by Boris C. Boonstra & Cornelis W. Oosterlee
- 2101.02857 Friend-Based Ranking in Practice
by Francis Bloch & Matthew Olckers
- 2101.02778 Dynamic Curves for Decentralized Autonomous Cryptocurrency Exchanges
by Bhaskar Krishnamachari & Qi Feng & Eugenio Grippo
- 2101.02760 Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
by Peter A. Forsyth & Kenneth R. Vetzal & Graham Westmacott
- 2101.02736 Improved ACD-based financial trade durations prediction leveraging LSTM networks and Attention Mechanism
by Yong Shi & Wei Dai & Wen Long & Bo Li
- 2101.02731 On regularized optimal execution problems and their singular limits
by Max O. Souza & Yuri Thamsten
- 2101.02701 Does double-blind peer-review reduce bias? Evidence from a top computer science conference
by Mengyi Sun & Jainabou Barry Danfa & Misha Teplitskiy
- 2101.02590 Upswing in Industrial Activity and Infant Mortality during Late 19th Century US
by Nahid Tavassoli & Hamid Noghanibehambari & Farzaneh Noghani & Mostafa Toranji
- 2101.02588 Leveraging latent persistency in United States patent and trademark applications to gain insight into the evolution of an innovation-driven economy
by Iraj Daizadeh
- 2101.02587 Mining the Relationship Between COVID-19 Sentiment and Market Performance
by Ziyuan Xia & Jeffery Chen & Anchen Sun
- 2101.02478 Measurement of Global Value Chain (GVC) Participation in World Development Report 2020
by Sourish Dutta
- 2101.02423 Strength in Numbers: Robust Mechanisms for Public Goods with Many Agents
by Jin Xi & Haitian Xie
- 2101.02296 Predicting CEO Compensation in Non-Controlled Public Corporations with the Canonical Regression Quantile Method
by Joseph Haimberg & Stephen Portnoy
- 2101.02288 Theory and Applications of Financial Chaos Index
by Masoud Ataei & Shengyuan Chen & Zijiang Yang & M. Reza Peyghami
- 2101.02287 COVID19-HPSMP: COVID-19 Adopted Hybrid and Parallel Deep Information Fusion Framework for Stock Price Movement Prediction
by Farnoush Ronaghi & Mohammad Salimibeni & Farnoosh Naderkhani & Arash Mohammadi
- 2101.02110 Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk
by Thierry Roncalli & Fatma Karray-Meziou & Franc{c}ois Pan & Margaux Regnault
- 2101.02044 Deep learning for efficient frontier calculation in finance
by Xavier Warin
- 2101.01739 Online Multivalid Learning: Means, Moments, and Prediction Intervals
by Varun Gupta & Christopher Jung & Georgy Noarov & Mallesh M. Pai & Aaron Roth
- 2101.01388 A Model of Market Making and Price Impact
by Angad Singh
- 2101.01385 Recurrent Neural Networks for Stochastic Control Problems with Delay
by Jiequn Han & Ruimeng Hu
- 2101.01261 Hedging with Bitcoin Futures: The Effect of Liquidation Loss Aversion and Aggressive Trading
by Carol Alexander & Jun Deng & Bin Zou
- 2101.01254 Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors
by Jiaying Gu & Thomas M. Russell
- 2101.01245 Regression Discontinuity Design with Many Thresholds
by Marinho Bertanha
- 2101.01170 Better Bunching, Nicer Notching
by Marinho Bertanha & Andrew H. McCallum & Nathan Seegert
- 2101.01155 Bus operators in competition: a directed location approach
by Fernanda Herrera & Sergio I. L'opez
- 2101.01144 Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso
by Mehmet Caner & Kfir Eliaz
- 2101.01128 The OxyContin Reformulation Revisited: New Evidence From Improved Definitions of Markets and Substitutes
by Shiyu Zhang & Daniel Guth
- 2101.01085 Mind the wealth gap: a new allocation method to match micro and macro statistics for household wealth
by Michele Cantarella & Andrea Neri & Maria Giovanna Ranalli
- 2101.01024 Model-free price bounds under dynamic option trading
by Ariel Neufeld & Julian Sester
- 2101.01006 Design and analysis of momentum trading strategies
by Richard J. Martin
- 2101.00940 Using attention to model long-term dependencies in occupancy behavior
by Max Kleinebrahm & Jacopo Torriti & Russell McKenna & Armin Ardone & Wolf Fichtner
- 2101.00913 Credit Crunch: The Role of Household Lending Capacity in the Dutch Housing Boom and Bust 1995-2018
by Menno Schellekens & Taha Yasseri
- 2101.00878 The Value Added of Machine Learning to Causal Inference: Evidence from Revisited Studies
by Anna Baiardi & Andrea A. Naghi
- 2101.00719 Bankruptcy prediction using disclosure text features
by Sridhar Ravula
- 2101.00669 Market Design for Tradable Mobility Credits
by Siyu Chen & Ravi Seshadri & Carlos Lima Azevedo & Arun P. Akkinepally & Renming Liu & Andrea Araldo & Yu Jiang & Moshe E. Ben-Akiva
- 2101.00648 Governmental incentives for green bonds investment
by Bastien Baldacci & Dylan Possamai
- 2101.00625 What does the consumer know about the environmental damage caused by the disposable cup and the need to replace it
by Guillermo Jos'e Navarro del Toro
- 2101.00576 Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19
by Nick James
- 2101.00565 Estimation of Tempered Stable L\'{e}vy Models of Infinite Variation
by Jos'e E. Figueroa-L'opez & Ruoting Gong & Yuchen Han
- 2101.00422 COVID-19 spreading in financial networks: A semiparametric matrix regression model
by Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo
- 2101.00399 The Law of Large Numbers for Large Stable Matchings
by Jacob Schwartz & Kyungchul Song
- 2101.00343 A Time-Inconsistent Dynkin Game: from Intra-personal to Inter-personal Equilibria
by Yu-Jui Huang & Zhou Zhou
- 2101.00327 The 2020 Global Stock Market Crash: Endogenous or Exogenous?
by Ruiqiang Song & Min Shu & Wei Zhu
- 2101.00299 Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options
by Andrew Papanicolaou
- 2101.00281 Exploring the Impact of COVID-19 in the Sustainability of Airbnb Business Model
by Rim Krouk & Fernando Almeida
- 2101.00251 Forward indifference valuation and hedging of basis risk under partial information
by Mahan Tahvildari
- 2101.00223 Pricing spread option with liquidity adjustments
by Kevin Shuai Zhang & Traian Pirvu
2020