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Content
2020
- 2004.11121 Quantifying the Economic Impact of Extreme Shocks on Businesses using Human Mobility Data: a Bayesian Causal Inference Approach
by Takahiro Yabe & Yunchang Zhang & Satish Ukkusuri
- 2004.11118 Some Applications of Lie Groups in Theory of Technical Progress
by Le Anh Vu & Duong Quang Hoa & Nguyen Minh Tri & Ha Van Hieu
- 2004.10951 Optimal execution with liquidity risk in a diffusive order book market
by Hyoeun Lee & Kiseop Lee
- 2004.10869 Cost estimation for alternative aviation plans against potential radiation exposure associated with solar proton events for the airline industry
by Yosuke A. Yamashiki & Moe Fujita & Tatsuhiko Sato & Hiroyuki Maehara & Yuta Notsu & Kazunari Shibata
- 2004.10632 Order book dynamics with liquidity fluctuations: limit theorems and large deviations
by Helder Rojas & Artem Logachov & Anatoly Yambartsev
- 2004.10631 The new methods for equity fund selection and optimal portfolio construction
by Yi Cao
- 2004.10571 Large and moderate deviations for stochastic Volterra systems
by Antoine Jacquier & Alexandre Pannier
- 2004.10562 Venturing the Definition of Green Energy Transition: A systematic literature review
by Pedro V Hernandez Serrano & Amrapali Zaveri
- 2004.10560 Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds
by Kartikay Gupta & Niladri Chatterjee
- 2004.10548 An information-theoretic approach to the analysis of location and co-location patterns
by Alje van Dam & Andres Gomez-Lievano & Frank Neffke & Koen Frenken
- 2004.10537 A New Metric for Lumpy and Intermittent Demand Forecasts: Stock-keeping-oriented Prediction Error Costs
by Dominik Martin & Philipp Spitzer & Niklas Kuhl
- 2004.10324 Managing COVID-19 Pandemic without Destructing the Economy
by David Gershon & Alexander Lipton & Hagai Levine
- 2004.10318 Refining Understanding of Corporate Failure through a Topological Data Analysis Mapping of Altman's Z-Score Model
by Wanling Qiu & Simon Rudkin & Pawel Dlotko
- 2004.10178 Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
by Pushpendu Ghosh & Ariel Neufeld & Jajati Keshari Sahoo
- 2004.10119 COVID-19 and Company Knowledge Graphs: Assessing Golden Powers and Economic Impact of Selective Lockdown via AI Reasoning
by Luigi Bellomarini & Marco Benedetti & Andrea Gentili & Rosario Laurendi & Davide Magnanimi & Antonio Muci & Emanuel Sallinger
- 2004.10096 Wealth Effect on Portfolio Allocation in Incomplete Markets
by Chenxu Li & Olivier Scaillet & Yiwen Shen
- 2004.10092 Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates
by Oskar Gustafsson & Mattias Villani & Par Stockhammar
- 2004.09963 Structural clustering of volatility regimes for dynamic trading strategies
by Arjun Prakash & Nick James & Max Menzies & Gilad Francis
- 2004.09959 The rise of science in low-carbon energy technologies
by Kerstin Hotte & Anton Pichler & Franc{c}ois Lafond
- 2004.09835 How Much Income Inequality Is Too Much?
by Jean-Philippe Bouchaud
- 2004.09770 Revealing Cluster Structures Based on Mixed Sampling Frequencies
by Yeonwoo Rho & Yun Liu & Hie Joo Ahn
- 2004.09627 Inference by Stochastic Optimization: A Free-Lunch Bootstrap
by Jean-Jacques Forneron & Serena Ng
- 2004.09617 A geometric characterization of VES and Kadiyala-type production functions
by Nicol`o Cangiotti & Mattia Sensi
- 2004.09592 Black-Box Strategies and Equilibrium for Games with Cumulative Prospect Theoretic Players
by Soham R. Phade & Venkat Anantharam
- 2004.09591 Semi-closed form prices of barrier options in the Hull-White model
by Andrey Itkin & Dmitry Muravey
- 2004.09458 Noise-Induced Randomization in Regression Discontinuity Designs
by Dean Eckles & Nikolaos Ignatiadis & Stefan Wager & Han Wu
- 2004.09448 A perspective on correlation-based financial networks and entropy measures
by Vishwas Kukreti & Hirdesh K. Pharasi & Priya Gupta & Sunil Kumar
- 2004.09432 Robust Arbitrage Conditions for Financial Markets
by Derek Singh & Shuzhong Zhang
- 2004.09421 The Impact of Birth Order on Behavior in Contact Team Sports: the Evidence of Rugby Teams in Argentina
by Fernando Delbianco & Federico Fioravanti & Fernando Tohm'e
- 2004.09418 Real implications of Quantitative Easing in the euro area: a complex-network perspective
by Chiara Perillo & Stefano Battiston
- 2004.09368 Awareness of crash risk improves Kelly strategies in simulated financial time series
by Jan-Christian Gerlach & Jerome Kreuser & Didier Sornette
- 2004.09318 Non-linear interlinkages and key objectives amongst the Paris Agreement and the Sustainable Development Goals
by Felix Laumann & Julius von Kugelgen & Mauricio Barahona
- 2004.09293 A Social Network Analysis of Occupational Segregation
by I. Sebastian Buhai & Marco J. van der Leij
- 2004.09225 Fairness in penalty shootouts: Is it worth using dynamic sequences?
by L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy
- 2004.09212 A System Dynamics Model of Bitcoin: Mining as an Efficient Market and the Possibility of "Peak Hash"
by Davide Lasi & Lukas Saul
- 2004.09161 Multi-frequency-band tests for white noise under heteroskedasticity
by Mengya Liu & Fukan Zhu & Ke Zhu
- 2004.09087 Effects of the COVID-19 Pandemic on Population Mobility under Mild Policies: Causal Evidence from Sweden
by Matz Dahlberg & Per-Anders Edin & Erik Gronqvist & Johan Lyhagen & John Osth & Alexey Siretskiy & Marina Toger
- 2004.09075 On the integration of Shapley-Scarf housing markets
by Rajnish Kunar & Kriti Manocha & Josue Ortega
- 2004.09042 Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation
by Misha van Beek
- 2004.08917 On the dynamics emerging from pandemics and infodemics
by Stephan Leitner
- 2004.08892 The Moral Burden of Ambiguity Aversion
by Brian Jabarian
- 2004.08891 Hedging with Linear Regressions and Neural Networks
by Johannes Ruf & Weiguan Wang
- 2004.08889 Sequential hypothesis testing in machine learning, and crude oil price jump size detection
by Michael Roberts & Indranil SenGupta
- 2004.08791 Estimating High-Dimensional Discrete Choice Model of Differentiated Products with Random Coefficients
by Masayuki Sawada & Kohei Kawaguchi
- 2004.08759 Information flow networks of Chinese stock market sectors
by Peng Yue & Qing Cai & Wanfeng Yan & Wei-Xing Zhou
- 2004.08701 Infection arbitrage
by Sander Heinsalu
- 2004.08650 An arbitrage-free interpolation of class $C^2$ for option prices
by Fabien Le Floc'h
- 2004.08550 Long memory in select stock returns using an alternative wavelet log-scale alignment approach
by Avishek Bhandari & Bandi Kamaiah
- 2004.08533 Determination of Bayesian optimal warranty length under Type-II unified hybrid censoring scheme
by Tanmay Sen & Ritwik Bhattacharya & Biswabrata Pradhan & Yogesh Mani Tripathi
- 2004.08504 Transitioning out of the Coronavirus Lockdown: A Framework for Zone-Based Social Distancing
by Eric Friedman & John Friedman & Simon Johnson & Adam Landsberg
- 2004.08468 Loss aversion and the welfare ranking of policy interventions
by Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias
- 2004.08460 Estimating and Projecting Air Passenger Traffic during the COVID-19 Coronavirus Outbreak and its Socio-Economic Impact
by Stefano Maria Iacus & Fabrizio Natale & Carlos Satamaria & Spyridon Spyratos & Michele Vespe
- 2004.08318 Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions
by Sung Jae Jun & Sokbae Lee
- 2004.08290 Empirical Study of Market Impact Conditional on Order-Flow Imbalance
by Anastasia Bugaenko
- 2004.08240 Characterizing the memory capacity of transmon qubit reservoirs
by Samudra Dasgupta & Kathleen E. Hamilton & Arnab Banerjee
- 2004.08204 Modeling Institutional Credit Risk with Financial News
by Tam Tran-The
- 2004.08167 Mean Field Game Approach to Bitcoin Mining
by Charles Bertucci & Louis Bertucci & Jean-Michel Lasry & Pierre-Louis Lions
- 2004.08126 The direct and spillover effects of a nationwide socio-emotional learning program for disruptive students
by Cl'ement de Chaisemartin & Nicol'as Navarrete H.
- 2004.08124 Minimizing the Ruin Probability under the Sparre Andersen Model
by Linlin Tian & Lihua Bai
- 2004.07977 Short-Term Covid-19 Forecast for Latecomers
by Marcelo Medeiros & Alexandre Street & Davi Vallad~ao & Gabriel Vasconcelos & Eduardo Zilberman
- 2004.07947 Correlates of the country differences in the infection and mortality rates during the first wave of the COVID-19 pandemic: Evidence from Bayesian model averaging
by Viktor Stojkoski & Zoran Utkovski & Petar Jolakoski & Dragan Tevdovski & Ljupco Kocarev
- 2004.07900 Identification of a class of index models: A topological approach
by Mogens Fosgerau & Dennis Kristensen
- 2004.07827 COVID-19: $R_0$ is lower where outbreak is larger
by Pietro Battiston & Simona Gamba
- 2004.07814 Economic Conditions for Innovation: Private vs. Public Sector
by Tom'av{s} Evan & Vladim'ir Hol'y
- 2004.07736 Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework
by Sandrine Gumbel & Thorsten Schmidt
- 2004.07612 Information transfer between stock market sectors: A comparison between the USA and China
by Peng Yue & Yaodong Fan & Jonathan A. Batten & Wei-Xing Zhou
- 2004.07571 Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model
by Kirill S. Glavatskiy & Mikhail Prokopenko & Adrian Carro & Paul Ormerod & Michael Harre
- 2004.07290 From code to market: Network of developers and correlated returns of cryptocurrencies
by Lorenzo Lucchini & Laura Alessandretti & Bruno Lepri & Angela Gallo & Andrea Baronchelli
- 2004.06985 Extending Deep Reinforcement Learning Frameworks in Cryptocurrency Market Making
by Jonathan Sadighian
- 2004.06982 An analytical study of participating policies with minimum rate guarantee and surrender option
by Maria B. Chiarolla & Tiziano De Angelis & Gabriele Stabile
- 2004.06880 A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
by Benjamin Avanzi & Gregory Clive Taylor & Phuong Anh Vu & Bernard Wong
- 2004.06786 Exact Simulation of Variance Gamma related OU processes: Application to the Pricing of Energy Derivatives
by Piergiacomo Sabino
- 2004.06759 Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective
by R. Maria del Rio-Chanona & Penny Mealy & Anton Pichler & Francois Lafond & Doyne Farmer
- 2004.06680 Epidemic control via stochastic optimal control
by Andrew Lesniewski
- 2004.06676 The interdependency structure in the Mexican stock exchange: A network approach
by Erick Trevi~no Aguilar
- 2004.06667 Schr\"odinger's ants: A continuous description of Kirman's recruitment model
by Jos'e Moran & Antoine Fosset & Michael Benzaquen & Jean-Philippe Bouchaud
- 2004.06645 A Search Model of Statistical Discrimination
by Jiadong Gu & Peter Norman
- 2004.06642 Information Token Driven Machine Learning for Electronic Markets: Performance Effects in Behavioral Financial Big Data Analytics
by Jim Samuel
- 2004.06636 Model Uncertainty: A Reverse Approach
by Felix-Benedikt Liebrich & Marco Maggis & Gregor Svindland
- 2004.06627 An Application of Deep Reinforcement Learning to Algorithmic Trading
by Thibaut Th'eate & Damien Ernst
- 2004.06626 Potential in the Schrodinger equation: estimation from empirical data
by J. L. Subias
- 2004.06586 Targetting Kollo Skewness with Random Orthogonal Matrix Simulation
by Carol Alexander & Xiaochun Meng & Wei Wei
- 2004.06565 Bayesian Consensus: Consensus Estimates from Miscalibrated Instruments under Heteroscedastic Noise
by Chirag Nagpal & Robert E. Tillman & Prashant Reddy & Manuela Veloso
- 2004.06542 Abrupt declines in tropospheric nitrogen dioxide over China after the outbreak of COVID-19
by Fei Liu & Aaron Page & Sarah A. Strode & Yasuko Yoshida & Sungyeon Choi & Bo Zheng & Lok N. Lamsal & Can Li & Nickolay A. Krotkov & Henk Eskes & Ronald van der A & Pepijn Veefkind & Pieternel Levelt & Joanna Joiner & Oliver P. Hauser
- 2004.06420 Stress testing and systemic risk measures using multivariate conditional probability
by Tomaso Aste
- 2004.06289 On Vickrey's Income Averaging
by Stefan Steinerberger & Aleh Tsyvinski
- 2004.06200 Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010
by P. B. Lerner
- 2004.06178 Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem
by Charles F. Manski & Francesca Molinari
- 2004.06144 The PCL Framework: A strategic approach to comprehensive risk management in response to climate change impacts
by Youssef Nassef
- 2004.06098 The effect of stay-at-home orders on COVID-19 cases and fatalities in the United States
by James H. Fowler & Seth J. Hill & Remy Levin & Nick Obradovich
- 2004.06092 mFLICA: An R package for Inferring Leadership of Coordination From Time Series
by Chainarong Amornbunchornvej
- 2004.05940 A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding
by Ioannis Boukas & Damien Ernst & Thibaut Th'eate & Adrien Bolland & Alexandre Huynen & Martin Buchwald & Christelle Wynants & Bertrand Corn'elusse
- 2004.05894 What You See and What You Don't See: The Hidden Moments of a Probability Distribution
by Nassim Nicholas Taleb
- 2004.05870 The leverage effect and other stylized facts displayed by Bitcoin returns
by F. N. M. de Sousa Filho & J. N. Silva & M. A. Bertella & E. Brigatti
- 2004.05629 A Machine Learning Approach for Flagging Incomplete Bid-rigging Cartels
by Hannes Wallimann & David Imhof & Martin Huber
- 2004.05563 Closing Gaps in Asymptotic Fair Division
by Pasin Manurangsi & Warut Suksompong
- 2004.05367 A new multilayer network construction via Tensor learning
by Giuseppe Brandi & T. Di Matteo
- 2004.05325 Evolving efficiency and robustness of global oil trade networks
by Wen-Jie Xie & Na Wei & Wei-Xing Zhou
- 2004.05322 Holding-Based Evaluation upon Actively Managed Stock Mutual Funds in China
by Huimin Peng
- 2004.05229 Effective alleviation of rural poverty depends on the interplay between productivity, nutrients, water and soil quality
by Sonja Radosavljevic & L. Jamila Haider & Steven J. Lade & Maja Schluter
- 2004.05127 Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data
by Carlos Lamarche & Thomas Parker
- 2004.05027 Direct and spillover effects of a new tramway line on the commercial vitality of peripheral streets. A synthetic-control approach
by Giulio Grossi & Marco Mariani & Alessandra Mattei & Patrizia Lattarulo & Ozge Oner
- 2004.04984 Forecasts with Bayesian vector autoregressions under real time conditions
by Michael Pfarrhofer
- 2004.04867 The Benefits and Costs of Social Distancing in Rich and Poor Countries
by Zachary Barnett-Howell & Ahmed Mushfiq Mobarak
- 2004.04683 On the Factors Influencing the Choices of Weekly Telecommuting Frequencies of Post-secondary Students in Toronto
by Khandker Nurul Habib & Ph. D. & PEng
- 2004.04605 The cost of Bitcoin mining has never really increased
by Yo-Der Song & Tomaso Aste
- 2004.04501 SABR smiles for RFR caplets
by Sander Willems
- 2004.04397 Quantification of Risk in Classical Models of Finance
by Alois Pichler & Ruben Schlotter
- 2004.04384 Classifying economics for the common good: Connecting sustainable development goals to JEL codes
by Jussi T. S. Heikkila
- 2004.04247 Applications of the Coase Theorem
by Tatyana Deryugina & Frances Moore & Richard S. J. Tol
- 2004.04048 Correlating L\'evy processes with Self-Decomposability: Applications to Energy Markets
by Matteo Gardini & Piergiacomo Sabino & Emanuela Sasso
- 2004.04015 Is the variance swap rate affine in the spot variance? Evidence from S&P500 data
by Maria Elvira Mancino & Simone Scotti & Giacomo Toscano
- 2004.04013 Bias optimal vol-of-vol estimation: the role of window overlapping
by Giacomo Toscano & Maria Cristina Recchioni
- 2004.03865 Manipulation-Proof Machine Learning
by Daniel Bjorkegren & Joshua E. Blumenstock & Samsun Knight
- 2004.03715 Crisis-Critical Intellectual Property: Findings from the COVID-19 Pandemic
by Frank Tietze & Pratheeba Vimalnath & Leonidas Aristodemou & Jenny Molloy
- 2004.03546 Instabilities in Multi-Asset and Multi-Agent Market Impact Games
by Francesco Cordoni & Fabrizio Lillo
- 2004.03448 Robust Empirical Bayes Confidence Intervals
by Timothy B. Armstrong & Michal Koles'ar & Mikkel Plagborg-M{o}ller
- 2004.03445 QuantNet: Transferring Learning Across Systematic Trading Strategies
by Adriano Koshiyama & Sebastian Flennerhag & Stefano B. Blumberg & Nick Firoozye & Philip Treleaven
- 2004.03414 Inference in Unbalanced Panel Data Models with Interactive Fixed Effects
by Daniel Czarnowske & Amrei Stammann
- 2004.03330 Double continuation regions for American options under Poisson exercise opportunities
by Zbigniew Palmowski & Jos'e Luis P'erez & Kazutoshi Yamazaki
- 2004.03319 Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
by Pawe{l} O'swik{e}cimka & Stanis{l}aw Dro.zd.z & Mattia Frasca & Robert Gk{e}barowski & Natsue Yoshimura & Luciano Zunino & Ludovico Minati
- 2004.03282 Visualising the Evolution of English Covid-19 Cases with Topological Data Analysis Ball Mapper
by Pawel Dlotko & Simon Rudkin
- 2004.03190 Predicting tail events in a RIA-EVT-Copula framework
by Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou
- 2004.03165 Bootstraps Regularize Singular Correlation Matrices
by Christian Bongiorno
- 2004.03107 The Economics of Social Data
by Dirk Bergemann & Alessandro Bonatti & Tan Gan
- 2004.03036 Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments
by Kyle Colangelo & Ying-Ying Lee
- 2004.02706 What do online listings tell us about the housing market?
by Michele Loberto & Andrea Luciani & Marco Pangallo
- 2004.02670 Spanning analysis of stock market anomalies under Prospect Stochastic Dominance
by Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou
- 2004.02357 Final Topology for Preference Spaces
by Pablo Schenone
- 2004.02350 Split Cycle: A New Condorcet Consistent Voting Method Independent of Clones and Immune to Spoilers
by Wesley H. Holliday & Eric Pacuit
- 2004.02312 Fixed income portfolio optimisation: Interest rates, credit, and the efficient frontier
by Richard J. Martin
- 2004.02296 Effects of the Affordable Care Act Dependent Coverage Mandate on Health Insurance Coverage for Individuals in Same-Sex Couples
by Christopher S. Carpenter & Gilbert Gonzales & Tara McKay & Dario Sansone
- 2004.02198 Joint Modelling and Calibration of SPX and VIX by Optimal Transport
by Ivan Guo & Gregoire Loeper & Jan Obloj & Shiyi Wang
- 2004.01917 The illiquidity network of stocks in China's market crash
by Xiaoling Tan & Jichang Zhao
- 2004.01910 Incentive compatibility in sender-receiver stopping games
by Aditya Aradhye & J'anos Flesch & Mathias Staudigl & Dries Vermeulen
- 2004.01865 Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging
by Jos'e E. Figueroa-L'opez & Bei Wu
- 2004.01838 Optimal periodic dividend strategies for spectrally negative L\'evy processes with fixed transaction costs
by Benjamin Avanzi & Hayden Lau & Bernard Wong
- 2004.01831 Inside the Mind of a Stock Market Crash
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
- 2004.01788 Reselling Information
by S. Nageeb Ali & Ayal Chen-Zion & Erik Lillethun
- 2004.01651 On the Structure of Stable Tournament Solutions
by Felix Brandt & Markus Brill & Hans Georg Seedig & Warut Suksompong
- 2004.01624 How to build a cross-impact model from first principles: Theoretical requirements and empirical results
by Mehdi Tomas & Iacopo Mastromatteo & Michael Benzaquen
- 2004.01623 Estimation and Uniform Inference in Sparse High-Dimensional Additive Models
by Philipp Bach & Sven Klaassen & Jannis Kueck & Martin Spindler
- 2004.01598 Credible, Truthful, and Two-Round (Optimal) Auctions via Cryptographic Commitments
by Matheus V. X. Ferreira & S. Matthew Weinberg
- 2004.01509 Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics
by Amir Mosavi & Pedram Ghamisi & Yaser Faghan & Puhong Duan
- 2004.01506 Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds
by John Armstrong & Cristin Buescu
- 2004.01504 Machine Learning Algorithms for Financial Asset Price Forecasting
by Philip Ndikum
- 2004.01502 Financial Market Trend Forecasting and Performance Analysis Using LSTM
by Jonghyeon Min
- 2004.01499 Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow
by Ye-Sheen Lim & Denise Gorse
- 2004.01498 Deep Probabilistic Modelling of Price Movements for High-Frequency Trading
by Ye-Sheen Lim & Denise Gorse
- 2004.01497 Deep learning for Stock Market Prediction
by Mojtaba Nabipour & Pooyan Nayyeri & Hamed Jabani & Amir Mosavi
- 2004.01496 Company classification using machine learning
by Sven Husmann & Antoniya Shivarova & Rick Steinert
- 2004.01489 Regression Approach for Modeling COVID-19 Spread and its Impact On Stock Market
by Bohdan M. Pavlyshenko
- 2004.01411 Targeting predictors in random forest regression
by Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen
- 2004.01348 Computational Complexity of the Hylland-Zeckhauser Scheme for One-Sided Matching Markets
by Vijay V. Vazirani & Mihalis Yannakakis
- 2004.01311 Predicting Skill Shortages in Labor Markets: A Machine Learning Approach
by Nik Dawson & Marian-Andrei Rizoiu & Benjamin Johnston & Mary-Anne Williams
- 2004.01304 While Stability Lasts: A Stochastic Model of Non-Custodial Stablecoins
by Ariah Klages-Mundt & Andreea Minca
- 2004.01238 Greater search cost reduces prices
by Sander Heinsalu
- 2004.00999 Pruned Wasserstein Index Generation Model and wigpy Package
by Fangzhou Xie
- 2004.00944 Status hierarchy and group cooperation: A generalized model
by Hsuan-Wei Lee & Yen-Ping Chang & Yen-Sheng Chiang
- 2004.00790 On finite population games of optimal trading
by David Evangelista & Yuri Thamsten
- 2004.00669 A Note on the Provision of a Public Service of Different Qualities
by Monica Anna Giovanniello & Simone Tonin
- 2004.00550 Time-varying volatility in Bitcoin market and information flow at minute-level frequency
by Irena Barjav{s}i'c & Nino Antulov-Fantulin
- 2004.00493 Containment efficiency and control strategies for the Corona pandemic costs
by Claudius Gros & Roser Valenti & Lukas Schneider & Kilian Valenti & Daniel Gros
- 2004.00201 NetDP: An Industrial-Scale Distributed Network Representation Framework for Default Prediction in Ant Credit Pay
by Jianbin Lin & Zhiqiang Zhang & Jun Zhou & Xiaolong Li & Jingli Fang & Yanming Fang & Quan Yu & Yuan Qi
- 2004.00196 Equilibrium Selection in Data Markets: Multiple-Principal, Multiple-Agent Problems with Non-Rivalrous Goods
by Samir Wadhwa & Roy Dong
- 2004.00111 Historical Evolution of Global Inequality in Carbon Emissions and Footprints versus Redistributive Scenarios
by Gregor Semieniuk & Victor M. Yakovenko
- 2004.00047 Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics
by Ladislav Kristoufek
- 2003.14359 A Knightian Irreversible Investment Problem
by Giorgio Ferrari & Hanwu Li & Frank Riedel
- 2003.14276 Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach
by Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang
- 2003.14133 A spatial agent based model for simulating and optimizing networked eco-industrial systems
by J. Raimbault & J. Broere & M. Somveille & J. M. Serna & E. Strombom & C. Moore & B. Zhu & L. Sugar
- 2003.14110 A wavelet analysis of inter-dependence, contagion and long memory among global equity markets
by Avishek Bhandari
- 2003.14002 The propagation of the economic impact through supply chains: The case of a mega-city lockdown against the spread of COVID-19
by Hiroyasu Inoue & Yasuyuki Todo
- 2003.13983 Business disruptions from social distancing
by Mikl'os Koren & Rita PetH{o}
- 2003.13888 Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
by Benjamin Avanzi & Greg Taylor & Bernard Wong & Alan Xian
- 2003.13803 Specification tests for generalized propensity scores using double projections
by Pedro H. C. Sant'Anna & Xiaojun Song
- 2003.13660 By Force of Habit: Self-Trapping in a Dynamical Utility Landscape
by Jos'e Moran & Antoine Fosset & Davide Luzzati & Jean-Philippe Bouchaud & Michael Benzaquen
- 2003.13601 Relative Arbitrage: Sharp Time Horizons and Motion by Curvature
by Martin Larsson & Johannes Ruf
- 2003.13517 Autocorrelation of returns in major cryptocurrency markets
by Eugene Tartakovsky & Ksenia Plesovskikh & Anastasiia Sarmakeeva & Alexander Bibik
- 2003.13478 High-dimensional mixed-frequency IV regression
by Andrii Babii
- 2003.13423 Sustainable Banking; Evaluation of the European Business Models
by Saeed Nosratabadi & Gergo Pinter & Amir Mosavi & Sandor Semperger
- 2003.13422 Data Science in Economics
by Saeed Nosratabadi & Amir Mosavi & Puhong Duan & Pedram Ghamisi
- 2003.13414 Using News Articles and Financial Data to predict the likelihood of bankruptcy
by Michael Filletti & Aaron Grech
- 2003.13395 Tall wheatgrass (Thinopyrum ponticum (Podp)) in a real farm context, a sustainable perennial alternative to rye (Secale cereale L.) cultivation in marginal lands
by Carlos S. Ciria & Carlos M. Sastre & Juan Carrasco & Pilar Ciria
- 2003.13385 Forecasting Models for Daily Natural Gas Consumption Considering Periodic Variations and Demand Segregation
by Ergun Yukseltan & Ahmet Yucekaya & Ayse Humeyra Bilge & Esra Agca Aktunc
- 2003.13360 A Framework for Online Investment Algorithms
by Andrew Paskaramoorthy & Terence van Zyl & Tim Gebbie
- 2003.13317 On the parabolic equation for portfolio problems
by Dariusz Zawisza
- 2003.13275 Optimal periodic dividend strategies for spectrally positive L\'evy risk processes with fixed transaction costs
by Benjamin Avanzi & Hayden Lau & Bernard Wong
- 2003.13220 Scheduling Flexible Non-Preemptive Loads in Smart-Grid Networks
by Nathan Dahlin & Rahul Jain
- 2003.13062 Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data
by Vladim'ir Hol'y & Petra Tomanov'a
- 2003.12934 An iterative splitting method for pricing European options under the Heston model
by Hongshan Li & Zhongyi Huang
- 2003.12825 Large deviations for fractional volatility models with non-Gaussian volatility driver
by Stefan Gerhold & Christoph Gerstenecker & Archil Gulisashvili
- 2003.12655 Coupled criticality analysis of inflation and unemployment
by Z. Koohi Lai & A. Namaki & A. Hosseiny & G. R. Jafari & M. Ausloos
- 2003.12474 Challenge Theory: The Structure and Measurement of Risky Binary Choice Behavior
by Samuel Shye & Ido Haber
- 2003.12432 The CoRisk-Index: A data-mining approach to identify industry-specific risk assessments related to COVID-19 in real-time
by Fabian Stephany & Niklas Stoehr & Philipp Darius & Leonie Neuhauser & Ole Teutloff & Fabian Braesemann
- 2003.12198 Sorting Big Data by Revealed Preference with Application to College Ranking
by Xingwei Hu
- 2003.12182 Sequential monitoring for cointegrating regressions
by Lorenzo Trapani & Emily Whitehouse
- 2003.12112 Network Structure and Collective Intelligence in the Diffusion of Innovation
by Joshua Becker
- 2003.11991 Estimating Treatment Effects with Observed Confounders and Mediators
by Shantanu Gupta & Zachary C. Lipton & David Childers