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Content
2022
- 2208.03135 Modeling Price Elasticity for Occupancy Prediction in Hotel Dynamic Pricing
by Fanwei Zhu & Wendong Xiao & Yao Yu & Ziyi Wang & Zulong Chen & Quan Lu & Zemin Liu & Minghui Wu & Shenghua Ni
- 2208.02925 Factor Network Autoregressions
by Matteo Barigozzi & Giuseppe Cavaliere & Graziano Moramarco
- 2208.02842 Subgame perfect Nash equilibrium for dynamic pricing competition with finite planning horizon
by Niloofar Fadavi
- 2208.02659 A Hawkes model with CARMA(p,q) intensity
by Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji
- 2208.02609 Pricing zero-coupon CAT bonds using the enlargement of ltration theory: a general framework
by Zied Chaieb & Djibril Gueye
- 2208.02573 Estimation of growth in fund models
by Constantinos Kardaras & Hyeng Keun Koo & Johannes Ruf
- 2208.02533 Ordered Surprises and Conditional Probability Systems
by Adam Dominiak & Matthew Kovach & Gerelt Tserenjigmid
- 2208.02516 Weak convergence to derivatives of fractional Brownian motion
by S{o}ren Johansen & Morten {O}rregaard Nielsen
- 2208.02412 Difference-in-Differences with a Misclassified Treatment
by Akanksha Negi & Digvijay Singh Negi
- 2208.02409 Randomized Optimal Stopping Problem in Continuous time and Reinforcement Learning Algorithm
by Yuchao Dong
- 2208.02364 Quantum Encoding and Analysis on Continuous Time Stochastic Process with Financial Applications
by Xi-Ning Zhuang & Zhao-Yun Chen & Cheng Xue & Yu-Chun Wu & Guo-Ping Guo
- 2208.02293 Universal approximation theorems for continuous functions of c\`adl\`ag paths and L\'evy-type signature models
by Christa Cuchiero & Francesca Primavera & Sara Svaluto-Ferro
- 2208.02219 Planning ride-pooling services with detour restrictions for spatially heterogeneous demand: A multi-zone queuing network approach
by Yining Liu & Yanfeng Ouyang
- 2208.02154 Child Care Provider Survival Analysis
by Phillip Sherlock & Herman T. Knopf & Robert Chapman & Maya Schreiber & Courtney K. Blackwell
- 2208.02098 The Econometrics of Financial Duration Modeling
by Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt
- 2208.02073 Coherence without Rationality at the Zero Lower Bound
by Guido Ascari & Sophocles Mavroeidis & Nigel McClung
- 2208.02038 Bayesian ranking and selection with applications to field studies, economic mobility, and forecasting
by Dillon Bowen
- 2208.02028 Bootstrap inference in the presence of bias
by Giuseppe Cavaliere & S'ilvia Gonc{c}alves & Morten {O}rregaard Nielsen & Edoardo Zanelli
- 2208.01974 Merton's Default Risk Model for Private Company
by Battulga Gankhuu
- 2208.01972 Agglomeration and welfare of the Krugman model in a continuous space
by Kensuke Ohtake
- 2208.01969 Regulation and Frontier Housing Supply
by Dan Ben-Moshe & David Genesove
- 2208.01967 Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals
by Frank Windmeijer
- 2208.01791 From Workplace to Residence: The Spillover Effects of Minimum Wage Policies on Local Housing Markets
by Gabriele Borg & Diego Gentile Passaro & Santiago Hermo
- 2208.01690 A look back at the core of games in characteristic function form: some new axiomatization results
by Anindya Bhattacharya
- 2208.01594 The character of non-manipulable collective choices between two alternatives
by Achille Basile & K. P. S. Bhaskara Rao & Surekha Rao
- 2208.01538 The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds
by Elroi Hadad & Haim Kedar-Levy
- 2208.01467 Risk in Network Economies
by Victor Sellemi
- 2208.01445 Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time
by Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z
- 2208.01433 Review of Energy Transition Policies in Singapore, London, and California
by Chunmeng Yang & Siqi Bu & Yi Fan & Wayne Xinwei Wan & Ruoheng Wang & Aoife Foley
- 2208.01353 On the implied volatility of Asian options under stochastic volatility models
by Elisa Al`os & Eulalia Nualart & Makar Pravosud
- 2208.01300 Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment
by Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge
- 2208.01289 Pricing commodity index options
by Alberto Manzano & Emanuele Nastasi & Andrea Pallavicini & Carlos V'azquez
- 2208.01270 Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models
by Akihiko Noda
- 2208.01167 Simple models predict behavior at least as well as behavioral scientists
by Dillon Bowen
- 2208.00972 A penalized two-pass regression to predict stock returns with time-varying risk premia
by Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet
- 2208.00952 Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market
by Beatrice Franzolini & Alexandros Beskos & Maria De Iorio & Warrick Poklewski Koziell & Karolina Grzeszkiewicz
- 2208.00907 Long-run patterns in the discovery of the adjacent possible
by Josef Taalbi
- 2208.00830 Short-time expansion of characteristic functions in a rough volatility setting with applications
by Carsten Chong & Viktor Todorov
- 2208.00765 Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise
by Leonardo Kanashiro Felizardo & Elia Matsumoto & Emilio Del-Moral-Hernandez
- 2208.00552 The Effect of Omitted Variables on the Sign of Regression Coefficients
by Matthew A. Masten & Alexandre Poirier
- 2208.00226 Input-Output Tables and Some Theory of Defective Matrices
by Mohit Arora & Deepankar Basu
- 2208.00181 How Covid mobility restrictions modified the population of investors in Italian stock markets
by Paola Deriu & Fabrizio Lillo & Piero Mazzarisi & Francesca Medda & Adele Ravagnani & Antonio Russo
- 2208.00057 Compact representations of structured BFGS matrices
by Johannes J. Brust & Zichao & Di & Sven Leyffer & Cosmin G. Petra
- 2207.14793 Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
by Zhenyu Cui & Anne MacKay & Marie-Claude Vachon
- 2207.14775 Optimal Allocation of Limited Funds in Quadratic Funding
by Ricardo A. Pasquini
- 2207.14727 Tangential Wasserstein Projections
by Florian Gunsilius & Meng Hsuan Hsieh & Myung Jin Lee
- 2207.14724 The IPCC and the challenge of ex post policy evaluation
by Richard S. J. Tol
- 2207.14672 On Balanced Games with Infinitely Many Players: Revisiting Schmeidler's Result
by David Bartl & Mikl'os Pint'er
- 2207.14666 Loss aversion in strategy-proof school-choice mechanisms
by Vincent Meisner & Jonas von Wangenheim
- 2207.14481 Same Root Different Leaves: Time Series and Cross-Sectional Methods in Panel Data
by Dennis Shen & Peng Ding & Jasjeet Sekhon & Bin Yu
- 2207.14379 Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options
by Chinonso Nwankwo & Weizhong Dai
- 2207.13939 Stable Matching with Mistaken Agents
by Georgy Artemov & Yeon-Koo Che & YingHua He
- 2207.13914 Anatomy of a Stablecoin's failure: the Terra-Luna case
by Antonio Briola & David Vidal-Tom'as & Yuanrong Wang & Tomaso Aste
- 2207.13797 Identification and Inference with Min-over-max Estimators for the Measurement of Labor Market Fairness
by Karthik Rajkumar
- 2207.13656 Conformal Prediction Bands for Two-Dimensional Functional Time Series
by Niccol`o Ajroldi & Jacopo Diquigiovanni & Matteo Fontana & Simone Vantini
- 2207.13573 Bartlett's Delta revisited: Variance-optimal hedging in the lognormal SABR and in the rough Bergomi model
by Martin Keller-Ressel
- 2207.13444 Interrogation of A Bubble in the Indian Market
by Ganapathy G Gangadharan & N. Suresh
- 2207.13350 Classical and deep pricing for Path-dependent options in non-linear generalized affine models
by Benedikt Geuchen & Katharina Oberpriller & Thorsten Schmidt
- 2207.13319 Should Bank Stress Tests Be Fair?
by Paul Glasserman & Mike Li
- 2207.13136 Signature-based models: theory and calibration
by Christa Cuchiero & Guido Gazzani & Sara Svaluto-Ferro
- 2207.13126 Sample Complexity of Forecast Aggregation
by Tao Lin & Yiling Chen
- 2207.13123 Indian Derivatives Market Evolution and Challenge
by Shruthi B. C. & N. Suresh
- 2207.13071 Missing Values Handling for Machine Learning Portfolios
by Andrew Y. Chen & Jack McCoy
- 2207.13033 An Axiomatic Framework for Cost-Benefit Analysis
by Ganesh Karapakula
- 2207.12834 Skill requirements in job advertisements: A comparison of skill-categorization methods based on explanatory power in wage regressions
by Ziqiao Ao & Gergely Horvath & Chunyuan Sheng & Yifan Song & Yutong Sun
- 2207.12631 A Learning and Control Perspective for Microfinance
by Christian Kurniawan & Xiyu Deng & Adhiraj Chakraborty & Assane Gueye & Niangjun Chen & Yorie Nakahira
- 2207.12602 Differentially Private Estimation via Statistical Depth
by Ryan Cumings-Menon
- 2207.12594 Confirmation Bias in Social Networks
by Marcos R. Fernandes
- 2207.12581 Trading under the Proof-of-Stake Protocol -- a Continuous-Time Control Approach
by Wenpin Tang & David D. Yao
- 2207.12494 Extending the Range of Robust PCE Inflation Measures
by Sergio Ocampo & Raphael Schoenle & Dominic A. Smith
- 2207.12492 Natural Disasters, Entrepreneurship Activity, and the Moderating Role of Country Governance
by Christopher Boudreaux & Anand Jha & Monica Escaleras
- 2207.12255 Implementing a Hierarchical Deep Learning Approach for Simulating Multi-Level Auction Data
by Igor Sadoune & Andrea Lodi & Marcelin Joanis
- 2207.12225 Forecasting euro area inflation using a huge panel of survey expectations
by Florian Huber & Luca Onorante & Michael Pfarrhofer
- 2207.12199 A meta-analysis of the total economic impact of climate change
by Richard S. J. Tol
- 2207.12179 Time-constrained Dynamic Mechanisms for College Admissions
by Li Chen & Juan S. Pereyra & Min Zhu
- 2207.12147 Sparse Bayesian State-Space and Time-Varying Parameter Models
by Sylvia Fruhwirth-Schnatter & Peter Knaus
- 2207.11890 Misclassification in Difference-in-differences Models
by Augustine Denteh & D'esir'e K'edagni
- 2207.11835 Towards a Theory of Maximal Extractable Value I: Constant Function Market Makers
by Kshitij Kulkarni & Theo Diamandis & Tarun Chitra
- 2207.11636 Pandemics Depress the Economy, Public Health Interventions Do Not: Evidence from the 1918 Flu
by Sergio Correia & Stephan Luck & Emil Verner
- 2207.11578 A Scalable Bayesian Persuasion Framework for Epidemic Containment on Heterogeneous Networks
by Shraddha Pathak & Ankur A. Kulkarni
- 2207.11577 Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification
by Mostafa Shabani & Dat Thanh Tran & Juho Kanniainen & Alexandros Iosifidis
- 2207.11568 Linear and Nonlinear Partial Integro-Differential Equations arising from Finance
by Jose Cruz & Maria Grossinho & Daniel Sevcovic & Cyril Izuchukwu Udeani
- 2207.11557 Detecting common bubbles in multivariate mixed causal-noncausal models
by Gianluca Cubadda & Alain Hecq & Elisa Voisin
- 2207.11546 A Study on Impact of Downsizing on Profitability of Construction Industries listed in Bombay Stock Exchange (BSE) India
by D Reshma & Sudharani R & Suresh N
- 2207.11545 Learning to Sell a Focal-ancillary Combination
by Hanzhao Wang & Xiaocheng Li & Kalyan Talluri
- 2207.11491 Dimensional Reduction of Solvency Contagion Dynamics on Financial Networks
by Gianmarco Ricciardi & Guido Montagna & Guido Caldarelli & Giulio Cimini
- 2207.11486 Time Series Prediction under Distribution Shift using Differentiable Forgetting
by Stefanos Bennett & Jase Clarkson
- 2207.11322 Greedy Allocations and Equitable Matchings
by Quitz'e Valenzuela-Stookey
- 2207.11292 Phase-type representations of stochastic interest rates with applications to life insurance
by Jamaal Ahmad & Mogens Bladt
- 2207.11152 Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution
by Feiyang Pan & Tongzhe Zhang & Ling Luo & Jia He & Shuoling Liu
- 2207.11137 A Conditional Linear Combination Test with Many Weak Instruments
by Dennis Lim & Wenjie Wang & Yichong Zhang
- 2207.11003 Time-Varying Poisson Autoregression
by Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis
- 2207.10838 Quantum-inspired variational algorithms for partial differential equations: Application to financial derivative pricing
by Tianchen Zhao & Chuhao Sun & Asaf Cohen & James Stokes & Shravan Veerapaneni
- 2207.10709 Malliavin differentiability of fractional Heston-type model and applications to option pricing
by Marc Mukendi Mpanda
- 2207.10705 Exploring Financial Networks Using Quantile Regression and Granger Causality
by Kara Karpman & Samriddha Lahiry & Diganta Mukherjee & Sumanta Basu
- 2207.10577 Modeling Bike Share Station Activity: Effects of Nearby Businesses and Jobs on Trips to and from Stations
by Xize Wang & Greg Lindsey & Jessica E. Schoner & Andrew Harrison
- 2207.10539 Estimating value at risk: LSTM vs. GARCH
by Weronika Ormaniec & Marcin Pitera & Sajad Safarveisi & Thorsten Schmidt
- 2207.10476 Efficiency of the Moscow Stock Exchange before 2022
by Andrey Shternshis & Piero Mazzarisi & Stefano Marmi
- 2207.10373 Sensitivities and Hedging of the Collateral Choice Option
by Griselda Deelstra & Lech A. Grzelak & Felix L. Wolf
- 2207.10370 Forward start volatility swaps in rough volatility models
by Elisa Al`os & Frido Rolloos & Kenichiro Shiraya
- 2207.10140 Learning Underspecified Models
by In-Koo Cho & Jonathan Libgober
- 2207.10076 Testing for a Threshold in Models with Endogenous Regressors
by Mario P. Rothfelder & Otilia Boldea
- 2207.10071 DDPG based on multi-scale strokes for financial time series trading strategy
by Jun-Cheng Chen & Cong-Xiao Chen & Li-Juan Duan & Zhi Cai
- 2207.10060 Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
by Karel in 't Hout & Pieter Lamotte
- 2207.09951 Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model
by Bruno Gav{s}perov & Zvonko Kostanjv{c}ar
- 2207.09943 Efficient Bias Correction for Cross-section and Panel Data
by Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey
- 2207.09843 Do school reforms shape study behavior at university? Evidence from an instructional time reform
by Jakob Schwerter & Nicolai Netz & Nicolas Hubner
- 2207.09497 Economics and Optimal Investment Policies of Attackers and Defenders in Cybersecurity
by Austin Ebel & Debasis Mitra
- 2207.09253 Symmetric reduced form voting
by Xu Lang & Debasis Mishra
- 2207.09246 Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations
by Jorg Breitung & Alexander Mayer & Dominik Wied
- 2207.09036 Schooling and Labor Market Consequences of School Construction in Indonesia: Comment
by David Roodman
- 2207.09016 The role of the geometric mean in case-control studies
by Amanda Coston & Edward H. Kennedy
- 2207.09004 Bias correction and uniform inference for the quantile density function
by Grigory Franguridi
- 2207.08958 Ballot Length in Instant Runoff Voting
by Kiran Tomlinson & Johan Ugander & Jon Kleinberg
- 2207.08941 Circulation of a digital community currency
by Carolina E S Mattsson & Teodoro Criscione & Frank W Takes
- 2207.08923 A Game-theoretic Model of the Consumer Behavior Under Pay-What-You-Want Pricing Strategy
by Vahid Ashrafimoghari & Jordan W. Suchow
- 2207.08868 Isotonic propensity score matching
by Mengshan Xu & Taisuke Otsu
- 2207.08789 Estimating Continuous Treatment Effects in Panel Data using Machine Learning with a Climate Application
by Sylvia Klosin & Max Vilgalys
- 2207.08613 Star-Shaped deviations
by Marcelo Brutti Righi & Marlon Ruoso Moresco
- 2207.08282 Job Prospects and Labour Mobility in China
by Huaxin Wang-Lu & Octasiano Miguel Valerio Mendoza
- 2207.08249 Testing for explosive bubbles: a review
by Anton Skrobotov
- 2207.08151 Simultaneous Contests with Equal Sharing Allocation of Prizes: Computational Complexity and Price of Anarchy
by Edith Elkind & Abheek Ghosh & Paul W. Goldberg
- 2207.08053 Adoption of Sustainable Agricultural Practices among Kentucky Farmers and Their Perception about Farm Sustainability
by Bijesh Mishra
- 2207.07996 Optimal Strategic Mining Against Cryptographic Self-Selection in Proof-of-Stake
by Matheus V. X. Ferreira & Ye Lin Sally Hahn & S. Matthew Weinberg & Catherine Yu
- 2207.07990 The Roads One Must Walk Down: Commute and Depression for Beijing's Residents
by Xize Wang & Tao Liu
- 2207.07985 Home-made blues: Residential crowding and mental health in Beijing, China
by Xize Wang & Tao Liu
- 2207.07984 Characterization of Group-Fair Social Choice Rules under Single-Peaked Preferences
by Gogulapati Sreedurga & Soumyarup Sadhukhan & Souvik Roy & Yadati Narahari
- 2207.07848 Optimal consumption under a drawdown constraint over a finite horizon
by Xiaoshan Chen & Xun Li & Fahuai Yi & Xiang Yu
- 2207.07767 Strategic Asset Allocation with Illiquid Alternatives
by Eric Luxenberg & Stephen Boyd & Mykel Kochenderfer & Misha van Beek & Wen Cao & Steven Diamond & Alex Ulitsky & Kunal Menda & Vidy Vairavamurthy
- 2207.07578 Quantitative Stock Investment by Routing Uncertainty-Aware Trading Experts: A Multi-Task Learning Approach
by Shuo Sun & Rundong Wang & Bo An
- 2207.07574 Systemic-risk and evolutionary stable strategies in a financial network
by Indrajit Saha & Veeraruna Kavitha
- 2207.07538 Debt Aversion: Theory and Measurement
by Thomas Meissner & David Albrecht
- 2207.07490 Crypto Rewards in Fundraising: Evidence from Crypto Donations to Ukraine
by Jane & Tan & Yong Tan
- 2207.07467 Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions
by Phillip Murray & Ben Wood & Hans Buehler & Magnus Wiese & Mikko S. Pakkanen
- 2207.07343 Simultaneity in Binary Outcome Models with an Application to Employment for Couples
by Bo E. Honor'e & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner
- 2207.07318 Flexible global forecast combinations
by Ryan Thompson & Yilin Qian & Andrey L. Vasnev
- 2207.07315 Pattern Analysis of Money Flow in the Bitcoin Blockchain
by Natkamon Tovanich & R'emy Cazabet
- 2207.07240 Assessing the Affordability of Nutrient-Adequate Diets
by Kate R. Schneider & Luc Christiaensen & Patrick Webb & William A. Masters
- 2207.07227 A Study on Impact of Dividend Policy on Initial Public Offering Price Performance
by S. Meghna & N. Suresh & J. C. Usha
- 2207.07222 Assortment Optimization with Customer Choice Modeling in a Crowdfunding Setting
by Fatemeh Nosrat
- 2207.07190 Queueing games with an endogenous number of machines
by Ata Atay & Christian Trudeau
- 2207.07183 Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning
by Bhaskarjit Sarmah & Nayana Nair & Dhagash Mehta & Stefano Pasquali
- 2207.07055 High Dimensional Generalised Penalised Least Squares
by Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios
- 2207.07008 Scoring Aave Accounts for Creditworthiness
by Will Wolf & Aaron Henry & Hamza Al Fadel & Xavier Quintuna & Julian Gay
- 2207.06963 Effect of Demonetisation of on Indian High Denomination Currencies on Indian Stock Market and its Relationship with Foreign Exchange Rate
by N. Suresh & N. R. Bharathi
- 2207.06925 Adjacencies on random ordering polytopes and flow polytopes
by Jean-Paul Doignon & Kota Saito
- 2207.06731 Monotone Comparative Statics for Equilibrium Problems
by Alfred Galichon & Larry Samuelson & Lucas Vernet
- 2207.06605 StockBot: Using LSTMs to Predict Stock Prices
by Shaswat Mohanty & Anirudh Vijay & Nandagopan Gopakumar
- 2207.06564 Parallel Trends and Dynamic Choices
by Philip Marx & Elie Tamer & Xun Tang
- 2207.06558 Parametric quantile regression for income data
by Helton Saulo & Roberto Vila & Giovanna V. Borges & Marcelo Bourguignon
- 2207.06544 Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
by Gregory Benton & Wesley J. Maddox & Andrew Gordon Wilson
- 2207.06411 Information Design for Vehicle-to-Vehicle Communication
by Brendan T. Gould & Philip N. Brown
- 2207.06396 On Market Clearing of Day Ahead Auctions for European Power Markets: Cost Minimisation versus Social Welfare Maximisation
by Ioan Alexandru Puiu & Raphael Andreas Hauser
- 2207.06293 On the value of distribution tail in the valuation of travel time variability
by Zhaoqi Zang & Richard Batley & Xiangdong Xu & David Z. W. Wang
- 2207.06285 Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending
by Kanis Saengchote & Talis Putnic{n}v{s} & Krislert Samphantharak
- 2207.06273 Understanding Unfairness in Fraud Detection through Model and Data Bias Interactions
by Jos'e Pombal & Andr'e F. Cruz & Jo~ao Bravo & Pedro Saleiro & M'ario A. T. Figueiredo & Pedro Bizarro
- 2207.06076 Journal of Economic Literature codes classification system (JEL)
by Jussi T. S. Heikkila
- 2207.05943 Two-stage differences in differences
by John Gardner
- 2207.05939 Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures
by Kyungsub Lee
- 2207.05701 Autoencoding Conditional GAN for Portfolio Allocation Diversification
by Jun Lu & Shao Yi
- 2207.05394 Detecting Anti-dumping Circumvention: A Network Approach
by Luca Barbaglia & Christophe Croux & Ines Wilms
- 2207.05346 Origin of power laws and their spatial fractal structure for city-size distributions
by Tomoya Mori & Takashi Akamatsu & Yuki Takayama & Minoru Osawa
- 2207.05303 The Inverse Problem of Linear-Quadratic Differential Games: When is a Control Strategies Profile Nash?
by Yunhan Huang & Tao Zhang & Quanyan Zhu
- 2207.05169 Existence of optimal controls for stochastic Volterra equations
by Andr'es C'ardenas & Sergio Pulido & Rafael Serrano
- 2207.04992 Temperature and Mental Health: Evidence from Helpline Calls
by Benedikt Janzen
- 2207.04959 Learning Mutual Fund Categorization using Natural Language Processing
by Dimitrios Vamvourellis & Mate Attila Toth & Dhruv Desai & Dhagash Mehta & Stefano Pasquali
- 2207.04930 Roughness of the Implied Volatility
by Fabien Le Floc'h
- 2207.04929 Information Design in Cheap Talk
by Qianjun Lyu & Wing Suen
- 2207.04887 A note on VIX for postprocessing quantitative strategies
by Jun Lu & Minhui Wu
- 2207.04882 Variations on two-parameter families of forecasting functions: seasonal/nonseasonal Models, comparison to the exponential smoothing and ARIMA models, and applications to stock market data
by Nabil Kahouadji
- 2207.04867 The Lepto-Variance of Stock Returns
by Vassilis Polimenis
- 2207.04856 Research Joint Ventures: The Role of Financial Constraints
by Philipp Brunner & Igor Letina & Armin Schmutzler
- 2207.04794 LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling
by Bartosz Uniejewski & Katarzyna Maciejowska
- 2207.04690 Dynamic Budget Throttling in Repeated Second-Price Auctions
by Zhaohua Chen & Chang Wang & Qian Wang & Yuqi Pan & Zhuming Shi & Zheng Cai & Yukun Ren & Zhihua Zhu & Xiaotie Deng
- 2207.04595 A multivariate semi-parametric portfolio risk optimization and forecasting framework
by Giuseppe Storti & Chao Wang
- 2207.04557 Mechanisms that Incentivize Data Sharing in Federated Learning
by Sai Praneeth Karimireddy & Wenshuo Guo & Michael I. Jordan
- 2207.04496 A Forward Propagation Algorithm for Online Optimization of Nonlinear Stochastic Differential Equations
by Ziheng Wang & Justin Sirignano
- 2207.04481 Detecting Grouped Local Average Treatment Effects and Selecting True Instruments
by Nicolas Apfel & Helmut Farbmacher & Rebecca Groh & Martin Huber & Henrika Langen
- 2207.04480 Strategic Choices of Migrants and Smugglers in the Central Mediterranean Sea
by Katherine Hoffmann Pham & Junpei Komiyama
- 2207.04441 Nobel begets Nobel
by Richard S. J. Tol
- 2207.04368 Supervised similarity learning for corporate bonds using Random Forest proximities
by Jerinsh Jeyapaulraj & Dhruv Desai & Peter Chu & Dhagash Mehta & Stefano Pasquali & Philip Sommer
- 2207.04346 A proposal for measuring the structure of economic ecosystems: a mathematical and complex network analysis approach
by M. S. Tedesco & M. A. Nunez-Ochoa & F. Ramos & O. Medrano & K Beuchot
- 2207.04314 Identification and Inference for Welfare Gains without Unconfoundedness
by Undral Byambadalai
- 2207.04299 Model diagnostics of discrete data regression: a unifying framework using functional residuals
by Zewei Lin & Dungang Liu
- 2207.04100 Dealing with multi-currency inventory risk in FX cash markets
by Alexander Barzykin & Philippe Bergault & Olivier Gu'eant
- 2207.04082 Spatial Econometrics for Misaligned Data
by Guillaume Allaire Pouliot
- 2207.04004 Pairwise and high-order dependencies in the cryptocurrency trading network
by Tomas Scagliarini & Giuseppe Pappalardo & Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda & Sebastiano Stramaglia
- 2207.03988 Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis
by Joshua Chan & Eric Eisenstat & Xuewen Yu
- 2207.03883 An introduction to rating triggers for collateral-inclusive XVA in an ICTMC framework
by Kevin Kamm
- 2207.03816 The welfare effects of nonlinear health dynamics
by Chiara Dal Bianco & Andrea Moro
- 2207.03710 Non-linear Affine Processes with Jumps
by Francesca Biagini & Georg Bollweg & Katharina Oberpriller
- 2207.03672 The Future of Traditional Fuel Vehicles (TFV) and New Energy Vehicles (NEV): Creative Destruction or Co-existence?
by Zhaojia Huang & Liang Zhang & Tianhao Zhi
- 2207.03565 With a little help from my friends: essentiality vs opportunity in group criticality
by Michele Aleandri & Marco Dall'Aglio
- 2207.03438 Minimizing the Repayment Cost of Federal Student Loans
by Paolo Guasoni & Yu-Jui Huang
- 2207.03397 Asset Trading in Continuous Time: A Cautionary Tale
by William R. Zame
- 2207.03352 Market Making with Scaled Beta Policies
by Joseph Jerome & Gregory Palmer & Rahul Savani
- 2207.03221 Clustering of Excursion Sets in Financial Market
by M. Shadmangohar & S. M. S. Movahed
- 2207.03194 Financial fire sales as continuous-state complex contagion
by Tomokatsu Onaga & Fabio Caccioli & Teruyoshi Kobayashi