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Content
2021
- 2110.11999 Machine Learning in Finance-Emerging Trends and Challenges
by Jaydip Sen & Rajdeep Sen & Abhishek Dutta
- 2110.11848 Clustering Market Regimes using the Wasserstein Distance
by Blanka Horvath & Zacharia Issa & Aitor Muguruza
- 2110.11846 Cycles to compute the full set of many-to-many stable matchings
by Agustin G. Bonifacio & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2110.11751 Forecasting Financial Market Structure from Network Features using Machine Learning
by Douglas Castilho & Tharsis T. P. Souza & Soong Moon Kang & Jo~ao Gama & Andr'e C. P. L. F. de Carvalho
- 2110.11718 Liquidity-free implied volatilities: an approach using conic finance
by Matteo Michielon & Asma Khedher & Peter Spreij
- 2110.11694 Airport-Airline Coordination with Economic, Environmental and Social Considerations
by Aasheesh Dixit & Patanjal Kumar & Suresh Jakhar
- 2110.11651 Free Riding in Networks
by Markus Kinateder & Luca Paolo Merlino
- 2110.11594 A Meta Path Based Evaluation Method for Enterprise Credit Risk
by Marui Du & Yue Ma & Zuoquan Zhang
- 2110.11582 An Economy of Neural Networks: Learning from Heterogeneous Experiences
by Artem Kuriksha
- 2110.11581 A Two-stage Pricing Strategy Considering Learning Effects and Word-of-Mouth
by Yanrong Li & Lai Wei & Wei Jiang
- 2110.11399 Algebraic Properties of Blackwell's Order and A Cardinal Measure of Informativeness
by Andrew Kosenko
- 2110.11245 Evolutionary Foundation for Heterogeneity in Risk Aversion
by Yuval Heller & Ilan Nehama
- 2110.11156 DMS, AE, DAA: methods and applications of adaptive time series model selection, ensemble, and financial evaluation
by Parley Ruogu Yang & Ryan Lucas
- 2110.11008 Optimal trading: a model predictive control approach
by Simon Clinet & Jean-Franc{c}ois Perreton & Serge Reydellet
- 2110.10936 Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk
by Robert Jarrow & Philip Protter & Alejandra Quintos
- 2110.10824 Dynamic Bipartite Matching Market with Arrivals and Departures
by Naonori Kakimura & Donghao Zhu
- 2110.10800 Media abnormal tone, earnings announcements, and the stock market
by David Ardia & Keven Bluteau & Kris Boudt
- 2110.10792 A Framework for Measures of Risk under Uncertainty
by Tolulope Fadina & Yang Liu & Ruodu Wang
- 2110.10781 Marital Stability With Committed Couples: A Revealed Preference Analysis
by Mikhail Freer & Khushboo Surana
- 2110.10650 Attention Overload
by Matias D. Cattaneo & Paul Cheung & Xinwei Ma & Yusufcan Masatlioglu
- 2110.10556 One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV
by Joshua Angrist & Michal Koles'ar
- 2110.10480 Bi-integrative analysis of two-dimensional heterogeneous panel data model
by Wei Wang & Xiaodong Yan & Yanyan Ren & Zhijie Xiao
- 2110.10230 Optimally Targeting Interventions in Networks during a Pandemic: Theory and Evidence from the Networks of Nursing Homes in the United States
by Roland Pongou & Guy Tchuente & Jean-Baptiste Tondji
- 2110.10192 Difference-in-Differences with Geocoded Microdata
by Kyle Butts
- 2110.09954 Revisiting identification concepts in Bayesian analysis
by Jean-Pierre Florens & Anna Simoni
- 2110.09673 Bridging the short-term and long-term dynamics of economic structural change
by James McNerney & Yang Li & Andres Gomez-Lievano & Frank Neffke
- 2110.09594 Bayesian Persuasion in Sequential Trials
by Shih-Tang Su & Vijay G. Subramanian & Grant Schoenebeck
- 2110.09516 Kernel Minimum Divergence Portfolios
by Linda Chamakh & Zolt'an Szab'o
- 2110.09489 Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks
by Curtis Nybo
- 2110.09429 Understanding jumps in high frequency digital asset markets
by Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Hardle
- 2110.09417 Mean-Variance Portfolio Selection in Contagious Markets
by Yang Shen & Bin Zou
- 2110.09416 Numeraire-invariant quadratic hedging and mean--variance portfolio allocation
by Alev{s} v{C}ern'y & Christoph Czichowsky & Jan Kallsen
- 2110.09400 Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage
by Dario Laudati & M. Hashem Pesaran
- 2110.09315 Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques
by Tugce Karatas & Ali Hirsa
- 2110.09169 Prosecutor Politics: The Impact of Election Cycles on Criminal Sentencing in the Era of Rising Incarceration
by Chika O. Okafor
- 2110.09098 Study of The Relationship Between Public and Private Venture Capitalists in France: A Qualitative Approach
by Jonathan Labbe
- 2110.08900 Predictable Forward Performance Processes: Infrequent Evaluation and Applications to Human-Machine Interactions
by Gechun Liang & Moris S. Strub & Yuwei Wang
- 2110.08884 Persuasion by Dimension Reduction
by Semyon Malamud & Andreas Schrimpf
- 2110.08807 Estimating returns to special education: combining machine learning and text analysis to address confounding
by Aur'elien Sallin
- 2110.08723 Gender identity and relative income within household: Evidence from China
by Han Dongcheng & Kong Fanbo & Wang Zixun
- 2110.08673 Scaling Blockchains: Can Committee-Based Consensus Help?
by Alon Benhaim & Brett Hemenway Falk & Gerry Tsoukalas
- 2110.08630 Star-shaped acceptability indexes
by Marcelo Brutti Righi
- 2110.08612 The elastic origins of tail asymmetry
by Satoshi Nakano & Kazuhiko Nishimura
- 2110.08563 Auction design with ambiguity: Optimality of the first-price and all-pay auctions
by Sosung Baik & Sung-Ha Hwang
- 2110.08425 Exact Bias Correction for Linear Adjustment of Randomized Controlled Trials
by Haoge Chang & Joel Middleton & P. M. Aronow
- 2110.08410 Covariate Adjustment in Regression Discontinuity Designs
by Matias D. Cattaneo & Luke Keele & Rocio Titiunik
- 2110.08367 Dropping diversity of products of large US firms: Models and measures
by Ananthan Nambiar & Tobias Rubel & James McCaull & Jon deVries & Mark Bedau
- 2110.08320 Semimartingale and continuous-time Markov chain approximation for rough stochastic local volatility models
by Jingtang Ma & Wensheng Yang & Zhenyu Cui
- 2110.08089 Detecting long-range dependence for time-varying linear models
by Lujia Bai & Weichi Wu
- 2110.07611 Locational Factors in the Competition between Credit Unions and Banks after the Great Recession
by Reka Sundaram-Stukel & Steven C Deller
- 2110.07489 An Empirical Analysis of how Internet Access Influences Public Opinion towards Undocumented Immigrants and Unaccompanied Children
by Muhammad Hassan Bin Afzal
- 2110.07226 Group Identity, Social Learning and Opinion Dynamics
by Sebastiano Della Lena & Luca Paolo Merlino
- 2110.07224 Choice probabilities and correlations in closed-form route choice models: specifications and drawbacks
by Fiore Tinessa & Vittorio Marzano & Andrea Papola
- 2110.07151 Machine Learning, Deep Learning, and Hedonic Methods for Real Estate Price Prediction
by Mahdieh Yazdani
- 2110.07138 ETF Risk Models
by Zura Kakushadze & Willie Yu
- 2110.07075 General Compound Hawkes Processes for Mid-Price Prediction
by Myles Sjogren & Timothy DeLise
- 2110.07047 Ordinal Synchronization and Typical States in High-Frequency Digital Markets
by Mario L'opez P'erez & Ricardo Mansilla
- 2110.07024 Stability and Efficiency of Random Serial Dictatorship
by Suhas Vijaykumar
- 2110.06876 Appointments: A More Effective Commitment Device for Health Behaviors
by Laura Derksen & Jason Kerwin & Natalia Ordaz Reynoso & Olivier Sterck
- 2110.06829 Towards a fully RL-based Market Simulator
by Leo Ardon & Nelson Vadori & Thomas Spooner & Mengda Xu & Jared Vann & Sumitra Ganesh
- 2110.06822 Interpreting the Caste-based Earning Gaps in the Indian Labour Market: Theil and Oaxaca Decomposition Analysis
by Pallavi Gupta & Satyanarayan Kothe
- 2110.06763 Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators
by Jiafeng Chen & Xiaohong Chen & Elie Tamer
- 2110.06617 ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?
by Raphael Semet & Thierry Roncalli & Lauren Stagnol
- 2110.06551 Maskin Meets Abreu and Matsushima
by Yi-Chun Chen & Takashi Kunimoto & Yifei Sun & Siyang Xiong
- 2110.06506 New allocation rule of directed hypergraphs
by Taiki Yamada
- 2110.06464 Data-driven distributionally robust risk parity portfolio optimization
by Giorgio Costa & Roy H. Kwon
- 2110.06285 Partial Identification of Marginal Treatment Effects with discrete instruments and misreported treatment
by Santiago Acerenza
- 2110.06190 Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator
by Hideyuki Takagi
- 2110.06136 A Response to Philippe Lemoine's Critique on our Paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S."
by Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf
- 2110.06133 Hotel Preference Rank based on Online Customer Review
by Muhammad Apriandito Arya Saputra & Andry Alamsyah & Fajar Ibnu Fatihan
- 2110.05891 Group network effects in price competition
by Renato Soeiro & Alberto Pinto
- 2110.05643 Motivating Effort with Information about Future Rewards
by Chang Liu
- 2110.05625 Inferring supply networks from mobile phone data to estimate the resilience of a national economy
by Tobias Reisch & Georg Heiler & Christian Diem & Stefan Thurner
- 2110.05611 Heat and Economic Preferences
by Michelle Escobar Carias & David Johnston & Rachel Knott & Rohan Sweeney
- 2110.05608 Tiebout Meets Schelling Online: Sorting in Cybercommunities
by John Lynham & Philip R Neary
- 2110.05579 Fixed $T$ Estimation of Linear Panel Data Models with Interactive Fixed Effects
by Ayden Higgins
- 2110.05482 Indian urban workers' labour market transitions
by Jyotirmoy Bhattacharya
- 2110.05479 Towards Robust Representation of Limit Orders Books for Deep Learning Models
by Yufei Wu & Mahmoud Mahfouz & Daniele Magazzeni & Manuela Veloso
- 2110.05299 An Automated Portfolio Trading System with Feature Preprocessing and Recurrent Reinforcement Learning
by Lin Li
- 2110.05225 $\beta$-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap
by Pengzhou Wu & Kenji Fukumizu
- 2110.05107 Two-stage least squares with a randomly right censored outcome
by Jad Beyhum
- 2110.04924 High-dimensional Inference for Dynamic Treatment Effects
by Jelena Bradic & Weijie Ji & Yuqian Zhang
- 2110.04849 Smooth Tests for Normality in ANOVA
by Haoyu Wei & Xiaojun Song
- 2110.04847 Nonparametric Tests of Conditional Independence for Time Series
by Xiaojun Song & Haoyu Wei
- 2110.04787 Various issues around the L1-norm distance
by Jean-Daniel Rolle
- 2110.04752 How Robust are Limit Order Book Representations under Data Perturbation?
by Yufei Wu & Mahmoud Mahfouz & Daniele Magazzeni & Manuela Veloso
- 2110.04745 Reinforcement Learning for Systematic FX Trading
by Gabriel Borrageiro & Nick Firoozye & Paolo Barucca
- 2110.04500 On the asymptotic behavior of bubble date estimators
by Eiji Kurozumi & Anton Skrobotov
- 2110.04442 A Primer on Deep Learning for Causal Inference
by Bernard Koch & Tim Sainburg & Pablo Geraldo & Song Jiang & Yizhou Sun & Jacob Gates Foster
- 2110.04388 Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1
by Shakeeb Khan & Xiaoying Lan & Elie Tamer & Qingsong Yao
- 2110.04368 Moral Hazard with Heterogeneous Beliefs
by Martin Dumav & Urmee Khan & Luca Rigotti
- 2110.04365 Dyadic double/debiased machine learning for analyzing determinants of free trade agreements
by Harold D Chiang & Yukun Ma & Joel Rodrigue & Yuya Sasaki
- 2110.04161 A Mechanism Design Approach to Allocating Travel Funds
by Michael A. Jones
- 2110.04088 Risk aversion in flexible electricity markets
by Thomas Mobius & Iegor Riepin & Felix Musgens & Adriaan H. van der Weijde
- 2110.03986 A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery
by Anish Rai & Ajit Mahata & Md. Nurujjaman & Sushovan Majhi & Kanish debnath
- 2110.03973 Many Proxy Controls
by Ben Deaner
- 2110.03906 Nash Convergence of Mean-Based Learning Algorithms in First Price Auctions
by Xiaotie Deng & Xinyan Hu & Tao Lin & Weiqiang Zheng
- 2110.03810 Optimal Turnover, Liquidity, and Autocorrelation
by Bastien Baldacci & Jerome Benveniste & Gordon Ritter
- 2110.03687 Protecting Retail Investors from Order Book Spoofing using a GRU-based Detection Model
by Jean-Noel Tuccella & Philip Nadler & Ovidiu c{S}erban
- 2110.03552 Heterogeneous Overdispersed Count Data Regressions via Double Penalized Estimations
by Shaomin Li & Haoyu Wei & Xiaoyu Lei
- 2110.03517 Representation of probability distributions with implied volatility and biological rationale
by Felix Polyakov
- 2110.03512 Application of DEA in International Market Selection for the export of products from Spain
by Safa El Kefi
- 2110.03443 Unpacking the Black Box: Regulating Algorithmic Decisions
by Laura Blattner & Scott Nelson & Jann Spiess
- 2110.03432 Noise, fake news, and tenacious Bayesians
by Dorje C. Brody
- 2110.03411 Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer
- 2110.03146 Solving Multistage Stochastic Linear Programming via Regularized Linear Decision Rules: An Application to Hydrothermal Dispatch Planning
by Felipe Nazare & Alexandre Street
- 2110.03140 Physics-inspired analysis of the two-class income distribution in the USA in 1983-2018
by Danial Ludwig & Victor M. Yakovenko
- 2110.03070 Robust Generalized Method of Moments: A Finite Sample Viewpoint
by Dhruv Rohatgi & Vasilis Syrgkanis
- 2110.03031 RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests
by Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis
- 2110.02953 A Method for Predicting VaR by Aggregating Generalized Distributions Driven by the Dynamic Conditional Score
by Shijia Song & Handong Li
- 2110.02755 Gambits: Theory and Evidence
by Shiva Maharaj & Nicholas Polson & Christian Turk
- 2110.02742 A Quantum Generative Adversarial Network for distributions
by Amine Assouel & Antoine Jacquier & Alexei Kondratyev
- 2110.02735 Optimal pricing for electricity retailers based on data-driven consumers' price-response
by Rom'an P'erez-Santalla & Miguel Carri'on & Carlos Ruiz
- 2110.02693 New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach
by Hao-Lin Shao & Ying-Hui Shao & Yan-Hong Yang
- 2110.02492 Value-at-Risk forecasting model based on normal inverse Gaussian distribution driven by dynamic conditional score
by Shijia Song & Handong Li
- 2110.02474 Can an AI agent hit a moving target?
by Rui & Shi
- 2110.02419 Feature Selection by a Mechanism Design
by Xingwei Hu
- 2110.02358 A Hierarchical Local Electricity Market for a DER-rich Grid Edge
by Vineet Jagadeesan Nair & Venkatesh Venkataramanan & Rabab Haider & Anuradha Annaswamy
- 2110.02337 A Reactive Power Market for the Future Grid
by Adam Potter & Rabab Haider & Giulio Ferro & Michela Robba & Anuradha M. Annaswamy
- 2110.02327 Distcomp: Comparing distributions
by David M. Kaplan
- 2110.02298 Tradeoffs in Hierarchical Voting Systems
by Lucas Bottcher & Georgia Kernell
- 2110.02206 Predicting Credit Risk for Unsecured Lending: A Machine Learning Approach
by K. S. Naik
- 2110.02016 Joint optimization of sales-mix and generation plan for a large electricity producer
by Paolo Falbo & Carlos Ruiz
- 2110.01873 A New Multivariate Predictive Model for Stock Returns
by Jianying Xie
- 2110.01741 Beware the Gini Index! A New Inequality Measure
by Sabiou Inoua
- 2110.01615 Geography of Science: Competitiveness and Inequality
by Aurelio Patelli & Lorenzo Napolitano & Giulio Cimini & Andrea Gabrielli
- 2110.01523 Exact asymptotic solutions to nonlinear Hawkes processes: a systematic classification of the steady-state solutions
by Kiyoshi Kanazawa & Didier Sornette
- 2110.01496 Coupled Fixed Points for Hardy-Rogers Type of Maps and Their Applications in the Investigations of Market Equilibrium in Duopoly Markets for Non-Differentiable, Nonlinear Response Functions
by S. Kabaivanov & V. Zhelinski & B. Zlatanov
- 2110.01427 Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments
by Phillip Heiler & Michael C. Knaus
- 2110.01368 Concentrated Liquidity in Automated Market Makers
by Robin Fritsch
- 2110.01325 Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets
by Mahmoud Mahfouz & Tucker Balch & Manuela Veloso & Danilo Mandic
- 2110.01302 Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk
by Thierry Roncalli
- 2110.01152 Efficiency, Fairness, and Stability in Non-Commercial Peer-to-Peer Ridesharing
by Hoon Oh & Yanhan Tang & Zong Zhang & Alexandre Jacquillat & Fei Fang
- 2110.01127 Deep Learning for Principal-Agent Mean Field Games
by Steven Campbell & Yichao Chen & Arvind Shrivats & Sebastian Jaimungal
- 2110.00982 A Time-Varying Endogenous Random Coefficient Model with an Application to Production Functions
by Ming Li
- 2110.00952 Information Elicitation Meets Clustering
by Yuqing Kong
- 2110.00921 Hierarchical Gaussian Process Models for Regression Discontinuity/Kink under Sharp and Fuzzy Designs
by Ximing Wu
- 2110.00879 Traders in a Strange Land: Agent-based discrete-event market simulation of the Figgie card game
by Steven DiSilvio & Yu & Luo & Anthony Ozerov
- 2110.00864 Probabilistic Prediction for Binary Treatment Choice: with focus on personalized medicine
by Charles F. Manski
- 2110.00774 Error Analysis of a Model Order Reduction Framework for Financial Risk Analysis
by Andreas Binder & Onkar Jadhav & Volker Mehrmann
- 2110.00771 Non-average price impact in order-driven markets
by Claudio Bellani & Damiano Brigo & Mikko Pakkanen & Leandro Sanchez-Betancourt
- 2110.00597 The Impacts of Mobility on Covid-19 Dynamics: Using Soft and Hard Data
by Leonardo Martins & Marcelo C. Medeiros
- 2110.00582 The Forest Behind the Tree: Heterogeneity in How US Governor's Party Affects Black Workers
by Guy Tchuente & Johnson Kakeu & John Nana Francois
- 2110.00533 Relative Contagiousness of Emerging Virus Variants: An Analysis of the Alpha, Delta, and Omicron SARS-CoV-2 Variants
by Peter Reinhard Hansen
- 2110.00474 The emergence of cooperation from shared goals in the Systemic Sustainability Game of common pool resources
by Chengyi Tu & Paolo DOdorico & Zhe Li & Samir Suweis
- 2110.00360 Capital Demand Driven Business Cycles: Mechanism and Effects
by Karl Naumann-Woleske & Michael Benzaquen & Maxim Gusev & Dimitri Kroujiline
- 2110.00302 Universal Database for Economic Complexity
by Aurelio Patelli & Andrea Zaccaria & Luciano Pietronero
- 2110.00182 Economic valuation of tourism of the Sundarban Mangroves, Bangladesh
by Mohammad Nur Nobi & A. H. M. Raihan Sarker & Biswajit Nath & Eivin R{o}skaft & Ma Suza & Paul Kvinta
- 2110.00098 Uncertainty, volatility and the persistence norms of financial time series
by Simon Rudkin & Wanling Qiu & Pawel Dlotko
- 2110.00090 Information Design for a Non-atomic Service Scheduling Game
by Nasimeh Heydaribeni & Ketan Savla
- 2110.00039 Stochastic volatility model with range-based correction and leverage
by Yuta Kurose
- 2110.00032 Truly Costly Search and Word-of-Mouth Communication
by Atabek Atayev
- 2109.15288 Information Acquisition and Diffusion in Markets
by Atabek Atayev & Maarten Janssen
- 2109.15211 Uncertain Product Availability in Search Markets
by Atabek Atayev
- 2109.15198 Nonlinear Prices, Homogeneous Goods, Search
by Atabek Atayev
- 2109.15157 Pricing American options under negative rates
by Jherek Healy
- 2109.15154 Causal Matrix Completion
by Anish Agarwal & Munther Dahleh & Devavrat Shah & Dennis Shen
- 2109.15110 Deep Hawkes Process for High-Frequency Market Making
by Pankaj Kumar
- 2109.15096 Money Creation and Banking: Theory and Evidence
by Heon Lee
- 2109.15062 Towards Principled Causal Effect Estimation by Deep Identifiable Models
by Pengzhou Wu & Kenji Fukumizu
- 2109.15060 Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model
by Marcel Ausloos & Yining Zhang & Gurjeet Dhesi
- 2109.15059 Stock Price Prediction Under Anomalous Circumstances
by Jinlong Ruan & Wei Wu & Jiebo Luo
- 2109.15052 Causal effect of regulated Bitcoin futures on volatility and volume
by Fiammetta Menchetti & Fabrizio Cipollini & Fabrizia Mealli
- 2109.15051 Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes
by Abootaleb Shirvani & Stefan Mittnik & W. Brent Lindquist & Svetlozar T. Rachev
- 2109.15045 Stock Index Prediction using Cointegration test and Quantile Loss
by Jaeyoung Cheong & Heejoon Lee & Minjung Kang
- 2109.14977 Pricing and Hedging Prepayment Risk in a Mortgage Portfolio
by Emanuele Casamassima & Lech A. Grzelak & Frank A. Mulder & Cornelis W. Oosterlee
- 2109.14932 Characterizing and Computing the Set of Nash Equilibria via Vector Optimization
by Zachary Feinstein & Birgit Rudloff
- 2109.14861 Bounds, Heuristics, and Prophet Inequalities for Assortment Optimization
by Guillermo Gallego & Gerardo Berbeglia
- 2109.14850 Matching Markets
by Andrew Yang & Bruce Changlong Xu & Ivan Villa-Renteria
- 2109.14785 Nonparametric Bounds on Treatment Effects with Imperfect Instruments
by Kyunghoon Ban & D'esir'e K'edagni
- 2109.14596 A Market Mechanism for Truthful Bidding with Energy Storage
by Rajni Kant Bansal & Pengcheng You & Dennice F. Gayme & Enrique Mallada
- 2109.14567 Implicit Generative Copulas
by Tim Janke & Mohamed Ghanmi & Florian Steinke
- 2109.14560 Unstable diffusion in social networks
by Teruyoshi Kobayashi & Yoshitaka Ogisu & Tomokatsu Onaga
- 2109.14554 Coulomb-like Model for International Trade Flow and Derivation of Distribution Function for Trade Flow Strength
by Mikrajuddin Abdullah
- 2109.14539 New Solution based on Hodge Decomposition for Abstract Games
by Yihao Luo & Jinhui Pang & Weibin Han & Huafei Sun
- 2109.14438 Conditional Value-at-Risk for Quantitative Trading: A Direct Reinforcement Learning Approach
by Ali Al-Ameer & Khaled Alshehri
- 2109.14360 Systemic risk in interbank networks: disentangling balance sheets and network effects
by Alessandro Ferracci & Giulio Cimini
- 2109.14343 Testing the Presence of Implicit Hiring Quotas with Application to German Universities
by Lena Janys
- 2109.14209 Constrained scenarios for twenty-first century human population size based on the empirical coupling to economic growth
by Barry W. Brook & Jessie C. Buettel & Sanghyun Hong
- 2109.14204 Strategic formation of collaborative networks
by Philip Solimine & Luke Boosey
- 2109.13971 Forecasting the COVID-19 vaccine uptake rate: An infodemiological study in the US
by Xingzuo Zhou & Yiang Li
- 2109.13928 Lobbying Influence -- The Role of Money, Strategies and Measurements
by Fintan Oeri & Adrian Rinscheid & Aya Kachi
- 2109.13905 Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow
by Ye-Sheen Lim & Denise Gorse
- 2109.13851 Reinforcement Learning for Quantitative Trading
by Shuo Sun & Rundong Wang & Bo An
- 2109.13801 No-Regret Forecasting with Egalitarian Committees
by Jiun-Hua Su
- 2109.13796 Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation
by Karim Barigou & Daniel Linders & Fan Yang
- 2109.13777 Macroeconomic forecasting with LSTM and mixed frequency time series data
by Sarun Kamolthip
- 2109.13648 Gaussian and Student's $t$ mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks in the Euro area
by Savi Virolainen
- 2109.13633 High-dimensional Portfolio Optimization using Joint Shrinkage
by Anik Burman & Sayantan Banerjee
- 2109.13606 bqror: An R package for Bayesian Quantile Regression in Ordinal Models
by Prajual Maheshwari & Mohammad Arshad Rahman
- 2109.13399 Assessing Outcome-to-Outcome Interference in Sibling Fixed Effects Models
by David C. Mallinson
- 2109.13177 Robust Equilibria in General Competing Mechanism Games
by Seungjin Han
- 2109.12980 On the nature of monetary and price inflation and hyperinflation
by Laurence Francis Lacey
- 2109.12974 Bilateral Trade: A Regret Minimization Perspective
by Nicol`o Cesa-Bianchi & Tommaso Cesari & Roberto Colomboni & Federico Fusco & Stefano Leonardi
- 2109.12927 Faking Brownian motion with continuous Markov martingales
by Mathias Beiglbock & George Lowther & Gudmund Pammer & Walter Schachermayer
- 2109.12896 Pricing multi-asset derivatives by finite difference method on a quantum computer
by Koichi Miyamoto & Kenji Kubo
- 2109.12621 Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility
by Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez
- 2109.12568 Design and validation of an index to measure development in rural areas through stakeholder participation
by Abreu I. & Mesias F. J. & Ramajo & J