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Content
2021
- 2107.13148 Combining Machine Learning Classifiers for Stock Trading with Effective Feature Extraction
by A. K. M. Amanat Ullah & Fahim Imtiaz & Miftah Uddin Md Ihsan & Md. Golam Rabiul Alam & Mahbub Majumdar
- 2107.13128 Towards an enabling environment for social accountability in Bangladesh
by Hossain Ahmed Taufiq
- 2107.12899 Mortality in Germany during the Covid-19 pandemic
by Alois Pichler & Dana Uhlig
- 2107.12885 No free lunch for markets with multiple num\'eraires
by Laurence Carassus
- 2107.12872 LOB modeling using Hawkes processes with a state-dependent factor
by Emmanouil Sfendourakis & Ioane Muni Toke
- 2107.12870 A Free and Fair Economy: A Game of Justice and Inclusion
by Ghislain H. Demeze-Jouatsa & Roland Pongou & Jean-Baptiste Tondji
- 2107.12862 Quasi-sure essential supremum and applications to finance
by Laurence Carassus
- 2107.12848 The Rising Entropy of English in the Attention Economy
by Charlie Pilgrim & Weisi Guo & Thomas T. Hills
- 2107.12702 Income Inequality and Intergenerational Mobility in India
by Anuradha Singh
- 2107.12625 Dhaka Water-logging: Causes, Effects and Remedial Policy Options
by Hossain Ahmed Taufiq
- 2107.12552 Estimating high-dimensional Markov-switching VARs
by Kenwin Maung
- 2107.12516 They Chose to Not Tell You
by Bruce Knuteson
- 2107.12494 A Unifying Framework for Testing Shape Restrictions
by Zheng Fang
- 2107.12484 Constant Function Market Makers: Multi-Asset Trades via Convex Optimization
by Guillermo Angeris & Akshay Agrawal & Alex Evans & Tarun Chitra & Stephen Boyd
- 2107.12462 Robustness and sensitivity analyses for rough Volterra stochastic volatility models
by Jan Matas & Jan Posp'iv{s}il
- 2107.12447 Bitcoin option pricing: A market attention approach
by Alvaro Guinea Julia & Alet Roux
- 2107.12439 Proof of non-convergence of the short-maturity expansion for the SABR model
by Alan L. Lewis & Dan Pirjol
- 2107.12420 Efficient Treatment Effect Estimation in Observational Studies under Heterogeneous Partial Interference
by Zhaonan Qu & Ruoxuan Xiong & Jizhou Liu & Guido Imbens
- 2107.12094 Liquidity Provision with Adverse Selection and Inventory Costs
by Martin Herdegen & Johannes Muhle-Karbe & Florian Stebegg
- 2107.12080 Rohingya Refugee Crisis and the State of Insecurity in Bangladesh
by Hossain Ahmed Taufiq
- 2107.12041 Inverse and Quanto Inverse Options in a Black-Scholes World
by Carol Alexander & Ding Chen & Arben Imeraj
- 2107.12023 Beyond Pigouvian Taxes: A Worst Case Analysis
by Moshe Babaioff & Ruty Mundel & Noam Nisan
- 2107.11972 Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling
by Liang Zeng & Lei Wang & Hui Niu & Ruchen Zhang & Ling Wang & Jian Li
- 2107.11896 Reflected backward stochastic differential equations under stopping with an arbitrary random time
by Safa Alsheyab & Tahir Choulli
- 2107.11869 Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities
by Xiaohong Chen & Timothy Christensen & Sid Kankanala
- 2107.11732 Federated Causal Inference in Heterogeneous Observational Data
by Ruoxuan Xiong & Allison Koenecke & Michael Powell & Zhu Shen & Joshua T. Vogelstein & Susan Athey
- 2107.11593 Inferring Economic Condition Uncertainty from Electricity Big Data
by Haoqi Qian & Zhengyu Shi & Libo Wu
- 2107.11589 Effect of the COVID-19 pandemic on bike-sharing demand and hire time: Evidence from Santander Cycles in London
by Shahram Heydari & Garyfallos Konstantinoudis & Abdul Wahid Behsoodi
- 2107.11575 Peace through bribing
by Jingfeng Lu & Zongwei Lu & Christian Riis
- 2107.11371 Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market
by Jaydip Sen & Sidra Mehtab
- 2107.11340 Deep equal risk pricing of financial derivatives with non-translation invariant risk measures
by Alexandre Carbonneau & Fr'ed'eric Godin
- 2107.11314 Dealing with Uncertainty: The Value of Reputation in the Absence of Legal Institutions
by Nicolas Eschenbaum & Helge Liebert
- 2107.11255 Margin trading, short selling and corporate green innovation
by Ge-zhi Wu & Da-ming You
- 2107.11185 Where do I rank? Am I happy?: learning income position and subjective-wellbeing in an internet experiment
by Eiji Yamamura
- 2107.11133 Reference Class Selection in Similarity-Based Forecasting of Sales Growth
by Etienne Theising & Dominik Wied & Daniel Ziggel
- 2107.11124 COVID-19 and the gig economy in Poland
by Maciej Berk{e}sewicz & Dagmara Nikulin
- 2107.11059 LocalGLMnet: interpretable deep learning for tabular data
by Ronald Richman & Mario V. Wuthrich
- 2107.11048 Stability of backward stochastic differential equations: the general case
by Antonis Papapantoleon & Dylan Possamai & Alexandros Saplaouras
- 2107.10980 Economic Recession Prediction Using Deep Neural Network
by Zihao Wang & Kun Li & Steve Q. Xia & Hongfu Liu
- 2107.10941 Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data
by Qinkai Chen & Christian-Yann Robert
- 2107.10891 A bridge between Local GAAP and Solvency II frameworks to quantify Capital Requirement for demographic risk
by Gian Paolo Clemente & Francesco Della Corte & Nino Savelli
- 2107.10801 Specifying a Game-Theoretic Extensive Form as an Abstract 5-ary Relation
by Peter A. Streufert
- 2107.10723 Of Access and Inclusivity Digital Divide in Online Education
by Bheemeshwar Reddy A & Sunny Jose & Vaidehi R
- 2107.10639 Economic Hysteresis and Its Mathematical Modeling
by Isaak D. Mayergoyz & Can E. Korman
- 2107.10635 Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation
by Cosimo Munari & Lutz Wilhelmy & Stefan Weber
- 2107.10634 Factors determining maximum energy consumption of Bitcoin miners
by Jesus M. Gonzalez-Barahona
- 2107.10606 cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope
by Gautier Marti & Victor Goubet & Frank Nielsen
- 2107.10510 Hodge theoretic reward allocation for generalized cooperative games on graphs
by Tongseok Lim
- 2107.10491 A Stochastic Control Approach to Public Debt Management
by Matteo Brachetta & Claudia Ceci
- 2107.10455 Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return
by Masud Alam
- 2107.10377 Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask
by Lorenzo Silotto & Marco Scaringi & Marco Bianchetti
- 2107.10323 The Optimality of Upgrade Pricing
by Dirk Bergemann & Alessandro Bonatti & Andreas Haupt & Alex Smolin
- 2107.10306 A Sparsity Algorithm with Applications to Corporate Credit Rating
by Dan Wang & Zhi Chen & Ionut Florescu
- 2107.10226 Default Distances Based on the CEV-KMV Model
by Wen Su
- 2107.10225 Pricing Exchange Option Based on Copulas by MCMC Algorithm
by Wen Su
- 2107.10001 Forecasting performance of workforce reskilling programmes
by Evan Hurwitz & George Cevora
- 2107.09765 A conditional independence test for causality in econometrics
by Jaime Sevilla & Alexandra Mayn
- 2107.09736 Recent Developments in Inference: Practicalities for Applied Economics
by Jeffrey D. Michler & Anna Josephson
- 2107.09651 A mathematical definition of property rights in a Debreu economy
by Abhimanyu Pallavi Sudhir
- 2107.09637 Moore's law, Wright's law and the Countdown to Exponential Space
by Daniel Berleant & Venkat Kodali & Richard Segall & Hyacinthe Aboudja & Michael Howell
- 2107.09636 Co-optimization of Energy and Reserve with Incentives to Wind Generation: Case Study
by Yves Smeers & Sebastian Martin & Jose A. Aguado
- 2107.09629 Order Book Queue Hawkes-Markovian Modeling
by Philip Protter & Qianfan Wu & Shihao Yang
- 2107.09396 A Incid\^encia Final dos Tributos Indiretos no Brasil: Estimativa Usando a Matriz de Insumo-Produto 2015
by Rozane Bezerra de Siqueira & Jos'e Ricardo Bezerra Nogueira & Carlos Feitosa Luna
- 2107.09273 Volatility of S&P500: Estimation and Evaluation
by Wen Su
- 2107.09235 Nonlinear Approaches to Intergenerational Income Mobility allowing for Measurement Error
by Brantly Callaway & Tong Li & Irina Murtazashvili
- 2107.09148 Adaptive Multilevel Monte Carlo for Probabilities
by Abdul-Lateef Haji-Ali & Jonathan Spence & Aretha Teckentrup
- 2107.09094 Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models
by Bertram During & Christof Heuer
- 2107.09055 Stock price prediction using BERT and GAN
by Priyank Sonkiya & Vikas Bajpai & Anukriti Bansal
- 2107.09051 AI in Finance: Challenges, Techniques and Opportunities
by Longbing Cao
- 2107.09048 A New Attempt to Identify Long-term Precursors for Endogenous Financial Crises in the Market Correlation Structures
by Anton J. Heckens & Thomas Guhr
- 2107.09032 Sustainability of Global Economy as a Quantum Circuit
by Antonino Claudio Bonan
- 2107.08950 Mind the Income Gap: Bias Correction of Inequality Estimators in Small-Sized Samples
by Silvia De Nicol`o & Maria Rosaria Ferrante & Silvia Pacei
- 2107.08827 Optimal sports betting strategies in practice: an experimental review
by Matej Uhr'in & Gustav v{S}ourek & Ondv{r}ej Hub'av{c}ek & Filip v{Z}elezn'y
- 2107.08813 Competitive equilibrium always exists for combinatorial auctions with graphical pricing schemes
by Marie-Charlotte Brandenburg & Christian Haase & Ngoc Mai Tran
- 2107.08808 A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection
by Wei Li & Florentina Paraschiv & Georgios Sermpinis
- 2107.08721 Stock Movement Prediction with Financial News using Contextualized Embedding from BERT
by Qinkai Chen
- 2107.08713 Empirical evidence on the Euler equation for investment in the US
by Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis
- 2107.08684 A characterisation of cross-impact kernels
by Mathieu Rosenbaum & Mehdi Tomas
- 2107.08630 Data Sharing Markets
by Mohammad Rasouli & Michael I. Jordan
- 2107.08586 Global Gridded Daily CO$_2$ Emissions
by Xinyu Dou & Yilong Wang & Philippe Ciais & Fr'ed'eric Chevallier & Steven J. Davis & Monica Crippa & Greet Janssens-Maenhout & Diego Guizzardi & Efisio Solazzo & Feifan Yan & Da Huo & Zheng Bo & Zhu Deng & Biqing Zhu & Hengqi Wang & Qiang Zhang & Pierre Gentine & Zhu Liu
- 2107.08498 Decoupling Shrinkage and Selection for the Bayesian Quantile Regression
by David Kohns & Tibor Szendrei
- 2107.08423 Sampling dynamics and stable mixing in hawk-dove games
by Srinivas Arigapudi & Yuval Heller & Amnon Schreiber
- 2107.08393 Monitoring multidimensional phenomena with a multicriteria composite performance interval approach
by Ana Garcia-Bernabeu & Adolfo Hilario-Caballero
- 2107.08342 A Probit Estimation of Urban Bases of Environmental Awareness: Evidence from Sylhet City, Bangladesh
by Mohammad Masud Alam & AFM Zakaria
- 2107.08153 A Consumer-Theoretic Characterization of Fisher Market Equilibria
by Denizalp Goktas & Enrique Areyan Viqueira & Amy Greenwald
- 2107.08112 Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data
by Szymon Sacher & Laura Battaglia & Stephen Hansen
- 2107.08109 Automatic Fatou Property of Law-invariant Risk Measures
by Shengzhong Chen & Niushan Gao & Denny Leung & Lei Li
- 2107.07942 Flexible Covariate Adjustments in Regression Discontinuity Designs
by Claudia Noack & Tomasz Olma & Christoph Rothe
- 2107.07910 Monotone Comparative Statics in the Calvert-Wittman Model
by Francisco Rodr'iguez & Eduardo Zambrano
- 2107.07816 Key features of administrative responsibility
by Vladimir Zhavoronkov & Valeri Lipunov & Mattia Masolletti
- 2107.07804 Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions
by Florian Huber & Gary Koop
- 2107.07678 Predicting Daily Trading Volume via Various Hidden States
by Shaojun Ma & Pengcheng Li
- 2107.07668 Predicting Drought and Subsidence Risks in France
by Arthur Charpentier & Molly James & Hani Ali
- 2107.07556 Modelling risk for commodities in Brazil: An application to live cattle spot and futures prices
by R. G. Alcoforado & W. Bernardino & A. D. Eg'idio dos Reis & J. A. C. Santos
- 2107.07553 Supporting the robust ordinal regression approach to multiple criteria decision aiding with a set of representative value functions
by Sally Giuseppe Arcidiacono & Salvatore Corrente & Salvatore Greco
- 2107.07552 Public Health, Technology, and Human Rights: Lessons from Digital Contact Tracing
by Maria Carnovale & Khahlil Louisy
- 2107.07491 A Theory of Ex Post Rationalization
by Erik Eyster & Shengwu Li & Sarah Ridout
- 2107.07348 Article Processing Charges based publications: to which extent the price explains scientific impact?
by Abdelghani Maddi & David Sapinho
- 2107.07339 Computing near-optimal Value-at-Risk portfolios using Integer Programming techniques
by Onur Babat & Juan C. Vera & Luis F. Zuluaga
- 2107.07294 Exact inference from finite market data
by Felix Kubler & Raghav Malhotra & Herakles Polemarchakis
- 2107.07206 Credit scoring using neural networks and SURE posterior probability calibration
by Matthieu Garcin & Samuel St'ephan
- 2107.07168 Axiomatic Formulation of the Optimal Transaction Cost Theory in the Legal Process through Cobb-Douglas Optimization
by Kwadwo Osei Bonsu
- 2107.07142 Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling
by {L}ukasz Bielak & Aleksandra Grzesiek & Joanna Janczura & Agnieszka Wy{l}oma'nska
- 2107.07054 Expert Graphs: Synthesizing New Expertise via Collaboration
by Bijan Mazaheri & Siddharth Jain & Jehoshua Bruck
- 2107.07026 A new class of conditional Markov jump processes with regime switching and path dependence: properties and maximum likelihood estimation
by Budhi Surya
- 2107.06979 Generalized Covariance Estimator
by Christian Gourieroux & Joann Jasiak
- 2107.06855 Comparing Intellectual property policy in the Global North and South -- A one-size-fits-all policy for economic prosperity?
by S Sidhartha Narayan & Malavika Ranjan & Madhumitha Raghuraman
- 2107.06841 Optimality of threshold strategies for spectrally negative Levy processes and a positive terminal value at creeping ruin
by Chongrui Zhu
- 2107.06839 Correlation scenarios and correlation stress testing
by N. Packham & F. Woebbeking
- 2107.06810 A decision support tool for ship biofouling management in the Baltic Sea
by Emilia Luoma & Mirka Laurila-Pant & Elias Altarriba & Inari Helle & Lena Granhag & Maiju Lehtiniemi & Greta Sr.ebalien.e & Sergej Olenin & Annukka Lehikoinen
- 2107.06782 Clustering and attention model based for intelligent trading
by Mimansa Rana & Nanxiang Mao & Ming Ao & Xiaohui Wu & Poning Liang & Matloob Khushi
- 2107.06758 On the short term stability of financial ARCH price processes
by Gilles Zumbach
- 2107.06663 Time Series Estimation of the Dynamic Effects of Disaster-Type Shock
by Richard Davis & Serena Ng
- 2107.06659 Financial Return Distributions: Past, Present, and COVID-19
by Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z
- 2107.06623 Financial Network Games
by Panagiotis Kanellopoulos & Maria Kyropoulou & Hao Zhou
- 2107.06605 A General Approach for Parisian Stopping Times under Markov Processes
by Gongqiu Zhang & Lingfei Li
- 2107.06593 The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility
by David Hobson & Martin Herdegen & Joseph Jerome
- 2107.06544 Winners and losers of immigration
by Davide Fiaschi & Cristina Tealdi
- 2107.06518 Single Event Transition Risk: A Measure for Long Term Carbon Exposure
by Suryadeepto Nag & Siddhartha P. Chakrabarty & Sankarshan Basu
- 2107.06460 A Unified Formula of the Optimal Portfolio for Piecewise Hyperbolic Absolute Risk Aversion Utilities
by Zongxia Liang & Yang Liu & Ming Ma & Rahul Pothi Vinoth
- 2107.06435 Semi-Random Impossibilities of Condorcet Criterion
by Lirong Xia
- 2107.06349 Arbitrage-free pricing of CVA for cross-currency swap with wrong-way risk under stochastic correlation modeling framework
by Ashish Kumar & Laszlo Markus & Norbert Hari
- 2107.06312 Correlated Equilibria in Large Anonymous Bayesian Games
by Frederic Koessler & Marco Scarsini & Tristan Tomala
- 2107.06210 Sissy That Walk: Transportation to Work by Sexual Orientation
by Sonia Oreffice & Dario Sansone
- 2107.06194 Geometric insights into robust portfolio construction
by Lara Dalmeyer & Tim Gebbie
- 2107.06174 National-scale electricity peak load forecasting: Traditional, machine learning, or hybrid model?
by Juyong Lee & Youngsang Cho
- 2107.06162 The climate in climate economics
by Doris Folini & Felix Kubler & Aleksandra Malova & Simon Scheidegger
- 2107.06141 Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models
by Victor Aguirregabiria & Jesus M. Carro
- 2107.06137 Economic development and the structure of cross-technology interactions
by Anton Bondarev & Frank C. Krysiak
- 2107.06089 MinP Score Tests with an Inequality Constrained Parameter Space
by Giuseppe Cavaliere & Zeng-Hua Lu & Anders Rahbek & Yuhong Yang
- 2107.06002 Micro-level dynamics in hidden action situations with limited information
by Stephan Leitner & Friederike Wall
- 2107.05936 Testability of Reverse Causality Without Exogenous Variation
by Christoph Breunig & Patrick Burauel
- 2107.05923 Multiplicative Error Models: 20 years on
by Fabrizio Cipollini & Giampiero M. Gallo
- 2107.05853 Making Auctions Robust to Aftermarkets
by Moshe Babaioff & Nicole Immorlica & Yingkai Li & Brendan Lucier
- 2107.05663 Dynamics of the market states in the space of correlation matrices with applications to financial markets
by Hirdesh K. Pharasi & Suchetana Sadhukhan & Parisa Majari & Anirban Chakraborti & Thomas H. Seligman
- 2107.05592 Investor Behavior Modeling by Analyzing Financial Advisor Notes: A Machine Learning Perspective
by Cynthia Pagliaro & Dhagash Mehta & Han-Tai Shiao & Shaofei Wang & Luwei Xiong
- 2107.05559 Inference on Individual Treatment Effects in Nonseparable Triangular Models
by Jun Ma & Vadim Marmer & Zhengfei Yu
- 2107.05535 Predicting Risk-adjusted Returns using an Asset Independent Regime-switching Model
by Nicklas Werge
- 2107.05529 Are Rents Excessive in the Central City?: A Geospatial Analysis
by Scott W. Hegerty
- 2107.05527 Collective intelligence and the blockchain: Technology, communities and social experiments
by Andrea Baronchelli
- 2107.05483 Characterization of the probability and information entropy of a process with an increasing sample space by different functional forms of expansion, with an application to hyperinflation
by Laurence Francis Lacey
- 2107.05359 Debt Swapping for Risk Mitigation in Financial Networks
by P'al Andr'as Papp & Roger Wattenhofer
- 2107.05347 Seasonal and Secular Periodicities Identified in the Dynamics of US FDA Medical Devices (1976 2020) Portends Intrinsic Industrial Transformation and Independence of Certain Crises
by Iraj Daizadeh
- 2107.05302 On Reward Sharing in Blockchain Mining Pools
by Burak Can & Jens Leth Hougaard & Mohsen Pourpouneh
- 2107.05263 A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters
by Giacomo Bormetti & Fulvio Corsi
- 2107.05251 Can we improve the environmental benefits of biobased PET production through local 1 biomass value chains? A life cycle assessment perspective
by Carlos Garcia-Velasquez & Yvonne van der Meer
- 2107.05201 Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation
by Hengxu Lin & Dong Zhou & Weiqing Liu & Jiang Bian
- 2107.05163 Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence
by Jing Guo & Xue Dong He
- 2107.05064 The Experimenters' Dilemma: Inferential Preferences over Populations
by Neeraja Gupta & Luca Rigotti & Alistair Wilson
- 2107.05041 E-Learning and its Socioeconomics
by Avni Singh
- 2107.04946 Inference for the proportional odds cumulative logit model with monotonicity constraints for ordinal predictors and ordinal response
by Javier Espinosa-Brito & Christian Hennig
- 2107.04928 Sustained cost declines in solar PV and battery storage needed to eliminate coal generation in India
by Aniruddh Mohan & Shayak Sengupta & Parth Vaishnav & Rahul Tongia & Asim Ahmed & Ines L. Azevedo
- 2107.04925 Geographic Spillover Effects of Prescription Drug Monitoring Programs (PDMPs)
by Daniel Guth & Shiyu Zhang
- 2107.04851 Machine Learning for Financial Forecasting, Planning and Analysis: Recent Developments and Pitfalls
by Helmut Wasserbacher & Martin Spindler
- 2107.04700 The unreasonable effectiveness of optimal transport in economics
by Alfred Galichon
- 2107.04698 Waiting to Borrow From a 457(b) Plan
by Alex Garivaltis
- 2107.04656 A theoretical look at ordinal classification methods based on reference sets composed of characteristic actions
by Eduardo Fernandez & Jorge Navarro & Efrain Solares
- 2107.04636 End-to-End Risk Budgeting Portfolio Optimization with Neural Networks
by Ayse Sinem Uysal & Xiaoyue Li & John M. Mulvey
- 2107.04568 Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance
by Ren'e Carmona & Mathieu Lauri`ere
- 2107.04358 Endogenous viral mutations, evolutionary selection, and containment policy design
by Patrick Mellacher
- 2107.04260 Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation
by Christian Meier & Lingfei Li & Gongqiu Zhang
- 2107.04185 A Network Approach to Public Goods: A Short Summary
by Matthew Elliott & Benjamin Golub
- 2107.04098 Centralized Matching with Incomplete Information
by Marcelo Ariel Fernandez & Kirill Rudov & Leeat Yariv
- 2107.04069 Proof-of-Stake Mining Games with Perfect Randomness
by Matheus V. X. Ferreira & S. Matthew Weinberg
- 2107.03979 On the Selection of Loss Severity Distributions to Model Operational Risk
by Daniel Hadley & Harry Joe & Natalia Nolde
- 2107.03957 Public preferences for marine plastic litter reductions across Europe
by Salma Khedr & Katrin Rehdanz & Roy Brouwer & Hanna Dijkstra & Sem Duijndam & Pieter van Beukering & Ikechukwu C. Okoli
- 2107.03926 Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Opportunities
by Rian Dolphin & Barry Smyth & Yang Xu & Ruihai Dong
- 2107.03857 Financial Markets and the Phase Transition between Water and Steam
by Christof Schmidhuber
- 2107.03764 Limited intelligence and performance-based compensation: An agent-based model of the hidden action problem
by Patrick Reinwald & Stephan Leitner & Friederike Wall
- 2107.03754 Network manipulation algorithm based on inexact alternating minimization
by David Muller & Vladimir Shikhman
- 2107.03712 Numerical approximation of hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay
by Emmanuel Coffie
- 2107.03674 Inference and forecasting for continuous-time integer-valued trawl processes
by Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E. D. Veraart
- 2107.03577 Adaptive Stress Testing for Adversarial Learning in a Financial Environment
by Khalid El-Awady
- 2107.03440 a theoretical look at ordinal classification methods based on comparing actions with limiting boundaries between adjacent classes
by Eduardo Fernandez & Jose Rui Figueira & Jorge Navarro
- 2107.03366 Estimation and Inference in Factor Copula Models with Exogenous Covariates
by Alexander Mayer & Dominik Wied
- 2107.03340 Pseudo-Model-Free Hedging for Variable Annuities via Deep Reinforcement Learning
by Wing Fung Chong & Haoen Cui & Yuxuan Li
- 2107.03299 Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey
by Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan
- 2107.03253 Dynamic Ordered Panel Logit Models
by Bo E. Honor'e & Chris Muris & Martin Weidner
- 2107.03116 Economic prospects of the Russian-Chinese partnership in the logistics projects of the Eurasian Economic Union and the Silk Road Economic Belt: a scientific literature review
by Elena Rudakova & Alla Pavlova & Oleg Antonov & Kira Kuntsevich & Yue Yang
- 2107.03034 Estimating the economic value of ultrafine particles information: A contingent valuation method
by Eunjung Cho & Youngsang Cho
- 2107.02888 Decreasing Incomes Increase Selfishness
by Nickolas Gagnon & Riccardo D. Saulle & Henrik W. Zaunbrecher
- 2107.02798 Representing choice functions by a total hyper-order
by Daniel Lehmann
- 2107.02780 Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy
by Anish Agarwal & Rahul Singh
- 2107.02775 Countering Misinformation on Social Media Through Educational Interventions: Evidence from a Randomized Experiment in Pakistan
by Ayesha Ali & Ihsan Ayyub Qazi
- 2107.02764 Collaborative Insurance Sustainability and Network Structure
by Arthur Charpentier & Lariosse Kouakou & Matthias Lowe & Philipp Ratz & Franck Vermet
- 2107.02739 Shapes as Product Differentiation: Neural Network Embedding in the Analysis of Markets for Fonts
by Sukjin Han & Eric H. Schulman & Kristen Grauman & Santhosh Ramakrishnan
- 2107.02656 Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle
by Xiaoqing Liang & Ruodu Wang & Virginia Young
- 2107.02650 Gravity models of networks: integrating maximum-entropy and econometric approaches
by Marzio Di Vece & Diego Garlaschelli & Tiziano Squartini
- 2107.02637 Difference-in-Differences with a Continuous Treatment
by Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna
- 2107.02633 The global migration network of sex-workers
by Luis E C Rocha & Petter Holme & Claudio D G Linhares
- 2107.02628 A dynamic version of the super-replication theorem under proportional transaction costs
by Francesca Biagini & Thomas Reitsam
- 2107.02602 Inference for Low-Rank Models
by Victor Chernozhukov & Christian Hansen & Yuan Liao & Yinchu Zhu
- 2107.02537 Approximations to ultimate ruin probabilities with a Wienner process perturbation
by Yacine Koucha & Alfredo D. Egidio dos Reis
- 2107.02512 Predicting Exporters with Machine Learning
by Francesca Micocci & Armando Rungi
- 2107.02478 The Near Miss Effect and the Framing of Lotteries
by Michael Crystal
- 2107.02394 Face masks, vaccination rates and low crowding drive the demand for the London Underground during the COVID-19 pandemic
by Prateek Bansal & Roselinde Kessels & Rico Krueger & Daniel J Graham
- 2107.02283 Clustering Structure of Microstructure Measures
by Liao Zhu & Ningning Sun & Martin T. Wells
- 2107.02242 Two Stochastic Control Problems In Capital Structure and Portfolio Choice
by Shan Huang