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Content
2021
- 2107.02169 A Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process
by Samuel Forbes & Stefan Grosskinsky
- 2107.01978 Optimal transport for model calibration
by Ivan Guo & Gregoire Loeper & Jan Obloj & Shiyi Wang
- 2107.01947 Risk aversion and uniqueness of equilibrium: a polynomial approach
by Andrea Loi & Stefano Matta
- 2107.01746 Mobility decisions, economic dynamics and epidemic
by Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi
- 2107.01731 Supporting decisions by unleashing multiple mindsets using pairwise comparisons method
by Salvatore Greco & Sajid Siraj & Michele Lundy
- 2107.01730 Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures
by Thomas Knispel & Roger J. A. Laeven & Gregor Svindland
- 2107.01696 Trading patterns within and between regions: an analysis of Gould-Fernandez brokerage roles
by Matthew Smith & Yasaman Sarabi
- 2107.01629 The Role of "Live" in Livestreaming Markets: Evidence Using Orthogonal Random Forest
by Ziwei Cong & Jia Liu & Puneet Manchanda
- 2107.01611 Deep calibration of the quadratic rough Heston model
by Mathieu Rosenbaum & Jianfei Zhang
- 2107.01568 A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios
by Erhan Bayraktar & Christoph Czichowsky & Leonid Dolinskyi & Yan Dolinsky
- 2107.01532 Decentralizing Centralized Matching Markets: Implications from Early Offers in University Admissions
by Julien Grenet & YingHua He & Dorothea Kubler
- 2107.01442 Approximate Core Allocations for Multiple Partners Matching Games
by Han Xiao & Tianhang Lu & Qizhi Fang
- 2107.01352 Cleaning large-dimensional covariance matrices for correlated samples
by Zdzislaw Burda & Andrzej Jarosz
- 2107.01340 Characterizing nonatomic admissions markets
by Max Kapur
- 2107.01273 Visual Time Series Forecasting: An Image-driven Approach
by Naftali Cohen & Srijan Sood & Zhen Zeng & Tucker Balch & Manuela Veloso
- 2107.01139 The effects of incentives, social norms, and employees' values on work performance
by Michael Roos & Jessica Reale & Frederik Banning
- 2107.01098 Temporal Analysis of Worldwide War
by Devansh Bajpai & Rishi Ranjan Singh
- 2107.01095 Who Votes for Library Bonds? A Principal Component Exploration
by Eric Jacobson
- 2107.01065 Reverse Sensitivity Analysis for Risk Modelling
by Silvana M. Pesenti
- 2107.01031 Effectiveness of Artificial Intelligence in Stock Market Prediction based on Machine Learning
by Sohrab Mokhtari & Kang K. Yen & Jin Liu
- 2107.01017 MegazordNet: combining statistical and machine learning standpoints for time series forecasting
by Angelo Garangau Menezes & Saulo Martiello Mastelini
- 2107.00960 Time series models with infinite-order partial copula dependence
by Martin Bladt & Alexander J. McNeil
- 2107.00928 Partial Identification and Inference in Duration Models with Endogenous Censoring
by Shosei Sakaguchi
- 2107.00909 Habits and demand changes after COVID-19
by Mauro Bambi & Daria Ghilli & Fausto Gozzi & Marta Leocata
- 2107.00837 Investment AUM Fee Costs: Evaluating a Simple Formula
by Joseph Levine
- 2107.00711 Formation of coalition structures as a non-cooperative game
by Dmitry Levando
- 2107.00640 Auction Design with Data-Driven Misspecifications
by Philippe Jehiel & Konrad Mierendorff
- 2107.00554 Robust Replication of Volatility and Hybrid Derivatives on Jump Diffusions
by Peter Carr & Roger Lee & Matthew Lorig
- 2107.00534 The Limit Order Book Recreation Model (LOBRM): An Extended Analysis
by Zijian Shi & John Cartlidge
- 2107.00427 Feasible Implied Correlation Matrices from Factor Structures
by Wolfgang Schadner
- 2107.00410 Fiscal policy and inequality in a model with endogenous positional concerns
by Kirill Borissov & Nigar Hashimzade
- 2107.00406 Collective Progress: Dynamics of Exit Waves
by Doruk Cetemen & Can Urgun & Leeat Yariv
- 2107.00390 Political and legal aspects of the COVID-19 pandemic impact on world transport systems
by Alexey Gubin & Valeri Lipunov & Mattia Masolletti
- 2107.00298 The Role of Binance in Bitcoin Volatility Transmission
by Carol Alexander & Daniel Heck & Andreas Kaeck
- 2107.00261 Price change prediction of ultra high frequency financial data based on temporal convolutional network
by Wei Dai & Yuan An & Wen Long
- 2107.00106 Choice of a Mentor: A Subjective Evaluation of Expectations, Experiences and Feedbacks
by Kaibalyapati Mishra
- 2107.00066 Market regime classification with signatures
by Paul Bilokon & Antoine Jacquier & Conor McIndoe
- 2106.16240 Markov-Modulated Affine Processes
by Kevin Kurt & Rudiger Frey
- 2106.16177 "Stabilizer" or "catalyst"? How green technology innovation affects the risk of stock price crashes: an analysis based on the quantity and quality of patents
by Ge-zhi Wu & Da-ming You
- 2106.16149 When Frictions are Fractional: Rough Noise in High-Frequency Data
by Carsten Chong & Thomas Delerue & Guoying Li
- 2106.16117 Energy security: key concepts, components, and change of the paradigm
by Julia Edigareva & Tatiana Khimich & Oleg Antonov & Jesus Gonzalez
- 2106.16088 Application of deep reinforcement learning for Indian stock trading automation
by Supriya Bajpai
- 2106.16081 Quantal Response Equilibrium and Rationalizability: Inside the Black Box
by Shuige Liu & Fabio Maccheroni
- 2106.16047 Decision making with dynamic probabilistic forecasts
by Peter Tankov & Laura Tinsi
- 2106.15994 Behavioral Mistakes Support Cooperation in an N-Person Repeated Public Goods Game
by Jung-Kyoo Choi & Jun Sok Huhh
- 2106.15979 Hypothetical Expected Utility
by Evan Piermont
- 2106.15917 Explaining Caste-based Digital Divide in India
by R Vaidehi & A Bheemeshwar Reddy & Sudatta Banerjee
- 2106.15844 Bounded rationality for relaxing best response and mutual consistency: The Quantal Hierarchy model of decision-making
by Benjamin Patrick Evans & Mikhail Prokopenko
- 2106.15698 Emotions in Macroeconomic News and their Impact on the European Bond Market
by Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti
- 2106.15518 An expert survey to assess the current status and future challenges of energy system analysis
by Fabian Scheller & Frauke Wiese & Jann Michael Weinand & Dominik Franjo Dominkovi'c & Russell McKenna
- 2106.15496 Numerical approximation of singular Forward-Backward SDEs
by Jean-Franc{c}ois Chassagneux & Mohan Yang
- 2106.15479 The Ecological System of Innovation: A New Architectural Framework for a Functional Evidence-Based Platform for Science and Innovation Policy
by Robert M Yawson
- 2106.15466 Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter?
by Ozge Sahin & Karoline Bax & Claudia Czado & Sandra Paterlini
- 2106.15452 The Variance Gamma++ Process and Applications to Energy Markets
by M. Gardini & P. Sabino & E. Sasso
- 2106.15426 Effect of Labour Income on the Optimal Bankruptcy Problem
by Guodong Ding & Daniele Marazzina
- 2106.15376 What Explains Gender Gap in Unpaid Household and Care Work in India?
by Athary Janiso & Prakash Kumar Shukla & Bheemeshwar Reddy A
- 2106.15270 New sources of economies and diseconomies of scale in on-demand ridepooling systems and comparison with public transport
by Andres Fielbaum & Alejandro Tirachini & Javier Alonso-Mora
- 2106.15208 The insider problem in the trinomial model: a discrete-time jump process approach
by H'el`ene Halconruy
- 2106.15198 Exploring the trilemma of cost-efficient, equitable and publicly acceptable onshore wind expansion planning
by Jann Michael Weinand & Russell McKenna & Heidi Heinrichs & Michael Roth & Detlef Stolten & Wolf Fichtner
- 2106.15094 A Hodge theoretic extension of Shapley axioms
by Tongseok Lim
- 2106.15035 Empirical Framework for Cournot Oligopoly with Private Information
by Gaurab Aryal & Federico Zincenko
- 2106.15003 A Note on the Topology of the First Stage of 2SLS with Many Instruments
by Guy Tchuente
- 2106.14870 On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula
by Kaustav Das & Ivan Guo & Gr'egoire Loeper
- 2106.14824 Risk contributions of lambda quantiles
by Akif Ince & Ilaria Peri & Silvana Pesenti
- 2106.14820 Rational Pricing of Leveraged ETF Expense Ratios
by Alex Garivaltis
- 2106.14758 Inheritances, social classes, and wealth distribution
by Pedro Patr'icio & Nuno A. M. Ara'ujo
- 2106.14659 Applications of Mechanism Design in Market-Based Demand-Side Management
by Khaled Abedrabboh & Luluwah Al-Fagih
- 2106.14486 Unifying Revealed Preference and Revealed Rational Inattention
by Kunal Pattanayak & Vikram Krishnamurthy
- 2106.14456 The Machiavellian frontier of top trading cycles
by Yajing Chen & Zhenhua Jiao & Chenfeng Zhang & Luosai Zhang
- 2106.14404 UNISWAP: Impermanent Loss and Risk Profile of a Liquidity Provider
by Andreas A. Aigner & Gurvinder Dhaliwal
- 2106.14397 Graphical Economies with Resale
by Gabriel P. Andrade & Rafael Frongillo & Elliot Gorokhovsky & Sharadha Srinivasan
- 2106.14351 On the Design of an Insurance Mechanism for Reliability Differentiation in Electricity Markets
by Farhad Billimoria & Filiberto Fele & Iacopo Savelli & Thomas Morstyn & Malcolm McCulloch
- 2106.14204 Bitcoin, Currencies, and Fragility
by Nassim Nicholas Taleb
- 2106.14168 Hierarchical contagions in the interdependent financial network
by William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou
- 2106.14077 The Role of Contextual Information in Best Arm Identification
by Masahiro Kato & Kaito Ariu
- 2106.13888 Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences
by Katia Colaneri & Alessandra Cretarola & Benedetta Salterini
- 2106.13856 Nonparametric inference on counterfactuals in first-price auctions
by Pasha Andreyanov & Grigory Franguridi
- 2106.13670 Sovereign wealth funds: main activity trends
by Oksana Mamina & Alexander Barannikov & Ludmila Gruzdeva
- 2106.13644 Intergenerational risk sharing in a Defined Contribution pension system: analysis with Bayesian optimization
by An Chen & Motonobu Kanagawa & Fangyuan Zhang
- 2106.13612 Political Power and Market Power
by Bo Cowgill & Andrea Prat & Tommaso Valletti
- 2106.13598 Bibliometric Analysis Of Herding Behavior In Times Of Crisis
by Fenny Marietza & Ridwan Nurazi & Fitri Santi & Saiful
- 2106.13350 Reference Dependence and Random Attention
by Matthew Kovach & Elchin Suleymanov
- 2106.13347 Relationship between Cultural Values, Sense of Community and Trust and the Effect of Trust in Workplace
by Nazli Mohammad & Yvonne Stedham
- 2106.13321 Game theory and scholarly publishing: premises for an agreement around open access
by Abdelghani Maddi
- 2106.13283 Pricing multi-asset contingent claims in a multi-dimensional binomial market
by Jarek Kk{e}dra & Assaf Libman & Victoria Steblovskaya
- 2106.13059 Robust Decisions for Heterogeneous Agents via Certainty Equivalents
by Anne G. Balter & Nikolaus Schweizer
- 2106.12987 Fund2Vec: Mutual Funds Similarity using Graph Learning
by Vipul Satone & Dhruv Desai & Dhagash Mehta
- 2106.12985 Stock Market Analysis with Text Data: A Review
by Kamaladdin Fataliyev & Aneesh Chivukula & Mukesh Prasad & Wei Liu
- 2106.12977 Unique Stable Matchings
by Gregory Z. Gutin & Philip R. Neary & Anders Yeo
- 2106.12971 The Pricing of Vanilla Options with Cash Dividends as a Classic Vanilla Basket Option Problem
by Jherek Healy
- 2106.12961 Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods
by Liping Yang
- 2106.12950 Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport
by Hengxu Lin & Dong Zhou & Weiqing Liu & Jiang Bian
- 2106.12928 Exploration-Exploitation in Multi-Agent Competition: Convergence with Bounded Rationality
by Stefanos Leonardos & Georgios Piliouras & Kelly Spendlove
- 2106.12886 Constrained Classification and Policy Learning
by Toru Kitagawa & Shosei Sakaguchi & Aleksey Tetenov
- 2106.12868 Awareness Logic: Kripke Lattices as a Middle Ground between Syntactic and Semantic Models
by Gaia Belardinelli & Rasmus K. Rendsvig
- 2106.12827 The gig economy in Poland: evidence based on mobile big data
by Maciej Berk{e}sewicz & Dagmara Nikulin & Marcin Szymkowiak & Kamil Wilak
- 2106.12727 Robust Misspecified Models and Paradigm Shifts
by Cuimin Ba
- 2106.12705 Alternative Microfoundations for Strategic Classification
by Meena Jagadeesan & Celestine Mendler-Dunner & Moritz Hardt
- 2106.12431 Chebyshev Greeks: Smoothing Gamma without Bias
by Andrea Maran & Andrea Pallavicini & Stefano Scoleri
- 2106.12425 Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations
by Anders D. Sleire & B{aa}rd St{o}ve & H{aa}kon Otneim & Geir Drage Berentsen & Dag Tj{o}stheim & Sverre Hauso Haugen
- 2106.12395 From Bachelier to Dupire via Optimal Transport
by Mathias Beiglbock & Gudmund Pammer & Walter Schachermayer
- 2106.12332 From Griefing to Stability in Blockchain Mining Economies
by Yun Kuen Cheung & Stefanos Leonardos & Georgios Piliouras & Shyam Sridhar
- 2106.12329 Games in the Time of COVID-19: Promoting Mechanism Design for Pandemic Response
by Bal'azs Pej'o & Gergely Bicz'ok
- 2106.12315 Bailouts in Financial Networks
by Beni Egressy & Roger Wattenhofer
- 2106.12292 Dispersion indices based on Kerridge inaccuracy and Kullback-Leibler divergence
by Francesco Buono & Camilla Cal`i & Maria Longobardi
- 2106.12262 Variational Bayes in State Space Models: Inferential and Predictive Accuracy
by David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin
- 2106.12051 More stochastic expansions for the pricing of vanilla options with cash dividends
by Fabien Le Floc'h
- 2106.12049 Pricing American options with the Runge-Kutta-Legendre finite difference scheme
by Fabien Le Floc'h
- 2106.11901 A systems framework for remedying dysfunction in U.S. democracy
by Samuel S. -H. Wang & Jonathan Cervas & Bernard Grofman & Keena Lipsitz
- 2106.11846 Quantifying the Impact of Human Capital, Job History, and Language Factors on Job Seniority with a Large-scale Analysis of Resumes
by Austin P Wright & Caleb Ziems & Haekyu Park & Jon Saad-Falcon & Duen Horng Chau & Diyi Yang & Maria Tomprou
- 2106.11691 Two Price Regimes in Limit Order Books: Liquidity Cushion and Fragmented Distant Field
by Sebastian M. Krause & Edgar Jungblut & Thomas Guhr
- 2106.11640 Heterogeneous Treatment Effects in Regression Discontinuity Designs
by 'Agoston Reguly
- 2106.11537 Information of income position and its impact on perceived tax burden and preference for redistribution: An Internet Survey Experiment
by Eiji Yamamura
- 2106.11510 Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Market
by Jean-Pierre Fouque & Ruimeng Hu & Ronnie Sircar
- 2106.11502 Measuring Violations of Positive Involvement in Voting
by Wesley H. Holliday & Eric Pacuit
- 2106.11484 Sectoral portfolio optimization by judicious selection of financial ratios via PCA
by Vrinda Dhingra & Amita Sharma & Shiv K. Gupta
- 2106.11446 Bitcoin's Crypto Flow Network
by Yoshi Fujiwara & Rubaiyat Islam
- 2106.11433 Learning versus Unlearning: An Experiment on Retractions
by Duarte Gonc{c}alves & Jonathan Libgober & Jack Willis
- 2106.11387 Incentive-Compatible Kidney Exchange in a Slightly Semi-Random Model
by Avrim Blum & Paul Golz
- 2106.11270 A Concavification Approach to Ambiguous Persuasion
by Xiaoyu Cheng
- 2106.11184 The decline of disruptive science and technology
by Michael Park & Erin Leahey & Russell Funk
- 2106.11129 The Effectiveness of Strategies to Contain SARS-CoV-2: Testing, Vaccinations, and NPIs
by Jano's Gabler & Tobias Raabe & Klara Rohrl & Hans-Martin von Gaudecker
- 2106.11128 Framing and Social Information Nudges at Wikipedia
by Maximilian Linek & Christian Traxler
- 2106.11120 Mechanism Design for Efficient Nash Equilibrium in Oligopolistic Markets
by Kaiying Lin & Beibei Wang & Pengcheng You
- 2106.11104 On Testing Equal Conditional Predictive Ability Under Measurement Error
by Yannick Hoga & Timo Dimitriadis
- 2106.11012 Doctors and Nurses Social Media Ads Reduced Holiday Travel and COVID-19 infections: A cluster randomized controlled trial in 13 States
by Emily Breza & Fatima Cody Stanford & Marcela Alsan & M. D. Ph. D. & Burak Alsan & Abhijit Banerjee & Arun G. Chandrasekhar & Sarah Eichmeyer & Traci Glushko & Paul Goldsmith-Pinkham & Kelly Holland & Emily Hoppe & Mohit Karnani & Sarah Liegl & Tristan Loisel & Lucy Ogbu-Nwobodo & Benjamin A. Olken Carlos Torres & Pierre-Luc Vautrey & Erica Warner & Susan Wootton & Esther Duflo
- 2106.10949 On the Use of Two-Way Fixed Effects Models for Policy Evaluation During Pandemics
by Germain Gauthier
- 2106.10844 Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach
by Masud Alam
- 2106.10841 Entitled to Property: How Breaking the Gender Barrier Improves Child Health in India
by Md Shahadath Hossain & Plamen Nikolov
- 2106.10772 Conflicts, Assortative Matching, and the Evolution of Signaling Norms
by Ethan Holdahl & Jiabin Wu
- 2106.10770 A Neural Frequency-Severity Model and Its Application to Insurance Claims
by Dong-Young Lim
- 2106.10723 Semiparametric inference for partially linear regressions with Box-Cox transformation
by Daniel Becker & Alois Kneip & Valentin Patilea
- 2106.10498 Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing
by Daniel Sevcovic & Cyril Izuchukwu Udeani
- 2106.10491 The efficient frontiers of mean-variance portfolio rules under distribution misspecification
by Andrew Paskaramoorthy & Tim Gebbie & Terence van Zyl
- 2106.10477 Generalized Spatial and Spatiotemporal ARCH Models
by Philipp Otto & Wolfgang Schmid
- 2106.10474 The Knowledge Mobility of Renewable Energy Technology
by P. G. J. Persoon & R. N. A. Bekkers & F. Alkemade
- 2106.10341 Scalable Econometrics on Big Data -- The Logistic Regression on Spark
by Aur'elien Ouattara & Matthieu Bult'e & Wan-Ju Lin & Philipp Scholl & Benedikt Veit & Christos Ziakas & Florian Felice & Julien Virlogeux & George Dikos
- 2106.10236 Efficient Black-Box Importance Sampling for VaR and CVaR Estimation
by Anand Deo & Karthyek Murthy
- 2106.10141 Active labour market policies for the long-term unemployed: New evidence from causal machine learning
by Daniel Goller & Tamara Harrer & Michael Lechner & Joachim Wolff
- 2106.10091 Introductory Economics: Gender, Majors, and Future Performance
by Natsuki Arai & Shian Chang & Biing-Shen Kuo
- 2106.10033 Chances for the honest in honest versus insider trading
by Mauricio Elizalde & Carlos Escudero
- 2106.10030 Universal Risk Budgeting
by Alex Garivaltis
- 2106.10024 Robust deep hedging
by Eva Lutkebohmert & Thorsten Schmidt & Julian Sester
- 2106.10012 XRP Network and Proposal of Flow Index
by Hideaki Aoyama
- 2106.09978 Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence
by Lijun Bo & Tongqing Li & Xiang Yu
- 2106.09847 Disinformation, Stochastic Harm, and Costly Effort: A Principal-Agent Analysis of Regulating Social Media Platforms
by Shehroze Khan & James R. Wright
- 2106.09784 Set coverage and robust policy
by Marc Henry & Alexei Onatski
- 2106.09783 Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization?
by Agostino Capponi & Sveinn Olafsson & Humoud Alsabah
- 2106.09664 Design and Analysis of Robust Deep Learning Models for Stock Price Prediction
by Jaydip Sen & Sidra Mehtab
- 2106.09498 The Concept, Types and Structure of Corruption
by Oleg Antonov & Ekaterina Lineva
- 2106.09437 Hydrographic variability and biomass fluctuations of European anchovy (Engraulis encrasicolus) in the Central Mediterranean Sea: Monetary estimations and impacts on fishery from Lagrangian analysis
by Antonio Di Cintio & Marco Torri & Federico Falcini & Raffaele Corrado & Guglielmo Lacorata & Angela Cuttitta & Bernardo Patti & Rosalia Santoleri
- 2106.09410 Multi-activity Influence and Intervention
by Ryan Kor & Junjie Zhou
- 2106.09361 Defying Gravity: The Economic Effects of Social Distancing
by Alfredo D. Garcia & Christopher A. Hartwell & Mart'in Andr'es Szybisz
- 2106.09267 Trading with the Crowd
by Eyal Neuman & Moritz Vo{ss}
- 2106.09250 Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets
by Ahmet Goncu
- 2106.09163 Politicians' Willingness to Agree: Evidence from the interactions in Twitter of Chilean Deputies
by Pablo Henr'iquez & Jorge Sabat & Jos'e Patr`icio Sullivan
- 2106.09132 Multivariate Pair Trading by Volatility & Model Adaption Trade-off
by Chenyanzi Yu & Tianyang Xie
- 2106.09128 Market Complete Option Valuation using a Jarrow-Rudd Pricing Tree with Skewness and Kurtosis
by Yuan Hu & Abootaleb Shirvani & W. Brent Lindquist & Frank J. Fabozzi & Svetlozar T. Rachev
- 2106.09055 Diversified reward-risk parity in portfolio construction
by Jaehyung Choi & Hyangju Kim & Young Shin Kim
- 2106.08945 The Economic Impact of Critical National Infrastructure Failure Due to Space Weather
by Edward J. Oughton
- 2106.08901 Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)
by Daniel Hopp
- 2106.08900 Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality
by Lukas Gonon
- 2106.08883 What does Network Analysis teach us about International Environmental Cooperation?
by Stefano Carattini & Sam Fankhauser & Jianjian Gao & Caterina Gennaioli & Pietro Panzarasa
- 2106.08778 An Information Filtering approach to stress testing: an application to FTSE markets
by Isobel Seabrook & Fabio Caccioli & Tomaso Aste
- 2106.08563 Characterization of equilibrium existence and purification in general Bayesian games
by Wei He & Xiang Sun & Yeneng Sun & Yishu Zeng
- 2106.08496 Asymmetric All-Pay Auctions with Spillovers
by Maria Betto & Matthew W. Thomas
- 2106.08437 Deep reinforcement learning on a multi-asset environment for trading
by Ali Hirsa & Joerg Osterrieder & Branka Hadji-Misheva & Jan-Alexander Posth
- 2106.08421 Pricing and Risk Analysis in Hyperbolic Local Volatility Model with Quasi Monte Carlo
by Julien Hok & Sergei Kucherenko
- 2106.08420 Trend-Following Strategies via Dynamic Momentum Learning
by Bruno P. C. Levy & Hedibert F. Lopes
- 2106.08361 Adversarial Attacks on Deep Models for Financial Transaction Records
by Ivan Fursov & Matvey Morozov & Nina Kaploukhaya & Elizaveta Kovtun & Rodrigo Rivera-Castro & Gleb Gusev & Dmitry Babaev & Ivan Kireev & Alexey Zaytsev & Evgeny Burnaev
- 2106.08296 Young people between education and the labour market during the COVID-19 pandemic in Italy
by Davide Fiaschi & Cristina Tealdi
- 2106.08224 Cyclical behavior of evolutionary dynamics in coordination games with changing payoffs
by George Loginov
- 2106.08157 CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance
by Kaihua Qin & Liyi Zhou & Yaroslav Afonin & Ludovico Lazzaretti & Arthur Gervais
- 2106.08144 The Relationship between Foreign Direct Investment and Economic Growth: A Case of Turkey
by Orhan Gokmen
- 2106.08097 Reservoir optimization and Machine Learning methods
by Xavier Warin
- 2106.08066 Re-examining the Philosophical Underpinnings of the Melting Pot vs. Multiculturalism in the Current Immigration Debate in the United States
by Daniel Woldeab & Robert Yawson & Irina Woldeab
- 2106.08047 Comparisons of Australian Mental Health Distributions
by David Gunawan & William Griffiths & Duangkamon Chotikapanich
- 2106.07712 Fragility of Confounded Learning
by Xuanye Wang
- 2106.07679 The Effect of Client Appraisal on the Efficiency of Micro Finance Bank
by Esther Yusuf Enoch & Usman Abubakar Arabo & Abubakar Mahmud Digil
- 2106.07612 Dynamic Asymmetric Causality Tests with an Application
by Abdulnasser Hatemi-J
- 2106.07377 A new measure between sets of probability distributions with applications to erratic financial behavior
by Nick James & Max Menzies
- 2106.07362 A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics
by Len Patrick Dominic M. Garces & Gerald H. L. Cheang
- 2106.07361 Probabilistic Forecasting of Imbalance Prices in the Belgian Context
by Jonathan Dumas & Ioannis Boukas & Miguel Manuel de Villena & S'ebastien Mathieu & Bertrand Corn'elusse
- 2106.07358 Credit spread approximation and improvement using random forest regression
by Mathieu Mercadier & Jean-Pierre Lardy
- 2106.07354 The relationship between the US broad money supply and US GDP for the time period 2001 to 2019 with that of the corresponding time series for US national property and stock market indices, using an information entropy methodology
by Laurence Lacey
- 2106.07191 Distributionally Robust Martingale Optimal Transport
by Zhengqing Zhou & Jose Blanchet & Peter W. Glynn
- 2106.07177 A Two-Step Framework for Arbitrage-Free Prediction of the Implied Volatility Surface
by Wenyong Zhang & Lingfei Li & Gongqiu Zhang
- 2106.07104 The link between Bitcoin and Google Trends attention
by Nektarios Aslanidis & Aurelio F. Bariviera & 'Oscar G. L'opez
- 2106.07103 A News-based Machine Learning Model for Adaptive Asset Pricing
by Liao Zhu & Haoxuan Wu & Martin T. Wells
- 2106.07040 Exogenous and Endogenous Price Jumps Belong to Different Dynamical Classes
by Riccardo Marcaccioli & Jean-Philippe Bouchaud & Michael Benzaquen
- 2106.06974 Algorithmic market making in dealer markets with hedging and market impact
by Alexander Barzykin & Philippe Bergault & Olivier Gu'eant
- 2106.06735 Quantum Portfolio Optimization with Investment Bands and Target Volatility
by Samuel Palmer & Serkan Sahin & Rodrigo Hernandez & Samuel Mugel & Roman Orus
- 2106.06665 An Integration and Operation Framework of Geothermal Heat Pumps in Distribution Networks
by Lei Liang & Xuan Zhang & Hongbin Sun
- 2106.06599 The value of travel speed
by Cornelis Dirk van Goeverden
- 2106.06582 Mechanism Design meets Priority Design: Redesigning the US Army's Branching Process
by Kyle Greenberg & Parag A. Pathak & Tayfun Sonmez
- 2106.06518 Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation
by Luca Merlo & Lea Petrella & Valentina Raponi
- 2106.06436 Finding the Contextual Gap Towards Employee Engagement in Financial Sector: A Review Study
by Habiba Akter & Ilham Sentosa & Sheikh Muhamad Hizam & Waqas Ahmed & Arifa Akter
- 2106.06421 Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption
by Claudia Noack