Content
2019
- 1911.02906 Multiple yield curve modelling with CBI processes
by Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda - 1911.02688 Group Average Treatment Effects for Observational Studies
by Daniel Jacob - 1911.02678 Relative Maximum Likelihood Updating of Ambiguous Beliefs
by Xiaoyu Cheng - 1911.02614 Infinite dimensional polynomial processes
by Christa Cuchiero & Sara Svaluto-Ferro - 1911.02502 Deep Learning for Stock Selection Based on High Frequency Price-Volume Data
by Junming Yang & Yaoqi Li & Xuanyu Chen & Jiahang Cao & Kangkang Jiang - 1911.02449 Scaling in Income Inequalities and its Dynamical Origin
by Zoltan Neda & Istvan Gere & Tamas S. Biro & Geza Toth & Noemi Derzsy - 1911.02361 Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction
by Jaros{l}aw Duda & Robert Syrek & Henryk Gurgul - 1911.02296 Collectivised Pension Investment with Exponential Kihlstrom--Mirman Preferences
by John Armstrong & Cristin Buescu - 1911.02261 Acceptability Indices of Performance for Bounded C\`adl\`ag Processes
by Christos E. Kountzakis & Damiano Rossello - 1911.02205 The Fourier Transform Method for Volatility Functional Inference by Asynchronous Observations
by Richard Y. Chen - 1911.02194 A Rational Finance Explanation of the Stock Predictability Puzzle
by Abootaleb Shirvani & Svetlozar T. Rachev & Frank J. Fabozzi - 1911.02173 Quantile Factor Models
by Liang Chen & Juan Jose Dolado & Jesus Gonzalo - 1911.02067 Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices
by Humoud Alsabah & Agostino Capponi & Octavio Ruiz Lacedelli & Matt Stern - 1911.01826 A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index
by Abootaleb Shirvani & Dimitri Volchenkov - 1911.01824 Nonparametric Quantile Regressions for Panel Data Models with Large T
by Liang Chen - 1911.01700 Deep Hedging: Learning to Simulate Equity Option Markets
by Magnus Wiese & Lianjun Bai & Ben Wood & Hans Buehler - 1911.01568 Engel's law in the commodity composition of exports
by Sung-Gook Choi & Deok-Sun Lee - 1911.01391 Personalized Robo-Advising: Enhancing Investment through Client Interaction
by Agostino Capponi & Sveinn Olafsson & Thaleia Zariphopoulou - 1911.01330 Bitcoin Coin Selection with Leverage
by Daniel J. Diroff - 1911.01272 iCurrency?
by Zura Kakushadze & Willie Yu - 1911.01251 Cheating with (Recursive) Models
by Kfir Eliaz & Ran Spiegler & Yair Weiss - 1911.01203 ElecSim: Monte-Carlo Open-Source Agent-Based Model to Inform Policy for Long-Term Electricity Planning
by Alexander J. M. Kell & Matthew Forshaw & A. Stephen McGough - 1911.01073 The survival of start-ups in time of crisis. A machine learning approach to measure innovation
by Marco Guerzoni & Consuelo R. Nava & Massimiliano Nuccio - 1911.00992 The Transport-based Mesh-free Method (TMM) and its applications in finance: a review
by Philippe G. LeFloch & Jean-Marc Mercier - 1911.00946 Decision Making under Uncertainty: An Experimental Study in Market Settings
by Federico Echenique & Taisuke Imai & Kota Saito - 1911.00919 The Reactive Beta Model
by Sebastien Valeyre & Denis S. Grebenkov & Sofiane Aboura - 1911.00877 Calibration of Local-Stochastic and Path-Dependent Volatility Models to Vanilla and No-Touch Options
by Alan Bain & Matthieu Mariapragassam & Christoph Reisinger - 1911.00872 Aggregation for potentially infinite populations without continuity or completeness
by David McCarthy & Kalle Mikkola & Teruji Thomas - 1911.00715 Do Chinese Internet Users Exist Heterogeneity in Search Behavior?
by Ren-jie Han & Shi-yuan Liu & Qian Li - 1911.00688 Model Specification Test with Unlabeled Data: Approach from Covariate Shift
by Masahiro Kato & Hikaru Kawarazaki - 1911.00667 A two-dimensional propensity score matching method for longitudinal quasi-experimental studies: A focus on travel behavior and the built environment
by Haotian Zhong & Wei Li & Marlon G. Boarnet - 1911.00512 Modeling National Latent Socioeconomic Health and Examination of Policy Effects via Causal Inference
by F. Swen Kuh & Grace S. Chiu & Anton H. Westveld - 1911.00467 Explaining black box decisions by Shapley cohort refinement
by Masayoshi Mase & Art B. Owen & Benjamin Seiler - 1911.00386 Risk Neutral Valuation of Inflation-Linked Interest Rate Derivatives
by Flavia Antonacci & Cristina Costantini & Fernanda D'Ippoliti & Marco Papi - 1911.00370 Time discounting under uncertainty
by Lorenzo Bastianello & Jos'e Heleno Faro - 1911.00281 Asset Prices with Investor Protection and Past Information
by Jia Yue & Ben-Zhang Yang & Ming-Hui Wang & Nan-Jing Huang - 1911.00272 Dominantly Truthful Multi-task Peer Prediction with a Constant Number of Tasks
by Yuqing Kong - 1911.00166 Regularized Quantile Regression with Interactive Fixed Effects
by Junlong Feng - 1911.00033 Integration into \'economie-monde and regionalisation of the Central Eastern European space since 1989
by Natalia Zdanowska - 1910.14658 Spatial polarisation within foreign trade and transnational firms' networks. The Case of Central and Eastern Europe
by Natalia Zdanowska - 1910.14652 Exploring cities of Central and Eastern Europe within transnational company networks: the core-periphery effect
by Natalia Zdanowska - 1910.14522 Option-based Equity Risk Premiums
by Alan L. Lewis - 1910.14413 Credit risk with asymmetric information and a switching default threshold
by Imke Redeker & Ralf Wunderlich - 1910.14282 Markov Chain Approximation of One-Dimensional Sticky Diffusions
by Christian Meier & Lingfei Li & Gongqiu Zhang - 1910.14023 Firm Entry and Exit with Unbounded Productivity Growth
by John Stachurski - 1910.14005 Portfolio Optimization with Expectile and Omega Functions
by Alexander Wagner & Stan Uryasev - 1910.13979 Costly Verification in Collective Decisions
by Albin Erlanson & Andreas Kleiner - 1910.13969 A Classifiers Voting Model for Exit Prediction of Privately Held Companies
by Giuseppe Carlo Calafiore & Marisa Hillary Morales & Vittorio Tiozzo & Serge Marquie - 1910.13960 Cross-validated covariance estimators for high-dimensional minimum-variance portfolios
by Sven Husmann & Antoniya Shivarova & Rick Steinert - 1910.13882 Michael Milken: The Junk Dealer
by Ravi Kashyap - 1910.13803 Rank-size law, financial inequality indices and gain concentrations by cyclist teams. The case of a multiple stage bicycle race, like Tour de France
by Marcel Ausloos - 1910.13729 Time-dependent lead-lag relationships between the VIX and VIX futures markets
by Yan-Hong Yang & Ying-Hui Shao - 1910.13668 Random concave functions
by Peter Baxendale & Ting-Kam Leonard Wong - 1910.13633 Disclosure Games with Large Evidence Spaces
by Shaofei Jiang - 1910.13547 Persuasion with Coarse Communication
by Yunus C. Aybas & Eray Turkel - 1910.13534 Microscopic Derivation of Mean Field Game Models
by Martin Frank & Michael Herty & Torsten Trimborn - 1910.13443 Multilevel evolutionary developmental optimization (MEDO): A theoretical framework for understanding preferences and selection dynamics
by Adam Safron - 1910.13385 Hipsters and the Cool: A Game Theoretic Analysis of Social Identity, Trends and Fads
by Russell Golman & Aditi Jain & Sonica Saraf - 1910.13338 From microscopic price dynamics to multidimensional rough volatility models
by Mehdi Tomas & Mathieu Rosenbaum - 1910.13301 Analyzing China's Consumer Price Index Comparatively with that of United States
by Zhenzhong Wang & Yundong Tu & Song Xi Chen - 1910.13286 A Self-Exciting Modelling Framework for Forward Prices in Power Markets
by Giorgia Callegaro & Andrea Mazzoran & Carlo Sgarra - 1910.13237 Lexicographic Choice Under Variable Capacity Constraints
by Battal Dogan & Serhat Dogan & Kemal Yildiz - 1910.13205 Deep reinforcement learning for market making in corporate bonds: beating the curse of dimensionality
by Olivier Gu'eant & Iuliia Manziuk - 1910.13115 Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market
by Huai-Long Shi & Wei-Xing Zhou - 1910.12692 A hierarchical reserving model for reported non-life insurance claims
by Jonas Crevecoeur & Jens Robben & Katrien Antonio - 1910.12545 Testing Forecast Rationality for Measures of Central Tendency
by Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt - 1910.12516 Robust Contracting in General Contract Spaces
by Julio Backhoff-Veraguas & Patrick Beissner & Ulrich Horst - 1910.12498 Using network science to quantify economic disruptions in regional input-output networks
by Emily P. Harvey & Dion R. J. O'Neale - 1910.12358 Dual Instrumental Variable Regression
by Krikamol Muandet & Arash Mehrjou & Si Kai Lee & Anant Raj - 1910.12281 Deep convolutional autoencoder for cryptocurrency market analysis
by Vladimir Puzyrev - 1910.12131 Almost Quasi-linear Utilities in Disguise: Positive-representation An Extension of Roberts' Theorem
by Ilan Nehama - 1910.12130 Price mediated contagion through capital ratio requirements with VWAP liquidation prices
by Tathagata Banerjee & Zachary Feinstein - 1910.11965 Estimating a Large Covariance Matrix in Time-varying Factor Models
by Jaeheon Jung - 1910.11904 Change of drift in one-dimensional diffusions
by Sascha Desmettre & Gunther Leobacher & L. C. G. Rogers - 1910.11840 Sparsity and Stability for Minimum-Variance Portfolios
by Sven Husmann & Antoniya Shivarova & Rick Steinert - 1910.11780 Inequality in Turkey: Looking Beyond Growth
by Bayram Cakir & Ipek Ergul - 1910.11693 Building social networks under consent: A survey
by Robert P. Gilles - 1910.11570 Does car sharing reduce greenhouse gas emissions? Life cycle assessment of the modal shift and lifetime shift rebound effects
by Levon Amatuni & Juudit Ottelin & Bernhard Steubing & Jos'e Mogollon - 1910.11405 The Politics of Personalized News Aggregation
by Lin Hu & Anqi Li & Ilya Segal - 1910.11392 The Persuasion Duality
by Piotr Dworczak & Anton Kolotilin - 1910.11337 Coalition-structured governance improves cooperation to provide public goods
by V'itor V. Vasconcelos & Phillip M. Hannam & Simon A. Levin & Jorge M. Pacheco - 1910.11216 Fragmentation of Distributed Exchanges
by Marius Zoican & Sorin Zoican - 1910.11154 Necessary and sufficient condition for equilibrium of the Hotelling model on a circle
by Satoshi Hayashi & Naoki Tsuge - 1910.10779 Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
by Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante - 1910.10673 Pricing Economic Dispatch with AC Power Flow via Local Multipliers and Conic Relaxation
by Mariola Ndrio & Anna Winnicki & Subhonmesh Bose - 1910.10646 Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids
by Nathalie Gimenes & Emmanuel Guerre - 1910.10606 Inference of Binary Regime Models with Jump Discontinuities
by Milan Kumar Das & Anindya Goswami & Sharan Rajani - 1910.10382 How well can we learn large factor models without assuming strong factors?
by Yinchu Zhu - 1910.10133 Principal Component Analysis: A Generalized Gini Approach
by Charpentier & Arthur & Mussard & Stephane & Tea Ouraga - 1910.10099 Mesoscale impact of trader psychology on stock markets: a multi-agent AI approach
by J. Lussange & S. Palminteri & S. Bourgeois-Gironde & B. Gutkin - 1910.10098 A Classification Framework for Stablecoin Designs
by Amani Moin & Emin Gun Sirer & Kevin Sekniqi - 1910.10005 The CMMV Pricing Model in Practice
by Bernard De Meyer & Moussa Dabo - 1910.09978 Order patterns, their variation and change points in financial time series and Brownian motion
by Christoph Bandt - 1910.09947 Adaptive-Aggressive Traders Don't Dominate
by Daniel Snashall & Dave Cliff - 1910.09855 The Value of Insider Information for Super--Replication with Quadratic Transaction Costs
by Yan Dolinsky & Jonathan Zouari - 1910.09841 Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models
by Matteo Barigozzi & Matteo Luciani - 1910.09834 A hybrid stochastic differential reinsurance and investment game with bounded memory
by Yanfei Bai & Zhongbao Zhou & Helu Xiao & Rui Gao & Feimin Zhong - 1910.09544 Relative Net Utility and the Saint Petersburg Paradox
by Daniel Muller & Tshilidzi Marwala - 1910.09504 CorrGAN: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks
by Gautier Marti - 1910.09502 A path-sampling method to partially identify causal effects in instrumental variable models
by Florian Gunsilius - 1910.09314 Pricing Mechanism for Resource Sustainability in Competitive Online Learning Multi-Agent Systems
by Ezra Tampubolon & Holger Boche - 1910.09202 Conservation Laws in a Limit Order Book
by Jan Rosenzweig - 1910.09153 Entropic Dynamic Time Warping Kernels for Co-evolving Financial Time Series Analysis
by Lu Bai & Lixin Cui & Lixiang Xu & Yue Wang & Zhihong Zhang & Edwin R. Hancock - 1910.09132 Multi-Stage Compound Real Options Valuation in Residential PV-Battery Investment
by Yiju Ma & Kevin Swandi & Archie Chapman & Gregor Verbic - 1910.09004 Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations
by Jushan Bai & Sung Hoon Choi & Yuan Liao - 1910.08953 Overcoming Free-Riding in Bandit Games
by Johannes Horner & Nicolas Klein & Sven Rady - 1910.08946 Robustness of Delta Hedging in a Jump-Diffusion Model
by Frank Bosserhoff & Mitja Stadje - 1910.08858 Beating the House: Identifying Inefficiencies in Sports Betting Markets
by Sathya Ramesh & Ragib Mostofa & Marco Bornstein & John Dobelman - 1910.08641 Nonhedgeable risk and Credit Risk Pricing
by Juan Dong & Lyudmila Korobenko & Deniz Sezer - 1910.08628 Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics
by Jeremy Turiel & Tomaso Aste - 1910.08627 On the quantum behavior and clustering properties of correlated financial portfolios
by Carlo Requi~ao da Cunha & Roberto da Silva - 1910.08611 A multilevel analysis to systemic exposure: insights from local and system-wide information
by Y'erali Gandica & Sophie B'ereau & Jean-Yves Gnabo - 1910.08531 Healthy... Distress... Default
by Zura Kakushadze - 1910.08344 Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model
by Samuel Drapeau & Yunbo Zhang - 1910.08273 Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference
by Ruoxuan Xiong & Markus Pelger - 1910.08202 Forecasting under Long Memory and Nonstationarity
by Uwe Hassler & Marc-Oliver Pohle - 1910.08158 Optimal implementation delay of taxation with trade-off for L\'{e}vy risk Processes
by Wenyuan Wang & Xueyuan Wu & Cheng Chi - 1910.07971 The value of power-related options under spectrally negative L\'evy processes
by Jean-Philippe Aguilar - 1910.07859 Currency Based on Time Standard
by Tomas Kala - 1910.07781 Econometric Models of Network Formation
by Aureo de Paula - 1910.07707 Fighting for Not-So-Religious Souls: The Role of Religious Competition in Secular Conflicts
by Hector Galindo-Silva & Guy Tchuente - 1910.07689 A Projection Framework for Testing Shape Restrictions That Form Convex Cones
by Zheng Fang & Juwon Seo - 1910.07572 Asymptotic Theory of $L$-Statistics and Integrable Empirical Processes
by Tetsuya Kaji - 1910.07564 Residual Switching Network for Portfolio Optimization
by Jifei Wang & Lingjing Wang - 1910.07452 Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition
by Aureo de Paula & Imran Rasul & Pedro Souza - 1910.07417 Portfolio optimization in the case of an exponential utility function and in the presence of an illiquid asset
by Ljudmila A. Bordag - 1910.07406 Standard Errors for Panel Data Models with Unknown Clusters
by Jushan Bai & Sung Hoon Choi & Yuan Liao - 1910.07325 Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules
by Florian Ziel & Kevin Berk - 1910.07241 Weighted Monte Carlo with least squares and randomized extended Kaczmarz for option pricing
by Damir Filipovi'c & Kathrin Glau & Yuji Nakatsukasa & Francesco Statti - 1910.07158 Stochastic Orderings of Multivariate Elliptical Distributions
by Chuancun Yin - 1910.07022 Measuring the Completeness of Theories
by Drew Fudenberg & Jon Kleinberg & Annie Liang & Sendhil Mullainathan - 1910.07018 Games of Incomplete Information Played By Statisticians
by Annie Liang - 1910.07015 Dynamically Aggregating Diverse Information
by Annie Liang & Xiaosheng Mu & Vasilis Syrgkanis - 1910.06910 Optimal ratcheting of dividends in insurance
by Hansjoerg Albrecher & Pablo Azcue & Nora Muler - 1910.06872 Robust portfolio optimization with multi-factor stochastic volatility
by Ben-Zhang Yang & Xiaoping Lu & Guiyuan Ma & Song-Ping Zhu - 1910.06746 Fundamental Analysis in China: An Empirical Study of the Relationship between Financial Ratios and Stock Prices
by Lijuan Ma & Marcel Ausloos & Christophe Schinckus & H. L. Felicia Chong - 1910.06739 The Cobb-Douglas production function revisited
by Roman G. Smirnov & Kunpeng Wang - 1910.06677 Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
by Jushan Bai & Serena Ng - 1910.06660 Stochastic leverage effect in high-frequency data: a Fourier based analysis
by Imma Valentina Curato & Simona Sanfelici - 1910.06499 Precisamos de uma Contabilidade Ambiental para as "Amaz\^onias" Paraense?
by Ailton Castro Pinheiro - 1910.06463 Singular Perturbation Expansion for Utility Maximization with Order-$\epsilon$ Quadratic Transaction Costs
by Andrew Papanicolaou & Shiva Chandra - 1910.06432 Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework
by Tim Leung & Yang Zhou - 1910.06381 Principled estimation of regression discontinuity designs
by L. Jason Anastasopoulos - 1910.06242 Phase separation and scaling in correlation structures of financial markets
by Anirban Chakraborti & Hrishidev & Kiran Sharma & Hirdesh K. Pharasi - 1910.05999 A BSDE-based approach for the optimal reinsurance problem under partial information
by Matteo Brachetta & Claudia Ceci - 1910.05902 Option Pricing with Mixed Levy Subordinated Price Process and Implied Probability Weighting Function
by Abootaleb Shirvani & Yuan Hu & Svetlozar T. Rachev & Frank J. Fabozzi - 1910.05750 Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures
by Beatrice Acciaio & Julien Guyon - 1910.05658 Universal Basic Income: The Last Bullet in the Darkness
by Mohammad Rasoolinejad - 1910.05596 Networks of monetary flow at native resolution
by Carolina Mattsson - 1910.05561 Portfolio Cuts: A Graph-Theoretic Framework to Diversification
by Bruno Scalzo Dees & Ljubisa Stankovic & Anthony G. Constantinides & Danilo P. Mandic - 1910.05555 Systematic Asset Allocation using Flexible Views for South African Markets
by Ann Sebastian & Tim Gebbie - 1910.05536 sPortfolio: Stratified Visual Analysis of Stock Portfolios
by Xuanwu Yue & Jiaxin Bai & Qinhan Liu & Yiyang Tang & Abishek Puri & Ke Li & Huamin Qu - 1910.05274 A Geometric Model of Opinion Polarization
by Jan Hk{a}z{l}a & Yan Jin & Elchanan Mossel & Govind Ramnarayan - 1910.05219 Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution
by Jangho Yang & Torsten Heinrich & Julian Winkler & Franc{c}ois Lafond & Pantelis Koutroumpis & J. Doyne Farmer - 1910.05209 Rational hyperbolic discounting
by Jos'e Cl'audio do Nascimento - 1910.05137 Stock price formation: useful insights from a multi-agent reinforcement learning model
by J. Lussange & S. Bourgeois-Gironde & S. Palminteri & B. Gutkin - 1910.05078 Incorporating Fine-grained Events in Stock Movement Prediction
by Deli Chen & Yanyan Zou & Keiko Harimoto & Ruihan Bao & Xuancheng Ren & Xu Sun - 1910.05056 How Option Hedging Shapes Market Impact
by Emilio Said - 1910.04960 Valuation of contingent claims with short selling bans under an equal-risk pricing framework
by Guiyuan Ma & Song-Ping Zhu & Ivan Guo - 1910.04943 Optimal Trading of a Basket of Futures Contracts
by Bahman Angoshtari & Tim Leung - 1910.04883 Latent Dirichlet Analysis of Categorical Survey Responses
by Evan Munro & Serena Ng - 1910.04879 Predicting Auction Price of Vehicle License Plate with Deep Residual Learning
by Vinci Chow - 1910.04648 On Existence of Equilibrium Under Social Coalition Structures
by Bugra Caskurlu & Ozgun Ekici & Fatih Erdem Kizilkaya - 1910.04610 Robust Likelihood Ratio Tests for Incomplete Economic Models
by Hiroaki Kaido & Yi Zhang - 1910.04487 Risk as Challenge: A Dual System Stochastic Model for Binary Choice Behavior
by Samuel Shye & Ido Haber - 1910.04469 Transboundary Pollution Externalities: Think Globally, Act Locally?
by Davide La Torre & Danilo Liuzzi & Simone Marsiglio - 1910.04401 Representing All Stable Matchings by Walking a Maximal Chain
by Linda Cai & Clayton Thomas - 1910.04260 Robust Monopoly Regulation
by Yingni Guo & Eran Shmaya - 1910.04245 Averaging estimation for instrumental variables quantile regression
by Xin Liu - 1910.04155 Taxation and Social Justice
by Boyan Durankev - 1910.04123 The Disparate Equilibria of Algorithmic Decision Making when Individuals Invest Rationally
by Lydia T. Liu & Ashia Wilson & Nika Haghtalab & Adam Tauman Kalai & Christian Borgs & Jennifer Chayes - 1910.04096 Identifiability of Structural Singular Vector Autoregressive Models
by Bernd Funovits & Alexander Braumann - 1910.04087 Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs
by Bernd Funovits - 1910.04083 The Impacts of the Alaska Permanent Fund Dividend on High School Status Completion Rates
by Mattathias Lerner - 1910.04075 The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods
by Lisha Lin & Yaqiong Li & Rui Gao & Jianhong Wu - 1910.04047 Discrete-time risk-aware optimal switching with non-adapted costs
by Randall Martyr & John Moriarty & Magnus Perninge - 1910.03993 Distributionally Robust XVA via Wasserstein Distance Part 2: Wrong Way Funding Risk
by Derek Singh & Shuzhong Zhang - 1910.03951 Quantifying Life Insurance Risk using Least-Squares Monte Carlo
by Claus Baumgart & Johannes Krebs & Robert Lempertseder & Oliver Pfaffel - 1910.03821 Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
by Matteo Barigozzi & Matteo Luciani - 1910.03805 Most productive scale size of China's regional R&D value chain: A mixed structure network
by Saeed Assani & Jianlin Jiang & Ahmad Assani & Feng Yang - 1910.03800 Art Pricing with Computer Graphic Techniques
by Lan Ju & Zhiyong Tu & Changyong Xue - 1910.03793 Creating a unique mobile financial services framework for Myanmar: A Review
by Dr Ma Nang Laik & Chester Mark Hong Wei - 1910.03712 Political Openness and Armed Conflict: Evidence from Local Councils in Colombia
by Hector Galindo-Silva - 1910.03669 On the feasibility of parsimonious variable selection for Hotelling's $T^2$-test
by Michael D. Perlman - 1910.03421 Estimating and decomposing most productive scale size in parallel DEA networks with shared inputs: A case of China's Five-Year Plans
by Saeed Assani & Jianlin Jiang & Ahmad Assani & Feng Yang - 1910.03383 Optimal Control of Prevention and Treatment in a Basic Macroeconomic-Epidemiological Model
by Davide La Torre & Tufail Malik & Simone Marsiglio - 1910.03245 Vol-of-vol expansion for (rough) stochastic volatility models
by Ozan Akdogan - 1910.03204 Noncompliance in randomized control trials without exclusion restrictions
by Masayuki Sawada - 1910.03141 The Possible Effects of Personal Income Tax and Value Added Tax on Consumer Behaviors
by Ahmet Ak & Oner Gumus - 1910.03117 Reversals of signal-posterior monotonicity imply a bias of screening
by Sander Heinsalu - 1910.03112 Application of Machine Learning in Forecasting International Trade Trends
by Feras Batarseh & Munisamy Gopinath & Ganesh Nalluru & Jayson Beckman - 1910.03109 Boosting High Dimensional Predictive Regressions with Time Varying Parameters
by Kashif Yousuf & Serena Ng - 1910.03068 Do speed bumps curb low-latency trading? Evidence from a laboratory market
by Mariana Khapko & Marius Zoican - 1910.03056 A bank salvage model by impulse stochastic controls
by Francesco Cordoni & Luca Di Persio & Yilun Jiang - 1910.02577 A 2-Dimensional Functional Central Limit Theorem for Non-stationary Dependent Random Fields
by Michael C. Tseng - 1910.02570 Racial Disparities in Debt Collection
by Jessica LaVoice & Domonkos F. Vamossy - 1910.02546 A theorem of Kalman and minimal state-space realization of Vector Autoregressive Models
by Du Nguyen - 1910.02498 Predicting popularity of EV charging infrastructure from GIS data
by Milan Straka & Pasquale De Falco & Gabriella Ferruzzi & Daniela Proto & Gijs van der Poel & Shahab Khormali & v{L}ubov{s} Buzna