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Content
2023
- 2307.12362 Microeconomics of nitrogen fertilization in boreal carbon forestry
by Petri P. Karenlampi
- 2307.12161 Unraveling the Trade-off between Sustainability and Returns: A Multivariate Utility Analysis
by Marcos Escobar-Anel & Yiyao Jiao
- 2307.12104 Sharing Credit for Joint Research
by Nicholas Wu
- 2307.12087 CFR-p: Counterfactual Regret Minimization with Hierarchical Policy Abstraction, and its Application to Two-player Mahjong
by Shiheng Wang
- 2307.11919 Discrete time optimal investment under model uncertainty
by Laurence Carassus & Massinissa Ferhoune
- 2307.11857 Scenario Sampling for Large Supermodular Games
by Bryan S. Graham & Andrin Pelican
- 2307.11846 Social and individual learning in the Minority Game
by Bryce Morsky & Fuwei Zhuang & Zuojun Zhou
- 2307.11845 Multimodal Document Analytics for Banking Process Automation
by Christopher Gerling & Stefan Lessmann
- 2307.11732 Advancing Ad Auction Realism: Practical Insights & Modeling Implications
by Ming Chen & Sareh Nabi & Marciano Siniscalchi
- 2307.11685 Towards Generalizable Reinforcement Learning for Trade Execution
by Chuheng Zhang & Yitong Duan & Xiaoyu Chen & Jianyu Chen & Jian Li & Li Zhao
- 2307.11683 Assessing the role of small farmers and households in agriculture and the rural economy and measures to support their sustainable development
by Oleg Nivievskyi & Pavlo Iavorskyi & Oleksandr Donchenko
- 2307.11571 ESG Reputation Risk Matters: An Event Study Based on Social Media Data
by Maxime L. D. Nicolas & Adrien Desroziers & Fabio Caccioli & Tomaso Aste
- 2307.11508 A Robust Site Selection Model under uncertainty for Special Hospital Wards in Hong Kong
by Mohammad Heydari & Yanan Fan & Kin Keung Lai
- 2307.11484 Functional Differencing in Networks
by St'ephane Bonhomme & Kevin Dano
- 2307.11340 Optimal Bubble Riding with Price-dependent Entry: a Mean Field Game of Controls with Common Noise
by Ludovic Tangpi & Shichun Wang
- 2307.11137 Of Models and Tin Men: A Behavioural Economics Study of Principal-Agent Problems in AI Alignment using Large-Language Models
by Steve Phelps & Rebecca Ranson
- 2307.11127 Asymptotically Unbiased Synthetic Control Methods by Distribution Matching
by Masahiro Kato & Akari Ohda & Masaaki Imaizumi
- 2307.11039 Indicatori comuni del PNRR e framework SDGs: una proposta di indicatore composito
by Fabio Bacchini & Lorenzo Di Biagio & Giampiero M. Gallo & Vincenzo Spinelli
- 2307.11012 Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading Behavior
by David Ardia & Cl'ement Aymard & Tolga Cenesizoglu
- 2307.10983 Commitment and the Dynamics of Household Labor Supply
by Alexandros Theloudis & Jorge Velilla & Pierre-Andr'e Chiappori & J. Ignacio Gim'enez-Nadal & Jos'e Alberto Molina
- 2307.10900 American Exchange option driven by a L\'evy process
by Zakaria Marah
- 2307.10872 Real-Time Detection of Local No-Arbitrage Violations
by Torben G. Andersen & Viktor Todorov & Bo Zhou
- 2307.10808 Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method
by Sebastian Calcetero-Vanegas & Andrei L. Badescu & X. Sheldon Lin
- 2307.10694 PySDTest: a Python Package for Stochastic Dominance Tests
by Kyungho Lee & Yoon-Jae Whang
- 2307.10660 Horizontal and Vertical Differentiation: Approaching Endogenous Measurement in Intra-industry Trade
by Sourish Dutta
- 2307.10649 An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution
by Soohan Kim & Jimyeong Kim & Hong Kee Sul & Youngjoon Hong
- 2307.10549 Dynamic Large Language Models on Blockchains
by Yuanhao Gong
- 2307.10540 Mean Field Games for Optimal Investment Under Relative Performance Criteria
by Ananya Parashar
- 2307.10485 FinGPT: Democratizing Internet-scale Data for Financial Large Language Models
by Xiao-Yang Liu & Guoxuan Wang & Hongyang Yang & Daochen Zha
- 2307.10454 Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
by Younghoon Kim & Zachary F. Fisher & Vladas Pipiras
- 2307.10328 Subjective Expected Utility and Psychological Gambles
by Gianluca Cassese
- 2307.10067 Weak Factors are Everywhere
by Philipp Gersing & Christoph Rust & Manfred Deistler
- 2307.09969 Asian Option Pricing via Laguerre Quadrature: A Diffusion Kernel Approach
by P. G. Morrison
- 2307.09864 Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models
by Matteo Barigozzi
- 2307.09844 Reinforcement Learning for Credit Index Option Hedging
by Francesco Mandelli & Marco Pinciroli & Michele Trapletti & Edoardo Vittori
- 2307.09767 Sig-Splines: universal approximation and convex calibration of time series generative models
by Magnus Wiese & Phillip Murray & Ralf Korn
- 2307.09710 On intermediate Marginals in Martingale Optimal Transportation
by Julian Sester
- 2307.09669 The Impacts of Registration Regime Implementation on IPO Pricing Efficiency
by Qi Deng & Linhong Zheng & Jiaqi Peng & Xu Li & Zhong-guo Zhou & Monica Hussein & Dingyi Chen & Mick Swartz
- 2307.09634 Power to the teens? A model of parents' and teens' collective labor supply
by Jos'e Alfonso Mu~noz-Alvarado
- 2307.09631 Deep Reinforcement Learning for ESG financial portfolio management
by Eduardo C. Garrido-Merch'an & Sol Mora-Figueroa-Cruz-Guzm'an & Mar'ia Coronado-Vaca
- 2307.09617 The Great Deception: A Comprehensive Study of Execution Strategies in Corporate Share Buy-Backs
by Michael Seigne & Joerg Osterrieder
- 2307.09479 A Model of Competitive Assortment Planning Algorithm
by Dipankar Das
- 2307.09411 Risk Preference Types, Limited Consideration, and Welfare
by Levon Barseghyan & Francesca Molinari
- 2307.09392 Is Kyle's equilibrium model stable?
by Umut Cetin & Kasper Larsen
- 2307.09332 Company2Vec -- German Company Embeddings based on Corporate Websites
by Christopher Gerling
- 2307.09251 Socio-spatial Inequalities in a Context of "Great Economic Wealth". Case study of neighbourhoods of Luxembourg City
by Natalia Zdanowska
- 2307.09216 Rough PDEs for local stochastic volatility models
by Peter Bank & Christian Bayer & Peter K. Friz & Luca Pelizzari
- 2307.09137 The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis
by Apostolos Ampountolas
- 2307.09077 Estimation of an Order Book Dependent Hawkes Process for Large Datasets
by Luca Mucciante & Alessio Sancetta
- 2307.09035 COVID-19 Demand Shocks Revisited: Did Advertising Technology Help Mitigate Adverse Consequences for Small and Midsize Businesses?
by Shun-Yang Lee & Julian Runge & Daniel Yoo & Yakov Bart & Anett Gyurak & J. W. Schneider
- 2307.08968 The Beginning of the Trend: Interest Rates, Profits, and Markups
by Anton Bobrov & James Traina
- 2307.08869 Culture, Gender, and Labor Force Participation: Evidence from Colombia
by Hector Galindo-Silva & Paula Herrera-Id'arraga
- 2307.08861 An effective interest rate cap: a clarification
by Mikhail V. Sokolov
- 2307.08853 Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins
by Apostolos Ampountolas
- 2307.08768 Decentralized Prediction Markets and Sports Books
by Hamed Amini & Maxim Bichuch & Zachary Feinstein
- 2307.08675 Exploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry
by Yifan He & Svetlozar Rachev
- 2307.08666 Shannon entropy to quantify complexity in the financial market
by Alexis Rodriguez Carranza & Jos'e Luis Ponte Bejarano & Juan Carlos Ponte Bejarano & Segundo Eloy Soto Abanto
- 2307.08665 Bayesian Forecasting of Stock Returns on the JSE using Simultaneous Graphical Dynamic Linear Models
by Nelson Kyakutwika & Bruce Bartlett
- 2307.08651 Multi-fractional Stochastic Dominance: Mathematical Foundations
by Ehsan Azmoodeh & Ozan Hur
- 2307.08650 Thailand Asset Value Estimation Using Aerial or Satellite Imagery
by Supawich Puengdang & Worawate Ausawalaithong & Phiratath Nopratanawong & Narongdech Keeratipranon & Chayut Wongkamthong
- 2307.08649 Joint Latent Topic Discovery and Expectation Modeling for Financial Markets
by Lili Wang & Chenghan Huang & Chongyang Gao & Weicheng Ma & Soroush Vosoughi
- 2307.08646 Global path preference and local response: A reward decomposition approach for network path choice analysis in the presence of locally perceived attributes
by Yuki Oyama
- 2307.08628 Is (independent) subordination relevant in option pricing?
by Michele Azzone & Roberto Baviera
- 2307.08616 Temporal and Geographical Analysis of Real Economic Activities in the Bitcoin Blockchain
by Rafael Ramos Tubino & Remy Cazabet & Natkamon Tovanich & Celine Robardet
- 2307.08612 Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency
by Jessica Morales Herrera & Ra'ul Salgado-Garc'ia
- 2307.08557 Unraveling Coordination Problems
by Roweno J. R. K. Heijmans
- 2307.08542 Antimonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity
by Giulio Principi & Peter P. Wakker & Ruodu Wang
- 2307.08465 The Chebyshev Polynomials Of The First Kind For Analysis Rates Shares Of Enterprises
by Sergey Yekimov
- 2307.08049 Datalism and Data Monopolies in the Era of A.I.: A Research Agenda
by Catherine E. A. Mulligan & Phil Godsiff
- 2307.08011 Quantal Response Equilibrium with a Continuum of Types: Characterization and Nonparametric Identification
by Evan Friedman & Duarte Gonc{c}alves
- 2307.07888 Privately Policing Dark Patterns
by Gregory M. Dickinson
- 2307.07868 Contrasting the efficiency of stock price prediction models using various types of LSTM models aided with sentiment analysis
by Varun Sangwan & Vishesh Kumar Singh & Bibin Christopher V
- 2307.07867 Adjusting the nuclear reactor's neutron transport and diffusion theory for an alternative description and modelling of postage or supplies delivery processes
by Nick P. Petropoulos
- 2307.07811 Generative Meta-Learning Robust Quality-Diversity Portfolio
by Kamer Ali Yuksel
- 2307.07746 Optimal Queue Design
by Yeon-Koo Che & Olivier Tercieux
- 2307.07694 Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation
by Chung I Lu
- 2307.07689 Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors
by Zhaoxing Gao & Ruey S. Tsay
- 2307.07672 Persuasion as Transportation
by Itai Arieli & Yakov Babichenko & Fedor Sandomirskiy
- 2307.07657 Machine learning for option pricing: an empirical investigation of network architectures
by Laurens Van Mieghem & Antonis Papapantoleon & Jonas Papazoglou-Hennig
- 2307.07629 Contracting with Heterogeneous Researchers
by Han Wang
- 2307.07574 Sparsified Simultaneous Confidence Intervals for High-Dimensional Linear Models
by Xiaorui Zhu & Yichen Qin & Peng Wang
- 2307.07374 Strategic Budget Selection in a Competitive Autobidding World
by Yiding Feng & Brendan Lucier & Aleksandrs Slivkins
- 2307.07103 A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model
by Qi Chen Hong-tao Wang & Chao Guo
- 2307.07090 Choice Models and Permutation Invariance: Demand Estimation in Differentiated Products Markets
by Amandeep Singh & Ye Liu & Hema Yoganarasimhan
- 2307.07037 The Determinants of Foreign Direct Investment (FDI) A Panel Data Analysis for the Emerging Asian Economies
by ATM Omor Faruq
- 2307.07024 Approximately optimal trade execution strategies under fast mean-reversion
by David Evangelista & Yuri Thamsten
- 2307.07015 Advertiser Learning in Direct Advertising Markets
by Carl F. Mela & Jason M. T. Roos & Tulio Sousa
- 2307.07010 Optimal contract design via relaxation: application to the problem of brokerage fee for a client with private signal
by Guillermo Alonso Alvarez & Sergey Nadtochiy
- 2307.06684 The Heterogeneous Earnings Impact of Job Loss Across Workers, Establishments, and Markets
by Susan Athey & Lisa K. Simon & Oskar N. Skans & Johan Vikstrom & Yaroslav Yakymovych
- 2307.06600 Critical comparisons on deep learning approaches for foreign exchange rate prediction
by Zhu Bangyuan
- 2307.06450 Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms
by Robert Balkin & Hector D. Ceniceros & Ruimeng Hu
- 2307.06400 Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market
by Beatrice Foroni & Luca Merlo & Lea Petrella
- 2307.06339 Real-time Trading System based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-hard Combinatorial Optimization
by Kosuke Tatsumura & Ryo Hidaka & Jun Nakayama & Tomoya Kashimata & Masaya Yamasaki
- 2307.06309 S Equilibrium: A Synthesis of (Behavioral) Game Theory
by Jacob K Goeree & Bernardo Garcia-Pola
- 2307.06190 Stationarity with Occasionally Binding Constraints
by James A. Duffy & Sophocles Mavroeidis & Sam Wycherley
- 2307.06174 Identification in Multiple Treatment Models under Discrete Variation
by Vishal Kamat & Samuel Norris & Matthew Pecenco
- 2307.06145 Robust Impulse Responses using External Instruments: the Role of Information
by Davide Brignone & Alessandro Franconi & Marco Mazzali
- 2307.05843 Responses of Unemployment to Productivity Changes for a General Matching Technology
by Rich Ryan
- 2307.05818 What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate
by Guillaume Chevillon & Takamitsu Kurita
- 2307.05719 Systemic risk indicator based on implied and realized volatility
by Pawe{l} Sakowski & Rafa{l} Sieradzki & Robert 'Slepaczuk
- 2307.05630 Complete Conditional Type Structures (Extended Abstract)
by Nicodemo De Vito
- 2307.05581 Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study
by Sedar Olmez & Akhil Ahmed & Keith Kam & Zhe Feng & Alan Tua
- 2307.05562 Decentralized Decision-Making in Retail Chains: Evidence from Inventory Management
by Victor Aguirregabiria & Francis Guiton
- 2307.05522 Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies
by Tom Liu & Stephen Roberts & Stefan Zohren
- 2307.05470 A Robust and Efficient Optimization Model for Electric Vehicle Charging Stations in Developing Countries under Electricity Uncertainty
by Mansur Arief & Yan Akhra & Iwan Vanany
- 2307.05391 Harnessing the Potential of Volatility: Advancing GDP Prediction
by Ali Lashgari
- 2307.05122 Synthetic Decomposition for Counterfactual Predictions
by Nathan Canen & Kyungchul Song
- 2307.05121 Transaction Fraud Detection via Spatial-Temporal-Aware Graph Transformer
by Yue Tian & Guanjun Liu
- 2307.05078 Selling Data to a Competitor (Extended Abstract)
by Ronen Gradwohl & Moshe Tennenholtz
- 2307.05054 Resilient Information Aggregation
by Itai Arieli & Ivan Geffner & Moshe Tennenholtz
- 2307.05048 Portfolio Optimization: A Comparative Study
by Jaydip Sen & Subhasis Dasgupta
- 2307.04986 Epidemic Modeling with Generative Agents
by Ross Williams & Niyousha Hosseinichimeh & Aritra Majumdar & Navid Ghaffarzadegan
- 2307.04953 Measuring Cause-Effect with the Variability of the Largest Eigenvalue
by Alejandro Rodriguez Dominguez & Irving Ramirez Carrillo & David Parraga Riquelme
- 2307.04879 Modeling evidential cooperation in large worlds
by Johannes Treutlein
- 2307.04863 Tackling the Problem of State Dependent Execution Probability: Empirical Evidence and Order Placement
by Timoth'ee Fabre & Vincent Ragel
- 2307.04754 Action-State Dependent Dynamic Model Selection
by Francesco Cordoni & Alessio Sancetta
- 2307.04709 Fatal errors and misuse of mathematics in the Hong-Page Theorem and Landemore's epistemic argument
by 'Alvaro Romaniega
- 2307.04676 Importance Sampling for Minimization of Tail Risks: A Tutorial
by Anand Deo & Karthyek Murthy
- 2307.04647 A note on the induction of comonotonic additive risk measures from acceptance sets
by Samuel Solgon Santos & Marlon Ruoso Moresco & Marcelo Brutti Righi & Eduardo de Oliveira Horta
- 2307.04510 An analysis of least squares regression and neural networks approximation for the pricing of swing options
by Christian Yeo
- 2307.04140 Dynamics of the securities market in the information asymmetry context: developing a methodology for emerging securities markets
by Kostyantyn Anatolievich Malyshenko & Majid Mohammad Shafiee & Vadim Anatolievich Malyshenko & Marina Viktorovna Anashkina
- 2307.04108 Asynchronous Proportional Response Dynamics in Markets with Adversarial Scheduling
by Yoav Kolumbus & Menahem Levy & Noam Nisan
- 2307.04070 A Belief-Based Characterization of Reduced-Form Auctions
by Xu Lang
- 2307.04059 Exploring Dynamic Asset Pricing within Bachelier Market Model
by Nancy Asare Nyarko & Bhathiya Divelgama & Jagdish Gnawali & Blessing Omotade & Svetlozar Rachev & Peter Yegon
- 2307.04045 Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation
by Alexander Nikiporenko
- 2307.03994 Market Design for Dynamic Pricing and Pooling in Capacitated Networks
by Saurabh Amin & Patrick Jaillet & Haripriya Pulyassary & Manxi Wu
- 2307.03935 dYdX: Liquidity Providers' Incentive Programme Review
by Colin Chan
- 2307.03927 Fast Empirical Scenarios
by Michael Multerer & Paul Schneider & Rohan Sen
- 2307.03808 A Regional Analysis of Electric LDV Portfolio Choices by Vehicle Manufacturers
by Aditya Ramji & Hanif Tayarani
- 2307.03693 Are there Dragon Kings in the Stock Market?
by Jiong Liu & M. Dashti Moghaddam & R. A. Serota
- 2307.03594 Generalised Covariances and Correlations
by Tobias Fissler & Marc-Oliver Pohle
- 2307.03552 Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions
by Francis X. Diebold & Glenn D. Rudebusch
- 2307.03499 Decentralised Finance and Automated Market Making: Execution and Speculation
by 'Alvaro Cartea & Fayc{c}al Drissi & Marcello Monga
- 2307.03447 Dynamic Return and Star-Shaped Risk Measures via BSDEs
by Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino
- 2307.03391 On Unified Adaptive Portfolio Management
by Chi-Lin Li & Chung-Han Hsieh
- 2307.03181 Markov Persuasion Processes with Endogenous Agent Beliefs
by Krishnamurthy Iyer & Haifeng Xu & You Zu
- 2307.03090 A cohort-based Partial Internal Model for demographic risk
by Francesco Della Corte & Gian Paolo Clemente & Nino Savelli
- 2307.03079 A Robust Characterization of Nash Equilibrium
by Florian Brandl & Felix Brandt
- 2307.02918 Does personality affect the allocation of resources within households?
by Gast'on P. Fern'andez
- 2307.02713 A Simple Linear Algebraic Approach to Capture the Dynamics of the Circular Flow of Income
by Aziz Guergachi & Javid Hakim
- 2307.02673 Panel Data Nowcasting: The Case of Price-Earnings Ratios
by Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas
- 2307.02627 Proxy Selection in Transitive Proxy Voting
by Jacqueline Harding
- 2307.02582 Estimating the roughness exponent of stochastic volatility from discrete observations of the realized variance
by Xiyue Han & Alexander Schied
- 2307.02512 Application of the Deffuant model in money exchange
by Hsin-Lun Li
- 2307.02470 Statistical Physics Perspective on Economic Inequality
by Victor M. Yakovenko
- 2307.02455 Policy Expectation Counts? The Impact of China's Delayed Retirement Announcement on Urban Households Savings Rates
by Shun Zhang
- 2307.02422 Wishful Thinking is Risky Thinking
by Jarrod Burgh & Emerson Melo
- 2307.02375 Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods
by Ioanna-Yvonni Tsaknaki & Fabrizio Lillo & Piero Mazzarisi
- 2307.02319 Algorithms, Incentives, and Democracy
by Elizabeth Maggie Penn & John W. Patty
- 2307.02310 Robust Hedging GANs
by Yannick Limmer & Blanka Horvath
- 2307.02178 Non-Concave Utility Maximization with Transaction Costs
by Shuaijie Qian & Chen Yang
- 2307.02154 Noise reduction for functional time series
by Cees Diks & Bram Wouters
- 2307.02074 Arbitrageurs' profits, LVR, and sandwich attacks: batch trading as an AMM design response
by Andrea Canidio & Robin Fritsch
- 2307.01986 On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type
by Qian Lei & Chi Seng Pun
- 2307.01816 Over-the-Counter Market Making via Reinforcement Learning
by Zhou Fang & Haiqing Xu
- 2307.01814 Market Making of Options via Reinforcement Learning
by Zhou Fang & Haiqing Xu
- 2307.01779 Asymptotics for the Generalized Autoregressive Conditional Duration Model
by Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt
- 2307.01719 MOPO-LSI: A User Guide
by Yong Zheng & Kumar Neelotpal Shukla & Jasmine Xu & David & Wang & Michael O'Leary
- 2307.01686 Transaction Fee Mechanism Design with Active Block Producers
by Maryam Bahrani & Pranav Garimidi & Tim Roughgarden
- 2307.01599 A Scalable Reinforcement Learning-based System Using On-Chain Data for Cryptocurrency Portfolio Management
by Zhenhan Huang & Fumihide Tanaka
- 2307.01449 A Double Machine Learning Approach to Combining Experimental and Observational Data
by Harsh Parikh & Marco Morucci & Vittorio Orlandi & Sudeepa Roy & Cynthia Rudin & Alexander Volfovsky
- 2307.01443 Emissions and Energy Impacts of the Inflation Reduction Act
by John Bistline & Geoffrey Blanford & Maxwell Brown & Dallas Burtraw & Maya Domeshek & Jamil Farbes & Allen Fawcett & Anne Hamilton & Jesse Jenkins & Ryan Jones & Ben King & Hannah Kolus & John Larsen & Amanda Levin & Megan Mahajan & Cara Marcy & Erin Mayfield & James McFarland & Haewon McJeon & Robbie Orvis & Neha Patankar & Kevin Rennert & Christopher Roney & Nicholas Roy & Greg Schivley & Daniel Steinberg & Nadejda Victor & Shelley Wenzel & John Weyant & Ryan Wiser & Mei Yuan & Alicia Zhao
- 2307.01404 Social media use among American Indians in South Dakota: Preferences and perceptions
by Deepthi Kolady & Amrit Dumre & Weiwei Zhang & Kaiqun Fu & Marcia O'Leary & Laura Rose
- 2307.01357 Adaptive Principal Component Regression with Applications to Panel Data
by Anish Agarwal & Keegan Harris & Justin Whitehouse & Zhiwei Steven Wu
- 2307.01348 Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
by Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang
- 2307.01328 A maximal inequality for local empirical processes under weak dependence
by Luis Alvarez & Cristine Pinto
- 2307.01319 On the Guyon-Lekeufack Volatility Model
by Marcel Nutz & Andr'es Riveros Valdevenito
- 2307.01284 Does regional variation in wage levels identify the effects of a national minimum wage?
by Daniel Haanwinckel
- 2307.01155 From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance
by Abha Naik & Esra Yeniaras & Gerhard Hellstern & Grishma Prasad & Sanjay Kumar Lalta Prasad Vishwakarma
- 2307.01085 Some challenges of calibrating differentiable agent-based models
by Arnau Quera-Bofarull & Joel Dyer & Anisoara Calinescu & Michael Wooldridge
- 2307.01049 Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning
by Yu-Chin Hsu & Martin Huber & Yu-Min Yen
- 2307.01033 Expected Shortfall LASSO
by Sander Barendse
- 2307.00807 Replication of financial derivatives under extreme market models given marginals
by Tongseok Lim
- 2307.00779 Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport
by Yanqin Fan & Hyeonseok Park & Gaoqian Xu
- 2307.00622 Order preservation with dummies in the musseum pass problem
by Ricardo Mart'inez & Joaqu'in S'anchez-Soriano
- 2307.00571 The fundamental theorem of asset pricing with and without transaction costs
by Christoph Kuhn
- 2307.00476 Pricing European Options with Google AutoML, TensorFlow, and XGBoost
by Juan Esteban Berger
- 2307.00459 Principal Component Analysis and Hidden Markov Model for Forecasting Stock Returns
by Eugene W. Park
- 2307.00413 The Classical Theory of Supply and Demand
by Sabiou Inoua & Vernon Smith
- 2307.00412 Adam Smith's Theory of Value: A Reappraisal of Classical Price Discovery
by Sabiou Inoua & Vernon Smith
- 2307.00410 A Classical Model of Speculative Asset Price Dynamics
by Sabiou Inoua & Vernon Smith
- 2307.00369 The Yule-Frisch-Waugh-Lovell Theorem
by Deepankar Basu
- 2307.00349 Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation
by Tomohiro Hirano & Alexis Akira Toda
- 2307.00251 Local Eviction Moratoria and the Spread of COVID-19
by Julia Hatamyar & Christopher F. Parmeter
- 2306.17810 A Massive Scale Semantic Similarity Dataset of Historical English
by Emily Silcock & Melissa Dell
- 2306.17773 Obvious Manipulations in Matching with and without Contracts
by R. Pablo Arribillaga & E. Pepa Risma
- 2306.17742 Blockchain scaling and liquidity concentration on decentralized exchanges
by Basile Caparros & Amit Chaudhary & Olga Klein
- 2306.17546 Two characterizations of the dense rank
by Jos'e Luis Garc'ia-Lapresta & Miguel Mart'inez-Panero
- 2306.17467 On the Behavior of the Payoff Amounts in Simple Interest Loans in Arbitrage-Free Markets
by Fausto Di Biase & Stefano Di Rocco & Alessandra Ortolano & Maurizio Parton
- 2306.17355 Recurring Auctions with Costly Entry: Theory and Evidence
by Shanglyu Deng & Qiyao Zhou
- 2306.17341 A Comparison of Sequential Ranked-Choice Voting and Single Transferable Vote
by David McCune & Erin Martin & Grant Latina & Kaitlyn Simms
- 2306.17316 Triangle Fees
by Rithvik Rao & Nihar Shah
- 2306.17309 Retail Pricing Format and Rigidity of Regular Prices
by Sourav Ray & Avichai Snir & Daniel Levy
- 2306.17179 Integrating Tick-level Data and Periodical Signal for High-frequency Market Making
by Jiafa He & Cong Zheng & Can Yang
- 2306.17178 Optimal Execution Using Reinforcement Learning
by Cong Zheng & Jiafa He & Can Yang
- 2306.17111 Equal Pay for Similar Work
by Diego Gentile Passaro & Fuhito Kojima & Bobak Pakzad-Hurson
- 2306.17095 Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
by Marcin Wk{a}torek & Maria Skupie'n & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z
- 2306.17025 Would Friedman Burn your Tokens?
by Aggelos Kiayias & Philip Lazos & Jan Christoph Schlegel