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Content
2021
- 2103.00565 Modelling Optimal Policies of Demand Responsive Transport and Interrelationships between Occupancy Rate and Costs
by Jani-Pekka Jokinen
- 2103.00557 Algorithmic subsampling under multiway clustering
by Harold D. Chiang & Jiatong Li & Yuya Sasaki
- 2103.00395 Scale matters: The daily, weekly and monthly volatility and predictability of Bitcoin, Gold, and the S&P 500
by Nassim Dehouche
- 2103.00366 Confronting Machine Learning With Financial Research
by Kristof Lommers & Ouns El Harzli & Jack Kim
- 2103.00323 Pricing Exchange Rate Options and Quanto Caps in the Cross-Currency Random Field LIBOR Market Model
by Rajinda Wickrama
- 2103.00295 Nash equilibrium mapping vs Hamiltonian dynamics vs Darwinian evolution for some social dilemma games in the thermodynamic limit
by Colin Benjamin & Arjun Krishnan U M
- 2103.00264 Forecasting high-frequency financial time series: an adaptive learning approach with the order book data
by Parley Ruogu Yang
- 2103.00254 How to Issue a Central Bank Digital Currency
by David Chaum & Christian Grothoff & Thomas Moser
- 2103.00231 A Comparison of Indonesia E-Commerce Sentiment Analysis for Marketing Intelligence Effort
by Andry Alamsyah & Fatma Saviera
- 2103.00173 Deciphering Bitcoin Blockchain Data by Cohort Analysis
by Yulin Liu & Luyao Zhang & Yinhong Zhao
- 2103.00095 The Cost of Pollution in the Upper Atoyac River Basin: A Systematic Review
by Maria Eugenia Ibarraran & Romeo A. Saldana-Vazquez & Tamara Perez-Garcia
- 2103.00060 Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings
by Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron
- 2103.00045 Repeated Games with Switching Costs: Stationary vs History Independent Strategies
by Yevgeny Tsodikovich & Xavier Venel & Anna Zseleva
- 2102.13638 Permutation Tests at Nonparametric Rates
by Marinho Bertanha & EunYi Chung
- 2102.13574 A conditional version of the second fundamental theorem of asset pricing in discrete time
by Lars Niemann & Thorsten Schmidt
- 2102.13562 Cross-verification and Persuasive Cheap Talk
by Alp Atakan & Mehmet Ekmekci & Ludovic Renou
- 2102.13539 The use of primary energy factors and CO2 intensities -- reviewing the state of play in academic literature
by Sam Hamels & Eline Himpe & Jelle Laverge & Marc Delghust & Kjartan Van den Brande & Arnold Janssens & Johan Albrecht
- 2102.13538 Priming prosocial behavior and expectations in response to the Covid-19 pandemic -- Evidence from an online experiment
by Valeria Fanghella & Thi-Thanh-Tam Vu & Luigi Mittone
- 2102.13505 Approximation of Stochastic Volterra Equations with kernels of completely monotone type
by Aur'elien Alfonsi & Ahmed Kebaier
- 2102.13503 History-Augmented Collaborative Filtering for Financial Recommendations
by Baptiste Barreau & Laurent Carlier
- 2102.13482 Information Design in Multi-stage Games
by Miltiadis Makris & Ludovic Renou
- 2102.13467 Overnight GARCH-It\^o Volatility Models
by Donggyu Kim & Minseok Shin & Yazhen Wang
- 2102.13464 Granddaughter and voting for a female candidate
by Eiji Yamamura
- 2102.13434 A Quest for Knowledge
by Christoph Carnehl & Johannes Schneider
- 2102.13404 State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data
by Dohyun Chun & Donggyu Kim
- 2102.13393 General Bayesian time-varying parameter VARs for predicting government bond yields
by Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer
- 2102.13309 Discord and Harmony in Networks
by Andrea Galeotti & Benjamin Golub & Sanjeev Goyal & Rithvik Rao
- 2102.13202 Online Multi-Armed Bandits with Adaptive Inference
by Maria Dimakopoulou & Zhimei Ren & Zhengyuan Zhou
- 2102.13157 Does Bankruptcy Protection Affect Asset Prices? Evidence from changes in Homestead Exemptions
by Yildiray Yildirim & Albert Alex Zevelev
- 2102.13150 Scaling of Urban Income Inequality in the United States
by Elisa Heinrich Mora & Jacob J. Jackson & Cate Heine & Geoffrey B. West & Vicky Chuqiao Yang & Christopher P. Kempes
- 2102.13110 The economic impact of weather and climate
by Richard S. J. Tol
- 2102.13047 Maximizing Social Welfare and Agreement via Information Design in Linear-Quadratic-Gaussian Games
by Furkan Sezer & Hossein Khazaei & Ceyhun Eksin
- 2102.12927 A Control Function Approach to Estimate Panel Data Binary Response Model
by Amaresh K Tiwari
- 2102.12811 Matching with Trade-offs: Revealed Preferences over Competing Characteristics
by Alfred Galichon & Bernard Salani'e
- 2102.12809 Vector quantile regression and optimal transport, from theory to numerics
by Guillaume Carlier & Victor Chernozhukov & Gwendoline De Bie & Alfred Galichon
- 2102.12800 The Stochastic Balance Equation for the American Option Value Function and its Gradient
by Malkhaz Shashiashvili
- 2102.12783 Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data
by Kwangmin Jung & Donggyu Kim & Seunghyeon Yu
- 2102.12694 Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments
by Alexandre Carbonneau & Fr'ed'eric Godin
- 2102.12666 Quasi-maximum likelihood estimation of break point in high-dimensional factor models
by Jiangtao Duan & Jushan Bai & Xu Han
- 2102.12658 Deep Stochastic Volatility Model
by Xiuqin Xu & Ying Chen
- 2102.12601 Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model
by Tim Leung & Yang Zhou
- 2102.12454 Regional and Sectoral Structures and Their Dynamics of Chinese Economy: A Network Perspective from Multi-Regional Input-Output Tables
by Tao Wang & Shiying Xiao & Jun Yan & Panpan Zhang
- 2102.12423 Optimal dynamic regulation of carbon emissions market: A variational approach
by Ren'e Aid & Sara Biagini
- 2102.12378 Understanding the Farmers, Environmental Citizenship Behaviors Towards Climate Change. The Moderating Mediating Role of Environmental Knowledge and Ascribed Responsibility
by Immaculate Maumoh & Emmanuel H. Yindi
- 2102.12350 Summarizing Online Conversation of Indonesia Tourism Industry using Network Text Analysis
by Andry Alamsyah & Sheila Shafira & Muhamad Alfin Yudhistira
- 2102.12337 Mapping Organization Knowledge Network and Social Media Based Reputation Management
by Andry Alamsyah & Maribella Syawiluna
- 2102.12320 Measuring Marketing Communications Mix Effort Using Magnitude Of Influence And Influence Rank Metric
by Andry Alamsyah & Endang Sofyan & Tsana Hasti Nabila
- 2102.12309 Interactions between social norms and incentive mechanisms in organizations
by Ravshanbek Khodzhimatov & Stephan Leitner & Friederike Wall
- 2102.12300 Property Business Classification Model Based on Indonesia E-Commerce Data
by Andry Alamsyah & Fariz Denada Sudrajat & Herry Irawan
- 2102.12257 Inference in Incomplete Models
by Alfred Galichon & Marc Henry
- 2102.12249 Set Identification in Models with Multiple Equilibria
by Alfred Galichon & Marc Henry
- 2102.12112 Modeling Price Clustering in High-Frequency Prices
by Vladim'ir Hol'y & Petra Tomanov'a
- 2102.12061 Deep Video Prediction for Time Series Forecasting
by Zhen Zeng & Tucker Balch & Manuela Veloso
- 2102.12051 A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs
by Jean-Franc{c}ois Chassagneux & Junchao Chen & Noufel Frikha & Chao Zhou
- 2102.11968 A Scaling Limit for Utility Indifference Prices in the Discretized Bachelier Model
by Asaf Cohen & Yan Dolinsky
- 2102.11929 PolicySpace2: modeling markets and endogenous public policies
by Bernardo Alves Furtado
- 2102.11834 Finding Stable Matchings in PhD Markets with Consistent Preferences and Cooperative Partners
by Maximilian Mordig & Riccardo Della Vecchia & Nicol`o Cesa-Bianchi & Bernhard Scholkopf
- 2102.11807 Data-driven analysis of central bank digital currency (CBDC) projects drivers
by Toshiko Matsui & Daniel Perez
- 2102.11780 Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
by Alain Hecq & Marie Ternes & Ines Wilms
- 2102.11729 Exploring the role of Awareness, Government Policy, and Infrastructure in adapting B2C E-Commerce to East African Countries
by Emmanuel H. Yindi & Immaculate Maumoh & Prisillah L. Mahavile
- 2102.11714 Multivariate higher order moments in multi-state life insurance
by Jamaal Ahmad
- 2102.11686 New Characterizations of Strategy-Proofness under Single-Peakedness
by Andrew Jennings & Rida Laraki & Clemens Puppe & Estelle Varloot
- 2102.11627 Non-stationary GARCH modelling for fitting higher order moments of financial series within moving time windows
by Luke De Clerk & Sergey Savel'ev
- 2102.11555 Two-sided Singular Control of an Inventory with Unknown Demand Trend (Extended Version)
by Salvatore Federico & Giorgio Ferrari & Neofytos Rodosthenous
- 2102.11429 Ambiguity and Partial Bayesian Updating
by Matthew Kovach
- 2102.11341 Bridging factor and sparse models
by Jianqing Fan & Ricardo Masini & Marcelo C. Medeiros
- 2102.11334 Misguided Use of Observed Covariates to Impute Missing Covariates in Conditional Prediction: A Shrinkage Problem
by Charles F Manski & Michael Gmeiner & Anat Tamburc
- 2102.11150 Estimating Sibling Spillover Effects with Unobserved Confounding Using Gain-Scores
by David C. Mallinson & Felix Elwert
- 2102.11076 Debiased Kernel Methods
by Rahul Singh
- 2102.10999 Conditional Value at Risk and Partial Moments for the Metalog Distributions
by Valentyn Khokhlov
- 2102.10925 CoinTossX: An open-source low-latency high-throughput matching engine
by Ivan Jericevich & Dharmesh Sing & Tim Gebbie
- 2102.10909 Optimal Transport of Information
by Semyon Malamud & Anna Cieslak & Andreas Schrimpf
- 2102.10756 Equilibrium Price Formation with a Major Player and its Mean Field Limit
by Masaaki Fujii & Akihiko Takahashi
- 2102.10691 Climate Change Valuation Adjustment (CCVA) using parameterized climate change impacts
by Chris Kenyon & Mourad Berrahoui
- 2102.10626 Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem
by Mario Faliva & Maria Grazia Zoia
- 2102.10528 A Novel Multi-Period and Multilateral Price Index
by Consuelo Rubina Nava & Maria Grazia Zoia
- 2102.10476 Contextual Standard Auctions with Budgets: Revenue Equivalence and Efficiency Guarantees
by Santiago Balseiro & Christian Kroer & Rachitesh Kumar
- 2102.10453 The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis
by Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf
- 2102.10443 Estimation and Inference by Stochastic Optimization: Three Examples
by Jean-Jacques Forneron & Serena Ng
- 2102.10347 Mechanism Design Powered by Social Interactions
by Dengji Zhao
- 2102.10280 Pricing decisions under manufacturer's component open-supply strategy
by Peiya Zhu & Xiaofei Qian & Xinbao Liu & Shaojun Lu
- 2102.10221 Logarithmic Regret in Feature-based Dynamic Pricing
by Jianyu Xu & Yu-Xiang Wang
- 2102.10213 The relations of Choquet Integral and G-Expectation
by Ju Hong Kim
- 2102.10211 M\'etodos Emp\'iricos Aplicados \`a An\'alise Econ\^omica do Direito
by Thomas V. Conti
- 2102.10156 Learning to Persuade on the Fly: Robustness Against Ignorance
by You Zu & Krishnamurthy Iyer & Haifeng Xu
- 2102.10145 Learning Epidemiology by Doing: The Empirical Implications of a Spatial-SIR Model with Behavioral Responses
by Alberto Bisin & Andrea Moro
- 2102.10099 Auction Type Resolution on Smart Derivatives
by Yusuke Ikeno & James Angel & Shin'ichiro Matsuo & Ryosuke Ushida
- 2102.10098 Internal hydro- and wind portfolio optimisation in real-time market operations
by Hans Ole Riddervold & Ellen Krohn Aasg{aa}rd & Lisa Haukaas & Magnus Korp{aa}s
- 2102.10096 How Decentralized is the Governance of Blockchain-based Finance: Empirical Evidence from four Governance Token Distributions
by Johannes Rude Jensen & Victor von Wachter & Omri Ross
- 2102.10067 Monitoring the pandemic: A fractional filter for the COVID-19 contact rate
by Tobias Hartl
- 2102.10048 Approximate Bayes factors for unit root testing
by Magris Martin & Iosifidis Alexandros
- 2102.10047 Thiele's Differential Equation Based on Markov Jump Processes with Non-countable State Space
by Emmanuel Coffie & Sindre Duedahl & Frank Proske
- 2102.10019 The Disparate Impact of Uncertainty: Affirmative Action vs. Affirmative Information
by Claire Lazar Reich
- 2102.09974 Supporting Financial Inclusion with Graph Machine Learning and Super-App Alternative Data
by Luisa Roa & Andr'es Rodr'iguez-Rey & Alejandro Correa-Bahnsen & Carlos Valencia
- 2102.09851 Linear-quadratic stochastic delayed control and deep learning resolution
by William Lefebvre & Enzo Miller
- 2102.09827 Minimal entropy and uniqueness of price equilibria in a pure exchange economy
by Andrea Loi & Stefano Matta
- 2102.09807 Incentives for accelerating the production of Covid-19 vaccines in the presence of adjustment costs
by Claudius Gros & Daniel Gros
- 2102.09625 The Expediting Effect of Monitoring on Infrastructural Works. A Regression-Discontinuity Approach with Multiple Assignment Variables
by Giuseppe Francesco Gori & Patrizia Lattarulo & Marco Mariani
- 2102.09620 Price Discrimination in the Presence of Customer Loyalty and Differing Firm Costs
by Theja Tulabandhula & Aris Ouksel & Son Nguyen
- 2102.09608 In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model
by Anton Pichler & Marco Pangallo & R. Maria del Rio-Chanona & Franc{c}ois Lafond & J. Doyne Farmer
- 2102.09353 Spatial Correlation Robust Inference
by Ulrich K. Muller & Mark W. Watson
- 2102.09287 Integrating prediction in mean-variance portfolio optimization
by Andrew Butler & Roy H. Kwon
- 2102.09218 Corporate Social Responsibility and Corporate Governance: A cognitive approach
by Rania B'eji & Ouidad Yousfi & Abdelwahed Omri
- 2102.09209 Deep Structural Estimation: With an Application to Option Pricing
by Hui Chen & Antoine Didisheim & Simon Scheidegger
- 2102.09207 The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?
by Anthony Strittmatter & Conny Wunsch
- 2102.09180 A maximum entropy model of bounded rational decision-making with prior beliefs and market feedback
by Benjamin Patrick Evans & Mikhail Prokopenko
- 2102.09139 Understanding algorithmic collusion with experience replay
by Bingyan Han
- 2102.09122 Sustainable and Resilient Systems for Intergenerational Justice
by Sahar Zandi
- 2102.09107 A Core of E-Commerce Customer Experience based on Conversational Data using Network Text Methodology
by Andry Alamsyah & Nurlisa Laksmiani & Lies Anisa Rahimi
- 2102.09102 The Small World Phenomenon and Network Analysis of ICT Startup Investment in Indonesia and Singapore
by Farid Naufal Aslam & Andry Alamsyah
- 2102.09058 On the implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters
by Yong Cai & Ivan A. Canay & Deborah Kim & Azeem M. Shaikh
- 2102.08994 Big Data meets Causal Survey Research: Understanding Nonresponse in the Recruitment of a Mixed-mode Online Panel
by Barbara Felderer & Jannis Kueck & Martin Spindler
- 2102.08975 Adaptive Doubly Robust Estimator from Non-stationary Logging Policy under a Convergence of Average Probability
by Masahiro Kato
- 2102.08835 Vote Delegation with Unknown Preferences
by Hans Gersbach & Akaki Mamageishvili & Manvir Schneider
- 2102.08823 Vote Delegation and Misbehavior
by Hans Gersbach & Akaki Mamageishvili & Manvir Schneider
- 2102.08811 Deep Learning for Market by Order Data
by Zihao Zhang & Bryan Lim & Stefan Zohren
- 2102.08809 Testing for Nonlinear Cointegration under Heteroskedasticity
by Christoph Hanck & Till Massing
- 2102.08754 A Regret Analysis of Bilateral Trade
by Nicol`o Cesa-Bianchi & Tommaso Cesari & Roberto Colomboni & Federico Fusco & Stefano Leonardi
- 2102.08378 The economic dependency of the Bitcoin security
by Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova
- 2102.08338 Multilayer heat equations: application to finance
by A. Itkin & A. Lipton & D. Muravey
- 2102.08262 An Effort to Measure Customer Relationship Performance in Indonesia's Fintech Industry
by Alisya Putri Rabbani & Andry Alamsyah & Sri Widiyanesti
- 2102.08256 On-Demand Transit User Preference Analysis using Hybrid Choice Models
by Nael Alsaleh & Bilal Farooq & Yixue Zhang & Steven Farber
- 2102.08189 On Technical Trading and Social Media Indicators in Cryptocurrencies' Price Classification Through Deep Learning
by Marco Ortu & Nicola Uras & Claudio Conversano & Giuseppe Destefanis & Silvia Bartolucci
- 2102.08187 Power-Law Return-Volatility Cross Correlations of Bitcoin
by T. Takaishi
- 2102.08186 Surrogate Monte Carlo
by A. Christian Silva & Fernando F. Ferreira
- 2102.08174 LATE for History
by Alberto Bisin & Andrea Moro
- 2102.08162 Integrating Floor Plans into Hedonic Models for Rent Price Appraisal
by Kirill Solovev & Nicolas Prollochs
- 2102.08107 Interdependencies between Mining Costs, Mining Rewards and Blockchain Security
by Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova
- 2102.08086 Supportive 5G Infrastructure Policies are Essential for Universal 6G: Assessment using an Open-source Techno-economic Simulation Model utilizing Remote Sensing
by Edward J. Oughton & Ashutosh Jha
- 2102.08063 A Unified Framework for Specification Tests of Continuous Treatment Effect Models
by Wei Huang & Oliver Linton & Zheng Zhang
- 2102.08056 Constructing valid instrumental variables in generalized linear causal models from directed acyclic graphs
by {O}yvind Hoveid
- 2102.07809 Best vs. All: Equity and Accuracy of Standardized Test Score Reporting
by Sampath Kannan & Mingzi Niu & Aaron Roth & Rakesh Vohra
- 2102.07742 Dynamic Pricing with Limited Commitment
by Martino Banchio & Frank Yang
- 2102.07702 Generalized Social Marginal Welfare Weights Imply Inconsistent Comparisons of Tax Policies
by Itai Sher
- 2102.07656 Assessment of a failure prediction model in the energy sector: a multicriteria discrimination approach with Promethee based classification
by Silvia Angilella & Maria Rosaria Pappalardo
- 2102.07536 The corruptive force of AI-generated advice
by Margarita Leib & Nils C. Kobis & Rainer Michael Rilke & Marloes Hagens & Bernd Irlenbusch
- 2102.07491 Entropy methods for identifying hedonic models
by Arnaud Dupuy & Alfred Galichon & Marc Henry
- 2102.07489 Canonical Correlation and Assortative Matching: A Remark
by Arnaud Dupuy & Alfred Galichon
- 2102.07476 Personality Traits and the Marriage Market
by Arnaud Dupuy & Alfred Galichon
- 2102.07441 Selecting Matchings via Multiwinner Voting: How Structure Defeats a Large Candidate Space
by Niclas Boehmer & Markus Brill & Ulrike Schmidt-Kraepelin
- 2102.07431 On the Basis of the Hamilton-Jacobi-Bellman Equation in Economic Dynamics
by Yuhki Hosoya
- 2102.07425 Time-varying properties of asymmetric volatility and multifractality in Bitcoin
by Tetsuya Takaishi
- 2102.07372 REST: Relational Event-driven Stock Trend Forecasting
by Wentao Xu & Weiqing Liu & Chang Xu & Jiang Bian & Jian Yin & Tie-Yan Liu
- 2102.07286 A Theory of Choice Bracketing under Risk
by Mu Zhang
- 2102.07237 An Axiom for Concavifiable Preferences in View of Alt's Theory
by Yuhki Hosoya
- 2102.07222 Exclusion of Extreme Jurors and Minority Representation: The Effect of Jury Selection Procedures
by Andrea Moro & Martin Van der Linden
- 2102.07198 How Misuse of Statistics Can Spread Misinformation: A Study of Misrepresentation of COVID-19 Data
by Shailesh Bharati & Rahul Batra
- 2102.07147 Aggregate Modeling and Equilibrium Analysis of the Crowdsourcing Market for Autonomous Vehicles
by Xiaoyan Wang & Xi Lin & Meng Li
- 2102.07008 A Distance Covariance-based Estimator
by Emmanuel Selorm Tsyawo & Abdul-Nasah Soale
- 2102.07001 Detecting and Quantifying Wash Trading on Decentralized Cryptocurrency Exchanges
by Friedhelm Victor & Andrea Marie Weintraud
- 2102.06898 Expected utility theory on mixture spaces without the completeness axiom
by David McCarthy & Kalle Mikkola & Teruji Thomas
- 2102.06770 Statistical Power for Estimating Treatment Effects Using Difference-in-Differences and Comparative Interrupted Time Series Designs with Variation in Treatment Timing
by Peter Z. Schochet
- 2102.06693 The Golden Age of the Mathematical Finance
by Jos'e Manuel Corcuera
- 2102.06671 Online voluntary mentoring: Optimising the assignment of students and mentors
by P'eter Bir'o & M'arton Gyetvai
- 2102.06586 Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs
by Harold D. Chiang & Kengo Kato & Yuya Sasaki & Takuya Ura
- 2102.06547 Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households
by Edoardo Ciscato & Alfred Galichon & Marion Gouss'e
- 2102.06487 On Human Capital and Team Stability
by Pierre-Andr'e Chiappori & Alfred Galichon & Bernard Salani'e
- 2102.06456 Identification and Inference Under Narrative Restrictions
by Raffaella Giacomini & Toru Kitagawa & Matthew Read
- 2102.06440 Interview Hoarding
by Vikram Manjunath & Thayer Morrill
- 2102.06404 Uncertainty spill-overs: when policy and financial realms overlap
by Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina
- 2102.06331 Approximate Expected Utility Rationalization
by Federico Echenique & Kota Saito & Taisuke Imai
- 2102.06299 A structural approach to default modelling with pure jump processes
by Jean-Philippe Aguilar & Nicolas Pesci & Victor James
- 2102.06274 Hedging of Financial Derivative Contracts via Monte Carlo Tree Search
by Oleg Szehr
- 2102.06233 Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module
by Kumar Yashaswi
- 2102.06232 Inference on two component mixtures under tail restrictions
by Marc Henry & Koen Jochmans & Bernard Salani'e
- 2102.06076 Duality in dynamic discrete-choice models
by Khai Xiang Chiong & Alfred Galichon & Matt Shum
- 2102.06075 Local Utility and Multivariate Risk Aversion
by Arthur Charpentier & Alfred Galichon & Marc Henry
- 2102.05876 On the Fragility of Third-party Punishment: The Context Effect of a Dominated Risky Investment Option
by Changkuk Im & Jinkwon Lee
- 2102.05803 Labor Informality and Credit Market Accessibility
by Alina Malkova & Klara Sabirianova Peter & Jan Svejnar
- 2102.05799 Portfolio Performance Attribution via Shapley Value
by Nicholas Moehle & Stephen Boyd & Andrew Ang
- 2102.05751 Price Discrimination in International Airline Markets
by Gaurab Aryal & Charles Murry & Jonathan W. Williams
- 2102.05739 Coordinated Capacity Reductions and Public Communication in the Airline Industry
by Gaurab Aryal & Federico Ciliberto & Benjamin T. Leyden
- 2102.05596 Interactive Network Visualization of Opioid Crisis Related Data- Policy, Pharmaceutical, Training, and More
by Olga Scrivner & Elizabeth McAvoy & Thuy Nguyen & Tenzin Choeden & Kosali Simon & Katy Borner
- 2102.05570 Identification in the Random Utility Model
by Christopher Turansick
- 2102.05568 A Bonus-Malus Framework for Cyber Risk Insurance and Optimal Cybersecurity Provisioning
by Qikun Xiang & Ariel Neufeld & Gareth W. Peters & Ido Nevat & Anwitaman Datta
- 2102.05554 Dynamic Structural Impact of the COVID-19 Outbreak on the Stock Market and the Exchange Rate: A Cross-country Analysis Among BRICS Nations
by Rupam Bhattacharyya & Sheo Rama & Atul Kumar & Indrajit Banerjee
- 2102.05506 Empowering Patients Using Smart Mobile Health Platforms: Evidence From A Randomized Field Experiment
by Anindya Ghose & Xitong Guo & Beibei Li & Yuanyuan Dang
- 2102.05448 Combination of window-sliding and prediction range method based on LSTM model for predicting cryptocurrency
by Yifan Yao & Lina Wang
- 2102.05411 The Role of a Nation's Culture in the Country's Governance: Stochastic Frontier Analysis
by Vladim'ir Hol'y & Tom'av{s} Evan
- 2102.05405 Automated and Distributed Statistical Analysis of Economic Agent-Based Models
by Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte
- 2102.05398 FRM Financial Risk Meter for Emerging Markets
by Souhir Ben Amor & Michael Althof & Wolfgang Karl Hardle
- 2102.05364 Do the propensity and drivers of academics' engagement in research collaboration with industry vary over time?
by Giovanni Abramo & Francesca Apponi & Ciriaco Andrea D'Angelo
- 2102.05360 Gendered impact of COVID-19 pandemic on research production: a cross-country analysis
by Giovanni Abramo & Ciriaco Andrea D'Angelo & Ida Mele
- 2102.05358 The effects of citation-based research evaluation schemes on self-citation behavior
by Giovanni Abramo & Ciriaco Andrea D'Angelo & Leonardo Grilli
- 2102.05338 Group Quantization of Quadratic Hamiltonians in Finance
by Santiago Garcia
- 2102.05003 Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of Conditional Tail Expectation
by Nawaf Mohammed & Edward Furman & Jianxi Su
- 2102.04936 Models, Markets, and the Forecasting of Elections
by Rajiv Sethi & Julie Seager & Emily Cai & Daniel M. Benjamin & Fred Morstatter
- 2102.04861 Wavelet Denoised-ResNet CNN and LightGBM Method to Predict Forex Rate of Change
by Yiqi Zhao & Matloob Khushi
- 2102.04758 Lowest-cost virus suppression
by Jacob Janssen & Yaneer Bar-Yam
- 2102.04757 Black-box model risk in finance
by Samuel N. Cohen & Derek Snow & Lukasz Szpruch
- 2102.04658 View about consumption tax and grandchildren
by Eiji Yamamura
- 2102.04594 Rationally Inattentive Utility Maximization for Interpretable Deep Image Classification
by Kunal Pattanayak & Vikram Krishnamurthy
- 2102.04591 Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets
by Zhiyong Cheng & Jun Deng & Tianyi Wang & Mei Yu
- 2102.04543 Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing
by Jacob Dorn & Kevin Guo
- 2102.04532 Asymmetric Tsallis distributions for modelling financial market dynamics
by Sandhya Devi
- 2102.04461 Extreme dependence for multivariate data
by Damien Bosc & Alfred Galichon
- 2102.04457 Dilation bootstrap
by Alfred Galichon & Marc Henry
- 2102.04384 Efficient, Fair, and Incentive-Compatible Healthcare Rationing
by Haris Aziz & Florian Brandl