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Content
2026
- 2608.28399 RetailAgent: Structured Adverse Timing in Self-Conditioned Multimodal LLM Trading Agents
by Yupeng Zhang & Liuyuan Jiang & Hongyi Huang & Bingheng Li & Lisha Chen
- 2608.28397 Market-Informed Valuation of GMMB Riders with Surrender Options under a Heston Stochastic-Local Volatility Model
by Ludovic Goudenege & Andrea Molent & Xiao Wei & Antonino Zanette
- 2608.28115 Causal Non-causal State Space Models and the Modelling of Financial Bubbles
by Frederik Bjerg Krabbe
- 2608.28087 A Design Concept of Forecasting Software for Normalized Vector Autoregressions with Fat Tails and Stochastic Volatility
by Fei Shang & Xiaolei Wang & Tomasz Wo'zniak
- 2608.27980 The Race for Elite Destinations: Education Competition and Low Fertility in Korea
by Dongwoo Kim
- 2608.27903 Countervailing Curation Strategic Disclosure and the Design of Attention
by Qian Cao & Yifei Sun
- 2608.27784 Strong Observable Substitutability and the Cumulative Offer Mechanism
by Daisuke Hirata & Yusuke Kasuya
- 2608.27734 What survives honest evaluation? Leakage-safe, search-aware assessment of LLM-driven trading strategy discovery
by Eray Genc{c}ay
- 2608.27598 Do Customer Disclosures Affect Suppliers' Internal Capital Allocation Decisions?
by Sangwook Nam
- 2608.27575 Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model
by Riccardo Caruso
- 2608.27538 Disaffection at Work: Employee Responses to Job-Related Information
by Beatrice Braut & Mariele Macaluso & Vincenzo Mollisi
- 2608.27536 Refundable Deposits: How to Restore Cooperation in Finitely Repeated Games
by Giulio Salizzoni & Domenico Mergoni Cecchelli & Edward Plumb & Maryam Kamgarpour & Galit Ashkenazi-Golan
- 2608.27374 Distribution-constrained optimal multiple stopping: the Root-type solution
by Shuoqing Deng & Daxin Huang
- 2608.27364 Sophistication in GenAI Use: Field Evidence from a Large Firm
by Nicholas J. Hallman & Zachary T. Kowaleski & Anu Puvvada & Jaime J. Schmidt
- 2608.27295 A Temporal Multiplex Graph Neural Network for Systemic Risk Transmission in Global Banking
by Nneka Umeorah & Tolulope Fadina
- 2608.27261 Strategy-Proof and Minimally Wasteful Random Assignment
by Christian Basteck & Lars Ehlers
- 2608.27229 On the approximation of posterior laws in compound loss models by conditional Wasserstein GANs
by Aleksandar Arandjelovic & Pavel V. Shevchenko & George Tzougas
- 2608.27156 Traveling Waves in Equity Markets with Rank-Based Entry and Exit
by Graeme Baker & Caroline Smyth
- 2608.27155 Nonparametric Identification of Two-Way Unobserved Heterogeneity
by Hugo Freeman & Dennis Kristensen
- 2608.27076 Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation
by Joshua Le Grice
- 2608.26924 The Pulse Beneath the Job Title: Monthly Readings of Requirements and Tasks from 750 Million Chinese Job Ads
by Qin Chen & Ying Fang & Xiangyu Wang & Leo Yang Yang
- 2608.26837 Interpretable hybrid credit scoring for thin-file and underbanked populations
by Belise Kanziga & Ya'e U. Gaba & Olivier Kanamugire
- 2608.26606 Analyzing Within-Subject Experiments: Identification, Testing, and Sensitivity
by Shiyao Liu & Junni L. Zhang
- 2608.26584 DIRECT: Decomposing Audience Preference and Creative Effect in Visual Content Analytics
by Yizhi Liu & Balaji Padmanabhan & Siva Viswanathan
- 2608.26522 Inference for High-Dimensional Network Data
by Yuya Sasaki & Baoning Zheng
- 2608.26473 DTD-VAE: Disentangled Temporal Dependencies VAE for Credit Risk Prediction
by Xiaobo Guo & Lu-an Dong & Yanbo Wang & Peng Zhang & Cai Zhi & Youru Li
- 2608.26426 The Italian Municipality Equitable and Sustainable Well-being Index (MESWI)
by Nicola Caravaggio & Giuliano Resce & Agapito Emanuele Santangelo
- 2608.26410 Simultaneous Envy and Equitability Guarantees
by Hadi Hosseini & Shraddha Pathak & Lirong Xia & Chengkai Zhang
- 2608.26358 An Anonymized Urn-Based Experimental Dataset on Decision-Making under Risk and Ambiguity
by V'aclav Kratochv'il & Radim Jirouv{s}ek & Kl'ara v{S}imr{u}nkov'a & Simona Bav{z}antov'a
- 2608.26174 Forecasting Economically Significant Bitcoin Moves: A Multi-Scale TCN with Profit-Optimized Thresholds
by Parsa Yousefnezhad & Gholamreza Mansourfar & Mohammadreza Feizi Derakhshi
- 2608.26158 A Frequency-Controlled Comparison of Tick- and Minute-Based Information Bars for Cryptocurrency Markets
by Muhammad Toheed Fayyaz & Abdul Jabbar & Faheem Ahmad Qureshi & Syed Qaisar Jalil
- 2608.26128 Analysis of the Principal Components of Correlation Matrices of S&P 500 Financial Data from an Econophysics Perspective
by Javier G'omez Morales
- 2608.26127 Graph-Based Modeling of Financial Volatility Dynamics
by Chuanzhen Wang & Alice Zhang & Wei Chen & Michael Brown
- 2608.26122 From electricity prices to profits: multidimensional probabilistic forecasting for BESS trading
by Tomasz Weron & Katarzyna Maciejowska
- 2608.26115 Option-Implied Signals and Crash Risk: Predictability and Machine-Learning Evidence from U.S. Equity Options
by Baichuan Li & Mengxiao Wang
- 2608.26114 CIFQA: A Deterministic Tool-Grounded Multi-Agent LLM Framework for Financial Query Answering
by Kunjesh Parekh & Anil Kumar Tiwari & Divya Saxena
- 2608.26106 A Statistical-Finance Benchmark for Same-Day Directional Stock Prediction: Walk-Forward Evidence from SPY
by Alex Chen
- 2608.25972 The Dynamic Trade-Off of Dual-Class Shares
by Hyunseob Kim & Doron Levit & Roni Michaely
- 2608.25966 Potentials and Weak Potentials in Acyclic and Weakly Acyclic Games
by Igal Milchtaich
- 2608.25923 Efficient tensor bases for pairwise comparisons
by Konrad Ku{l}akowski & Ryszard Smarzewski
- 2608.25901 Cross-Section Estimation of Long-Run Relations Using Time-Compressed Data
by Serena Ng & Nikolay Gospodinov
- 2608.25844 Output-Only Identification and Spectral Monitoring of Coupled Feedback Networks with Known Time-Varying Actuation
by Jihwan Woo
- 2608.25814 Nonparametric Bayesian Inference for Partially Identified Discrete Response Models
by Elie Tamer & Christopher D. Walker
- 2608.25731 Agnostic Sequential Rationality
by Igal Milchtaich
- 2608.25720 Endogenous Selection and Spillovers: Bayesian Inference for Policy-Relevant Causal Effects
by Duong Trinh
- 2608.25678 Normative boundaries of AI in scientific work: Evidence from PhD researchers
by Francesco Angelini & Johan Lyrvall
- 2608.25602 The Reverse Big Push: Generative AI and Self-Fulfilling Automation
by Soumen Banerjee & Jianguo Wang
- 2608.25488 Social Network Structure, Wealth, and Wealth Inequality Across Cultures
by Eleanor A. Power & Monique Borgerhoff Mulder & Samuel Bowles & Matthew O. Jackson & Jeremy Koster & Daniel Redhead & Thomas Rutter & Sahana Subramanyam & Justin Weltz & Nurul Alam & Sarah Alami & Alexandra Alvergne & Curtis Atkisson & Michele Barnes & Bret Beheim & Christine M. Beitl & Madeline Brown & Mark Caudell & Wendy Ch'{a}vez-P'{a}ez & Komal Chauhan & Joshua Cinner & Siobh'{a}n Cully & Augusto Dalla Ragione & Angelina L. DeMarco & Ivan Deschenaux & Federico Fernandez & Juan Pablo Ferreiro & Drew Gerkey & Matthew Gervais & Christopher Golden & Gianluca Grimalda & Werner Hertzog & Paul L. Hooper & Karen Kramer & Geoff Kushnick & Banrida Langstieh & Rodrigo Lazo & Sheina Lew-Levy & Shane Macfarlan & Emmanuel Maliti & Karl J. Mertens & Madalena Monteban & Rafael Morais Chiaravalloti & Daniel Murphy & Kathryn Oths & Alejandro P'{e}rez Velilla & Emily Post & Sean Prall & Cody Ross & Anirudh Sankar & Brooke Scelza & Michael Schnegg & Edmond Seabright & Mary K. Shenk & Kathrine E. Starkweather & Chun-Yi Sum & Bram Tucker & Bapu Vaitla & Vivek Venkataraman & John P. Ziker
- 2608.25304 SAUSS: Stochastic Approximation with Unbiased Simulated Scores for Limited Dependent Variable Models
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
- 2608.25223 On the hedging problem in general 1D diffusion markets
by Alexis Anagnostakis & David Criens & Mikhail Urusov
- 2608.25043 Interpersonally Comparable Utility
by Peter Caradonna & Zachary Raines
- 2608.25009 Theory as data compression
by Carlos Cueva
- 2608.24894 Forecasting Weather-Driven Price Dynamics Across Sri Lankan Tea Market Catalogues
by Hesandi Mallawarachchi & Senilka Madurapperumage & Nadil Kulathunge & Thilokya Angeesa & Nethsith Gunaweera & Sandeepa Weerasekara & Patalee Narasinghe & Nisansa de Silva & Sandareka Wickramanayake
- 2608.24871 NatPar: Natural Parametric Modeling
by Hirbod Assa
- 2608.24851 Learning Whom to Trust : Decision-Generated Credibility in Social Learning
by Gabriel Bontemps & Abhishek Banerjee
- 2608.24811 How does hazard exposure influence job choice? Evaluating time-dependent tradeoffs between salary and hazard risks
by Richard Bernknopf & Leila Gonzales & Christopher Keane
- 2608.24786 Harvesting the Volatility Risk Premium: A Learning-to-Rank Approach
by Maciej Wysocki
- 2608.24774 The Paradox of Strategic Altruism
by Foivos Savva & Michele Lombardi & Ritesh Jain
- 2608.24703 Lead-Lag Relationships in Financial Markets: A Comparison of Multiple Clustering Algorithms
by Ruichen Deng & Yichi Zhang
- 2608.24670 AI worsens climate change, integrated assessment shows
by Huiying Ye & Richard S. J. Tol & Fangzhi Wang
- 2608.24600 Fair Allocation with Optional Selling
by Uriel Feige & Yotam Gafni
- 2608.24582 $\texttt{findr}$: Transparent and Fair Credit Risk Decisions through Semi-Structured Regressions
by Victor Medina-Olivares & Stefan Lessmann & Jonathan Crook
- 2608.24560 Contagious Ambiguity
by Mira Frick & Ryota Iijima & Daisuke Oyama
- 2608.24468 Dynamics of the Currency Composition of Central Bank Reserves
by Deborah Gefang & Stephen G. Hall & George S. Tavlas
- 2608.24457 Participation, selection and indicative bidding in auctions with costly entry
by Changxia Ke & Greg Kubitz & Yang Liu
- 2608.24449 Generalizing Markowitz Portfolio Optimization by a Quadratic Risk Measure
by Ignas Gasparaviv{c}ius & Andrius Grigutis
- 2608.24362 Dynamic Discrete Choice and Inverse Reinforcement Learning: Inferring Preferences and Beliefs From Human Behavior
by Pranjal Rawat & John Rust
- 2608.24206 Capital allocation on decentralized lending platforms
by Bastien Baude & Vincent Danos & Hamza El Khalloufi
- 2608.24129 A Case for Competition in Information Provision
by Bianca Sanesi & Federico Vaccari
- 2608.24062 Rating Manipulation: Credibility Inversion and Audit Leakage
by Van-Quy Nguyen
- 2608.23988 Estimation of Random-Coefficient Dynamic Panel Data Models with a Fixed T
by Xun Tang & Pei Yu
- 2608.23944 Bulk Phase Transition and Edge Behavior in Temporally Correlated Random Matrices
by Masato Hisakado & Takuya Kaneko
- 2608.23925 Repairing Locally Misspecified GMM: An Empirical Bayes Approach
by Patrick Kline
- 2608.23915 Equilibrium in closed constant-function market maker economies
by Muqiao Huang & Ruodu Wang & Yiyun Wang
- 2608.23914 Groundwater Management: Combating the Sinking Feeling
by Igor Cialenco & Mike Ludkovski
- 2608.23808 Equity Strategy Backtesting: Luck or Edge? The MinervaScore as a Statistical Robustness Grade
by Maria Laura Santoni & Vincent Jouanne & Matthew L. Scullin
- 2608.23796 Accelerating the Adoption of Residential Solar Power Systems: Policy Analysis using a Dynamic Structural Model
by Sebasti'an Souyris & Jason A. Duan & Anantaram Balakrishnan & Varun Rai
- 2608.23781 Directional Revision under Two-Horizon Deliberation: A Revealed-Preference Analysis
by Sinan Ertemel
- 2608.23732 Principal Component Analysis for a Mix of Stationary and Nonstationary Variables
by James D. Hamilton & Xinwei Ma & Jin Xi
- 2608.23577 Where Does Ethereum Validators' Money Go? A Spectral Analysis
by Irene Aldridge
- 2608.23576 Minimum-Distortion Wealth Taxation, I: Information-Theoretic versus Transport-Geometric Optimality on the Proportional Class
by Anders G Fr{o}seth
- 2608.23524 The Measurement Revolution? Credible Measurement and Inference in the Age of AI
by Melissa Dell & Ashesh Rambachan
- 2608.23508 Testing selection on observables in parametric models with refreshment samples
by Grigory Franguridi & Arie Kapteyn
- 2608.23420 Systematic Bias in Green Patent Classification: Silent Green and False Green
by Hamid Bekamiri & Jan Auernhammer & Milad Abbasiharofteh & Jesper Lindgaard Christensen
- 2608.23416 The Axiomatic Trader: Latent Regularity, Information Budgets, and the Canonical Form of a Quantitative Investment System
by Jiayu Li
- 2608.23407 Optimal Grading: A Unified Approach
by Bin Liu & Jingfeng Lu
- 2608.23393 KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Boosted Trees
by Jiayu Li
- 2608.23369 Culture and constitutional compliance
by Jerg Gutmann & Anna Lewczuk-Czerwi'nska & Jacek Lewkowicz & Stefan Voigt
- 2608.23315 Classification testing: A new framework for drawing qualitative conclusions from quantitative estimates
by Andrew C. Eggers & Zikai Li
- 2608.23274 The Physical Crash Frontier: What Finite Option Quotes Can and Cannot Reveal
by Jirong Zhuang
- 2608.23257 How Replicable Are Statistically Significant Findings?
by Patrick Vu & Stefan Faridani
- 2608.23064 Sequentially valid inference for probabilistic inflation forecasts
by Amadeo Grob & Maurizio Daniele & Johanna Ziegel
- 2608.23053 tse_tick: A Python Library for Parsing and Querying Nikkei NEEDS Tick Data from the Tokyo Stock Exchange
by Kazumi Li & Masataka Hayashi & Teruo Nakatsuma & Peter Romero
- 2608.23051 Female Nomination and Party Vote Share in US Gubernatorial Elections
by Paolo Verme
- 2608.22957 Identification and Inference for Causal Effects in Extremes under General Conditions
by Lisa Leimenstoll & Melanie Schienle
- 2608.22890 Randomization tests for model specification in causal inference under network interference
by Supriya Tiwari & Pallavi Basu
- 2608.22864 From Exponential to Polynomial: An Exact Filter for High-Dimensional MSM Models
by Daniyal Ali Hameedi
- 2608.22852 Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron
by Sahong Park & Suhwan Park & Hoyoung Lee & Gakyung Kwon & Wonbin Ahn & Jaewon Choi & Alejandro Lopez-Lira & Yoon Kim & Chanyeol Choi & Hyeongwoo Kong & Yongjae Lee
- 2608.22768 The Loop-Gain Matrix: Coupled Rebalancing Feedback and the Blind Spots of Scalar Stability Monitoring
by Jihwan Woo
- 2608.22706 Double/Debiased Machine Learning for Functional-Form-Robust Spatial Autoregression
by Jieun Lee
- 2608.22703 Diagonal Frog meets ADI: trading matrix exponentials for rational maps in the Fokker--Planck equation
by Andrey Itkin & Rakhymzhan Kazbek
- 2608.22697 Does Rank Still Matter? Position Bias When AI Agents Shop on Our Behalf
by Davood Wadi & Yu Ma
- 2608.22694 Outcome Disclosure and Temporal Refinement in Multi-Battle Team Contests
by Bo Chen & Rui Gao & Jingfeng Lu & Zhewei Wang
- 2608.22620 WSVI: A Dimensionless Shape Family for Implied Volatility and Its Static No-Arbitrage Structure
by Charles Clevenger & Xiang Wan
- 2608.22608 Estimating Pathway Treatment Effects in the Presence of Intermediate Events with Multi-State Data
by Yuhao Deng & Haoyu Wei & Donglin Zeng & Rui Song & Xiao-Hua Zhou
- 2608.22605 Closed-form estimation and uniform inference in additively separable triangular models with a nonseparable first stage
by Keita Sunada
- 2608.22499 Fixed-$T$ Dynamic Spatial Panel Model with Common Shocks
by Jushan Bai & Jesse Chieh Chen
- 2608.22497 Reflexivity from Hierarchical Causality
by Tim Gebbie
- 2608.22478 Arbitrage-Aware Multi-Step Forecasting of Implied Volatility Surfaces: Modelling Surface Trajectories Using Latent Diffusion
by Dominik Manuel Buchegger & Lukas Gonon
- 2608.22371 On Deterministic Optimal Mechanisms in a Two-Item Setting for Distributions with Nondecreasing Density
by Thirumulanathan D
- 2608.22286 Uniform Inference on Quantile Effects under Network Interference
by Zequn Jin & Gaoqian Xu & Zixin Yang & Zhengyu Zhang
- 2608.22234 Learning to Agree under Pseudo-Reciprocity
by Shinya Sugiura
- 2608.22002 Uniformly Valid Inference Under Interactive and High-Dimensional Constraints
by Joseph Fry
- 2608.21888 Short-horizon mean reversion in cryptocurrency markets: a matched cross-market measurement
by Nadav A. Kitron & Jonathan M. Wengrowicz
- 2608.21873 Discrete asset pricing under transaction costs and model uncertainty with and without short-sale constraints
by Wenqing Zhang
- 2608.21843 Debt relief and remittances can offset foreign aid cuts for most countries, but some remain locked out
by Andrea Vismara & Rafael Prieto-Curiel & Rosie Hayward
- 2608.21691 Contextual Visual Distinctiveness in Online Product Search
by Felicia Nguyen
- 2608.21619 Exact Rejection Sampling for Non-Gaussian State Space Models
by Joshua C. C. Chan
- 2608.21506 What Quantitative Risk Modellers Can Learn from Durkheim's Study of Suicide
by Mahmood Alaghmandan
- 2608.21498 Beyond Lognormal Sums: A Four-Moment Probability Framework for Basket and Spread Option Pricing
by Dongdong Hu & Hasanjan Sayit & Steve Tchoneteck & Frederi Viens
- 2608.21334 Across-Design Uncertainty in Short Pricing Panels: Inference and Identification
by Pedro Cadahia Delgado
- 2608.21274 Recommendation Quality and the Concentration of Consumption: Experimental Evidence from Netflix
by Guy Aridor & Winston Chou & Nathan Kallus & Antoine Scheid & Allen Tren & Kevin Zielincki
- 2608.21130 A Synthetic Benchmark Dataset with Endogenous Marketing Spend for Validating Marketing Mix Models
by Niklas Heusch
- 2608.21128 Structural Estimation of Marketing Mix Model Parameters from Geo-Experiments
by Niklas Heusch
- 2608.20982 Surrender runs
by Andreas Loffler & Stefan Steins
- 2608.20842 Rethinking Synthetic Scenario Realism: Compatibility, Not Fidelity, Drives Hedging Performance
by Ryuji Hashimoto & Masanori Hirano & Ryota Ozaki & Kentaro Imajo
- 2608.20779 Candidate Set Size and Voting Behavior: A Front-Door Approach to Causal Moderation
by Masayuki Haruhara
- 2608.20766 Certified Learning and Equilibrium Implementation under Opaque Partial Commitment
by Shuyang Zhang & Xiangtian Li
- 2608.20727 A Multiscale Ball Test for Conditional Mean Independence
by Simon Rudkin & Wanling Rudkin
- 2608.20698 Priority Transparency, Admission Chances, and Information Acquisition in School Choice
by Georgy Artemov & Siqi Pan
- 2608.20589 Calibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin Equation
by Andrey Itkin
- 2608.20377 If It Walks Like an Arbitrage: Protocol-Agnostic Detection with Decidable Structural Equivalence
by Adam Khayam & Hamid Kolli & Mohamed Iguernlala & c{C}agdas Bozman
- 2608.20304 Calibration-Induced Degeneracy in LLM Financial Forecasting: An Audit-Trailed Case Study on Next-Day Market Risk
by Arin Mohanty
- 2608.20179 Dynamic Portfolio Optimization under CVaR Constraints
by Anran Hu & Silvana M. Pesenti & Xiaofei Shi
- 2608.20074 Characterizations of continuous adequate objective functions for ordinal or interval scaled data
by Gianni Bosi & Gabriele Sbaiz & Magal`i Zuanon
- 2608.20020 The Reconfiguration Premium: Co-movement Structure as an Unspanned Dimension of the Variance Risk Premium
by Lucas Carvalho
- 2608.19944 A Privacy Budgeting Framework for Online Experimentation
by Gilian R. Ponte & Alina Ferecatu
- 2608.19897 Ranking Experiments under Sequential Sampling
by Zihao Li & Tianhao Liu
- 2608.19846 Random Cap: Optimal Informationally Robust Delegation
by Zhiyuan Jia
- 2608.19634 Curvature-Calibrated Quasi-Bayesian Updating for Moment-Restricted Models
by Masahiro Tanaka
- 2608.19474 Monotone Allocations without Single-Crossing: When to Bunch and When to Jump
by Aloisio Araujo & Carolina Parra & Sergei Vieira
- 2608.19394 Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation
by Samer El Boustany & Th'eo Basseras & Samy Mekkaoui & Alexandre Alouadi & Yadh Hafsi & Huy^en Pham
- 2608.19389 Concentrated Liquidity Provision: a Reinforcement Learning Perspective
by Georgios Chionas & Charalampos Kleitsikas & Stefanos Leonardos & Leandro S'anchez-Betancourt & Carmine Ventre
- 2608.19227 M3: A State-Event Generative Foundation Model for Market Microstructure Dynamics
by Yanzhi Zhang & Yu Ma & Yilin Cheng & Jian Li & Yitong Duan
- 2608.19223 Henstock--Kurzweil Path Integral in Financial Mathematics: A Machine-Verified Pricing of European and Barrier Options
by Alexander S. Ushakov & Yury N. Berdinsky
- 2608.19221 Filtering Credit Risk with Stochastic Discontinuities
by F'elix B. Tambe-Ndonfack
- 2608.19217 CAT Bond Pricing with Kolmogorov--Arnold Networks
by Sean Seow Cheng Hong
- 2608.18981 Conformity Traps and the Formation of Independent Judgment
by Hector Galindo-Silva
- 2608.18973 Don't Drop the Singletons: Efficient Inference for Pairwise Experiments with Independent Attrition
by Simon He{ss} & Patrick W. Schmidt
- 2608.18798 Characterizing the Plurality Rule via Clone Invariance
by Leo Goto
- 2608.18783 When to Sell an Asset? - A Distribution Builder Approach
by Peter Carr & Stephan Sturm
- 2608.18739 Coalitional Manipulation of Set-Valued Median Voting
by Toshiya Yoshimura
- 2608.18690 Europe's Climate Ambition Under Scrutiny: Evidence from Deep Learning Emission Projections
by Jacopo Ghirri & Carlos Rodriguez-Pardo & Lara Aleluia Reis & Massimo Tavoni
- 2608.18657 Accounting for intra-household joint travel in agent-based transport simulations
by Javaudin Lucas & Araldo Andrea & Coulombel Nicolas
- 2608.18554 CentaurBench: Benchmarking LLM Capabilities on Augmenting vs. Automating Real-World Work Tasks
by Pattaraphon Kenny Wongchamcharoen & Kris Gulati & Min Min Fong & Abhishek Nagaraj
- 2608.18443 Limit Theory for U-Statistics under Clustered and Weakly Dependent Data
by Emmanuel Selorm Tsyawo
- 2608.18381 Stable Matching with Peer-Dependent Preferences: Existence and Cutoff Characterization
by Jacob D. Leshno
- 2608.18375 Difference-in-Differences Models in the Presence of Time-Varying Mediators
by Kyunghoon Ban & Zhengrun Chen & D'esir'e K'edagni
- 2608.18299 The Market's Conditioning Representation: Equilibrium, Crowding, and Convention Multiplicity
by Alejandro Rodriguez Dominguez
- 2608.18283 The Fragility of Social Learning with Noisy Messages
by Matthew O. Jackson & Suraj Malladi & David McAdams
- 2608.18265 How AI Prompts Can Teach Us About the Structure of Human Behavior
by Matthew O. Jackson & Benjamin S. Manning & Yutong Xie & Walter Yuan & Qiaozhu Mei
- 2608.18195 Multi-Level Market Making with Reinforcement Learning
by Patrick Cheridito & Moritz Weiss
- 2608.18120 Tradable It\^o Signatures: A Model-Free, Interpretable Framework for Dynamic Hedging
by Xin Guo & Binnan Wang & Ruixun Zhang
- 2608.18119 Shifting Social Dispositions, Stable Prosocial Traits: A Global Age-Period-Cohort Analysis of Human Personality
by Paul X. McCarthy & Xian Gong & John A. Johnson & Marian-Andrei Rizoiu & Margaret L. Kern & Jean M. Twenge
- 2608.18117 Position: AI Leaderboards Are Underserving the Global South: A Case Study from India
by Sourav Banerjee & Saikat Saha
- 2608.18113 Optimal Loss Allocation in a Mean-Field Model of Systemic Risk
by Yucheng Guo & Qinxin Yan
- 2608.18099 FinSkillBench: Evaluating AI Agents and Domain Skills for Investment Management
by Jermyn Zhen Yong Bek & Zhuang Qiang Bok & Zhongtian Sun
- 2608.18069 Revisiting the Intra-Team Communication Method to Elicit Level-k Reasoning in Beauty Contests and 11-20 Games
by Zitian Wang & Istiak Ahmed & Patarasate Unjitwattana & Emily Yunxi Xie & Meng-Jhang Fong & Po-Hsuan Lin
- 2608.18057 The Limits of Experimental Design: Covariate Balance Beyond Low Dimension
by Max Cytrynbaum
- 2608.18022 Entropic Value-at-Risk portfolio optimization for tempered stable L\'evy processes
by Jaehyung Choi
- 2608.17808 Self-Consistent Adjoint Policy Iteration for Constrained Dynamic Portfolio Choice
by Jeonggyu Huh & Yeoneung Kim & Seungwon Jeong
- 2608.17766 Does the grand coalition form? Persistence, arrival, and the role of the sharing rule in a dynamic process of nested binding agreements
by Jobst Heitzig
- 2608.17715 Communicating Credit Risk with Large Language Models: Evaluation of Explanations from Standard and Alternative Data-Based Models
by Sahab Zandi & Noah Kostesku & Christophe Mues & Mar'ia 'Oskarsd'ottir & Cristi'an Bravo
- 2608.17636 COS-TT-CHF: A Tensor-Train Characteristic-Function COS Method for Multi-Asset Option Pricing
by Lucas Arenstein & Michael Kastoryano
- 2608.17624 Governing Delegation to Generative Artificial Intelligence: Human Direction, Work-Related Orientation, and Modes of Use
by Jorge F'abrega
- 2608.17481 A generic nonparametric value-at-risk estimator for high dimensions
by Siyuan Sun
- 2608.17446 Searchable Menus
by Frank Yang & Piotr Dworczak
- 2608.17436 The Long-Term Effects of British and French Colonization in Africa on Trust in Traditional Leaders
by Brice Romuald Gueyap Kounga
- 2608.17363 Conservation of Short-term Flows: Signed Optimal Transport
by Jiaxing Weng
- 2608.17312 Reputation and institutional certification as complementary trust mechanisms in a single online market
by Yuta Kido & Yohsuke Ohtsubo
- 2608.17273 Bayesian Signaling and Entry Decisions under Uncertain Market Conditions
by Mustapha Nyenye Issah & Paramahansa Pramanik
- 2608.17111 Stranded credentials: how a skill-signaling market absorbed generative AI
by Song Yao
- 2608.16869 The New Mathematics of Democracy
by Bailey Flanigan & Ismar Volic
- 2608.16867 Trading Scope for Credibility in Difference-in-Differences
by Parush Arora & Abhishek Chand
- 2608.16856 zLend: A Dual-Scope Cash-Flow Reconstruction Framework for On-Chain Credit Underwriting
by Girish G N & Ashutosh Sahoo & Akshay SP & Gurukiran S & Dhanashekar Kandaswamy
- 2608.16849 Targeting Support Using Job Seekers' Biases: A Randomized Experiment
by Bruno Cr'epon & Aur'elien Frot & Christophe Gaillac
- 2608.16842 When ratios fall: A dynamic approach to contingent convertibles
by Li Chen & Liang Wang & Weixuan Xia
- 2608.16827 Biases-Informed Job Search Guidance: Characterization, Implications, and Targeting Support
by Bruno Cr'epon & Aur'elien Frot & Christophe Gaillac
- 2608.16749 Rough Volatility Across Assets
by Saad Mouti
- 2608.16708 Quantile restrictions, revealed rankings, and the limits of multinomial choice
by Tatiana Komarova
- 2608.16699 Learning to Price with Persuasion
by Maria-Florina Balcan & Tejas Pagare & Karan Singh
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by Zihan Zhao
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by Ying Zeng
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by Fernando Delbianco & Federico Fioravanti & Fernando Tohm'e & Mart'in Trombetta
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by Sitian Liu & Yichen Su
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by Remy Levin & Daniela Vidart
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by Arishi Orra & Himanshu Choudhary & Manoj Thakur
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by Jikai Jin
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