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Content
2024
- 2412.04354 Multi-Scale Node Embeddings for Graph Modeling and Generation
by Riccardo Milocco & Fabian Jansen & Diego Garlaschelli
- 2412.04293 Cubic-based Prediction Approach for Large Volatility Matrix using High-Frequency Financial Data
by Sung Hoon Choi & Donggyu Kim
- 2412.04265 On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs
by Yuta Okamoto & Yuuki Ozaki
- 2412.04263 Correlation without Factors in Retail Cryptocurrency Markets
by Graham L. Giller
- 2412.04063 Understanding the Excess Bond Premium
by Kevin Benson & Ing-Haw Cheng & John Hull & Charles Martineau & Yoshio Nozawa & Vasily Strela & Yuntao Wu & Jun Yuan
- 2412.04034 Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations
by Yunhua Pei & Jin Zheng & John Cartlidge
- 2412.03963 Augmenting Minds or Automating Skills: The Differential Role of Human Capital in Generative AI's Impact on Creative Tasks
by Meiling Huang & Ming Jin & Ning Li
- 2412.03879 E-Commerce in Africa: Divergent Impacts on Rural and Urban Economies
by Jaelyn S. Liang & Rehaan S. Mundy & Shriya Jagwayan
- 2412.03755 Economic Geography and Structural Change
by Clement E. Bohr & Marti Mestieri & Frederic Robert-Nicoud
- 2412.03668 Hidden Markov graphical models with state-dependent generalized hyperbolic distributions
by Beatrice Foroni & Luca Merlo & Lea Petrella
- 2412.03618 Research on Financial Multi-Asset Portfolio Risk Prediction Model Based on Convolutional Neural Networks and Image Processing
by Zhuohuan Hu & Fu Lei & Yuxin Fan & Zong Ke & Ge Shi & Zichao Li
- 2412.03608 Evaluating the Relationship of EV Charging Station on the Uptake of Electric Vehicles -- Implication of the NEVI Formula Program
by Putra Farrel Azhar
- 2412.03606 Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
by Wenying Sun & Zhen Xu & Wenqing Zhang & Kunyuan Ma & You Wu & Mengfang Sun
- 2412.03598 Counter-Geoengineering: Feasibility and Policy Implications for a Geoengineered World
by Felipe de Bolle & Egemen Kolemen
- 2412.03583 Spatial Econometric Analysis of Dana Point's Housing Market
by Hannah Attar
- 2412.03554 Categorize and randomize: a model of sequential stochastic choice
by Ester Sudano
- 2412.03305 Turnover of investment portfolio via covariance matrix of returns
by A. V. Kuliga & I. N. Shnurnikov
- 2412.03227 Never-ending Search for Innovation
by Jean-Michel Benkert & Igor Letina
- 2412.03217 Social media and suicide: empirical evidence from the quasi-exogenous geographical adoption of Twitter
by Alexis Du & Thomas Renault
- 2412.03130 The Value of Solving Pains
by Jurg Meierhofer & Nikola Pascher & Jochen Wulf
- 2412.03038 MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management
by Liwei Deng & Tianfu Wang & Yan Zhao & Kai Zheng
- 2412.03033 Unveiling Saving and Credit Dynamics: Insights from Financial Diaries and Surveys among Low-Income Households in Unauthorized Colonies in Delhi
by Divya Sharma
- 2412.02767 Endogenous Heteroskedasticity in Linear Models
by Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas
- 2412.02660 A Markowitz Approach to Managing a Dynamic Basket of Moving-Band Statistical Arbitrages
by Kasper Johansson & Thomas Schmelzer & Stephen Boyd
- 2412.02654 Simple and Effective Portfolio Construction with Crypto Assets
by Kasper Johansson & Stephen Boyd
- 2412.02609 Wasserstein Markets for Differentially-Private Data
by Saurab Chhachhi & Fei Teng
- 2412.02605 Interpretable Company Similarity with Sparse Autoencoders
by Marco Molinari & Vladimir Tregubiak & Victor Shao & Abhimanyu Pandey & Mateusz Mikolajczak & Sebasti~ao Kuznetsov Ryder Torres Pereira
- 2412.02452 Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets
by Aman Saggu & Lennart Ante & Kaja Kopiec
- 2412.02446 An Integral Equation Arising from Time-Consistent Portfolio Selection
by Zongxia Liang & Sheng Wang & Jianming Xia
- 2412.02435 Sequential Payment Rules: Approximately Fair Budget Divisions via Simple Spending Dynamics
by Haris Aziz & Patrick Lederer & Xinhang Lu & Mashbat Suzuki & Jeremy Vollen
- 2412.02408 Leveraging Ensemble-Based Semi-Supervised Learning for Illicit Account Detection in Ethereum DeFi Transactions
by Shabnam Fazliani & Mohammad Mowlavi Sorond & Arsalan Masoudifard
- 2412.02380 Use of surrogate endpoints in health technology assessment: a review of selected NICE technology appraisals in oncology
by Lorna Wheaton & Sylwia Bujkiewicz
- 2412.02342 A Rule-Based Methodology for Company Identification: Application to the Downstream Space Sector
by Kenza Bousedra & Pierre Pelletier
- 2412.02251 Selective Reviews of Bandit Problems in AI via a Statistical View
by Pengjie Zhou & Haoyu Wei & Huiming Zhang
- 2412.02183 Endogenous Interference in Randomized Experiments
by Mengsi Gao
- 2412.02167 Driving Reductions in Emissions Unlocking the Potential of Fuel Economy Targets in Saudi Arabia
by Ibrahem Shatnawi & Jeyhun I. Mikayilov
- 2412.02135 Unsupervised Learning-based Calibration Scheme for the Rough Bergomi Model
by Changqing Teng & Guanglian Li
- 2412.02065 Leveraging Large Language Models to Democratize Access to Costly Financial Datasets for Academic Research
by Julian Junyan Wang & Victor Xiaoqi Wang
- 2412.01867 Decoding Financial Behaviour: An Analysis of urbanised households in India using AIDIS 77th round
by Divya Sharma
- 2412.01760 Capacity Constraints in Principal-Agent Problems
by Aubrey Clark
- 2412.01704 Performance-based variable premium scheme and reinsurance design
by David Landriault & Fangda Liu & Ziyue Shi
- 2412.01603 A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
by Dennis Lim & Wenjie Wang & Yichong Zhang
- 2412.01532 Pollution and Mortality: Evidence from early 20th Century Sweden
by Michael Haylock & Martin Karlsson & Maksym Obrizan
- 2412.01367 From rotational to scalar invariance: Enhancing identifiability in score-driven factor models
by Giuseppe Buccheri & Fulvio Corsi & Emilija Dzuverovic
- 2412.01208 Locally robust semiparametric estimation of sample selection models without exclusion restrictions
by Zhewen Pan & Yifan Zhang
- 2412.01139 Tournaments with a Standard
by Mikhail Drugov & Dmitry Ryvkin & Jun Zhang
- 2412.01069 The Promise and Peril of Generative AI: Evidence from GPT-4 as Sell-Side Analysts
by Edward Li & Zhiyuan Tu & Dexin Zhou
- 2412.01062 Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning
by Yuxin Fan & Zhuohuan Hu & Lei Fu & Yu Cheng & Liyang Wang & Yuxiang Wang
- 2412.01030 Iterative Distributed Multinomial Regression
by Yanqin Fan & Yigit Okar & Xuetao Shi
- 2412.00986 A model of strategic sustainable investment
by Tiziano De Angelis & Caio C'esar Graciani Rodrigues & Peter Tankov
- 2412.00920 Neural Network Approach to Demand Estimation and Dynamic Pricing in Retail
by Kirill Safonov
- 2412.00897 A partial-state space model of unawareness
by Wesley H. Holliday
- 2412.00896 Alpha Mining and Enhancing via Warm Start Genetic Programming for Quantitative Investment
by Weizhe Ren & Yichen Qin & Yang Li
- 2412.00886 Thermal Macroeconomics: An axiomatic theory of aggregate economic phenomena
by N. J. Chater & R. S. MacKay
- 2412.00716 Effects of time aggregation, product aggregation, and seasonality in measuring bullwhip ratio
by Hau Mike Ma & Jiazhen Huo & Yongrui Duan
- 2412.00710 On-Chain Credit Risk Score (OCCR Score) in DeFi
by Rik Ghosh & Arka Datta & Vidhi Aggarwal & Sudipan Sinha & Abhimanyu Nag
- 2412.00658 Probabilistic Predictions of Option Prices Using Multiple Sources of Data
by Worapree Maneesoonthorn & David T. Frazier & Gael M. Martin
- 2412.00655 Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures
by Mario Ghossoub & Qinghua Ren & Ruodu Wang
- 2412.00649 Extreme Points in Multi-Dimensional Screening
by Patrick Lahr & Axel Niemeyer
- 2412.00634 Optimization of Delivery Routes for Fresh E-commerce in Pre-warehouse Mode
by Alice Harward & Junjie Lin & Yun Wang & Xiaoke Xie
- 2412.00615 Macroeconomics of Racial Disparities: Discrimination, Labor Market, and Wealth
by Guanyi Yang & Srinivasan Murali
- 2412.00607 Risk models from tree-structured Markov random fields following multivariate Poisson distributions
by H'el`ene Cossette & Benjamin C^ot'e & Alexandre Dubeau & Etienne Marceau
- 2412.00549 SeQwen at the Financial Misinformation Detection Challenge Task: Sequential Learning for Claim Verification and Explanation Generation in Financial Domains
by Jebish Purbey & Siddhant Gupta & Nikhil Manali & Siddartha Pullakhandam & Drishti Sharma & Ashay Srivastava & Ram Mohan Rao Kadiyala
- 2412.00468 Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals
by Nick James & Max Menzies
- 2412.00233 Peer Effects and Herd Behavior: An Empirical Study Based on the "Double 11" Shopping Festival
by Hambur Wang
- 2412.00135 On the relative performance of some parametric and nonparametric estimators of option prices
by Carlo Marinelli & Stefano D'Addona
- 2412.00062 Deep Learning-Based Electricity Price Forecast for Virtual Bidding in Wholesale Electricity Market
by Xuesong Wang & Sharaf K. Magableh & Oraib Dawaghreh & Caisheng Wang & Jiaxuan Gong & Zhongyang Zhao & Michael H. Liao
- 2412.00036 Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
by Andrew Lesniewski & Giulio Trigila
- 2412.00011 The use of knowledge in open-ended systems
by Abigail Devereaux & Roger Koppl
- 2411.19857 Condorcet-Consistent Choice Among Three Candidates
by Felix Brandt & Chris Dong & Dominik Peters
- 2411.19649 Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)
by Jiahao Zhu & Hengzhi Wu
- 2411.19637 Ergodic optimal liquidations in DeFi
by Jialun Cao & David v{S}iv{s}ka
- 2411.19572 Canonical correlation analysis of stochastic trends via functional approximation
by Massimo Franchi & Iliyan Georgiev & Paolo Paruolo
- 2411.19444 Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index
by Abraham Atsiwo & Andrey Sarantsev
- 2411.19436 Self-protection and insurance demand with convex premium principles
by Qiqi Li & Wei Wang & Yiying Zhang
- 2411.19431 Money Burning Improves Mediated Communication
by Yi Liu & Yang Yu
- 2411.19372 Dynamic matching games: stationary equilibria under varying commitments
by Nadia Gui~naz'u & Pablo Neme & Jorge Oviedo
- 2411.19317 Deep learning interpretability for rough volatility
by Bo Yuan & Damiano Brigo & Antoine Jacquier & Nicola Pede
- 2411.19285 BPQP: A Differentiable Convex Optimization Framework for Efficient End-to-End Learning
by Jianming Pan & Zeqi Ye & Xiao Yang & Xu Yang & Weiqing Liu & Lewen Wang & Jiang Bian
- 2411.19206 A general framework for pricing and hedging under local viability
by Huy N. Chau & Miklos Rasonyi
- 2411.18997 GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network
by Yonggai Zhuang & Haoran Chen & Kequan Wang & Teng Fei
- 2411.18978 Warfare Ignited Price Contagion Dynamics in Early Modern Europe
by Emile Esmaili & Michael J. Puma & Francis Ludlow & Eva Jobbova
- 2411.18856 Quantifying Global Food Trade: A Net Caloric Content Approach to Network Analysis
by Chengyi Tu
- 2411.18838 Contrasting the optimal resource allocation to cybersecurity and cyber insurance using prospect theory versus expected utility theory
by Chaitanya Joshi & Jinming Yang & Sergeja Slapnicar & Ryan K L Ko
- 2411.18834 Assessing the physical risks of climate change for the financial sector: a case study from Mexico's Central Bank
by Francisco Estrada & Miguel A. Altamirano del Carmen & Oscar Calderon-Bustamante & W. J. Wouter Botzen & Serafin Martinez-Jaramillo & Stefano Battiston
- 2411.18830 Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy
by Yonghe Lu & Yanrong Yang & Terry Zhang
- 2411.18772 Difference-in-differences Design with Outcomes Missing Not at Random
by Sooahn Shin
- 2411.18541 The Rise and Fall of Ideas' Popularity
by Piero Mazzarisi & Alessio Muscillo & Claudio Pacati & Paolo Pin
- 2411.18461 Scale Economies and Aggregate Productivity
by Joel Kariel & Anthony Savagar
- 2411.18397 Optimal payoff under Bregman-Wasserstein divergence constraints
by Silvana M. Pesenti & Steven Vanduffel & Yang Yang & Jing Yao
- 2411.18154 Semiclassical CEV Option Pricing Model: an Analytical Approach
by Jose A. Capit'an & Jose Lope-Alba & Juan J. Morales-Ruiz
- 2411.18144 Household Resource Allocation Dynamics and Policies: Integrating Future Earnings of Children, Fertility, Pension, Health, and Education
by Sushmita Kumari & Siddharth Gavhale
- 2411.17900 Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading
by Suyeol Yun
- 2411.17899 Remote Surgery with 5G or 6G: Knowledge Production and Diffusion Globally and in the German Case
by Marina Martinelli & Andr'e Tosi Furtado
- 2411.17883 Independence and indifferent points imply continuity
by Gerrit Bauch
- 2411.17783 KACDP: A Highly Interpretable Credit Default Prediction Model
by Kun Liu & Jin Zhao
- 2411.17743 Ranking probabilistic forecasting models with different loss functions
by Tomasz Serafin & Bartosz Uniejewski
- 2411.17723 The Impact of Banking Competition on Interest Rates for Household Consumption Loans in the Euro Area
by Alexander Rom
- 2411.17683 Coping with the Dunkelflaute: Power system implications of variable renewable energy droughts in Europe
by Martin Kittel & Alexander Roth & Wolf-Peter Schill
- 2411.17597 Belief patterns with information processing
by Federico Vaccari
- 2411.17587 Decision making in stochastic extensive form II: Stochastic extensive forms and games
by E. Emanuel Rapsch
- 2411.17542 Causal Inference in Finance: An Expertise-Driven Model for Instrument Variables Identification and Interpretation
by Ying Chen & Ziwei Xu & Kotaro Inoue & Ryutaro Ichise
- 2411.17353 Joint Combinatorial Node Selection and Resource Allocations in the Lightning Network using Attention-based Reinforcement Learning
by Mahdi Salahshour & Amirahmad Shafiee & Mojtaba Tefagh
- 2411.17165 Expectation Formation in a Simple New Keynesian DSGE Framework: A Comparative Analysis of Behavioral and Rational Expectations in the Indian Context
by Arpan Chakraborty
- 2411.17136 Autoencoder Enhanced Realised GARCH on Volatility Forecasting
by Qianli Zhao & Chao Wang & Richard Gerlach & Giuseppe Storti & Lingxiang Zhang
- 2411.17072 The Role of the Assumptions for the Existence of a General Equilibrium
by Pablo Ahumada
- 2411.16978 Normal Approximation for U-Statistics with Cross-Sectional Dependence
by Weiguang Liu
- 2411.16906 A Binary IV Model for Persuasion: Profiling Persuasion Types among Compliers
by Zeyang Yu
- 2411.16893 The Economics of Climate Adaptation: An Assessment
by Anna Josephson & Rodrigo Guerra Su & Greg Collins & Katharine Jacobs
- 2411.16666 CatNet: Effective FDR Control in LSTM with Gaussian Mirrors and SHAP Feature Importance
by Jiaan Han & Junxiao Chen & Yanzhe Fu
- 2411.16662 A Supervised Machine Learning Approach for Assessing Grant Peer Review Reports
by Gabriel Okasa & Alberto de Le'on & Michaela Strinzel & Anne Jorstad & Katrin Milzow & Matthias Egger & Stefan Muller
- 2411.16617 Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
by Boris Ter-Avanesov & Gunter A. Meissner
- 2411.16585 MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
by Aaron Wheeler & Jeffrey D. Varner
- 2411.16574 Naive Algorithmic Collusion: When Do Bandit Learners Cooperate and When Do They Compete?
by Connor Douglas & Foster Provost & Arun Sundararajan
- 2411.16569 Predictive Power of LLMs in Financial Markets
by Jerick Shi & Burton Hollifield
- 2411.16553 Do Activists Align with Larger Mutual Funds?
by Manish Jha
- 2411.16552 When Is Heterogeneity Actionable for Personalization?
by Anya Shchetkina & Ron Berman
- 2411.16277 FinML-Chain: A Blockchain-Integrated Dataset for Enhanced Financial Machine Learning
by Jingfeng Chen & Wanlin Deng & Dangxing Chen & Luyao Zhang
- 2411.16244 What events matter for exchange rate volatility ?
by Igor Martins & Hedibert Freitas Lopes
- 2411.15996 Homeopathic Modernization and the Middle Science Trap: conceptual context of ergonomics, econometrics and logic of some national scientific case
by Eldar Knar
- 2411.15980 Inter-firm Heterogeneity in Production
by Michele Battisti & Valentino Dardanoni & Stefano Demichelis
- 2411.15797 Utilization and Profitability of Tractor Services for Maize Farming in Ejura-Sekyedumase Municipality, Ghana
by Fred Nimoh & Innocent Yao Yevu & Attah-Nyame Essampong & Asante Emmanuel Addo & Addai Kevin
- 2411.15718 Can an increase in productivity cause a decrease in production? Insights from a model economy with AI automation
by Casey O. Barkan
- 2411.15712 Research on Optimal Portfolio Based on Multifractal Features
by Yong Li
- 2411.15674 Quantile deep learning models for multi-step ahead time series prediction
by Jimmy Cheung & Smruthi Rangarajan & Amelia Maddocks & Xizhe Chen & Rohitash Chandra
- 2411.15625 Canonical Correlation Analysis: review
by Anna Bykhovskaya & Vadim Gorin
- 2411.15519 Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN)
by Ling Chen
- 2411.15401 The reference interval in higher-order stochastic dominance
by Ruodu Wang & Qinyu Wu
- 2411.15317 Marginal Reputation
by Daniel Luo & Alexander Wolitzky
- 2411.15228 Forecasting the Price of Rice in Banda Aceh after Covid-19
by Fadhlul Mubarak & Vinny Yuliani Sundara & Nurniswah
- 2411.15092 Trade Wars with Trade Deficits
by Pau Pujolas & Jack Rossbach
- 2411.15053 Markov-Functional Models with Local Drift
by ShengQuan Zhou
- 2411.15002 A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits
by Tsogt-Ochir Enkhbayar
- 2411.14763 From Replications to Revelations: Heteroskedasticity-Robust Inference
by Sebastian Kranz
- 2411.14646 Diversification quotient based on expectiles
by Xia Han & Liyuan Lin & Hao Wang & Ruodu Wang
- 2411.14463 Leveraging AI and NLP for Bank Marketing: A Systematic Review and Gap Analysis
by Christopher Gerling & Stefan Lessmann
- 2411.14230 Public sentiments on the fourth industrial revolution: An unsolicited public opinion poll from Twitter
by Diletta Abbonato
- 2411.14068 Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide
by James B. Glattfelder & Thomas Houweling
- 2411.14058 Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
by Tatsuru Kikuchi
- 2411.13993 Market Making without Regret
by Nicol`o Cesa-Bianchi & Tommaso Cesari & Roberto Colomboni & Luigi Foscari & Vinayak Pathak
- 2411.13965 Does the square-root price impact law belong to the strict universal scalings?: quantitative support by a complete survey of the Tokyo stock exchange market
by Yuki Sato & Kiyoshi Kanazawa
- 2411.13937 Analytical Formula for Fractional-Order Conditional Moments of Nonlinear Drift CEV Process with Regime Switching: Hybrid Approach with Applications
by Kittisak Chumpong & Khamron Mekchay & Fukiat Nualsri & Phiraphat Sutthimat
- 2411.13823 Non-Allais Paradox and Context-Dependent Risk Attitudes
by Edward Honda & Keh-Kuan Sun
- 2411.13813 The Value of Information from Sell-side Analysts
by Linying Lv
- 2411.13810 Dynamic spatial interaction models for a leader's resource allocation and followers' multiple activities
by Hanbat Jeong
- 2411.13792 Multiscale Markowitz
by Revant Nayar & Raphael Douady
- 2411.13783 Process and Policy Insights from Intercomparing Electricity System Capacity Expansion Models
by Greg Schivley & Michael Blackhurst & Patricia Hidalgo-Gonzalez & Jesse Jenkins & Oleg Lugovoy & Qian Luo & Michael J. Roberts & Rangrang Zheng & Cameron Wade & Matthias Fripp
- 2411.13762 Assessing Stablecoin Credit Risks
by Yuval Boneh & Ethan Jones
- 2411.13684 Flow methods for cooperative games with generalized coalition configuration
by Encarnacion Algaba & Eric Remila & Philippe Solal
- 2411.13615 A Deep Learning Approach to Predict the Fall [of Price] of Cryptocurrency Long Before its Actual Fall
by Anika Tahsin Meem
- 2411.13603 A Full-History Network Dataset for BTC Asset Decentralization Profiling
by Ling Cheng & Qian Shao & Fengzhu Zeng & Feida Zhu
- 2411.13599 Can ChatGPT Overcome Behavioral Biases in the Financial Sector? Classify-and-Rethink: Multi-Step Zero-Shot Reasoning in the Gold Investment
by Shuoling Liu & Gaoguo Jia & Yuhang Jiang & Liyuan Chen & Qiang Yang
- 2411.13594 High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines
by Christian D. Blakely
- 2411.13586 Advance Detection Of Bull And Bear Phases In Cryptocurrency Markets
by Rahul Arulkumaran & Suyash Kumar & Shikha Tomar & Manideep Gongalla & Harshitha
- 2411.13579 Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints
by Wenyuan Wang & Kaixin Yan & Xiang Yu
- 2411.13576 The Role of Central Banks in Advancing Sustainable Finance
by A T M Omor Faruq & Md Toufiqul Huq
- 2411.13565 Intergenerational cross-subsidies in UK collective defined contribution (CDC) funds
by John Armstrong & James Dalby & Catherine Donnelly
- 2411.13564 A Random Forest approach to detect and identify Unlawful Insider Trading
by Krishna Neupane & Igor Griva
- 2411.13562 The Role of AI in Financial Forecasting: ChatGPT's Potential and Challenges
by Shuochen Bi & Tingting Deng & Jue Xiao
- 2411.13559 Composing Ensembles of Instrument-Model Pairs for Optimizing Profitability in Algorithmic Trading
by Sahand Hassanizorgabad
- 2411.13558 Finding the nonnegative minimal solutions of Cauchy PDEs in a volatility-stabilized market
by Nicole Tianjiao Yang & Tomoyuki Ichiba
- 2411.13555 Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study
by Junjie Guo
- 2411.13516 Trade, Trees, and Lives
by Xinming Du & Lei Li & Eric Zou
- 2411.13427 Price Setting Rules, Rounding Tax, and Inattention Penalty
by Doron Sayag & Avichai Snir & Daniel Levy
- 2411.13403 Path weighting sensitivities
by Liu Xuan & Gauthier Michel
- 2411.13384 Comparisons of multivariate contribution measures of risk contagion and their applications in cryptocurrency market
by Limin Wen & Junxue Li & Tong Pu & Yiying Zhang
- 2411.13381 Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
by Lars Fluri & A. Ege Yilmaz & Denis Bieri & Thomas Ankenbrand & Aurelio Perucca
- 2411.13372 Clustering with Potential Multidimensionality: Inference and Practice
by Ruonan Xu & Luther Yap
- 2411.13293 Revealed Information
by Laura Doval & Ran Eilat & Tianhao Liu & Yangfan Zhou
- 2411.13180 Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence
by Szymon Lis
- 2411.12860 Matching Design with Sufficiency and Applications to Child Welfare
by Terence Highsmith Ii
- 2411.12845 Underlying Core Inflation with Multiple Regimes
by Gabriel Rodriguez-Rondon
- 2411.12753 Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data
by Bartosz Bieganowski & Robert 'Slepaczuk
- 2411.12748 FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics
by Mabsur Fatin Bin Hossain & Lubna Zahan Lamia & Md Mahmudur Rahman & Md Mosaddek Khan
- 2411.12747 A Survey of Financial AI: Architectures, Advances and Open Challenges
by Junhua Liu
- 2411.12746 A Review of Reinforcement Learning in Financial Applications
by Yahui Bai & Yuhe Gao & Runzhe Wan & Sheng Zhang & Rui Song
- 2411.12725 Reinforcement Learning, Collusion, and the Folk Theorem
by Galit Askenazi-Golan & Domenico Mergoni Cecchelli & Edward Plumb
- 2411.12714 Scoring and Favoritism in Optimal Procurement Design
by Pasha Andreyanov & Ilia Krasikov & Alex Suzdaltsev
- 2411.12655 The Distributional Effects of Economic Uncertainty
by Florian Huber & Massimiliano Marcellino & Tommaso Tornese
- 2411.12543 Germany's Tax Revenue and its Total Administrative Cost
by Christopher Mantzaris & Ajda Fov{s}ner
- 2411.12533 Quasi-stability notions in two-sided matching models
by Nadia Gui~naz'u & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2411.12522 Canonical insurance models: stochastic equations and comparison theorems
by Marcus C. Christiansen & Christian Furrer
- 2411.12509 During and after COVID-19: What happened to the home advantage in Germany's first football division?
by Thorsten Schank & Vivien Voigt & Christian Orthey
- 2411.12412 Procompetitive effects of vertical takeovers. Evidence from the European Union
by Chiara Bellucci & Armando Rungi
- 2411.12375 Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach
by Liang Hou & Hao Yu & Guosong Xu
- 2411.12323 Mirror Descent Algorithms for Risk Budgeting Portfolios
by Martin Arnaiz Iglesias & Adil Rengim Cetingoz & Noufel Frikha
- 2411.12128 The Role of Accuracy and Validation Effectiveness in Conversational Business Analytics
by Adem Alparslan
- 2411.12110 Impacto Redistributivo da Reforma da Tributacao do Consumo no Brasil: Simulacoes Baseadas no PLP68/2004
by Rozane Bezerra de Siqueira & Jose Ricardo Bezerra Nogueira & Carlos Feitosa Luna
- 2411.12036 Prediction-Guided Active Experiments
by Ruicheng Ao & Hongyu Chen & David Simchi-Levi
- 2411.12013 Pricing Weather Derivatives: A Time Series Neural Network Approach
by Marco Hening-Tallarico & Pablo Olivares
- 2411.11853 Chat Bankman-Fried: an Exploration of LLM Alignment in Finance
by Claudia Biancotti & Carolina Camassa & Andrea Coletta & Oliver Giudice & Aldo Glielmo
- 2411.11848 Robust Graph Neural Networks for Stability Analysis in Dynamic Networks
by Xin Zhang & Zhen Xu & Yue Liu & Mengfang Sun & Tong Zhou & Wenying Sun
- 2411.11847 Modelling financial returns with mixtures of generalized normal distributions
by Pierdomenico Duttilo
- 2411.11828 Reinterpreting Delay and Procrastination
by Conrad Kosowsky
- 2411.11810 Projection onto the core: An optimal reallocation to correct market failure
by Dylan Laplace Mermoud
- 2411.11748 Debiased Regression for Root-N-Consistent Conditional Mean Estimation
by Masahiro Kato
- 2411.11625 Modeling the Modeler: A Normative Theory of Experimental Design
by Fernando Payr'o & Evan Piermont
- 2411.11606 Direct Fractional Auction
by Dmitriy Taubman & Boris Gleyzer & Ke Yang & Farhad Rassekh
- 2411.11589 The Impact of the General Data Protection Regulation (GDPR) on Online Usage Behavior
by Klaus M. Miller & Julia Schmitt & Bernd Skiera
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