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Content
2026
- 2603.20809 The Structural Bite: A Methodological Framework for Minimum Wage Studies using Spanish Administrative Data
by Marcos Lacasa-Cazcarra
- 2603.20767 The Process and Dynamics of the Nobel Memorial Prize in Economics, 1969-2025
by Peter J. Dolton & Richard S. J. Tol
- 2603.20683 Distribution-Free Equilibrium in Search Contests
by Emre Ozdenoren & Murat Erkurt
- 2603.20678 AI-Driven Multi-Agent Simulation of Stratified Polyamory Systems: A Computational Framework for Optimizing Social Reproductive Efficiency
by Yicai Xing
- 2603.20674 Carbon Farming: An Expository, Inter-Disciplinary Survey
by V. Priyanka & Geetha Charan & Rohit P. Suresh & Thandava Sunkara & Manojkumar Patil & Kartik Sagar & Aashman Trivedi & K. Soumya & Subir Paul & Parashuram Hadimani & Ganesh Babu & Ravi Trivedi & Yadati Narahari
- 2603.20617 The AI Layoff Trap
by Brett Hemenway Falk & Gerry Tsoukalas
- 2603.20609 Strategy-proof Market Segmentation against Price Discrimination
by Zhonghong Kuang & Sanxi Li & Yi Liu & Yang Yu
- 2603.20582 Generative Diffusion Model for Risk-Neutral Derivative Pricing
by Nilay Tiwari
- 2603.20580 Outperforming a Benchmark with $\alpha$-Bregman Wasserstein divergence
by Silvana M. Pesenti & Thai Nguyen
- 2603.20464 Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications
by Anna Baiardi & Paul S. Clarke & Andrea A. Naghi & Annalivia Polselli
- 2603.20456 Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling
by Tianzuo Hu
- 2603.20394 When are time series predictions causal? The potential system and dynamic causal effects
by Jacob Carlson & Neil Shephard
- 2603.20388 From Cross-Validation to SURE: Asymptotic Risk of Tuned Regularized Estimators
by Karun Adusumilli & Maximilian Kasy & Ashia Wilson
- 2603.20319 Implementation Risk in Portfolio Backtesting: A Previously Unquantified Source of Error
by Dong Yin & Takeshi Miki & Vladislav Lesnichenko & Vasyl Gural
- 2603.20271 Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market
by Sungwoo Kang
- 2603.20252 FinReflectKG -- HalluBench: GraphRAG Hallucination Benchmark for Financial Question Answering Systems
by Mahesh Kumar & Bhaskarjit Sarmah & Stefano Pasquali
- 2603.20247 AlphaLogics: A Market Logic-Driven Multi-Agent System for Scalable and Interpretable Alpha Factor Generation
by Zhangyuhua Weng & Shengli Zhang & Taotao Wang & Yihan Xia
- 2603.20243 Two-Factor Hull-White Model Revisited: Correlation Structure for Two-Factor Interest Rate Model in CVA Calculation
by Osamu Tsuchiya
- 2603.20237 Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
by Tashreef Muhammad
- 2603.20134 Triple/Double-Debiased Lasso
by Denis Chetverikov & Jesper R. -V. S{o}rensen & Aleh Tsyvinski
- 2603.19988 Market Power and Platform Design in Decentralized Electricity Trading
by Nicolas Eschenbaum & Nicolas Greber
- 2603.19984 If Not Now, Then When? Model Risk in the Optimal Exercise of American Options
by Luna Rigby & Rudiger Frey & Erik Schlogl
- 2603.19944 Large Language Models and Stock Investing: Is the Human Factor Required?
by Ricardo Crisostomo & Diana Mykhalyuk
- 2603.19716 Optimal Hedge Ratio for Delta-Neutral Liquidity Provision under Liquidation Constraints
by Atsushi Hane
- 2603.19414 Dynamic Pareto Optima in Multi-Period Pure-Exchange Economies
by Brandon Tam & Mario Ghossoub & Silvana M. Pesenti
- 2603.19412 A Discovery Plan for Pharmacy Benefit Managers Collusion
by Lawrence W. Abrams
- 2603.19390 Did you know that Economics is not only about money? The effect of popularisation talks on high school students' interest in the discipline
by Laura Padilla-Angulo & Diego Jorrat & Jos'e-Ignacio Ant'on & Javier Sierra
- 2603.19380 Survivorship Bias in Emerging Market Small-Cap Indices: Evidence from India's NIFTY Smallcap 250
by Harjot Singh Ranse
- 2603.19349 A Mathematical Theory of Understanding
by Bahar Tac{s}kesen
- 2603.19288 Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction
by Keonvin Park
- 2603.19286 Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion
by Pei-Jun Liao & Hung-Shin Lee & Yao-Fei Cheng & Li-Wei Chen & Hung-yi Lee & Hsin-Min Wang
- 2603.19225 FinTradeBench: A Financial Reasoning Benchmark for LLMs
by Yogesh Agrawal & Aniruddha Dutta & Md Mahadi Hasan & Santu Karmaker & Aritra Dutta
- 2603.19211 Synthetic Control Misconceptions: Recommendations for Practice
by Robert Pickett & Jennifer Hill & Sarah Cowan
- 2603.19136 Adaptive Regime-Aware Stock Price Prediction Using Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control
by Mohammad Al Ridhawi & Mahtab Haj Ali & Hussein Al Osman
- 2603.18969 Robust Investment-Driven Insurance Pricing under Correlation Ambiguity
by Shunzhi Pang
- 2603.18962 Robust Investment-Driven Insurance Pricing and Liquidity Management
by Bingzheng Chen & Jan Dhaene & Chun Liu & Shunzhi Pang
- 2603.18920 The Optimal Reset-Hour of a Once-Daily Petrol Price Increase Limit
by Christoph Siemroth
- 2603.18870 Inference in Regression Discontinuity Designs with Clustered Data
by Claudia Noack & Tomasz Olma & Christoph Rothe
- 2603.18716 Poverty traps are rare, but trappedness isn't
by Isaak Mengesha & Debraj Roy
- 2603.18609 Hierarchical Incentives and the Evolution of Local Cooperation in Wartime: A Continuous Strategy Approach
by Leonardo Becchetti & Franceso Salustri & Nazaria Solferino
- 2603.18563 Reasonably reasoning AI agents can avoid game-theoretic failures in zero-shot, provably
by Enoch Hyunwook Kang
- 2603.18440 Mapping the Midweek Mountain: The New Geography of Hybrid Work
by Norman Guo & Wei Jiang & Yaswanth Pothuru & Baozhong Yang
- 2603.18385 Evolutionarily Stable Stackelberg Equilibrium
by Sam Ganzfried
- 2603.18195 The Role of Data and Metrics in Measuring Inequality Worldwide. A Tribute to Giovanni Andrea Cornia's Lifelong Work on the World Ginis
by Lidia Ceriani & Paolo Verme
- 2603.18107 ARTEMIS: A Neuro Symbolic Framework for Economically Constrained Market Dynamics
by Rahul D Ray
- 2603.18053 Auditing the Auditors: Does Community-based Moderation Get It Right?
by Yeganeh Alimohammadi & Karissa Huang & Christian Borgs & Jennifer Chayes
- 2603.18021 Anomaly prediction in XRP price with topological features
by Illia Donhauzer & Pierluigi Cesana & Tomoyuki Shirai & Yuichi Ikeda
- 2603.17954 Robust quasi-convex risk measures and applications
by Francesca Centrone & Asmerilda Hitaj & Elisa Mastrogiacomo & Emanuela Rosazza Gianin
- 2603.17898 Workers' Incentives and the Optimal Taxation of AI
by Jakub Growiec & Klaus Prettner & Maciej Szkr'obka
- 2603.17881 Towards Measuring Disruptive Innovation Across Countries
by Christian Rutzer & Dragan Filimonovic & Jeffrey T. Macher & Rolf Weder
- 2603.17862 Stronger core results with multidimensional prices
by Mark Braverman & Jingyi Liu & Eric Xue & Chenghan Zhou
- 2603.17792 Multivariate Residual Estimation Risk
by D. J. Manuge
- 2603.17786 Wealth Taxes and Post-Growth: How different tax designs align with different goals
by Thomas Webb & Arthur Apostel & Milena Buchs & Richard Barnthaler
- 2603.17772 Single-Peaked Domain Augmented with Complete Indifference: A Characterization of Target Rules with a Default
by Parikshit De & Abinash Panda & Anup Pramanik
- 2603.17733 Pre-auction strategic communication
by Eric Yan
- 2603.17723 LR-Robot: A Unified Supervised Intelligent Framework for Real-Time Systematic Literature Reviews with Large Language Models
by Wei Wei & Jin Zheng & Zining Wang
- 2603.17692 Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
by Joohyoung Jeon & Hongchul Lee
- 2603.17578 Consistencies in Social Ranking
by Takahiro Suzuki & Michele Aleandri & Stefano Moretti
- 2603.17463 Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
by Massimiliano Caporin & Daniele Girolimetto & Emanuele Lopetuso
- 2603.17381 An Auditable AI Agent Loop for Empirical Economics: A Case Study in Forecast Combination
by Minchul Shin
- 2603.17336 Leg Drain: Quantifying the Global Redistribution of Football Talent through Multi-National Eligibility
by Alexander Lehner & Giovanni Righetto
- 2603.17151 Shallow Representation of Option Implied Information
by Jimin Lin
- 2603.17034 A Users' Guide to Uncovering Worker and Firm Effects: The ABC of AKM
by Stephane Bonhomme & Elena Manresa & Thibaut Lamadon
- 2603.16904 Quantum-Assisted Optimal Rebalancing with Uncorrelated Asset Selection for Algorithmic Trading Walk-Forward QUBO Scheduling via QAOA
by Abraham Itzhak Weinberg
- 2603.16893 Market Power and Distributed Solar Integration in Microgrids under Limited Regulation
by Elsa Bou Gebrael & Majd Olleik & Sebastian Zwickl-Bernhard
- 2603.16886 A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
by Nabeel Ahmad Saidd
- 2603.16729 GeMA: Learning Latent Manifold Frontiers for Benchmarking Complex Systems
by Jia Ming Li & Anupriya & Daniel J. Graham
- 2603.16720 Discrimination-insensitive pricing
by Kathleen Miao & Silvana Pesenti
- 2603.16659 LLMs learn scientific taste from institutional traces across the social sciences
by Ziqin Gong & Ning Li & Huaikang Zhou
- 2603.16434 From Natural Language to Executable Option Strategies via Large Language Models
by Haochen Luo & Zhengzhao Lai & Junjie Xu & Yifan Li & Tang Pok Hin & Yuan Zhang & Chen Liu
- 2603.16333 Open vs. Sealed: Auction Format Choice for Maximal Extractable Value
by Aleksei Adadurov & Sergey Barseghyan & Anton Chtepine & Antero Eloranta & Andrei Sebyakin & Arsenii Valitov
- 2603.16202 Efficient Electric Vehicle Charging Allocation: A Two-Stage Optimization and Participation Analysis
by Ruiwu Liu & Yangjian Zhu
- 2603.16108 Short-horizon Duesenberry Equilibrium
by Jaime Alberto Londo~no
- 2603.16035 Identification Verification for Structural Vector Autoregressions with Sparse Heterogeneous Markov Switching Heteroskedasticity
by Fei Shang & Tomasz Wo'zniak
- 2603.16007 Cities cluster into growth regimes that propagate shocks
by Isaak Mengesha & Hourican Cillian & Debraj Roy
- 2603.16006 Heterogeneous Returns and Wealth Tax Neutrality: A Fokker-Planck Framework
by Anders G Fr{o}seth
- 2603.15974 Flow Taxes, Stock Taxes, and Portfolio Choice: A Generalised Neutrality Result
by Anders G Fr{o}seth
- 2603.15963 Risk-Based Auto-Deleveraging
by Steven Campbell & Natascha Hey & Ciamac C. Moallemi & Marcel Nutz
- 2603.15947 Hyper-Adaptive Momentum Dynamics for Native Cubic Portfolio Optimization: Avoiding Quadratization Distortion in Higher-Order Cardinality-Constrained Search
by Greg Serbarinov
- 2603.15852 Playing Against the Machine: Cooperation, Communication, and Strategy Heterogeneity in Repeated Prisoner's Dilemma
by Chowdhury Mohammad Sakib Anwar & Konstantinos Georgalos
- 2603.15839 A Portfolio-Anchored Frequency-Severity Risk Index for Trip and Driver Assessment Using Telematics Signals
by Jongtaek Lee & Andrei Badescu & X. Sheldon Lin
- 2603.15832 Prices vs. Quantities: Robust Regulation
by Zi Yang Kang
- 2603.15700 When Are Social Ties Associated with Strategic Behavior?
by Nandini Maroo & Kavita Vemuri
- 2603.15652 P vs NP Problem in Portfolio Optimization: Integrating the Markowitz-CAPM Framework with Cardinality Constraints and Black-Scholes Derivative Pricing
by Davit Gondauri
- 2603.15548 On Rational Inattention with Arbitrary Choice Sets
by Chris Engh
- 2603.15511 Some general results on risk budgeting portfolios
by Claudia Fassino & Pierpaolo Uberti
- 2603.15369 A stochastic SIR model for cyber contagion: application to granular growth of firms and to insurance portfolio
by Caroline Hillairet & Olivier Lopez & Lionel Sopgoui
- 2603.15149 Measuring the depth of multidimensional poverty with ordinal data
by Fernando Flores Tavares
- 2603.15015 The exclusion dilation operator for bilateral claims problems
by Aitor Calo-Blanco
- 2603.14760 At-the-money short-time call-price asymptotics for new classes of exponential L\'evy models
by Allen Hoffmeyer & Christian Houdr'e
- 2603.14758 A Quantitative Model of Non-Marriage and Fertility: Bargaining over Leisure
by Kazuharu Yanagimoto
- 2603.14557 Tractable bank capital structure: optimal control under Basel III constraints
by Erhan Bayraktar & Etienne Chevalier & Vathana Ly Vath & Yuqiong Wang
- 2603.14546 Robust Optimal Strategies for Early Liquidation in Financial Systems
by Dohyun Ahn & Hongyi Jiang
- 2603.14491 Private Credit Markets Theory, Evidence, and Emerging Frontiers
by Jiacheng Zou
- 2603.14453 E-TRENDS: Enhanced LSTM Trend Forecasting for Equities
by Harris Buchanan & Eric Benhamou
- 2603.14438 Curved Greeks: A Geometric Layer for Option P&L Adjustments
by Pedro Pablo P'erez Velasco & Mengjue Lu & Daniel Arrieta
- 2603.14288 Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI
by Allen Yikuan Huang & Zheqi Fan
- 2603.14226 Capacitated Spatiotemporal Matching
by Mingyang Fu & Ming Hu
- 2603.14148 Attitudes Toward Ambiguity Among Self-employed and Incorporated Entrepreneurs
by Thomas {AA}stebro & Frank M. Fossen & C'edric Gutierrez
- 2603.14118 Childhood Deprivation and Health Inequality in Later Life Across Divergent Life-Course Contexts: Evidence from Estonia, Latvia, and Israel
by Nita Handastya
- 2603.14072 Conditioning on a Volatility Proxy Compresses the Apparent Timescale of Collective Market Correlation
by Yuda Bi & Vince D Calhoun
- 2603.14024 Capturing cash non-additivity and horizon risk via BSDEs and generalized shortfall
by Giulia Di Nunno & Emanuela Rosazza Gianin
- 2603.13942 AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications
by Hui Gong
- 2603.13823 Enhancing the Accuracy of Regional Input-Output Table Estimation: A Deep Learning Approach
by Shogo Fukui
- 2603.13766 Estimating Earth's Temperature Response with Transformed and Augmented OLS
by Justin Sun
- 2603.13638 Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity
by Lucas A. Souza
- 2603.13634 Multiplicity of Equilibria in the War of Attrition with Two-Sided Asymmetric Information
by Martin Castillo-Quintana & Gianfranco Miranda-Romero
- 2603.13632 Betting Around the Clock: Time Change and Long Term Model Risk
by Umberto Cherubini
- 2603.13599 Dynamic Wholesale Pricing under Censored-Demand Learning
by Michalis Deligiannis & Marco Scarsini & Xavier Venel
- 2603.13581 Single-Event Multinomial Full Kelly via Implicit State Positions
by Christopher D. Long
- 2603.13505 Testing the Exclusion Restriction in IV Models Using Non-Gaussianity: A LiNGAM-Based Approach
by Fernando Delbianco
- 2603.13278 The AI Transformation Gap Index (AITG): An Empirical Framework for Measuring AI Transformation Opportunity, Disruption Risk, and Value Creation at the Industry and Firm Level
by Dean Barr
- 2603.13252 When Alpha Breaks: Two-Level Uncertainty for Safe Deployment of Cross-Sectional Stock Rankers
by Ursina Sanderink
- 2603.13170 Microstructural Foundation of Rough Log-Normal Volatility Models
by Paul P. Hager & Ulrich Horst & Thomas Wagenhofer & Wei Xu
- 2603.12958 Vocabulary aggregation
by Marco LiCalzi & M. Alperen Yasar
- 2603.12883 How Much do People Care about Climate Natural Disasters?
by Aatishya Mohanty & Nattavudh Powdthavee & Cheng Keat Tang & Andrew J. Oswald
- 2603.12767 A property of log-concave and weakly-symmetric distributions for two step approximations of random variables
by Mihaela-Adriana Nistor & Ionel Popescu
- 2603.12630 The Economics of AI Supply Chain Regulation
by Sihan Qian & Amit Mehra & Dengpan Liu
- 2603.12602 Pricing Derivatives under Self-Exciting Dynamics: A Finite-Difference and Transform Approach
by Aqib Ahmed & Hei{dh}ar Eyj'olfsson
- 2603.12536 Heterogeneous Elasticities, Aggregation, and Retransformation Bias
by Ellen Munroe & Alexander Newton & Meet Shah
- 2603.12532 Self-Confirming Mechanisms
by Zhiming Feng & Qingmin Liu
- 2603.12422 Mortgage Burnout and Selection Effects in Heterogeneous Cox Hazard Models
by Andrew Lesniewski
- 2603.12417 Topology as information: Network effects in corporate lending
by Anna Pirogova & Anna Mancini & Tiziano Squartini & Giulio Cimini
- 2603.12412 Macroeconomic Forecasting from Input-Output Tables Alone: A Darwinian Agent-Based Approach with FIGARO Data
by Martin Jaraiz
- 2603.12375 Feynman-Kac Derivatives Pricing on the Full Forward Curve
by Kevin Mott
- 2603.12374 The Privacy-Utility Trade-Off of Location Tracking in Ad Personalization
by Mohammad Mosaffa & Omid Rafieian
- 2603.12301 A Double Categorical Framework for Multi-Stage Portfolio Construction and Alignment
by Wesley Phoa
- 2603.12140 Forecasting and Manipulating the Forecasts of Others
by Sam Babichenko
- 2603.12129 Increasing intelligence in AI agents can worsen collective outcomes
by Neil F. Johnson
- 2603.12128 How Vulnerable is India's Economy to Foreign Sanctions?
by Vipin P. Veetil
- 2603.12040 Entropic signatures of market response under concentrated policy communication
by Ewa A. Drzazga-Szczc{e}'sniak & Rishabh Gupta & Adam Z. Kaczmarek & Jakub T. Gnyp & Marcin W. Jarosik & R'o.za Walig'ora & Marta Kielak & Shivam Gupta & Agata Gurzy'nska & Johann Gil & Piotr Szczepanik & J'ozefa Kielak & Dominik Szczc{e}'sniak
- 2603.12000 Credibility Matters: Motivations, Characteristics, and Influence Mechanisms of Crypto Key Opinion Leaders
by Alexander Kropiunig & Svetlana Kremer & Bernhard Haslhofer
- 2603.11897 Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study
by Arno Botha & Mohammed Gabru & Marcel Muller & Janette Larney
- 2603.11838 DatedGPT: Preventing Lookahead Bias in Large Language Models with Time-Aware Pretraining
by Yutong Yan & Raphael Tang & Zhenyu Gao & Wenxi Jiang & Yao Lu
- 2603.11660 One-Shot Individual Claims Reserving
by Ronald Richman & Mario V. Wuthrich
- 2603.11560 Feedback-Coupled Memory Systems: A Dynamical Model for Adaptive Coordination
by Stefano Grassi
- 2603.11511 Managing Cognitive Bias in Human Labeling Operations for Rare-Event AI: Evidence from a Field Experiment
by Gunnar P. Epping & Andrew Caplin & Erik Duhaime & William R. Holmes & Daniel Martin & Jennifer S. Trueblood
- 2603.11497 Variance Estimation with Dependence and Heterogeneous Means
by Luther Yap
- 2603.11457 Bayesian Modular Inference for Copula Models with Potentially Misspecified Marginals
by Lucas Kock & David T. Frazier & Michael Stanley Smith & David J. Nott
- 2603.11453 Persistence, patience and costly information acquisition
by Benjamin Davies
- 2603.11448 Stochastic Optimization and Coupling
by Frank Yang & Kai Hao Yang
- 2603.11408 Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
by Dehao Dai & Ding Ma & Dou Liu & Kerui Geng & Yiqing Wang
- 2603.11381 On the Use of Design-Based Simulations
by Bruno Ferman
- 2603.11368 Spatially Robust Inference with Predicted and Missing at Random Labels
by Stephen Salerno & Zhenke Wu & Tyler McCormick
- 2603.11292 A Linear Model of Geopolitics
by Ben G. Li & Penglong Zhang
- 2603.11222 Monitoring Limits in DAO Governance: Capacity Breakpoints and Endogenous Concentration
by Guy Tchuente
- 2603.11046 On Utility Maximization under Multivariate Fake Stationary Affine Volterra Models
by Emmanuel Gnabeyeu
- 2603.11013 A Semi-Structural Model with Household Debt for Israel
by Alex Ilek & Nimrod Cohen
- 2603.10999 Double Machine Learning for Time Series
by Milos Ciganovic & Federico D'Amario & Massimiliano Tancioni
- 2603.10867 Delegated Information Provision
by Francesco Bilotta & Christoph Carnehl & Justus Preusser
- 2603.10857 SPX-VIX Risk Computations Via Perturbed Optimal Transport
by Charlie Che & Hanxuan Lin & Yudong Yang & Guofan Hu & Lei Fang
- 2603.10807 Risk-Adjusted Harm Scoring for Automated Red Teaming for LLMs in Financial Services
by Fabrizio Dimino & Bhaskarjit Sarmah & Stefano Pasquali
- 2603.10690 When David becomes Goliath: Repo dealer-driven bond mispricing
by Carlos Canon & Eddie Gerba & Jozef Barunik
- 2603.10569 Win-score promotion gates in aggregator-routed RFQ markets: A two-tier stochastic control model
by Alexander Barzykin
- 2603.10559 A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting
by Jing Liu & Maria Grith & Xiaowen Dong & Mihai Cucuringu
- 2603.10382 Gimbal Regression: Orientation-Adaptive Local Linear Regression under Spatial Heterogeneity
by Yuichiro Otani
- 2603.10327 Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
by Yang Liu & Yunran Wei & Xintao Ye
- 2603.10272 An operator-level ARCH Model
by Alexander Aue & Sebastian Kuhnert & Gregory Rice & Jeremy VanderDoes
- 2603.10202 Hybrid Hidden Markov Model for Modeling Equity Excess Growth Rate Dynamics: A Discrete-State Approach with Jump-Diffusion
by Abdulrahman Alswaidan & Jeffrey D. Varner
- 2603.10155 Towards macroeconomic analysis without microfoundations: measuring the entropy of simulated exchange economies
by Yihang Luo & Robert S. MacKay & Nick Chater
- 2603.10152 Shrinkage Regularization for (Non)Linear Serial Dependence Test
by Francesco Giancaterini & Alain Hecq & Joann Jasiak & Aryan Manafi Neyazi
- 2603.10137 Uncertainty-Aware Deep Hedging
by Manan Poddar
- 2603.10015 The coordination gap in frontier AI safety policies
by Isaak Mengesha
- 2603.09966 Caratheodory II: The Geometry of Financial Irreversibility
by Bernhard K Meister
- 2603.09854 Modeling structure and credit risk of the economy: a multilayer bank-firm network approach
by Soumen Majhi & Anna Mancini & Giulio Cimini
- 2603.09773 Global universality via discrete-time signatures
by Mihriban Ceylan & David J. Promel
- 2603.09683 On Risk Aversion in Auctions
by Marilyn Pease & Mark Whitmeyer
- 2603.09669 Competition between DEXs through Dynamic Fees
by Leonardo Baggiani & Martin Herdegen & Leandro Sanchez-Betancourt
- 2603.09648 Perceptions and worldviews of Transgender individuals
by Eiji Yamamura
- 2603.09637 Has the COVID-19 Pandemic Altered the Traditional View about Women's Active Work?
by Eiji Yamamura & Fumio Ohtake
- 2603.09539 Sampling Logit Equilibrium and Endogenous Payoff Distortion
by Minoru Osawa
- 2603.09450 Feasible Sets and the Transformation of Values
by Jiyuan Lyu
- 2603.09387 Unintended Consequences: Updating Causal Models
by Joseph Y. Halpern & Evan Piermont & Marie-Louise Viero
- 2603.09323 Sorting along Business Cycles
by Pawe{l} Gola & Haozhou Tang
- 2603.09303 Investor risk profiles of large language models
by Hanyong Cho & Geumil Bae & Jang Ho Kim
- 2603.09301 Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
by Hanyong Cho & Jang Ho Kim
- 2603.09280 Intergenerational geometric transfers of income
by Encarnaci'on Algaba & Juan D. Moreno-Ternero & Eric R'emila & Philippe Solal
- 2603.09219 AlgoXpert Alpha Research Framework. A Rigorous IS WFA OOS Protocol for Mitigating Overfitting in Quantitative Strategies
by The Anh Pham & Bao Chan Nguyen & Nguyet Nguyen Thi
- 2603.09164 Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges
by Otar Sepper
- 2603.09142 How bad is time variability for users in mobility services?
by Zhaoqi Zang & David Z. W. Wang & Xiangdong Xu & Shaojun Liu
- 2603.09006 Spectral Portfolio Theory: From SGD Weight Matrices to Wealth Dynamics
by Anders G Fr{o}seth
- 2603.09005 Conscription and its exemption in 19th Century Japan: Incentivized family head in educational market
by Eiji Yamamura
- 2603.08956 A Survey of Reinforcement Learning For Economics
by Pranjal Rawat
- 2603.08853 LLM-Agent Interactions on Markets with Information Asymmetries
by Alexander Erlei & Lukas Meub
- 2603.08848 The Data-Dollars Tradeoff: Privacy Harms vs. Economic Risk in Personalized AI Adoption
by Alexander Erlei & Tahir Abbas & Kilian Bizer & Ujwal Gadiraju
- 2603.08679 A New Lower Bound for the Random Offerer Mechanism in Bilateral Trade using AI-Guided Evolutionary Search
by Yang Cai & Vineet Gupta & Zun Li & Aranyak Mehta
- 2603.08663 Optimal Savings under Transition Uncertainty and Learning Dynamics
by Qingyin Ma & Xinxin Zhang
- 2603.08634 Tractable Identification of Strategic Network Formation Models with Unobserved Heterogeneity
by Wayne Yuan Gao & Ming Li & Zhengyan Xu
- 2603.08614 Online Learning in Semiparametric Econometric Models
by Xiaohong Chen & Elie Tamer & Qingsong Yao
- 2603.08603 A Dynamic Equilibrium Model for Automated Market Makers
by Chengqi Zang & Zhenghui Wang & Weitong Zhang
- 2603.08553 Generative Adversarial Regression (GAR): Learning Conditional Risk Scenarios
by Saeed Asadi & Jonathan Yu-Meng Li
- 2603.08552 Nonconcave Portfolio Choice under Smooth Ambiguity
by Emanuele Borgonovo & An Chen & Massimo Marinacci & Shihao Zhu
- 2603.08098 Whataboutism
by Kfir Eliaz & Ran Spiegler
- 2603.07914 Event-Study Designs for Discrete Outcomes under Transition Independence
by Young Ahn & Hiroyuki Kasahara
- 2603.07893 Designing probabilistic AI monsoon forecasts to inform agricultural decision-making
by Colin Aitken & Rajat Masiwal & Adam Marchakitus & Katherine Kowal & Mayank Gupta & Tyler Yang & Amir Jina & Pedram Hassanzadeh & William R. Boos & Michael Kremer
- 2603.07881 A Distributed Method for Cooperative Transaction Cost Mitigation
by Nikhil Devanathan & Logan Bell & Dylan Rueter & Stephen Boyd
- 2603.07863 Choice of Collateral Currency in Differential Swaps
by Yining Ding & Ruyi Liu & Marek Rutkowski
- 2603.07813 At-Risk Transformation for U.S. Recession Prediction
by Rahul Billakanti & Minchul Shin
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