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Content
2025
- 2508.03704 Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy
by Biswarup Chakraborty
- 2508.03540 An Evolutionary Analysis of Narrative Selection
by Federico Innocenti & Roberto Rozzi
- 2508.03474 Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets
by Oriol Saguillo & Vahid Ghafouri & Lucianna Kiffer & Guillermo Suarez-Tangil
- 2508.03230 To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies
by Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham
- 2508.03217 Measuring DEX Efficiency and The Effect of an Enhanced Routing Method on Both DEX Efficiency and Stakeholders' Benefits
by Yu Zhang & Claudio J. Tessone
- 2508.02971 Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
by Srisht Fateh Singh & Reina Ke Xin Li & Samuel Gaskin & Yuntao Wu & Jeffrey Klinck & Panagiotis Michalopoulos & Zissis Poulos & Andreas Veneris
- 2508.02966 Measuring Human Leadership Skills with Artificially Intelligent Agents
by Ben Weidmann & Yixian Xu & David J. Deming
- 2508.02949 Ukrainian-style oligarchic economies: how concentrated power undermines value added in production chains
by Jakub Karnowski & Przemys{l}aw Szufel
- 2508.02773 Web3 x AI Agents: Landscape, Integrations, and Foundational Challenges
by Yiming Shen & Jiashuo Zhang & Zhenzhe Shao & Wenxuan Luo & Yanlin Wang & Ting Chen & Zibin Zheng & Jiachi Chen
- 2508.02759 Hedging with memory: shallow and deep learning with signatures
by Eduardo Abi Jaber & Louis-Amand G'erard
- 2508.02758 CTBench: Cryptocurrency Time Series Generation Benchmark
by Yihao Ang & Qiang Wang & Qiang Huang & Yifan Bao & Xinyu Xi & Anthony K. H. Tung & Chen Jin & Zhiyong Huang
- 2508.02739 Kronos: A Foundation Model for the Language of Financial Markets
by Yu Shi & Zongliang Fu & Shuo Chen & Bohan Zhao & Wei Xu & Changshui Zhang & Jian Li
- 2508.02738 CreditARF: A Framework for Corporate Credit Rating with Annual Report and Financial Feature Integration
by Yumeng Shi & Zhongliang Yang & DiYang Lu & Yisi Wang & Yiting Zhou & Linna Zhou
- 2508.02702 Evaluating Transfer Learning Methods on Real-World Data Streams: A Case Study in Financial Fraud Detection
by Ricardo Ribeiro Pereira & Jacopo Bono & Hugo Ferreira & Pedro Ribeiro & Carlos Soares & Pedro Bizarro
- 2508.02691 Statistical modeling of SOFR term structure
by Teemu Pennanen & Waleed Taoum
- 2508.02686 Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting
by Diego Vallarino
- 2508.02685 Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance
by Chi-Sheng Chen & Aidan Hung-Wen Tsai
- 2508.02684 Strategic competition in informal risk sharing mechanism versus collective index insurance
by Lichen Wang & Shijia Hua & Yuyuan Liu & Zhengyuan Lu & Liang Zhang & Linjie Liu & Attila Szolnoki
- 2508.02658 Structural Extrapolation in Regression Discontinuity Designs with an Application to School Expenditure Referenda
by Austin Feng & Francesco Ruggieri
- 2508.02630 What Is Your AI Agent Buying? Evaluation, Implications and Emerging Questions for Agentic E-Commerce
by Amine Allouah & Omar Besbes & Josu'e D Figueroa & Yash Kanoria & Akshit Kumar
- 2508.02561 Criminal Property Rights Suppress Violence in Urban Drug Markets: Theory and Evidence from Merseyside, U.K
by Paolo Campana. Andrea Giovannetti & Paolo Pin & Roberto Rozzi
- 2508.02403 SoK: Stablecoins for Digital Transformation -- Design, Metrics, and Application with Real World Asset Tokenization as a Case Study
by Luyao Zhang
- 2508.02366 Language Model Guided Reinforcement Learning in Quantitative Trading
by Adam Darmanin & Vince Vella
- 2508.02356 Neural Network-Based Algorithmic Trading Systems: Multi-Timeframe Analysis and High-Frequency Execution in Cryptocurrency Markets
by Wv{e}i Zh=ang
- 2508.02310 Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists
by Arne Henningsen & Guy Low & David Wuepper & Tobias Dalhaus & Hugo Storm & Dagim Belay & Stefan Hirsch
- 2508.02283 An Enhanced Focal Loss Function to Mitigate Class Imbalance in Auto Insurance Fraud Detection with Explainable AI
by Francis Boabang & Samuel Asante Gyamerah
- 2508.02253 Interpretable Factors of Firm Characteristics
by Yuxiao Jiao & Guofu Zhou & Wu Zhu & Yingzi Zhu
- 2508.02252 FX-constrained growth: Fundamentalists, chartists and the dynamic trade-multiplier
by Marwil J. Davila-Fernandez & Serena Sordi
- 2508.02247 ByteGen: A Tokenizer-Free Generative Model for Orderbook Events in Byte Space
by Yang Li & Zhi Chen
- 2508.02171 Optimal Transfer Mechanism for Municipal Soft-Budget Constraints in Newfoundland
by Xinli Guo
- 2508.02119 The Role of Digital Payments in Driving Regional Economic Growth: A Panel Data Analysis with Structural Break
by Wishnu Badrawani & Citra Amanda & Novi Maryaningsih & Carla Sheila Wulandari
- 2508.02097 A difference-in-differences estimator by covariate balancing propensity score
by Junjie Li & Yukitoshi Matsushita
- 2508.02012 The Financial Connectome: A Brain-Inspired Framework for Modeling Latent Market Dynamics
by Yuda Bi & Vince D Calhoun
- 2508.01880 Time-Varying Factor-Augmented Models for Volatility Forecasting
by Duo Zhang & Jiayu Li & Junyi Mo & Elynn Chen
- 2508.01851 SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model
by Luyun Lin & Yiqing Wang
- 2508.01841 Achieving Irrational Correlated Equilibria without Mediator
by Shitong Wang
- 2508.01793 A Relaxation Approach to Synthetic Control
by Chengwang Liao & Zhentao Shi & Yapeng Zheng
- 2508.01738 Bayesian Smoothed Quantile Regression
by Bingqi Liu & Kangqiang Li & Tianxiao Pang
- 2508.01677 Anchoring-Based Causal Design (ABCD): Estimating the Effects of Beliefs
by Raanan Sulitzeanu-Kenan & Micha Mandel & Yosef Rinott
- 2508.01662 Persuasion in the Long Run: When history matters
by Hyeonggyun Ko
- 2508.01398 Long-term resilience of online battle over vaccines and beyond
by Lucia Illari & Nicholas J. Restrepo & Neil F. Johnson
- 2508.01360 Trade Policy and Structural Change
by Hayato Kato & Kensuke Suzuki & Motoaki Takahashi
- 2508.01323 Idempotent Equilibrium Analysis of Hybrid Workflow Allocation: A Mathematical Schema for Future Work
by Faruk Alpay & Bugra Kilictas & Taylan Alpay & Hamdi Alakkad
- 2508.01142 Generative AI-Driven Decision-Making for Disease Control and Pandemic Preparedness Model 4.0 in Rural Communities of Bangladesh: Management Informatics Approach
by Mohammad Saddam Hosen & MD Shahidul Islam Fakir & Shamal Chandra Hawlader & Farzana Rahman & Tasmim Karim & Muhammed Habil Uddin
- 2508.01138 Two Stochastic Control Methods for Mean-Variance Portfolio Selection of Jump Diffusions and Their Relationship
by Qiyue Zhang & Jingtao Shi
- 2508.00844 Exploring Agentic Artificial Intelligence Systems: Towards a Typological Framework
by Christopher Wissuchek & Patrick Zschech
- 2508.00717 Generative AI in Higher Education: Evidence from an Elite College
by Zara Contractor & Germ'an Reyes
- 2508.00658 Multi-Band Variable-Lag Granger Causality: A Unified Framework for Causal Time Series Inference across Frequencies
by Chakattrai Sookkongwaree & Tattep Lakmuang & Chainarong Amornbunchornvej
- 2508.00556 Systemic Trade Risk Suppresses Comparative Advantage in Rare Earth Dependent Industries
by Peter Klimek & Sophia Baum & Markus Gerschberger & Maximilian Hess
- 2508.00554 ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism
by Li Zhao & Rui Sun & Zuoyou Jiang & Bo Yang & Yuxiao Bai & Mengting Chen & Xinyang Wang & Jing Li & Zuo Bai
- 2508.00510 Assessing the Macroeconomic Impacts of Disasters: an Updated Multi-Regional Impact Assessment (MRIA) model
by Surender Raj Vanniya Perumal & Mark Thissen & Marleen de Ruiter & Elco E. Koks
- 2508.00485 A Frame for Communication Control
by Aernout Schmidt & Kunbei Zhang
- 2508.00363 Bayesian tit-for-tat fosters cooperation in evolutionary stochastic games
by Arunava Patra & Supratim Sengupta & Sagar Chakraborty
- 2508.00345 Concentration and Markups in International Trade
by Alviarez Vanessa & Fioretti Michele & Kikkawa Ken & Morlacco Monica
- 2508.00294 Formal Power Series Representations in Probability and Expected Utility Theory
by Arthur Paul Pedersen & Samuel Allen Alexander
- 2508.00263 Robust Econometrics for Growth-at-Risk
by Tobias Adrian & Yuya Sasaki & Yulong Wang
- 2508.00224 A Keynesian Intertemporal Synthesis (KIS) Model: Towards a unified and empirically grounded framework for fiscal policy
by Ricardo Alonzo Fern'andez Salguero
- 2508.00208 Channel Adoption Pathways and Post-Adoption Behavior
by Shirsho Biswas & Hema Yoganarasimhan & Haonan Zhang
- 2508.00159 Model-Based Soft Maximization of Suitable Metrics of Long-Term Human Power
by Jobst Heitzig & Ram Potham
- 2508.00078 Evaluating COVID 19 Feature Contributions to Bitcoin Return Forecasting: Methodology Based on LightGBM and Genetic Optimization
by Imen Mahmoud & Andrei Velichko
- 2508.00019 A Tokenized Sovereign Debt Conversion Mechanism for Dynamic Public Debt Reduction
by Kiarash Firouzi
- 2507.23743 Relative Bias Under Imperfect Identification in Observational Causal Inference
by Melody Huang & Cory McCartan
- 2507.23646 Information geometry of L\'evy processes and financial models
by Jaehyung Choi
- 2507.23496 ESG Risk: Lessons Learned from Utility Theory
by Sebastian Geissel & Christoph Knochenhauer
- 2507.23414 Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
by Oday Masoudi & Farhad Shahbazi & Mohammad Sharifi
- 2507.23392 Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions
by Elisa Al`os & `Oscar Bur'es & Rafael de Santiago & Josep Vives
- 2507.23181 Will Compute Bottlenecks Prevent an Intelligence Explosion?
by Parker Whitfill & Cheryl Wu
- 2507.23138 Is Causality Necessary for Efficient Portfolios? A Computational Perspective on Predictive Validity and Model Misspecification
by Alejandro Rodriguez Dominguez
- 2507.22936 Evaluating Large Language Models (LLMs) in Financial NLP: A Comparative Study on Financial Report Analysis
by Md Talha Mohsin
- 2507.22932 FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification
by Baptiste Lefort & Eric Benhamou & Beatrice Guez & Jean-Jacques Ohana & Ethan Setrouk & Alban Etienne
- 2507.22908 A Privacy-Preserving Federated Framework with Hybrid Quantum-Enhanced Learning for Financial Fraud Detection
by Abhishek Sawaika & Swetang Krishna & Tushar Tomar & Durga Pritam Suggisetti & Aditi Lal & Tanmaya Shrivastav & Nouhaila Innan & Muhammad Shafique
- 2507.22869 Inference on Common Trends in a Cointegrated Nonlinear SVAR
by James A. Duffy & Xiyu Jiao
- 2507.22852 Robust Contract with Career Concerns
by Tan Gan & Hongcheng Li
- 2507.22775 Misspecified Bayesianism
by Pooya Molavi
- 2507.22748 How Exposed Are UK Jobs to Generative AI? Developing and Applying a Novel Task-Based Index
by Golo Henseke & Rhys Davies & Alan Felstead & Duncan Gallie & Francis Green & Ying Zhou
- 2507.22712 Order-Flow Filtration and Directional Association with Short-Horizon Returns
by Aditya Nittur Anantha & Shashi Jain & Prithwish Maiti
- 2507.22655 Robust Voting under Uncertainty
by Satoshi Nakada & Shmuel Nitzan & Takashi Ui
- 2507.22435 AI Agents and the Attention Lemons Problem in Two-Sided Ad Markets
by Md Mahadi Hasan
- 2507.22422 Generalized Optimal Transport
by Andrei Voronin
- 2507.22409 A Predictive Framework Integrating Multi-Scale Volatility Components and Time-Varying Quantile Spillovers: Evidence from the Cryptocurrency Market
by Sicheng Fu & Fangfang Zhu & Xiangdong Liu
- 2507.22312 Dimension Reduction for Conditional Density Estimation with Applications to High-Dimensional Causal Inference
by Jianhua Mei & Fu Ouyang & Thomas T. Yang
- 2507.22309 Cycles Protocol: A Peer-to-Peer Electronic Clearing System
by Ethan Buchman & Paolo Dini & Shoaib Ahmed & Andrew Miller & Tomav{z} Fleischman
- 2507.22244 Valuing Time in Silicon: Can Large Language Model Replicate Human Value of Travel Time
by Yingnan Yan & Tianming Liu & Yafeng Yin
- 2507.22211 Uniqueness of Inflection Points in Binomial Exceedance Function Compositions
by Srinivas Arigapudi & Yuval Heller & Amnon Schreiber
- 2507.22204 Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments
by Otilia Boldea & Alastair R. Hall
- 2507.22173 Low-Rank Structured Nonparametric Prediction of Instantaneous Volatility
by Sung Hoon Choi & Donggyu Kim
- 2507.22035 Quantum generative modeling for financial time series with temporal correlations
by David Dechant & Eliot Schwander & Lucas van Drooge & Charles Moussa & Diego Garlaschelli & Vedran Dunjko & Jordi Tura
- 2507.21950 Regional Price Dynamics and Market Integration in the U.S. Beef Industry: An Econometric Analysis
by Leonardo Manr'iquez-M'endez
- 2507.21915 Nonlinear Treatment Effects in Shift-Share Designs
by Luigi Garzon & Vitor Possebom
- 2507.21824 Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks
by Victor Olkhov
- 2507.21790 Can large language models assist choice modelling? Insights into prompting strategies and current models capabilities
by Georges Sfeir & Gabriel Nova & Stephane Hess & Sander van Cranenburgh
- 2507.21754 From macro to micro: Economic complexity indicators for firm growth
by Valerio De Stefano & Maddalena Mula & Manuel Sebastian Mariani & Andrea Zaccaria
- 2507.21699 Optimally Dictatorial Committees
by D. Carlos Akkar
- 2507.21559 A Bayesian Ensemble Projection of Climate Change and Technological Impacts on Future Crop Yields
by Dan Li & Vassili Kitsios & David Newth & Terence John O'Kane
- 2507.21393 Cash and Cognition: The Impact of Transfer Timing on Standardized Test Performance and Human Capital
by Axel Eizmendi Larrinaga & Germ'an Reyes
- 2507.21360 Efficacy of AI RAG Tools for Complex Information Extraction and Data Annotation Tasks: A Case Study Using Banks Public Disclosures
by Nicholas Botti & Flora Haberkorn & Charlotte Hoopes & Shaun Khan
- 2507.21298 Slomads Rising: Stay Length Shifts in Digital Nomad Travel, United States 2019-2024
by Harrison Katz & Erica Savage
- 2507.21254 Determinants of Saving Behavior Among Employees in Dhaka, Bangladesh
by Soumita Roy & Md Muntasir Kamal Dihan & Tasnimah Haque & Nafisa Nomani & Sadia Islam Preety
- 2507.21140 Gender Similarities Dominate Mathematical Cognition at the Neural Level: A Japanese fMRI Study Using Advanced Wavelet Analysis and Generative AI
by Tatsuru Kikuchi
- 2507.20957 Your AI, Not Your View: The Bias of LLMs in Investment Analysis
by Hoyoung Lee & Junhyuk Seo & Suhwan Park & Junhyeong Lee & Wonbin Ahn & Chanyeol Choi & Alejandro Lopez-Lira & Yongjae Lee
- 2507.20796 Aligning Large Language Model Agents with Rational and Moral Preferences: A Supervised Fine-Tuning Approach
by Wei Lu & Daniel L. Chen & Christian B. Hansen
- 2507.20567 Strict Comparisons of Infinite Utility Streams
by Michael Greinecker & Michael Nielsen
- 2507.20550 Policy Learning under Unobserved Confounding: A Robust and Efficient Approach
by Zequn Jin & Gaoqian Xu & Xi Zheng & Yahong Zhou
- 2507.20494 Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals
by Dhanashekar Kandaswamy & Ashutosh Sahoo & Akshay SP & Gurukiran S & Parag Paul & Girish G N
- 2507.20474 MountainLion: A Multi-Modal LLM-Based Agent System for Interpretable and Adaptive Financial Trading
by Siyi Wu & Junqiao Wang & Zhaoyang Guan & Leyi Zhao & Xinyuan Song & Xinyu Ying & Dexu Yu & Jinhao Wang & Hanlin Zhang & Michele Pak & Yangfan He & Yi Xin & Jianhui Wang & Tianyu Shi
- 2507.20468 Building crypto portfolios with agentic AI
by Antonino Castelli & Paolo Giudici & Alessandro Piergallini
- 2507.20415 Staggered Adoption DiD Designs with Misclassification and Anticipation
by Clara Augustin & Daniel Gutknecht & Cenchen Liu
- 2507.20410 Beyond pay: AI skills reward more job benefits
by Alejandra Mira & Matthew Bone & Fabian Stephany
- 2507.20403 A General Framework for Estimating Preferences Using Response Time Data
by Federico Echenique & Alireza Fallah & Michael I. Jordan
- 2507.20340 Measuring the Macroeconomic and Financial Stability of Bangladesh
by Faruque Ahamed & Md Ataur Rahman Chowdhury
- 2507.20338 L\'evy-Driven Option Pricing without a Riskless Asset
by Ziyao Wang
- 2507.20263 Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining
by Junjie Zhao & Chengxi Zhang & Chenkai Wang & Peng Yang
- 2507.20202 Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading
by Longfei Lu
- 2507.20039 Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
by Zihan Lin & Haojie Liu & Randall R. Rojas
- 2507.19989 Assessing the Sensitivities of Input-Output Methods for Natural Hazard-Induced Power Outage Macroeconomic Impacts
by Matthew Sprintson & Edward Oughton
- 2507.19934 Greening Schoolyards and Urban Property Values: A Systematic Review of Geospatial and Statistical Evidence
by Mahshid Gorjian
- 2507.19911 AI-Driven Spatial Distribution Dynamics: A Comprehensive Theoretical and Empirical Framework for Analyzing Productivity Agglomeration Effects in Japan's Aging Society
by Tatsuru Kikuchi
- 2507.19901 A Simulation-Based Conceptual Model for Tokenized Recycling: Integrating Blockchain, Market Dynamics, and Behavioral Economics
by Atta Ul Mustafa
- 2507.19824 Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks
by Xiaomin Shi & Zuo Quan Xu
- 2507.19814 Semiparametric Identification of the Discount Factor and Payoff Function in Dynamic Discrete Choice Models
by Yu Hao & Hiroyuki Kasahara & Katsumi Shimotsu
- 2507.19775 AIs Structural Impact on Indias Knowledge Intensive Startup Ecosystem: A Natural Experiment in Firm Efficiency and Design
by Venkat Ram Reddy Ganuthula & Ramesh Kuruva
- 2507.19693 The Impact of Shared Telecom Infrastructure on Digital Connectivity and Inclusion
by Georges V. Houngbonon & Marc Ivaldi & Emil Palikot & Davide Strusani
- 2507.19654 Binary Classification with the Maximum Score Model and Linear Programming
by Joel L. Horowitz & Sokbae Lee
- 2507.19610 Beyond Bonferroni: Hierarchical Multiple Testing in Empirical Research
by Sebastian Calonico & Sebastian Galiani
- 2507.19603 Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems
by Giuseppe Cavaliere & Adam McCloskey & Rasmus S. Pedersen & Anders Rahbek
- 2507.19596 Sequential Decision Problems with Missing Feedback
by Filippo Palomba
- 2507.19487 Does AI and Human Advice Mitigate Punishment for Selfish Behavior? An Experiment on AI ethics From a Psychological Perspective
by Margarita Leib & Nils Kobis & Ivan Soraperra
- 2507.19445 Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions
by Kenneth Q. Zhou & Hongjuan Zhou
- 2507.19206 Implementing Credit Risk Analysis with Quantum Singular Value Transformation
by Davide Veronelli & Francesca Cibrario & Emanuele Dri & Valeria Zaffaroni & Giacomo Ranieri & Davide Corbelletto & Bartolomeo Montrucchio
- 2507.19183 Agentic AI and Hallucinations
by Engin Iyidogan & Ali I. Ozkes
- 2507.19123 Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise
by Giorgio Ferrari & Anna Pajola
- 2507.19099 Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics
by Jan Ditzen & Yiannis Karavias
- 2507.19039 Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading
by Francesca Cibrario & Ron Cohen & Emanuele Dri & Christian Mattia & Or Samimi Golan & Tamuz Danzig & Giacomo Ranieri & Hanan Rosemarin & Davide Corbelletto & Amir Naveh & Bartolomeo Montrucchio
- 2507.18995 Flexible estimation of skill formation models
by Antonia Antweiler & Joachim Freyberger
- 2507.18961 Batched Adaptive Network Formation
by Yan Xu & Bo Zhou
- 2507.18810 Production Heterogeneity in Collective Labor Supply Models with Children
by Charles Gauthier
- 2507.18747 Financial Regulation and AI: A Faustian Bargain?
by Christopher Clayton & Antonio Coppola
- 2507.18643 A Regression-Based Share Market Prediction Model for Bangladesh
by Syeda Tasnim Fabiha & Rubaiyat Jahan Mumu & Farzana Aktar & B M Mainul Hossain
- 2507.18639 People Are Highly Cooperative with Large Language Models, Especially When Communication Is Possible or Following Human Interaction
by Pawe{l} Niszczota & Tomasz Grzegorczyk & Alexander Pastukhov
- 2507.18577 Advancing Financial Engineering with Foundation Models: Progress, Applications, and Challenges
by Liyuan Chen & Shuoling Liu & Jiangpeng Yan & Xiaoyu Wang & Henglin Liu & Chuang Li & Kecheng Jiao & Jixuan Ying & Yang Veronica Liu & Qiang Yang & Xiu Li
- 2507.18560 HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization
by Benjamin Coriat & Eric Benhamou
- 2507.18554 How weak are weak factors? Uniform inference for signal strength in signal plus noise models
by Anna Bykhovskaya & Vadim Gorin & Sasha Sodin
- 2507.18494 Partitioned Wild Bootstrap for Panel Data Quantile Regression
by Antonio F. Galvao & Carlos Lamarche & Thomas Parker
- 2507.18417 FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs
by Giorgos Iacovides & Wuyang Zhou & Danilo Mandic
- 2507.18410 Go Green Without the Mafia! Dissolution of Infiltrated City Councils and Environmental Policy
by Andrea Mario Lavezzi & Marco Quatrosi
- 2507.18395 Information-minimizing stationary financial market dynamics
by Eckhard Platen
- 2507.18386 Becoming Green: Decomposing the Macroeconomic Effects of Green Technology News Shocks
by Oscar Jaulin & Andrey Ramos
- 2507.18240 Index insurance under demand and solvency constraints
by Olivier Lopez & Daniel Nkameni
- 2507.18232 Pathwise analysis of log-optimal portfolios
by Andrew L. Allan & Anna P. Kwossek & Chong Liu & David J. Promel
- 2507.18229 From Individual Learning to Market Equilibrium: Correcting Structural and Parametric Biases in RL Simulations of Economic Models
by Ruxin Chen & Zeqiang Zhang
- 2507.18227 Beyond Patents: R&D, Capital, and the Productivity Puzzle in Early-Stage High-Tech Firms
by Victor & CHEN
- 2507.18207 Combination of traditional and parametric insurance: calibration method based on the optimization of a criterion adapted to heavy tail losses
by Olivier Lopez & Daniel Nkameni
- 2507.18092 Rethinking Indonesia's Public Debt in the Era of Negative Interest Rate-Growth Differentials
by Mervin Goklas Hamonangan
- 2507.17848 Explainable Graph Neural Networks via Structural Externalities
by Lijun Wu & Dong Hao & Zhiyi Fan
- 2507.17624 Homeownership as Life Cycle Goldmine: Evidence from Macrohistory
by Yang Bai & Shize Li & Jialu Shen
- 2507.17609 Divide or Confer: Aggregating Information without Verification
by James Best & Daniel Quigley & Maryam Saeedi & Ali Shourideh
- 2507.17606 Time Deep Gradient Flow Method for pricing American options
by Jasper Rou
- 2507.17599 A general randomized test for Alpha
by Daniele Massacci & Lucio Sarno & Lorenzo Trapani & Pierluigi Vallarino
- 2507.17564 Decoding Consumer Preferences Using Attention-Based Language Models
by Joshua Foster & Fredrik Odegaard
- 2507.17431 Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond
by Sourojyoti Barick & Sudip Ratan Chandra
- 2507.17415 Green Transition with Dynamic Social Preferences
by Kirill Borissov & Nigar Hashimzade
- 2507.17211 EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
by Haochen Luo & Yuan Zhang & Chen Liu
- 2507.17191 Quotas for scholarship recipients: an efficient race-neutral alternative to affirmative action?
by Louis Gleyo
- 2507.17187 Optimal Calibrated Signaling in Digital Auctions
by Zhicheng Du & Wei Tang & Zihe Wang & Shuo Zhang
- 2507.17162 Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility
by Patrick Chan & Ronnie Sircar & Iosif Zimbidis
- 2507.17115 Stochastically Structured Reservoir Computers for Financial and Economic System Identification
by Lendy Banegas & Fredy Vides
- 2507.17099 Weather-Aware AI Systems versus Route-Optimization AI: A Comprehensive Analysis of AI Applications in Transportation Productivity
by Tatsuru Kikuchi
- 2507.17023 Modeling for the Growth of Unorganized Retailing in the Presence of Organized and E-Retailing in Indian Pharmaceutical Industry
by Koushik Mondal & Balagopal G Menon & Sunil Sahadev
- 2507.16997 Revealed and Concealed Repression: Measurement, Deterrence, and Backlash
by Maria Titova & Emily Hencken Ritter & Mehdi Shadmehr
- 2507.16776 Can we have it all? Non-asymptotically valid and asymptotically exact confidence intervals for expectations and linear regressions
by Alexis Derumigny & Lucas Girard & Yannick Guyonvarch
- 2507.16701 Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach
by Akash Deep & Chris Monico & W. Brent Lindquist & Svetlozar T. Rachev & Frank J. Fabozzi
- 2507.16689 Dyadic data with ordered outcome variables
by Chris Muris & Cavit Pakel & Qichen Zhang
- 2507.16655 A comparison between behavioral similarity methods vs standard deviation method in predicting time series dataset, case study of finance market
by Mahdi Goldani
- 2507.16548 Alternative Loss Function in Evaluation of Transformer Models
by Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk
- 2507.16494 Can Limited Liability Increase Stability for Banks: A Dynamic Portfolio Approach
by Deb Narayan Barik & Siddhartha P. Chakrabarty
- 2507.16462 Binary Response Forecasting under a Factor-Augmented Framework
by Tingting Cheng & Jiachen Cong & Fei Liu & Xuanbin Yang
- 2507.16440 Measuring the Unmeasurable? Systematic Evidence on Scale Transformations in Subjective Survey Data
by Caspar Kaiser & Anthony Lepinteur
- 2507.16348 Robust Tournaments
by Mikhail Drugov & Dmitry Ryvkin
- 2507.16265 Diversification and Stochastic Dominance: When All Eggs Are Better Put in One Basket
by L'eonard Vincent
- 2507.16078 Automation, AI, and the Intergenerational Transmission of Knowledge
by Enrique Ide
- 2507.16071 Automating Capacitor Part Selection with Dual-Objective Optimization
by Luke Brantingham & Jason Grover
- 2507.15876 Re-evaluating Short- and Long-Term Trend Factors in CTA Replication: A Bayesian Graphical Approach
by Eric Benhamou & Jean-Jacques Ohana & Alban Etienne & B'eatrice Guez & Ethan Setrouk & Thomas Jacquot
- 2507.15771 Left Leaning Models: How AI Evaluates Economic Policy?
by Maxim Chupilkin
- 2507.15735 The Root of Revenue Continuity
by Sergiu Hart & Noam Nisan
- 2507.15682 Strategic Complexity Promotes Egalitarianism in Legislative Bargaining
by Marina Agranov & S. Nageeb Ali & B. Douglas Bernheim & Thomas R. Palfrey
- 2507.15568 Explaining Apparently Inaccurate Self-assessments of Relative Performance: A Replication and Adaptation of 'Overconfident: Do you put your money on it?' by Hoelzl and Rustichini (2005)
by Marius Protte
- 2507.15497 Strategy Evolution in the Adoption of Conservation Tillage Technology under Time Preference Heterogeneity and Lemon Market: Insights from Evolutionary Dynamics
by Dingyi Wang & Ruqiang Guo & Qian Lu
- 2507.15441 Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis
by Arno Botha & Tanja Verster
- 2507.15439 Human vs. Algorithmic Auditors: The Impact of Entity Type and Ambiguity on Human Dishonesty
by Marius Protte & Behnud Mir Djawadi
- 2507.15438 Active Product Development
by Santiago Oliveros
- 2507.15437 Prediction of linear fractional stable motions using codifference, with application to non-Gaussian rough volatility
by Matthieu Garcin & Karl Sawaya & Thomas Valade
- 2507.15111 Longitudinal review of portfolios with minimum variance approach before during and after the pandemic
by Genjis A. Ossa & Luis H. Restrepo
- 2507.15079 Isotonic Quantile Regression Averaging for uncertainty quantification of electricity price forecasts
by Arkadiusz Lipiecki & Bartosz Uniejewski
- 2507.15075 Enumerating the technological viability and climate impact of jet electrification
by Megan Yeo & Sebastian Nosenzo & Sichen Shawn Chao & Ashley Nunes
- 2507.15054 Equity, Emissions and the Inflation Reduction Act
by Lucas Woodley & Chung Yi See & Daniel Palmer & Ashley Nunes
- 2507.15048 Central Bank Digital Currency: Demand Shocks and Optimal Monetary Policy
by Hanfeng Chen & Maria Elena Filippin
- 2507.15046 Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach
by Fayc{c}al Djebari & Kahina Mehidi & Khelifa Mazouz & Philipp Otto
- 2507.14970 Mitigating Financial Frictions in Agriculture: A Framework for Stablecoin Adoption
by Xinyu Li
Printed from https://ideas.repec.org/s/arx/papers10.html
