Printed from https://ideas.repec.org/s/arx/papers100.html
Content
2021
- 2105.06390 Revisiting the Implied Remaining Variance framework of Carr and Sun (2014): Locally consistent dynamics and sandwiched martingales
by Claude Martini & Iacopo Raffaelli - 2105.06313 Learning to agree over large state spaces
by Michele Crescenzi - 2105.06021 How Unique is Milwaukee's 53206? An Examination of Disaggregated Socioeconomic Characteristics Across the City and Beyond
by Scott W. Hegerty - 2105.06017 Do City Borders Constrain Ethnic Diversity?
by Scott W. Hegerty - 2105.05793 Using social network analysis to prevent money laundering
by A. Fronzetti Colladon & E. Remondi - 2105.05669 Carbon Leakage in a European Power System with Inhomogeneous Carbon Prices
by Markus Schlott & Omar El Sayed & Mariia Bilousova & Fabian Hofmann & Alexander Kies & Horst Stocker - 2105.05651 Emerging Platform Work in the Context of the Regulatory Loophole (The Uber Fiasco in Hungary)
by Csaba Mako & Miklos Illessy & Jozsef Pap & Saeed Nosratabadi - 2105.05532 Generalized Autoregressive Moving Average Models with GARCH Errors
by Tingguo Zheng & Han Xiao & Rong Chen - 2105.05427 Random Double Auction: A Robust Bilateral Trading Mechanism
by Wanchang Zhang - 2105.05359 A rough SABR formula
by Masaaki Fukasawa & Jim Gatheral - 2105.05356 Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
by Florian Bourgey & Stefano De Marco - 2105.05335 Robust Inference on Income Inequality: $t$-Statistic Based Approaches
by Rustam Ibragimov & Paul Kattuman & Anton Skrobotov - 2105.05297 Inflation -- who cares? Monetary Policy in Times of Low Attention
by Oliver Pfauti - 2105.05148 Winterization of Texan power system infrastructure is profitable but risky
by Katharina Gruber & Tobias Gauster & Peter Regner & Gregor Laaha & Johannes Schmidt - 2105.04900 Forecasting consumer confidence through semantic network analysis of online news
by A. Fronzetti Colladon & F. Grippa & B. Guardabascio & G. Costante & F. Ravazzolo - 2105.04718 Economic analysis of tidal stream turbine arrays: a review
by Zoe Goss & Daniel Coles & Matthew Piggott - 2105.04697 Correlation-Robust Optimal Auctions
by Wanchang Zhang - 2105.04667 Can an Agency Role-Reversal Lead to an Organizational Collapse?; A Study Proposal
by Yossi Haimberg - 2105.04514 On the Role of Incentives in Evolutionary Approaches to Organizational Design
by Stephan Leitner - 2105.04511 Least squares Monte Carlo methods in stochastic Volterra rough volatility models
by Henrique Guerreiro & Jo~ao Guerra - 2105.04395 Aspects of a phase transition in high-dimensional random geometry
by Axel Pruser & Imre Kondor & Andreas Engel - 2105.04330 Efficient Peer Effects Estimators with Group Effects
by Guido M. Kuersteiner & Ingmar R. Prucha & Ying Zeng - 2105.04171 Bayesian inference and superstatistics to describe long memory processes of financial time series
by Geoffrey Ducournau - 2105.04131 Symbol Dynamics, Information theory and Complexity of Economic time series
by Geoffrey Ducournau - 2105.04073 Hedging under rough volatility
by Masaaki Fukasawa & Blanka Horvath & Peter Tankov - 2105.03844 Reinforcement Learning with Expert Trajectory For Quantitative Trading
by Sihang Chen & Weiqi Luo & Chao Yu - 2105.03810 The Local Approach to Causal Inference under Network Interference
by Eric Auerbach & Hongchang Guo & Max Tabord-Meehan - 2105.03737 Difference-in-Differences Estimation with Spatial Spillovers
by Kyle Butts - 2105.03707 On representation of energy storage in electricity planning models
by James H. Merrick & John E. T. Bistline & Geoffrey J. Blanford - 2105.03683 Dynamic Choices and Common Learning
by Rahul Deb & Ludovic Renou - 2105.03670 On the Time-Inconsistent Deterministic Linear-Quadratic Control
by Hongyan Cai & Danhong Chen & Yunfei Peng & Wei Wei - 2105.03656 Estimates of the social cost of carbon have increased over time
by Richard S. J. Tol - 2105.03625 A parallel-network continuous quantitative trading model with GARCH and PPO
by Zhishun Wang & Wei Lu & Kaixin Zhang & Tianhao Li & Zixi Zhao - 2105.03562 Deeply decarbonizing residential and urban central districts through photovoltaics plus electric vehicle applications
by Takuro Kobashi & Younghun Choi & Yujiro Hirano & Yoshiki Yamagata & Kelvin Say - 2105.03514 Global Index on Financial Losses due to Crime in the United States
by Thilini Mahanama & Abootaleb Shirvani & Svetlozar Rachev - 2105.03512 Investigating Socio-spatial Differences between Solo Ridehailing and Pooled Rides in Diverse Communities
by Jason Soria & Amanda Stathopoulos - 2105.03405 Dynamic tariff-based demand response in retail electricity market under uncertainty
by Arega Getaneh Abate & Rosana Riccardi & Carlos Ruiz - 2105.03071 Normal Tempered Stable Processes and the Pricing of Energy Derivatives
by Piergiacomo Sabino - 2105.03006 A Recursive Measure of Voting Power that Satisfies Reasonable Postulates
by Arash Abizadeh & Adrian Vetta - 2105.02849 Impact of digital economic activity on regional economic growth: A Case study from northern Minas Gerais between 2009 To 2018
by Cesar R Salas-Guerra - 2105.02828 Robustly Optimal Mechanisms for Selling Multiple Goods
by Yeon-Koo Che & Weijie Zhong - 2105.02785 Stock Price Forecasting in Presence of Covid-19 Pandemic and Evaluating Performances of Machine Learning Models for Time-Series Forecasting
by Navid Mottaghi & Sara Farhangdoost - 2105.02784 Cyclic Arbitrage in Decentralized Exchanges
by Ye Wang & Yan Chen & Haotian Wu & Liyi Zhou & Shuiguang Deng & Roger Wattenhofer - 2105.02782 The Homogenous Properties of Automated Market Makers
by Johannes Rude Jensen & Mohsen Pourpouneh & Kurt Nielsen & Omri Ross - 2105.02781 Where are the opportunities for growth in the professional services space?
by Edouard Ribes - 2105.02728 Should You Take Investment Advice From WallStreetBets? A Data-Driven Approach
by Tolga Buz & Gerard de Melo - 2105.02569 Machine Collaboration
by Qingfeng Liu & Yang Feng - 2105.02457 Designing Heaven's Will: The job assignment in the Chinese imperial civil service
by In'acio B'o & Li Chen - 2105.02387 Epidemics in modern economies
by Torsten Heinrich - 2105.02344 Policy Learning with Adaptively Collected Data
by Ruohan Zhan & Zhimei Ren & Susan Athey & Zhengyuan Zhou - 2105.02325 Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging
by Nicholas Salmon & Indranil SenGupta - 2105.02211 Simulation and estimation of a point-process market-model with a matching engine
by Ivan Jericevich & Patrick Chang & Tim Gebbie - 2105.02094 Sustainability of Collusion and Market Transparency in a Sequential Search Market: a Generalization
by Jacopo De Tullio & Giuseppe Puleio - 2105.02057 Order flow in the financial markets from the perspective of the Fractional L\'evy stable motion
by Vygintas Gontis - 2105.01829 Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation
by Xue Dong He & Xun Yu Zhou - 2105.01792 Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes
by Ranjan Pal & Ziyuan Huang & Xinlong Yin & Sergey Lototsky & Swades De & Sasu Tarkoma & Mingyan Liu & Jon Crowcroft & Nishanth Sastry - 2105.01745 Exploring Diffusion Characteristics that Influence Serious Games Adoption Decisions
by Katerina Antonopoulou & Nicholas Dacre - 2105.01644 Market Potential for CO$_2$ Removal and Sequestration from Renewable Natural Gas Production in California
by Jun Wong & Jonathan Santoso & Marjorie Went & Daniel Sanchez - 2105.01581 Reputational Bargaining with Ultimatum Opportunities
by Mehmet Ekmekci & Hanzhe Zhang - 2105.01446 Home advantage and crowd attendance: Evidence from rugby during the Covid 19 pandemic
by Federico Fioravanti & Fernando Delbianco & Fernando Tohm'e - 2105.01426 Business analytics meets artificial intelligence: Assessing the demand effects of discounts on Swiss train tickets
by Martin Huber & Jonas Meier & Hannes Wallimann - 2105.01380 Why and how systematic strategies decay
by Antoine Falck & Adam Rej & David Thesmar - 2105.01233 Revenue Adequate Prices for Chance-Constrained Electricity Markets with Variable Renewable Energy Sources
by Xin Shi & Alberto J. Lamadrid L. & Luis F. Zuluaga - 2105.01154 How the 'Auction Cube' Supports the Selection of Auction Designs in Industrial Procurement
by Gregor Berz & Florian Rupp & Brian Sieben - 2105.01142 Relationship among state reopening policies, health outcomes and economic recovery through first wave of the COVID-19 pandemic in the U.S
by Alexandre K. Ligo & Emerson Mahoney & Jeffrey Cegan & Benjamin D. Trump & Andrew S. Jin & Maksim Kitsak & Jesse Keenan & Igor Linkov - 2105.01127 On Wholesale Electricity Prices and Market Values in a Carbon-Neutral Energy System
by Diana Bottger & Philipp Hartel - 2105.01043 Errors in Learning from Others' Choices
by Mohsen Foroughifar - 2105.01040 Is More Precise Word of Mouth Better for a High Quality Firm? ... Not Always
by Mohsen Foroughifar & David Soberman - 2105.01008 A Modified Randomization Test for the Level of Clustering
by Yong Cai - 2105.00946 A nonparametric instrumental approach to endogeneity in competing risks models
by Jad Beyhum & Jean-Pierre Florens & Ingrid Van Keilegom - 2105.00939 Post-Brexit power of European Union from the world trade network analysis
by Justin Loye & Katia Jaffr`es-Runser & Dima Shepelyansky - 2105.00935 Distributionally robust portfolio maximisation and marginal utility pricing in one period financial markets
by Jan Obloj & Johannes Wiesel - 2105.00879 Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models
by Laurent Davezies & Xavier D'Haultf{oe}uille & Louise Laage - 2105.00844 Multivariate tempered stable additive subordination for financial models
by Patrizia Semeraro - 2105.00817 BERT based freedom to operate patent analysis
by Michael Freunek & Andr'e Bodmer - 2105.00796 Active peer effects in residential photovoltaic adoption: evidence on impact drivers among potential and current adopters in Germany
by Fabian Scheller & Soren Graupner & James Edwards & Jann Weinand & Thomas Bruckner - 2105.00778 Optimal stopping with signatures
by Christian Bayer & Paul Hager & Sebastian Riedel & John Schoenmakers - 2105.00707 MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price
by Qiutong Guo & Shun Lei & Qing Ye & Zhiyang Fang - 2105.00655 Learning Bermudans
by Riccardo Aiolfi & Nicola Moreni & Marco Bianchetti & Marco Scaringi & Filippo Fogliani - 2105.00617 Selection and Behavioral Responses of Health Insurance Subsidies in the Long Run: Evidence from a Field Experiment in Ghana
by Patrick Opoku Asuming & Hyuncheol Bryant Kim & Armand Sim - 2105.00556 Neo-humanism and COVID-19: Opportunities for a socially and environmentally sustainable world
by Francesco Sarracino & Kelsey J. O'Connor - 2105.00545 High Dimensional Decision Making, Upper and Lower Bounds
by Farzad Pourbabaee - 2105.00521 Order flow and price formation
by Fabrizio Lillo - 2105.00517 The Black Market for Beijing License Plates
by {O}ystein Daljord & Guillaume Pouliot & Junji Xiao & Mandy Hu - 2105.00458 A model of inter-organizational network formation
by Shweta Gaonkar & Angelo Mele - 2105.00358 Local Average and Marginal Treatment Effects with a Misclassified Treatment
by Kyunghoon Ban & D'esir'e K'edagni & Santiago Acerenza - 2105.00337 Detecting bid-rigging coalitions in different countries and auction formats
by David Imhof & Hannes Wallimann - 2105.00216 Lecture Notes on Voting Theory
by Davide Grossi - 2105.00204 Credibility in Second-Price Auctions: An Experimental Test
by Ahrash Dianat & Mikhail Freer - 2105.00130 Integrating Hydrogen in Single-Price Electricity Systems: The Effects of Spatial Economic Signals
by Frederik vom Scheidt & Jingyi Qu & Philipp Staudt & Dharik S. Mallapragada & Christof Weinhardt - 2105.00054 Probability Premium and Attitude Towards Probability
by Louis R. Eeckhoudt & Roger J. A. Laeven - 2105.00051 A note on a PDE approach to option pricing under xVA
by Falko Baustian & Martin Fencl & Jan Posp'iv{s}il & Vladim'ir v{S}v'igler - 2104.15062 Contracts in Electricity Markets under EU ETS: A Stochastic Programming Approach
by Arega Getaneh Abate & Rossana Riccardi & Carlos Ruiz - 2104.14744 Human strategic decision making in parametrized games
by Sam Ganzfried - 2104.14740 Driver Positioning and Incentive Budgeting with an Escrow Mechanism for Ridesharing Platforms
by Hao Yi Ong & Daniel Freund & Davide Crapis - 2104.14737 Automatic Debiased Machine Learning via Riesz Regression
by Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis - 2104.14683 Deep Reinforcement Trading with Predictable Returns
by Alessio Brini & Daniele Tantari - 2104.14662 Dynamic Population Games: A Tractable Intersection of Mean-Field Games and Population Games
by Ezzat Elokda & Saverio Bolognani & Andrea Censi & Florian Dorfler & Emilio Frazzoli - 2104.14615 Optimal Execution with Quadratic Variation Inventories
by Rene Carmona & Laura Leal - 2104.14458 Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments
by Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki - 2104.14414 Regional poverty in Bulgaria in the period 2008-2019
by Iva Raycheva - 2104.14412 Nonparametric Test for Volatility in Clustered Multiple Time Series
by Erniel B. Barrios & Paolo Victor T. Redondo - 2104.14371 Generalized Linear Models with Structured Sparsity Estimators
by Mehmet Caner - 2104.14347 Picking Sequences and Monotonicity in Weighted Fair Division
by Mithun Chakraborty & Ulrike Schmidt-Kraepelin & Warut Suksompong - 2104.14319 Sparse Grid Method for Highly Efficient Computation of Exposures for xVA
by Lech A. Grzelak - 2104.14301 The Effect of Marketing Investment on Firm Value and Systematic Risk
by Musaab Mousa & Saeed Nosratabadi & Judit Sagi & Amir Mosavi - 2104.14286 Prediction of Food Production Using Machine Learning Algorithms of Multilayer Perceptron and ANFIS
by Saeed Nosratabadi & Sina Ardabili & Zoltan Lakner & Csaba Mako & Amir Mosavi - 2104.14268 A Graph-based Similarity Function for CBDT: Acquiring and Using New Information
by Federico E. Contiggiani & Fernando Delbianco & Fernando Tohm'e - 2104.14240 Stakeholder dynamics in residential solar energy adoption: findings from focus group discussions in Germany
by Fabian Scheller & Isabel Doser & Emily Schulte & Simon Johanning & Russell McKenna & Thomas Bruckner - 2104.14214 Quantum Quantitative Trading: High-Frequency Statistical Arbitrage Algorithm
by Xi-Ning Zhuang & Zhao-Yun Chen & Yu-Chun Wu & Guo-Ping Guo - 2104.14204 Optimal bidding in hourly and quarter-hourly electricity price auctions: trading large volumes of power with market impact and transaction costs
by Micha{l} Narajewski & Florian Ziel - 2104.14199 The impact of past pandemics on CO$_2$ emissions and transition to renewable energy
by Michal Brzezinski - 2104.14190 FX Market Volatility
by Anton Koshelev - 2104.14188 The role of Common Agricultural Policy (CAP) in enhancing and stabilising farm income: an analysis of income transfer efficiency and the Income Stabilisation Tool
by Luigi Biagini & Simone Severini - 2104.14054 Loss-Based Variational Bayes Prediction
by David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo - 2104.14043 Where to Refuel: Modeling On-the-way Choice of Convenience Outlet
by Ari Pramono & Harmen Oppewal - 2104.14002 Modeling Managerial Search Behavior based on Simon's Concept of Satisficing
by Friederike Wall - 2104.13948 Applying Convolutional Neural Networks for Stock Market Trends Identification
by Ekaterina Zolotareva - 2104.13947 Modelling Net Loan Loss with Bayesian and Frequentist Regression Analysis
by Nathan Thomas Provost - 2104.13865 Sequential Search Models: A Pairwise Maximum Rank Approach
by Jiarui Liu - 2104.13747 The Future of Employment Revisited: How Model Selection Determines Automation Forecasts
by Fabian Stephany & Hanno Lorenz - 2104.13669 Optimal Stopping via Randomized Neural Networks
by Calypso Herrera & Florian Krach & Pierre Ruyssen & Josef Teichmann - 2104.13652 Social Norms Offer Explanation for Inconsistent Effects of Incentives on Prosocial Behavior
by Caroline Graf & Eva-Maria Merz & Bianca Suanet & Pamala Wiepking - 2104.13475 A Review of Disease and Development
by Ruiwu Liu - 2104.13440 Changepoint detection in random coefficient autoregressive models
by Lajos Horvath & Lorenzo Trapani - 2104.13425 State capacity and vulnerability to natural disasters
by Richard S. J. Tol - 2104.13367 A model of multiple hypothesis testing
by Davide Viviano & Kaspar Wuthrich & Paul Niehaus - 2104.13330 Climate Change Adaptation in the British Columbia Wine Industry Can carbon sequestration technology lower the B.C. Wine Industry's greenhouse gas emissions?
by Lee Cartier & Svan Lembke - 2104.13159 Search and Competition with Flexible Investigations
by Vasudha Jain & Mark Whitmeyer - 2104.12975 An Empirical Assessment of Characteristics and Optimal Portfolios
by Christopher G. Lamoureux & Huacheng Zhang - 2104.12909 Algorithm as Experiment: Machine Learning, Market Design, and Policy Eligibility Rules
by Yusuke Narita & Kohei Yata - 2104.12902 Early Human Capital Accumulation and Decentralization
by Guy Tchuente - 2104.12895 Computational Performance of Deep Reinforcement Learning to find Nash Equilibria
by Christoph Graf & Viktor Zobernig & Johannes Schmidt & Claude Klockl - 2104.12740 Bubbles in discrete time models
by Martin Herdegen & Dorte Kreher - 2104.12707 On the joint volatility dynamics in dairy markets
by Anthony N. Rezitis & Gregor Kastner - 2104.12706 The Impact of Brazil on Global Grain Dynamics: A Study on Cross-Market Volatility Spillovers
by Felipe Avileis & Mindy Mallory - 2104.12640 Combining incentives for pollination with collective action to provide a bundle of ecosystem services in farmland
by Jerome Faure & Lauriane Mouysset & Sabrina Gaba - 2104.12597 Valid Heteroskedasticity Robust Testing
by Benedikt M. Potscher & David Preinerstorfer - 2104.12573 Robust decision-making under risk and ambiguity
by Maximilian Blesch & Philipp Eisenhauer - 2104.12484 Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm
by Xin Zhang & Lan Wu & Zhixue Chen - 2104.12387 To What Extent do Labor Market Outcomes respond to UI Extensions?
by Aiwei Huang - 2104.12370 Weak Instrumental Variables: Limitations of Traditional 2SLS and Exploring Alternative Instrumental Variable Estimators
by Aiwei Huang & Madhurima Chandra & Laura Malkhasyan - 2104.12222 Interference, Bias, and Variance in Two-Sided Marketplace Experimentation: Guidance for Platforms
by Hannah Li & Geng Zhao & Ramesh Johari & Gabriel Y. Weintraub - 2104.12215 Whats the worth of a promise? Evaluating the indirect effects of a program to reduce early marriage in India
by Shreya Biswas & Upasak Das - 2104.12210 Generative Adversarial Network: Some Analytical Perspectives
by Haoyang Cao & Xin Guo - 2104.12127 Performance of Empirical Risk Minimization for Linear Regression with Dependent Data
by Christian Brownlees & Gu{dh}mundur Stef'an Gu{dh}mundsson - 2104.12008 Weathering the Storm: How Foreign Aid and Institutions Affect Entrepreneurship Following Natural Disasters
by Christopher Boudreaux & Anand Jha & Monica Escaleras - 2104.12004 Social capital and small business productivity: The mediating roles of financing and customer relationships
by Christopher Boudreaux & George Clarke & Anand Jha - 2104.11891 Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect
by Loretta Mastroeni & Alessandro Mazzoccoli & Greta Quaresima & Pierluigi Vellucci - 2104.11870 Hermite Polynomial-based Valuation of American Options with General Jump-Diffusion Processes
by Li Chen & Guang Zhang - 2104.11863 Regshock: Interactive Visual Analytics of Systemic Risk in Financial Networks
by Zhibin Niu & Junqi Wu & Dawei Cheng & Jiawan Zhang - 2104.11783 Form 10-Q Itemization
by Yanci Zhang & Tianming Du & Yujie Sun & Lawrence Donohue & Rui Dai - 2104.11772 Using Satellite Imagery and Deep Learning to Evaluate the Impact of Anti-Poverty Programs
by Luna Yue Huang & Solomon Hsiang & Marco Gonzalez-Navarro - 2104.11768 Estimating Future VaR from Value Samples and Applications to Future Initial Margin
by Narayan Ganesan & Bernhard Hientzsch - 2104.11726 Managing mental & psychological wellbeing amidst COVID-19 pandemic: Positive psychology interventions
by Maria Tresita Paul V. & N. Uma Devi - 2104.11702 Correlated Dynamics in Marketing Sensitivities
by Ryan Dew & Yuhao Fan - 2104.11684 Pricing Asian Options with Correlators
by Silvia Lavagnini - 2104.11652 If it Looks like a Human and Speaks like a Human ... Dialogue and cooperation in human-robot interactions
by Mario A. Maggioni & Domenico Rossignoli - 2104.11595 Does home advantage without crowd exist in American football?
by D'avid Zolt'an Szab'o & Diego Andr'es P'erez - 2104.11594 Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk
by Bahareh Afhami & Mohsen Rezapour & Mohsen Madadi & Vahed Maroufy - 2104.11461 Extending the Heston Model to Forecast Motor Vehicle Collision Rates
by Darren Shannon & Grigorios Fountas - 2104.11300 The Crowd Classification Problem: Social Dynamics of Binary Choice Accuracy
by Joshua Becker & Douglas Guilbeault & Ned Smith - 2104.10973 Traveller behaviour in public transport in the early stages of the COVID-19 pandemic in the Netherlands
by Sanmay Shelat & Oded Cats & Sander van Cranenburgh - 2104.10943 Investigating farming efficiency through a two stage analytical approach: Application to the agricultural sector in Northern Oman
by Amar Oukil & Slim Zekri - 2104.10877 Approximate option pricing formula for Barndorff-Nielsen and Shephard model
by Takuji Arai - 2104.10827 An Examination of Demographic Differences in Obtaining Investment and Financial Planning Information
by Paul Bechly - 2104.10673 Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability
by Tobias Fissler & Yannick Hoga - 2104.10657 Rationally Inattentive Echo Chambers
by Lin Hu & Anqi Li & Xu Tan - 2104.10528 Random perfect information games
by J'anos Flesch & Arkadi Predtetchinski & Ville Suomala - 2104.10483 Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting
by Eric Benhamou & David Saltiel & Serge Tabachnik & Sui Kai Wong & Franc{c}ois Chareyron - 2104.10457 Macroeconomic forecasting with statistically validated knowledge graphs
by Sonja Tilly & Giacomo Livan - 2104.10365 Identification of Peer Effects with Miss-specified Peer Groups: Missing Data and Group Uncertainty
by Christiern Rose & Lizi Yu - 2104.10334 Automatic Double Machine Learning for Continuous Treatment Effects
by Sylvia Klosin - 2104.10281 Nonlinear Pricing with Misspecified and Arbitrary Perception of the Marginal Price
by Diego Alejandro Murillo Taborda - 2104.10279 On the social and cognitive dimensions of wicked environmental problems characterized by conceptual and solution uncertainty
by Felber Arroyave & Oscar Yandy Romero Goyeneche & Meredith Gore & Gaston Heimeriks & Jeffrey Jenkins & Alexander Petersen - 2104.10225 Policy with stochastic hysteresis
by Georgii Riabov & Aleh Tsyvinski - 2104.10205 On the relation between Preference Reversal and Strategy-Proofness
by K. P. S. Bhaskara Rao & Achille Basile & Surekha Rao - 2104.10187 Three little arbitrage theorems
by Mauricio Contreras G. & Roberto Ortiz H - 2104.10163 A q-binomial extension of the CRR asset pricing model
by Jean-Christophe Breton & Youssef El-Khatib & Jun Fan & Nicolas Privault - 2104.09988 Inferring Multi-Period Optimal Portfolios via Detrending Moving Average Cluster Entropy
by P. Murialdo & L. Ponta & A. Carbone - 2104.09942 I Want to Tell You? Maximizing Revenue in First-Price Two-Stage Auctions
by Galit Ashkenazi-Golan & Yevgeny Tsodikovich & Yannick Viossat - 2104.09935 CATE meets ML -- The Conditional Average Treatment Effect and Machine Learning
by Daniel Jacob - 2104.09898 Market Value of Differentially-Private Smart Meter Data
by Saurab Chhachhi & Fei Teng - 2104.09879 GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
by Hibiki Kaibuchi & Yoshinori Kawasaki & Gilles Stupfler - 2104.09863 Calibrating an adaptive Farmer-Joshi agent-based model for financial markets
by Ivan Jericevich & Murray McKechnie & Tim Gebbie - 2104.09700 Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory
by Mingwen Liu & Junbang Huo & Yulin Wu & Jinge Wu - 2104.09476 Interpretability in deep learning for finance: a case study for the Heston model
by Damiano Brigo & Xiaoshan Huang & Andrea Pallavicini & Haitz Saez de Ocariz Borde - 2104.09471 Dissension or consensus? Management and Business Research in Latin America and the Caribbean
by Julian D. Cortes - 2104.09368 Deep Reinforcement Learning in a Monetary Model
by Mingli Chen & Andreas Joseph & Michael Kumhof & Xinlei Pan & Xuan Zhou - 2104.09341 Aiding Long-Term Investment Decisions with XGBoost Machine Learning Model
by Ekaterina Zolotareva - 2104.09309 Foreign exchange markets: price response and spread impact
by Juan Camilo Henao Londono & Thomas Guhr - 2104.09210 A public micro pension programme in Brazil: Heterogeneity among states and setting up of benefit age adjustment
by Renata Gomes Alcoforado & Alfredo D. Eg'idio dos Reis - 2104.09165 The probabilistic rank random assignment rule and its axiomatic characterization
by Yajing Chen & Patrick Harless & Zhenhua Jiao - 2104.09157 New axioms for top trading cycles
by Siwei Chen & Yajing Chen & Chia-Ling Hsu - 2104.09141 Decomposition scheme matters more than you may think
by Anna Naszodi - 2104.09112 Pareto Optimality, Functional Dependence and Collective Agency
by Chenwei Shi & Yiyang Wang - 2104.08975 On the regularity of human mobility patterns at times of a pandemic
by Fabio Vanni & David Lambert - 2104.08956 On the Investment Strategies in Occupational Pension Plans
by Frank Bosserhoff & An Chen & Nils Sorensen & Mitja Stadje