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Content
2019
- 1907.11057 Special Drawing Rights in a New Decentralized Century
by Andreas Veneris & Andreas Park
- 1907.11054 Resolution of the St. Petersburg paradox using Von Mises axiom of randomness
by Andrea Berdondini
- 1907.11053 Optimal make take fees in a multi market maker environment
by Bastien Baldacci & Dylan Possamai & Mathieu Rosenbaum
- 1907.10720 Liquid Speed: On-Demand Fast Trading at Distributed Exchanges
by Michael Brolley & Marius Zoican
- 1907.10590 The method of Enestr\"om and Phragm\'en for parliamentary elections by means of approval voting
by Rosa Camps & Xavier Mora & Laia Saumell
- 1907.10578 Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing
by Jian Liang & Zhe Xu & Peter Li
- 1907.10407 Evaluating the Effectiveness of Common Technical Trading Models
by Joseph Attia
- 1907.10381 Arrow's Theorem Through a Fixpoint Argument
by Frank M. V. Feys & Helle Hvid Hansen
- 1907.10306 Testing new property of elliptical model for stock returns distribution
by Petr Koldanov
- 1907.10152 Multivariate Modeling of Natural Gas Spot Trading Hubs Incorporating Futures Market Realized Volatility
by Michael Weylandt & Yu Han & Katherine B. Ensor
- 1907.10080 Optimal auctions for networked markets with externalities
by Benjamin Heymann & Alejandro Jofr'e
- 1907.10052 Sustainable Business Models: A Review
by Saeed Nosratabadi & Amir Mosavi & Shahaboddin Shamshirband & Edmundas Kazimieras Zavadskas & Andry Rakotonirainy & Kwok Wing Chau
- 1907.10046 Trading via Image Classification
by Naftali Cohen & Tucker Balch & Manuela Veloso
- 1907.09993 A note on Parisian ruin under a hybrid observation scheme
by Mohamed Amine Lkabous
- 1907.09990 Poissonian occupation times of spectrally negative L\'evy processes with applications
by Mohamed Amine Lkabous
- 1907.09943 Yield Uncertainty and Strategic Formation of Supply Chain Networks
by Victor Amelkin & Rakesh Vohra
- 1907.09886 Rebuttal of "On Nonparametric Identification of Treatment Effects in Duration Models"
by Jaap H. Abbring & Gerard J. van den Berg
- 1907.09862 Option pricing in bilateral Gamma stock models
by Uwe Kuchler & Stefan Tappe
- 1907.09857 Bilateral Gamma distributions and processes in financial mathematics
by Uwe Kuchler & Stefan Tappe
- 1907.09855 Prosumage of solar electricity: tariff design, capacity investments, and power system effects
by Claudia Gunther & Wolf-Peter Schill & Alexander Zerrahn
- 1907.09753 Accelerated Share Repurchase and other buyback programs: what neural networks can bring
by Olivier Gu'eant & Iuliia Manziuk & Jiang Pu
- 1907.09704 A Note on Universal Bilinear Portfolios
by Alex Garivaltis
- 1907.09639 Semi-Parametric Hierarchical Bayes Estimates of New Yorkers' Willingness to Pay for Features of Shared Automated Vehicle Services
by Rico Krueger & Taha H. Rashidi & Akshay Vij
- 1907.09567 The Effect of Visual Design in Image Classification
by Naftali Cohen & Tucker Balch & Manuela Veloso
- 1907.09452 Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators
by Adamantios Ntakaris & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis
- 1907.09255 Competing to Persuade a Rationally Inattentive Agent
by Vasudha Jain & Mark Whitmeyer
- 1907.09218 Generalized statistical arbitrage concepts and related gain strategies
by Christian Rein & Ludger Ruschendorf & Thorsten Schmidt
- 1907.09206 X-model: further development and possible modifications
by Sergei Kulakov
- 1907.09162 On the simulation of the Hawkes process via Lambert-W functions
by Martin Magris
- 1907.09144 Consistent upper price bounds for exotic options given a finite number of call prices and their convergence
by Nicole Bauerle & Daniel Schmithals
- 1907.08911 A Stock Market Model Based on CAPM and Market Size
by Andrey Sarantsev & Blessing Ofori-Atta & Brandon Flores
- 1907.08771 The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold
by Chung-Han Hsieh & B. Ross Barmish & John A. Gubner
- 1907.08659 Modeling Morality
by Walter Veit
- 1907.08522 A Vine-copula extension for the HAR model
by Martin Magris
- 1907.08499 L\'evy-Ito Models in Finance
by George Bouzianis & Lane P. Hughston & Sebastian Jaimungal & Leandro S'anchez-Betancourt
- 1907.08397 Stochastic Spread Pairs Trading in the Indian Commodity Market
by Dhruv Mahajan & Abhijeet Chandra
- 1907.08047 Brownian bridge with random length and pinning point for modelling of financial information
by Mohammed Louriki
- 1907.07975 Powershare Mechanics
by Beka Dalakishvili & Ana Mikatadze
- 1907.07908 Risk-dependent centrality in economic and financial networks
by Paolo Bartesaghi & Michele Benzi & Gian Paolo Clemente & Rosanna Grassi & Ernesto Estrada
- 1907.07885 Formal verification of trading in financial markets
by Suneel Sarswat & Abhishek Kr Singh
- 1907.07858 Behavioural Macroeconomic Policy: New perspectives on time inconsistency
by Michelle Baddeley
- 1907.07786 Product Aesthetic Design: A Machine Learning Augmentation
by Alex Burnap & John R. Hauser & Artem Timoshenko
- 1907.07628 Contract Design with Costly Convex Self-Control
by Yusufcan Masatlioglu & Daisuke Nakajima & Emre Ozdenoren
- 1907.07582 Testing for Unobserved Heterogeneity via k-means Clustering
by Andrew J. Patton & Brian M. Weller
- 1907.07514 Self Organizing Supply Chains for Micro-Prediction: Present and Future uses of the ROAR Protocol
by Peter Cotton
- 1907.07491 The cyclicality of loan loss provisions under three different accounting models: the United Kingdom, Spain, and Brazil
by A. M. B. Araujo & P. R. B. Lustosa
- 1907.07425 Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model
by Federico Guglielmo Morelli & Michael Benzaquen & Marco Tarzia & Jean-Philippe Bouchaud
- 1907.07412 Testing for Quantile Sample Selection
by Valentina Corradi & Daniel Gutknecht
- 1907.07343 Existence and Uniqueness of Solutions to the Stochastic Bellman Equation with Unbounded Shock
by Juan Pablo Rinc'on-Zapatero
- 1907.07305 A model-free backward and forward nonlinear PDEs for implied volatility
by Peter Carr & Andrey Itkin & Sasha Stoikov
- 1907.07288 On the inconsistency of matching without replacement
by Fredrik Savje
- 1907.07132 Pathways to Good Healthcare Services and Patient Satisfaction: An Evolutionary Game Theoretical Approach
by Zainab Alalawi & The Anh Han & Yifeng Zeng & Aiman Elragig
- 1907.07108 Nature of thermodynamics equation of state towards economics equation of state
by Burin Gumjudpai & Yuthana Sethapramote
- 1907.07101 Location and portfolio selection problems: A unified framework
by Justo Puerto & Moises Rodr'iguez-Madrena & Andrea Scozzari
- 1907.07065 Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP
by Peter Knaus & Angela Bitto-Nemling & Annalisa Cadonna & Sylvia Fruhwirth-Schnatter
- 1907.07036 Information processing constraints in travel behaviour modelling: A generative learning approach
by Melvin Wong & Bilal Farooq
- 1907.07019 Unforeseen Evidence
by Evan Piermont
- 1907.06673 Quant GANs: Deep Generation of Financial Time Series
by Magnus Wiese & Robert Knobloch & Ralf Korn & Peter Kretschmer
- 1907.06622 Audits as Evidence: Experiments, Ensembles, and Enforcement
by Patrick Kline & Christopher Walters
- 1907.06474 Neural network regression for Bermudan option pricing
by Bernard Lapeyre & J'er^ome Lelong
- 1907.06465 Confidentiality and linked data
by Felix Ritchie & Jim Smith
- 1907.06317 Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models
by Gregory Cox & Xiaoxia Shi
- 1907.06303 On the Evolution of U.S. Temperature Dynamics
by Francis X. Diebold & Glenn D. Rudebusch
- 1907.06230 Multi-Level Order-Flow Imbalance in a Limit Order Book
by Ke Xu & Martin D. Gould & Sam D. Howison
- 1907.06200 Necessary and sufficient condition for equilibrium of the Hotelling model
by Satoshi Hayashi & Naoki Tsuge
- 1907.06151 From quadratic Hawkes processes to super-Heston rough volatility models with Zumbach effect
by Aditi Dandapani & Paul Jusselin & Mathieu Rosenbaum
- 1907.06118 Online Rental Housing Market Representation and the Digital Reproduction of Urban Inequality
by Geoff Boeing
- 1907.05954 A simulation of the insurance industry: The problem of risk model homogeneity
by Torsten Heinrich & Juan Sabuco & J. Doyne Farmer
- 1907.05949 On the residues vectors of a rational class of complex functions. Application to autoregressive processes
by Guillermo Daniel Scheidereiter & Omar Roberto Faure
- 1907.05697 Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets
by J. M. Calabuig & H. Falciani & E. A. S'anchez-P'erez
- 1907.05689 Gittins' theorem under uncertainty
by Samuel N. Cohen & Tanut Treetanthiploet
- 1907.05593 From small markets to big markets
by Laurence Carassus & Miklos Rasonyi
- 1907.05582 Singularities and Catastrophes in Economics: Historical Perspectives and Future Directions
by Michael S. Harr'e & Adam Harris & Scott McCallum
- 1907.05381 Adaptive Pricing in Insurance: Generalized Linear Models and Gaussian Process Regression Approaches
by Yuqing Zhang & Neil Walton
- 1907.05348 Distributions of Historic Market Data -- Relaxation and Correlations
by M. Dashti Moghaddam & Zhiyuan Liu & R. A. Serota
- 1907.05157 Stochastic mortality models: An infinite dimensional approach
by Stefan Tappe & Stefan Weber
- 1907.05142 Exponential stock models driven by tempered stable processes
by Uwe Kuchler & Stefan Tappe
- 1907.05141 Tempered stable distributions and processes
by Uwe Kuchler & Stefan Tappe
- 1907.05072 Real-world forward rate dynamics with affine realizations
by Eckhard Platen & Stefan Tappe
- 1907.05049 A global economic policy uncertainty index from principal component analysis
by Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou
- 1907.05037 Proportional Dynamics in Exchange Economies
by Simina Br^anzei & Nikhil R. Devanur & Yuval Rabani
- 1907.04937 Mathematical Analysis of Dynamic Risk Default in Microfinance
by Mohammed Kaicer & Abdelilah Kaddar
- 1907.04925 Maximum Entropy approach to multivariate time series randomization
by Riccardo Marcaccioli & Giacomo Livan
- 1907.04853 Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets
by Victor H. Aguiar & Nail Kashaev
- 1907.04447 Relationships between different Macroeconomic Variables using VECM
by Saannidhya Rawat
- 1907.04422 Nonlinear price dynamics of S&P 100 stocks
by Gunduz Caginalp & Mark DeSantis
- 1907.04373 Capturing Financial markets to apply Deep Reinforcement Learning
by Souradeep Chakraborty
- 1907.04272 Ordinal Imitative Dynamics
by George Loginov
- 1907.04257 Systemic Optimal Risk Transfer Equilibrium
by Francesca Biagini & Alessandro Doldi & Jean-Pierre Fouque & Marco Frittelli & Thilo Meyer-Brandis
- 1907.04230 Tax- and expense-modified risk-minimization for insurance payment processes
by Kristian Buchardt & Christian Furrer & Thomas M{o}ller
- 1907.04147 Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
by Feiyu Jiang & Dong Li & Ke Zhu
- 1907.04046 A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty
by Luis H. R. Alvarez E. & Soren Christensen
- 1907.03809 Competing Models
by Jose Luis Montiel Olea & Pietro Ortoleva & Mallesh M Pai & Andrea Prat
- 1907.03665 An intelligent financial portfolio trading strategy using deep Q-learning
by Hyungjun Park & Min Kyu Sim & Dong Gu Choi
- 1907.03643 A Mathematical Analysis of an Election System Proposed by Gottlob Frege
by Paul Harrenstein & Marie-Louise Lackner & Martin Lackner
- 1907.03577 The evolving liaisons between the transaction networks of Bitcoin and its price dynamics
by Alexandre Bovet & Carlo Campajola & Francesco Mottes & Valerio Restocchi & Nicol`o Vallarano & Tiziano Squartini & Claudio J. Tessone
- 1907.03561 Existence of L\'evy term structure models
by Damir Filipovi'c & Stefan Tappe
- 1907.03370 Artificial Intelligence Alter Egos: Who benefits from Robo-investing?
by Catherine D'Hondt & Rudy De Winne & Eric Ghysels & Steve Raymond
- 1907.03355 Improving Detection of Credit Card Fraudulent Transactions using Generative Adversarial Networks
by Hung Ba
- 1907.03295 Common Decomposition of Correlated Brownian Motions and its Financial Applications
by Tianyao Chen & Xue Cheng & Jingping Yang
- 1907.03256 An alternative approach on the existence of affine realizations for HJM term structure models
by Stefan Tappe
- 1907.03093 Dynamic Mean-Variance Portfolio Optimisation
by Xiang Meng
- 1907.03082 Systemic Risk and Heterogeneous Mean Field Type Interbank Network
by Li-Hsien Sun
- 1907.03010 Financial Time Series Data Processing for Machine Learning
by Fabrice Daniel
- 1907.03009 Identification of short-term and long-term time scales in stock markets and effect of structural break
by Ajit Mahata & Debi Prasad Bal & Md Nurujjaman
- 1907.02666 Forecasting security's volatility using low-frequency historical data, high-frequency historical data and option-implied volatility
by Huiling Yuan & Yong Zhou & Zhiyuan Zhang & Xiangyu Cui
- 1907.02457 Learning Threshold-Type Investment Strategies with Stochastic Gradient Method
by Zsolt Nika & Mikl'os R'asonyi
- 1907.02436 Random Forest Estimation of the Ordered Choice Model
by Michael Lechner & Gabriel Okasa
- 1907.02363 Existence of affine realizations for L\'evy term structure models
by Stefan Tappe
- 1907.02337 Heterogeneous Choice Sets and Preferences
by Levon Barseghyan & Maura Coughlin & Francesca Molinari & Joshua C. Teitelbaum
- 1907.02320 Optimal transport on large networks, a practitioner's guide
by Arthur Charpentier & Alfred Galichon & Lucas Vernet
- 1907.02212 Heterogeneous Regression Models for Clusters of Spatial Dependent Data
by Zhihua Ma & Yishu Xue & Guanyu Hu
- 1907.02155 Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model
by Yuki M. Asano & Jakob J. Kolb & Jobst Heitzig & J. Doyne Farmer
- 1907.02101 The Informativeness of Estimation Moments
by Bo Honore & Thomas Jorgensen & Aureo de Paula
- 1907.02100 Machine learning and behavioral economics for personalized choice architecture
by Emir Hrnjic & Nikodem Tomczak
- 1907.01954 An Econometric Perspective on Algorithmic Subsampling
by Sokbae Lee & Serena Ng
- 1907.01917 Markovian lifts of positive semidefinite affine Volterra type processes
by Christa Cuchiero & Josef Teichmann
- 1907.01902 Multiplicity of time scales in climate, matter, life, and economy
by Bernhelm Booss-Bavnbek & Rasmus Kristoffer Pedersen & Ulf R{o}rb{ae}k Pedersen
- 1907.01828 Weak Limits of Random Coefficient Autoregressive Processes and their Application in Ruin Theory
by Yuchao Dong & J'er^ome Spielmann
- 1907.01800 P2P Loan acceptance and default prediction with Artificial Intelligence
by Jeremy D. Turiel & Tomaso Aste
- 1907.01766 Algorithms for Competitive Division of Chores
by Simina Br^anzei & Fedor Sandomirskiy
- 1907.01576 Election predictions are arbitrage-free: response to Taleb
by Aubrey Clayton
- 1907.01503 Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation
by Xinyi Li & Yinchuan Li & Yuancheng Zhan & Xiao-Yang Liu
- 1907.01437 Compact embeddings for spaces of forward rate curves
by Stefan Tappe
- 1907.01362 A Model of Presidential Debates
by Doron Klunover & John Morgan
- 1907.01306 Elicitability and Identifiability of Systemic Risk Measures
by Tobias Fissler & Jana Hlavinov'a & Birgit Rudloff
- 1907.01274 Smart network based portfolios
by Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj
- 1907.01225 Size matters for OTC market makers: general results and dimensionality reduction techniques
by Philippe Bergault & Olivier Gu'eant
- 1907.01196 Large Volatility Matrix Prediction with High-Frequency Data
by Xinyu Song
- 1907.01189 Solving the Reswitching Paradox in the Sraffian Theory of Capital
by Carlo Milana
- 1907.01119 Comparative analysis of layered structures in empirical investor networks and cellphone communication networks
by Peng Wang & Jun-Chao Ma & Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette
- 1907.01075 Simulation smoothing for nowcasting with large mixed-frequency VARs
by Sebastian Ankargren & Paulina Jon'eus
- 1907.01056 Optimal Bookmaking
by Matthew Lorig & Zhou Zhou & Bin Zou
- 1907.01049 Permutation inference with a finite number of heterogeneous clusters
by Andreas Hagemann
- 1907.00558 Improved Forecasting of Cryptocurrency Price using Social Signals
by Maria Glenski & Tim Weninger & Svitlana Volkova
- 1907.00399 Bounding Causes of Effects with Mediators
by Philip Dawid & Macartan Humphreys & Monica Musio
- 1907.00371 Regularities in stock markets
by Abhin Kakkad & Harsh Vasoya & Arnab K. Ray
- 1907.00336 Affine realizations with affine state processes for stochastic partial differential equations
by Stefan Tappe
- 1907.00335 Existence of affine realizations for stochastic partial differential equations driven by L\'evy processes
by Stefan Tappe
- 1907.00297 A weighted finite difference method for subdiffusive Black Scholes Model
by Grzegorz Krzy.zanowski & Marcin Magdziarz & {L}ukasz P{l}ociniczak
- 1907.00293 Tracking VIX with VIX Futures: Portfolio Construction and Performance
by Tim Leung & Brian Ward
- 1907.00222 Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation
by Nicolas Apfel
- 1907.00219 Branching Particle Pricers with Heston Examples
by Michael A. Kouritzin & Anne MacKay
- 1907.00212 Detailed study of a moving average trading rule
by Fernando F. Ferreira & A. Christian Silva & Ju-Yi Yen
- 1907.00185 P-hacking in clinical trials and how incentives shape the distribution of results across phases
by J'er^ome Adda & Christian Decker & Marco Ottaviani
- 1907.00149 Time-changed \levy processes and option pricing: a critical comment
by Hasan Fallahgoul & Kihun Nam
- 1907.00130 Katugampola Generalized Conformal Derivative Approach to Inada Conditions and Solow-Swan Economic Growth Model
by G. Fern'andez-Anaya & L. A. Quezada-T'ellez & B. Nu~nez-Zavala & D. Brun-Battistini
- 1906.12317 Near-Optimal Dynamic Asset Allocation in Financial Markets with Trading Constraints
by Thijs Kamma & Antoon Pelsser
- 1906.12134 Dealing with Stochastic Volatility in Time Series Using the R Package stochvol
by Gregor Kastner
- 1906.12123 Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol
by Darjus Hosszejni & Gregor Kastner
- 1906.12010 How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?
by Tucker Hybinette Balch & Mahmoud Mahfouz & Joshua Lockhart & Maria Hybinette & David Byrd
- 1906.11968 Are cryptocurrency traders pioneers or just risk-seekers? Evidence from brokerage accounts
by Matthias Pelster & Bastian Breitmayer & Tim Hasso
- 1906.11831 A portfolio choice problem in the framework of expected utility operators
by Irina Georgescu & Louis Aim'e Fono
- 1906.11481 Broken Detailed Balance and Non-Equilibrium Dynamics in Noisy Social Learning Models
by Tushar Vaidya & Thiparat Chotibut & Georgios Piliouras
- 1906.11391 Dynamically Stable Matching
by Laura Doval
- 1906.11320 Correlators of Polynomial Processes
by Fred Espen Benth & Silvia Lavagnini
- 1906.11293 Empirical Process Results for Exchangeable Arrays
by Laurent Davezies & Xavier D'Haultfoeuille & Yannick Guyonvarch
- 1906.11224 The Hamiltonian approach to the problem of derivation of production functions in economic growth theory
by Roman G. Smirnov & Kunpeng Wang
- 1906.11208 Proxy expenditure weights for Consumer Price Index: Audit sampling inference for big data statistics
by Li-Chun Zhang
- 1906.11186 A Triptych Approach for Reverse Stress Testing of Complex Portfolios
by Pascal Traccucci & Luc Dumontier & Guillaume Garchery & Benjamin Jacot
- 1906.11046 Multi-Agent Deep Reinforcement Learning for Liquidation Strategy Analysis
by Wenhang Bao & Xiao-yang Liu
- 1906.11023 The Coevolution of Banks and Corporate Securities Markets: The Financing of Belgium's Industrial Take-Off in the 1830s
by Stefano Ugolini
- 1906.10957 Estimation of the size of informal employment based on administrative records with non-ignorable selection mechanism
by Maciej Berk{e}sewicz & Dagmara Nikulin
- 1906.10933 Dual representations for systemic risk measures based on acceptance sets
by Maria Arduca & Pablo Koch-Medina & Cosimo Munari
- 1906.10888 European Option Pricing of electricity under exponential functional of L\'evy processes with Price-Cap principle
by Martin Kegnenlezom & Patrice Takam Soh & Antoine-Marie Bogso & Yves Emvudu Wono
- 1906.10865 The Syntax of the Accounting Language: A First Step
by Frederico Botafogo
- 1906.10624 On Capital Allocation under Information Constraints
by Christoph J. Borner & Ingo Hoffmann & Fabian Poetter & Tim Schmitz
- 1906.10572 Understanding the explosive trend in EU ETS prices -- fundamentals or speculation?
by Marina Friedrich & S'ebastien Fries & Michael Pahle & Ottmar Edenhofer
- 1906.10422 Forecasting the Remittances of the Overseas Filipino Workers in the Philippines
by Merry Christ E. Manayaga & Roel F. Ceballos
- 1906.10388 Lead-lag Relationships in Foreign Exchange Markets
by Lasko Basnarkov & Viktor Stojkoski & Zoran Utkovski & Ljupco Kocarev
- 1906.10372 Dynamic time series clustering via volatility change-points
by Nick Whiteley
- 1906.10333 To Infinity and Beyond: A General Framework for Scaling Economic Theories
by Yannai A. Gonczarowski & Scott Duke Kominers & Ran I. Shorrer
- 1906.10325 Against the Norm: Modeling Daily Stock Returns with the Laplace Distribution
by David Toth & Bruce Jones
- 1906.10311 Informed Principal Problems in Bilateral Trading
by Takeshi Nishimura
- 1906.10258 Policy Targeting under Network Interference
by Davide Viviano
- 1906.10121 Metaheuristics optimized feedforward neural networks for efficient stock price prediction
by Bradley J. Pillay & Absalom E. Ezugwu
- 1906.10084 Long Run Feedback in the Broker Call Money Market
by Alex Garivaltis
- 1906.10030 A New Solution to Market Definition: An Approach Based on Multi-dimensional Substitutability Statistics
by Yan Yang
- 1906.09961 Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall
by Chao Wang & Richard Gerlach
- 1906.09895 Most Important Fundamental Rule of Poker Strategy
by Sam Ganzfried & Max Chiswick
- 1906.09729 Relative Bound and Asymptotic Comparison of Expectile with Respect to Expected Shortfall
by Samuel Drapeau & Mekonnen Tadese
- 1906.09698 Gift Contagion in Online Groups: Evidence From Virtual Red Packets
by Yuan Yuan & Tracy Liu & Chenhao Tan & Qian Chen & Alex Pentland & Jie Tang
- 1906.09694 Business Taxonomy Construction Using Concept-Level Hierarchical Clustering
by Haodong Bai & Frank Z. Xing & Erik Cambria & Win-Bin Huang
- 1906.09671 Single-crossing Implementation
by Nathann Cohenn & Edith Elkind & Foram Lakhani
- 1906.09632 A Model of the Optimal Selection of Crypto Assets
by Silvia Bartolucci & Andrei Kirilenko
- 1906.09431 Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm
by D. Belomestny & M. Kaledin & J. Schoenmakers
- 1906.09353 Suboptimal Provision of Privacy and Statistical Accuracy When They are Public Goods
by John M. Abowd & Ian M. Schmutte & William Sexton & Lars Vilhuber
- 1906.09034 Small-time, large-time and $H\to 0$ asymptotics for the Rough Heston model
by Martin Forde & Stefan Gerhold & Benjamin Smith
- 1906.09024 BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability
by Joshua Zoen Git Hiew & Xin Huang & Hao Mou & Duan Li & Qi Wu & Yabo Xu
- 1906.08933 A bibliometric analysis of Bitcoin scientific production
by Ignasi Merediz-Sol`a & Aurelio F. Bariviera
- 1906.08892 Macroscopic theorem of the portfolio optimization problem with a risk-free asset
by Ippei Suzuki & Takashi Shinzato
- 1906.08872 CostMAP: An open-source software package for developing cost surfaces
by Brendan Hoover & Richard S. Middleton & Sean Yaw
- 1906.08726 On the probability of a causal inference is robust for internal validity
by Tenglong Li & Kenneth A. Frank
- 1906.08667 A network approach to cartel detection in public auction markets
by Johannes Wachs & J'anos Kert'esz
- 1906.08636 Investment Ranking Challenge: Identifying the best performing stocks based on their semi-annual returns
by Shanka Subhra Mondal & Sharada Prasanna Mohanty & Benjamin Harlander & Mehmet Koseoglu & Lance Rane & Kirill Romanov & Wei-Kai Liu & Pranoot Hatwar & Marcel Salathe & Joe Byrum
- 1906.08617 Loan maturity aggregation in interbank lending networks obscures mesoscale structure and economic functions
by Marnix Van Soom & Milan van den Heuvel & Jan Ryckebusch & Koen Schoors
- 1906.08410 Optimal Reinsurance and Investment Strategies under Mean-Variance Criteria: Partial and Full Information
by Shihao Zhu & Jingtao Shi
- 1906.08357 The Age-Period-Cohort-Interaction Model for Describing and Investigating Inter-Cohort Deviations and Intra-Cohort Life-Course Dynamics
by Liying Luo & James Hodges
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