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Content
2017
- 1712.04594 Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness
by Timothy B. Armstrong & Michal Koles'ar - 1712.04418 Fair valuation of L\'evy-type drawdown-drawup contracts with general insured and penalty functions
by Zbigniew Palmowski & Joanna Tumilewicz - 1712.04117 The Calculus of Democratization and Development
by Jacob Ferguson - 1712.03797 Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for Day and Night Air Pollution in Silesia Region: A Critical Overview
by Daniel Kosiorowski & Dominik Mielczarek & Jerzy. P. Rydlewski - 1712.03681 Revisiting the determinacy on New Keynesian Models: A survey
by Alberto F. Boix & Adri'an Segura Moreiras - 1712.03675 Set Identified Dynamic Economies and Robustness to Misspecification
by Andreas Tryphonides - 1712.03566 Enhancing Binomial and Trinomial Equity Option Pricing Models
by Yong Shin Kim & Stoyan Stoyanov & Svetlozar Rachev & Frank J. Fabozzi - 1712.03553 RNN-based counterfactual prediction, with an application to homestead policy and public schooling
by Jason Poulos & Shuxi Zeng - 1712.03448 A Random Attention Model
by Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu & Elchin Suleymanov - 1712.03152 Aggregating Google Trends: Multivariate Testing and Analysis
by Stephen L. France & Yuying Shi - 1712.03106 Compound Hawkes Processes in Limit Order Books
by Anatoliy Swishchuk & Bruno Remillard & Robert Elliott & Jonathan Chavez-Casillas - 1712.03044 Mixed Models as an Alternative to Farima
by Jos'e Igor Morlanes - 1712.02937 On Metropolis Growth
by Syed Amaar Ahmad - 1712.02926 Online Red Packets: A Large-scale Empirical Study of Gift Giving on WeChat
by Yuan Yuan & Tracy Xiao Liu & Chenhao Tan & Jie Tang - 1712.02860 Remarks on Bayesian Control Charts
by Amir Ahmadi-Javid & Mohsen Ebadi - 1712.02735 Variance and Volatility Swaps and Futures Pricing for Stochastic Volatility Models
by Anatoliy Swishchuk & Zijia Wang - 1712.02661 Linear and nonlinear market correlations: characterizing financial crises and portfolio optimization
by Alexander Haluszczynski & Ingo Laut & Heike Modest & Christoph Rath - 1712.02282 On monitoring development indicators using high resolution satellite images
by Potnuru Kishen Suraj & Ankesh Gupta & Makkunda Sharma & Sourabh Bikas Paul & Subhashis Banerjee - 1712.02182 Risk Apportionment: The Dual Story
by Louis R. Eeckhoudt & Roger J. A. Laeven & Harris Schlesinger - 1712.02164 On the Singular Control of Exchange Rates
by Giorgio Ferrari & Tiziano Vargiolu - 1712.02138 A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering
by Anshul Verma & Riccardo Junior Buonocore & Tiziana di Matteo - 1712.02136 Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction
by Ziniu Hu & Weiqing Liu & Jiang Bian & Xuanzhe Liu & Tie-Yan Liu - 1712.02003 Universal fluctuations in growth dynamics of economic systems
by Nathan C. Frey & Sakib Matin & H. Eugene Stanley & Michael Salinger - 1712.01479 Estimation for high-frequency data under parametric market microstructure noise
by Simon Clinet & Yoann Potiron - 1712.01431 Determination of Pareto exponents in economic models driven by Markov multiplicative processes
by Brendan K. Beare & Alexis Akira Toda - 1712.01385 Quantum Bounds for Option Prices
by Paul McCloud - 1712.01319 Multi-currency reserving for coherent risk measures
by Saul Jacka & Seb Armstrong & Abdel Berkaoui - 1712.01137 Inferring agent objectives at different scales of a complex adaptive system
by Dieter Hendricks & Adam Cobb & Richard Everett & Jonathan Downing & Stephen J. Roberts - 1712.01085 A particle model for the herding phenomena induced by dynamic market signals
by Hyeong-Ohk Bae & Seung-yeon Cho & Sang-hyeok Lee & Seok-Bae Yun - 1712.01060 A Numerical Method for Pricing Discrete Double Barrier Option by Lagrange Interpolation on Jacobi Node
by Amirhossein Sobhani & Mariyan Milev - 1712.00979 The balance of growth and risk in population dynamics
by Thomas Gueudr'e & David Martin - 1712.00975 Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysis
by Dat Thanh Tran & Alexandros Iosifidis & Juho Kanniainen & Moncef Gabbouj - 1712.00602 An Inverse Problem Study: Credit Risk Ratings as a Determinant of Corporate Governance and Capital Structure in Emerging Markets: Evidence from Chinese Listed Companies
by ManYing Kang & Marcel Ausloos - 1712.00585 Dynamic optimization of a portfolio
by Oleg Malafeyev & Achal Awasthi - 1712.00504 A Neural Stochastic Volatility Model
by Rui Luo & Weinan Zhang & Xiaojun Xu & Jun Wang - 1712.00463 Retirement Wealth under Fixed Limits: The Optimal Strategy for Exponential Utility
by Lena Schutte - 1712.00235 Empirical comparison of three models for determining market clearing prices in Turkish day-ahead electricity market
by Gokhan Ceyhan & Nermin Elif Kurt & H. Bahadir Sahin & Kurc{s}ad Derinkuyu - 1712.00131 Benford's law first significant digit and distribution distances for testing the reliability of financial reports in developing countries
by Jing Shi & Marcel Ausloos & Tingting Zhu - 1712.00130 Hint of a Universal Law for the Financial Gains of Competitive Sport Teams. The case of Tour de France cycle race
by Marcel Ausloos - 1712.00077 Fluctuation identities with continuous monitoring and their application to price barrier options
by Carolyn E. Phelan & Daniele Marazzina & Gianluca Fusai & Guido Germano - 1712.00064 A Short-term Intervention for Long-term Fairness in the Labor Market
by Lily Hu & Yiling Chen - 1712.00001 Some Physics Notions on Monetary Standard
by Tiago Fernandes - 1711.11429 Factor endowment -- commodity output relationships in a three-factor, two-good general equilibrium trade model
by Yoshiaki Nakada - 1711.11003 Distributions of Historic Market Data - Stock Returns
by Zhiyuan Liu & M. Dashti Moghaddam & R. A. Serota - 1711.10640 Notes on Fano Ratio and Portfolio Optimization
by Zura Kakushadze & Willie Yu - 1711.10602 The Effect of Partisanship and Political Advertising on Close Family Ties
by M. Keith Chen & Ryne Rohla - 1711.10552 Using nonlinear stochastic and deterministic (chaotic tools) to test the EMH of two Electricity Markets the case of Italy and Greece
by George P Papaioannou & Christos Dikaiakos & Anargyros Dramountanis & Dionysios S Georgiadis & Panagiotis G Papaioannou - 1711.10527 Identification of and correction for publication bias
by Isaiah Andrews & Maximilian Kasy - 1711.10303 Conditional cores and conditional convex hulls of random sets
by Emmanuel Lepinette & Ilya Molchanov - 1711.10210 Optimal Risk Allocation in Reinsurance Networks
by Nicole Bauerle & Alexander Glauner - 1711.10138 Comment on Suzuki's rebuttal of Batra and Casas
by Yoshiaki Nakada - 1711.10096 The effects of energy and commodity prices on commodity output in a three-factor, two-good general equilibrium trade model
by Yoshiaki Nakada - 1711.10031 Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function
by Tong Li & Yuya Sasaki - 1711.10013 Valuing Exchange Options Under an Ornstein-Uhlenbeck Covariance Model
by Olivares Pablo & Villamor Enrique - 1711.09852 Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methods
by Slobodan Milovanovi'c & Victor Shcherbakov - 1711.09445 Option pricing for Informed Traders
by Stoyan V. Stoyanov & Yong Shin Kim & Svetlozar T. Rachev & Frank J. Fabozzi - 1711.09193 Option Pricing with Orthogonal Polynomial Expansions
by Damien Ackerer & Damir Filipovic - 1711.08883 A Direct Solution Method for Pricing Options in Regime-switching Models
by Masahiko Egami & Rusudan Kevkhishvili - 1711.08877 The Research on the Stagnant Development of Shantou Special Economic Zone Under Reform and Opening-Up Policy
by Bowen Cai - 1711.08799 Impact of Cross-Listing Chinese Stock Returns. A and N Shares Rate of Return Comparison
by Kamilla Sabitova - 1711.08633 Equivalence Between Time Consistency and Nested Formula
by Henri G'erard & Michel de Lara & Jean-Philippe Chancelier - 1711.08356 Valuation of equity warrants for uncertain financial market
by Foad Shokrollahi - 1711.08282 Asymmetric return rates and wealth distribution influenced by the introduction of technical analysis into a behavioral agent based model
by F. M. Stefan & A. P. F. Atman - 1711.08245 Interpreting Economic Complexity
by Penny Mealy & J. Doyne Farmer & Alexander Teytelboym - 1711.08043 Polynomial Jump-Diffusion Models
by Damir Filipovi'c & Martin Larsson - 1711.07753 Price Optimisation for New Business
by Maissa Tamraz & Yaming Yang - 1711.07731 A New Approach to Electricity Market Clearing With Uniform Purchase Price and Curtailable Block Orders
by Iacopo Savelli & Bertrand Corn'elusse & Antonio Giannitrapani & Simone Paoletti & Antonio Vicino - 1711.07677 Corporate payments networks and credit risk rating
by Elisa Letizia & Fabrizio Lillo - 1711.07630 Statistical properties of market collective responses
by Shanshan Wang & Sebastian Neusu{ss} & Thomas Guhr - 1711.07335 Asymptotic Analysis for Spectral Risk Measures Parameterized by Confidence Level
by Takashi Kato - 1711.07327 Economic Complexity Unfolded: Interpretable Model for the Productive Structure of Economies
by Zoran Utkovski & Melanie F. Pradier & Viktor Stojkoski & Fernando Perez-Cruz & Ljupco Kocarev - 1711.07279 Information and Arbitrage: Applications of Quantum Groups in Mathematical Finance
by Paul McCloud - 1711.07133 Influence of jump-at-default in IR and FX on Quanto CDS prices
by A. Itkin & V. Shcherbakov & A. Veygman - 1711.07077 Estimation Considerations in Contextual Bandits
by Maria Dimakopoulou & Zhengyuan Zhou & Susan Athey & Guido Imbens - 1711.06940 Robust Synthetic Control
by Muhammad Jehangir Amjad & Devavrat Shah & Dennis Shen - 1711.06679 Strict Local Martingales and Optimal Investment in a Black-Scholes Model with a Bubble
by Martin Herdegen & Sebastian Herrmann - 1711.06565 Calibration of Distributionally Robust Empirical Optimization Models
by Jun-Ya Gotoh & Michael Jong Kim & Andrew E. B. Lim - 1711.06466 Robust bounds for the American Put
by David Hobson & Dominykas Norgilas - 1711.06403 Multi-objective risk-averse two-stage stochastic programming problems
by c{C}au{g}{i}n Ararat & Ozlem c{C}avuc{s} & Ali .Irfan Mahmutou{g}ullar{i} - 1711.06185 Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees
by A. Q. Barbi & G. A. Prataviera - 1711.06164 Rich or poor: Who should pay higher tax rates?
by Paulo Murilo Castro de Oliveira - 1711.05784 Identifying the community structure of the international food-trade multi network
by Sofia Torreggiani & Giuseppe Mangioni & Michael J. Puma & Giorgio Fagiolo - 1711.05681 Forecasting dynamic return distributions based on ordered binary choice
by Stanislav Anatolyev & Jozef Barunik - 1711.05598 Customer Selection Model with Grouping and Hierarchical Ranking Analysis
by Bowen Cai - 1711.05289 Bank Panics and Fire Sales, Insolvency and Illiquidity
by T. R. Hurd - 1711.04793 Improved Density and Distribution Function Estimation
by Vitaliy Oryshchenko & Richard J. Smith - 1711.04717 Black was right: Price is within a factor 2 of Value
by J. P. Bouchaud & S. Ciliberti & Y. Lemp'eri`ere & A. Majewski & P. Seager & K. Sin Ronia - 1711.04392 Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models
by Yuan Liao & Xiye Yang - 1711.04219 Closed-form Solutions of Relativistic Black-Scholes Equations
by Yanlin Qu & Randall R. Rojas - 1711.04174 Financial Time Series Prediction Using Deep Learning
by Ariel Navon & Yosi Keller - 1711.04024 How fragile are information cascades?
by Yuval Peres & Miklos Z. Racz & Allan Sly & Izabella Stuhl - 1711.03959 Testing for observation-dependent regime switching in mixture autoregressive models
by Mika Meitz & Pentti Saikkonen - 1711.03875 Nonconcave Robust Optimization with Discrete Strategies under Knightian Uncertainty
by Ariel Neufeld & Mario Sikic - 1711.03744 Efficient Exponential Tilting for Portfolio Credit Risk
by Cheng-Der Fuh & Chuan-Ju Wang - 1711.03733 Variance optimal hedging with application to Electricity markets
by Xavier Warin - 1711.03642 Optimal portfolios with anticipating information on the stochastic interest rate
by Bernardo D'Auria & Jos'e Antonio Salmer'on - 1711.03560 SHOPPER: A Probabilistic Model of Consumer Choice with Substitutes and Complements
by Francisco J. R. Ruiz & Susan Athey & David M. Blei - 1711.03534 Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis
by Martin Magris & Jiyeong Kim & Esa Rasanen & Juho Kanniainen - 1711.03506 Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets
by Zhepeng Hu & Mindy Mallory & Teresa Serra & Philip Garcia - 1711.03291 Portfolio Optimization and Model Predictive Control: A Kinetic Approach
by Torsten Trimborn & Lorenzo Pareschi & Martin Frank - 1711.03188 Optimal Purchasing Policy For Mean-Reverting Items in a Finite Horizon
by Alon Dourban & Liron Yedidsion - 1711.03078 Functional central limit theorems for rough volatility
by Blanka Horvath & Antoine Jacquier & Aitor Muguruza & Andreas Sojmark - 1711.03023 The Calibration of Stochastic-Local Volatility Models - An Inverse Problem Perspective
by Yuri F. Saporito & Xu Yang & Jorge P. Zubelli - 1711.02939 Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs
by Zhou Yang & Gechun Liang & Chao Zhou - 1711.02925 Implied volatility smile dynamics in the presence of jumps
by Martin Magris & Perttu Barholm & Juho Kanniainen - 1711.02808 Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity
by Kevin Fergusson & Eckhard Platen - 1711.02784 Optimal Brownian Stopping between radially symmetric marginals in general dimensions
by Nassif Ghoussoub & Young-Heon Kim & Tongseok Lim - 1711.02764 Pathwise superhedging on prediction sets
by Daniel Bartl & Michael Kupper & Ariel Neufeld - 1711.02745 Identification and Estimation of Spillover Effects in Randomized Experiments
by Gonzalo Vazquez-Bare - 1711.02695 The Limits of Citation Counts
by Antonin Mac'e - 1711.02626 Dis-embedded Openness: Inequalities in European Economic Integration at the Sectoral Level
by Balazs Vedres & Carl Nordlund - 1711.02625 In search of a new economic model determined by logistic growth
by Roman G. Smirnov & Kunpeng Wang - 1711.02600 The perverse incentive for insurance instruments that are derivatives: solving the jackpot problem with a clawback lien for default insurance notes
by Brian P. Hanley - 1711.02573 Mean Field Limit of a Behavioral Financial Market Model
by Torsten Trimborn & Martin Frank & Stephan Martin - 1711.02184 Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
by Victor Chernozhukov & Iv'an Fern'andez-Val & Whitney Newey & Sami Stouli & Francis Vella - 1711.02140 Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
by Matyas Barczy & Mohamed Ben Alaya & Ahmed Kebaier & Gyula Pap - 1711.02048 Identifying the Effects of a Program Offer with an Application to Head Start
by Vishal Kamat - 1711.01760 Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach
by Calisto Guambe & Rodwell Kufakunesu - 1711.01756 Cash Accumulation Strategy based on Optimal Replication of Random Claims with Ordinary Integrals
by Renko Siebols - 1711.01017 A Numerical Scheme for A Singular control problem: Investment-Consumption Under Proportional Transaction Costs
by Arash Fahim & Wan-Yu Tsai - 1711.00737 Erratum to: `Yield curve shapes and the asymptotic short rate distribution in affine one-factor models'
by Martin Keller-Ressel - 1711.00708 On Game-Theoretic Risk Management (Part Three) - Modeling and Applications
by Stefan Rass - 1711.00661 Equity in Startups
by Herv'e Lebret - 1711.00644 Startups and Stanford University
by Herv'e Lebret - 1711.00564 Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
by Martin Feldkircher & Luis Gruber & Florian Huber & Gregor Kastner - 1711.00443 Optimizing S-shaped utility and implications for risk management
by John Armstrong & Damiano Brigo - 1711.00427 Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint
by Eyal Neuman & Mathieu Rosenbaum - 1711.00370 A continuous selection for optimal portfolios under convex risk measures does not always exist
by Michel Baes & Cosimo Munari - 1711.00342 Orthogonal Machine Learning: Power and Limitations
by Lester Mackey & Vasilis Syrgkanis & Ilias Zadik - 1711.00307 Pricing of commodity derivatives on processes with memory
by Fred Espen Benth & Asma Khedher & Mich`ele Vanmaele - 1711.00171 On some further properties and application of Weibull-R family of distributions
by Indranil Ghosh & Saralees Nadarajah - 1710.11512 Network models of financial systemic risk: A review
by Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi - 1710.11435 Quantization goes Polynomial
by Giorgia Callegaro & Lucio Fiorin & Andrea Pallavicini - 1710.11432 Stochastic maximum principle under probability distortion
by Qizhu Liang & Jie Xiong - 1710.11283 Macroeconomics and FinTech: Uncovering Latent Macroeconomic Effects on Peer-to-Peer Lending
by Jessica Foo & Lek-Heng Lim & Ken Sze-Wai Wong - 1710.11232 The implied volatility of Forward-Start options: ATM short-time level, skew and curvature
by Elisa Alos & Antoine Jacquier & Jorge Leon - 1710.11230 Nonparametric Identification in Index Models of Link Formation
by Wayne Yuan Gao - 1710.11184 Correlations and Clustering in Wholesale Electricity Markets
by Tianyu Cui & Francesco Caravelli & Cozmin Ududec - 1710.11065 On Fair Reinsurance Premiums; Capital Injections in a Perturbed Risk Model
by Zied Ben Salah & Jos'e Garrido - 1710.11019 Simulating the deep decarbonisation of residential heating for limiting global warming to 1.5C
by Florian Knobloch & Hector Pollitt & Unnada Chewpreecha & Vassilis Daioglou & Jean-Francois Mercure - 1710.10980 Statistical validation of financial time series via visibility graph
by Matteo Serafino & Andrea Gabrielli & Guido Caldarelli & Giulio Cimini - 1710.10967 Artificial Intelligence as Structural Estimation: Economic Interpretations of Deep Blue, Bonanza, and AlphaGo
by Mitsuru Igami - 1710.10711 Large deviation principle for Volterra type fractional stochastic volatility models
by Archil Gulisashvili - 1710.10692 Research on ruin probability of risk model based on AR(1) series
by Wenhao Li & Bolong Wang & Tianxiang Shen & Ronghua Zhu & Dehui Wang - 1710.10487 Dual control Monte Carlo method for tight bounds of value function under Heston stochastic volatility model
by Jingtang Ma & Wenyuan Li & Harry Zheng - 1710.10377 Quantum attacks on Bitcoin, and how to protect against them
by Divesh Aggarwal & Gavin K. Brennen & Troy Lee & Miklos Santha & Marco Tomamichel - 1710.10293 Polynomial processes for power prices
by Damir Filipovic & Martin Larsson & Tony Ware - 1710.10251 Matrix Completion Methods for Causal Panel Data Models
by Susan Athey & Mohsen Bayati & Nikolay Doudchenko & Guido Imbens & Khashayar Khosravi - 1710.10143 From Ecology to Finance (and Back?): Recent Advancements in the Analysis of Bipartite Networks
by Mika J. Straka & Guido Caldarelli & Tiziano Squartini & Fabio Saracco - 1710.09707 Calibrated Projection in MATLAB: Users' Manual
by Hiroaki Kaido & Francesca Molinari & Jorg Stoye & Matthew Thirkettle - 1710.09678 Do Classics Exist in Megaproject Management?
by Bent Flyvbjerg & J. Rodney Turner - 1710.09587 Tests for the weights of the global minimum variance portfolio in a high-dimensional setting
by Taras Bodnar & Solomiia Dmytriv & Nestor Parolya & Wolfgang Schmid - 1710.09476 A Mathematical Analysis of Technical Analysis
by Matthew Lorig & Zhou Zhou & Bin Zou - 1710.09419 Reference Class Forecasting for Hong Kong's Major Roadworks Projects
by Bent Flyvbjerg & Chi-keung Hon & Wing Huen Fok - 1710.09069 Shape-Constrained Density Estimation via Optimal Transport
by Ryan Cumings-Menon - 1710.09009 Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions
by Fabian Dunker & Stephan Klasen & Tatyana Krivobokova - 1710.08901 Calibration of Machine Learning Classifiers for Probability of Default Modelling
by Pedro G. Fonseca & Hugo D. Lopes - 1710.08860 A Topological Approach to Scaling in Financial Data
by Jean de Carufel & Martin Brooks & Michael Stieber & Paul Britton - 1710.08558 Propensity score matching for multiple treatment levels: A CODA-based contribution
by Hajime Seya & Takahiro Yoshida - 1710.08549 Existence in Multidimensional Screening with General Nonlinear Preferences
by Kelvin Shuangjian Zhang - 1710.08450 $\epsilon$-Monotone Fourier Methods for Optimal Stochastic Control in Finance
by Peter A. Forsyth & George Labahn - 1710.07959 Grasping asymmetric information in market impacts
by Shanshan Wang & Sebastian Neusu{ss} & Thomas Guhr - 1710.07918 Electricity Market Theory Based on Continuous Time Commodity Model
by Haoyong Chen & Lijia Han - 1710.07911 Computational Methods for Martingale Optimal Transport problems
by Gaoyue Guo & Jan Obloj - 1710.07894 On the quadratic variation of the model-free price paths with jumps
by Lesiba Ch. Galane & Rafa{l} M. {L}ochowski & Farai J. Mhlanga - 1710.07492 Multilevel estimation of expected exit times and other functionals of stopped diffusions
by Michael B. Giles & Francisco Bernal - 1710.07481 A regularity structure for rough volatility
by Christian Bayer & Peter K. Friz & Paul Gassiat & Joerg Martin & Benjamin Stemper - 1710.07470 Profitability of simple stationary technical trading rules with high-frequency data of Chinese Index Futures
by Jing-Chao Chen & Yu Zhou & Xi Wang - 1710.07340 Frequency Based Index Estimating the Subclusters' Connection Strength
by Lukas Pastorek - 1710.07331 Information measure for financial time series: quantifying short-term market heterogeneity
by Linda Ponta & Anna Carbone - 1710.07030 Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs
by Masaaki Fujii & Akihiko Takahashi & Masayuki Takahashi - 1710.07004 Modal Regression using Kernel Density Estimation: a Review
by Yen-Chi Chen - 1710.06893 The tipping point: a mathematical model for the profit-driven abandonment of restaurant tipping
by Sara M. Clifton & Eileen Herbers & Jack Chen & Daniel M. Abrams - 1710.06809 Minimax Linear Estimation at a Boundary Point
by Wayne Yuan Gao - 1710.06561 Revenue-based Attribution Modeling for Online Advertising
by Kaifeng Zhao & Seyed Hanif Mahboobi & Saeed Bagheri - 1710.06526 Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
by Jaroslav Borovicka & John Stachurski - 1710.06350 Navigating dark liquidity (How Fisher catches Poisson in the Dark)
by Ilija I. Zovko - 1710.06285 Preliminary steps toward a universal economic dynamics for monetary and fiscal policy
by Yaneer Bar-Yam & Jean Langlois-Meurinne & Mari Kawakatsu & Rodolfo Garcia - 1710.06132 Disruptive firms
by Mario Coccia - 1710.05829 Non-Euclidean Conditional Expectation and Filtering
by Anastasis Kratsios & Cody B. Hyndman - 1710.05542 Efficient hedging in Bates model using high-order compact finite differences
by Bertram During & Alexander Pitkin - 1710.05513 Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model
by Ziping Zhao & Daniel P. Palomar - 1710.05204 Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement
by Michael Ludkovski & James Risk - 1710.05168 Dynamic Portfolio Optimization with Looping Contagion Risk
by Longjie Jia & Martijn Pistorius & Harry Zheng - 1710.05131 Mean Field Game Approach to Production and Exploration of Exhaustible Commodities
by Michael Ludkovski & Xuwei Yang - 1710.05114 Deep Learning in a Generalized HJM-type Framework Through Arbitrage-Free Regularization
by Anastasis Kratsios & Cody B. Hyndman - 1710.04818 A General Framework for Portfolio Theory. Part II: drawdown risk measures
by Stanislaus Maier-Paape & Qiji Jim Zhu - 1710.04579 A General Framework for Portfolio Theory. Part I: theory and various models
by Stanislaus Maier-Paape & Qiji Jim Zhu - 1710.04455 Computational Analysis of the structural properties of Economic and Financial Networks
by Frank Emmert-Streib & Aliyu Musa & Kestutis Baltakys & Juho Kanniainen & Shailesh Tripathi & Olli Yli-Harja & Herbert Jodlbauer & Matthias Dehmer - 1710.04363 Utility maximization problem under transaction costs: optimal dual processes and stability
by Lingqi Gu & Yiqing Lin & Junjian Yang - 1710.04273 Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem
by Justin Sirignano & Konstantinos Spiliopoulos - 1710.03870 A High Frequency Trade Execution Model for Supervised Learning
by Matthew F Dixon - 1710.03830 Inference on Auctions with Weak Assumptions on Information
by Vasilis Syrgkanis & Elie Tamer & Juba Ziani - 1710.03820 A 700-seat no-loss composition for the 2019 European Parliament
by G. R. Grimmett & F. Pukelsheim & V. Ram'irez Gonz'alez & W. S{l}omczy'nski & K. .Zyczkowski - 1710.03734 Market impact with multi-timescale liquidity
by Michael Benzaquen & Jean-Philippe Bouchaud - 1710.03526 Measuring the gradualist approach to internationalization
by M'onica Clavel & Jes'us Arteaga-Ortiz & Rub'en Fern'andez-Ortiz & Pablo Dorta-Gonz'alez - 1710.03506 A buffer Hawkes process for limit order books
by Ingemar Kaj & Mine Caglar - 1710.03267 A Strategic Investment Framework for Biotechnology Markets via Dynamic Asset Allocation and Class Diversification
by Abhishek Mohan & Agnibho Roy