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Content
2026
- 2603.07780 Testing for Endogeneity: A Moment-Based Bayesian Approach
by Siddhartha Chib & Minchul Shin & Anna Simoni
- 2603.07752 Dynamic slippage control and rejection feedback in spot FX market making
by Alexander Barzykin
- 2603.07722 Identification and Counterfactual Analysis in Incomplete Models with Support and Moment Restrictions
by Lixiong Li
- 2603.07692 Understanding the Long-Only Minimum Variance Portfolio
by Nick L. Gunther & Alec N. Kercheval & Ololade Sowunmi
- 2603.07616 SABR Type Libor (Forward) Market Model (SABR/LMM) with time-dependent skew and smile
by Osamu Tsuchiya
- 2603.07600 Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps
by Takayuki Sakuma
- 2603.07458 ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics
by Minchul Shin & Nathan Schor
- 2603.07444 HLER: Human-in-the-Loop Economic Research via Multi-Agent Pipelines for Empirical Discovery
by Chen Zhu & Xiaolu Wang
- 2603.07255 On the Rates of Convergence of Induced Ordered Statistics and their Applications
by Federico A. Bugni & Ivan A. Canay & Deborah Kim
- 2603.07213 From debt crises to financial crashes (and back): a stock-flow consistent model for stock price bubbles
by Matheus R. Grasselli & Adrien Nguyen-Huu
- 2603.07055 Integrating Heterogeneous Information in Randomized Experiments: A Unified Calibration Framework
by Wei Ma & Zeqi Wu & Zheng Zhang
- 2603.07018 TEA-Time: Transporting Effects Across Time
by Harsh Parikh & Gabriel Levin-Konigsberg & Dominique Perrault-Joncas & Alexander Volfovsky
- 2603.06875 Stochastic Attention via Langevin Dynamics on the Modern Hopfield Energy
by Abdulrahman Alswaidan & Jeffrey D. Varner
- 2603.06820 Hippocratic Utility and Status Quo Bias
by Tomasz Strzalecki
- 2603.06733 Calibrated Credit Intelligence: Shift-Robust and Fair Risk Scoring with Bayesian Uncertainty and Gradient Boosting
by Srikumar Nayak
- 2603.06705 Constructal Evolution as a Nonsmooth Dynamical System: Stability and Selection of Flow Architectures
by Pascal Stiefenhofer
- 2603.06587 Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning
by Minxuan Hu & Ziheng Chen & Jiayu Yi & Wenxi Sun
- 2603.06563 Convergence of Neural Network Policies for Risk--Reward Optimization
by Chang Chen & Duy-Minh Dang
- 2603.06238 General bounds on functionals of the lifetime under life table constraints in a joint actuarial-financial framework
by Jean-Loup Dupret & Edouard Motte
- 2603.06118 Sleep and redistribution preferences: Considering allowable tax rates
by Eiji Yamamura & Fumio Ohtake
- 2603.06106 Preference for redistribution and institutional trust: Comparison before and after COVID-19
by Eiji Yamamura & Fumio Ohtake
- 2603.06098 The Widening Gap in Tax Attitudes: Role of Government Trust in the post COVID-19 period
by Eiji Yamamura & Fumio Ohtake
- 2603.05917 Stock Market Prediction Using Node Transformer Architecture Integrated with BERT Sentiment Analysis
by Mohammad Al Ridhawi & Mahtab Haj Ali & Hussein Al Osman
- 2603.05862 Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash
by Ryuki Hayase & Takanobu Mizuta & Isao Yagi
- 2603.05660 Making Serial Dictatorships Fair
by Adam Hamdan
- 2603.05624 Mean-field games with unbounded controls: a weak formulation approach to global solutions
by Ulrich Horst & Takashi Sato
- 2603.05563 Nonlinear Fiscal Transitions and the Dynamics of Public Expenditure Reform
by Diego Vallarino
- 2603.05367 Shock Propagation and Macroeconomic Fluctuations
by Antoine Mandel & Vipin P. Veetil
- 2603.05326 Riemannian Geometry of Optimal Rebalancing in Dynamic Weight Automated Market Makers
by Matthew Willetts
- 2603.05283 Wealth Taxation as a Drift Modification: A Fokker-Planck Approach to Tax Neutrality
by Anders G Fr{o}seth
- 2603.05277 Extensions to the Wealth Tax Neutrality Framework
by Anders G Fr{o}seth
- 2603.05264 Asset Returns, Portfolio Choice, and Proportional Wealth Taxation
by Anders G Fr{o}seth
- 2603.05260 Extreme Value Analysis for Finite, Multivariate and Correlated Systems with Finance as an Example
by Benjamin Kohler & Anton J. Heckens & Thomas Guhr
- 2603.05153 Training and Innovation in Italian Manufacturing Firms
by Davide Antonioli & Elisa Chioatto & Giovanni Guidetti & Riccardo Leoncini & Mariele Macaluso
- 2603.05119 Asymptotic Separability of Diffusion and Jump Components in High-Frequency CIR and CKLS Models
by Sourojyoti Barick
- 2603.05034 The "Gold Rush" in AI and Robotics Patenting Activity. Do innovation systems have a role?
by Giovanni Guidetti & Riccardo Leoncini & Mariele Macaluso
- 2603.04997 Bayesian Indicator-Saturated Regression for Climate Policy Evaluation
by Lucas D. Konrad & Lukas Vashold & Jesus Crespo Cuaresma
- 2603.04880 A class of stochastic control problems with state constraints
by Tiziano De Angelis & Erik Ekstrom
- 2603.04746 Visioning Human-Agentic AI Teaming: Continuity, Tension, and Future Research
by Bowen Lou & Tian Lu & T. S. Raghu & Yingjie Zhang
- 2603.04441 Explainable Regime Aware Investing
by Amine Boukardagha
- 2603.04345 On the fair abatement of riparian pollution
by Ricardo Martinez & Juan D. Moreno-Ternero
- 2603.04328 Algorithmic Compliance and Regulatory Loss in Digital Assets
by Khem Raj Bhatt & Krishna Sharma
- 2603.04298 Index and Robustness of Mixed Equilibria: An Algebraic Approach
by Lucas Pahl
- 2603.04276 Causality Elicitation from Large Language Models
by Takashi Kameyama & Masahiro Kato & Yasuko Hio & Yasushi Takano & Naoto Minakawa
- 2603.04275 Statistical Inference for Score Decompositions
by Timo Dimitriadis & Marius Puke
- 2603.04226 Optimal strategies in Markov decision processes with finitely additive evaluations
by J'anos Flesch & Arkadi Predtetchinski & William D Sudderth & Xavier Venel
- 2603.04173 Allocating Resources under Strategic Misrepresentation
by Yingkai Li & Xiaoyun Qiu
- 2603.04109 Testing Full Mediation of Treatment Effects and the Identifiability of Causal Mechanisms
by Martin Huber & Kevin Kloiber & Luk'av{s} Laff'ers
- 2603.04105 A Random Rule Model
by Avner Seror
- 2603.04080 Doubly Robust Estimation of Treatment Effects in Staggered Difference-in-Differences with Time-Varying Covariates
by Yuhao Deng & Le Kang
- 2603.03997 Bandwidth Selection for Spatial HAC Standard Errors
by Alexander Lehner
- 2603.03671 Is an investor stolen their profits by mimic investors? Investigated by an agent-based model
by Takanobu Mizuta & Isao Yagi
- 2603.03623 A Neural Topic Method Using a Large-Language-Model-in-the-Loop for Business Research
by Stephan Ludwig & Peter J. Danaher & Xiaohao Yang
- 2603.03619 Candidate Moderation under Instant Runoff and Condorcet Voting: Evidence from the Cooperative Election Study
by David McCune & Matthew I. Jones & Andy Schultz & Adam Graham-Squire & Ismar Volic & Belle See & Karen Xiao & Malavika Mukundan
- 2603.03526 Multi-Agent Influence Diagrams to Hybrid Threat Modeling
by Maarten C. Vonk & Anna V. Kononova & Thomas Back & Tim Sweijs
- 2603.03465 An Intersectional Analysis of Long COVID Prevalence
by Jennifer Cohen & Yana Rodgers
- 2603.03419 Long COVID Prevalence, Disability, and Accommodations: Analysis Across Demographic Groups
by Jennifer Cohen & Yana Rodgers
- 2603.03288 Localisation and Circularity in Apple Supply Chains: An Algorithmic Exploration
by Baraa Alabdulwahab & Ruzanna Chitchyan
- 2603.03260 Does Entry of Food-and-Drink Establishments Raise Local House Prices? Event-Study Evidence from London
by Wanqi Liu & Rong Zhao
- 2603.03213 Dynamic Tracking Error and the Total Portfolio Approach
by Ashwin Alankar & Allan Maymin & Philip Maymin & Myron Scholes & Sujiang Zhang
- 2603.03152 Political Shocks and Price Discovery in Prediction Markets: Evidence from the 2024 U.S. Presidential Election
by Kwok Ping Tsang & Zichao Yang
- 2603.03144 The Household Impact of Generative AI: Evidence from Internet Browsing Behavior
by Michael Blank & Gregor Schubert & Miao Ben Zhang
- 2603.03136 The Anatomy of a Blockchain Prediction Market: Polymarket in the 2024 U.S. Presidential Election
by Kwok Ping Tsang & Zichao Yang
- 2603.03008 Focused Weighted-Average Least Squares Estimator
by Shou-Yung Yin
- 2603.02961 Delegation and Verification Under AI
by Lingxiao Huang & Wenyang Xiao & Nisheeth K. Vishnoi
- 2603.02946 Fast simulation of Volterra processes using random Fourier features with application to the log-stationary fractional Brownian motion
by Othmane Zarhali & Nicolas Langren'e
- 2603.02898 Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
by Bo Pieter Johannes Andr'ee
- 2603.02844 Optimal Routing across Constant Function Market Makers with Gas Fees
by Carlos Escudero & Felipe Lara & Miguel Sama
- 2603.02820 Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case
by Giorgio Ferrari & Tim Niclas Schutz
- 2603.02620 Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series
by Federico Vittorio Cortesi & Giuseppe Iannone & Giulia Crippa & Tomaso Poggio & Pierfrancesco Beneventano
- 2603.02456 When Does Static Willingness to Pay Mislead? A Framework for Dynamic Hedonic Valuation
by Josephine Auer
- 2603.02455 The Gibbs Posterior and Parametric Portfolio Choice
by Christopher G. Lamoureux
- 2603.02359 Estimating Visual Attribute Effects in Advertising from Observational Data: A Deepfake-Informed Double Machine Learning Approach
by Yizhi Liu & Balaji Padmanabhan & Siva Viswanathan
- 2603.02357 Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting
by Xiaochun Liu & Richard Luger
- 2603.02331 Neural Demand Estimation with Habit Formation and Rationality Constraints
by Marta Grzeskiewicz
- 2603.02187 Does the Market Anticipate? Can it? Should it?
by Kangda Ken Wren
- 2603.02113 In Search of Lost Correlation: Correlated Equilibrium via Marginal Actions
by Christopher P. Chambers & Maxime Cugnon de S'evricourt & Christopher Turansick
- 2603.02076 When an AI Judges Your Work: The Hidden Costs of Algorithmic Assessment
by David Almog & Lucas Lippman & Daniel Martin
- 2603.01821 Asymptotics of Ruin Probabilities in a Subordinated Cram\'er-Lundberg Model
by Jonathan Klinge & Maren Diane Schmeck
- 2603.01820 Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance
by Adir Saly-Kaufmann & Kieran Wood & Jan Peter-Calliess & Stefan Zohren
- 2603.01803 Tokens All the Way Down: A Money View of Decentralized Finance
by Wenbin Wu
- 2603.01785 Information Geometry of Bounded Rationality: Entropy--Regularised Choice with Hyperbolic and Elliptic Quantum Geometries
by Anders Karlstrom & Christer Persson
- 2603.01782 Charging station location planning for electric trucks under demand and grid uncertainty
by C'eline Pagnier & Tord Gunnar Holen & Thomas Haugen de Lange & Patrick Levin & Steffen J. S. Bakker & Peter Schutz
- 2603.01721 Local Gaussian copula inference with structural breaks: testing dependence predictability
by Alexander Mayer & Tatsushi Oka & Dominik Wied
- 2603.01496 Gender-Specific Effects of Prenatal Famine Exposure on Educational Attainment: Accounting for Selective Mortality
by Hiroyuki Kasahara & Weina Zhou
- 2603.01492 Identification and Estimation of Production Function and Consumer Demand Function under Monopolistic Competition from Revenue Data
by Chun Pang Chow & Hiroyuki Kasahara & Yoichi Sugita
- 2603.01434 A Laplace-based perspective on conditional mean risk sharing
by Christopher Blier-Wong
- 2603.01344 Pricing and hedging for liquidity provision in Constant Function Market Making
by Jimmy Risk & Shen-Ning Tung & Tai-Ho Wang
- 2603.01298 Single-Asset Adaptive Leveraged Volatility Control
by Nikhil Devanathan & Dylan Rueter & Stephen Boyd & Emmanuel Cand`es & Trevor Hastie & Mykel J. Kochenderfer & Arpit Apoorv & David Soronow & Igor Zamkovsky
- 2603.01258 Looking Back: The Changing Landscape of Abortion Care in Louisiana
by Mayra Pineda-Torres & Yana Rodgers
- 2603.01247 Immigrant Women and the COVID-19 Pandemic: An Intersectional Analysis of Frontline Occupational Crowding in the United States
by Sarah Small & Yana Rodgers & Teresa Perry
- 2603.01232 Submodular risk measures
by Ruodu Wang & Jingcheng Yu
- 2603.01157 Adaptive Window Selection for Financial Risk Forecasting
by Yinhuan Li & Chenxin Lyu & Ruodu Wang
- 2603.01117 China leads scientific trends; the West launches new ones
by Jeffrey W. Lockhart & Jamshid Sourati & Feng Shi & James Evans
- 2603.01109 A stochastic correlation extension of the Vasicek credit risk model
by Dhruv Bansal & Mayank Goud & Sourav Majumdar
- 2603.01014 Migration and Educational Assortative Mating in India: How Geographic Mobility Shapes Marriage Markets
by Minali Grover & Ajay Sharma
- 2603.00932 No Last Mile: A Theory of the Human Data Market
by Ali Ansari & Mark Esposito & Ava Fitoussy & Liu Zhang
- 2603.00868 A Joint Analysis of Sensitivity to Anticipation and Parallel Trends Violations
by Gianna Fenaroli
- 2603.00858 Artificial Superintelligence May be Useless: Equilibria in the Economy of Multiple AI Agents
by Huan Cai & Ziqing Lu & Catherine Xu & Weiyu Xu & Jie Zheng
- 2603.00830 Who Benefits? Employer Subsidization of Reproductive Healthcare and Implications for Reproductive Justice
by Annie McGrew & Yana Rodgers
- 2603.00738 Exploratory Randomization for Discrete-Time Risk-Sensitive Benchmarked Investment Management with Reinforcement Learning
by Sebastien Lleo & Wolfgang Runggaldier
- 2603.00722 On Repeat: Does Iteration Drive Innovation?
by Evgeny Kagan & Christian Jost & Tobias Lieberum & Sebastian Schiffels
- 2603.00706 Startup Contracting and Entrepreneur-Investor Bargaining (Long Version)
by Evgeny Kagan & Kyle Hyndman & Anyan Qi
- 2603.00704 Robustifying Empirical Bayes
by Roger Koenker & Jiaying Gu
- 2603.00580 A Sensitivity Analysis of the Surrogate Index Approach for Estimating Long-Term Treatment Effects
by Yanqin Fan & Carlos A. Manzanares & Hyeonseok Park & Yuan Qi
- 2603.00422 Coupled Supply and Demand Forecasting in Platform Accommodation Markets
by Harrison Katz
- 2603.00365 Randomized Recruitment Driven Sampling
by Adam Visokay & Laura Boudreau & Rachel M. Heath & Tyler H. McCormick
- 2603.00361 Market Dynamics of Information Avalanches
by Bernhard K Meister
- 2603.00291 Anticorruption Enforcement and Sale Mechanism Choice in China's Land Market
by Julia Manso
- 2603.00248 Targeted Local Projections
by Aleksei Nemtyrev & Otilia Boldea
- 2603.00135 Shift-Share Designs in Political Science
by Peter Kyungtae Park
- 2603.00098 Profiling vs. Case-specific Evidence: A Probabilistic Analysis
by Marcello Di Bello & Nicol`o Cangiotti & Michele Loi
- 2603.00047 What Is the Alignment Tax?
by Robin Young
- 2603.00041 Econometric vs. Causal Structure-Learning for Time-Series Policy Decisions: Evidence from the UK COVID-19 Policies
by Bruno Petrungaro & Anthony C. Constantinou
- 2602.24215 Empirical Challenges with Peers-of-Peers Instruments in the Linear-In-Means Model
by Nathan Canen & Shantanu Chadha
- 2602.24194 Betting under Common Beliefs: The Effect of Probability Weighting
by Patrick Beissner & Tim Boonen & Mario Ghossoub
- 2602.23877 Difference-in-differences for mediation analysis using double machine learning
by Martin Huber & Sarina Joy Oberhansli
- 2602.23784 TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure
by Maxime Kawawa-Beaudan & Srijan Sood & Kassiani Papasotiriou & Daniel Borrajo & Manuela Veloso
- 2602.23762 One Rising Ship Sinks Other Ships: Cross-Chain Negative Spillovers in Crypto Markets
by Mengzhong Ma & Te Bao & Yonggang Wen
- 2602.23672 General Bayesian Policy Learning
by Masahiro Kato
- 2602.23594 Who Matters to Whom? Identifying Peer Effects with Propagation Geometry
by Guy Tchuente
- 2602.23482 Testing Hypotheses About Ratios of Linear Trend Slopes in Systems of Equations with a Focus on Tests of Equal Trend Ratios
by Timothy J. Vogelsang
- 2602.23462 Employment, Input-Output Linkages, and the Energy Transition in California's Top Oil-Producing Region
by Rich Ryan & Nyakundi Michieka
- 2602.23402 An Agnostic Approach to Sustainability: From Capitals Substitutability to Non-Collapse Dynamics
by Claudio Pirrone & Stefano Fricano & Gioacchino Fazio
- 2602.23379 Equity Implications of Federal-Local Cost-Sharing in Flood Buyouts: A Game-Theoretic Analysis with Heterogeneous Homeowners
by Yuqun Zhou
- 2602.23330 Toward Expert Investment Teams:A Multi-Agent LLM System with Fine-Grained Trading Tasks
by Kunihiro Miyazaki & Takanobu Kawahara & Stephen Roberts & Stefan Zohren
- 2602.23257 Randomization Tests in Switchback Experiments
by Jizhou Liu & Liang Zhong
- 2602.23098 Purification and Perturbations of Communication and Repeated Games
by Alistair Barton
- 2602.23087 Forecasting on the Accuracy-Timeliness Frontier: Two Novel `Look Ahead' Predictors
by Marc Wildi
- 2602.22836 Endogenous Poverty Traps in Continuous Time: A Signaling Approach
by Massimo Giannini
- 2602.22750 The Inference Bottleneck: Antitrust and Neutrality Duties in the Age of Cognitive Infrastructure
by Gaston Besanson & Marcelo Celani
- 2602.22412 A Learning-Based Hybrid Decision Framework for Matching Systems with User Departure Detection
by Ruiqi Zhou & Donghao Zhu & Houcai Shen
- 2602.22232 Clarification of `Algorithmic Collusion without Threats'
by Jason Hartline
- 2602.22069 Pools as Portfolios: Observed arbitrage efficiency & LVR analysis of dynamic weight AMMs
by Matthew Willetts & Christian Harrington
- 2602.21971 Modelling the Index of Sustainable Economic Welfare (ISEW) and its response to policies
by Luzie Dallinger & Reo Van Eynde & Jefim Vogel & Lorenzo Di Domenico & Se'an Fearon & Tina Beigi & C'edric Crofils & Kevin J. Dillman & Daniel W. O'Neill
- 2602.21903 Jackknife Inference for Fixed Effects Models
by Ayden Higgins
- 2602.21869 A Bayesian approach to out-of-sample network reconstruction
by Mattia Marzi & Tiziano Squartini
- 2602.21843 The economic alignment problem of artificial intelligence
by Daniel W. O'Neill & Stefano Vrizzi & Noemi Luna Carmeno & Felix Creutzig & Jefim Vogel
- 2602.21838 Selecting representative community partitions under modularity degeneracy: the STAR method
by Francesca Grassetti & Rossana Mastrandrea
- 2602.21564 Generalized Multidimensional Contests with Asymmetric Players: Equilibrium and Optimal Prize Design
by Siyuan Fan & Zhonghong Kuang & Jingfeng Lu
- 2602.21504 Can ranked-choice voting elect the least popular candidate?
by David McCune & Jennifer Wilson
- 2602.21495 Simple vs. Optimal Congestion Pricing
by Devansh Jalota & Xuan Di & Adam N. Elmachtoub
- 2602.21470 Delegation in Strategic Environments and Equilibrium Uniqueness
by Fedor Sandomirskiy & Ben Wincelberg
- 2602.21434 Network Effects in Corporate Emissions: Evidence from a Data-Dependent Spatial Panel Model
by Stylianos Asimakopoulos & George Kapetanios & Vasilis Sarafidis & Alexia Ventouri
- 2602.21229 Forecasting Future Language: Context Design for Mention Markets
by Sumin Kim & Jihoon Kwon & Yoon Kim & Nicole Kagan & Raffi Khatchadourian & Wonbin Ahn & Alejandro Lopez-Lira & Jaewon Lee & Yoontae Hwang & Oscar Levy & Yongjae Lee & Chanyeol Choi
- 2602.21173 Bayesian Parametric Portfolio Policies
by Miguel C. Herculano
- 2602.21125 An Infinite-Dimensional Insider Trading Game
by Christian Keller & Michael C. Tseng
- 2602.21091 Can Interest-Bearing Positions Solve the Long-Horizon Problem in Prediction Markets?
by Caleb Maresca
- 2602.20946 Some Simple Economics of AGI
by Christian Catalini & Xiang Hui & Jane Wu
- 2602.20868 Decentralized Trading Networks: Equilibria and Fairness
by Simon Finster & Paul W. Goldberg & Edwin Lock & Matilde Tullii
- 2602.20856 Stochastic Discount Factors with Cross-Asset Spillovers
by Doron Avramov & Xin He
- 2602.20771 Market Inefficiency in Cryptoasset Markets
by Joel Hasbrouck & Julian Ma & Fahad Saleh & Caspar Schwarz-Schilling
- 2602.20581 Using Prior Studies to Design Experiments: An Empirical Bayes Approach
by Zhiheng You
- 2602.20552 Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies
by Xinman Cheng & Guanxing Fu & Xiaonyu Xia
- 2602.20518 Revisiting the Unitary Actor Assumption: Toward Realistic Aggregation of Individual Preferences in Strategy Research
by Felipe A. Csaszar & John C. Eklund
- 2602.20440 Intelligence Without Integrity: Why Capable LLMs May Undermine Reliability
by Ryan Allen & Aticus Peterson
- 2602.20439 Revenue Non-monotonicity in Matching Markets
by Jason Hartline
- 2602.20429 Robust Mechanism Design with Anonymous Information
by Zhihao Gavin Tang & Shixin Wang
- 2602.20415 Markets are competitive if and only if P != NP
by Philip Z. Maymin
- 2602.20383 Detecting and Mitigating Group Bias in Heterogeneous Treatment Effects
by Joel Persson & Jurrien Bakker & Dennis Bohle & Stefan Feuerriegel & Florian von Wangenheim
- 2602.20378 The Role of Family Support in the Well-Being of Older People: Evidence from Malaysia and Viet Nam
by Yana Rodgers & Joseph Zveglich & Khadija Ali & Hanna Xue
- 2602.20356 Prevalence of Food and Housing Insecurity among Direct Support Professionals in New York
by Jennifer Cohen & Yana Rodgers
- 2602.20327 Disability, Job Satisfaction, and Workplace Accommodations: Evidence from the Healthcare Industry
by Yana Rodgers & Lisa Schur & Flora Hammond & Renee Edwards & Jennifer Cohen & Douglas Kruse
- 2602.20281 Existence of Equilibrium Mechanisms in Generalized Principal-Agent Problems with Interacting Teams
by Brian Roberson
- 2602.20115 Compound decisions and empirical Bayes via Bayesian nonparametrics
by Nikolaos Ignatiadis & Sid Kankanala
- 2602.20087 Screening Frontiers
by Frank Yang
- 2602.20011 Schr\"odinger bridges with jumps for time series generation
by Stefano De Marco & Huy^en Pham & Davide Zanni
- 2602.20009 A Mixed-Method Framework for Evaluating the Social Impact of Community Cooperation Projects in Developing Countries
by Giorgia Samp`o & Saverio Giallorenzo & Zelda Alice Franceschi
- 2602.19950 Identification in Stochastic Choice
by Peter Caradonna & Christopher Turansick
- 2602.19892 Long-Run Sovereign Debt Composition: An Analytic Ergodic Framework with Explicit Maturity Structure
by Christopher Cameron
- 2602.19841 Detecting and Explaining Unlawful Insider Trading: A Shapley Value and Causal Forest Approach to Identifying Key Drivers and Causal Relationships
by Krishna Neupane & Igor Griva & Robert Axtell & William Kennedy & Jason Kinser
- 2602.19798 Marriage and Divorce in Continuous Time
by Kazuharu Yanagimoto
- 2602.19783 Janus-Faced Technological Progress and the Arms Race in the Education of Humans and Chatbots
by Wolfgang Kuhle
- 2602.19740 Volatility Spillovers in China's Real Estate Crisis: A Network Approach
by Julia Manso
- 2602.19732 VOLatility Archive for Realized Estimates (VOLARE)
by Fabrizio Cipollini & Giulia Cruciani & Giampiero M. Gallo & Alessandra Insana & Edoardo Otranto & Fabio Spagnolo
- 2602.19705 Model Selection in High-Dimensional Linear Regression using Boosting with Multiple Testing
by George Kapetanios & Vasilis Sarafidis & Alexia Ventouri
- 2602.19703 Testing Effect Homogeneity and Confounding in High-Dimensional Experimental and Observational Studies
by Ana Armendariz & Martin Huber
- 2602.19689 Integrating Predictive Models into Two-Sided Recommendations: A Matching-Theoretic Approach
by Kazuki Sekiya & Suguru Otani & Yuki Komatsu & Sachio Ohkawa & Shunya Noda
- 2602.19663 The impact of class imbalance in logistic regression models for low-default portfolios in credit risk
by Willem D. Schutte & Charl Pretorius & Neill Smit & Leandra van der Merwe & Robert Maxwell
- 2602.19660 The Welfare Gap of Strategic Storage: Universal Bounds and Price Non-Linearity
by Zhile Jiang & Xinhao Nie & Stratis Skoulakis
- 2602.19658 On covariation estimation for multivariate continuous It\^o semimartingales with noise in non-synchronous observation schemes
by Kim Christensen & Mark Podolskij & Mathias Vetter
- 2602.19645 Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
by Kim Christensen & Silja Kinnebrock & Mark Podolskij
- 2602.19590 Metaorder modelling and identification from public data
by Ezra Goliath & Tim Gebbie
- 2602.19580 Leap+Verify: Regime-Adaptive Speculative Weight Prediction for Accelerating Neural Network Training
by Jeremy McEntire
- 2602.19488 The dynamics of innovation diffusion: A survey of Bass-type models
by Nicolas Langren'e & Rui Liu & Xiangqin Wu & Tianhao Zhi
- 2602.19419 RAmmStein: Regime Adaptation in Mean-reverting Markets with Stein Thresholds -- Optimal Impulse Control in Concentrated AMMs
by Pranay Anchuri
- 2602.19389 Extension of the fusion power plant costing standard
by Simon Woodruff & Alicia Durham & Alex Higginbottom & Chris Raastad
- 2602.19388 Pentecostal Mayors, Sexual Education, and Teenage Pregnancy
by Marcela Mello & Jo~ao Garcia
- 2602.19384 How Robust are Robustness Checks?
by Brenda Prallon
- 2602.19290 Distributional Discontinuity Design
by Kyle Schindl & Larry Wasserman
- 2602.19287 Asymptotic theory of range-based multipower variation
by Kim Christensen & Mark Podolskij
- 2602.19279 Distributional Effects in Censored Quantile Regressions with Endogeneity and Heteroskedasticity
by Xi Wang
- 2602.19201 Panel Quantile Regression with Common Shocks
by Harold D. Chiang & Antonio F. Galvao & Chia-Min Wei
- 2602.19154 Demand estimation without outside good shares
by Federico A. Bugni & Joel L. Horowitz & Linqi Zhang
- 2602.19100 Political influence and corporate profits: a study of Hungarian firms
by Zoltan Bartha
- 2602.19092 Finite Element Solution of the Two-Dimensional Bates Model for Option Pricing Under Stochastic Volatility and Jumps
by Neda Bagheri Renani & Daniel Sevcovic
- 2602.18938 Fiscal Limits to Protectionism: The 2025 U.S. Tariff Laffer Curve
by Pau Pujolas & Jack Rossbach
- 2602.18912 Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks
by Szymon Lis & Robert 'Slepaczuk & Pawe{l} Sakowski
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