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Content
2016
- 1602.09071 Fairs for e-commerce: the benefits of aggregating buyers and sellers
by Pierluigi Gallo & Francesco Randazzo & Ignazio Gallo
- 1602.08927 High-Dimensional $L_2$Boosting: Rate of Convergence
by Ye Luo & Martin Spindler & Jannis Kuck
- 1602.08894 Improved Fr\'echet$-$Hoeffding bounds on $d$-copulas and applications in model-free finance
by Thibaut Lux & Antonis Papapantoleon
- 1602.08533 A Rank-Based Approach to Zipf's Law
by Ricardo T. Fernholz & Robert Fernholz
- 1602.08467 Microscopic models for the study of taxpayer audit effects
by M. L. Bertotti & G. Modanese
- 1602.08429 No such thing as a risk-neutral market
by D. L. Wilcox
- 1602.08374 Spatio-temporal analysis of micro economic activities in Rome reveals patterns of mixed-use urban evolution
by Alessandro Fiasconaro & Emanuele Strano & Vincenzo Nicosia & Sergio Porta & Vito Latora
- 1602.08297 Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization
by G'abor Papp & Fabio Caccioli & Imre Kondor
- 1602.08270 Order Book, Financial Markets and Self-Organized Criticality
by Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda
- 1602.08258 Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles
by Vladimir Filimonov & Guilherme Demos & Didier Sornette
- 1602.08154 Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
by Gregor Kastner & Sylvia Fruhwirth-Schnatter & Hedibert Freitas Lopes
- 1602.08070 Statistical Risk Models
by Zura Kakushadze & Willie Yu
- 1602.07910 Polynomial Diffusion Models for Life Insurance Liabilities
by Francesca Biagini & Yinglin Zhang
- 1602.07663 The role of volume in order book dynamics: a multivariate Hawkes process analysis
by Marcello Rambaldi & Emmanuel Bacry & Fabrizio Lillo
- 1602.07628 The Invisible Hand of Laplace: the Role of Market Structure in Price Convergence and Oscillation
by Yuval Rabani & Leonard J. Schulman
- 1602.07599 Backtesting Lambda Value at Risk
by Jacopo Corbetta & Ilaria Peri
- 1602.07452 Contagion in the world's stock exchanges seen as a set of coupled oscillators
by Lucia Bellenzier & J{o}rgen Vitting Andersen & Giulia Rotundo
- 1602.07300 When does inequality freeze an economy?
by Jo~ao Pedro Jerico & Franc{c}ois P. Landes & Matteo Marsili & Isaac P'erez Castillo & Valerio Volpati
- 1602.06998 Optimal consumption and investment with liquid and illiquid assets
by Jin Hyuk Choi
- 1602.06968 Limit Order Book and its modelling in terms of Gibbs Grand-Canonical Ensemble
by Alberto Bicci
- 1602.06943 Bunching of numbers in a non-ideal roulette: the key to winning strategies
by A. V. Kavokin & A. S. Sheremet & M. Yu. Petrov
- 1602.06935 The noisy voter model on complex networks
by Adri'an Carro & Ra'ul Toral & Maxi San Miguel
- 1602.06855 Tsallis statistics in the income distribution of Brazil
by Abner D. Soares & Newton J. Moura Jr. & Marcelo B. Ribeiro
- 1602.06765 On an Optimal Extraction Problem with Regime Switching
by Giorgio Ferrari & Shuzhen Yang
- 1602.06685 Non-concave optimal investment and no-arbitrage: a measure theoretical approach
by Romain Blanchard & Laurence Carassus & Mikl'os R'asonyi
- 1602.06585 Credit risk and companies' inter-organizational networks: Assessing impact of suppliers and buyers on CDS spreads
by Tore Opsahl & William Newton
- 1602.06295 Solar energy production: Short-term forecasting and risk management
by C'edric Join & Michel Fliess & Cyril Voyant & Fr'ed'eric Chaxel
- 1602.06234 Household Income Distribution in the USA
by Costas Efthimiou & Adam Wearne
- 1602.06213 Modeling Stock Price Dynamics with Fuzzy Opinion Networks
by Li-Xin Wang
- 1602.06189 Accrual valuation and mark to market adjustment
by Alexey Bakshaev
- 1602.06188 Blunt Honesty, Incentives, and Knowledge Exchange
by Bruce Knuteson
- 1602.06186 Noise Fit, Estimation Error and a Sharpe Information Criterion
by Dirk Paulsen & Jakob Sohl
- 1602.06177 Duality formulas for robust pricing and hedging in discrete time
by Patrick Cheridito & Michael Kupper & Ludovic Tangpi
- 1602.06101 Density analysis of non-Markovian BSDEs and applications to biology and finance
by Thibaut Mastrolia
- 1602.05998 Funding, repo and credit inclusive valuation as modified option pricing
by Damiano Brigo & Cristin Buescu & Marek Rutkowski
- 1602.05883 Pathways towards instability in financial networks
by Marco Bardoscia & Stefano Battiston & Fabio Caccioli & Guido Caldarelli
- 1602.05858 On the Profitability of Optimal Mean Reversion Trading Strategies
by Peng Huang & Tianxiang Wang
- 1602.05758 On optimal strategies for utility maximizers in the Arbitrage Pricing Model
by Miklos Rasonyi
- 1602.05749 Value-at-Risk and backtesting with the APARCH model and the standardized Pearson type IV distribution
by Stavros Stavroyiannis
- 1602.05718 The Postulate of the Three Regimes of Economic Growth Contradicted by Data
by Ron W Nielsen
- 1602.05541 Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling
by Ying Jiao & Chunhua Ma & Simone Scotti
- 1602.05489 Do co-jumps impact correlations in currency markets?
by Jozef Barunik & Lukas Vacha
- 1602.05484 Robust Mean-Variance Hedging via G-Expectation
by Francesca Biagini & Jacopo Mancin & Thilo Meyer Brandis
- 1602.05477 Which eligible assets are compatible with comonotonic capital requirements?
by Pablo Koch-Medina & Cosimo Munari & Gregor Svindland
- 1602.05471 Robust Financial Bubbles
by Francesca Biagini & Jacopo Mancin
- 1602.05385 Power-law cross-correlations estimation under heavy tails
by Ladislav Kristoufek
- 1602.05356 Studies on Regional Wealth Inequalities: the case of Italy
by Marcel Ausloos & Roy Cerqueti
- 1602.05323 Filterbased Stochastic Volatility in Continuous-Time Hidden Markov Models
by Vikram Krishnamurthy & Elisabeth Leoff & Jorn Sass
- 1602.04975 Dynamic portfolio selection without risk-free assets
by Chi Kin Lam & Yuhong Xu & Guosheng Yin
- 1602.04950 Deviations in expected price impact for small transaction volumes under fee restructuring
by Michael Harvey & Dieter Hendricks & Tim Gebbie & Diane Wilcox
- 1602.04946 A pathwise approach to continuous-time trading
by Candia Riga
- 1602.04902 Multifactor Risk Models and Heterotic CAPM
by Zura Kakushadze & Willie Yu
- 1602.04848 Option Pricing in Markets with Unknown Stochastic Dynamics
by Hanno Gottschalk & Elpida Nizami & Marius Schubert
- 1602.04662 Optimal Control of an Energy Storage Facility Under a Changing Economic Environment and Partial Information
by Anton A. Shardin & Michaela Szolgyenyi
- 1602.04660 Bayesian Dividend Optimization and Finite Time Ruin Probabilities
by Gunther Leobacher & Michaela Szolgyenyi & Stefan Thonhauser
- 1602.04656 Dividend maximization in a hidden Markov switching model
by Michaela Szolgyenyi
- 1602.04580 Ruin under stochastic dependence between premium and claim arrivals
by Matija Vidmar
- 1602.04466 Mediation with near insolvent defaulting suppliers: a linear optimisation model to find an optimal outcome
by Eric Lavallee
- 1602.04423 Market Dynamics. On Supply and Demand Concepts
by Vladislav Gennadievich Malyshkin
- 1602.04372 Local Volatility Models in Commodity Markets and Online Calibration
by Vinicius Albani & Uri M. Ascher & Jorge P. Zubelli
- 1602.04363 Path probability of stochastic motion: A functional approach
by Masayuki Hattori & Sumiyoshi Abe
- 1602.04352 On the topologic structure of economic complex networks: Empirical evidence from large scale payment network of Estonia
by Stephanie Rend'on de la Torre & Jaan Kalda & Robert Kitt & Juri Engelbrecht
- 1602.03944 Modelling intensities of order flows in a limit order book
by Ioane Muni Toke & Nakahiro Yoshida
- 1602.03505 Basel III capital surcharges for G-SIBs fail to control systemic risk and can cause pro-cyclical side effects
by Sebastian Poledna & Olaf Bochmann & Stefan Thurner
- 1602.03402 Pricing options on forwards in energy markets: the role of mean reversion's speed
by Maren Diane Schmeck
- 1602.03271 A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico
by Semei Coronado & Omar Rojas
- 1602.03238 Valuation of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Stochastic Interest Rate
by Pavel V. Shevchenko & Xiaolin Luo
- 1602.03043 The square-root impact law also holds for option markets
by Bence Toth & Zoltan Eisler & Jean-Philippe Bouchaud
- 1602.03011 Unravelling the trading invariance hypothesis
by Michael Benzaquen & Jonathan Donier & Jean-Philippe Bouchaud
- 1602.02907 Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations
by Fred Espen Benth & Heidar Eyjolfsson
- 1602.02735 Linear models for the impact of order flow on prices I. Propagators: Transient vs. History Dependent Impact
by Damian Eduardo Taranto & Giacomo Bormetti & Jean-Philippe Bouchaud & Fabrizio Lillo & Bence Toth
- 1602.02542 Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
by Leopoldo Catania & Anna Gloria Bill'e
- 1602.02348 Economic and Technological Complexity: A Model Study of Indicators of Knowledge-based Innovation Systems
by Inga Ivanova & Oivind Strand & Duncan Kushnir & Loet Leydesdorff
- 1602.02192 On minimising a portfolio's shortfall probability
by Anatolii A. Puhalskii & Michael Jay Stutzer
- 1602.02185 Sparse Kalman Filtering Approaches to Covariance Estimation from High Frequency Data in the Presence of Jumps
by Michael Ho & Jack Xin
- 1602.02011 Issues with the Smith-Wilson method
by Andreas Lager{aa}s & Mathias Lindholm
- 1602.01960 Multiple Wavelet Coherency Analysis and Forecasting of Metal Prices
by Emre Kahraman & Gazanfer Unal
- 1602.01578 Modeling the relation between income and commuting distance
by Giulia Carra & Ismir Mulalic & Mogens Fosgerau & Marc Barthelemy
- 1602.01271 On the parameter identifiability problem in Agent Based economical models
by Di Molfetta Giuseppe
- 1602.01109 On the existence of shadow prices for optimal investment with random endowment
by Lingqi Gu & Yiqing Lin & Junjian Yang
- 1602.01070 A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality
by Lingqi Gu & Yiqing Lin & Junjian Yang
- 1602.00931 Should employers pay their employees better? An asset pricing approach
by Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Francois Bonnin
- 1602.00899 Smooth solutions to discounted reward control problems with unbounded discount rate and financial applications
by Dariusz Zawisza
- 1602.00865 Tail Risk Premia for Long-Term Equity Investors
by Johannes Rauch & Carol Alexander
- 1602.00839 A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes
by Ravi Kashyap
- 1602.00782 Portfolio Selection: The Power of Equal Weight
by Philip Ernst & James Thompson & Yinsen Miao
- 1602.00731 Limit-order book resiliency after effective market orders: Spread, depth and intensity
by Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou & H Eugene Stanley
- 1602.00629 How to improve accuracy for DFA technique
by Alessandro Stringhi & Silvia Figini
- 1602.00619 Stock loans with liquidation
by Parsiad Azimzadeh
- 1602.00570 Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading
by Imke Redeker & Ralf Wunderlich
- 1602.00358 Trading Strategy with Stochastic Volatility in a Limit Order Book Market
by Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu & Qing-Qing Yang
- 1602.00256 Some Contra-Arguments for the Use of Stable Distributions in Financial Modeling
by Lev B. Klebanov & Greg Temnov & Ashot V. Kakosyan
- 1602.00235 Model-Free Discretisation-Invariant Swap Contracts
by Carol Alexander & Johannes Rauch
- 1602.00159 Empirical Methods for Dynamic Power Law Distributions in the Social Sciences
by Ricardo T. Fernholz
- 1602.00125 Market correlation structure changes around the Great Crash
by Rui-Qi Han & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou
- 1602.00094 CoCos under short-term uncertainty
by Jos'e Manuel Corcuera & Arturo Valdivia
- 1602.00090 A Simple extension of Dematerialization Theory: Incorporation of Technical Progress and the Rebound Effect
by Christopher L. Magee & Tessaleno C. Devezas
- 1601.08155 Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift
by Jorn Sass & Dorothee Westphal & Ralf Wunderlich
- 1601.08099 Chaos in Fractionally Integrated Generalized Autoregressive Conditional Heteroskedastic Processes
by Adil Yilmaz & Gazanfer Unal
- 1601.07961 Exact solutions for optimal execution of portfolios transactions and the Riccati equation
by Juan M. Romero & Jorge Bautista
- 1601.07900 Critical value of the total debt in view of the debts durations
by I. A. Molotkov & N. A. Ryabova
- 1601.07864 On construction of boundary preserving numerical schemes
by Nikolaos Halidias
- 1601.07792 Predicting Human Cooperation
by John J. Nay & Yevgeniy Vorobeychik
- 1601.07776 The ecology of social interactions in online and offline environments
by Angelo Antoci & Alexia Delfino & Fabio Paglieri & Fabio Sabatini
- 1601.07716 Regional Oil Extraction and Consumption: A simple production model for the next 35 years Part I
by Michael Dittmar
- 1601.07707 Micro-foundation using percolation theory of the finite-time singular behavior of the crash hazard rate in a class of rational expectation bubbles
by Maximilian Seyrich & Didier Sornette
- 1601.07628 Portfolio Optimization in the Stochastic Portfolio Theory Framework
by Vassilios Papathanakos
- 1601.07626 Trading-profit attribution for the size factor
by Vassilios Papathanakos
- 1601.07593 Sufficiency on the Stock Market
by Peter Harremoes
- 1601.06995 Moment explosions, implied volatility and local volatility at extreme strikes
by Sidi Mohamed Aly
- 1601.06979 Robust Optimal Risk Sharing and Risk Premia in Expanding Pools
by Thomas Knispel & Roger J. A. Laeven & Gregor Svindland
- 1601.06651 Testing for Causality in Continuous Time Bayesian Network Models of High-Frequency Data
by Jonas Hallgren & Timo Koski
- 1601.06477 Long Forward Probabilities, Recovery and the Term Structure of Bond Risk Premiums
by Likuan Qin & Vadim Linetsky & Yutian Nie
- 1601.06420 Explicit moments of decision times for single- and double-threshold drift-diffusion processes
by Vaibhav Srivastava & Philip Holmes & Patrick Simen
- 1601.06204 RiskRank: Measuring interconnected risk
by J'ozsef Mezei & Peter Sarlin
- 1601.05872 The value of foresight
by Philip Ernst & L. C. G. Rogers & Quan Zhou
- 1601.05660 The role of consumer networks in firms' multi-characteristics competition and market-share inequality
by Antonios Garas & Athanasios Lapatinas
- 1601.05306 On "A General Framework for Pricing Asian Options Under Markov Processes"
by Zhenyu Cui & Chihoon Lee & Yanchu Liu
- 1601.05199 Portfolio Optimisation Under Flexible Dynamic Dependence Modelling
by Mauro Bernardi & Leopoldo Catania
- 1601.05081 Econo- and socio- physics based remarks on the economical growth of the World
by Rzoska Agata Angelika
- 1601.05012 A Simple Measure of Economic Complexity
by Sabiou Inoua
- 1601.04949 General Equilibrium and Recession Phenomenon
by Nicholas S. Gonchar & Wolodymyr H. Kozyrski & Anatol S. Zhokhin
- 1601.04686 Unified Growth Theory Contradicted by the Absence of Takeoffs in the Gross Domestic Product
by Ron W Nielsen
- 1601.04557 Crunching Mortality and Life Insurance Portfolios with extended CreditRisk+
by Jonas Hirz & Uwe Schmock & Pavel V. Shevchenko
- 1601.04535 A nonlinear impact: evidences of causal effects of social media on market prices
by Th'arsis T. P. Souza & Tomaso Aste
- 1601.04478 The Excess Returns of "Quality" Stocks: A Behavioral Anomaly
by Jean-Philippe Bouchaud & Stefano Ciliberti & Augustin Landier & Guillaume Simon & David Thesmar
- 1601.04351 On bivariate lifetime modelling in life insurance applications
by Franc{c}ois Dufresne & Enkelejd Hashorva & Gildas Ratovomirija & Youssouf Toukourou
- 1601.04341 Negative oil price bubble is likely to burst in March - May 2016. A forecast on the basis of the law of log-periodical dynamics
by Alexey Fomin & Andrey Korotayev & Julia Zinkina
- 1601.04210 Speculative Futures Trading under Mean Reversion
by Tim Leung & Jiao Li & Xin Li & Zheng Wang
- 1601.04188 A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks
by M. Fern'andez-Mart'inez & M. A S'anchez-Granero & Mar'ia Jos'e Mu~noz Torrecillas & Bill McKelvey
- 1601.04093 A Statistical Model of Inequality
by Ricardo T. Fernholz
- 1601.04043 Fighting Uncertainty with Uncertainty: A Baby Step
by Ravi Kashyap
- 1601.04028 Do Mature Economies Grow Exponentially?
by Steffen Lange & Peter Putz & Thomas Kopp
- 1601.03968 A stochastic Stefan-type problem under first-order boundary conditions
by Marvin S. Mueller
- 1601.03688 Inter-occurrence times and universal laws in finance, earthquakes and genomes
by Constantino Tsallis
- 1601.03574 Generalization of Doob decomposition Theorem
by Nicholas Gonchar
- 1601.03562 Convex duality for stochastic differential utility
by Anis Matoussi & Hao Xing
- 1601.03435 Asymptotic Analysis for Optimal Dividends in a Dual Risk Model
by Arash Fahim & Lingjiong Zhu
- 1601.03388 Large losses - probability minimizing approach
by Micha{l} Barski
- 1601.03380 Quantile hedging on markets with proportional transaction costs
by Micha{l} Barski
- 1601.03171 On a law of large numbers for insurance risks
by Yumiharu Nakano
- 1601.03067 International Trade: a Reinforced Urn Network Model
by Stefano Peluso & Antonietta Mira & Pietro Muliere & Alessandro Lomi
- 1601.03015 Credit risk: Taking fluctuating asset correlations into account
by Thilo A. Schmitt & Rudi Schafer & Thomas Guhr
- 1601.02990 The invisible hand and the rational agent are behind bubbles and crashes
by Serge Galam
- 1601.02801 Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function
by Sokbae Lee & Ryo Okui & Yoon-Jae Whang
- 1601.02677 Dependence of technological improvement on artifact interactions
by Subarna Basnet & Christopher L. Magee
- 1601.02463 Quantifying invariant features of within-group inequality in consumption across groups
by Anindya S. Chakrabarti & Arnab Chatterjee & Tushar K. Nandi & Asim Ghosh & Anirban Chakraborti
- 1601.02407 Decomposition of Time Series Data of Stock Markets and its Implications for Prediction: An Application for the Indian Auto Sector
by Jaydip Sen & Tamal Datta Chaudhuri
- 1601.02246 Negative interest rates: why and how?
by Jozef Kiselak & Philipp Hermann & Milan Stehlik
- 1601.02156 Systemic Risk Management in Financial Networks with Credit Default Swaps
by Matt V. Leduc & Sebastian Poledna & Stefan Thurner
- 1601.02149 Computing semiparametric bounds on the expected payments of insurance instruments via column generation
by Robert Howley & Robert Storer & Juan Vera & Luis F. Zuluaga
- 1601.01987 Deep Learning for Limit Order Books
by Justin Sirignano
- 1601.01980 Irreversibility of financial time series: a graph-theoretical approach
by Lucas Lacasa & Ryan Flanagan
- 1601.01811 Brownian Bridges on Random Intervals
by Matteo Ludovico Bedini & Rainer Buckdahn & Hans-Jurgen Engelbert
- 1601.01804 Unified Growth Theory Contradicted by the Economic Growth in Latin America
by Ron W Nielsen
- 1601.01771 Teaching Economics and Providing Visual "Big Pictures"
by Seyyed Ali Zeytoon Nejad Moosavian
- 1601.01753 Geography and distance effect on financial dynamics in the Chinese stock market
by Xing Li & Tian Qiu & Guang Chen & Li-Xin Zhong & Xiong-Fei Jiang
- 1601.01710 A Semi-Markovian Modeling of Limit Order Markets
by Anatoliy Swishchuk & Nelson Vadori
- 1601.01553 Modelling and Measuring the Irrational behaviour of Agents in Financial Markets: Discovering the Psychological Soliton
by Gurjeet Dhesi & Marcel Ausloos
- 1601.01352 A unified view of LIBOR models
by Kathrin Glau & Zorana Grbac & Antonis Papapantoleon
- 1601.01128 Option pricing in the model with stochastic volatility driven by Ornstein--Uhlenbeck process. Simulation
by Sergii Kuchuk-Iatsenko & Yuliya Mishura
- 1601.00991 101 Formulaic Alphas
by Zura Kakushadze
- 1601.00940 Pricing barrier options with discrete dividends
by D. Jason Gibson & Aaron Wingo
- 1601.00934 Confidence Intervals for Projections of Partially Identified Parameters
by Hiroaki Kaido & Francesca Molinari & Jorg Stoye
- 1601.00903 Long memory and multifractality: A joint test
by John Goddard & Enrico Onali
- 1601.00822 Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model
by Aur'elien Hazan
- 1601.00712 Multistage Portfolio Optimization: A Duality Result in Conic Market Models
by Robert Bassett & Khoa Le
- 1601.00679 Essay on the State of Research and Innovation in France and the European Union
by Antoine Kornprobst
- 1601.00354 Black-Litterman model with intuitionistic fuzzy posterior return
by Krzysztof Echaust & Krzysztof Piasecki
- 1601.00263 Time and Frequency Structure of Causal Correlation Network in China Bond Market
by Zhongxing Wang & Yan Yan & Xiaosong Chen
- 1601.00233 Long-run evolution of the global economy - Part 2: Hindcasts of innovation and growth
by Timothy J. Garrett
- 1601.00229 A detailed heterogeneous agent model for a single asset financial market with trading via an order book
by Roberto Mota Navarro & Hern'an Larralde Ridaura
- 1601.00175 Minimax perfect stopping rules for selling an asset near its ultimate maximum
by Dmitry B. Rokhlin
- 1601.00092 Hyperinflation in Brazil, Israel, and Nicaragua revisited
by M. A. Szybisz & L. Szybisz
- 1601.00085 Dynamic Multi-Factor Bid-Offer Adjustment Model: A Feedback Mechanism for Dealers (Market Makers) to Deal (Grapple) with the Uncertainty Principle of the Social Sciences
by Ravi Kashyap
2015
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