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Content
2024
- 2411.17136 Autoencoder Enhanced Realised GARCH on Volatility Forecasting
by Qianli Zhao & Chao Wang & Richard Gerlach & Giuseppe Storti & Lingxiang Zhang
- 2411.17072 The Role of the Assumptions for the Existence of a General Equilibrium
by Pablo Ahumada
- 2411.16978 Normal Approximation for U-Statistics with Cross-Sectional Dependence
by Weiguang Liu
- 2411.16906 A Binary IV Model for Persuasion: Profiling Persuasion Types among Compliers
by Zeyang Yu
- 2411.16893 The Economics of Climate Adaptation: An Assessment
by Anna Josephson & Rodrigo Guerra Su & Greg Collins & Katharine Jacobs
- 2411.16666 CatNet: Controlling the False Discovery Rate in LSTM with SHAP Feature Importance and Gaussian Mirrors
by Jiaan Han & Junxiao Chen & Yanzhe Fu
- 2411.16662 A Supervised Machine Learning Approach for Assessing Grant Peer Review Reports
by Gabriel Okasa & Alberto de Le'on & Michaela Strinzel & Anne Jorstad & Katrin Milzow & Matthias Egger & Stefan Muller
- 2411.16617 Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
by Boris Ter-Avanesov & Gunter A. Meissner
- 2411.16585 MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
by Aaron Wheeler & Jeffrey D. Varner
- 2411.16574 Naive Algorithmic Collusion: When Do Bandit Learners Cooperate and When Do They Compete?
by Connor Douglas & Foster Provost & Arun Sundararajan
- 2411.16569 Predictive Power of LLMs in Financial Markets
by Jerick Shi & Burton Hollifield
- 2411.16553 Do Activists Align with Larger Mutual Funds?
by Manish Jha
- 2411.16552 When Is Heterogeneity Actionable for Personalization?
by Anya Shchetkina & Ron Berman
- 2411.16277 FinML-Chain: A Blockchain-Integrated Dataset for Enhanced Financial Machine Learning
by Jingfeng Chen & Wanlin Deng & Dangxing Chen & Luyao Zhang
- 2411.16244 What events matter for exchange rate volatility ?
by Igor Martins & Hedibert Freitas Lopes
- 2411.15996 Homeopathic Modernization and the Middle Science Trap: conceptual context of ergonomics, econometrics and logic of some national scientific case
by Eldar Knar
- 2411.15980 Inter-firm Heterogeneity in Production
by Michele Battisti & Valentino Dardanoni & Stefano Demichelis
- 2411.15797 Utilization and Profitability of Tractor Services for Maize Farming in Ejura-Sekyedumase Municipality, Ghana
by Fred Nimoh & Innocent Yao Yevu & Attah-Nyame Essampong & Asante Emmanuel Addo & Addai Kevin
- 2411.15718 Can an increase in productivity cause a decrease in production? Insights from a model economy with AI automation
by Casey O. Barkan
- 2411.15712 Research on Optimal Portfolio Based on Multifractal Features
by Yong Li
- 2411.15674 Quantile deep learning models for multi-step ahead time series prediction
by Jimmy Cheung & Smruthi Rangarajan & Amelia Maddocks & Xizhe Chen & Rohitash Chandra
- 2411.15625 Canonical Correlation Analysis: review
by Anna Bykhovskaya & Vadim Gorin
- 2411.15519 Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN)
by Ling Chen
- 2411.15401 The reference interval in higher-order stochastic dominance
by Ruodu Wang & Qinyu Wu
- 2411.15317 Marginal Reputation
by Daniel Luo & Alexander Wolitzky
- 2411.15228 Forecasting the Price of Rice in Banda Aceh after Covid-19
by Fadhlul Mubarak & Vinny Yuliani Sundara & Nurniswah
- 2411.15092 Trade Wars with Trade Deficits
by Pau Pujolas & Jack Rossbach
- 2411.15053 Markov-Functional Models with Local Drift
by ShengQuan Zhou
- 2411.15002 A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits
by Tsogt-Ochir Enkhbayar
- 2411.14763 From Replications to Revelations: Heteroskedasticity-Robust Inference
by Sebastian Kranz
- 2411.14646 Diversification quotient based on expectiles
by Xia Han & Liyuan Lin & Hao Wang & Ruodu Wang
- 2411.14463 Leveraging AI and NLP for Bank Marketing: A Systematic Review and Gap Analysis
by Christopher Gerling & Stefan Lessmann
- 2411.14230 Public sentiments on the fourth industrial revolution: An unsolicited public opinion poll from Twitter
by Diletta Abbonato
- 2411.14068 Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide
by James B. Glattfelder & Thomas Houweling
- 2411.14058 Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
by Tatsuru Kikuchi
- 2411.13993 Market Making without Regret
by Nicol`o Cesa-Bianchi & Tommaso Cesari & Roberto Colomboni & Luigi Foscari & Vinayak Pathak
- 2411.13965 Does the square-root price impact law belong to the strict universal scalings?: quantitative support by a complete survey of the Tokyo stock exchange market
by Yuki Sato & Kiyoshi Kanazawa
- 2411.13937 Analytical Formula for Fractional-Order Conditional Moments of Nonlinear Drift CEV Process with Regime Switching: Hybrid Approach with Applications
by Kittisak Chumpong & Khamron Mekchay & Fukiat Nualsri & Phiraphat Sutthimat
- 2411.13823 Non-Allais Paradox and Context-Dependent Risk Attitudes
by Edward Honda & Keh-Kuan Sun
- 2411.13813 The Value of Information from Sell-side Analysts
by Linying Lv
- 2411.13810 Dynamic spatial interaction models for a leader's resource allocation and followers' multiple activities
by Hanbat Jeong
- 2411.13792 Multiscale Markowitz
by Revant Nayar & Raphael Douady
- 2411.13783 Process and Policy Insights from an Intercomparison of Open Electricity System Capacity Expansion Models
by Greg Schivley & Aurora Barone & Michael Blackhurst & Patricia Hidalgo-Gonzalez & Jesse Jenkins & Oleg Lugovoy & Qian Luo & Michael J. Roberts & Rangrang Zheng & Cameron Wade & Matthias Fripp
- 2411.13762 Assessing Stablecoin Credit Risks
by Yuval Boneh & Ethan Jones
- 2411.13684 Flow methods for cooperative games with generalized coalition configuration
by Encarnacion Algaba & Eric Remila & Philippe Solal
- 2411.13615 A Deep Learning Approach to Predict the Fall [of Price] of Cryptocurrency Long Before its Actual Fall
by Anika Tahsin Meem
- 2411.13603 A Full-History Network Dataset for BTC Asset Decentralization Profiling
by Ling Cheng & Qian Shao & Fengzhu Zeng & Feida Zhu
- 2411.13599 Can ChatGPT Overcome Behavioral Biases in the Financial Sector? Classify-and-Rethink: Multi-Step Zero-Shot Reasoning in the Gold Investment
by Shuoling Liu & Gaoguo Jia & Yuhang Jiang & Liyuan Chen & Qiang Yang
- 2411.13594 High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines
by Christian D. Blakely
- 2411.13586 Advance Detection Of Bull And Bear Phases In Cryptocurrency Markets
by Rahul Arulkumaran & Suyash Kumar & Shikha Tomar & Manideep Gongalla & Harshitha
- 2411.13579 Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints
by Wenyuan Wang & Kaixin Yan & Xiang Yu
- 2411.13576 The Role of Central Banks in Advancing Sustainable Finance
by A T M Omor Faruq & Md Toufiqul Huq
- 2411.13565 Intergenerational cross-subsidies in UK Collective Defined Contribution (CDC) funds
by John Armstrong & James Dalby & Catherine Donnelly
- 2411.13564 A Random Forest approach to detect and identify Unlawful Insider Trading
by Krishna Neupane & Igor Griva
- 2411.13562 The Role of AI in Financial Forecasting: ChatGPT's Potential and Challenges
by Shuochen Bi & Tingting Deng & Jue Xiao
- 2411.13559 Composing Ensembles of Instrument-Model Pairs for Optimizing Profitability in Algorithmic Trading
by Sahand Hassanizorgabad
- 2411.13558 Finding the nonnegative minimal solutions of Cauchy PDEs in a volatility-stabilized market
by Nicole Tianjiao Yang & Tomoyuki Ichiba
- 2411.13555 Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study
by Junjie Guo
- 2411.13516 Trade, Trees, and Lives
by Xinming Du & Lei Li & Eric Zou
- 2411.13427 Price Setting Rules, Rounding Tax, and Inattention Penalty
by Doron Sayag & Avichai Snir & Daniel Levy
- 2411.13403 Path weighting sensitivities
by Liu Xuan & Gauthier Michel
- 2411.13384 On multivariate contribution measures of systemic risk with applications in cryptocurrency market
by Limin Wen & Junxue Li & Tong Pu & Yiying Zhang
- 2411.13381 Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
by Lars Fluri & A. Ege Yilmaz & Denis Bieri & Thomas Ankenbrand & Aurelio Perucca
- 2411.13372 Clustering with Potential Multidimensionality: Inference and Practice
by Ruonan Xu & Luther Yap
- 2411.13293 Revealed Information
by Laura Doval & Ran Eilat & Tianhao Liu & Yangfan Zhou
- 2411.13180 Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence
by Szymon Lis
- 2411.12860 Matching Design with Algorithms and Applications to Foster Care
by Terence Highsmith Ii
- 2411.12845 Underlying Core Inflation with Multiple Regimes
by Gabriel Rodriguez-Rondon
- 2411.12753 Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data
by Bartosz Bieganowski & Robert 'Slepaczuk
- 2411.12748 FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics
by Mabsur Fatin Bin Hossain & Lubna Zahan Lamia & Md Mahmudur Rahman & Md Mosaddek Khan
- 2411.12747 A Survey of Financial AI: Architectures, Advances and Open Challenges
by Junhua Liu
- 2411.12746 A Review of Reinforcement Learning in Financial Applications
by Yahui Bai & Yuhe Gao & Runzhe Wan & Sheng Zhang & Rui Song
- 2411.12725 Reinforcement Learning, Collusion, and the Folk Theorem
by Galit Askenazi-Golan & Domenico Mergoni Cecchelli & Edward Plumb
- 2411.12714 Scoring and Favoritism in Optimal Procurement Design
by Pasha Andreyanov & Ilia Krasikov & Alex Suzdaltsev
- 2411.12655 The Distributional Effects of Economic Uncertainty
by Florian Huber & Massimiliano Marcellino & Tommaso Tornese
- 2411.12543 Germany's Tax Revenue and its Total Administrative Cost
by Christopher Mantzaris & Ajda Fov{s}ner
- 2411.12533 Quasi-stability notions in two-sided matching models
by Nadia Gui~naz'u & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2411.12522 Canonical insurance models: stochastic equations and comparison theorems
by Marcus C. Christiansen & Christian Furrer
- 2411.12509 During and after COVID-19: What happened to the home advantage in Germany's first football division?
by Thorsten Schank & Vivien Voigt & Christian Orthey
- 2411.12412 Procompetitive effects of vertical takeovers. Evidence from the European Union
by Chiara Bellucci & Armando Rungi
- 2411.12375 Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach
by Liang Hou & Hao Yu & Guosong Xu
- 2411.12323 Mirror Descent Algorithms for Risk Budgeting Portfolios
by Martin Arnaiz Iglesias & Adil Rengim Cetingoz & Noufel Frikha
- 2411.12128 The Role of Accuracy and Validation Effectiveness in Conversational Business Analytics
by Adem Alparslan
- 2411.12110 Impacto Redistributivo da Reforma da Tributacao do Consumo no Brasil: Simulacoes Baseadas no PLP68/2024
by Rozane Bezerra de Siqueira & Jose Ricardo Bezerra Nogueira & Carlos Feitosa Luna
- 2411.12036 Prediction-Guided Active Experiments
by Ruicheng Ao & Hongyu Chen & David Simchi-Levi
- 2411.12013 Neural and Time-Series Approaches for Pricing Weather Derivatives: Performance and Regime Adaptation Using Satellite Data
by Marco Hening Tallarico & Pablo Olivares
- 2411.11853 Chat Bankman-Fried: an Exploration of LLM Alignment in Finance
by Claudia Biancotti & Carolina Camassa & Andrea Coletta & Oliver Giudice & Aldo Glielmo
- 2411.11848 Robust Graph Neural Networks for Stability Analysis in Dynamic Networks
by Xin Zhang & Zhen Xu & Yue Liu & Mengfang Sun & Tong Zhou & Wenying Sun
- 2411.11847 Modelling financial returns with mixtures of generalized normal distributions
by Pierdomenico Duttilo
- 2411.11828 Reinterpreting Delay and Procrastination
by Conrad Kosowsky
- 2411.11810 Projection onto the core: An optimal reallocation to correct market failure
by Dylan Laplace Mermoud
- 2411.11748 Debiased Regression for Root-N-Consistent Conditional Mean Estimation
by Masahiro Kato
- 2411.11625 Modeling the Modeler: A Normative Theory of Experimental Design
by Fernando Payr'o & Evan Piermont
- 2411.11606 Direct Fractional Auction
by Dmitriy Taubman & Boris Gleyzer & Ke Yang & Farhad Rassekh
- 2411.11589 The Impact of the General Data Protection Regulation (GDPR) on Online Usage Behavior
by Klaus M. Miller & Julia Schmitt & Bernd Skiera
- 2411.11559 Treatment Effect Estimators as Weighted Outcomes
by Michael C. Knaus
- 2411.11522 Robust Bernoulli mixture models for credit portfolio risk
by Jonathan Ansari & Eva Lutkebohmert
- 2411.11408 Multidimensional specific relative entropy between continuous martingales
by Julio Backhoff & Edoardo Kimani Bellotto
- 2411.11186 Disagreement Spillovers
by Giampaolo Bonomi
- 2411.11183 Competition, Persuasion, and Search
by Teddy Mekonnen & Bobak Pakzad-Hurson
- 2411.11131 On Truthful Mechanisms without Pareto-efficiency: Characterizations and Fairness
by Moshe Babaioff & Noam Manaker Morag
- 2411.11059 Financial News-Driven LLM Reinforcement Learning for Portfolio Management
by Ananya Unnikrishnan
- 2411.11058 Econometrics and Formalism of Psychological Archetypes of Scientific Workers with Introverted Thinking Type
by Eldar Knar
- 2411.10959 Program Evaluation with Remotely Sensed Outcomes
by Ashesh Rambachan & Rahul Singh & Davide Viviano
- 2411.10956 IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers
by Hanwool Lee & Heehwan Park
- 2411.10768 Building Interpretable Climate Emulators for Economics
by Aryan Eftekhari & Doris Folini & Aleksandra Friedl & Felix Kubler & Simon Scheidegger & Olaf Schenk
- 2411.10728 Air Pollution and Under-5 Child Mortality: Evidence from China's Coal Power Plant Phase-out Policy
by X. Liu & H. Yu
- 2411.10726 Some Computations for Optimal Execution with Monotone Strategies
by Yan Dolinsky
- 2411.10628 Feature Importance of Climate Vulnerability Indicators with Gradient Boosting across Five Global Cities
by Lidia Cano Pecharroman & Melissa O. Tier & Elke U. Weber
- 2411.10600 Monetary Incentives, Landowner Preferences: Estimating Cross-Elasticities in Farmland Conversion to Renewable Energy
by Chad Fiechter & Binayak Kunwar & Guy Tchuente
- 2411.10584 Social Learning in Lung Transplant Decision
by Laura Doval & Federico Echenique Wanying Huang & Yi Xin
- 2411.10496 Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making
by Jian Guo & Saizhuo Wang & Yiyan Qi
- 2411.10415 Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly
by Michal Koles'ar & Mikkel Plagborg-M{o}ller
- 2411.10386 The role of debt valuation factors in systemic risk assessment
by Kamil Fortuna & Janusz Szwabi'nski
- 2411.10325 Bitcoin Research with a Transaction Graph Dataset
by Hugo Schnoering & Michalis Vazirgiannis
- 2411.10314 Estimating the Cost of Informal Care with a Novel Two-Stage Approach to Individual Synthetic Control
by Maria Petrillo & Daniel Valdenegro & Charles Rahal & Yanan Zhang & Gwilym Pryce & Matthew R. Bennett
- 2411.10278 The Link Between Large Scientific Collaboration and Productivity. Rethinking How to Estimate the Monetary Value of Publications
by Francesco Giffoni & Emanuela Sirtori & Louis Colnot
- 2411.10139 Some remarks on the effect of risk sharing and diversification for infinite mean risks
by Alfred Muller
- 2411.10079 Deep Hedging Bermudan Swaptions
by Kenjiro Oya
- 2411.10009 Semiparametric inference for impulse response functions using double/debiased machine learning
by Daniele Ballinari & Alexander Wehrli
- 2411.09937 Refined and Segmented Price Sentiment Indices from Survey Comments
by Masahiro Suzuki & Hiroki Sakaji
- 2411.09899 Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks
by Yaacov Kopeliovich & Michael Pokojovy
- 2411.09869 Natural resources balance sheets accounting: theoretical framework and practice in the Shaanxi province of China
by Wentao Wang & Guoping Li & Andreas Kontoleon & Yiming Ma & Weishan Guo
- 2411.09856 InvestESG: A multi-agent reinforcement learning benchmark for studying climate investment as a social dilemma
by Xiaoxuan Hou & Jiayi Yuan & Joel Z. Leibo & Natasha Jaques
- 2411.09817 Dynamic Envy-Free Permanency in Child Welfare Systems
by Terence Highsmith
- 2411.09808 Sharp Testable Implications of Encouragement Designs
by Yuehao Bai & Shunzhuang Huang & Max Tabord-Meehan
- 2411.09771 Bayesian estimation of finite mixtures of Tobit models
by Caio Waisman
- 2411.09676 On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
by Tong Pu & Yunran Wei & Yiying Zhang
- 2411.09659 A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging
by Xianhua Peng & Xiang Zhou & Bo Xiao & Yi Wu
- 2411.09657 Asymptotics of Sum of Heavy-tailed Risks with Copulas
by Fan Yang & Yi Zhang
- 2411.09644 Neural Operators Can Play Dynamic Stackelberg Games
by Guillermo Alvarez & Ibrahim Ekren & Anastasis Kratsios & Xuwei Yang
- 2411.09586 Commodity Booms, Local State Capacity, and Development
by Dafne Murillo & Sebastian Sardon
- 2411.09517 Randomized Truthful Auctions with Learning Agents
by Gagan Aggarwal & Anupam Gupta & Andres Perlroth & Grigoris Velegkas
- 2411.09452 Sparse Interval-valued Time Series Modeling with Machine Learning
by Haowen Bao & Yongmiao Hong & Yuying Sun & Shouyang Wang
- 2411.09258 On Asymptotic Optimality of Least Squares Model Averaging When True Model Is Included
by Wenchao Xu & Xinyu Zhang
- 2411.09221 Difference-in-Differences with Sample Selection
by Gayani Rathnayake & Akanksha Negi & Otavio Bartalotti & Xueyan Zhao
- 2411.09218 On the (Mis)Use of Machine Learning with Panel Data
by Augusto Cerqua & Marco Letta & Gabriele Pinto
- 2411.09191 Informational Puts
by Andrew Koh & Sivakorn Sanguanmoo & Kei Uzui
- 2411.09149 A Strategic Topology on Information Structures
by Dirk Bergemann & Stephen Morris & Rafael Veiel
- 2411.08967 An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
by Graham L. Giller
- 2411.08899 FinVision: A Multi-Agent Framework for Stock Market Prediction
by Sorouralsadat Fatemi & Yuheng Hu
- 2411.08864 Isotropic Correlation Models for the Cross-Section of Equity Returns
by Graham L. Giller
- 2411.08826 The Structure of the U.S. Income Distribution
by Conrad Kosowsky
- 2411.08804 FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
by Tianyu Zhou & Pinqiao Wang & Yilin Wu & Hongyang Yang
- 2411.08763 Multi-asset return risk measures
by Christian Laudag'e & Felix-Benedikt Liebrich & Jorn Sass
- 2411.08726 Analyst Reports and Stock Performance: Evidence from the Chinese Market
by Rui Liu & Jiayou Liang & Haolong Chen & Yujia Hu
- 2411.08720 How Wash Traders Exploit Market Conditions in Cryptocurrency Markets
by Hunter Ng
- 2411.08668 A Machine Learning Algorithm for Finite-Horizon Stochastic Control Problems in Economics
by Xianhua Peng & Steven Kou & Lekang Zhang
- 2411.08637 Robot See, Robot Do: Imitation Reward for Noisy Financial Environments
by Sven Goluv{z}a & Tomislav Kovav{c}evi'c & Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar
- 2411.08601 Does the Gini index represent people's views on inequality?
by Gaelle Aymeric & Brice Magdalou
- 2411.08491 Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions
by Sihui Zhao & Xinbo Wang & Lin Liu & Xin Zhang
- 2411.08483 Industrial symbiosis: How to apply successfully
by Limor Hatsor & Artyom Jelnov
- 2411.08471 Equilibrium Cycle: A "Dynamic" Equilibrium
by Tushar Shankar Walunj & Shiksha Singhal & Veeraruna Kavitha & Jayakrishnan Nair
- 2411.08452 Complementing Carbon Credits from Forest-Related Activities with Biodiversity Insurance and Resilience Value
by Hanna Fiegenbaum
- 2411.08419 Orchestrating Organizational Politics: Baron and Ferejohn Meet Tullock
by Qiang Fu & Zenan Wu & Yuxuan Zhu
- 2411.08404 Quantifying Qualitative Insights: Leveraging LLMs to Market Predict
by Hoyoung Lee & Youngsoo Choi & Yuhee Kwon
- 2411.08382 Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
by Abdul Rahman & Neelesh Upadhye
- 2411.08350 How Transit Countries Become Refugee Destinations: Insights from Central and Eastern Europe
by Liliana Harding & Ciprian Panzaru
- 2411.08263 On the Welfare (Ir)Relevance of Two-Stage Models
by Mikhail Freer & Hassan Nosratabadi
- 2411.08246 New approaches of the DCC-GARCH residual: Application to foreign exchange rates
by Kenichiro Shiraya & Kanji Suzuki & Tomohisa Yamakami
- 2411.08188 MSTest: An R-Package for Testing Markov Switching Models
by Gabriel Rodriguez-Rondon & Jean-Marie Dufour
- 2411.08174 Estimating Variability in Hospital Charges: The Case of Cesarean Section
by Anna Perfilyeva & Vittal Raghavendra Miskin & Ryan Aven & Craig Drohan & Huthaifa I. Ashqar
- 2411.08145 Automated Market Making: the case of Pegged Assets
by Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant & Julien Guilbert
- 2411.08067 A note on the Cobb-Douglas function
by Richard Vale
- 2411.08053 We must re-evaluate assumptions about carbon trading for effective climate change mitigation
by Alyssa R. Pfadt-Trilling & Marie-Odile P. Fortier
- 2411.08026 Incentive Design with Spillovers
by Krishna Dasaratha & Benjamin Golub & Anant Shah
- 2411.07978 A Note on Doubly Robust Estimator in Regression Discontinuity Designs
by Masahiro Kato
- 2411.07952 Matching $\leq$ Hybrid $\leq$ Difference in Differences
by Yechan Park & Yuya Sasaki
- 2411.07949 Optimal two-parameter portfolio management strategy with transaction costs
by Chutian Ma & Paul Smith
- 2411.07851 Mechanisms for a dynamic many-to-many school choice problem
by Adriana Amieva & Agust'in G. Bonifacio & Pablo Neme
- 2411.07817 Impact of R&D and AI Investments on Economic Growth and Credit Rating
by Davit Gondauri & Ekaterine Mikautadze
- 2411.07808 Spatial Competition on Psychological Pricing Strategies: Preliminary Evidence from an Online Marketplace
by Magdalena Schindl & Felix Reichel
- 2411.07732 Implementing Dynamic Pricing Across Multiple Pricing Groups in Real Estate
by Lev Razumovskiy & Mariya Gerasimova & Nikolay Karenin & Mikhail Safro
- 2411.07674 The relationship between general equilibrium models with infinite-lived agents and overlapping generations models, and some applications
by Ngoc-Sang Pham
- 2411.07604 Dynamic Evolutionary Game Analysis of How Fintech in Banking Mitigates Risks in Agricultural Supply Chain Finance
by Qiang Wan & Jun Cui
- 2411.07585 Reinforcement Learning Framework for Quantitative Trading
by Alhassan S. Yasin & Prabdeep S. Gill
- 2411.07421 An Empirical Implementation of the Shadow Riskless Rate
by Davide Lauria & JiHo Park & Yuan Hu & W. Brent Lindquist & Svetlozar T. Rachev & Frank J. Fabozzi
- 2411.07212 Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
by Tiantian Mao & Gilles Stupfler & Fan Yang
- 2411.07203 Estimation of the Adjusted Standard-deviatile for Extreme Risks
by Haoyu Chen & Tiantian Mao & Fan Yang
- 2411.07166 The Shapley index for music streaming platforms
by Gustavo Berganti~nos & Juan D. Moreno-Ternero
- 2411.07031 Evaluating the Accuracy of Chatbots in Financial Literature
by Orhan Erdem & Kristi Hassett & Feyzullah Egriboyun
- 2411.06998 Voting behind the Veil of Ignorance
by Boris Ginzburg
- 2411.06875 NGO Activism: Exposure vs. Influence
by Michele Fioretti & Victor Saint-Jean & Simon C. Smith
- 2411.06862 The Impact of the General Data Protection Regulation (GDPR) on Online Tracking
by Klaus M. Miller & Karlo Lukic & Bernd Skiera
- 2411.06847 Human game experiment to verify the equilibrium selection controlled by design
by Wang Zhijian & Shan Lixia & Yao Qinmei & Wang Yijia
- 2411.06640 Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
by Hengxin Cui & Ken Seng Tan & Fan Yang
- 2411.06566 A Fully Analog Pipeline for Portfolio Optimization
by James S. Cummins & Natalia G. Berloff
- 2411.06545 A dynamic auction for multilateral collaboration
by Chao Huang
- 2411.06484 ajdmom: A Python Package for Deriving Moment Formulas of Affine Jump Diffusion Processes
by Yan-Feng Wu & Jian-Qiang Hu
- 2411.06389 Optimal Execution with Reinforcement Learning
by Yadh Hafsi & Edoardo Vittori
- 2411.06337 The labour and resource use requirements of a good life for all
by Chris McElroy & Daniel W. O'Neill
- 2411.06327 Return-forecasting and Volatility-forecasting Power of On-chain Activities in the Cryptocurrency Market
by Yeguang Chi & Qionghua & Chu & Wenyan Hao
- 2411.06312 Multidimensional Screening with Rich Consumer Data
by Mira Frick & Ryota Iijima & Yuhta Ishii
- 2411.06285 Allocating Positional Goods: A Mechanism Design Approach
by Peiran Xiao
- 2411.06240 Axiomatic characterizations of some simple risk-sharing rules
by Jan Dhaene & Rodrigue Kazzi & Emiliano A. Valdez
- 2411.06185 Sensitivity Analysis of emissions Markets: A Discrete-Time Radner Equilibrium Approach
by St'ephane Cr'epey & Mekonnen Tadese & Gauthier Vermandel
- 2411.06110 Can ESG Investment and the Implementation of the New Environmental Protection Law Enhance Public Subjective Well-being?
by Hambur Wang
- 2411.06095 Green antitrust conundrum: Collusion with social goals
by Nigar Hashimzade & Limor Hatsor & Artyom Jelnov