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Content
2025
- 2509.04520 Economic relativity: a cut rule for perimeter valuation in equity ownership networks
by Omar Di Marzio
- 2509.04452 Directional Price Forecasting in the Continuous Intraday Market under Consideration of Neighboring Products and Limit Order Books
by Timoth'ee Hornek & Sergio Potenciano Menci & Ivan Pavi'c
- 2509.04307 When Does Tourism Raise Land Prices? Threshold Effects, Superstar Cities, and Policy Lessons from Japan
by Mingzhi Xiao & Takara Sakai & Daisuke Murakami & Yuki Takayama
- 2509.04146 Noisy Certification in a Duopolistic Setting with Loss-Averse Buyers
by Dmitry Shapiro & Tri Phu Vu
- 2509.04144 The exact distribution of the conditional likelihood-ratio test in instrumental variables regression
by Malte Londschien
- 2509.04037 Reputation, Risk, and Visibility
by Georgy Lukyanov
- 2509.04036 Reputational Conservatism in Expert Advice
by Georgy Lukyanov & Anna Vlasova
- 2509.04035 Mutual Reputation and Trust in a Repeated Sender-Receiver Game
by Georgy Lukyanov
- 2509.03964 Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market
by Philippe Bergault & S'ebastien Bieber & Olivier Gu'eant & Wenkai Zhang
- 2509.03926 National social cost of carbon: An application of FUND
by In Chang Hwang & Richard S. J. Tol
- 2509.03916 Regulation or Competition:Major-Minor Optimal Liquidation across Dark and Lit Pools
by Thibaut Mastrolia & Hao Wang
- 2509.03796 Selecting the Best Arm in One-Shot Multi-Arm RCTs: The Asymptotic Minimax-Regret Decision Framework for the Best-Population Selection Problem
by Joonhwi Joo
- 2509.03712 Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
by Gonzalo Ramirez-Carrillo & David Ortiz-Mora & Alex Aguilar-Larrotta
- 2509.03669 Mean-Variance Stackelberg Games with Asymmetric Information
by Yu-Jui Huang & Shihao Zhu
- 2509.03533 Topic Identification in LLM Input-Output Pairs through the Lens of Information Bottleneck
by Igor Halperin
- 2509.03439 Quantitative Stability and Contraction Principles for Mean-Field G-SDEs
by Yunfan Zhao & Xiaojing Chen & Wenwen Pan
- 2509.03260 HyPV-LEAD: Proactive Early-Warning of Cryptocurrency Anomalies through Data-Driven Structural-Temporal Modeling
by Minjung Park & Gyuyeon Na & Soyoun Kim & Sunyoung Moon & HyeonJeong Cha & Sangmi Chai
- 2509.03208 Data driven modeling of multiple interest rates with generalized Vasicek-type models
by Pauliina Ilmonen & Milla Laurikkala & Kostiantyn Ralchenko & Tommi Sottinen & Lauri Viitasaari
- 2509.03126 On the Smart Coordination of Flexibility Scheduling in Multi-carrier Integrated Energy Systems
by Christian Doh Dinga & Sander van Rijn & Laurens de Vries & Milos Cvetkovic
- 2509.03087 Government Reputation in Ramsey Taxation
by Emin Ablyatifov & Georgy Lukyanov
- 2509.03086 Liquidation Efficiency and the Bank-Bond Margin
by Georgy Lukyanov
- 2509.03085 Optimal Taxation under Imperfect Trust
by Emin Ablyatifov & Georgy Lukyanov
- 2509.03063 Distribution-valued Causal Machine Learning: Implications of Credit on Spending Patterns
by Cheuk Hang Leung & Yijun Li & Qi Wu
- 2509.03055 Rough Path Approaches to Stochastic Control, Filtering, and Stopping
by Jonathan A. Mavroforas & Anthony H. Dooley
- 2509.03035 A Case for AXI
by Viktor Tsyrennikov
- 2509.02941 Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
by Igor Halperin
- 2509.02879 Artificial or Human Intelligence?
by Eric Gao
- 2509.02836 Once Welcomed, Then Scapegoated: The Enduring Consequences of Assimilation Policies in the Wake of Mass Migration
by Vinicius Schuabb
- 2509.02800 Too Noisy to Collude? Algorithmic Collusion Under Laplacian Noise
by Niuniu Zhang
- 2509.02653 Quantifying the Social Costs of Power Outages and Restoration Disparities Across Four U.S. Hurricanes
by Xiangpeng Li & Junwei Ma & Bo Li & Ali Mostafavi
- 2509.02596 Introducing LCOAI: A Standardized Economic Metric for Evaluating AI Deployment Costs
by Eliseo Curcio
- 2509.02513 Bayesian Polarization
by Tuval Danenberg
- 2509.02495 Probabilistically stable revision and comparative probability: a representation theorem and applications
by Krzysztof Mierzewski
- 2509.02388 Bridging Human Cognition and AI: A Framework for Explainable Decision-Making Systems
by N. Jean & G. Le Pera
- 2509.02347 A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS
by Alessio Lapolla
- 2509.02328 Location Matters: Insights from a Natural Field Experiment to Enhance Small Business Tax Compliance in Indonesia
by Sarah Xue Dong & Agung Satyadini & Mathias Sinning
- 2509.02267 A deep learning-driven iterative scheme for high-dimensional HJB equations in portfolio selection with exogenous and endogenous costs
by Dong Yan & Nanyi Zhang & Junyi Guo
- 2509.02066 Bias Correction in Factor-Augmented Regression Models with Weak Factors
by Peiyun Jiang & Yoshimasa Uematsu & Takashi Yamagata
- 2509.02045 Interpretational errors with instrumental variables
by Luca Locher & Mats J. Stensrud & Aaron L. Sarvet
- 2509.01861 On the role of the design phase in a linear regression
by Junho Choi
- 2509.01829 Cohort-Anchored Robust Inference for Event-Study with Staggered Adoption
by Ziyi Liu
- 2509.01744 A Calculus of Variations Approach to Stochastic Control
by Matthew Lorig
- 2509.01743 Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders
by Jing Wang & Shuaiqiang Liu & Cornelis Vuik
- 2509.01683 The Impact of Sequential versus Parallel Clearing Mechanisms in Agent-Based Simulations of Artificial Limit Order Book Exchanges
by Matej Steinbacher & Mitja Steinbacher & Matjaz Steinbacher
- 2509.01622 Finite-Sample NonParametric Bounds with an Application to the Causal Effect of Workforce Gender Diversity on Firm Performance
by Grace Lordan & Kaveh Salehzadeh Nobari
- 2509.01595 Constrained Recursive Logit for Route Choice Analysis
by Hung Tran & Tien Mai & Minh Ha Hoang
- 2509.01590 Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering
by Bingyang Wang & Grant Johnson & Maria Hybinette & Tucker Balch
- 2509.01562 On the Estimation of Multinomial Logit and Nested Logit Models: A Conic Optimization Approach
by Hoang Giang Pham & Tien Mai & Minh Ha Hoang
- 2509.01503 Using Aggregate Relational Data to Infer Social Networks
by Xunkang Tian
- 2509.01499 When Do Consumers Lose from Variable Electricity Pricing?
by Nathan Engelman Lado & Richard Chen & Saurabh Amin
- 2509.01478 Handling Sparse Non-negative Data in Finance
by Agostino Capponi & Zhaonan Qu
- 2509.01393 Adaptive Alpha Weighting with PPO: Enhancing Prompt-Based LLM-Generated Alphas in Quant Trading
by Qizhao Chen & Hiroaki Kawashima
- 2509.01358 Monotone Perfection
by Wei He & Yeneng Sun & Hanping Xu
- 2509.01351 Bootstrap Diagnostic Tests
by Giuseppe Cavaliere & Luca Fanelli & Iliyan Georgiev
- 2509.01310 Gender Differences in Healthcare Utilisation -- Evidence from Unexpected Adverse Health Shocks
by Nadja van 't Hoff & Giovanni Mellace & Seetha Menon
- 2509.01265 Self-Employment as a Signal: Career Concerns with Hidden Firm Performance
by Georgy Lukyanov & Konstantin Popov & Shubh Lashkery
- 2509.01264 Learning from Experts with Uncertain Precision
by Georgy Lukyanov
- 2509.01263 Herding Prices: Social Learning and Dynamic Competition in Duopoly
by Georgy Lukyanov & Ariza Azova
- 2509.01156 Signal from Noise Signal from Noise: A Neural Network-Based Denoising Approach for Measuring Global Financial Spillovers
by Abdullah Karasan & Ozge Sezgin Alp
- 2509.01110 NoLBERT: A No Lookahead(back) Foundational Language Model
by Ali Kakhbod & Peiyao Li
- 2509.01076 Is Noisy Data a Blessing in Disguise? A Distributionally Robust Optimization Perspective
by Chung-Han Hsieh & Rong Gan
- 2509.01063 An Economy of AI Agents
by Gillian K. Hadfield & Andrew Koh
- 2509.01041 Neural L\'evy SDE for State--Dependent Risk and Density Forecasting
by Ziyao Wang & Svetlozar T Rachev
- 2509.00999 Pricing American Options Time-Capped by a Drawdown Event
by Zbigniew Palmowski & Pawe{l} Stc{e}pniak
- 2509.00982 Prospects of Imitating Trading Agents in the Stock Market
by Mateusz Wilinski & Juho Kanniainen
- 2509.00960 Contest vs. Competition in Cournot Duopoly: Schaffer's Paradox
by Rabah Amir & Igor V. Evstigneev & Mikhail V. Zhitlukhin
- 2509.00755 A Framework for a Comprehensive National Future Readiness Index
by Ali Qassim Jawad & Xavier Sala-i-Martin
- 2509.00697 Multi Scale Analysis of Nifty 50 Return Characteristics Valuation Dynamics and Market Complexity 1990 to 2024
by Chandradew Sharma
- 2509.00588 Information-Nonintensive Models of Rumour Impacts on Complex Investment Decisions
by Nina Bov{c}kov'a & Karel Doubravsk'y & Barbora Voln'a & Mirko Dohnal
- 2509.00516 Worker Quality, Matching and Productivity Slowdown
by Shujiang Cao & Shutao Cao
- 2509.00485 Pricing American options with exogenous and endogenous transaction costs
by Dong Yan & Xin-Jie Huang & Guiyuan Ma & Xin-Jiang He
- 2509.00447 Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty
by Rupendra Yadav & Aparna Mehra
- 2509.00368 Exploring Trade Openness and Logistics Efficiency in the G20 Economies: A Bootstrap ARDL Analysis of Growth Dynamics
by Haibo Wang & Lutfu Sua
- 2509.00270 Two-Stage Mechanism Design for Electric Vehicle Charging with Day-Ahead Reservations
by Pan-Yang Su & Yi Ju & Scott Moura & Shankar Sastry
- 2509.00229 Convex Cost of Information via Statistical Divergence
by Davide Bordoli & Ryota Iijima
- 2509.00212 Economic Impacts of Climate Change in the United States: Integrating and Harmonizing Evidence from Recent Studies
by Elizabeth Kopits & Daniel Kraynak & Bryan Parthum & Lisa Rennels & David Smith & Elizabeth Spink & Joseph Perla & Nshan Burns
- 2509.00136 Comparative Techno-economic Assessment of Wind-Powered Green Hydrogen Pathways
by Merlinda Andoni & Benoit Couraud & Valentin Robu & Jamie Blanche & Sonam Norbu & Si Chen & Satria Putra Kanugrahan & David Flynn
- 2509.00011 A review of the Markov model of life insurance with a view to surplus
by Oytun Hac{c}ar{i}z & Torsten Kleinow & Angus S. Macdonald
- 2509.00008 Optimized Renewable Energy Planning MDP for Socially-Equitable Electricity Coverage in the US
by Riya Kinnarkar & Mansur Arief
- 2508.21699 The properties of a Leontief production technology for Health System Modeling: the Thanzi la Onse model for Malawi
by Martin Chalkley & Sakshi Mohan & Margherita Molaro & Bingling She & Wiktoria Tafesse
- 2508.21625 Evaluating Ethnic Income Gap in China: The Case of Han, Mongol, and Manchu in Liaoning and Inner Mongolia
by Xinyan Deng
- 2508.21616 Across Time and (Product) Space: A Capability-Centric Model of Relatedness and Economic Complexity
by Ziang Huang & Huashan Chen
- 2508.21583 Treatment effects at the margin: Everyone is marginal
by Haotian Deng
- 2508.21536 Triply Robust Panel Estimators
by Susan Athey & Guido Imbens & Zhaonan Qu & Davide Viviano
- 2508.21535 Non-Take-Up of Unemployment Benefit II in Germany: A Longitudinal Perspective Using Administrative Data
by Jurgen Wiemers
- 2508.21446 Contrarian Motives in Social Learning
by Georgy Lukyanov & Vasilii Ivanik
- 2508.21368 EconAgentic in DePIN Markets: A Large Language Model Approach to the Sharing Economy of Decentralized Physical Infrastructure
by Yulin Liu & Mocca Schweitzer
- 2508.21291 The Impact of a Raw Material Import Ban on Vertical Outward FDI: Theoretical Insights and Quasi-Experimental Evidence
by Sajid Anwar & Sizhong Sun
- 2508.21285 A Financial Brain Scan of the LLM
by Hui Chen & Antoine Didisheim & Luciano Somoza & Hanqing Tian
- 2508.21251 Characterizing and Minimizing Divergent Delivery in Meta Advertising Experiments
by Gordon Burtch & Robert Moakler & Brett R. Gordon & Poppy Zhang & Shawndra Hill
- 2508.21192 Enhanced indexation using both equity assets and index options
by Cristiano Arbex Valle & John E Beasley
- 2508.21075 A Stream Pipeline Framework for Digital Payment Programming based on Smart Contracts
by Zijia Meng & Victor Feng
- 2508.20855 Uniform Quasi ML based inference for the panel AR(1) model
by Hugo Kruiniger
- 2508.20795 Time Series Embedding and Combination of Forecasts: A Reinforcement Learning Approach
by Marcelo C. Medeiros & Jeronymo M. Pinro
- 2508.20753 A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions
by Hugo Kruiniger
- 2508.20706 Renormalizable Graph Embeddings For Multi-Scale Network Reconstruction
by Riccardo Milocco & Fabian Jansen & Diego Garlaschelli
- 2508.20677 Pricing American options time-capped by a drawdown event in a L\'evy market
by Zbigniew Palmowski & Pawe{l} Stc{e}pniak
- 2508.20672 Agent-based model of information diffusion in the limit order book trading
by Mateusz Wilinski & Juho Kanniainen
- 2508.20662 The Aftermath of Peace: The Impact of the FARC's Ceasefire on Forced Displacement in Colombia
by Pedro Albarr'an & Antonio Robles & Anna Sanz-de-Galdeano
- 2508.20571 The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics
by Benjamin Moll
- 2508.20540 Advising with Threshold Tests: Complexity, Signaling, and Effort
by Georgy Lukyanov & Mark Izgarshev
- 2508.20539 Endogenous Quality in Social Learning
by Georgy Lukyanov & Konstantin Shamruk & Ekaterina Logina
- 2508.20538 False Cascades and the Cost of Truth
by Darina Cheredina & Georgy Lukyanov
- 2508.20503 Do more citations mean better patents?
by Gaetan de Rassenfosse
- 2508.20467 QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
by Xiangdong Liu & Jiahao Chen
- 2508.20435 How Big Data Dilutes Cognitive Resources, Interferes with Rational Decision-making and Affects Wealth Distribution ?
by Yongheng Hu
- 2508.20426 Nonlinear Evidence of Investor Heterogeneity: Retail Cash Flows as Drivers of Market Dynamics
by Gabjin Oh
- 2508.20320 Organisational justice moderates the link between leadership, work engagement and innovation work behaviour
by Rahmat Sabuhari & Rusman Soleman & Marwan Man Soleman & Johan Fahri & Muhammad Rachmat
- 2508.20268 A Dynamic, Signals-Based Reinterpretation of Microeconomic Theory
by Sarang Shah
- 2508.20249 Exponential Discounting under Partial Efficiency
by Charles Gauthier
- 2508.20225 Optimal Quoting under Adverse Selection and Price Reading
by Alexander Barzykin & Philippe Bergault & Olivier Gu'eant & Malo Lemmel
- 2508.20108 Mitigating Distribution Shift in Stock Price Data via Return-Volatility Normalization for Accurate Prediction
by Hyunwoo Lee & Jihyeong Jeon & Jaemin Hong & U Kang
- 2508.20105 Identification of phase correlations in Financial Stock Market Turbulence
by Kiran Sharma & Abhijit Dutta & Rupak Mukherjee
- 2508.20103 Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
by Rongwei Liu & Jin Zheng & John Cartlidge
- 2508.20101 A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks
by Atika Aouri & Philipp Otto
- 2508.20100 A Solow-Swan framework for economic growth with memory effect
by M. O. Aibinu & K. J. Duffy & S. Moyo
- 2508.20097 Can LLMs Identify Tax Abuse?
by Andrew Blair-Stanek & Nils Holzenberger & Benjamin Van Durme
- 2508.20075 Predicting Qualification Thresholds in UEFA's incomplete round-robin tournaments
by David Winkelmann & Rouven Michels & Christian Deutscher
- 2508.20069 There must be an error here! Experimental evidence on coding errors' biases
by Bruno Ferman & Lucas Finamor
- 2508.20053 Misperception and informativeness in statistical discrimination
by Matteo Escud'e & Paula Onuchic & Ludvig Sinander & Quitz'e Valenzuela-Stookey
- 2508.19994 The Coherent Multiplex: Scalable Real-Time Wavelet Coherence Architecture
by Noah Shore
- 2508.19853 Inference on Partially Identified Parameters with Separable Nuisance Parameters: a Two-Stage Method
by Xunkang Tian
- 2508.19837 Contesting fake news
by Daniel Rehsmann & B'eatrice Roussillon & Paul Schweinzer
- 2508.19707 Risky Advice and Reputational Bias
by Georgy Lukyanov & Anna Vlasova & Maria Ziskelevich
- 2508.19682 Public Persuasion with Endogenous Fact-Checking
by Georgy Lukyanov & Samuel Safaryan
- 2508.19676 Dynamic Delegation with Reputation Feedback
by Georgy Lukyanov & Anna Vlasova
- 2508.19628 The Walras-Bowley Lecture: Fragmentation of Matching Markets and How Economics Can Help Integrate Them
by Yuichiro Kamada & Fuhito Kojima & Akira Matsushita
- 2508.19625 Training for Obsolescence? The AI-Driven Education Trap
by Andrew J. Peterson
- 2508.19609 FinCast: A Foundation Model for Financial Time-Series Forecasting
by Zhuohang Zhu & Haodong Chen & Qiang Qu & Vera Chung
- 2508.19585 Preference for Verifiability
by Hendrik Rommeswinkel
- 2508.19553 How much does SNAP Matter? SNAP's Effects on Food Security
by Seungmin Lee
- 2508.19326 Delegated Contracting
by Jo~ao Thereze & Udayan Vaidya
- 2508.19192 Profit-Aware Graph Framework for Cross-Platform Ride-Sharing: Analyzing Allocation Mechanisms and Efficiency Gains
by Xin Dong & Jose Ventura & Vikash V. Gayah
- 2508.19155 From Coverage to Consequences: BMI, Health Behaviors, and Self-rated Health After Medicaid Contraction
by Md Twfiqur Rahman
- 2508.19136 Using Machine Learning to Generate, Clarify, and Improve Economic Models
by Annie Liang
- 2508.19006 Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models
by Shanyan Lai
- 2508.18932 Do More Suspicious Transaction Reports Lead to More Convictions for Money Laundering?
by Rasmus Ingemann Tuffveson Jensen & Sebastian Holmby Hansen & Kalle Johannes Rose
- 2508.18921 Forecasting Probability Distributions of Financial Returns with Deep Neural Networks
by Jakub Micha'nk'ow
- 2508.18876 Jump detection in financial asset prices that exhibit U-shape volatility
by Cecilia Mancini
- 2508.18868 Tackling estimation risk in Kelly investing using options
by Fabrizio Lillo & Piero Mazzarisi & Ioanna-Yvonni Tsaknaki
- 2508.18679 Identifying Risk Variables From ESG Raw Data Using A Hierarchical Variable Selection Algorithm
by Zhi Chen & Zachary Feinstein & Ionut Florescu
- 2508.18603 Ambiguous Persuasion with Prior Ambiguity
by Xiaoyu Cheng
- 2508.18600 Bias-Adjusted LLM Agents for Human-Like Decision-Making via Behavioral Economics
by Ayato Kitadai & Yusuke Fukasawa & Nariaki Nishino
- 2508.18592 Combined machine learning for stock selection strategy based on dynamic weighting methods
by Lin Cai & Zhiyang He & Caiya Zhang
- 2508.18427 Tracing Positional Bias in Financial Decision-Making: Mechanistic Insights from Qwen2.5
by Fabrizio Dimino & Krati Saxena & Bhaskarjit Sarmah & Stefano Pasquali
- 2508.18377 The gig economy during an epidemic: coupling disease transmission with labour market dynamics
by Bryce Morsky & Tyler Meadows & Felicia Magpantay & Troy Day
- 2508.17996 Solution to the Equity Premium Puzzle with Time Varying Variables
by Atilla Aras
- 2508.17992 A Model of Triple-Channel Interaction Dynamics in Pharmaceutical Retailing in Emerging Economies
by Koushik Mondal & Balagopal G Menon & Sunil Sahadev
- 2508.17978 Random Discounting and Assessment of Intertemporal Projects: a Non-expected Utility Approach
by Wei Ma
- 2508.17906 FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge Graphs
by Abhinav Arun & Fabrizio Dimino & Tejas Prakash Agarwal & Bhaskarjit Sarmah & Stefano Pasquali
- 2508.17837 Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders
by Matej Steinbacher & Mitja Steinbacher & Matjaz Steinbacher
- 2508.17695 Revisiting H\"otte (2025): A Companion Analysis with Extended Evidence from UK Inter-Industry Payment Data, 2017-2024
by Kerstin Hotte
- 2508.17671 Consistent Opponent Modeling in Imperfect-Information Games
by Sam Ganzfried
- 2508.17622 The Statistical Fairness-Accuracy Frontier
by Alireza Fallah & Michael I. Jordan & Annie Ulichney
- 2508.17423 Carbon Disclosure Effect, Corporate Fundamentals, and Net-zero Emission Target: Evidence from China
by Xiyuan Zhou & Xinlei Wang & Xiang Fei & Wenxuan Liu & Bai-Chen Xie & Junhua Zhao
- 2508.17407 General Social Agents
by Benjamin S. Manning & John J. Horton
- 2508.17301 Price Regulation with Spillovers
by Chengqing Li & Junjie Zhou
- 2508.17151 Integrative Experiments Identify How Punishment Impacts Welfare in Public Goods Games
by Mohammed Alsobay & David G. Rand & Duncan J. Watts & Abdullah Almaatouq
- 2508.17095 Axiomatizations of a simple Condorcet voting method for Final Four and Final Five elections
by Wesley H. Holliday
- 2508.17086 Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning
by Yushi Lin & Peng Yang
- 2508.17014 Risk-Neutral Pricing of Random-Expiry Options Using Trinomial Trees
by Sebastien Bossu & Michael Grabchak
- 2508.16936 THEME: Enhancing Thematic Investing with Semantic Stock Representations and Temporal Dynamics
by Hoyoung Lee & Wonbin Ahn & Suhwan Park & Jaehoon Lee & Minjae Kim & Sungdong Yoo & Taeyoon Lim & Woohyung Lim & Yongjae Lee
- 2508.16919 Combining a Large Pool of Forecasts of Value-at-Risk and Expected Shortfall
by James W. Taylor & Chao Wang
- 2508.16872 No evidence ageing or declining populations compromise socio-economic performance of countries
by Corey J. A. Bradshaw & Shana M. McDermott
- 2508.16811 Exploring the Impact of Generative Artificial Intelligence on Software Development in the IT Sector: Preliminary Findings on Productivity, Efficiency and Job Security
by Anton Ludwig Bonin & Pawel Robert Smolinski & Jacek Winiarski
- 2508.16692 Making AI Inevitable: Historical Perspective and the Problems of Predicting Long-Term Technological Change
by Mark Fisher & John Severini
- 2508.16666 Cousin Marriage in Pakistan
by Sana Khalil
- 2508.16664 Invisible Labor, Visible Barriers: The Socioeconomic Realities of Women's Work in Pakistan
by Sana Khalil & Angela Warner
- 2508.16600 Higher moments under dependence uncertainty with applications in insurance
by Carole Bernard & Jinghui Chen & Steven Vanduffel
- 2508.16598 Sizing the Risk: Kelly, VIX, and Hybrid Approaches in Put-Writing on Index Options
by Maciej Wysocki
- 2508.16595 Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities
by Zixing Chen & Yihan Qi & Shanlan Que & Julian Sester & Xiao Zhang
- 2508.16589 ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility
by Ziyi Wang & Carmine Ventre & Maria Polukarov
- 2508.16588 Robust Market Making: To Quote, or not To Quote
by Ziyi Wang & Carmine Ventre & Maria Polukarov
- 2508.16566 Asymmetric super-Heston-rough volatility model with Zumbach effect as scaling limit of quadratic Hawkes processes
by Priyanka Chudasama & Srikanth Krishnan Iyer
- 2508.16539 A Bayesian framework for opinion dynamics models
by Yen-Shao Chen & Tauhid Zaman
- 2508.16526 Innovation ecosystems theory revisited: The case of artificial intelligence in China
by Arenal Alberto & Armuna Cristina & Feijoo Claudio & Ramos Sergio & Xu Zimu & Moreno Ana Maria
- 2508.16378 Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
by Qizhao Chen
- 2508.16370 Cost-optimized replacement strategies for water electrolysis systems affected by degradation
by Marie Arnold & Jonathan Brandt & Geert Tjarks & Anna Vanselow & Richard Hanke-Rauschenbach
- 2508.16245 Limit-Computable Grains of Truth for Arbitrary Computable Extensive-Form (Un)Known Games
by Cole Wyeth & Marcus Hutter & Jan Leike & Jessica Taylor
- 2508.16195 Strategyproof Randomized Social Choice for Restricted Sets of Utility Functions
by Patrick Lederer
- 2508.16177 Proportional Representation in Rank Aggregation
by Patrick Lederer
- 2508.16132 On a multivariate extension for Copula-based Conditional Value at Risk
by Andres Mauricio Molina Barreto
- 2508.16079 The Role of High-Speed Rail in Reshaping Chinese County-Level Economic Structures
by Mingzhi Xiao & Yuki Takayama
- 2508.16002 Land and Infinite Debt Rollover
by Tomohiro Hirano & Alexis Akira Toda
- 2508.15969 A bias test for heteroscedastic linear least-squares regression
by Eric Blankmeyer
- 2508.15922 Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts
by Grzegorz Dudek & Witold Orzeszko & Piotr Fiszeder
- 2508.15825 Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features
by Chenghao Liu & Aniket Mahanti & Ranesh Naha & Guanghao Wang & Erwann Sbai
- 2508.15749 Multivariate quantile regression
by Antonio F. Galvao & Gabriel Montes-Rojas
- 2508.15725 The Approach of Sliced Inference in Systems of Stochastic Differential Equations with Comments on the Heston Model
by Ahmet Umur Ozsoy
- 2508.15692 Effect Identification and Unit Categorization in the Multi-Score Regression Discontinuity Design with Application to LED Manufacturing
by Philipp Alexander Schwarz & Oliver Schacht & Sven Klaassen & Johannes Oberpriller & Martin Spindler
- 2508.15675 Large-dimensional Factor Analysis with Weighted PCA
by Zhongyuan Lyu & Ming Yuan
- 2508.15667 Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance
by Cristiano Salvagnin & Vittorio del Tatto & Maria Elena De Giuli & Antonietta Mira & Aldo Glielmo
- 2508.15651 Through-the-Cycle PD Estimation Under Incomplete Data -- A Single Risk Factor Approach
by Barbara Domotor & Ferenc Ill'es
- 2508.15586 Eigen Portfolios: From Single Component Models to Ensemble Approaches
by ZhengXiang Zhou & Yuqi Luan
- 2508.15408 K-Means Panel Data Clustering in the Presence of Small Groups
by Mikihito Nishi
- 2508.15355 Demand for catastrophe insurance under the path-dependent effects
by Liyuan Cui & Wenyuan Li
- 2508.15237 Option pricing under non-Markovian stochastic volatility models: A deep signature approach
by Jingtang Ma & Xianglin Wu & Wenyuan Li
- 2508.15080 Fast reliable pricing and calibration of the rough Heston model
by Svetlana Boyarchenko & Marco de Innocentis & Sergei Levendorskiu{i}
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