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Content
2026
- 2602.06435 Social Interactions Models with Latent Structures
by Zhongjian Lin & Zhentao Shi & Yapeng Zheng
- 2602.06424 Single- and Multi-Level Fourier-RQMC Methods for Multivariate Shortfall Risk
by Chiheb Ben Hammouda & Truong Ngoc Nguyen
- 2602.06415 Joint survival annuity derivative valuation in the linear-rational Wishart mortality model
by Jose Da Fonseca & Patrick Wong
- 2602.06401 Wishart conditional tail risk measures: An analytic approach
by Jose Da Fonseca & Patrick Wong
- 2602.06394 Unlocking Noisy Real-World Corpora for Foundation Model Pre-Training via Quality-Aware Tokenization
by Arvid E. Gollwitzer & Paridhi Latawa & David de Gruijl & Deepak A. Subramanian & Adri'an Noriega de la Colina
- 2602.06263 Chasing Tails: How Do People Respond to Wait Time Distributions?
by Evgeny Kagan & Kyle Hyndman & Andrew Davis
- 2602.06198 Insider Purchase Signals in Microcap Equities: Gradient Boosting Detection of Abnormal Returns
by Hangyi Zhao
- 2602.05898 Universal approximation with signatures of non-geometric rough paths
by Mihriban Ceylan & Anna P. Kwossek & David J. Promel
- 2602.05592 An invariant modification of the bilinear form test
by Angelo Garate & Felipe Osorio & Federico Crudu
- 2602.05542 Trimming of extreme votes and favoritism: Evidence from the field
by Alex Krumer & Felix Otto & Tim Pawlowski
- 2602.05291 Aspiration-Weighted Influence
by Siming Ye
- 2602.05241 On the Skew Stickiness Ratio
by Masaaki Fukasawa
- 2602.05226 Predictive Synthesis under Sporadic Participation: Evidence from Inflation Density Surveys
by Matthew C. Johnson & Matteo Luciani & Minzhengxiong Zhang & Kenichiro McAlinn
- 2602.05155 Optimal Risk-Sharing Rules in Network-based Decentralized Insurance
by Heather N. Fogarty & Sooie-Hoe Loke & Nicholas F. Marshall & Enrique A. Thomann
- 2602.05137 Nested Pseudo-GMM Estimation of Demand for Differentiated Products
by Victor Aguirregabiria & Hui Liu & Yao Luo
- 2602.05112 Collaboration for the Bioeconomy -- Evidence from Innovation Output in Sweden, 1970-2021
by Philipp Jonas Kreutzer & Josef Taalbi
- 2602.05099 Personalized Policy Learning through Discrete Experimentation: Theory and Empirical Evidence
by Zhiqi Zhang & Zhiyu Zeng & Ruohan Zhan & Dennis Zhang
- 2602.05007 Music as an Asset Class
by Sasha Stoikov & Aadityaa Singla & Umu Cetin & Luis Alonso Cendra Villalobos
- 2602.04815 Winning in the Limit: Average-Case Committee Selection with Many Candidates
by Yifan Lin & Shenyu Qin & Kangning Wang & Lirong Xia
- 2602.04791 Fair Pricing in Long-Term Insurance: A Unified Framework
by Hong Beng Lim & Mengyi Xu & Kenneth Q. Zhou
- 2602.04563 Integrating Linear Regression and Multi-Criteria Decision Making for Assessing Financial Statement Risks in Manufacturing Firms
by Duaa Abdullah & Marwa Abdullah
- 2602.04526 Choice via AI
by Christopher Kops & Elias Tsakas
- 2602.04494 Anchor-proofness in Voting
by Federico Fioravanti & Zoi Terzopoulou
- 2602.04464 Discounted Sales of Expiring Perishables: Challenges for Demand Forecasting in Grocery Retail Practice
by David Winkelmann & Theresa Elbracht & Jonas Brenker & Arnold Gerzen
- 2602.04230 Validating Causal Message Passing Against Network-Aware Methods on Real Experiments
by Albert Tan & Sadegh Shirani & James Nordlund & Mohsen Bayati
- 2602.04219 Sampled-Data Wasserstein Distributionally Robust Control of Multiplicative Systems: A Convex Relaxation with Performance Guarantees
by Chung-Han Hsieh
- 2602.04092 Time-to-Event Estimation with Unreliably Reported Events in Medicare Health Plan Payment
by Oana M. Enache & Sherri Rose
- 2602.04060 The Output Convergence Debate Revisited: Lessons from recent developments in the analysis of panel data models
by M Hashem Pesaran & Ron Smith
- 2602.03995 Dynamic Matching Under Patience Imbalance
by Zhiyuan Chen & Rui & Chen & Ming Hu & Yun Zhou
- 2602.03981 DeXposure-FM: A Time-series, Graph Foundation Model for Credit Exposures and Stability on Decentralized Financial Networks
by Aijie Shu & Wenbin Wu & Gbenga Ibikunle & Fengxiang He
- 2602.03903 Taming Tail Risk: Regime-Weighted Conformal Calibration for Nonstationary Value-at-Risk
by Marc Schmitt
- 2602.03884 Nota de Pol\'itica P\'ublica: Quanto de produtividade precisamos para reduzir a jornada de trabalho?
by Victor Rangel
- 2602.03874 ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets
by Murad Farzulla & Andrew Maksakov
- 2602.03819 Global Testing in Multivariate Regression Discontinuity Designs
by Artem Samiahulin
- 2602.03776 DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books
by Zhuohan Wang & Carmine Ventre
- 2602.03767 Decision-oriented benchmarking to transform AI weather forecast access: Application to the Indian monsoon
by Rajat Masiwal & Colin Aitken & Adam Marchakitus & Mayank Gupta & Katherine Kowal & Hamid A. Pahlavan & Tyler Yang & Y. Qiang Sun & Michael Kremer & Amir Jina & William R. Boos & Pedram Hassanzadeh
- 2602.03751 Tracing the Genetic Footprints of the UK National Health Service
by Nicolau Martin-Bassols & Pietro Biroli & Elisabetta De Cao & Massimo Anelli & Stephanie von Hinke & Silvia Mendolia
- 2602.03725 Quantum Speedups for Derivative Pricing Beyond Black-Scholes
by Dylan Herman & Yue Sun & Jin-Peng Liu & Marco Pistoia & Charlie Che & Rob Otter & Shouvanik Chakrabarti & Aram Harrow
- 2602.03720 Nested search
by Yutong Zhang
- 2602.03541 Group Selection as a Safeguard Against AI Substitution
by Qiankun Zhong & Thomas F. Eisenmann & Julian Garcia & Iyad Rahwan
- 2602.03469 Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models
by Dan Ben-Moshe & David Genesove
- 2602.03461 Soft-Radial Projection for Constrained End-to-End Learning
by Philipp J. Schneider & Daniel Kuhn
- 2602.03325 A Novel approach to portfolio construction
by T. Di Matteo & L. Riso & M. G. Zoia
- 2602.03231 Confrontation with the West and Long-Run Economic and Institutional Outcomes: Evidence from Iran
by Rok Spruk
- 2602.03221 The long-run returns to breastfeeding
by Marco Francesconi & Stephanie von Hinke & Emil N. S{o}rensen
- 2602.03129 Mathematical Modeling of Common-Pool Resources: A Comprehensive Review of Bioeconomics, Strategic Interaction, and Complex Adaptive Systems
by Zebiao Li & Rui Liu & Chengyi Tu
- 2602.03009 Using OPTiMEM and the Heat Conjecture to Estimate Future Social Cost of Greenhouse Gases
by Brian Hanley & Pieter Tans & Edward A. G. Schuur & Geoffrey Gardiner & Steve Keen & Adam Smith
- 2602.02996 Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation
by Charlie Che & Tongseok Lim & Yue Sun
- 2602.02956 Applications of structural equation modeling and mathematical statistics to the triggering mechanism of a class of liquors consumer behaviors in Sichuan province
by Ruofeng Rao
- 2602.02833 Endogenous Product Design: A Linear Demand Approach
by Afonso Rodrigues
- 2602.02816 Habit Formation, Labor Supply, and the Dynamics of Retirement and Annuitization
by Criscent Birungi & Cody Hyndman
- 2602.02805 Predicting Well-Being with Mobile Phone Data: Evidence from Four Countries
by M. Merritt Smith & Emily Aiken & Joshua E. Blumenstock & Sveta Milusheva
- 2602.02607 The Innovation Tax: Generative AI Adoption, Productivity Paradox, and Systemic Risk in the U.S. Banking Sector
by Tatsuru Kikuchi
- 2602.02604 AI Assisted Economics Measurement From Survey: Evidence from Public Employee Pension Choice
by Tiancheng Wang & Krishna Sharma
- 2602.02483 Skill Substitution, Expectations, and the Business Cycle
by Andreas Leibing
- 2602.02403 Strategic Interactions in Science and Technology Networks: Substitutes or Complements?
by Michael Balzer & Adhen Benlahlou
- 2602.02284 Optimal Solar Investment and Operation under Asymmetric Net Metering
by Nathan Engelman Lado & Ahmed Alahmed & Audun Botterud & Saurabh Amin
- 2602.02274 The relationship between R&D spillovers and regional innovation: Licensing patents through royalties and the Stackelberg duopoly with subgame perfect Nash equilibrium
by Vasilios Kanellopoulos
- 2602.01963 Forecasting Oil Consumption: The Statistical Review of World Energy Meets Machine Learning
by Jan Ditzen & Erkal Ersoy & Haoyang Li & Francesco Ravazzolo
- 2602.01958 "Sail Fast, Then Wait" in First-come, First-served Port Queues: Information Sharing for Sustainable Shipping
by Ayato Kitadai & Shunta Yoshimura & Takuya Nakashima & Noora Torpo & Rei Miratsu & Naoki Mizutani & Nariaki Nishino
- 2602.01912 Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration
by Du-Yi Wang & Guo Liang & Kun Zhang & Qianwen Zhu
- 2602.01817 Do designated market makers provide liquidity during downward extreme price movements?
by Mario Bellia & Kim Christensen & Aleksey Kolokolov & Loriana Pelizzon & Roberto Ren`o
- 2602.01790 Beyond Hurwicz: Incentive Compatibility under Informational Decentralization
by David Lancashire
- 2602.01684 The Strategic Foresight of LLMs: Evidence from a Fully Prospective Venture Tournament
by Felipe A. Csaszar & Aticus Peterson & Daniel Wilde
- 2602.01531 Hype Has Worth: Attention, Sentiment, and NFT Valuation in Major Ethereum Collections
by Samiha Tariq
- 2602.01417 Identification and Estimation in Fuzzy Regression Discontinuity Designs with Covariates
by Carolina Caetano & Gregorio Caetano & Juan Carlos Escanciano
- 2602.01376 Keeping Up with the Correlations: Stochastic Spot/Volatility Correlation and Exotic Pricing
by Mark Higgins
- 2602.01361 A Methodology to Measure Impacts of Scenarios Through Expected Credit Losses
by Mahmood Alaghmandan & Meghal Arora & Olga Streltchenko
- 2602.01224 The Domain of RSD Characterization by Efficiency, Symmetry, and Strategy-Proofness
by Maor Ben Zaquen & Ron Holzman
- 2602.01122 Was Benoit Mandelbrot a hedgehog or a fox?
by Rosario N. Mantegna
- 2602.01066 Simple and Robust Quality Disclosure: The Power of Quantile Partition
by Shipra Agrawal & Yiding Feng & Wei Tang
- 2602.01022 Calibrating Behavioral Parameters with Large Language Models
by Brandon Yee & Pairie Koh
- 2602.00934 Social Learning with Endogenous Information and the Countervailing Effects of Homophily
by Yunus C. Aybas & Matthew O. Jackson
- 2602.00858 Short-Rate-Dependent Volatility Models
by Tim Leung & Matthew Lorig
- 2602.00836 Dynamic causal inference with time series data
by Tanique Schaffe-Odeleye & K=osaku Takanashi & Vishesh Karwa & Edoardo M. Airoldi & Kenichiro McAlinn
- 2602.00784 Non-standard analysis for coherent risk estimation: hyperfinite representations, discrete Kusuoka formulae, and plug-in asymptotics
by Tomasz Kania
- 2602.00776 Explainable Patterns in Cryptocurrency Microstructure
by Bartosz Bieganowski & Robert 'Slepaczuk
- 2602.00775 Stable Time Series Prediction of Enterprise Carbon Emissions Based on Causal Inference
by Zitao Hong & Zhen Peng & Xueping Liu
- 2602.00548 The Impact of Trump-Era Tariffs on Financial Market Efficiency
by Tetsuya Takaishi
- 2602.00487 Targeting Without Transfers
by Filip Tokarski
- 2602.00383 Null-Validated Topological Signatures of Financial Market Dynamics
by Samuel W. Akingbade
- 2602.00355 Coping with Inductive Risk When Theories are Underdetermined: Decision Making with Partial Identification
by Charles F. Manski
- 2602.00201 Numerical Simulations for Time-Fractional Black-Scholes Equations
by Neetu Garg & A. S. V. Ravi Kanth
- 2602.00196 Generative AI for Stock Selection
by Keywan Christian Rasekhschaffe
- 2602.00139 Payrolls to Prompts: Firm-Level Evidence on the Substitution of Labor for AI
by Ryan Stevens
- 2602.00138 Regulatory Migration to Europe: ICO Reallocation Following U.S. Securities Enforcement
by Krishna Sharma & Khemraj Bhatt & Indra Giri
- 2602.00133 PredictionMarketBench: A SWE-bench-Style Framework for Backtesting Trading Agents on Prediction Markets
by Avi Arora & Ritesh Malpani
- 2602.00121 A Prior-Predictive Monte Carlo Framework for Pricing Complex Data Products in Data-Poor Markets
by Adam L. Siemiatkowski & Victor Zhirnov & Kashyap Yellai & Gabriella Bein & Terresa Zimmerman
- 2602.00101 A Formal Approach to AMM Fee Mechanisms with Lean 4
by Marco Dessalvi & Massimo Bartoletti & Alberto Lluch-Lafuente
- 2602.00097 Rough Martingale Optimal Transport: Theory, Implementation, and Regulatory Applications for Non-Modelable Risk Factors
by Sri Sairam Gautam B. & Isha
- 2602.00090 Stochastic bifurcation in economic growth model driven by L\'evy noise
by Almaz Abebe & Shenglan Yuanb & Daniel Tesfay & James Brannan
- 2602.00086 Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction
by Walid Siala & Ahmed Khanfir & Mike Papadakis
- 2602.00082 Design and Empirical Study of a Large Language Model-Based Multi-Agent Investment System for Chinese Public REITs
by Zheng Li
- 2602.00080 The GT-Score: A Robust Objective Function for Reducing Overfitting in Data-Driven Trading Strategies
by Alexander Sheppert
- 2602.00073 Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
by Yurui Wu & Qingying Deng & Wonou Chung & Mairui Li
- 2602.00050 AI in Debt Collection: Estimating the Psychological Impact on Consumers
by Minou Goetze & Sebastian Clajus & Stephan Stricker
- 2602.00049 Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by Oskar V{aa}le & Shiliang Zhang & Sabita Maharjan & Gro Kl{ae}boe
- 2602.00037 Bitcoin Price Prediction using Machine Learning and Combinatorial Fusion Analysis
by Yuanhong Wu & Wei Ye & Jingyan Xu & D. Frank Hsu
- 2601.23172 A unified theory of order flow, market impact, and volatility
by Johannes Muhle-Karbe & Youssef Ouazzani Chahdi & Mathieu Rosenbaum & Gr'egoire Szymanski
- 2601.22945 Persuasive Privacy
by Joshua J Bon & James Bailie & Judith Rousseau & Christian P Robert
- 2601.22659 Using SVM to Estimate and Predict Binary Choice Models
by Yoosoon Chang & Joon Y. Park & Guo Yan
- 2601.22404 Screening with Advertisements
by Kolagani Paramahamsa
- 2601.22354 Model Selection in Panel Data Models: A Generalization of the Vuong Test
by Jinyong Hahn & Zhipeng Liao & Konrad Menzel & Quang Vuong
- 2601.22250 Endogenous Inequality Aversion: Decision criteria for triage and other ethical tradeoffs
by Federico Echenique & Teddy Mekonnen & M. Bumin Yenmez
- 2601.22200 Adaptive Benign Overfitting (ABO): Overparameterized RLS for Online Learning in Non-stationary Time-series
by Luis Ontaneda Mijares & Nick Firoozye
- 2601.22168 Stablecoin Design with Adversarial-Robust Multi-Agent Systems via Trust-Weighted Signal Aggregation
by Shengwei You & Aditya Joshi & Andrey Kuehlkamp & Jarek Nabrzyski
- 2601.22167 The Widening Profitability Gap between Renewable and Fossil Power Firms in Europe
by Robin Fischer & Anton Pichler
- 2601.22166 A Real-Options-Aware Multi-Criteria Framework for Ex-Ante Real Estate Redevelopment Use Selection
by Roberto Garrone
- 2601.22162 UniFinEval: Towards Unified Evaluation of Financial Multimodal Models across Text, Images and Videos
by Zhi Yang & Lingfeng Zeng & Fangqi Lou & Qi Qi & Wei Zhang & Zhenyu Wu & Zhenxiong Yu & Jun Han & Zhiheng Jin & Lejie Zhang & Xiaoming Huang & Xiaolong Liang & Zheng Wei & Junbo Zou & Dongpo Cheng & Zhaowei Liu & Xin Guo & Rongjunchen Zhang & Liwen Zhang
- 2601.22119 Alpha Discovery via Grammar-Guided Learning and Search
by Han Yang & Dong Hao & Zhuohan Wang & Qi Shi & Xingtong Li
- 2601.22113 Diverse Approaches to Optimal Execution Schedule Generation
by Robert de Witt & Mikko S. Pakkanen
- 2601.22112 Distributional Competition
by Mark Whitmeyer
- 2601.22079 The Economics of No-regret Learning Algorithms
by Jason Hartline
- 2601.21749 fixest: A fast and feature-rich framework for econometric estimations in R
by Laurent R. Berg'e & Kyle Butts & Grant McDermott
- 2601.21573 Characteristics Design: A Hedonic Approach to Optimal Product Differentiation
by Masaki Miyashita
- 2601.21534 Electoral Polls and Economic Uncertainty: an Analysis of the Last Two U.S. Presidential Elections
by Giampiero M. Gallo & Demetrio Lacava & Edoardo Otranto
- 2601.21470 PPI-SVRG: Unifying Prediction-Powered Inference and Variance Reduction for Semi-Supervised Optimization
by Ruicheng Ao & Hongyu Chen & Haoyang Liu & David Simchi-Levi & Will Wei Sun
- 2601.21447 Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models
by Demetrio Lacava & Edoardo Otranto
- 2601.21275 Compromise by "multimatum"
by Federico Echenique & Mat'ias N'u~nez
- 2601.21272 Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models
by Koichiro Moriya & Akihiko Noda
- 2601.21036 Experimental Design for Matching
by Chonghuan Wang
- 2601.20976 The Effects of Higher Education on Midlife Depression: Quasi-Experimental Evidence from South Korea
by Ah-Reum Lee & Jacqueline M. Torres & Jinkook Lee
- 2601.20912 Clear Messages, Ambiguous Audiences: Measuring Interpretability in Political Communication
by Krishna Sharma & Khemraj Bhatt
- 2601.20875 Drivers, Receivers, and Dynamic Linkages: The Directed Structure of SDG Interdependence, 2000--2024
by Md Muhtasim Munif Fahim & Md Jahid Hasan Imran & Md. Naim Molla & Luknath Debnath & Tonmoy Shil & Ehsanul Bashar Pranto & Md Mostafizur Rahman Likhon & Md Shafin Sanyan Saad & Md. Rezaul Karim
- 2601.20853 A Smoothed GMM for Dynamic Quantile Preferences Estimation
by Xin Liu & Luciano de Castro & Antonio F. Galvao
- 2601.20728 Dynamic Mechanism Design without Monetary Transfers: A Queueing Theory Approach
by Zihao Li & Xuandong Chen
- 2601.20724 Pricing Catastrophe: How Extreme Political Shocks Reprice Sovereign Risk, Beliefs, and Growth Expectations
by Riste Ichev & Rok Spruk
- 2601.20643 Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions
by Rupendra Yadav & Amita Sharma & Aparna Mehra
- 2601.20533 Incorporating data drift to perform survival analysis on credit risk
by Jianwei Peng & Stefan Lessmann
- 2601.20487 Normative Equivalence in Human-AI Cooperation: Behaviour, Not Identity, Drives Cooperation in Mixed-Agent Groups
by Nico Mutzner & Taha Yasseri & Heiko Rauhut
- 2601.20469 The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
by Kim Christensen & Martin Thyrsgaard & Bezirgen Veliyev
- 2601.20463 Realized range-based estimation of integrated variance
by Kim Christensen & Mark Podolskij
- 2601.20452 Manipulation in Prediction Markets: An Agent-based Modeling Experiment
by Bridget Smart & Ebba Mark & Anne Bastian & Josefina Waugh
- 2601.20336 Are Whitepaper Claims Reflected in Market Structure? A Contamination-Aware Pipeline and a Power-Limited Null
by Murad Farzulla
- 2601.20285 Bank Runs With and Without Bank Failure
by Sergio Correia & Stephan Luck & Emil Verner
- 2601.20238 Large Language Models Polarize Ideologically but Moderate Affectively in Online Political Discourse
by Gavin Wang & Srinaath Anbudurai & Oliver Sun & Xitong Li & Lynn Wu
- 2601.20197 Bias-Reduced Estimation of Finite Mixtures: An Application to Latent Group Structures in Panel Data
by Raphael Langevin
- 2601.20169 United in Currency, Divided in Growth: Dynamic Effects of Euro Adoption
by Harry Aytug
- 2601.20035 Obviously Strategy-Proof Multi-Dimensional Allocation and the Value of Choice
by Quitz'e Valenzuela-Stookey
- 2601.20018 Decoupling and randomization for double-indexed permutation statistics
by Mingxuan Zou & Jingfan Xu & Peng Ding & Fang Han
- 2601.19886 AI Cap-and-Trade: Efficiency Incentives for Accessibility and Sustainability
by Marco Bornstein & Amrit Singh Bedi
- 2601.19880 Mobility-as-a-service (MaaS) system as a multi-leader-multi-follower game: A single-level variational inequality (VI) formulation
by Rui Yao & Xinyu Ma & Kenan Zhang
- 2601.19664 To Adopt or Not to Adopt: Heterogeneous Trade Effects of the Euro
by Harry Aytug
- 2601.19511 P-Sensitive Functions and Localizations
by Johannes Langner & Gregor Svindland
- 2601.19504 Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies
by Varun Narayan Kannan Pillai & Akshay Ajith & Sumesh K J
- 2601.19369 Directional Liquidity and Geometric Shear in Pregeometric Order Books
by Jo~ao P. da Cruz
- 2601.19331 Extreme Points and Large Contests
by Giovanni Valvassori Bolg`e
- 2601.19329 A Unified Framework for Equilibrium Selection in DSGE Models
by Mitsuhiro Okano
- 2601.19321 Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis
by Fredy Pokou & Jules Sadefo Kamdem & Kpante Emmanuel Gnandi
- 2601.18991 Who Restores the Peg? A Mean-Field Game Approach to Model Stablecoin Market Dynamics
by Hardhik Mohanty & Bhaskar Krishnamachari
- 2601.18815 Prediction Markets as Bayesian Inverse Problems: Uncertainty Quantification, Identifiability, and Information Gain from Price-Volume Histories under Latent Types
by Juan Pablo Madrigal-Cianci & Camilo Monsalve Maya & Lachlan Breakey
- 2601.18811 Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization
by Vincent Gurgul & Ying Chen & Stefan Lessmann
- 2601.18804 Deep g-Pricing for CSI 300 Index Options with Volatility Trajectories and Market Sentiment
by Yilun Zhang & Zheng Tang & Hexiang Sun & Yufeng Shi
- 2601.18801 Design-Robust Event-Study Estimation under Staggered Adoption Diagnostics, Sensitivity, and Orthogonalisation
by Craig S Wright
- 2601.18732 Optimal Use of Preferences in Artificial Intelligence Algorithms
by Joshua S. Gans
- 2601.18686 Optimal strategy and deep hedging for share repurchase programs
by Stefano Corti & Roberto Daluiso & Andrea Pallavicini
- 2601.18654 When Is Self-Disclosure Optimal? Incentives and Governance of AI-Generated Content
by Juan Wu & Zhe & Zhang & Amit Mehra
- 2601.18644 Digital Euro: Frequently Asked Questions Revisited
by Joe Cannataci & Benjamin Fehrensen & Mikolai Gutschow & Ozgur Kesim & Bernd Lucke
- 2601.18634 The Compound BSDE Method: A Fully Forward Method for Option Pricing and Optimal Stopping Problems in Finance
by Zhipeng Huang & Cornelis W. Oosterlee
- 2601.18544 The Cost of Inflation
by Vipin P Veetil
- 2601.18124 The Sherman-Morrison-Markowitz Portfolio
by Steven E. Pav
- 2601.18052 BASTION: A Bayesian Framework for Trend and Seasonality Decomposition
by Jason B. Cho & David S. Matteson
- 2601.17964 Pass-through with Price Dispersion
by Brian C. Albrecht & Mark Whitmeyer
- 2601.17860 The Hellinger Bounds on the Kullback-Leibler Divergence and the Bernstein Norm
by Tetsuya Kaji
- 2601.17843 Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test
by Jesse Hoekstra & Frank Windmeijer
- 2601.17773 MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks
by Jeonggyu Huh & Seungwon Jeong & Hyun-Gyoon Kim & Hyeng Keun Koo & Byung Hwa Lim
- 2601.17712 The Proximal Surrogate Index: Long-Term Treatment Effects under Unobserved Confounding
by Ting-Chih Hung & Yu-Chang Chen
- 2601.17648 Statistical Decisions and Partial Identification: With Application to Boundary Discontinuity Design
by Chen Qiu & Jorg Stoye
- 2601.17527 Bridging Expectation Signals: LLM-Based Experiments and a Behavioral Kalman Filter Framework
by Yu Wang & Xiangchen Liu
- 2601.17296 Recovering Counterfactual Distributions via Wasserstein GANs
by Xinran Liu
- 2601.17267 Information Design and Mechanism Design: An Integrated Framework
by Dirk Bergemann & Tibor Heumann & Stephen Morris
- 2601.17248 VIX and European options with jumps in the short-maturity regime
by Desen Guo & Dan Pirjol & Xiaoyu Wang & Lingjiong Zhu
- 2601.17247 Learning Market Making with Closing Auctions
by Julius Graf & Thibaut Mastrolia
- 2601.17245 Pregeometric Origins of Liquidity Geometry in Financial Order Books
by Jo~ao P. da Cruz
- 2601.17147 Design for Dynamic Fitness: Archetypes of urban water systems
by Margaret Garcia & Aaron Deslatte & Elizabeth A. Koebele & George Hornberger & John M. Anderies & Sara Alonso Vicario & Koorosh Azizi & Jesse Barnes & Adam Wiechman
- 2601.17021 Regret-Driven Portfolios: LLM-Guided Smart Clustering for Optimal Allocation
by Muhammad Abro & Hassan Jaleel
- 2601.17008 Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
by Haochong Xia & Simin Li & Ruixiao Xu & Zhixia Zhang & Hongxiang Wang & Zhiqian Liu & Teng Yao Long & Molei Qin & Chuqiao Zong & Bo An
- 2601.16997 From annual to quarterly data: challenges and strategies in the estimation of Italian General Government Compensation of employees
by Sara Cannavacciuolo & Maria Saiz & Maria Liviana Mattonetti
- 2601.16995 Decomposition of Brazil's 5-year DI Futures in Basis Points
by Gabriel de Macedo Santos
- 2601.16992 The Curious Case of Aid and Conflict: Causal Evidence from Panel Econometrics and Composite Indices
by Muhammad Usman Anwar Goraya
- 2601.16865 Distributional Instruments: Identification and Estimation with Quantile Least Squares
by Rowan Cherodian & Guy Tchuente
- 2601.16821 Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention
by Harrison Katz
- 2601.16805 Network Security under Heterogeneous Cyber-Risk Profiles and Contagion
by Elisa Botteghi & Martino S. Centonze & Davide Pastorello & Daniele Tantari
- 2601.16801 Bringing the economics of biodiversity into policy and decision-making: A target and cost-based approach to pricing biodiversity
by Ben Groom & Joseph Lowe & Sophus zu Ermgassen & E. J. Milner-Gulland & Thomas Atkins & Ben Balmford & Amy Binner & Amber Butler & Brett Day & Natalie Duffus & Rosie Hails & Hannah Maier-Peveling & Mattia Mancini & Sarah Meier & Hannah Nicholas & Daniele Rinaldo & Robin Smale & Pat Snowdon & Frank Venmans & Ian J. Bateman
- 2601.16749 Finite Population Inference for Factorial Designs and Panel Experiments with Imperfect Compliance
by Pedro Picchetti
- 2601.16668 Inference from high-frequency data: A subsampling approach
by Kim Christensen & Mark Podolskij & Nopporn Thamrongrat & Bezirgen Veliyev
- 2601.16613 Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
by Kim Christensen & Ulrich Hounyo & Mark Podolskij
- 2601.16488 Anonymous Pricing in Large Markets
by Yaonan Jin & Yingkai Li
- 2601.16446 Brownian ReLU(Br-ReLU): A New Activation Function for a Long-Short Term Memory (LSTM) Network
by George Awiakye-Marfo & Elijah Agbosu & Victoria Mawuena Barns & Samuel Asante Gyamerah
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