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Content
2025
- 2506.13531 Identification of Impulse Response Functions for Nonlinear Dynamic Models
by Christian Gourieroux & Quinlan Lee
- 2506.13520 Production Function Estimation without Invertibility: Imperfectly Competitive Environments and Demand Shocks
by Ulrich Doraszelski & Lixiong Li
- 2506.13435 Choquet rating criteria, risk measures, and risk consistency
by Nan Guo & Ruodu Wang & Chenxi Xia & Jingping Yang
- 2506.13382 Varying reference-point salience
by Alex Krumer & Felix Otto & Tim Pawlowski
- 2506.13313 Large Language Models as 'Hidden Persuaders': Fake Product Reviews are Indistinguishable to Humans and Machines
by Weiyao Meng & John Harvey & James Goulding & Chris James Carter & Evgeniya Lukinova & Andrew Smith & Paul Frobisher & Mina Forrest & Georgiana Nica-Avram
- 2506.13257 Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models
by David Kohns & Tibor Szendrei
- 2506.13113 Dynamic Reinsurance Treaty Bidding via Multi-Agent Reinforcement Learning
by Stella C. Dong & James R. Finlay
- 2506.13016 Inequality's Economic and Social Roots: the Role of Social Networks and Homophily
by Matthew O. Jackson
- 2506.12979 Who and How? Adverse Selection and flexible Moral Hazard
by Henrique Castro-Pires & Deniz Kattwinkel & Jan Knoepfle
- 2506.12976 Does Medicaid Expansion Lead to Income Adjustment? Evidence from the Survey of Income Program Participation
by Mingjian Li
- 2506.12920 Quantile Peer Effect Models
by Aristide Houndetoungan
- 2506.12855 Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
by Erum Iftikhar & Wei Wei & John Cartlidge
- 2506.12792 Prosocial Design in Trust and Safety
by David Gruning & Julia Kamin
- 2506.12765 Rethinking Distributional IVs: KAN-Powered D-IV-LATE & Model Choice
by Charles Shaw
- 2506.12694 Implied Probabilities and Volatility in Credit Risk: A Merton-Based Approach with Binomial Trees
by Jagdish Gnawali & Abootaleb Shirvani & Svetlozar T. Rachev
- 2506.12604 Selling Certification, Content Moderation, and Attention
by Heski Bar-Isaac & Rahul Deb & Matthew Mitchell
- 2506.12587 Dynamic allocation: extremes, tail dependence, and regime Shifts
by Yin Luo & Sheng Wang & Javed Jussa
- 2506.12584 Small Volatility Approximation and Multi-Factor HJM Models
by V. M. Belyaev
- 2506.12575 Who's in? Household-targeted Government Policies and the Role of Financial Literacy in Market Participation
by Maria Elena Filippin
- 2506.12569 Moment Restrictions for Nonlinear Panel Data Models with Feedback
by St'ephane Bonhomme & Kevin Dano & Bryan S. Graham
- 2506.12546 Circular Directional Flow Decomposition of Networks
by Marc Homs-Dones & Robert S. MacKay & Bazil Sansom & Yijie Zhou
- 2506.12510 Credit risk for large portfolios of green and brown loans: extending the ASRF model
by Alessandro Ramponi & Sergio Scarlatti
- 2506.12416 Perfect Secrecy in the Wild: A Characterization
by Costas Cavounidis & Massimiliano Furlan & Alkis Georgiadis-Harris
- 2506.12337 Artificial Intelligence in Team Dynamics: Who Gets Replaced and Why?
by Xienan Cheng & Mustafa Dogan & Pinar Yildirim
- 2506.12318 A House Monotone, Coherent, and Droop Proportional Ranked Candidate Voting Method
by Ross Hyman
- 2506.12281 A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem
by Bixing Qiao & Jianfeng Zhang
- 2506.12225 Optimal treatment assignment rules under capacity constraints
by Keita Sunada & Kohei Izumi
- 2506.12215 Partial identification via conditional linear programs: estimation and policy learning
by Eli Ben-Michael
- 2506.12167 Nondistortionary belief elicitation
by Marcin Pk{e}ski & Colin Stewart
- 2506.12110 EconGym: A Scalable AI Testbed with Diverse Economic Tasks
by Qirui Mi & Qipeng Yang & Zijun Fan & Wentian Fan & Heyang Ma & Chengdong Ma & Siyu Xia & Bo An & Jun Wang & Haifeng Zhang
- 2506.12093 Intelligent Automation for FDI Facilitation: Optimizing Tariff Exemption Processes with OCR And Large Language Models
by Muhammad Sukri Bin Ramli
- 2506.12068 Introducing the PIT-plot -- a new tool in the portfolio manager's toolkit
by Stig-Johan Wiklund & Magnus Ytterstad
- 2506.11960 Evaluating Program Sequences with Double Machine Learning: An Application to Labor Market Policies
by Fabian Muny
- 2506.11921 Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance
by Kai-Yuan Chen & Kai-Hsin Chen & Jyh-Shing Roger Jang
- 2506.11858 Parenthood Penalty in Russia: Evidence from Exogenous Variation in Family Size
by Vadim Ustyuzhanin
- 2506.11843 Multi-dimensional queue-reactive model and signal-driven models: a unified framework
by Emmanouil Sfendourakis
- 2506.11838 Mean Field Games without Rational Expectations
by Benjamin Moll & Lenya Ryzhik
- 2506.11813 Optimal Execution under Liquidity Uncertainty
by Etienne Chevalier & Yadh Hafsi & Vathana Ly Vath & Sergio Pulido
- 2506.11695 Digital payment policy impact analysis on the intention to use QRIS (quick response code Indonesian standard) during COVID-19 pandemic
by Wishnu Badrawani
- 2506.11694 Structural Representations and Identification of Marginal Policy Effects
by Zhixin Wang & Yu Zhang & Zhengyu Zhang
- 2506.11663 A Unified Framework for Identification and Inference of Local Treatment Effects in Sharp Regression Kink Designs
by Zhixin Wang & Zhengyu Zhang
- 2506.11660 What Pareto-Efficiency Adjustments Cannot Fix
by Josue Ortega & Gabriel Ziegler & R. Pablo Arribillaga & Geng Zhao
- 2506.11551 Let the Tree Decide: FABART A Non-Parametric Factor Model
by Sofia Velasco
- 2506.11405 Rethinking Competition as a Non-Beneficial Mechanism in Economic Systems
by Marcelo S. Tedesco & Gonzalo Marquez
- 2506.11313 Experimenting with Networks
by Arun G. Chandrasekhar & Matthew O. Jackson
- 2506.11061 Probabilistic Assessment of Engineered Timber Reusability after Moisture Exposure
by Yiping Meng & Chulin Jiang & Courtney Jayne Scurr & Farzad Pour Rahimian & David Hughes
- 2506.10864 Rethinking Growth: An Extension of the Solow-Swan Model
by Timothy F. Power & Roman G. Smirnov
- 2506.10817 On the Weak Error for Local Stochastic Volatility Models
by Peter K. Friz & Benjamin Jourdain & Thomas Wagenhofer & Alexandre Zhou
- 2506.10690 Inference on panel data models with a generalized factor structure
by Juan M. Rodriguez-Poo & Alexandra Soberon & Stefan Sperlich
- 2506.10663 Cursed Equilibria and Knightian Uncertainty in a Trading Game
by Jurek Preker
- 2506.10640 Asymmetric price adjustment over the business cycle
by Daniel Levy & Haipeng & Chen & Sourav Ray & Elliot Charette & Xiao Ling & Weihong Zhao & Mark Bergen & Avichai Snir
- 2506.10546 Nowcasting the euro area with social media data
by Konstantin Boss & Luigi Longo & Luca Onorante
- 2506.10537 The pursuit of happiness
by Debora Princepe & Onofrio Mazzarisi & Erol Akcay & Simon A. Levin & Matteo Marsili
- 2506.10480 Getting Explicit Instruction Right
by Richard Holden & Fabio I. Martinenghi
- 2506.10369 An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia
by Wishnu Badrawani
- 2506.10340 Seeding an Uncertain Technology
by Eric Gao
- 2506.10103 S-shaped Utility Maximization with VaR Constraint and Partial Information
by Dongmei Zhu & Ashley Davey & Harry Zheng
- 2506.09915 How much is too much? Measuring divergence from Benford's Law with the Equivalent Contamination Proportion (ECP)
by Manuel Cano-Rodriguez
- 2506.09875 The COVID-19 Inflation Weighting in Israel
by Jonathan Benchimol & Itamar Caspi & Yuval Levin
- 2506.09868 Measuring Communication Quality of Interest Rate Announcements
by Jonathan Benchimol & Itamar Caspi & Sophia Kazinnik
- 2506.09851 Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets
by Md. Yeasin Rahat & Rajan Das Gupta & Nur Raisa Rahman & Sudipto Roy Pritom & Samiur Rahman Shakir & Md Imrul Hasan Showmick & Md. Jakir Hossen
- 2506.09760 The Additive Bachelier model with an application to the oil option market in the Covid period
by Roberto Baviera & Michele Domenico Massaria
- 2506.09666 Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity
by Yu Hao & Hiroyuki Kasahara
- 2506.09664 Recession Detection Using Classifiers on the Anticipation-Precision Frontier
by Pascal Michaillat
- 2506.09575 Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections
by Tom Boot & Bart Keijsers
- 2506.09330 TrendFolios: A Portfolio Construction Framework for Utilizing Momentum and Trend-Following In a Multi-Asset Portfolio
by Joseph Lu & Randall R Rojas & Fiona C. Yeung & Patrick D. Convery
- 2506.09311 A causal evaluation of Bogota's cable car illustrates the transformative potential of mobile phone data for policy analysis
by Elena Lutz & Sam Heroy & David Kaufmann & Neave O'Clery
- 2506.09291 Competition Complexity in Multi-Item Auctions: Beyond VCG and Regularity
by Hedyeh Beyhaghi & Linda Cai & Yiding Feng & Yingkai Li & S. Matthew Weinberg
- 2506.09168 Export proceeds repatriation policies: A shield against exchange rate volatility in emerging markets?
by Sondang Marsinta Uli Panggabean & Mahjus Ekananda & Beta Yulianita Gitaharie & Leslie Djuranovik
- 2506.09080 FinHEAR: Human Expertise and Adaptive Risk-Aware Temporal Reasoning for Financial Decision-Making
by Jiaxiang Chen & Mingxi Zou & Zhuo Wang & Qifan Wang & Dongning Sun & Chi Zhang & Zenglin Xu
- 2506.08992 Optimal hedging of an informed broker facing many traders
by Philippe Bergault & Pierre Cardaliaguet & Wenbin Yan
- 2506.08950 Fragility in Average Treatment Effect on the Treated under Limited Covariate Support
by Mengqi Li
- 2506.08914 Testing Shape Restrictions with Continuous Treatment: A Transformation Model Approach
by Arkadiusz Szyd{l}owski
- 2506.08762 EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements
by Issa Sugiura & Takashi Ishida & Taro Makino & Chieko Tazuke & Takanori Nakagawa & Kosuke Nakago & David Ha
- 2506.08718 Price Discovery in Cryptocurrency Markets
by Juan Plazuelo Pascual & Carlos Tardon Rubio & Juan Toro Cebada & Angel Hernando Veciana
- 2506.08656 Can knowledge reclassification accelerate technological innovation?
by Peter Persoon
- 2506.08638 Industrial Flexibility Investment Under Uncertainty: A Multi-Stage Stochastic Framework Considering Energy and Reserve Market Participation
by Amund Norland & Lasse Skare & Ole Jakob Viken & Stian Backe
- 2506.08573 Designing funding rates for perpetual futures in cryptocurrency markets
by Jaehyun Kim & Hyungbin Park
- 2506.08209 Valuing Diffuse Global Public Goods from Satellite Constellations: Evidence from GPS and Airline Delays
by Lev Ricanati
- 2506.08206 Unmasking inequility: socio-economic determinants and gender disparities in Maharashtra and India's health outcomes -- Insights from NFHS-5
by Sharmishtha Raghuvanshi & Supriya Sanjay Nikam & Manisha Karne & Satyanarayan Kishan Kothe
- 2506.08131 Balanced Area Deprivation Index (bADI): Enhancing social determinants of health indices to strengthen their association with healthcare clinical outcomes, utilization and costs
by Mohammad Amin Morid & Robert E Tillman & Eran Halperin
- 2506.08113 Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting
by Timoth'ee Hornek Amir Sartipi & Igor Tchappi & Gilbert Fridgen
- 2506.08067 Smile asymptotic for Bachelier Implied Volatility
by Roberto Baviera & Michele Domenico Massaria
- 2506.08026 TIP-Search: Time-Predictable Inference Scheduling for Market Prediction under Uncertain Load
by Xibai Wang
- 2506.07993 Stochastic portfolio theory with price impact
by David Itkin
- 2506.07928 Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?
by Austin Pollok
- 2506.07766 Enterprise value, economic and policy uncertainties: the case of US air carriers
by Bahram Adrangi & Arjun Chatrath & Madhuparna Kolay & Kambiz Raffiee
- 2506.07711 The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework
by Guillaume Maitrier & Jean-Philippe Bouchaud
- 2506.07476 Economic and Policy Uncertainties and Firm Value: The Case of Consumer Durable Goods
by Bahram Adrangi & Saman Hatamerad & Madhuparna Kolay & Kambiz Raffiee
- 2506.07472 Partial comonotonicity and distortion riskmetrics
by Muqiao Huang
- 2506.07469 Individual Treatment Effect: Prediction Intervals and Sharp Bounds
by Zhehao Zhang & Thomas S. Richardson
- 2506.07462 Does Residuals-on-Residuals Regression Produce Representative Estimates of Causal Effects?
by Apoorva Lal & Winston Chou
- 2506.07421 The impact of extracurricular education on socioeconomic mobility in Japan: an application of causal machine learning
by Yang Qiang
- 2506.07315 Towards Competent AI for Fundamental Analysis in Finance: A Benchmark Dataset and Evaluation
by Zonghan Wu & Congyuan Zou & Junlin Wang & Chenhan Wang & Hangjing Yang & Yilei Shao
- 2506.07299 Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
by Hans Buehler & Blanka Horvath & Yannick Limmer & Thorsten Schmidt
- 2506.07291 Subgame Perfect Nash Equilibria in Large Reinsurance Markets
by Maria Andraos & Mario Ghossoub & Michael B. Zhu
- 2506.07162 Delegation with Costly Inspection
by Mohammad T. Hajiaghayi & Piotr Krysta & Mohammad Mahdavi & Suho Shin
- 2506.07140 Quantile-Optimal Policy Learning under Unmeasured Confounding
by Zhongren Chen & Siyu Chen & Zhengling Qi & Xiaohong Chen & Zhuoran Yang
- 2506.07066 From Axioms to Algorithms: Mechanized Proofs of the vNM Utility Theorem
by Li Jingyuan
- 2506.06903 Do conditional cash transfers in childhood increase economic resilience in adulthood? Evidence from the COVID-19 pandemic shock in Ecuador
by Jos'e-Ignacio Ant'on & Ruthy Intriago & Juan Ponce
- 2506.06848 The (Mis)use of Information in Decentralised Markets
by D. Carlos Akkar
- 2506.06776 Inference on the value of a linear program
by Leonard Goff & Eric Mbakop
- 2506.06763 A Tale of Two Monopolies
by Yi-Chun Chen & Zhengqing Gui
- 2506.06755 (In)stability in the Dynamics of the Cross-Country Distribution of Income Per Capita
by Davide Fiaschi & Paul Johnson
- 2506.06654 Goal-based portfolio selection with mental accounting
by Erhan Bayraktar & Bingyan Han
- 2506.06653 Explaining Risks: Axiomatic Risk Attributions for Financial Models
by Dangxing Chen
- 2506.06646 Solving Nash Equilibria in Nonlinear Differential Games for Common-Pool Resources
by Yongyang Cai & Anastasios Xepapadeas & Aart de Zeeuw
- 2506.06552 The Influence of Tourist Experience on Revisit Decisions with the Mediation of Tourist Satisfaction
by Marsuni H. Muhammad & Ida Hidayanti & Sulfi Abdul Haji & Rahmat Sabuhari
- 2506.06545 Practically significant differences between conditional distribution functions
by Holger Dette & Kathrin Mollenhoff & Dominik Wied
- 2506.06410 Delphos: A reinforcement learning framework for assisting discrete choice model specification
by Gabriel Nova & Stephane Hess & Sander van Cranenburgh
- 2506.06377 Evaluating Large Language Model Capabilities in Assessing Spatial Econometrics Research
by Giuseppe Arbia & Luca Morandini & Vincenzo Nardelli
- 2506.06375 Nexus of Team Collaboration Stability on Mega Construction Project Success in Electric Vehicle Manufacturing Enterprises: The Moderating Role of Human-AI Integration
by Jun Cui
- 2506.06368 Impact of COVID-19 on The Bullwhip Effect Across U.S. Industries
by Alper Saricioglu & Mujde Erol Genevois & Michele Cedolin
- 2506.06350 An analysis of capital market through the lens of integral transforms: exploring efficient markets and information asymmetry
by Kiran Sharma & Abhijit Dutta & Rupak Mukherjee
- 2506.06345 Explainable-AI powered stock price prediction using time series transformers: A Case Study on BIST100
by Sukru Selim Calik & Andac Akyuz & Zeynep Hilal Kilimci & Kerem Colak
- 2506.06329 The Hype Index: an NLP-driven Measure of Market News Attention
by Zheng Cao & Wanchaloem Wunkaew & Helyette Geman
- 2506.06319 Limits of Disclosure in Search Markets
by Raphael Boleslavsky & Silvana Krasteva
- 2506.06317 A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields
by Amit Kumar Jha
- 2506.06288 DELPHYNE: A Pre-Trained Model for General and Financial Time Series
by Xueying Ding & Aakriti Mittal & Achintya Gopal
- 2506.06217 Longer Lists Yield Better Matchings
by Yuri Faenza & Aapeli Vuorinen
- 2506.06082 Failing Banks
by Sergio Correia & Stephan Luck & Emil Verner
- 2506.05998 Propose or Vote: A simple Democratic Procedure
by Hans Gersbach
- 2506.05996 Statistical significance in choice modelling: computation, usage and reporting
by Stephane Hess & Andrew Daly & Michiel Bliemer & Angelo Guevara & Ricardo Daziano & Thijs Dekker
- 2506.05945 On Efficient Estimation of Distributional Treatment Effects under Covariate-Adaptive Randomization
by Undral Byambadalai & Tomu Hirata & Tatsushi Oka & Shota Yasui
- 2506.05764 Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer
by Haochuan Wang
- 2506.05755 FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts
by Yang Li & Zhi Chen
- 2506.05565 Applying Informer for Option Pricing: A Transformer-Based Approach
by Feliks Ba'nka & Jaros{l}aw A. Chudziak
- 2506.05359 Enhancing Meme Token Market Transparency: A Multi-Dimensional Entity-Linked Address Analysis for Liquidity Risk Evaluation
by Qiangqiang Liu & Qian Huang & Frank Fan & Haishan Wu & Xueyan Tang
- 2506.05357 Inventory record inaccuracy in grocery retailing: Impact of promotions and product perishability, and targeted effect of audits
by Yacine Rekik & Rogelio Oliva & Christoph Glock & Aris Syntetos
- 2506.05354 Adaptive stable distribution and Hurst exponent by method of moments moving estimator for nonstationary time series
by Jarek Duda
- 2506.05329 Admissibility of Completely Randomized Trials: A Large-Deviation Approach
by Guido Imbens & Chao Qin & Stefan Wager
- 2506.05225 Enhancing the Merger Simulation Toolkit with ML/AI
by Harold D. Chiang & Jack Collison & Lorenzo Magnolfi & Christopher Sullivan
- 2506.05137 Neural Jumps for Option Pricing
by Duosi Zheng & Hanzhong Guo & Yanchu Liu & Wei Huang
- 2506.05116 The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
by Jiang Hu & Jiahui Xie & Yangchun Zhang & Wang Zhou
- 2506.04944 No Trade Under Verifiable Information
by Spyros Galanis
- 2506.04940 Becoming Immutable: How Ethereum is Made
by Andrea Canidio & Vabuk Pahari
- 2506.04900 Finite-Sample Distortion in Kernel Specification Tests: A Perturbation Analysis of Empirical Directional Components
by Cui Rui & Li Yuhao & Song Xiaojun
- 2506.04767 Distributionally Robust Auction Design with Deferred Inspection
by Halil I. Bayrak & Martin Bichler
- 2506.04658 Can Artificial Intelligence Trade the Stock Market?
by Jk{e}drzej Maskiewicz & Pawe{l} Sakowski
- 2506.04656 Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
by Qian Hui & Sidney I. Resnick & Tiandong Wang
- 2506.04488 Latent Variable Modelling by Supervised Diffusion
by Daniil Bargman
- 2506.04478 Matching Markets Meet LLMs: Algorithmic Reasoning with Ranked Preferences
by Hadi Hosseini & Samarth Khanna & Ronak Singh
- 2506.04384 The Determinants of Net Interest Margin in the Turkish Banking Sector: Does Bank Ownership Matter?
by Fatih Kansoy
- 2506.04290 Interpretable LLMs for Credit Risk: A Systematic Review and Taxonomy
by Muhammed Golec & Maha AlabdulJalil
- 2506.04194 What Makes Treatment Effects Identifiable? Characterizations and Estimators Beyond Unconfoundedness
by Yang Cai & Alkis Kalavasis & Katerina Mamali & Anay Mehrotra & Manolis Zampetakis
- 2506.04169 A primal-dual price-optimization method for computing equilibrium prices in mean-field games models
by Xu Wang & Samy Wu Fung & Levon Nurbekyan
- 2506.04107 Risk and Reward of Transitioning from a National to a Zonal Electricity Market in Great Britain
by Lukas Franken & Andrew Lyden & Daniel Friedrich
- 2506.04092 Complexity and Manipulation of International Kidney Exchange Programmes with Country-Specific Parameters
by Rachael Colley & David Manlove & Daniel Paulusma & Mengxiao Zhang
- 2506.03927 Welfare Reform: Consequences for the Children
by Marianne Simonsen & Lars Skipper & Jeffrey A. Smith
- 2506.03808 Market power abuse in wholesale electricity markets
by Alice Lixuan Xu & Jorge S'anchez Canales & Chiara Fusar Bassini & Lynn H. Kaack & Lion Hirth
- 2506.03780 High-Dimensional Learning in Finance
by Hasan Fallahgoul
- 2506.03766 Conventional and Fuzzy Data Envelopment Analysis with deaR
by Vicente J. Bolos & Rafael Benitez & Vicente Coll-Serrano
- 2506.03707 My Advisor, Her AI and Me: Evidence from a Field Experiment on Human-AI Collaboration and Investment Decisions
by Cathy & Yang & Kevin Bauer & Xitong Li & Oliver Hinz
- 2506.03693 Combine and conquer: model averaging for out-of-distribution forecasting
by Stephane Hess & Sander van Cranenburgh
- 2506.03528 Correlated equilibrium implementation: Navigating toward social optima with learning dynamics
by Soumen Banerjee & Yi-Chun Chen & Yifei Sun
- 2506.03457 Attention vs Choice in Welfare Take-Up: What Works for WIC?
by Lei Bill Wang & Sooa Ahn
- 2506.03384 How urban scaling and resource distribution shape social welfare and migration dynamics
by Bryce Morsky
- 2506.03369 Impact of Rankings and Personalized Recommendations in Marketplaces
by Omar Besbes & Yash Kanoria & Akshit Kumar
- 2506.03344 Hedging Deposit Run Risk Prior to the 2023 Regional Banking Crisis
by Matt Brigida & Kathleen Maceyka
- 2506.03342 Reproducing kernel Hilbert space methods for modelling the discount curve
by Andreas Celary & Paul Kruhner & Zehra Eksi
- 2506.03287 The Surprising Irrelevance of Total-Value-Locked on Cryptocurrency Returns
by Matt Brigida
- 2506.03156 Gauging Growth: AGI Mathematical Metrics for Economic Progress
by Davit Gondauri
- 2506.03153 Why Regression? Binary Encoding Classification Brings Confidence to Stock Market Index Price Prediction
by Junzhe Jiang & Chang Yang & Xinrun Wang & Bo Li
- 2506.02936 Elasticity of substitution and general model of economic growth
by Constantin Chilarescu
- 2506.02869 Optimal Dynamic Fees in Automated Market Makers
by Leonardo Baggiani & Martin Herdegen & Leandro S'anchez-Betancourt
- 2506.02852 Proportional Response Dynamics in Gross Substitutes Markets
by Yun Kuen Cheung & Richard Cole & Yixin Tao
- 2506.02838 TaxAgent: How Large Language Model Designs Fiscal Policy
by Jizhou Wang & Xiaodan Fang & Lei Huang & Yongfeng Huang
- 2506.02796 Deep Learning Enhanced Multivariate GARCH
by Haoyuan Wang & Chen Liu & Minh-Ngoc Tran & Chao Wang
- 2506.02790 Orthogonality-Constrained Deep Instrumental Variable Model for Causal Effect Estimation
by Shunxin Yao
- 2506.02722 Get me out of this hole: a profile likelihood approach to identifying and avoiding inferior local optima in choice models
by Stephane Hess & David Bunch & Andrew Daly
- 2506.02559 Central Bank Communication with Public: Bank of England and Twitter (X)
by Fatih Kansoy & Joel Mundy
- 2506.02155 Bifurcation in optimal retirement
by Bushra Shehnam Ashraf & Thomas S. Salisbury
- 2506.02143 Green Shields: The Role of ESG in Uncertain Time
by Fatih Kansoy & Dominykas Stasiulaitis
- 2506.02135 Analysis of Multiple Long-Run Relations in Panel Data Models
by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
- 2506.01945 Stock Market Telepathy: Graph Neural Networks Predicting the Secret Conversations between MINT and G7 Countries
by Nurbanu Bursa
- 2506.01874 Life Sequence Transformer: Generative Modelling for Counterfactual Simulation
by Alberto Cabezas & Carlotta Montorsi
- 2506.01695 Spillovers and Effect Attenuation in Firearm Policy Research in the United States
by Lee Kennedy-Shaffer & Alan Hamilton Kennedy
- 2506.01650 Pricing the Right to Renege in Search Markets: Evidence from Trucking
by Richard Faltings
- 2506.01525 Effect of Insecurity on Agricultural Output in Benue State, Nigeria
by Victor Ushahemba Ijirshar & Isaiah Iortyom Udaah & Bridget Ngodoo Mile & Joyce Seember Vershima & Abba Adaudu
- 2506.01423 FinRobot: Generative Business Process AI Agents for Enterprise Resource Planning in Finance
by Hongyang Yang & Likun Lin & Yang She & Xinyu Liao & Jiaoyang Wang & Runjia Zhang & Yuquan Mo & Christina Dan Wang
- 2506.01422 Large Bayesian VARs for Binary and Censored Variables
by Joshua C. C. Chan & Michael Pfarrhofer
- 2506.01385 Spending Behavior and Economic Impacts of Urban Digital Consumption Vouchers
by Ming-Huan Liou & Shou-Yung Yin & Hsiang-Wen Mao
- 2506.01178 Near-feasible Fair Allocations in Two-sided Markets
by Javier Cembrano & Andr'es Moraga & Victor Verdugo
- 2506.01101 Learning to optimize convex risk measures: The cases of utility-based shortfall risk and optimized certainty equivalent risk
by Sumedh Gupte & Prashanth L. A. & Sanjay P. Bhat
- 2506.00999 An Empirical Analysis of Tiff's Impact on American Business Formation
by Ruiming Min
- 2506.00909 Constant-Factor Algorithms for Revenue Management with Consecutive Stays
by Ming Hu & Tongwen Wu
- 2506.00856 Can AI Master Econometrics? Evidence from Econometrics AI Agent on Expert-Level Tasks
by Qiang Chen & Tianyang Han & Jin Li & Ye Luo & Yuxiao Wu & Xiaowei Zhang & Tuo Zhou
- 2506.00762 Markovian projections for functionals of It\^o semimartingales with jumps
by Martin Larsson & Shukun Long
- 2506.00572 Machine-learning Growth at Risk
by Tobias Adrian & Hongqi Chen & Max-Sebastian Dov`i & Ji Hyung Lee
- 2506.00552 Drawdowns, Drawups, and Occupation Times under General Markov Models
by Pingping Zeng & Gongqiu Zhang & Weinan Zhang
- 2506.00532 Generative AI and Organizational Structure in the Knowledge Economy
by Fasheng Xu & Jing Hou & Wei Chen & Karen Xie
- 2506.00436 Learning from Double Positive and Unlabeled Data for Potential-Customer Identification
by Masahiro Kato & Yuki Ikeda & Kentaro Baba & Takashi Imai & Ryo Inokuchi
- 2506.00372 Random Utility with Aggregation
by Yuexin Liao & Kota Saito & Alec Sandroni
- 2506.00206 Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy
by Ahmad Haboub & Aris Kartsaklas & Vasilis Sarafidis
- 2506.00152 Aligning Language Models with Observational Data: Opportunities and Risks from a Causal Perspective
by Erfan Loghmani
- 2506.00140 Balancing Profit and Fairness in Risk-Based Pricing Markets
by Jesse Thibodeau & Hadi Nekoei & Afaf Taik & Janarthanan Rajendran & Golnoosh Farnadi
- 2506.00010 Assessing innovation in the nascent value chains of climate-mitigating technologies
by Zachary H. Thomas & Ellen D. Williams & Kavita Surana & Morgan R. Edwards
- 2505.24831 Optimising cryptocurrency portfolios through stable clustering of price correlation networks
by Ruixue Jing & Ryota Kobayashi & Luis Enrique Correa Rocha
Printed from https://ideas.repec.org/s/arx/papers13.html
