Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: https://arxiv.org/ .
Content
2026
- 2601.04579 Towards a Sociology of Sociology: Inequality, Elitism, and Prestige in the Sociological Enterprise From 1970 to the Present
by Gavin Cook
- 2601.04438 The Endogenous Grid Method for Epstein-Zin Preferences
by Alan Lujan
- 2601.04246 Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach
by Tatsuru Kikuchi
- 2601.04160 All That Glisters Is Not Gold: A Benchmark for Reference-Free Counterfactual Financial Misinformation Detection
by Yuechen Jiang & Zhiwei Liu & Yupeng Cao & Yueru He & Ziyang Xu & Chen Xu & Zhiyang Deng & Prayag Tiwari & Xi Chen & Alejandro Lopez-Lira & Jimin Huang & Junichi Tsujii & Sophia Ananiadou
- 2601.04150 The geometric adjudication of water rights in international rivers
by Ricardo Martinez & Juan D. Moreno-Ternero
- 2601.04101 Ridge Estimation of High Dimensional Two-Way Fixed Effect Regression
by Junnan He & Jean-Marc Robin
- 2601.04096 Sharp Transitions and Systemic Risk in Sparse Financial Networks
by Riley James Bendel
- 2601.04087 Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter
by Matteo Barigozzi & Diego Fresoli & Esther Ruiz
- 2601.04067 Diversification Preferences and Risk Attitudes
by Xiangxin He & Fangda Liu & Ruodu Wang
- 2601.04062 Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
by Wang Yi & Takashi Hasuike
- 2601.04049 Quantum computing for multidimensional option pricing: End-to-end pipeline
by Julien Hok & 'Alvaro Leitao
- 2601.03983 Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework
by Christophe Hurlin & Quentin Lajaunie & Yoann Pull
- 2601.03974 Class of topological portfolios: Are they better than classical portfolios?
by Anubha Goel & Amita Sharma & Juho Kanniainen
- 2601.03948 Trade-R1: Bridging Verifiable Rewards to Stochastic Environments via Process-Level Reasoning Verification
by Rui Sun & Yifan Sun & Sheng Xu & Li Zhao & Jing Li & Daxin Jiang & Cheng Hua & Zuo Bai
- 2601.03927 A comprehensive review and analysis of different modeling approaches for financial index tracking problem
by Vrinda Dhingra & Amita Sharma & Anubha Goel
- 2601.03880 Women Worry, Men Adopt: How Gendered Perceptions Shape the Use of Generative AI
by Fabian Stephany & Jedrzej Duszynski
- 2601.03853 From No-Regret to Strategically Robust Learning in Repeated Auctions
by Junyao Zhao
- 2601.03799 Optimal execution on Uniswap v2/v3 under transient price impact
by Bastien Baude & Damien Challet & Ioane Muni Toke
- 2601.03794 An Algorithmic Framework for Systematic Literature Reviews: A Case Study for Financial Narratives
by Gabin Taibi & Joerg Osterrieder
- 2601.03750 Multivariate kernel regression in vector and product metric spaces
by Marcia Schafgans & Victoria Zinde-Walsh
- 2601.03598 Uncovering Sparse Financial Networks with Information Criteria
by Fu Ouyang & Thomas T. Yang & Wenying Yao
- 2601.03558 Artificial Intelligence and Skills: Evidence from Contrastive Learning in Online Job Vacancies
by Hangyu Chen & Yongming Sun & Yiming Yuan
- 2601.03547 Governance of Technological Transition: A Predator-Prey Analysis of AI Capital in China's Economy and Its Policy Implications
by Kunpeng Wang & Jiahui Hu
- 2601.03469 Content vs. Form: What Drives the Writing Score Gap Across Socioeconomic Backgrounds? A Generated Panel Approach
by Nadav Kunievsky & Pedro Pertusi
- 2601.03428 Minimax regret treatment rules with finite samples when a quantile is the object of interest
by Patrik Guggenberger & Nihal Mehta & Nikita Pavlov
- 2601.03215 Trading with market resistance and concave price impact
by Nathan De Carvalho & Youssef Ouazzani Chahdi & Gr'egoire Szymanski
- 2601.03175 Breaking the Dimensional Barrier: Dynamic Portfolio Choice with Parameter Uncertainty via Pontryagin Projection
by Jeonggyu Huh & Hyeng Keun Koo
- 2601.03146 Two-Step Regularized HARX to Measure Volatility Spillovers in Multi-Dimensional Systems
by Mindy L. Mallory
- 2601.03099 Time-Aware Synthetic Control
by Saeyoung Rho & Cyrus Illick & Samhitha Narasipura & Alberto Abadie & Daniel Hsu & Vishal Misra
- 2601.02964 How Many Mechanisms? Measuring Parsimony in Risky Choice
by Avner Seror
- 2601.02878 Improving Financial Forecasting with a Synergistic LLM-Transformer Architecture: A Hybrid Approach to Stock Price Prediction
by Sayed Akif Hussain & Chen Qiu-shi & Syed Amer Hussain & Syed Atif Hussain & Asma Komal & Muhammad Imran Khalid
- 2601.02677 Uni-FinLLM: A Unified Multimodal Large Language Model with Modular Task Heads for Micro-Level Stock Prediction and Macro-Level Systemic Risk Assessment
by Gongao Zhang & Haijiang Zeng & Lu Jiang
- 2601.02554 AI-exposed jobs deteriorated before ChatGPT
by Morgan R. Frank & Alireza Javadian Sabet & Lisa Simon & Sarah H. Bana & Renzhe Yu
- 2601.02405 Modeling Policy and Resource Dynamics in the Construction Sector of Developing Countries: A System Dynamics Approach Using Sudan as a Case Study
by Malik Dongla & Mohamed Khalafalla
- 2601.02310 Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay
by Ahmad Makinde
- 2601.02276 Forward Performance Processes under Multiple Default Risks
by Wing Fung Chong & Roxana Dumitrescu & Gechun Liang & Kenneth Tsz Hin Ng
- 2601.02243 Optimal Scheduling of Electricity and Water in Renewable-Colocated Desalination Plants
by Ahmed S. Alahmed & Audun Botterud & Saurabh Amin & Ali T. Al-Awami
- 2601.02190 Fare-Free Bus Service and CO2 Reductions: Evidence from a Natural Experiment
by Anna Alberini & Javier Bas & Cinzia Cirillo
- 2601.02069 Reinforcement Learning Based Computationally Efficient Conditional Choice Simulation Estimation of Dynamic Discrete Choice Models
by Ahmed Khwaja & Sonal Srivastava
- 2601.02039 The economics of sportscast revenue sharing
by Gustavo Berganti~nos & Juan D. Moreno-Ternero
- 2601.01996 Oscillatory evolutionarily stable state and limit cycle in replicator dynamics
by Suman Chakraborty & Vikash Kumar Dubey & Vaibhav Madhok & Sagar Chakraborty
- 2601.01871 On lead-lag estimation of non-synchronously observed point processes
by Takaaki Shiotani & Takaki Hayashi & Yuta Koike
- 2601.01783 Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
by Haibo Wang & Jun Huang & Lutfu S Sua & Jaime Ortiz & Jinshyang Roan & Bahram Alidaee
- 2601.01709 Reinforcement Learning for Option Hedging: Static Implied-Volatility Fit versus Shortfall-Aware Performance
by Ziheng Chen & Minxuan Hu & Jiayu Yi & Wenxi Sun
- 2601.01642 Wasserstein Distributionally Robust Rare-Event Simulation
by Dohyun Ahn & Huiyi Chen & Lewen Zheng
- 2601.01622 When and Why State-Dependent Local Projections Work
by Valentin Winkler
- 2601.01607 Existence of Optimal Mechanisms for Selling Multiple Goods: An Elementary Proof
by Sergiu Hart & Noam Nisan
- 2601.01545 Mapping the Energetic Structure of Climate Transitions for Policy Relevant Regime Detection
by Ngueuleweu Tiwang Gildas
- 2601.01505 Chaos and Synchronization in Financial Leverages Dynamics: Modeling Systemic Risk with Coupled Unimodal Maps
by Marco Ioffredi & Stefano Marmi & Matteo Tanzi
- 2601.01471 Double Machine Learning of Continuous Treatment Effects with General Instrumental Variables
by Shuyuan Chen & Peng Zhang & Yifan Cui
- 2601.01421 A measure of choice irrationality based on opposite judgements
by Angelo Enrico Petralia
- 2601.01370 Strategic Expression, Popularity Traps, and Welfare in Social Media
by Zafer Kanik & Zaruhi Hakobyan
- 2601.01334 Agreement with reservation of judgment under risk
by Leo Kurata & Kensei Nakamura
- 2601.01279 Supracompetitive Pricing Under AI Monoculture
by Shengyu Cao & Ming Hu
- 2601.01269 Critical volatility threshold for log-normal to power-law transition
by Valerii Kremnev
- 2601.01250 European Options in Market Models with Multiple Defaults: the BSDE approach
by Miryana Grigorova & James Wheeldon
- 2601.01216 Order-Constrained Spectral Causality for Multivariate Time Series
by Alejandro Rodriguez Dominguez
- 2601.01189 Central limit theorem for a partially observed interacting system of Hawkes processes I: subcritical case
by Chenguang Liu & Liping Xu & An Zhang
- 2601.01149 Optimizing Patient Placement in Normal Care Units: An Instrumental Causal Forest Approach Minimizing Mortality
by Johannes Cordier
- 2601.01142 A dynamic factor semiparametric model for VaR and expected shortfall driven by realized measures
by Sicheng Fu
- 2601.01077 Distribution-Matching Posterior Inference for Incomplete Structural Models
by Takashi Kano
- 2601.00914 Sticky Homelessness (Working Paper)
by Richard Yun
- 2601.00776 TWICE: Tree-based Wage Inference with Clustering and Estimation
by Aslan Bakirov & Francesco Del Prato & Paolo Zacchia
- 2601.00770 LLM Agents for Combinatorial Efficient Frontiers: Investment Portfolio Optimization
by Simon Paquette-Greenbaum & Jiangbo Yu
- 2601.00739 Continuous time asymptotic representations for adaptive experiments
by Karun Adusumilli
- 2601.00738 Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
by Aleksei Adadurov & Sergey Barseghyan & Anton Chtepine & Antero Eloranta & Andrei Sebyakin & Arsenii Valitov
- 2601.00653 Separating the Wheat from the Chaff
by Johannes Horner & Paula Onuchic
- 2601.00603 Difference-in-Differences using Double Negative Controls and Graph Neural Networks for Unmeasured Network Confounding
by Zihan Zhang & Lianyan Fu & Dehui Wang
- 2601.00593 Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning
by Yan Liu & Ye Luo & Zigan Wang & Xiaowei Zhang
- 2601.00568 Capital allocation and tail central moments for the multivariate normal mean-variance mixture distribution
by Enrique Calder'in-Ojeda & Yuyu Chen & Soon Wei Tan
- 2601.00498 The Dial-a-Ride Problem with Synchronized Visits
by Boshuai Zhao & Jakob Puchinger & Roel Leus
- 2601.00478 Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction
by Zongxiao Wu & Ran Liu & Jiang Dai & Dan Luo
- 2601.00408 Effect of Informational Interventions on EV Adoption Intention: Evidence from a Tier II City in India
by Pranshu Raghuvanshi & Anjula Gurtoo
- 2601.00395 Core-Periphery Dynamics in Market-Conditioned Financial Networks: A Conditional P-Threshold Mutual Information Approach
by Kundan Mukhia & Imran Ansari & S R Luwang & Md Nurujjaman
- 2601.00293 Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach
by Pengpeng Li & Shi-Dong Liang
- 2601.00281 A Global Optimal Theory of Portfolio beyond R-$\sigma$ Model
by Yifan Liu & Shi-Dong Liang
- 2601.00279 What Is a Causal Effect When Firms Interact? Counterfactuals and Interdependence
by Mariluz Mate
- 2601.00196 SoK: Stablecoins in Retail Payments
by Yuquan Li & Yuexin Xiang & Qin Wang & Tsz Hon Yuen & Andreas Deppeler & Jiangshan Yu
- 2601.00155 Dynamic Market Design
by Yeon-Koo Che
2025
- 2601.11566 On Analyzing the Conditions for Stability of Opportunistic Supply Chains Under Network Growth
by Gurkirat Wadhwa & Priyank Sinha
- 2601.06090 Correlation Structures and Regime Shifts in Nordic Stock Markets
by Maksym A. Girnyk
- 2601.06088 PriceSeer: Evaluating Large Language Models in Real-Time Stock Prediction
by Bohan Liang & Zijian Chen & Qi Jia & Kaiwei Zhang & Kaiyuan Ji & Guangtao Zhai
- 2601.06085 Social Cost of Greenhouse Gases -- OPTiMEM and the Heat Conjecture(s)
by Brian P. Hanley & Pieter Tans & Edward A. G. Schuur & Geoffrey Gardiner & Adam Smith
- 2601.06084 Who sets the range? Funding mechanics and 4h context in crypto markets
by Habib Badawi & Mohamed Hani & Taufikin Taufikin
- 2601.06074 A Clarifying Note on Long-Horizon Investment and Dollar-Cost Averaging: An Effective Investment Exposure Perspective
by Zeusu Sato
- 2601.05274 On the use of case estimate and transactional payment data in neural networks for individual loss reserving
by Benjamin Avanzi & Matthew Lambrianidis & Greg Taylor & Bernard Wong
- 2601.04223 Beyond Interaction Effects: Two Logics for Studying Population Inequalities
by Adel Daoud
- 2601.04220 Constrained Assortment and Price Optimization under Generalized Nested Logit Models
by Hoang Giang Pham & Tien Mai
- 2601.02400 Detecting and Mitigating Treatment Leakage in Text-Based Causal Inference: Distillation and Sensitivity Analysis
by Adel Daoud & Richard Johansson & Connor T. Jerzak
- 2601.02369 Fair Distribution of Digital Payments: Balancing Transaction Flows for Regulatory Compliance
by Ashlesha Hota & Shashwat Kumar & Daman Deep Singh & Abolfazl Asudeh & Palash Dey & Abhijnan Chakraborty
- 2601.00896 Investigation into U.S. Citizen and Non-Citizen Worker Health Insurance and Employment
by Annabelle Yao
- 2601.00842 Forecasting ICT-Driven Trade Competitiveness 2024-2028: A Cluster and Scenario Analysis
by Elias Aravantinos
- 2601.00815 Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing
by Mara Kalicanin Dimitrov & Marko Dimitrov & Anatoliy Malyarenko & Ying Ni
- 2601.00810 Can Large Language Models Improve Venture Capital Exit Timing After IPO?
by Mohammadhossien Rashidi
- 2601.00807 When Is Degree Enough? Bounds on Degree-Eigenvector Misalignment in Assortative Structured Networks
by Sreerag Puravankara & Vipin P. Veetil
- 2601.00011 Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective
by Jiawei Du & Yi Hong
- 2601.00009 Full grid solution for multi-asset options pricing with tensor networks
by Lucas Arenstein & Michael Kastoryano
- 2601.00008 The Dynamics of Trust: A Stochastic Levy Model Capturing Sudden Behavioral Jumps
by Mohamadali Berahman & Madjid Eshaghi Gordji
- 2512.25042 Compound Estimation for Binomials
by Yan Chen & Lihua Lei
- 2512.25032 Testing Monotonicity in a Finite Population
by Jiafeng Chen & Jonathan Roth & Jann Spiess
- 2512.25025 Modewise Additive Factor Model for Matrix Time Series
by Elynn Chen & Yuefeng Han & Jiayu Li & Ke Xu
- 2512.25017 Convergence of the generalization error for deep gradient flow methods for PDEs
by Chenguang Liu & Antonis Papapantoleon & Jasper Rou
- 2512.24968 Strategic Response of News Publishers to Generative AI
by Hangcheng Zhao & Ron Berman
- 2512.24906 Stochastic factors can matter: improving robust growth under ergodicity
by Balint Binkert & David Itkin & Paul Mangers Bastian & Josef Teichmann
- 2512.24862 Antecedents of Consumer Regret Frequency: The Roles of Decision Agency, Status Signaling, and Online Shopping Preference
by Shawn Berry
- 2512.24856 Advances in Agentic AI: Back to the Future
by Sergio Alvarez-Telena & Marta Diez-Fernandez
- 2512.24852 Scaling Charitable Incentives: Policy Selection, Beliefs, and Evidence from a Field Experiment
by Shusaku Sasaki & Takunori Ishihara & Hirofumi Kurokawa
- 2512.24777 Structured Production Systems: Viability
by Robert P. Gilles & Marialaura Pesce
- 2512.24747 Fairness-Aware Insurance Pricing: A Multi-Objective Optimization Approach
by Tim J. Boonen & Xinyue Fan & Zixiao Quan
- 2512.24714 Boundary error control for numerical solution of BSDEs by the convolution-FFT method
by Xiang Gao & Cody Hyndman
- 2512.24621 Forward-Oriented Causal Observables for Non-Stationary Financial Markets
by Lucas A. Souza
- 2512.24580 Robust Bayesian Dynamic Programming for On-policy Risk-sensitive Reinforcement Learning
by Shanyu Han & Yangbo He & Yang Liu
- 2512.24526 Generative AI-enhanced Sector-based Investment Portfolio Construction
by Alina Voronina & Oleksandr Romanko & Ruiwen Cao & Roy H. Kwon & Rafael Mendoza-Arriaga
- 2512.24520 Optimal Carbon Prices in an Unequal World: The Role of Regional Welfare Weights
by Simon F. Lang
- 2512.24491 Minimal Solutions to the Skorokhod Reflection Problem Driven by Jump Processes and an Application to Reinsurance
by Graeme Baker & Ankita Chatterjee
- 2512.24432 Automated Market Making for Energy Sharing
by Michele Fabi & Viraj Nadkarni & Leonardo Leone & Matheus X. V. Ferreira
- 2512.24371 Utility Maximisation with Model-independent Constraints
by Alexander M. G. Cox & Daniel Hernandez-Hernandez
- 2512.24096 Evaluating Counterfactual Policies Using Instruments
by Michal Koles'ar & Jos'e Luis Montiel Olea & Jonathan Roth
- 2512.23854 Extrapolating LATE with Weak IVs
by Muyang Ren
- 2512.23847 Detecting Lookahead Bias in LLM Forecasts
by Zhenyu Gao & Wenxi Jiang & Yutong Yan
- 2512.23842 RepoMech: A Method to Reduce the Balance-Sheet Impact of Repo Intermediation
by Daniel J. Aronoff & Robert M. Townsend & Madars Virza
- 2512.23694 Bellman Calibration for $V$-Learning in Offline Reinforcement Learning
by Lars van der Laan & Nathan Kallus
- 2512.23640 Broken Symmetry of Stock Returns -- a Modified Jones-Faddy Skew t-Distribution
by Siqi Shao & Arshia Ghasemi & Hamed Farahani & R. A. Serota
- 2512.23609 Marriage Discourse on Chinese Social Media: An LLM-assisted Analysis
by Frank Tian-Fang Ye & Xiaozi Gao
- 2512.23596 The Nonstationarity-Complexity Tradeoff in Return Prediction
by Agostino Capponi & Chengpiao Huang & J. Antonio Sidaoui & Kaizheng Wang & Jiacheng Zou
- 2512.23567 Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing
by Liyuan Cui & Guanhao Feng & Yuefeng Han & Jiayan Li
- 2512.23523 A Political Economy Definition of the Middle Class
by Alejandro Corvalan
- 2512.23515 Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning
by Zuoyou Jiang & Li Zhao & Rui Sun & Ruohan Sun & Zhongjian Li & Jing Li & Daxin Jiang & Zuo Bai & Cheng Hua
- 2512.23409 Axiomatic Foundations of Bayesian Persuasion
by Youichiro Higashi & Kemal Ozbek & Norio Takeoka
- 2512.23386 Impact of Volatility on Time-Based Transaction Ordering Policies
by Sunghun Ko & Jinsuk Park
- 2512.23352 The Revealed Preference Theory of Aggregate Object Allocations
by Umutcan Salman
- 2512.23337 The R&D Productivity Puzzle: Innovation Networks with Heterogeneous Firms
by M. Sadra Heydari & Zafer Kanik & Santiago Montoya-Bland'on
- 2512.23274 Multidimensional Sequential Screening
by Eric Gao
- 2512.23211 Nonparametric Identification of Demand without Exogenous Product Characteristics
by Kirill Borusyak & Jiafeng Chen & Peter Hull & Lihua Lei
- 2512.23193 Public Goods Provision in Directed Networks: A Kernel Approach
by Jingmin Huang & Yang Sun & Fanqi Xu & Wei Zhao
- 2512.23184 From Model Choice to Model Belief: Establishing a New Measure for LLM-Based Research
by Hongshen Sun & Juanjuan Zhang
- 2512.23139 Lambda Expected Shortfall
by Fabio Bellini & Muqiao Huang & Qiuqi Wang & Ruodu Wang
- 2512.23110 Assessing the Effects of Macroeconomic Variables on Child Mortality in D-8 Countries Using Panel Data Analysis
by M. Waseem Akram & Binita Shahi & M. Javed Akram
- 2512.23078 Deep Learning for Art Market Valuation
by Jianping Mei & Michael Moses & Jan Waelty & Yucheng Yang
- 2512.23021 Squeezed Covariance Matrix Estimation: Analytic Eigenvalue Control
by Layla Abu Khalaf & William Smyth
- 2512.22987 Reputation and Disclosure in Dynamic Networks
by I. Sebastian Buhai
- 2512.22917 Equilibrium Transition from Loss-Leader Competition: How Advertising Restrictions Facilitate Price Coordination in Chilean Pharmaceutical Retail
by Yu & Hao
- 2512.22864 Computing Nash equilibria for product design based on hierarchical Bayesian mixed logit models
by Jan H. R. Dressler & Peter Kurz & Winfried J. Steiner
- 2512.22858 From Binary Screens to Continuous Compliance: A Shariah Screening Measure for Portfolio Design
by Abdulrahman Qadi & Akash Sharma & Francesca Medda
- 2512.22848 Assortative Mating, Inequality, and Rising Educational Mobility in Spain
by Ricard Grebol & Margarita Machelett & Jan Stuhler & Ernesto Villanueva
- 2512.22846 Causal-Policy Forest for End-to-End Policy Learning
by Masahiro Kato
- 2512.22818 Salary Matching and Pay Cut Reduction for Job Seekers with Loss Aversion
by Ross Chu
- 2512.22810 Sorting of Working Parents into Family-Friendly Firms
by Ross Chu & Sohee Jeon & Hyun Seung Lee & Tammy Lee
- 2512.22736 Team Disagreement and Productive Persuasion
by Giampaolo Bonomi
- 2512.22697 Canonical correlation regression with noisy data
by Isaac Meza & Rahul Singh
- 2512.22660 Machine learning models for predicting catastrophe bond coupons using climate data
by Julia Ko'nczal & Micha{l} Balcerek & Krzysztof Burnecki
- 2512.22476 AutoQuant: An Auditable Expert-System Framework for Execution-Constrained Auto-Tuning in Cryptocurrency Perpetual Futures
by Kaihong Deng
- 2512.22271 Choice Modeling and Pricing for Scheduled Services
by Adam N. Elmachtoub & Kumar Goutam & Roger Lederman
- 2512.22109 Low-Turnover Rebalancing for Sparse Index Tracking
by Dimitrios Roxanas
- 2512.22051 Centralization and Stability in Formal Constitutions
by Yotam Gafni
- 2512.22001 Variational Quantum Eigensolver for Real-World Finance: Scalable Solutions for Dynamic Portfolio Optimization Problems
by Irene De Le'on & Danel Arias & Manuel Mart'in-Cordero & Mar'ia Esperanza Molina & Pablo Serrano & Senaida Hern'andez-Santana & Miguel 'Angel Jim'enez Herrera & Joana Fraxanet & Gin'es Carrascal & Escol'astico S'anchez & Inmaculada Posadillo & 'Alvaro Nodar
- 2512.21973 When Indemnity Insurance Fails: Parametric Coverage under Binding Budget and Risk Constraints
by Benjamin Avanzi & Debbie Kusch Falden & Mogens Steffensen
- 2512.21917 Semiparametric Preference Optimization: Your Language Model is Secretly a Single-Index Model
by Nathan Kallus
- 2512.21862 Nonparametric methods for comparing distribution functionals for dependent samples with application to inequality measures
by Jean-Marie Dufour & Tianyu He
- 2512.21823 Investigating Conditional Restricted Boltzmann Machines in Regime Detection
by Siddhartha Srinivas Rentala
- 2512.21798 Deep Generative Models for Synthetic Financial Data: Applications to Portfolio and Risk Modeling
by Christophe D. Hounwanou & Yae Ulrich Gaba
- 2512.21794 Multi-agent Adaptive Mechanism Design
by Qiushi Han & David Simchi-Levi & Renfei Tan & Zishuo Zhao
- 2512.21793 Sharing with Frictions: Limited Transfers and Costly Inspections
by Federico Bobbio & Randall A. Berry & Michael L. Honig & Thanh Nguyen & Vijay G. Subramanian & Rakesh V. Vohra
- 2512.21791 Synthetic Financial Data Generation for Enhanced Financial Modelling
by Christophe D. Hounwanou & Yae Ulrich Gaba & Pierre Ntakirutimana
- 2512.21645 The Impact of Dodd-Frank and the Huawei Shock on DRC Tin Exports
by Haruka Nagamori & Kazuhiko Nishimura
- 2512.21621 Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns
by Masaaki Fujii
- 2512.21553 Legacy Lending Relationships and Credit Rationing: Evidence from the Paycheck Protection Program
by Chunyu Qu
- 2512.21547 Structure, Risk, and Access to Credit: Reassessment of the Paycheck Protection Program Effectiveness
by Chunyu Qu
- 2512.21539 Chaos, Ito-Stratonovich dilemma, and topological supersymmetry
by Igor V. Ovchinnikov
- 2512.21467 The Peter Principle Revisited: An Agent-Based Model of Promotions, Efficiency, and Mitigation Policies
by P. Rajguru & I. R. Churchill & G. Graham
- 2512.21465 A Note on Assortativeness Measures
by Kenzo Imamura & Suguru Otani & Tohya Sugano & Koji Yokote
- 2512.21460 Team for Speed: Nonparametric Evidence on Heterogeneous Skill-Specific Affinity in Team Production
by Masaya Nishihata & Suguru Otani
- 2512.21429 US labor market conditions and migration: a reassessment of Bahar (2025)
by Francisco Rodriguez & Giancarlo Bravo
- 2512.21424 Why Bahar and Hausmann Tell Us Nothing About Venezuelan Migration Flows to the United States
by Francisco Rodr'iguez & Giancarlo Bravo
- 2512.21316 Scaling Laws for Economic Productivity: Experimental Evidence in LLM-Assisted Consulting, Data Analyst, and Management Tasks
by Ali Merali
- 2512.21192 Pandora's Box Reopened: Robust Search and Choice Overload
by Sarah Auster & Yeon-Koo Che
- 2512.21176 Difference-in-Differences in the Presence of Unknown Interference
by Fabrizia Mealli & Javier Viviens
- 2512.21149 Equilibrium investment under dynamic preference uncertainty
by Luca De Gennaro Aquino & Sascha Desmettre & Yevhen Havrylenko & Mogens Steffensen
- 2512.21115 Discrete-time asset price bubbles with short sales prohibitions under model uncertainty
by Wenqing Zhang
- 2512.21092 Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint
by Suparna Biswas & Rituparna Sen
- 2512.21080 LLM Personas as a Substitute for Field Experiments in Method Benchmarking
by Enoch Hyunwook Kang
- 2512.21031 Learning the Macroeconomic Language
by Siddhartha Chib & Fei Tan
- 2512.20918 Welfare at Risk: Distributional impact of policy interventions
by Costas Lambros & Emerson Melo
- 2512.20910 Econometric Modeling of Input-Driven Output Risk through a Versatile CES Production Function
by Ali Zeytoon-Nejad & Barry Goodwin
- 2512.20909 Price risk aversion vs payoff risk aversion: a gender comparison through a laboratory experiment
by Ali Zeytoon-Nejad
- 2512.20851 Testing Exclusion and Shape Restrictions in Potential Outcomes Models
by Hiroaki Kaido & Kirill Ponomarev
- 2512.20850 Implicit Numerical Scheme for the Hamilton-Jacobi-Bellman Quasi-Variational Inequality in the Optimal Market-Making Problem with Alpha Signal
by Alexey Meteykin
- 2512.20765 The economy-wide rebound effect and U.S. business cycles: A time-varying exercise
by Marcio Santetti
- 2512.20600 Modeling Economic Systems as Multiport Networks
by Coen Hutters & Max B. Mendel
- 2512.20523 ScoreMatchingRiesz: Score Matching for Debiased Machine Learning and Policy Path Estimation
by Masahiro Kato
- 2512.20515 Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
by Haibo Wang
- 2512.20477 Switching between states and the COVID-19 turbulence
by Ilias Aarab
- 2512.20460 The Aligned Economic Index & The State Switching Model
by Ilias Aarab
- 2512.20353 Allocating Students to Schools: Theory, Methods, and Empirical Insights
by Yeon-Koo Che & Julien Grenet & Yinghua He
- 2512.20286 Replacing Gas with Low-cost, Abundant Long-duration Pumped Hydro in Electricity Systems
by Timothy Weber & Cheng Cheng & Harry Thawley & Kylie Catchpole & Andrew Blakers & Bin Lu & Jennifer Zhao & Anna Nadolny
- 2512.20216 Quantitative Financial Modeling for Sri Lankan Markets: Approach Combining NLP, Clustering and Time-Series Forecasting
by Linuk Perera
- 2512.20190 Pricing of wrapped Bitcoin and Ethereum on-chain options
by Anastasiia Zbandut
- 2512.20152 Origins and Nature of Macroeconomic Instability in Vector Autoregressions
by Pooyan Amir-Ahmadi & Marko Mlikota & Dalibor Stevanovi'c
Printed from https://ideas.repec.org/s/arx/papers15.html