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Content
2025
- 2509.11928 Meta-Learning Neural Process for Implied Volatility Surfaces with SABR-induced Priors
by Jirong Zhuang & Xuan Wu
- 2509.11844 ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets
by Andr'es L. Su'arez-Cetrulo & Alejandro Cervantes & David Quintana
- 2509.11673 Grabbing the Forbidden Fruit: Restriction-Sensitive Choice
by Niels Boissonnet & Alexis Ghersengorin
- 2509.11660 Partially rational preferences under ambiguity
by Kensei Nakamura & Shohei Yanagita
- 2509.11579 Group Survival Probability under Contagion in Microlending
by H'ector Jasso-Fuentes & Alejandra Quintos & Xinta Yang
- 2509.11562 Human or Robot? Evidence from Last-Mile Delivery Service
by Baorui Li & Xincheng Ma & Brian Rongqing Han & Daizhong Tang & Lei Fu
- 2509.11538 The Falling Rate of Profit under Fixed Capital and Stable Labor Shares
by Jiyuan Lyu
- 2509.11528 Dynamic Factor Models with Forward-Looking Views
by Anas Abdelhakmi & Andrew E. B. Lim
- 2509.11501 The Price of Disaster: Estimating the Impact of Hurricane Harvey on the Texas Construction Labor Market
by Kartik Ganesh
- 2509.11420 Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning
by Yijia Xiao & Edward Sun & Tong Chen & Fang Wu & Di Luo & Wei Wang
- 2509.11389 Enhancing ML Models Interpretability for Credit Scoring
by Sagi Schwartz & Qinling Wang & Fang Fang
- 2509.11381 The Honest Truth About Causal Trees: Accuracy Limits for Heterogeneous Treatment Effect Estimation
by Matias D. Cattaneo & Jason M. Klusowski & Ruiqi Rae Yu
- 2509.11271 Out-of-sample gravity predictions and trade policy counterfactuals
by Nicolas Apfel & Holger Breinlich & Nick Green & Dennis Novy & J. M. C. Santos Silva & Tom Zylkin
- 2509.11089 What is in a Price? Estimating Willingness-to-Pay with Bayesian Hierarchical Models
by Srijesh Pillai & Rajesh Kumar Chandrawat
- 2509.11060 Large-Scale Curve Time Series with Common Stochastic Trends
by Degui Li & Yu-Ning Li & Peter C. B. Phillips
- 2509.10977 Statistical Model Checking of NetLogo Models
by Marco Pangallo & Daniele Giachini & Andrea Vandin
- 2509.10942 Matching to two sides
by Chao Huang
- 2509.10933 Bailouts and Redistribution
by Mikayel Sukiasyan
- 2509.10810 Attribution Locus and the Timeliness of Long-lived Asset Write-downs
by Yao-Lin Chang & Chun-Yang Lin & Chi-Chun Liu & Stephen G. Ryan
- 2509.10802 Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction
by Yi Lu & Aifan Ling & Chaoqun Wang & Yaxin Xu
- 2509.10795 The impact on health system expenditure in Australia and OECD countries from accelerated NCD mortality decline through prevention or treatment strategies to achieve Sustainable Development Goal Target 3.4
by Bibha Dhungel & Jingjing Yang & Tim Wilson & Samantha Grimshaw & Emily Bourke & Stephanie Khuu & Tony Blakely
- 2509.10788 Choquet rank-dependent utility with an exogenous unambiguous source
by Zachary Van Oosten & Ruodu Wang
- 2509.10586 Stabilising Lifetime PD Models under Forecast Uncertainty
by Vahab Rostampour
- 2509.10567 Choice Paralysis in Evolutionary Games
by Brendon G. Anderson
- 2509.10553 A Stochastic Model for Illiquid Stock Prices and its Conclusion about Correlation Measurement
by Erina Nanyonga & Juma Kasozi & Fred Mayambala & Hassan W. Kayondo & Matt Davison
- 2509.10548 The Economics and Game Theory of OSINT Frontline Photography: Risk, Attention, and the Collective Dilemma
by Jonathan Teagan
- 2509.10542 Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
by Arash Peik & Mohammad Ali Zare Chahooki & Amin Milani Fard & Mehdi Agha Sarram
- 2509.10483 Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
by Kuok Sin Un & Marcel Ausloos
- 2509.10465 Bilevel subsidy-enabled mobility hub network design with perturbed utility coalitional choice-based assignment
by Hai Yang & Joseph Y. J. Chow
- 2509.10461 Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization
by Hao Wang & Jingshu Peng & Yanyan Shen & Xujia Li & Quanqing Xu & Chuanhui Yang & Lei Chen
- 2509.10422 Targeted Advertising in Elections
by Maria Titova
- 2509.10376 Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective
by Luca Henrichs & Anton J. Heckens & Thomas Guhr
- 2509.10351 The Interplay between Utility and Risk in Portfolio Selection
by Leonardo Baggiani & Martin Herdegen & Nazem Khan
- 2509.10193 The temporary impact of permanent employment incentives: Evidence from Italy
by Michele Cantarella & Maria Cristina Maurizio & Francesco Serti
- 2509.10152 Evaluating the Economic Feasibility of Labor Replacement Through Robotics and Automation in Qatar
by Tariq Eldakruri & Edip Senyurek
- 2509.10109 The anatomy of Green AI technologies: structure, evolution, and impact
by Lorenzo Emer & Andrea Mina & Andrea Vandin
- 2509.10094 Competition and Incentives in a Shared Order Book
by Ren'e Aid & Philippe Bergault & Mathieu Rosenbaum
- 2509.10092 Price Formation in a Highly-Renewable, Sector-Coupled Energy System
by Julian Geis & Fabian Neumann & Michael Lindner & Philipp Hartel & Tom Brown
- 2509.09922 Robo-Advisors Beyond Automation: Principles and Roadmap for AI-Driven Financial Planning
by Runhuan Feng & Hong Li & Ming Liu
- 2509.09865 Linear fractional relative risk aversion
by Kristian Behrens & Yasusada Murata
- 2509.09656 Heterogeneous Agents in the Data Economy
by Yongheng Hu
- 2509.09621 Simple Communication
by Jacopo Bizzotto & Nathan Hancart
- 2509.09598 Ancestral origins of attention to environmental issues
by C'esar Barilla & Palaash Bhargava
- 2509.09585 Causal PDE-Control for Adaptive Portfolio Optimization under Partial Information
by Alejandro Rodriguez Dominguez
- 2509.09452 Optimal Investment and Consumption in a Stochastic Factor Model
by Florian Gutekunst & Martin Herdegen & David Hobson
- 2509.09415 Note on pre-taxation reported data by UK FTSE-listed companies. A search for Benford's laws compatibility
by Marcel Ausloos & Probowo Erawan Sastroredjo & Polina Khrennikova
- 2509.09384 Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios
by Anthoulla Phella & Vasco J. Gabriel & Luis F. Martins
- 2509.09223 Rethinking Cost-Sharing Policies: Enhancing Chronic Disease Management for Disadvantaged Populations
by Jia Dan & Xu Pai
- 2509.09170 The value of conceptual knowledge
by Benjamin Davies & Anirudh Sankar
- 2509.09105 Long memory score-driven models as approximations for rough Ornstein-Uhlenbeck processes
by Yinhao Wu & Ping He
- 2509.09099 Persuasion Gains and Losses from Peer Communication
by Toygar T. Kerman & Anastas P. Tenev & Konstantin Zabarnyi
- 2509.09095 Digital Transformation and Corporate Financial Asset Allocation: Evidence from China
by Yundan Guo & Han Liang & Li Shen
- 2509.08981 Specialization, Complexity & Resilience in Supply Chains
by Alessandro Ferrari & Lorenzo Pesaresi
- 2509.08851 Belief Diversity and Cooperation
by Georgy Lukyanov & David Li
- 2509.08850 Public Communication with Externalities
by Georgy Lukyanov & Konstantin Shamruk & Tong Su & Ahmed Wakrim
- 2509.08849 Collateral and Reputation in a Model of Strategic Defaults
by Georgy Lukyanov
- 2509.08834 An Interval Type-2 Version of Bayes Theorem Derived from Interval Probability Range Estimates Provided by Subject Matter Experts
by John T. Rickard & William A. Dembski & James Rickards
- 2509.08832 Optimal Risk Sharing Without Preference Convexity: An Aggregate Convexity Approach
by Vasily Melnikov
- 2509.08742 FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
by Yanlong Wang & Jian Xu & Fei Ma & Hongkang Zhang & Hang Yu & Tiantian Gao & Yu Wang & Haochen You & Shao-Lun Huang & Danny Dongning Sun & Xiao-Ping Zhang
- 2509.08732 Incentives for Digital Twins: Task-Based Productivity Enhancements with Generative AI
by Catherine Wu & Arun Sundararajan
- 2509.08591 Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change
by Kyungsik Nam & Won-Ki Seo
- 2509.08472 On the Identification of Diagnostic Expectations: Econometric Insights from DSGE Models
by Jinting Guo
- 2509.08467 An Interpretable Deep Learning Model for General Insurance Pricing
by Patrick J. Laub & Tu Pho & Bernard Wong
- 2509.08450 Environmental Performance, Financial Constraint and Tax Avoidance Practices: Insights from FTSE All-Share Companies
by Probowo Erawan Sastroredjo & Marcel Ausloos & Polina Khrennikova
- 2509.08373 Posterior inference of attitude-behaviour relationships using latent class choice models
by Akshay Vij & Stephane Hess
- 2509.08279 Decarbonizing Basic Chemicals Production in North America, Europe, Middle East, and China: a Scenario Modeling Study
by Tubagus Aryandi Gunawan & Hongxi Luo & Chris Greig & Eric D. Larson
- 2509.08249 Electoral Competition with Credible Promises and Strategic Voters
by Shiladitya Kumar
- 2509.08183 Chaotic Bayesian Inference: Strange Attractors as Risk Models for Black Swan Events
by Crystal Rust
- 2509.08166 A Linear Pricing Mechanism for Load Management in Day-Ahead Retail Energy Markets
by Phillippe K. Phanivong & Duncan S. Callaway
- 2509.08163 Machine Learning with Multitype Protected Attributes: Intersectional Fairness through Regularisation
by Ho Ming Lee & Katrien Antonio & Benjamin Avanzi & Lorenzo Marchi & Rui Zhou
- 2509.08145 Estimating Peer Effects Using Partial Network Data
by Vincent Boucher & Aristide Houndetoungan
- 2509.08107 Epsilon-Minimax Solutions of Statistical Decision Problems
by Andr'es Aradillas Fern'andez & Jos'e Blanchet & Jos'e Luis Montiel Olea & Chen Qiu & Jorg Stoye & Lezhi Tan
- 2509.08096 Joint calibration of the volatility surface and variance term structure
by Jiwook Yoo
- 2509.07987 Automated Trading System for Straddle-Option Based on Deep Q-Learning
by Yiran Wan & Xinyu Ying & Shengzhen Xu
- 2509.07874 Forecasting dementia incidence
by J'er^ome R. Simons & Yuntao Chen & Eric Brunner & Eric French
- 2509.07793 Individual utilities of life satisfaction reveal inequality aversion unrelated to political alignment
by Crispin Cooper & Ana Fredrich & Tommaso Reggiani & Wouter Poortinga
- 2509.07718 Hedging Options on Asset Portfolios against Just One Underlying Asset in the Presence of Transaction Costs
by Erina Nanyonga & Matt Davison
- 2509.07343 Estimating Social Network Models with Link Misclassification
by Arthur Lewbel & Xi Qu & Xun Tang
- 2509.07203 Extended Version: Characterizing Distributed Photovoltaic Panel Investment Equilibria
by Mehdi Davoudi & Junjie Qin & Xiaojun Lin
- 2509.07145 Efficient Defection: Overage-Proportional Rationing Attains the Cooperative Frontier
by Florian Lengyel
- 2509.06867 Are international happiness rankings reliable?
by Christopher P Barrington-Leigh
- 2509.06851 Optimal Policy Learning for Multi-Action Treatment with Risk Preference using Stata
by Giovanni Cerulli
- 2509.06702 Nested Optimal Transport Distances
by Ruben Bontorno & Songyan Hou
- 2509.06697 Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties
by Tanujit Chakraborty & Donia Besher & Madhurima Panja & Shovon Sengupta
- 2509.06510 Optimal Exit Time for Liquidity Providers in Automated Market Makers
by Philippe Bergault & S'ebastien Bieber & Leandro S'anchez-Betancourt
- 2509.06468 The use of financial and sustainability ratios to map a sector. An approach using compositional data
by Elena Rond'os-Casas & Germ`a Coenders & Miquel Carreras-Sim'o & N'uria Arimany-Serrat
- 2509.06295 Largevars: An R Package for Testing Large VARs for the Presence of Cointegration
by Anna Bykhovskaya & Vadim Gorin & Eszter Kiss
- 2509.06267 Contracting against Non-contractible Outsider
by Hongcheng Li
- 2509.06144 The Probability of Food Security: A new longitudinal data set using the Panel Study of Income Dynamics
by Seungmin Lee & John Hoddinott & Christopher B. Barrett & Matthew P. Rabbitt
- 2509.06076 DETERring more than Deforestation: Environmental Enforcement Reduces Violence in the Amazon
by Rafael Araujo & Vitor Possebom & Gabriela Setti
- 2509.06069 From Digital Distrust to Codified Honesty: Experimental Evidence on Generative AI in Credence Goods Markets
by Alexander Erlei
- 2509.05922 Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
by Peilin Rao & Randall R. Rojas
- 2509.05911 Deep Learning Option Pricing with Market Implied Volatility Surfaces
by Lijie Ding & Egang Lu & Kin Cheung
- 2509.05841 Generative AI on Wall Street -- Opportunities and Risk Controls
by Jackie Shen
- 2509.05828 Bargaining with Absentmindedness
by Cole Wittbrodt
- 2509.05823 Polynomial Log-Marginals and Tweedie's Formula : When Is Bayes Possible?
by Jyotishka Datta & Nicholas G. Polson
- 2509.05820 Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters
by Jayanth Athipatla
- 2509.05760 Rethinking Beta: A Causal Take on CAPM
by Naftali Cohen
- 2509.05676 Design and hedging of unit linked life insurance with environmental factors
by Katia Colaneri & Alessandra Cretarola & Edoardo Lombardo & Daniele Mancinelli
- 2509.05529 Utilitarian or Quantile-Welfare Evaluation of Health Policy?
by Charles F. Manski & John Mullahy
- 2509.05520 Bayesian Inference for Confounding Variables and Limited Information
by Ellis Scharfenaker & Duncan K. Foley
- 2509.05386 A note on the mechanism of substitution of labour with capital in the production processes
by Vladimir Pokrovskii
- 2509.05357 Critical Iridium Demands arising from future Expansion of Proton Exchange Membrane Electrolysis
by Bernhard Wortmann & Detlef Stolten & Heidi Heinrichs
- 2509.05354 Characterizing Optimality in Dynamic Settings: A Monotonicity-based Approach
by Zhuokai Huang & Demian Pouzo & Andr'es Rodr'iguez-Clare
- 2509.05284 Causal mechanism and mediation analysis for macroeconomics dynamics: a bridge of Granger and Sims causality
by Jean-Marie Dufour & Endong Wang
- 2509.05177 Treatment Effects of Multi-Valued Treatments in Hyper-Rectangle Model
by Xunkang Tian
- 2509.05107 Painting the market: generative diffusion models for financial limit order book simulation and forecasting
by Alfred Backhouse & Kang Li & Jakob Foerster & Anisoara Calinescu & Stefan Zohren
- 2509.05080 MM-DREX: Multimodal-Driven Dynamic Routing of LLM Experts for Financial Trading
by Yang Chen & Yueheng Jiang & Zhaozhao Ma & Yuchen Cao & Jacky Keung & Kun Kuang & Leilei Gan & Yiquan Wu & Fei Wu
- 2509.05076 Randomization and ambiguity perception
by Yutaro Akita & Kensei Nakamura
- 2509.05065 The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator
by Guillaume Maitrier & Gr'egoire Loeper & Jean-Philippe Bouchaud
- 2509.05013 Dynamics of Liquidity Surfaces in Uniswap v3
by Jimmy Risk & Shen-Ning Tung & Tai-Ho Wang
- 2509.04987 Optimal Estimation for General Gaussian Processes
by Tetsuya Takabatake & Jun Yu & Chen Zhang
- 2509.04928 A Bayesian Gaussian Process Dynamic Factor Model
by Tony Chernis & Niko Hauzenberger & Haroon Mumtaz & Michael Pfarrhofer
- 2509.04874 Robust Voting Rules on the Interval Domain
by Patrick Lederer
- 2509.04855 The Paradox of Doom: Acknowledging Extinction Risk Reduces the Incentive to Prevent It
by Jakub Growiec & Klaus Prettner
- 2509.04812 Deep Learning for Conditional Asset Pricing Models
by Hongyi Liu
- 2509.04780 Sustainability Risks under Lotka-Volterra Dynamics
by Yiren Wang & Tianhao Zhi
- 2509.04750 The Welfare Effects of Policy Signalling in a Regime Change Game
by Georgy Lukyanov
- 2509.04749 Public Communication in Regime Change games
by Georgy Lukyanov & Anastasia Makhmudova
- 2509.04748 Honesty, Stigma, and Cooperation in an Overlapping-Generations Game
by David Li & Georgy Lukyanov
- 2509.04541 Finance-Grounded Optimization For Algorithmic Trading
by Kasymkhan Khubiev & Mikhail Semenov & Irina Podlipnova & Dinara Khubieva
- 2509.04532 Ideology, institutions, and economic growth: panel evidence 1995 2022
by Eduardo Koffmann Jopia & Patricia Galilea Aranda
- 2509.04529 Analysis and Study of Smart Growth
by Rongyan Chen & Ci Chen & Ziyang Yan
- 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 Concentration Inequalities for Sub-Weibull Random Tensors
by Yunfan Zhao
- 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
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