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Content
2024
- 2410.23785 Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE
by Facundo Arga~naraz & Juan Carlos Escanciano - 2410.23705 Job Loss and Political Entry
by Laura Barros & Aiko Schmei{ss}er - 2410.23587 Moments by Integrating the Moment-Generating Function
by Peter Reinhard Hansen & Chen Tong - 2410.23536 On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio
by Chung-Han Hsieh & Xiao-Rou Yu - 2410.23525 On the consistency of bootstrap for matching estimators
by Ziming Lin & Fang Han - 2410.23447 Continuous Risk Factor Models: Analyzing Asset Correlations through Energy Distance
by Marcus Gawronsky & Chun-Sung Huang - 2410.23404 Rebalancing-versus-Rebalancing: Improving the fidelity of Loss-versus-Rebalancing
by Matthew Willetts & Christian Harrington - 2410.23322 From Average Effects to Targeted Assignment: A Causal Machine Learning Analysis of Swiss Active Labor Market Policies
by Federica Mascolo & Nora Bearth & Fabian Muny & Michael Lechner & Jana Mareckova - 2410.23297 Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction
by Hugo Inzirillo - 2410.23296 Generalized Distribution Prediction for Asset Returns
by 'Isak P'etursson & Mar'ia 'Oskarsd'ottir - 2410.23294 Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic
by Vito Alessandro Monaco & Antonio Riva & Luca Sabbioni & Lorenzo Bisi & Edoardo Vittori & Marco Pinciroli & Michele Trapletti & Marcello Restelli - 2410.23275 Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks
by Matteo Citterio & Marco D'Errico & Gabriele Visentin - 2410.23259 Strategic communication of narratives
by Gerrit Bauch & Manuel Foerster - 2410.23002 Emerging countries' counter-currency cycles in the face of crises and dominant currencies
by Hugo Spring-Ragain - 2410.22706 Graph Signal Processing for Global Stock Market Realized Volatility Forecasting
by Zhengyang Chi & Junbin Gao & Chao Wang - 2410.22616 Price Regulation, Technology and Provider Redistribution: Insights from Parity Laws
by Piyush Akimitsu - 2410.22574 Inference in Partially Linear Models under Dependent Data with Deep Neural Networks
by Chad Brown - 2410.22568 Fast Deep Hedging with Second-Order Optimization
by Konrad Mueller & Amira Akkari & Lukas Gonon & Ben Wood - 2410.22519 Evaluating utility in synthetic banking microdata applications
by Hugo E. Caceres & Ben Moews - 2410.22498 The VIX as Stochastic Volatility for Corporate Bonds
by Jihyun Park & Andrey Sarantsev - 2410.22471 Log Heston Model for Monthly Average VIX
by Jihyun Park & Andrey Sarantsev - 2410.22443 Bitcoin and Shadow Exchange Rates
by Yanan Niu & Ilja Kantorovitch - 2410.22382 Debiasing Alternative Data for Credit Underwriting Using Causal Inference
by Chris Lam - 2410.22369 Inequality in a model of capitalist economy
by Jhordan Silveira Borba & Sebastian Gonc{c}alves & Celia Anteneodo - 2410.22346 Representation Learning for Regime detection in Block Hierarchical Financial Markets
by Alexa Orton & Tim Gebbie - 2410.22165 EconoJax: A Fast & Scalable Economic Simulation in Jax
by Koen Ponse & Aske Plaat & Niki van Stein & Thomas M. Moerland - 2410.22144 The equilibrium properties of obvious strategy profiles in games with many players
by Enxian Chen Bin Wu Hanping Xu - 2410.22001 Markov Stochastic Choice
by Kremena Valkanova - 2410.21988 American Views About Election Fraud in 2024
by Mitchell Linegar & R. Michael Alvarez - 2410.21928 Differentiable Inductive Logic Programming for Fraud Detection
by Boris Wolfson & Erman Acar - 2410.21858 Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
by Damir Filipovic & Paul Schneider - 2410.21771 Why is it so hard to find a job now? Enter Ghost Jobs
by Hunter Ng - 2410.21694 Weighted Garbling
by Daehyun Kim & Ichiro Obara - 2410.21649 Applications of the Second-Order Esscher Pricing in Risk Management
by Tahir Choulli & Ella Elazkany & Mich`ele Vanmaele - 2410.21516 Forecasting Political Stability in GCC Countries
by Mahdi Goldani - 2410.21511 Safety and Security Dynamics in Gulf Cooperation Council (GCC) Countries: A Machine Learning Approach to Forecasting Security Trends
by Mahdi Goldani - 2410.21505 Economic Diversification and Social Progress in the GCC Countries: A Study on the Transition from Oil-Dependency to Knowledge-Based Economies
by Mahdi Goldani & Soraya Asadi Tirvan - 2410.21359 Can Machines Think Like Humans? A Behavioral Evaluation of LLM-Agents in Dictator Games
by Ji Ma - 2410.21291 Achilles, Neural Network to Predict the Gold Vs US Dollar Integration with Trading Bot for Automatic Trading
by Angel Varela - 2410.21280 TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions
by Alicia Vidler & Toby Walsh - 2410.21198 On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model
by Laura Gardini & Davide Radi & Noemi Schmitt & Iryna Sushko & Frank Westerhoff - 2410.21110 Modeling and Replication of the Prepayment Option of Mortgages including Behavioral Uncertainty
by Leonardo Perotti & Lech A. Grzelak & Cornelis W. Oosterlee - 2410.21109 Dual-Agent Deep Reinforcement Learning for Dynamic Pricing and Replenishment
by Yi Zheng & Zehao Li & Peng Jiang & Yijie Peng - 2410.21105 Difference-in-Differences with Time-varying Continuous Treatments using Double/Debiased Machine Learning
by Michel F. C. Haddad & Martin Huber & Lucas Z. Zhang - 2410.21019 Economic Integration of Africa in the 21st Century: Complex Network and Panel Regression Analysis
by Tekilu Tadesse Choramo & Jemal Abafita & Yerali Gandica & Luis E C Rocha - 2410.20982 Motivated Reasoning and the Political Economy of Climate Change Inaction
by Philipp Denter - 2410.20970 Knowledge and Freedom: Evidence on the Relationship Between Information and Paternalism
by Max R. P. Grossmann - 2410.20915 On Spatio-Temporal Stochastic Frontier Models
by Elisa Fusco & Giuseppe Arbia & Francesco Vidoli & Vincenzo Nardelli - 2410.20885 A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM)
by Philipp Gersing - 2410.20861 Beyond Baby Blues: The Child Penalty in Mental Health in Switzerland
by Nora Bearth - 2410.20860 Robust Network Targeting with Multiple Nash Equilibria
by Guanyi Wang - 2410.20679 MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU
by Peng Zhu & Yuante Li & Yifan Hu & Sheng Xiang & Qinyuan Liu & Dawei Cheng & Yuqi Liang - 2410.20628 International vulnerability of inflation
by Ignacio Garr'on & C. Vladimir Rodr'iguez-Caballero & Esther Ruiz - 2410.20597 Extracting Alpha from Financial Analyst Networks
by Dragos Gorduza & Yaxuan Kong & Xiaowen Dong & Stefan Zohren - 2410.20497 Tests of thermal macroeconomic theory on simulated micro-economies
by Yihang Luo & R. S. MacKay & Nick Chater - 2410.20476 Voting with Random Proposers: Two Rounds Suffice
by Hans Gersbach & Kremena Valkanova - 2410.20379 The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress
by Davide Radi & Frank Westerhoff - 2410.20363 Democratising Agricultural Commodity Price Forecasting: The AGRICAF Approach
by Rotem Zelingher - 2410.20229 Modelling of Economic Implications of Bias in AI-Powered Health Emergency Response Systems
by Katsiaryna Bahamazava - 2410.20214 Strategic Control of Facial Expressions by the Fed Chair
by Hunter Ng - 2410.20128 Optimal life insurance and annuity decision under money illusion
by Wenyuan Li & Pengyu Wei - 2410.20060 Constrained portfolio optimization in a life-cycle model
by Wenyuan Li & Pengyu Wei - 2410.20029 Jacobian-free Efficient Pseudo-Likelihood (EPL) Algorithm
by Takeshi Fukasawa - 2410.19947 Testing the effects of an unobservable factor: Do marriage prospects affect college major choice?
by Hayri Alper Arslan & Brantly Callaway & Tong Li - 2410.19915 AI-Driven Scenarios for Urban Mobility: Quantifying the Role of ODE Models and Scenario Planning in Reducing Traffic Congestion
by Katsiaryna Bahamazava - 2410.19890 New evaluation tool for predicting disability pension risk among Finnish public sector employees
by Petra Sohlman & Risto Louhi & Janne Salonen - 2410.19835 Multidimensional Knowledge Graph Embeddings for International Trade Flow Analysis
by Durgesh Nandini & Simon Bloethner & Mirco Schoenfeld & Mario Larch - 2410.19806 Learning to Adopt Generative AI
by Lijia Ma & Xingchen Xu & Yumei He & Yong Tan - 2410.19751 Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data
by Aubain Nzokem & Daniel Maposa - 2410.19741 Tourism destination events classifier based on artificial intelligence techniques
by Miguel Camacho-Ruiz & Ram'on Alberto Carrasco & Gema Fern'andez-Avil'es & Antonio LaTorre - 2410.19599 Take Caution in Using LLMs as Human Surrogates: Scylla Ex Machina
by Yuan Gao & Dokyun Lee & Gordon Burtch & Sina Fazelpour - 2410.19557 Information Sharing with Social Image Concerns and the Spread of Fake News
by Dana Sisak & Philipp Denter - 2410.19469 Unified Causality Analysis Based on the Degrees of Freedom
by Andr'as Telcs & Marcell T. Kurbucz & Antal Jakov'ac - 2410.19412 Robust Time Series Causal Discovery for Agent-Based Model Validation
by Gene Yu & Ce Guo & Wayne Luk - 2410.19333 Most Swiss-system tournaments are unfair: Evidence from chess
by L'aszl'o Csat'o - 2410.19304 The Impact of Industry Agglomeration on Land Use Efficiency: Insights from China's Yangtze River Delta
by Hambur Wang - 2410.19291 A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images
by Zhiyuan Pei & Jianqi Yan & Jin Yan & Bailing Yang & Ziyuan Li & Lin Zhang & Xin Liu & Yang Zhang - 2410.19212 Inference on Multiple Winners with Applications to Microcredit and Economic Mobility
by Andreas Petrou-Zeniou & Azeem M. Shaikh - 2410.19202 Towards Generalizable AI-Assisted Misinformation Inoculation: Protecting Confidence Against False Election Narratives
by Mitchell Linegar & Betsy Sinclair & Sander van der Linden & R. Michael Alvarez - 2410.19107 What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol
by Brian Z. Zhu & Dingyue Liu & Xin Wan & Gordon Liao & Ciamac C. Moallemi & Brad Bachu - 2410.19060 Heterogeneous Intertemporal Treatment Effects via Dynamic Panel Data Models
by Philip Marx & Elie Tamer & Xun Tang - 2410.19030 Loss Aversion and State-Dependent Linear Utility Functions for Monetary Returns
by Somdeb Lahiri - 2410.19011 Local hedging approximately solves Pandora's box problems with nonobligatory inspection
by Ziv Scully & Laura Doval - 2410.19006 Performance Rating Equilibrium
by Mehmet S. Ismail - 2410.19002 Stochastic cooperative games of risk averse players and application to multiple newsvendors problem
by David Ryz'ak & Martin v{C}ern'y - 2410.18988 Generating long-horizon stock "buy" signals with a neural language model
by Joel R. Bock - 2410.18897 Generation of synthetic financial time series by diffusion models
by Tomonori Takahashi & Takayuki Mizuno - 2410.18869 On the mean-field limit of diffusive games through the master equation: extreme value analysis
by Erhan Bayraktar & Nikolaos Kolliopoulos - 2410.18751 Double Auctions: Formalization and Automated Checkers
by Mohit Garg & N. Raja & Suneel Sarswat & Abhishek Kr Singh - 2410.18432 Dynamic Investment-Driven Insurance Pricing and Optimal Regulation
by Bingzheng Chen & Zongxia Liang & Shunzhi Pang - 2410.18381 Inference on High Dimensional Selective Labeling Models
by Shakeeb Khan & Elie Tamer & Qingsong Yao - 2410.18272 Partially Identified Rankings from Pairwise Interactions
by Federico Crippa & Danil Fedchenko - 2410.18261 Detecting Spatial Outliers: the Role of the Local Influence Function
by Giuseppe Arbia & Vincenzo Nardelli - 2410.18240 Periodic portfolio selection with quasi-hyperbolic discounting
by Yushi Hamaguchi & Alex S. L. Tse - 2410.18159 On the Existence of One-Sided Representations for the Generalised Dynamic Factor Model
by Philipp Gersing - 2410.18145 A minimal model of money creation under regulatory constraints
by Victor Le Coz & Michael Benzaquen & Damien Challet - 2410.18098 A Case Study of Next Portfolio Prediction for Mutual Funds
by Guilherme Thomaz & Denis Maua - 2410.17962 On Regularity and Normalization in Sequential Screening
by Ian Ball & Teemu Pekkarinen - 2410.17673 Strategic Irreversible Investment
by Jan-Henrik Steg - 2410.17587 Predicting Company Growth by Econophysics informed Machine Learning
by Ruyi Tao & Kaiwei Liu & Xu Jing & Jiang Zhang - 2410.17507 Detecting fake review buyers using network structure: Direct evidence from Amazon
by Sherry He & Brett Hollenbeck & Gijs Overgoor & Davide Proserpio & Ali Tosyali - 2410.17503 Commitment and Randomization in Communication
by Emir Kamenica & Xiao Lin - 2410.17466 Evolution of Societies via Reinforcement Learning
by Yann Bouteiller & Karthik Soma & Giovanni Beltrame - 2410.17444 Gains-from-Trade in Bilateral Trade with a Broker
by Ilya Hajiaghayi & MohammadTaghi Hajiaghayi & Gary Peng & Suho Shin - 2410.17425 Note on Bubbles Attached to Real Assets
by Tomohiro Hirano & Alexis Akira Toda - 2410.17391 Marine Microplastics and Infant Health
by Xinming Du & Shan Zhang & Eric Zou - 2410.17366 Kendall Correlation Coefficients for Portfolio Optimization
by Tomas Espana & Victor Le Coz & Matteo Smerlak - 2410.17282 Drivers of Electric Vehicle Adoption in Nigeria: An Extended UTAUT Framework Approach
by Qasim Ajao & Lanre Sadeeq & Oluwatobi Oluwaponmile Sodiq - 2410.17266 Temporal Relational Reasoning of Large Language Models for Detecting Stock Portfolio Crashes
by Kelvin J. L. Koa & Yunshan Ma & Ritchie Ng & Huanhuan Zheng & Tat-Seng Chua - 2410.17212 Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading
by Zimeng Lyu & Amulya Saxena & Rohaan Nadeem & Hao Zhang & Travis Desell - 2410.17154 Estimating Spillovers from Sampled Connections
by Kieran Marray - 2410.17153 A Bayesian Perspective on the Maximum Score Problem
by Christopher D. Walker - 2410.17105 General Seemingly Unrelated Local Projections
by Florian Huber & Christian Matthes & Michael Pfarrhofer - 2410.17086 Exploration and Persuasion
by Aleksandrs Slivkins - 2410.17011 Nonparametric Estimation of Matching Efficiency and Elasticity on a Private On-the-Job Search Platform: Evidence from Japan, 2014-2024
by Suguru Otani - 2410.16998 Identifying Conduct Parameters with Separable Demand: A Counterexample to Lau (1982)
by Yuri Matsumura & Suguru Otani - 2410.16858 Dynamic graph neural networks for enhanced volatility prediction in financial markets
by Pulikandala Nithish Kumar & Nneka Umeorah & Alex Alochukwu - 2410.16745 Characterizing the top trading cycles rule for housing markets with lexicographic preferences
by Bettina Klaus - 2410.16611 Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint
by Lijun Bo & Yijie Huang & Kaixin Yan & Xiang Yu - 2410.16563 Inferring Option Movements Through Residual Transactions: A Quantitative Model
by Carl von Havighorst & Vincil Bishop III - 2410.16526 A Dynamic Spatiotemporal and Network ARCH Model with Common Factors
by Osman Dou{g}an & Raffaele Mattera & Philipp Otto & Suleyman Tac{s}p{i}nar - 2410.16333 Conformal Predictive Portfolio Selection
by Masahiro Kato - 2410.16307 Functional Clustering of Discount Functions for Behavioral Investor Profiling
by Annamaria Porreca & Viviana Ventre & Roberta Martino & Salvador Cruz Rambaud & Fabrizio Maturo - 2410.16299 Financial Performance and Economic Implications of COFCO's Strategic Acquisition of Mengniu
by Jessica Ji & David Yu - 2410.16214 Asymmetries in Financial Spillovers
by Florian Huber & Karin Klieber & Massimiliano Marcellino & Luca Onorante & Michael Pfarrhofer - 2410.16203 Feedback strategies in the market with uncertainties
by Mustapha Nyenye Issah - 2410.16112 Dynamic Biases of Static Panel Data Estimators
by Sylvia Klosin - 2410.16021 Stylized facts in money markets: an empirical analysis of the eurozone data
by Victor Le Coz & Nolwenn Allaire & Michael Benzaquen & Damien Challet - 2410.16017 Semiparametric Bayesian Inference for a Conditional Moment Equality Model
by Christopher D. Walker - 2410.16010 Time evaluation of portfolio for asymmetrically informed traders
by Bernardo D'Auria & Carlos Escudero - 2410.15938 Quantifying world geography as seen through the lens of Soviet propaganda
by M. V. Tamm & M. Oiva & K. D. Mukhina & M. Mets & M. Schich - 2410.15861 Analysis of short-run and long-run marginal costs of generation in the power market
by Shamim Homaei & Simon Roussanaly & Asgeir Tomasgard - 2410.15824 Long time behavior of semi-Markov modulated perpetuity and some related processes
by Abhishek Pal Majumder - 2410.15818 Three connected problems: principal with multiple agents in cooperation, Principal--Agent with Mckean--Vlasov dynamics and multitask Principal--Agent
by Mao Fabrice Djete - 2410.15734 A Kernelization-Based Approach to Nonparametric Binary Choice Models
by Guo Yan - 2410.15726 Reducing annotator bias by belief elicitation
by Terne Sasha Thorn Jakobsen & Andreas Bjerre-Nielsen & Robert Bohm - 2410.15634 Distributionally Robust Instrumental Variables Estimation
by Zhaonan Qu & Yongchan Kwon - 2410.15439 The Economic Consequences of Being Widowed by War: A Life-Cycle Perspective
by Sebastian T. Braun & Jan Stuhler - 2410.15286 LTPNet Integration of Deep Learning and Environmental Decision Support Systems for Renewable Energy Demand Forecasting
by Te Li & Mengze Zhang & Yan Zhou - 2410.15238 Economic Anthropology in the Era of Generative Artificial Intelligence
by Zachary Sheldon & Peeyush Kumar - 2410.15195 Risk Premia in the Bitcoin Market
by Caio Almeida & Maria Grith & Ratmir Miftachov & Zijin Wang - 2410.15097 Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach
by Hongqi Chen & Ji Hyung Lee - 2410.15090 Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars
by Tomasz Wo'zniak - 2410.14985 Stochastic Loss Reserving: Dependence and Estimation
by Andrew Fleck & Edward Furman & Yang Shen - 2410.14984 Risk Aggregation and Allocation in the Presence of Systematic Risk via Stable Laws
by Andrew Fleck & Edward Furman & Yang Shen - 2410.14927 Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution
by Zijie Zhao & Roy E. Welsch - 2410.14904 Switchback Price Experiments with Forward-Looking Demand
by Yifan Wu & Ramesh Johari & Vasilis Syrgkanis & Gabriel Y. Weintraub - 2410.14871 Learning the Effect of Persuasion via Difference-In-Differences
by Sung Jae Jun & Sokbae Lee - 2410.14841 Dynamic Factor Allocation Leveraging Regime-Switching Signals
by Yizhan Shu & John M. Mulvey - 2410.14839 Multi-Task Dynamic Pricing in Credit Market with Contextual Information
by Adel Javanmard & Jingwei Ji & Renyuan Xu - 2410.14788 Simultaneously Solving FBSDEs and their Associated Semilinear Elliptic PDEs with Small Neural Operators
by Takashi Furuya & Anastasis Kratsios - 2410.14587 Neuro-Symbolic Traders: Assessing the Wisdom of AI Crowds in Markets
by Namid R. Stillman & Rory Baggott - 2410.14585 A GARCH model with two volatility components and two driving factors
by Luca Vincenzo Ballestra & Enzo D'Innocenzo & Christian Tezza - 2410.14513 GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance
by Luca Vincenzo Ballestra & Enzo D'Innocenzo & Christian Tezza - 2410.14504 Reinforcement Learning in Non-Markov Market-Making
by Luca Lalor & Anatoliy Swishchuk - 2410.14362 Peace in the Face of Uncertainty: Resource Allocation with Stochastic Armaments
by Sarah Taylor - 2410.14317 Identification of a Rank-dependent Peer Effect Model
by Eyo I. Herstad & Myungkou Shin - 2410.14173 Decentralized Finance (Literacy) today and in 2034: Initial Insights from Singapore and beyond
by Daniel Liebau - 2410.14059 UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models
by Yuzhe Yang & Yifei Zhang & Yan Hu & Yilin Guo & Ruoli Gan & Yueru He & Mingcong Lei & Xiao Zhang & Haining Wang & Qianqian Xie & Jimin Huang & Honghai Yu & Benyou Wang - 2410.14004 Modeling the transition from pay-as-you-go to a fully funded pension system in Russia
by Kirill Moiseev - 2410.13978 Incentivizing Information Acquisition
by Fan Wu - 2410.13960 Approximating Auction Equilibria with Reinforcement Learning
by Pranjal Rawat - 2410.13878 Corporate Non-Disclosure Disputes: equilibrium settlement where increasing legal liability encourages voluntary disclosures
by Miles B. Gietzmann & Adam J. Ostaszewski - 2410.13658 The Subtlety of Optimal Paternalism in a Population with Bounded Rationality
by Charles F. Manski & Eytan Sheshinski - 2410.13583 Competitive equilibria in trading
by Neil A. Chriss - 2410.13330 Assessing the techno-economic benefits of LEMs for different grid topologies and prosumer shares
by Markus Doepfert & Soner Candas & Hermann Kraus & Peter Tzscheutschler & Thomas Hamacher - 2410.13265 Concentrated Superelliptical Market Maker
by Vasily Tolstikov - 2410.13103 Delegated portfolio management with random default
by Alberto Gennaro & Thibaut Mastrolia - 2410.13100 Impact of social factors on loan delinquency in microfinance
by Cedric H. A. Koffi & Viani Biatat Djeundje & Olivier Menoukeu Pamen - 2410.12884 Analyzing Incentives and Fairness in Ordered Weighted Average for Facility Location Games
by Kento Yoshida & Kei Kimura & Taiki Todo & Makoto Yokoo - 2410.12825 TIMeSynC: Temporal Intent Modelling with Synchronized Context Encodings for Financial Service Applications
by Dwipam Katariya & Juan Manuel Origgi & Yage Wang & Thomas Caputo - 2410.12824 Optimization of Actuarial Neural Networks with Response Surface Methodology
by Belguutei Ariuntugs & Kehelwala Dewage Gayan Madurang - 2410.12807 A Hierarchical conv-LSTM and LLM Integrated Model for Holistic Stock Forecasting
by Arya Chakraborty & Auhona Basu - 2410.12801 Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic
by Ariston Karagiorgis & Antonis Ballis & Konstantinos Drakos & Christos Kallandranis - 2410.12731 Counterfactual Analysis in Empirical Games
by Brendan Kline & Elie Tamer - 2410.12723 Federated Learning and Free-riding in a Competitive Market
by Jiajun Meng & Jing Chen & Dongfang Zhao & Lin Liu - 2410.12709 A Simple Interactive Fixed Effects Estimator for Short Panels
by Robert F. Phillips & Benjamin D. Williams - 2410.12566 The Pond Dilemma with Heterogeneous Relative Concerns
by Pawe{l} Gola - 2410.12495 Price impact and long-term profitability of energy storage
by Roxana Dumitrescu & Redouane Silvente & Peter Tankov - 2410.12356 Designing Scientific Grants
by Christoph Carnehl & Marco Ottaviani & Justus Preusser - 2410.12306 Time-Varyingness in Auction Breaks Revenue Equivalence
by Yuma Fujimoto & Kaito Ariu & Kenshi Abe - 2410.12098 Testing Identifying Assumptions in Parametric Separable Models: A Conditional Moment Inequality Approach
by Leonard Goff & D'esir'e K'edagni & Huan Wu - 2410.12024 Labor Market Policies in High- and Low-Interest Rate Environments: Evidence from the Euro Area
by Povilas Lastauskas & Julius Stak.enas - 2410.11997 Quantum Computing for Multi Period Asset Allocation
by Queenie Sun & Nicholas Grablevsky & Huaizhang Deng & Pooya Azadi - 2410.11849 On the valuation of life insurance policies for dependent coupled lives
by Kira Henshaw & Cedric H. A. Koffi & Olivier Menoukeu Pamen & Raghid Zeineddine - 2410.11846 Sensitivity Analysis of Ruin of an Insurance Company in Ghana
by Daniel Tawiah Pabifio - 2410.11789 Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach
by Emmanuel Gnabeyeu & Omar Karkar & Imad Idboufous - 2410.11773 Time-Series Foundation AI Model for Value-at-Risk Forecasting
by Anubha Goel & Puneet Pasricha & Juho Kanniainen - 2410.11738 The Simplicity of Optimal Dynamic Mechanisms
by Jose Correa & Andres Cristi & Laura Vargas Koch - 2410.11532 A Firm Link: Overall, Between- and Within-Firm Inequality Through the Lens of a Sorting Model
by Pawe{l} Gola & Yuejun Zhao - 2410.11408 Aggregation Trees
by Riccardo Di Francesco - 2410.11398 Capturing Perception to Poverty using Conjoint Analysis & Partial Profile Choice Experiment
by Anushka De & Diganta Mukherjee - 2410.11263 Closed-form estimation and inference for panels with attrition and refreshment samples
by Grigory Franguridi & Lidia Kosenkova - 2410.11113 Statistical Properties of Deep Neural Networks with Dependent Data
by Chad Brown - 2410.11070 Aproximaci\'on pr\'actica a los m\'etodos de selecci\'on de portafolios de inversi\'on
by Carlos Minutti-Martinez - 2410.10767 A Generalization of von Neumann's Reduction from the Assignment Problem to Zero-Sum Games
by Ilan Adler & Martin Bullinger & Vijay V. Vazirani - 2410.10749 Testing the order of fractional integration in the presence of smooth trends, with an application to UK Great Ratios
by Mustafa R. K{i}l{i}nc{c} & Michael Massmann & Maximilian Ambros - 2410.10665 Double Jeopardy and Climate Impact in the Use of Large Language Models: Socio-economic Disparities and Reduced Utility for Non-English Speakers
by Aivin V. Solatorio & Gabriel Stefanini Vicente & Holly Krambeck & Olivier Dupriez