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Content
2025
- 2508.00159 Model-Based Soft Maximization of Suitable Metrics of Long-Term Human Power
by Jobst Heitzig & Ram Potham
- 2508.00078 Evaluating COVID 19 Feature Contributions to Bitcoin Return Forecasting: Methodology Based on LightGBM and Genetic Optimization
by Imen Mahmoud & Andrei Velichko
- 2508.00019 A Tokenized Sovereign Debt Conversion Mechanism for Dynamic Public Debt Reduction
by Kiarash Firouzi
- 2507.23743 Relative Bias Under Imperfect Identification in Observational Causal Inference
by Melody Huang & Cory McCartan
- 2507.23646 Information geometry of L\'evy processes and financial models
by Jaehyung Choi
- 2507.23496 ESG Risk: Lessons Learned from Utility Theory
by Sebastian Geissel & Christoph Knochenhauer
- 2507.23414 Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
by Oday Masoudi & Farhad Shahbazi & Mohammad Sharifi
- 2507.23392 Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions
by Elisa Al`os & `Oscar Bur'es & Rafael de Santiago & Josep Vives
- 2507.23181 Will Compute Bottlenecks Prevent an Intelligence Explosion?
by Parker Whitfill & Cheryl Wu
- 2507.23138 Is Causality Necessary for Efficient Portfolios? A Computational Perspective on Predictive Validity and Model Misspecification
by Alejandro Rodriguez Dominguez
- 2507.22936 Evaluating Large Language Models (LLMs) in Financial NLP: A Comparative Study on Financial Report Analysis
by Md Talha Mohsin
- 2507.22932 FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification
by Baptiste Lefort & Eric Benhamou & Beatrice Guez & Jean-Jacques Ohana & Ethan Setrouk & Alban Etienne
- 2507.22908 A Privacy-Preserving Federated Framework with Hybrid Quantum-Enhanced Learning for Financial Fraud Detection
by Abhishek Sawaika & Swetang Krishna & Tushar Tomar & Durga Pritam Suggisetti & Aditi Lal & Tanmaya Shrivastav & Nouhaila Innan & Muhammad Shafique
- 2507.22869 Inference on Common Trends in a Cointegrated Nonlinear SVAR
by James A. Duffy & Xiyu Jiao
- 2507.22852 Robust Contract with Career Concerns
by Tan Gan & Hongcheng Li
- 2507.22775 The Empirical Content of Bayesian Updating under Misspecification
by Pooya Molavi
- 2507.22748 How Exposed Are UK Jobs to Generative AI? Developing and Applying a Novel Task-Based Index
by Golo Henseke & Rhys Davies & Alan Felstead & Duncan Gallie & Francis Green & Ying Zhou
- 2507.22712 Order-Flow Filtration and Directional Association with Short-Horizon Returns
by Aditya Nittur Anantha & Shashi Jain & Prithwish Maiti
- 2507.22655 Robust Voting under Uncertainty
by Satoshi Nakada & Shmuel Nitzan & Takashi Ui
- 2507.22435 AI Agents and the Attention Lemons Problem in Two-Sided Ad Markets
by Md Mahadi Hasan
- 2507.22422 Generalized Optimal Transport
by Andrei Voronin
- 2507.22409 A Predictive Framework Integrating Multi-Scale Volatility Components and Time-Varying Quantile Spillovers: Evidence from the Cryptocurrency Market
by Sicheng Fu & Fangfang Zhu & Xiangdong Liu
- 2507.22312 Dimension Reduction for Conditional Density Estimation with Applications to High-Dimensional Causal Inference
by Jianhua Mei & Fu Ouyang & Thomas T. Yang
- 2507.22309 Cycles Protocol: A Peer-to-Peer Electronic Clearing System
by Ethan Buchman & Paolo Dini & Shoaib Ahmed & Andrew Miller & Tomav{z} Fleischman
- 2507.22244 Valuing Time in Silicon: Can Large Language Models Replicate Human Value of Travel Time
by Yingnan Yan & Tianming Liu & Yafeng Yin
- 2507.22211 Uniqueness of Inflection Points in Binomial Exceedance Function Compositions
by Srinivas Arigapudi & Yuval Heller & Amnon Schreiber
- 2507.22204 Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments
by Otilia Boldea & Alastair R. Hall
- 2507.22173 Low-Rank Structured Nonparametric Prediction of Instantaneous Volatility
by Sung Hoon Choi & Donggyu Kim
- 2507.22035 Quantum generative modeling for financial time series with temporal correlations
by David Dechant & Eliot Schwander & Lucas van Drooge & Charles Moussa & Diego Garlaschelli & Vedran Dunjko & Jordi Tura
- 2507.21950 Regional Price Dynamics and Market Integration in the U.S. Beef Industry: An Econometric Analysis
by Leonardo Manr'iquez-M'endez
- 2507.21915 Nonlinear Treatment Effects in Shift-Share Designs
by Luigi Garzon & Vitor Possebom
- 2507.21824 Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks
by Victor Olkhov
- 2507.21790 Can large language models assist choice modelling? Insights into prompting strategies and current models capabilities
by Georges Sfeir & Gabriel Nova & Stephane Hess & Sander van Cranenburgh
- 2507.21754 From macro to micro: Economic complexity indicators for firm growth
by Valerio De Stefano & Maddalena Mula & Manuel Sebastian Mariani & Andrea Zaccaria
- 2507.21699 Optimally Dictatorial Committees
by D. Carlos Akkar
- 2507.21559 A Bayesian Ensemble Projection of Climate Change and Technological Impacts on Future Crop Yields
by Dan Li & Vassili Kitsios & David Newth & Terence John O'Kane
- 2507.21393 Cash and Cognition: The Impact of Transfer Timing on Standardized Test Performance and Human Capital
by Axel Eizmendi Larrinaga & Germ'an Reyes
- 2507.21360 Efficacy of AI RAG Tools for Complex Information Extraction and Data Annotation Tasks: A Case Study Using Banks Public Disclosures
by Nicholas Botti & Flora Haberkorn & Charlotte Hoopes & Shaun Khan
- 2507.21298 Slomads Rising: Stay Length Shifts in Digital Nomad Travel, United States 2019-2024
by Harrison Katz & Erica Savage
- 2507.21254 Determinants of Saving Behavior Among Employees in Dhaka, Bangladesh
by Soumita Roy & Md Muntasir Kamal Dihan & Tasnimah Haque & Nafisa Nomani & Sadia Islam Preety
- 2507.21140 Gender Similarities Dominate Mathematical Cognition at the Neural Level: A Japanese fMRI Study Using Advanced Wavelet Analysis and Generative AI
by Tatsuru Kikuchi
- 2507.20957 Your AI, Not Your View: The Bias of LLMs in Investment Analysis
by Hoyoung Lee & Junhyuk Seo & Suhwan Park & Junhyeong Lee & Wonbin Ahn & Chanyeol Choi & Alejandro Lopez-Lira & Yongjae Lee
- 2507.20796 Aligning Large Language Model Agents with Rational and Moral Preferences: A Supervised Fine-Tuning Approach
by Wei Lu & Amit Dhanda & Daniel L. Chen & Christian B. Hansen
- 2507.20567 Strict Comparisons of Infinite Utility Streams
by Michael Greinecker & Michael Nielsen
- 2507.20550 Policy Learning under Unobserved Confounding: A Robust and Efficient Approach
by Zequn Jin & Gaoqian Xu & Xi Zheng & Yahong Zhou
- 2507.20494 Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals
by Dhanashekar Kandaswamy & Ashutosh Sahoo & Akshay SP & Gurukiran S & Parag Paul & Girish G N
- 2507.20474 MountainLion: A Multi-Modal LLM-Based Agent System for Interpretable and Adaptive Financial Trading
by Siyi Wu & Junqiao Wang & Zhaoyang Guan & Leyi Zhao & Xinyuan Song & Xinyu Ying & Dexu Yu & Jinhao Wang & Hanlin Zhang & Michele Pak & Yangfan He & Yi Xin & Jianhui Wang & Tianyu Shi
- 2507.20468 Building crypto portfolios with agentic AI
by Antonino Castelli & Paolo Giudici & Alessandro Piergallini
- 2507.20415 Staggered Adoption DiD Designs with Misclassification and Anticipation
by Clara Augustin & Daniel Gutknecht & Cenchen Liu
- 2507.20410 Beyond pay: AI skills reward more job benefits
by Alejandra Castaneda & Matthew Bone & Fabian Stephany
- 2507.20403 A General Framework for Estimating Preferences Using Response Time Data
by Federico Echenique & Alireza Fallah & Michael I. Jordan
- 2507.20340 Measuring the Macroeconomic and Financial Stability of Bangladesh
by Faruque Ahamed & Md Ataur Rahman Chowdhury
- 2507.20338 L\'evy-Driven Option Pricing without a Riskless Asset
by Ziyao Wang
- 2507.20263 Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining
by Junjie Zhao & Chengxi Zhang & Chenkai Wang & Peng Yang
- 2507.20202 Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading
by Longfei Lu
- 2507.20039 Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
by Zihan Lin & Haojie Liu & Randall R. Rojas
- 2507.19989 Assessing the Sensitivities of Input-Output Methods for Natural Hazard-Induced Power Outage Macroeconomic Impacts
by Matthew Sprintson & Edward Oughton
- 2507.19934 Greening Schoolyards and Urban Property Values: A Systematic Review of Geospatial and Statistical Evidence
by Mahshid Gorjian
- 2507.19911 AI-Driven Spatial Distribution Dynamics: A Comprehensive Theoretical and Empirical Framework for Analyzing Productivity Agglomeration Effects in Japan's Aging Society
by Tatsuru Kikuchi
- 2507.19901 A Simulation-Based Conceptual Model for Tokenized Recycling: Integrating Blockchain, Market Dynamics, and Behavioral Economics
by Atta Ul Mustafa
- 2507.19824 Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks
by Xiaomin Shi & Zuo Quan Xu
- 2507.19814 Semiparametric Identification of the Discount Factor and Payoff Function in Dynamic Discrete Choice Models
by Yu Hao & Hiroyuki Kasahara & Katsumi Shimotsu
- 2507.19775 AIs Structural Impact on Indias Knowledge Intensive Startup Ecosystem: A Natural Experiment in Firm Efficiency and Design
by Venkat Ram Reddy Ganuthula & Ramesh Kuruva
- 2507.19693 The Impact of Shared Telecom Infrastructure on Digital Connectivity and Inclusion
by Georges V. Houngbonon & Marc Ivaldi & Emil Palikot & Davide Strusani
- 2507.19654 Binary Classification with the Maximum Score Model and Linear Programming
by Joel L. Horowitz & Sokbae Lee
- 2507.19610 Beyond Bonferroni: Hierarchical Multiple Testing in Empirical Research
by Sebastian Calonico & Sebastian Galiani
- 2507.19603 Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems
by Giuseppe Cavaliere & Adam McCloskey & Rasmus S. Pedersen & Anders Rahbek
- 2507.19596 Sequential Decision Problems with Missing Feedback
by Filippo Palomba
- 2507.19487 Does AI and Human Advice Mitigate Punishment for Selfish Behavior? An Experiment on AI ethics From a Psychological Perspective
by Margarita Leib & Nils Kobis & Ivan Soraperra
- 2507.19445 Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions
by Kenneth Q. Zhou & Hongjuan Zhou
- 2507.19206 Implementing Credit Risk Analysis with Quantum Singular Value Transformation
by Davide Veronelli & Francesca Cibrario & Emanuele Dri & Valeria Zaffaroni & Giacomo Ranieri & Davide Corbelletto & Bartolomeo Montrucchio
- 2507.19183 Agentic AI and Hallucinations
by Engin Iyidogan & Ali I. Ozkes
- 2507.19123 Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise
by Giorgio Ferrari & Anna Pajola
- 2507.19099 Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics
by Jan Ditzen & Yiannis Karavias
- 2507.19039 Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading
by Francesca Cibrario & Ron Cohen & Emanuele Dri & Christian Mattia & Or Samimi Golan & Tamuz Danzig & Giacomo Ranieri & Hanan Rosemarin & Davide Corbelletto & Amir Naveh & Bartolomeo Montrucchio
- 2507.18995 Flexible estimation of skill formation models
by Antonia Antweiler & Joachim Freyberger
- 2507.18961 Batched Adaptive Network Formation
by Yan Xu & Bo Zhou
- 2507.18810 Production Heterogeneity in Collective Labor Supply Models with Children
by Charles Gauthier
- 2507.18747 Financial Regulation and AI: A Faustian Bargain?
by Christopher Clayton & Antonio Coppola
- 2507.18643 A Regression-Based Share Market Prediction Model for Bangladesh
by Syeda Tasnim Fabiha & Rubaiyat Jahan Mumu & Farzana Aktar & B M Mainul Hossain
- 2507.18639 People Are Highly Cooperative with Large Language Models, Especially When Communication Is Possible or Following Human Interaction
by Pawe{l} Niszczota & Tomasz Grzegorczyk & Alexander Pastukhov
- 2507.18577 Advancing Financial Engineering with Foundation Models: Progress, Applications, and Challenges
by Liyuan Chen & Shuoling Liu & Jiangpeng Yan & Xiaoyu Wang & Henglin Liu & Chuang Li & Kecheng Jiao & Jixuan Ying & Yang Veronica Liu & Qiang Yang & Xiu Li
- 2507.18560 HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization
by Benjamin Coriat & Eric Benhamou
- 2507.18554 How weak are weak factors? Uniform inference for signal strength in signal plus noise models
by Anna Bykhovskaya & Vadim Gorin & Sasha Sodin
- 2507.18494 Partitioned Wild Bootstrap for Panel Data Quantile Regression
by Antonio F. Galvao & Carlos Lamarche & Thomas Parker
- 2507.18417 FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs
by Giorgos Iacovides & Wuyang Zhou & Danilo Mandic
- 2507.18410 Go Green Without the Mafia! Dissolution of Infiltrated City Councils and Environmental Policy
by Andrea Mario Lavezzi & Marco Quatrosi
- 2507.18395 Information-minimizing stationary financial market dynamics
by Eckhard Platen
- 2507.18386 Becoming Green: Decomposing the Macroeconomic Effects of Green Technology News Shocks
by Oscar Jaulin & Andrey Ramos
- 2507.18240 Index insurance under demand and solvency constraints
by Olivier Lopez & Daniel Nkameni
- 2507.18232 Pathwise analysis of log-optimal portfolios
by Andrew L. Allan & Anna P. Kwossek & Chong Liu & David J. Promel
- 2507.18229 From Individual Learning to Market Equilibrium: Correcting Structural and Parametric Biases in RL Simulations of Economic Models
by Ruxin Chen & Zeqiang Zhang
- 2507.18227 Beyond Patents: R&D, Capital, and the Productivity Puzzle in Early-Stage High-Tech Firms
by Victor & CHEN
- 2507.18207 Combination of traditional and parametric insurance: calibration method based on the optimization of a criterion adapted to heavy tail losses
by Olivier Lopez & Daniel Nkameni
- 2507.18092 Rethinking Indonesia's Public Debt in the Era of Negative Interest Rate-Growth Differentials
by Mervin Goklas Hamonangan
- 2507.17848 Explainable Graph Neural Networks via Structural Externalities
by Lijun Wu & Dong Hao & Zhiyi Fan
- 2507.17624 Homeownership as Life Cycle Goldmine: Evidence from Macrohistory
by Yang Bai & Shize Li & Jialu Shen
- 2507.17609 Divide or Confer: Aggregating Information without Verification
by James Best & Daniel Quigley & Maryam Saeedi & Ali Shourideh
- 2507.17606 Time Deep Gradient Flow Method for pricing American options
by Jasper Rou
- 2507.17599 A general randomized test for Alpha
by Daniele Massacci & Lucio Sarno & Lorenzo Trapani & Pierluigi Vallarino
- 2507.17564 Decoding Consumer Preferences Using Attention-Based Language Models
by Joshua Foster & Fredrik Odegaard
- 2507.17431 Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond
by Sourojyoti Barick & Sudip Ratan Chandra
- 2507.17415 Green Transition with Dynamic Social Preferences
by Kirill Borissov & Nigar Hashimzade
- 2507.17211 EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
by Haochen Luo & Yuan Zhang & Chen Liu
- 2507.17191 Quotas for scholarship recipients: an efficient race-neutral alternative to affirmative action?
by Louis Gleyo
- 2507.17187 Optimal Calibrated Signaling in Digital Auctions
by Zhicheng Du & Wei Tang & Zihe Wang & Shuo Zhang
- 2507.17162 Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility
by Patrick Chan & Ronnie Sircar & Iosif Zimbidis
- 2507.17115 Stochastically Structured Reservoir Computers for Financial and Economic System Identification
by Lendy Banegas & Fredy Vides
- 2507.17099 Weather-Aware AI Systems versus Route-Optimization AI: A Comprehensive Analysis of AI Applications in Transportation Productivity
by Tatsuru Kikuchi
- 2507.17023 Modeling for the Growth of Unorganized Retailing in the Presence of Organized and E-Retailing in Indian Pharmaceutical Industry
by Koushik Mondal & Balagopal G Menon & Sunil Sahadev
- 2507.16997 Revealed and Concealed Repression: Measurement, Deterrence, and Backlash
by Maria Titova & Emily Hencken Ritter & Mehdi Shadmehr
- 2507.16776 Can we have it all? Non-asymptotically valid and asymptotically exact confidence intervals for expectations and linear regressions
by Alexis Derumigny & Lucas Girard & Yannick Guyonvarch
- 2507.16701 Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach
by Akash Deep & Chris Monico & W. Brent Lindquist & Svetlozar T. Rachev & Frank J. Fabozzi
- 2507.16689 Dyadic data with ordered outcome variables
by Chris Muris & Cavit Pakel & Qichen Zhang
- 2507.16655 A comparison between behavioral similarity methods vs standard deviation method in predicting time series dataset, case study of finance market
by Mahdi Goldani
- 2507.16548 Alternative Loss Function in Evaluation of Transformer Models
by Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk
- 2507.16494 Can Limited Liability Increase Stability for Banks: A Dynamic Portfolio Approach
by Deb Narayan Barik & Siddhartha P. Chakrabarty
- 2507.16462 Binary Response Forecasting under a Factor-Augmented Framework
by Tingting Cheng & Jiachen Cong & Fei Liu & Xuanbin Yang
- 2507.16440 Measuring the Unmeasurable? Systematic Evidence on Scale Transformations in Subjective Survey Data
by Caspar Kaiser & Anthony Lepinteur
- 2507.16348 Robust Tournaments
by Mikhail Drugov & Dmitry Ryvkin
- 2507.16265 Diversification and Stochastic Dominance: When All Eggs Are Better Put in One Basket
by L'eonard Vincent
- 2507.16078 Automation, AI, and the Intergenerational Transmission of Knowledge
by Enrique Ide
- 2507.16071 Automating Capacitor Part Selection with Dual-Objective Optimization
by Luke Brantingham & Jason Grover
- 2507.15876 Re-evaluating Short- and Long-Term Trend Factors in CTA Replication: A Bayesian Graphical Approach
by Eric Benhamou & Jean-Jacques Ohana & Alban Etienne & B'eatrice Guez & Ethan Setrouk & Thomas Jacquot
- 2507.15771 Left Leaning Models: How AI Evaluates Economic Policy?
by Maxim Chupilkin
- 2507.15735 The Root of Revenue Continuity
by Sergiu Hart & Noam Nisan
- 2507.15682 Strategic Complexity Promotes Egalitarianism in Legislative Bargaining
by Marina Agranov & S. Nageeb Ali & B. Douglas Bernheim & Thomas R. Palfrey
- 2507.15568 Explaining Apparently Inaccurate Self-assessments of Relative Performance: A Replication and Adaptation of 'Overconfident: Do you put your money on it?' by Hoelzl and Rustichini (2005)
by Marius Protte
- 2507.15497 Strategy Evolution in the Adoption of Conservation Tillage Technology under Time Preference Heterogeneity and Lemon Market: Insights from Evolutionary Dynamics
by Dingyi Wang & Ruqiang Guo & Qian Lu
- 2507.15441 Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis
by Arno Botha & Tanja Verster
- 2507.15439 Human vs. Algorithmic Auditors: The Impact of Entity Type and Ambiguity on Human Dishonesty
by Marius Protte & Behnud Mir Djawadi
- 2507.15438 Active Product Development
by Santiago Oliveros
- 2507.15437 Prediction of linear fractional stable motions using codifference, with application to non-Gaussian rough volatility
by Matthieu Garcin & Karl Sawaya & Thomas Valade
- 2507.15111 Longitudinal review of portfolios with minimum variance approach before during and after the pandemic
by Genjis A. Ossa & Luis H. Restrepo
- 2507.15079 Isotonic Quantile Regression Averaging for uncertainty quantification of electricity price forecasts
by Arkadiusz Lipiecki & Bartosz Uniejewski
- 2507.15075 Enumerating the technological viability and climate impact of jet electrification
by Megan Yeo & Sebastian Nosenzo & Sichen Shawn Chao & Ashley Nunes
- 2507.15054 Equity, Emissions and the Inflation Reduction Act
by Lucas Woodley & Chung Yi See & Daniel Palmer & Ashley Nunes
- 2507.15048 Central Bank Digital Currency: Demand Shocks and Optimal Monetary Policy
by Hanfeng Chen & Maria Elena Filippin
- 2507.15046 Forecasting Oil Volatility through Network Models with GARCH-Informed Correlation Weights
by Fayc{c}al Djebari & Kahina Mehidi & Khelifa Mazouz & Philipp Otto
- 2507.14970 Mitigating Financial Frictions in Agriculture: A Framework for Stablecoin Adoption
by Xinyu Li
- 2507.14960 A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books
by Ivan Letteri
- 2507.14910 Through the Looking Glass: Bitcoin Treasury Companies
by B K Meister
- 2507.14810 Optimal Decisions for Liquid Staking: Allocation and Exit Timing
by Ruofei Ma & Zhebiao Cai & Wenpin Tang & David Yao
- 2507.14808 Transaction Profiling and Address Role Inference in Tokenized U.S. Treasuries
by Junliang Luo & Katrin Tinn & Samuel Ferreira Duran & Di Wu & Xue Liu
- 2507.14717 Does Private Equity Hurt or Improve Healthcare Value? New Evidence and Mechanisms
by Minghong Yuan & Wen Wen & Indranil Bardhan
- 2507.14621 Testing Clustered Equal Predictive Ability with Unknown Clusters
by Oguzhan Akgun & Alain Pirotte & Giovanni Urga & Zhenlin Yang
- 2507.14472 Strategyproofness and Monotone Allocation of Auction in Social Networks
by Yuhang Guo & Dong Hao & Bin Li & Mingyu Xiao & Bakh Khoussainov
- 2507.14470 Approximate Revenue Maximization for Diffusion Auctions
by Yifan Huang & Dong Hao & Zhiyi Fan & Yuhang Guo & Bin Li
- 2507.14420 The effects of temperature and rainfall anomalies on Mexican inflation
by Arango-Castillo Lenin & Mart'inez-Ram'irez Francisco
- 2507.14408 A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage
by Zheng Fan & Worapree Maneesoonthorn & Yong Song
- 2507.14391 Policy relevance of causal quantities in networks
by Sahil Loomba & Dean Eckles
- 2507.14389 Spatiotemporal Autoregressive Models for Areal Compositional Data
by Matthias Eckardt & Philipp Otto
- 2507.14331 The Electoral Consequences of Natural Disasters: A Dynamic Fixed-Effects Analysis
by Nima Taheri Hosseinkhani
- 2507.14325 Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
by Luan M. T. de Moraes & Ant^onio M. S. Mac^edo & Giovani L. Vasconcelos & Raydonal Ospina
- 2507.14311 Leveraging Covariates in Regression Discontinuity Designs
by Matias D. Cattaneo & Filippo Palomba
- 2507.14160 FinSurvival: A Suite of Large Scale Survival Modeling Tasks from Finance
by Aaron Green & Zihan Nie & Hanzhen Qin & Oshani Seneviratne & Kristin P. Bennett
- 2507.13883 Stablecoins: Fundamentals, Emerging Issues, and Open Challenges
by Ahmed Mahrous & Maurantonio Caprolu & Roberto Di Pietro
- 2507.13798 Choosing and Using Information in Evaluation Decisions
by Katherine B. Coffman & Scott Kostyshak & Perihan O. Saygin
- 2507.13788 Debiased Machine Learning for Unobserved Heterogeneity: High-Dimensional Panels and Measurement Error Models
by Facundo Arga~naraz & Juan Carlos Escanciano
- 2507.13767 Navigating the Lobbying Landscape: Insights from Opinion Dynamics Models
by Daniele Giachini & Leonardo Ciambezi & Verdiana Del Rosso & Fabrizio Fornari & Valentina Pansanella & Lilit Popoyan & Alina S^irbu
- 2507.13763 Eliciting reference measures of law-invariant functionals
by Felix-Benedikt Liebrich & Ruodu Wang
- 2507.13567 Who With Whom? Learning Optimal Matching Policies
by Yagan Hazard & Toru Kitagawa
- 2507.13562 A tail-shape actuarial index based on equal level relationships between Value at Risk and Expected Shortfall
by Georgios I. Papayiannis & Georgios Psarrakos
- 2507.13552 Combining stated and revealed preferences
by Romuald Meango & Marc Henry & Ismael Mourifie
- 2507.13426 Second-degree Price Discrimination: Theoretical Analysis, Experiment Design, and Empirical Estimation
by Soheil Ghili & K. Sudhir & Nitish Jain & Ankur Garg
- 2507.13391 Quantitative Risk Management in Volatile Markets with an Expectile-Based Framework for the FTSE Index
by Abiodun Finbarrs Oketunji
- 2507.13324 A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling
by Nicola Jean & Giacomo Le Pera & Lorenzo Giada & Claudio Nordio
- 2507.13274 Analysis Theory of Data Economy: Dataization, Technological Progress and Dynamic General Equilibrium
by Yongheng Hu
- 2507.13272 Power in Sharing Networks with a priori Unions
by Michele Aleandri & Francesco Ciardiello & Andrea Di Liddo
- 2507.13186 NUFFT for the Fast COS Method
by Fabien LeFloc'h
- 2507.13137 Coasian Dynamics with Free Disposability and Zero Marginal Cost: Information Goods
by Zihao Li
- 2507.13124 Heterogeneous Bribery, Technology Choice, and Capital Accumulation
by Jafar M. Olimov & Yi-Chan Tsai & Hao-Yu Yang
- 2507.13100 Quantifying the Improvement of Accessibility achieved via Shared Mobility on Demand
by Severin Diepolder & Andrea Araldo & Tarek Chouaki & Santa Maiti & Sebastian Horl & Constantinos Antoniou
- 2507.13099 Governance, productivity and economic development
by Cuong Le Van & Ngoc-Sang Pham & Thi Kim Cuong Pham & Binh Tran-Nam
- 2507.13084 Do Governments React to Public Debt Accumulation? A Cross-Country Analysis
by Paolo Canofari & Alessandro Piergallini & Marco Tedeschi
- 2507.13023 Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest
by Fei Wu & Danning Sui & Thomas Thiery & Mallesh Pai
- 2507.12891 Refining the Notion of No Anticipation in Difference-in-Differences Studies
by Marco Piccininni & Eric J. Tchetgen Tchetgen & Mats J. Stensrud
- 2507.12848 Two-Sided Market Power in Firm-to-Firm Trade
by Alviarez Vanessa & Fioretti Michele & Kikkawa Ken & Morlacco Monica
- 2507.12779 Luck Out or Outpay? When a Monopoly Competes with a Public Option
by Teddy Mekonnen
- 2507.12693 Placebo Discontinuity Design
by Rahul Singh & Moses Stewart
- 2507.12690 NA-DiD: Extending Difference-in-Differences with Capabilities
by Stanis{l}aw M. S. Halkiewicz
- 2507.12673 Thin Sets Are Not Equally Thin: Minimax Learning of Submanifold Integrals
by Xiaohong Chen & Wayne Yuan Gao
- 2507.12657 Distributional Reinforcement Learning on Path-dependent Options
by Ahmet Umur Ozsoy
- 2507.12620 Funding advantage and market discipline in the Canadian banking sector
by Mehdi Beyhaghi & Chris D'Souza & Gordon S. Roberts
- 2507.12616 Third-Party Credit Guarantees and the Cost of Debt: Evidence from Corporate Loans
by Mehdi Beyhaghi
- 2507.12501 Quadratic Volatility from the P\"oschl-Teller Potential and Hyperbolic Geometry
by Joel Saucedo
- 2507.12477 Comment on 'Asset Bubbles and Overlapping Generations'
by Ngoc-Sang Pham & Alexis Akira Toda
- 2507.12476 Comparisons of Experiments in Moral Hazard Problems
by Zizhe Xia
- 2507.12475 Coarse Addition and the St. Petersburg Paradox: A Heuristic Perspective
by Takashi Izumo
- 2507.12436 The Case against Scale: Empirical Evidence of Underperformance in Large Secondary Funds
by Jitesh Gurav
- 2507.12369 Catching Bid-rigging Cartels with Graph Attention Neural Networks
by David Imhof & Emanuel W Viklund & Martin Huber
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- 2507.11868 Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing
by Miko{l}aj {L}abk{e}dzki
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