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Content
2026
- 2601.18815 Prediction Markets as Bayesian Inverse Problems: Uncertainty Quantification, Identifiability, and Information Gain from Price-Volume Histories under Latent Types
by Juan Pablo Madrigal-Cianci & Camilo Monsalve Maya & Lachlan Breakey
- 2601.18811 Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization
by Vincent Gurgul & Ying Chen & Stefan Lessmann
- 2601.18804 Deep g-Pricing for CSI 300 Index Options with Volatility Trajectories and Market Sentiment
by Yilun Zhang & Zheng Tang & Hexiang Sun & Yufeng Shi
- 2601.18801 Design-Robust Event-Study Estimation under Staggered Adoption Diagnostics, Sensitivity, and Orthogonalisation
by Craig S Wright
- 2601.18732 Optimal Use of Preferences in Artificial Intelligence Algorithms
by Joshua S. Gans
- 2601.18686 Optimal strategy and deep hedging for share repurchase programs
by Stefano Corti & Roberto Daluiso & Andrea Pallavicini
- 2601.18654 When Is Self-Disclosure Optimal? Incentives and Governance of AI-Generated Content
by Juan Wu & Zhe & Zhang & Amit Mehra
- 2601.18644 Digital Euro: Frequently Asked Questions Revisited
by Joe Cannataci & Benjamin Fehrensen & Mikolai Gutschow & Ozgur Kesim & Bernd Lucke
- 2601.18634 The Compound BSDE Method: A Fully Forward Method for Option Pricing and Optimal Stopping Problems in Finance
by Zhipeng Huang & Cornelis W. Oosterlee
- 2601.18544 The Cost of Inflation
by Vipin P Veetil
- 2601.18124 The Sherman-Morrison-Markowitz Portfolio
by Steven E. Pav
- 2601.18052 BASTION: A Bayesian Framework for Trend and Seasonality Decomposition
by Jason B. Cho & David S. Matteson
- 2601.17964 Pass-through with Price Dispersion
by Brian C. Albrecht & Mark Whitmeyer
- 2601.17860 The Hellinger Bounds on the Kullback-Leibler Divergence and the Bernstein Norm
by Tetsuya Kaji
- 2601.17843 Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test
by Jesse Hoekstra & Frank Windmeijer
- 2601.17773 MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks
by Jeonggyu Huh & Seungwon Jeong & Hyun-Gyoon Kim & Hyeng Keun Koo & Byung Hwa Lim
- 2601.17712 The Proximal Surrogate Index: Long-Term Treatment Effects under Unobserved Confounding
by Ting-Chih Hung & Yu-Chang Chen
- 2601.17648 Statistical Decisions and Partial Identification: With Application to Boundary Discontinuity Design
by Chen Qiu & Jorg Stoye
- 2601.17527 Bridging Expectation Signals: LLM-Based Experiments and a Behavioral Kalman Filter Framework
by Yu Wang & Xiangchen Liu
- 2601.17296 Recovering Counterfactual Distributions via Wasserstein GANs
by Xinran Liu
- 2601.17267 Information Design and Mechanism Design: An Integrated Framework
by Dirk Bergemann & Tibor Heumann & Stephen Morris
- 2601.17248 VIX and European options with jumps in the short-maturity regime
by Desen Guo & Dan Pirjol & Xiaoyu Wang & Lingjiong Zhu
- 2601.17247 Learning Market Making with Closing Auctions
by Julius Graf & Thibaut Mastrolia
- 2601.17245 Pregeometric Origins of Liquidity Geometry in Financial Order Books
by Jo~ao P. da Cruz
- 2601.17147 Design for Dynamic Fitness: Archetypes of urban water systems
by Margaret Garcia & Aaron Deslatte & Elizabeth A. Koebele & George Hornberger & John M. Anderies & Sara Alonso Vicario & Koorosh Azizi & Jesse Barnes & Adam Wiechman
- 2601.17021 Regret-Driven Portfolios: LLM-Guided Smart Clustering for Optimal Allocation
by Muhammad Abro & Hassan Jaleel
- 2601.17008 Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
by Haochong Xia & Simin Li & Ruixiao Xu & Zhixia Zhang & Hongxiang Wang & Zhiqian Liu & Teng Yao Long & Molei Qin & Chuqiao Zong & Bo An
- 2601.16997 From annual to quarterly data: challenges and strategies in the estimation of Italian General Government Compensation of employees
by Sara Cannavacciuolo & Maria Saiz & Maria Liviana Mattonetti
- 2601.16995 Decomposition of Brazil's 5-year DI Futures in Basis Points
by Gabriel de Macedo Santos
- 2601.16992 The Curious Case of Aid and Conflict: Causal Evidence from Panel Econometrics and Composite Indices
by Muhammad Usman Anwar Goraya
- 2601.16865 Distributional Instruments: Identification and Estimation with Quantile Least Squares
by Rowan Cherodian & Guy Tchuente
- 2601.16821 Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention
by Harrison Katz
- 2601.16805 Network Security under Heterogeneous Cyber-Risk Profiles and Contagion
by Elisa Botteghi & Martino S. Centonze & Davide Pastorello & Daniele Tantari
- 2601.16801 Bringing the economics of biodiversity into policy and decision-making: A target and cost-based approach to pricing biodiversity
by Ben Groom & Joseph Lowe & Sophus zu Ermgassen & E. J. Milner-Gulland & Thomas Atkins & Ben Balmford & Amy Binner & Amber Butler & Brett Day & Natalie Duffus & Rosie Hails & Hannah Maier-Peveling & Mattia Mancini & Sarah Meier & Hannah Nicholas & Daniele Rinaldo & Robin Smale & Pat Snowdon & Frank Venmans & Ian J. Bateman
- 2601.16749 Finite Population Inference for Factorial Designs and Panel Experiments with Imperfect Compliance
by Pedro Picchetti
- 2601.16668 Inference from high-frequency data: A subsampling approach
by Kim Christensen & Mark Podolskij & Nopporn Thamrongrat & Bezirgen Veliyev
- 2601.16613 Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
by Kim Christensen & Ulrich Hounyo & Mark Podolskij
- 2601.16488 Anonymous Pricing in Large Markets
by Yaonan Jin & Yingkai Li
- 2601.16446 Brownian ReLU(Br-ReLU): A New Activation Function for a Long-Short Term Memory (LSTM) Network
by George Awiakye-Marfo & Elijah Agbosu & Victoria Mawuena Barns & Samuel Asante Gyamerah
- 2601.16274 A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data
by Alessio Brini & Ekaterina Seregina
- 2601.15764 Three's a crowd: Identification challenges in the triple difference model with spillover effects
by Silvia De Nicol`o & Beatrice Biondi & Mario Mazzocchi
- 2601.15580 Screening for Choice Sets
by Tan Gan & Yingkai Li
- 2601.15563 Stabilizing Welfare-Maximizing Decisions via Endogenous Transfers
by Joshua Kavner
- 2601.15537 Can Rising Consumption Deepen Inequality?
by Jhordan Silveira de Borba & Celia Anteneodo & Sebastian Gonc{c}alves
- 2601.15494 Vibe Coding Kills Open Source
by Mikl'os Koren & G'abor B'ek'es & Julian Hinz & Aaron Lohmann
- 2601.15360 Robust X-Learner: Breaking the Curse of Imbalance and Heavy Tails via Robust Cross-Imputation
by Eichi Uehara
- 2601.15350 Bundling and Price-Matching in Competitive Complementary Goods Markets
by Esmat Sangari & Rajni Kant Bansal
- 2601.15332 Pairwise Beats All-at-Once: Behavioral Gains from Sequential Choice Presentation
by Dipankar Das
- 2601.15312 Do people expect different behavior from large language models acting on their behalf? Evidence from norm elicitations in two canonical economic games
by Pawe{l} Niszczota & Elia Antoniou
- 2601.15304 An Explainable Market Integrity Monitoring System with Multi-Source Attention Signals and Transparent Scoring
by Sandeep Neela
- 2601.15303 Ecosystem Competition and Cross-Market Subsidization: A Dynamic Theory of Platform Pricing
by Liang Chen
- 2601.15211 Real-time Facial Communication Restores Cooperation After Defection in Social Dilemmas
by Mayada Oudah & John Wooders
- 2601.15103 Economic feasibility of virtual operators in 5G via network slicing
by Erwin J. Sacoto-Cabrera & Luis Guijarro & Jose R. Vidal & Vicent Pla
- 2601.14893 Some properties of a production function
by Constantin Chilarescu
- 2601.14852 Recovering Risk-Neutral Moments from Options
by Tjeerd De Vries
- 2601.14616 Implementing Substance Over Form: A Novel Metric for Taxing E-commerce to Address Deterritorialization
by Li Tuobang
- 2601.14558 Analysis of Stakeholder Involvement in Nuclear Power Plant Cost Overruns and Implications for Contract Structuring
by Christopher Forsyth & Levi M. Larsen & Ryan Spangler & Chandu Bolisetti & Jason Hansen & Botros Hanna & Abdalla Abou-Jaoude & Jia Zhou & Koroush Shirvan
- 2601.14538 An $\Omega(\log(N)/N)$ Lookahead is Sufficient to Bound Costs in the Overloaded Loss Network
by Robert L. Bray
- 2601.14534 The Algorithmic Barrier: A Framework for Artificial Frictional Unemployment and Information Asymmetry in Automated Recruitment Systems
by Ibrahim Denis Fofanah
- 2601.14489 I Choose For You: an Experimental Study
by Marina Agranov & Federico Echenique & Kota Saito
- 2601.14464 On the falsification of instrumental variable models for heterogeneous treatment effects
by Ricardo E. Miranda
- 2601.14454 How Wasteful is Signaling?
by Alex Frankel & Navin Kartik
- 2601.14325 The Maintenance and Necessity of Universal Rules: Scale, Hierarchy, the Cost of Justice, and Civilizational Development
by Li Tuobang
- 2601.14322 Dirac's Dilemma of the Economy of Inheritance: Parental Care, Equality of Opportunity, and Managed Inequality
by Karl Svozil
- 2601.14284 Economics of Douglas fir management revisited
by Petri P. Karenlampi
- 2601.14281 How the Shale Revolution is Shaping the Future of the Oil and Gas Market
by Binh T. Bui
- 2601.14272 The Limits of Lognormal: Assessing Cryptocurrency Volatility and VaR using Geometric Brownian Motion
by Ekleen Kaur
- 2601.14150 Trade relationships during and after a crisis
by Alejandra Martinez
- 2601.14139 Log-optimality with small liability stream
by Michail Anthropelos & Constantinos Kardaras & Constantinos Stefanakis
- 2601.14118 Foreign influencer operations: How TikTok shapes American perceptions of China
by Trevor Incerti & Jonathan Elkobi & Daniel Mattingly
- 2601.14094 Hot Days, Unsafe Schools? The Impact of Heat on School Shootings
by Seunghyun Lee & Goeun Lee
- 2601.14071 How Disruptive is Financial Technology?
by Douglas Cumming & Hisham Farag & Santosh Koirala & Danny McGowan
- 2601.14062 Demystifying the trend of the healthcare index: Is historical price a key driver?
by Payel Sadhukhan & Samrat Gupta & Subhasis Ghosh & Tanujit Chakraborty
- 2601.14047 Collective intelligence in science: direct elicitation of diverse information from experts with unknown information structure
by Alexey V. Osipov & Nikolay N. Osipov
- 2601.14015 BallotRank: A Condorcet Completion Method for Graphs
by Jason Douglas Todd & Ismar Volic
- 2601.14005 Leveraged positions on decentralized lending platforms
by Bastien Baude & Vincent Danos & Hamza El Khalloufi
- 2601.13834 Liabilities for the social cost of carbon
by Matthew K. Agrawala & Richard S. J. Tol
- 2601.13770 Look-Ahead-Bench: a Standardized Benchmark of Look-ahead Bias in Point-in-Time LLMs for Finance
by Mostapha Benhenda
- 2601.13686 Accelerator and Brake: Dynamic Persuasion with Dead Ends
by Zhuo Chen & Yun Liu
- 2601.13675 On the Anchoring Effect of Monetary Policy on the Labor Share of Income and the Rationality of Its Setting Mechanism
by Li Tuobang
- 2601.13544 The Collapse of Multilayer Predation and the Emergence of a Monolithic Leviathan
by Li Tuobang
- 2601.13493 Infinite-Dimensional LQ Mean Field Games with Common Noise: Small and Arbitrary Finite Time Horizons
by Hanchao Liu & Dena Firoozi
- 2601.13489 Bridging the Gap Between Estimated and True Regret Towards Reliable Regret Estimation in Deep Learning based Mechanism Design
by Shuyuan You & Zhiqiang Zhuang & Kewen Wang & Zhe Wang
- 2601.13435 A Learnable Wavelet Transformer for Long-Short Equity Trading and Risk-Adjusted Return Optimization
by Shuozhe Li & Du Cheng & Leqi Liu
- 2601.13426 A uniformity principle for spatial matching
by Taha Ameen & Flore Sentenac & Sophie H. Yu
- 2601.13421 Market Making and Transient Impact in Spot FX
by Alexander Barzykin
- 2601.13379 Human-AI Collaboration in Radiology: The Case of Pulmonary Embolism
by Paul Goldsmith-Pinkham & Chenhao Tan & Alexander K. Zentefis
- 2601.13349 Conservation priority mapping to prevent zoonotic spillovers
by Leonardo Viotti & Luis Diego Herrera & Garo Batmanian & Franck Berthe & Rachael Kramp
- 2601.13286 AI Skills Improve Job Prospects: Causal Evidence from a Hiring Experiment
by Fabian Stephany & Ole Teutloff & Angelo Leone
- 2601.13282 The accumulation of knowledge with intra-industry knowledge spillovers: A competition game and the Nash equilibrium based on firm cost minimisation
by Vasilios Kanellopoulos
- 2601.13281 Spectral Dynamics and Regularization for High-Dimensional Copulas
by Koos B. Gubbels & Andre Lucas
- 2601.13210 Modelling viable supply networks with cooperative adaptive financing
by Yaniv Proselkov & Liming Xu & Alexandra Brintrup
- 2601.13014 A machine learning approach to volatility forecasting
by Kim Christensen & Mathias Siggaard & Bezirgen Veliyev
- 2601.13006 Realised quantile-based estimation of the integrated variance
by Kim Christensen & Roel Oomen & Mark Podolskij
- 2601.12990 Beyond Visual Realism: Toward Reliable Financial Time Series Generation
by Fan Zhang & Jiabin Luo & Zheng Zhang & Shuanghong Huang & Zhipeng Liu & Yu Chen
- 2601.12896 Quantitative Methods in Finance
by Eric Vansteenberghe
- 2601.12849 The Cost of EFX: Generalized-Mean Welfare and Complexity Dichotomies with Few Surplus Items
by Eugene Lim & Tzeh Yuan Neoh & Nicholas Teh
- 2601.12839 Knowledge-Integrated Representation Learning for Crypto Anomaly Detection under Extreme Label Scarcity; Relational Domain-Logic Integration with Retrieval-Grounded Context and Path-Level Explanations
by Gyuyeon Na & Minjung Park & Soyoun Kim & Jungbin Shin & Sangmi Chai
- 2601.12817 Liability Sharing and Staffing in AI-Assisted Online Medical Consultation
by Yang Xiao
- 2601.12783 Quasi-Concavity, Convexity of Optimal Actions, and the Local Single-Crossing Property
by Kailin Chen
- 2601.12710 The Global Food Trade Network as a Complex Adaptive System: A Review of Structure, Evolution, and Resilience
by Zebiao Li & Xueying Wu & Chengyi Tu
- 2601.12655 Optimal Underreporting and Competitive Equilibrium
by Zongxia Liang & Jiayu Zhang & Zhou Zhou & Bin Zou
- 2601.12566 Partial Identification under Stratified Randomization
by Bruno Ferman & Davi Siqueira & Vitor Possebom
- 2601.12541 Admissible Information Structures, Immersion, and the Order of Non-Anticipative Aggregation
by Alejandro Rodriguez Dominguez
- 2601.12488 Generative AI as a Non-Convex Supply Shock: Market Bifurcation and Welfare Analysis
by Yukun Zhang & Tianyang Zhang
- 2601.12441 The Dynamic and Endogenous Behavior of Re-Offense Risk: An Agent-Based Simulation Study of Treatment Allocation in Incarceration Diversion Programs
by Chuwen Zhang & Pengyi Shi & Amy Ward
- 2601.12414 Tail Structure and the Ordering of the Standard Deviation and Gini Mean Difference
by Nawaf Mohammed
- 2601.12356 Economic complexity and regional development in India: Insights from a state-industry bipartite network
by Joel M Thomas & Abhijit Chakraborty
- 2601.12343 How Well Do LLMs Predict Human Behavior? A Measure of their Pretrained Knowledge
by Wayne Gao & Sukjin Han & Annie Liang
- 2601.12339 The Economics of Digital Intelligence Capital: Endogenous Depreciation and the Structural Jevons Paradox
by Yukun Zhang & Tianyang Zhang
- 2601.12198 A Robust Similarity Estimator
by Ilya Archakov
- 2601.12175 Distributional Fitting and Tail Analysis of Lead-Time Compositions: Nights vs. Revenue on Airbnb
by Harrison E. Katz & Jess Needleman & Liz Medina
- 2601.12158 Measuring growth and convergence at the mesoscale
by Isaak Mengesha & Debraj Roy
- 2601.12046 Irreversible Failure Reverses the Value of Information
by Nicholas H. Kirk
- 2601.12039 Nonlinear Dynamic Factor Analysis With a Transformer Network
by Oliver Snellman
- 2601.11958 Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns
by Zefeng Chen & Darcy Pu
- 2601.11928 Public Education Spending and Income Inequality
by Ishmael Amartey
- 2601.11845 Reevaluating Causal Estimation Methods with Data from a Product Release
by Justin Young & Eleanor Wiske Dillon
- 2601.11602 The Physics of Price Discovery: Deconvolving Information, Volatility, and the Critical Breakdown of Signal during Retail Herding
by Sungwoo Kang
- 2601.11601 Latent Variable Phillips Curve
by Daniil Bargman & Francesca Medda & Akash Sedai Sharma
- 2601.11375 Automated Liquidity: Market Impact, Cycles, and De-pegging Risk
by B. K. Meister
- 2601.11348 Optimal Abatement Schedules for Excess Carbon Emissions Towards a Net-Zero Target
by Hansjoerg Albrecher & Nora Muler
- 2601.11305 Multiscaling in the Rough Bergomi Model: A Tale of Tails
by Giuseppe Brandi & Tiziana Di Matteo
- 2601.11237 Likelihood-Based Ergodicity Transformations in Time Series Analysis
by Anthony Britto
- 2601.11209 SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces
by Hans Buehler & Blanka Horvath & Anastasis Kratsios & Yannick Limmer & Raeid Saqur
- 2601.11201 Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data
by Jan Rosenzweig
- 2601.11196 Artificial Intelligence and the US Economy: An Accounting Perspective on Investment and Production
by Luisa Carpinelli & Filippo Natoli & Marco Taboga
- 2601.11195 Beyond Validity: SVAR Identification Through the Proxy Zoo
by Jiaming Huang & Luca Neri
- 2601.11185 Distributional Treatment Effects of Content Promotion: Evidence from an ABEMA Field Experiment
by Shota Yasui & Tatsushi Oka & Undral Byambadalai & Yuki Oishi
- 2601.11134 FSL-BDP: Federated Survival Learning with Bayesian Differential Privacy for Credit Risk Modeling
by Sultan Amed & Tanmay Sen & Sayantan Banerjee
- 2601.11097 KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver
by Rushikesh Handal & Masanori Hirano
- 2601.10862 Beyond Unidimensionality: General Factors and Residual Heterogeneity in Performance Evaluation
by Krishna Sharma & Pritam Basnet
- 2601.10851 Event-Driven Market Co-Movement Dynamics in Critical Mineral Equities: An Empirical Framework Using Change Point Detection and Cross-Sectional Analysis
by Haibo Wang
- 2601.10812 Optimal Liquidation of Perpetual Contracts
by Ryan Donnelly & Junhan Lin & Matthew Lorig
- 2601.10732 Regime-Dependent Predictive Structure Between Equity Factors: Evidence from Granger Causality
by Chorok Lee
- 2601.10664 Risk and Monotone Comparative Statics without Independence
by Collin Raymond & Yangwei Song
- 2601.10658 Transforming Crises into Opportunities: From Chaos to Urban Antifragility
by Joseph Uguet & Nicola Tollin & Jordi Morato
- 2601.10591 ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition
by Arundeep Chinta & Lucas Vinh Tran & Jay Katukuri
- 2601.10555 causalfe: Causal Forests with Fixed Effects in Python
by Harry Aytug
- 2601.10517 From rough to multifractal multidimensional volatility: A multidimensional Log S-fBM model
by Othmane Zarhali & Emmanuel Bacry & Jean-Franc{c}ois Muzy
- 2601.10506 The incompatibility of the Condorcet winner and loser criteria with positive involvement and resolvability
by Wesley H. Holliday
- 2601.10501 Semiparametric inference for inequality measures under nonignorable nonresponse using callback data
by Xinyu Wang & Chunlin Wang & Tao Yu & Pengfei Li
- 2601.10444 Chasing Opportunity: Spillovers and Drivers of U.S. State Population Growth
by Sebastian Kripfganz & Vasilis Sarafidis
- 2601.10375 Dynamic reinsurance via martingale transport
by Beatrice Acciaio & Brandon Garcia Flores & Antonio Marini & Gudmund Pammer
- 2601.10352 Como medir o invis\'ivel? Guerras, pizzarias do Pent\'agono e o uso de vari\'aveis proxy em econometria
by Guilherme Vianna & Victor Rangel
- 2601.10279 Selecting and Testing Asset Pricing Models: A Stepwise Approach
by Guanhao Feng & Wei Lan & Hansheng Wang & Jun Zhang
- 2601.10224 The hidden structure of innovation networks
by Lorenzo Emer & Anna Gallo & Mattia Marzi & Andrea Mina & Tiziano Squartini & Andrea Vandin
- 2601.10218 Power and Control in Complex Networks: A Taxonomy and Critical Review
by Alessio Abeltino & Tiziano Bacaloni & Andrea Bernardini & Francesco Giancaterini & Andrea Pannone
- 2601.10143 History Is Not Enough: An Adaptive Dataflow System for Financial Time-Series Synthesis
by Haochong Xia & Yao Long Teng & Regan Tan & Molei Qin & Xinrun Wang & Bo An
- 2601.10048 Multi-Sender Disclosure with Costs
by Navin Kartik & Frances Xu Lee & Wing Suen
- 2601.10043 Instruction Finetuning LLaMA-3-8B Model Using LoRA for Financial Named Entity Recognition
by Zhiming Lian
- 2601.09999 Corrected Forecast Combinations
by Chu-An Liu & Andrey L. Vasnev
- 2601.09927 Efficiency versus Robustness under Tail Misspecification: Importance Sampling and Moment-Based VaR Bracketing
by Aditri
- 2601.09914 The behavioral effects of index insurance in fisheries
by Nathaniel Grimes & Christopher Costello & Andrew J. Plantinga
- 2601.09891 Learning and Equilibrium under Model Misspecification
by Ignacio Esponda & Demian Pouzo
- 2601.09888 Learning about Treatment Effects with Prior Studies: A Bayesian Model Averaging Approach
by Frederico Finan & Demian Pouzo
- 2601.09872 A continuous-time Kyle model with price-responsive traders
by Eunjung Noh
- 2601.09827 Entropic Approach to Critical Materials Assessment
by Alan J. Hurd
- 2601.09772 Antisocial behavior towards large language model users: experimental evidence
by Pawe{l} Niszczota & Cassandra Grutzner
- 2601.09673 A probabilistic match classification model for sports tournaments
by L'aszl'o Csat'o & Andr'as Gyimesi
- 2601.09618 Journal Impact Factor and Federal Reserve Monetary Policy: An Econometric Analysis Based on 1975-2026
by Alex Huang
- 2601.09573 On click-fraud under pro-rata revenue sharing rule
by Hao Yu
- 2601.09561 Institutions, Education, and Religious Change: Evidence from Colombia
by Hector Galindo-Silva & Paula Paula Herrera-Idarraga
- 2601.09541 Designing Ad Auctions with Targeting Information
by Srinivas Tunuguntla & Carl F. Mela & Jason Pratt
- 2601.09453 Lee Bounds for Random Objects
by Daisuke Kurisu & Yuta Okamoto & Taisuke Otsu
- 2601.09324 Martingale expansion for stochastic volatility
by Masaaki Fukasawa
- 2601.09198 Credible Nash Bargaining Solution for Bilateral Trading Networks
by Kang Rong & Qianfeng Tang
- 2601.09127 Robo-Advising in Motion: A Model Predictive Control Approach
by Tomasz R. Bielecki & Igor Cialenco
- 2601.09119 Contrastive Bi-Encoder Models for Multi-Label Skill Extraction: Enhancing ESCO Ontology Matching with BERT and Attention Mechanisms
by Yongming Sun
- 2601.09074 The Fourier estimator of spot volatility: Unbounded coefficients and jumps in the price process
by L. J. Espinosa Gonz'alez & Erick Trevi~no Aguilar
- 2601.08974 The drift burst hypothesis
by Kim Christensen & Roel C. A. Oomen & Roberto Ren`o
- 2601.08962 Warp speed price moves: Jumps after earnings announcements
by Kim Christensen & Allan Timmermann & Bezirgen Veliyev
- 2601.08957 The Connection Between Monetary Policy and Housing Prices: Public Perception and Expert Communication
by Philipp Poyntner & Sofie R. Waltl
- 2601.08896 XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation
by Sahaj Raj Malla & Shreeyash Kayastha & Rumi Suwal & Harish Chandra Bhandari & Rajendra Adhikari
- 2601.08853 Kladia Liquidity Deflator (KLD): A Debt-Indexed Deflationary Token on XRPL
by Kiarash Firouzi & Parham Pajouhi
- 2601.08803 Identifying Latent Intentions via Inverse Reinforcement Learning in Repeated Linear Public Good Games
by Carina I. Hausladen & Marcel H. Schubert & Christoph Engel
- 2601.08721 Feasibility-First Satellite Integration in Robust Portfolio Architectures
by Roberto Garrone
- 2601.08660 Destination Drone: A Comprehensive Analysis of Japanese Consumer Choice Behavior and Intentions for Drone Delivery Services
by Ei Phyu Kyi & Tao Feng & Jieyuan Lan & Ying Liu
- 2601.08643 Automatic debiased machine learning and sensitivity analysis for sample selection models
by Jakob Bjelac & Victor Chernozhukov & Phil-Adrian Klotz & Jannis Kueck & Theresa M. A. Schmitz
- 2601.08642 Cities at Play: Improving Equilibria in Urban Neighbourhood Games
by Martin Gairing & Adrian Vetta & Zhanzhan Zhao
- 2601.08641 Resisting Manipulative Bots in Meme Coin Copy Trading: A Multi-Agent Approach with Chain-of-Thought Reasoning
by Yichen Luo & Yebo Feng & Jiahua Xu & Yang Liu
- 2601.08598 Systemic Risk Surveillance
by Timo Dimitriadis & Yannick Hoga
- 2601.08571 Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
by Salam Rabindrajit Luwang & Buddha Nath Sharma & Kundan Mukhia & Md. Nurujjaman & Anish Rai & Filippo Petroni & Luis E. C. Rocha
- 2601.08540 Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics
by Shiyu Zhang & Zining Wang & Jin Zheng & John Cartlidge
- 2601.08352 Impact of Tobacco Advertising Restrictions in Switzerland: A Quasi-Experimental Study on the Effect of Billboard Bans on Smoking
by Andreas Stoller
- 2601.08281 Estimating Treatment Effects in Panel Data Without Parallel Trends
by Shoya Ishimaru
- 2601.08263 A Blessing in Disguise? DeFi Exploits and Short-Horizon Responses in U.S. Commercial Paper Spreads
by Tingyi Lin
- 2601.08247 Incorporating Cognitive Biases into Reinforcement Learning for Financial Decision-Making
by Liu He
- 2601.07992 Fake Date Tests: Can We Trust In-sample Accuracy of LLMs in Macroeconomic Forecasting?
by Alexander Eliseev & Sergei Seleznev
- 2601.07991 Optimal Option Portfolios for Skew-Elliptical t Returns
by Kyle Sung & Traian A. Pirvu
- 2601.07942 Enhancing Portfolio Optimization with Deep Learning Insights
by Brandon Luo & Jim Skufca
- 2601.07852 Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions
by Craig S Wright
- 2601.07792 Non-Convex Portfolio Optimization via Energy-Based Models: A Comparative Analysis Using the Thermodynamic HypergRaphical Model Library (THRML) for Index Tracking
by Javier Mancilla & Theodoros D. Bouloumis & Frederic Goguikian
- 2601.07752 Generalized Riesz Regression: A Unified Framework for Debiased Machine Learning with Riesz Representer Fitting under Bregman Divergence
by Masahiro Kato
- 2601.07735 Evaluating Impacts of Traffic Regulations in Complex Mobility Systems Using Scenario-Based Simulations
by Arianna Burzacchi & Marco Pistore
- 2601.07713 Modelling Distributional Impacts of Carbon Taxation: a Systematic Review and Meta-Analysis
by Jules Linden & Cathal O'Donoghue & Denisa Sologon
- 2601.07687 Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets
by Efstratios Manolakis & Christian Bongiorno & Rosario Nunzio Mantegna
- 2601.07675 Tab-TRM: Tiny Recursive Model for Insurance Pricing on Tabular Data
by Kishan Padayachy & Ronald Richman & Mario V. Wuthrich
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