Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Content
2025
- 2507.11480 Pricing energy spread options with variance gamma-driven Ornstein-Uhlenbeck dynamics
by Tim Leung & Kevin W. Lu
- 2507.11361 Adaptive Robust Optimization for European Electricity System Planning Considering Regional Dunkelflaute Events
by Maximilian Bernecker & Smaranda Sgarciu & Xiaoming Kan & Mehrnaz Anvari & Iegor Riepin & Felix Musgens
- 2507.11353 Propagation of carbon price shocks through the value chain: the mean-field game of defaults
by Zorana Grbac & Simone Pavarana & Thorsten Schmidt & Peter Tankov
- 2507.11029 Value of History in Social Learning: Applications to Markets for History
by Hiroto Sato & Konan Shimizu
- 2507.11018 Incentivizing Knowledge Transfers
by Zhonghong Kuang & Yi Liu & Dong Wei
- 2507.10933 Artificial Finance: How AI Thinks About Money
by Orhan Erdem & Ragavi Pobbathi Ashok
- 2507.10701 Kernel Learning for Mean-Variance Trading Strategies
by Owen Futter & Nicola Muca Cirone & Blanka Horvath
- 2507.10679 FARS: Factor Augmented Regression Scenarios in R
by Gian Pietro Bellocca & Ignacio Garr'on & Vladimir Rodr'iguez-Caballero & Esther Ruiz
- 2507.10588 Forecasting NYC Yellow Taxi Ridership Decline: A Time Series Analysis of Daily Passenger Counts (2017-2019)
by Gaurav Singh
- 2507.10416 Intimate partner violence and women's economic preferences
by Dan Anderberg & Rachel Cassidy & Anaya Dam & Melissa Hidrobo & Jessica Leight & Karlijn Morsink
- 2507.10363 Machine-Learning to Trust
by Ran Spiegler
- 2507.10333 The Green Premium Puzzle: Empirical Evidence from Climate-Friendly Food Products
by Voraprapa Nakavachara & Chanon Thongtai & Thanarat Chalidabhongse & Chanathip Pharino
- 2507.10242 Breakdown Analysis for Instrumental Variables with Binary Outcomes
by Pedro Picchetti
- 2507.10149 A Coincidence of Wants Mechanism for Swap Trade Execution in Decentralized Exchanges
by Abhimanyu Nag & Madhur Prabhakar & Tanuj Behl
- 2507.10148 A Folk Theorem for Indefinitely Repeated Network Games
by Andrea Benso
- 2507.10140 The Effects of Flipped Classrooms in Higher Education: A Causal Machine Learning Analysis
by Daniel Czarnowske & Florian Heiss & Theresa M. A. Schmitz & Amrei Stammann
- 2507.10052 Analyzing the Crowding-Out Effect of Investment Herding on Consumption: An Optimal Control Theory Approach
by Huisheng Wang & H. Vicky Zhao
- 2507.10041 An Accurate Discretized Approach to Parameter Estimation in the CKLS Model via the CIR Framework
by Sourojyoti Barick
- 2507.09972 A New Incentive Model For Content Trust
by Lucas Barbosa & Sam Kirshner & Rob Kopel & Eric Tze Kuan Lim & Tom Pagram
- 2507.09916 Solving dynamic portfolio selection problems via score-based diffusion models
by Ahmad Aghapour & Erhan Bayraktar & Fengyi Yuan
- 2507.09863 Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport
by Ryuji Hashimoto & Kiyoshi Izumi
- 2507.09739 Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
by Haojie Liu & Zihan Lin & Randall R. Rojas
- 2507.09734 Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets
by Przemys{l}aw Rola
- 2507.09683 Networked Information Aggregation via Machine Learning
by Michael Kearns & Aaron Roth & Emily Ryu
- 2507.09675 What Matters Most? A Quantitative Meta-Analysis of AI-Based Predictors for Startup Success
by Seyed Mohammad Ali Jafari & Ali Mobini Dehkordi & Ehsan Chitsaz & Yadollah Yaghoobzadeh
- 2507.09654 Ranked Pairs minimizes the $p$-norm as $p \to \infty$
by Amir Babak Aazami & Hubert L. Bray
- 2507.09635 Selective Newsvendor Problem with Dependent Leadtime and Joint Marketing Decisions
by Jianing Zhi & Guanqiu Qi & Xinghua Li
- 2507.09631 Integrated Warehouse Location and Inventory Decisions in a Multi-location Newsvendor Problem
by Jianing Zhi & Xinghua Li & Zidong Chen
- 2507.09601 NMIXX: Domain-Adapted Neural Embeddings for Cross-Lingual eXploration of Finance
by Hanwool Lee & Sara Yu & Yewon Hwang & Jonghyun Choi & Heejae Ahn & Sungbum Jung & Youngjae Yu
- 2507.09600 On the existence of EFX allocations for goods
by Ujjwal Kumar & Souvik Roy
- 2507.09554 Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks
by Pouriya Khalilian & Amirhossein N. Golestani & Mohammad Eslamifar & Mostafa T. Firouzjaee & Javad T. Firouzjaee
- 2507.09550 On Probabilistic Assignment Rules
by Sreedurga Gogulapati & Yadati Narahari & Souvik Roy & Soumyarup Sadhukhan
- 2507.09494 An Algorithm for Identifying Interpretable Subgroups With Elevated Treatment Effects
by Albert Chiu
- 2507.09444 Norms Based on Generalized Expected-Shortfalls and Applications
by Shuyu Gong & Taizhong Hu & Zhenfeng Zou
- 2507.09419 Comrades and Cause: Peer Influence on West Point Cadets' Civil War Allegiances
by Yuchen Guo & Matthew O. Jackson & Ruixue Jia
- 2507.09415 Contracting a crowd of heterogeneous agents
by Guillermo Alonso Alvarez & Erhan Bayraktar & Ibrahim Ekren
- 2507.09412 Joint deep calibration of the 4-factor PDV model
by Fabio Baschetti & Giacomo Bormetti & Pietro Rossi
- 2507.09347 A Framework for Predictive Directional Trading Based on Volatility and Causal Inference
by Ivan Letteri
- 2507.09196 Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence
by Nader Karimi & Erfan Salavati
- 2507.09181 Generalized Orlicz premia
by Mucahit Aygun & Fabio Bellini & Roger J. A. Laeven
- 2507.09152 Egalitarian-equivalent and strategy-proof mechanisms in homogeneous multi-object allocation problems
by Hinata Kurashita & Ryosuke Sakai
- 2507.09004 Function approximations for counterparty credit exposure calculations
by Domagoj Demeterfi & Kathrin Glau & Linus Wunderlich
- 2507.08918 Correlated Synthetic Controls
by Tzvetan Moev
- 2507.08915 Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling
by Kiarash Firouzi
- 2507.08880 Central Bank Digital Currencies: A Survey
by Qifeng Tang & Yain-Whar Si
- 2507.08835 Representation learning with a transformer by contrastive learning for money laundering detection
by Harold Gu'eneau & Alain Celisse & Pascal Delange
- 2507.08764 Propensity score with factor loadings: the effect of the Paris Agreement
by Angelo Forino & Andrea Mercatanti & Giacomo Morelli
- 2507.08641 Pricing and hedging the prepayment option of mortgages under stochastic housing market activity
by Leonardo Perotti & Lech A. Grzelak & Cornelis W. Oosterlee
- 2507.08584 To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions
by Dimitrios Emmanoulopoulos & Ollie Olby & Justin Lyon & Namid R. Stillman
- 2507.08512 From Revolution to Ruin: An Empirical Analysis Yemen's State Collapse
by Riste Ichev & Rok Spruk
- 2507.08482 Tensor train representations of Greeks for Fourier-based pricing of multi-asset options
by Rihito Sakurai & Koichi Miyamoto & Tsuyoshi Okubo
- 2507.08394 Temperature Measurement in Agent Systems
by Christoph J. Borner & Ingo Hoffmann
- 2507.08302 Arbitrage on Decentralized Exchanges
by Xue Dong He & Chen Yang & Yutian Zhou
- 2507.08244 Advancing AI Capabilities and Evolving Labor Outcomes
by Jacob Dominski & Yong Suk Lee
- 2507.08222 Do Temporary Workers Face Higher Wage Markdowns? Evidence from India's Automotive Sector
by Davide Luparello
- 2507.08193 Entity-Specific Cyber Risk Assessment using InsurTech Empowered Risk Factors
by Jiayi Guo & Zhiyu Quan & Linfeng Zhang
- 2507.08159 Long-term Health and Human Capital Effects of Early-Life Economic Conditions
by Ruijun Hou & Samuel Baker & Stephanie von Hinke & Hans H. Sievertsen & Emil S{o}rensen & Nicolai Vitt
- 2507.08101 Three-level qualitative classification of financial risks under varying conditions through first passage times
by Carlos Bouthelier-Madre & Carlos Escudero
- 2507.08065 Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets
by Avishek Bhandari
- 2507.08019 Signal or Noise? Evaluating Large Language Models in Resume Screening Across Contextual Variations and Human Expert Benchmarks
by Aryan Varshney & Venkat Ram Reddy Ganuthula
- 2507.07935 Working with AI: Measuring the Applicability of Generative AI to Occupations
by Kiran Tomlinson & Sonia Jaffe & Will Wang & Scott Counts & Siddharth Suri
- 2507.07770 A Flexible Measure of Voter Polarization
by Boris Ginzburg
- 2507.07738 Efficient and Scalable Estimation of Distributional Treatment Effects with Multi-Task Neural Networks
by Tomu Hirata & Undral Byambadalai & Tatsushi Oka & Shota Yasui & Shingo Uto
- 2507.07508 The Pandora's Box Problem with Sequential Inspections
by Ali Aouad & Jingwei Ji & Yaron Shaposhnik
- 2507.07501 Stability in Many-to-One Matching with Couples having Responsive Preferences
by Shashwat Khare & Souvik Roy & Ton Storcken
- 2507.07490 Characterizing Stability in Many-to-One Matching with Non-Responsive Couples
by Shashwat Khare & Souvik Roy
- 2507.07477 Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy
by Jinbo Cai & Wenze Li & Wenjie Wang
- 2507.07469 A Projection-Based ARIMA Framework for Nonlinear Dynamics in Macroeconomic and Financial Time Series: Closed-Form Estimation and Rolling-Window Inference
by Haojie Liu & Zihan Lin
- 2507.07450 Tracking the economy at high frequency
by Freddy Garc'ia-Alb'an & Juan Jarr'in
- 2507.07358 Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation
by Jennifer Alonso-Garcia & Len Patrick Dominic M. Garces & Jonathan Ziveyi
- 2507.07300 No Midcost Democracy
by Hans Gersbach & Arthur Schichl & Oriol Tejada
- 2507.07296 Time Series Foundation Models for Multivariate Financial Time Series Forecasting
by Ben A. Marconi
- 2507.07286 Identifying Present-Biased Discount Functions in Dynamic Discrete Choice Models
by Jaap H. Abbring & {O}ystein Daljord & Fedor Iskhakov
- 2507.07228 On a Debiased and Semiparametric Efficient Changes-in-Changes Estimator
by Jinghao Sun & Eric J. Tchetgen Tchetgen
- 2507.07159 Large-scale portfolio optimization with variational neural annealing
by Nishan Ranabhat & Behnam Javanparast & David Goerz & Estelle Inack
- 2507.07107 Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction
by Yimin Du
- 2507.07053 Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean
by Argimiro Arratia & Henryk Gzyl
- 2507.07052 Quantifying Bounded Rationality: Formal Verification of Simon's Satisficing Through Flexible Stochastic Dominance
by Jingyuan Li & Zhou Lin
- 2507.07037 Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
by Yimin Du & Guolin Tang
- 2507.07019 The Post Science Paradigm of Scientific Discovery in the Era of Artificial Intelligence: Modelling the Collapse of Ideation Costs, Epistemic Inversion, and the End of Knowledge Scarcity
by Christian William Callaghan
- 2507.06796 Optimisation of Electrolyser Operation: Integrating External Heat
by Matthias Derez & Alexander Hoogsteyn & Erik Delarue
- 2507.06663 Sustainability Transitions and Bending the Curve of Biodiversity Collapse in the Amazon Forest
by Romero-Goyeneche Oscar Yandy & Ramirez Matias & Osorio-Garcia Ana Milena & Harman Canalle Ursula
- 2507.06422 Trial Length, Pricing, and Rationally Inattentive Customers
by F. Nguyen
- 2507.06345 Reinforcement Learning for Trade Execution with Market and Limit Orders
by Patrick Cheridito & Moritz Weiss
- 2507.06266 Machine Learning based Enterprise Financial Audit Framework and High Risk Identification
by Tingyu Yuan & Xi Zhang & Xuanjing Chen
- 2507.06126 A Directed Lazy Random Walk Model to Three-Way Dynamic Matching Problem
by Souvik Roy & Agamani Saha
- 2507.05994 Beating the Best Constant Rebalancing Portfolio in Long-Term Investment: A Generalization of the Kelly Criterion and Universal Learning Algorithm for Markets with Serial Dependence
by Duy Khanh Lam
- 2507.05898 Minimal balanced collections and their applications to core stability and other topics of game theory
by Dylan Laplace Mermoud & Michel Grabisch & Peter Sudholter
- 2507.05856 Cutting the Geopolitical Ties: Foreign Exchange Reserves, GDP and Military Spending
by Boris Podobnik & Dorian Wild & Dejan Kovac
- 2507.05846 A job-based assessment of economic complexity: from hidden to revealed
by Antonio Russo & Pasquale Scaramozzino & Andrea Zaccaria
- 2507.05844 Beyond Scalars: Zonotope-Valued Utility for Representation of Multidimensional Incomplete Preferences(Incomplete Version)
by Behrooz Moosavi Ramezanzadeh & Arie Beresteanu
- 2507.05782 Branding through responsibility: the advertising impact of CSR activities in the Korean instant noodles market
by Youngjin Hong & In Kyung Kim & Kyoo il Kim
- 2507.05749 Event-Time Anchor Selection for Multi-Contract Quoting
by Aditya Nittur Anantha & Shashi Jain & Shivam Goyal & Dhruv Misra
- 2507.05738 An efficiency ordering of k-price auctions under complete information
by Sumit Goel & Jeffrey Zeidel
- 2507.05552 Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin
by Bahram Adrangi & Arjun Chatrath & Saman Hatamerad & Kambiz Raffiee
- 2507.05490 Community Bail Fund Systems: Fluid Limits and Approximations
by Yidan Zhang & Jamol Pender
- 2507.05439 The Feasibility of MBSs as Decentralized Autonomous Organizations
by Timothy Dombrowski & V. Carlos Slawson Jr
- 2507.05400 Strategic Alignment Patterns in National AI Policies
by Mohammad Hossein Azin & Hessam Zandhessami
- 2507.05297 Continuous Classification Aggregation
by Zijun Meng
- 2507.05287 Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier-Stokes Equations
by Davit Gondauri
- 2507.05210 Identification of Causal Effects with a Bunching Design
by Carolina Caetano & Gregorio Caetano & Leonard Goff & Eric Nielsen
- 2507.05175 Blind Targeting: Personalization under Third-Party Privacy Constraints
by Anya Shchetkina
- 2507.04866 The connection of the stability of the binary choice model with its discriminatory power
by M. Pomazanov
- 2507.04859 F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in India's Nifty 50
by Siddharth Gavhale
- 2507.04833 The Geopolitical Determinants of Economic Growth, 1960-2024
by Tianyu Fan
- 2507.04668 Forward Regression via Gram-Schmidt Orthogonalization for Ultra-High Dimensional Linear Models
by Jialuo Chen & Zhaoxing Gao & Yifan Jiang & Ruey S. Tsay
- 2507.04663 Model-Estimation-Free, Dense, and High Dimensional Consistent Precision Matrix Estimators
by Mehmet Caner Agostino Capponi Mihailo Stojnic
- 2507.04560 A Test for Jumps in Metric-Space Conditional Means
by David Van Dijcke
- 2507.04545 Measuring Social Media Network Effects
by Sinan Aral & Seth G Benzell & Avinash Collis & Christos Nicolaides
- 2507.04481 Does Overnight News Explain Overnight Returns?
by Paul Glasserman & Kriste Krstovski & Paul Laliberte & Harry Mamaysky
- 2507.04208 Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails
by Ayush Jha & Abootaleb Shirvani & Ali M. Jaffri & Svetlozar T. Rachev & Frank J. Fabozzi
- 2507.04176 skfolio: Portfolio Optimization in Python
by Carlo Nicolini & Matteo Manzi & Hugo Delatte
- 2507.04148 Deterministic Refund Mechanisms
by Saeed Alaei & Shuchi Chawla & Zhiyi Huang & Ali Makhdoumi & Azarakhsh Malekian
- 2507.04093 Dynamic Asset Pricing with {\alpha}-MEU Model
by Jiacheng Fan & Xue Dong He & Ruocheng Wu
- 2507.04074 Efficiency through Evolution, A Darwinian Approach to Agent-Based Economic Forecast Modeling
by Martin Jaraiz
- 2507.04044 A New and Efficient Debiased Estimation of General Treatment Models by Balanced Neural Networks Weighting
by Zeqi Wu & Meilin Wang & Wei Huang & Zheng Zhang
- 2507.04030 Ex-Ante Truthful Distribution-Reporting Mechanisms
by Xiaotie Deng & Yanru Guan & Ningyuan Li & Zihe Wang & Jie Zhang
- 2507.03963 Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks
by Yen Jui Chang & Wei-Ting Wang & Yun-Yuan Wang & Chen-Yu Liu & Kuan-Cheng Chen & Ching-Ray Chang
- 2507.03600 Heterogeneous participation and allocation skews: when is choice "worth it"?
by Nikhil Garg
- 2507.03511 Nonparametric regression for cost-effectiveness analyses with observational data -- a tutorial
by Jonas Esser & Mateus Maia & Judith Bosmans & Johanna van Dongen
- 2507.03470 Perpetual American Standard and Lookback Options in Insider Models with Progressively Enlarged Filtrations
by Pavel V. Gapeev & Libo Li
- 2507.03359 Tight Efficiency Bounds for the Probabilistic Serial and Related Mechanisms
by Jugal Garg & Yixin Tao & L'aszl'o A. V'egh
- 2507.03259 Coalitional stability under myopic expectations and externalities
by Agustin G. Bonifacio & Maria Haydee Fonseca-Mairena & Pablo Neme
- 2507.03238 User Location Disclosure Fails to Deter Overseas Criticism but Amplifies Regional Divisions on Chinese Social Media
by Leo Yang Yang & Yiqing Xu
- 2507.03233 Economic Policy Taxonomy
by Rem Sadykhov & Geoff Goodell & Philip Treleaven
- 2507.03203 Data-Driven Persuasion
by Maxwell Rosenthal
- 2507.03057 Human-AI Technology Integration and Green ESG Performance: Evidence from Chinese Retail Enterprises
by Jun Cui
- 2507.03030 Interactions across multiple games: cooperation, corruption, and organizational design
by Jonathan Bendor & Lukas Bolte & Nicole Immorlica & Matthew O. Jackson
- 2507.02918 Attraction of the core and the cohesion flow
by Dylan Laplace Mermoud
- 2507.02894 A contemporary approach on revisited cost allocation using airport games: the effects of code-sharing
by Alejandro Saavedra-Nieves & M. Gloria Fiestras-Janeiro
- 2507.02801 Learning to Coordinate Bidders in Non-Truthful Auctions
by Hu Fu & Tao Lin
- 2507.02698 Multi-Agent Reinforcement Learning for Dynamic Pricing in Supply Chains: Benchmarking Strategic Agent Behaviours under Realistically Simulated Market Conditions
by Thomas Hazenberg & Yao Ma & Seyed Sahand Mohammadi Ziabari & Marijn van Rijswijk
- 2507.02560 Tertiary Education Completion and Financial Aid Assistance: Evidence from an Information Experiment
by Luca Bonacini & Giuseppe Pignataro & Veronica Rattini
- 2507.02511 Identity and Cooperation in Multicultural Societies: An Experimental Investigation
by Natalia Montinari & Matteo Ploner & Veronica Rattini
- 2507.02464 Resolving CAP Through Automata-Theoretic Economic Design: A Unified Mathematical Framework for Real-Time Partition-Tolerant Systems
by Craig S Wright
- 2507.02439 Introducing a New Brexit-Related Uncertainty Index: Its Evolution and Economic Consequences
by Ismet Gocer & Julia Darby & Serdar Ongan
- 2507.02412 Green Ammonia: A Techno-Economic Supply Chain Optimization
by Lucien Genge & Felix Musgens
- 2507.02293 Large-Scale Estimation under Unknown Heteroskedasticity
by Sheng Chao Ho
- 2507.02287 Seeing Through Green: Text-Based Classification and the Firm's Returns from Green Patents
by Lapo Santarlasci & Armando Rungi & Antonio Zinilli
- 2507.02275 It's Hard to Be Normal: The Impact of Noise on Structure-agnostic Estimation
by Jikai Jin & Lester Mackey & Vasilis Syrgkanis
- 2507.02028 A Model for the Capability Approach
by Rohit Parikh
- 2507.02027 Arbitrage with bounded Liquidity
by Christoph Schlegel & Quintus Kilbourn
- 2507.02018 NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction
by Yingjie Niu & Mingchuan Zhao & Valerio Poti & Ruihai Dong
- 2507.02011 Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
by Vidya Sagar G & Shifat Ali & Siddhartha P. Chakrabarty
- 2507.01995 Fair sharing ratios of Profit and Loss sharing contracts
by Abass Sagna
- 2507.01993 Finding good bets in the lottery, and why you shouldn't take them
by Aaron Abrams & Skip Garibaldi
- 2507.01991 FinAI-BERT: A Transformer-Based Model for Sentence-Level Detection of AI Disclosures in Financial Reports
by Muhammad Bilal Zafar
- 2507.01990 Integrating Large Language Models in Financial Investments and Market Analysis: A Survey
by Sedigheh Mahdavi & Jiating & Chen & Pradeep Kumar Joshi & Lina Huertas Guativa & Upmanyu Singh
- 2507.01989 Currents Beneath Stability: A Stochastic Framework for Exchange Rate Instability Using Kramers Moyal Expansion
by Yazdan Babazadeh Maghsoodlo & Amin Safaeesirat
- 2507.01987 Predicting and Explaining Customer Data Sharing in the Open Banking
by Jo~ao B. G. de Brito & Rodrigo Heldt & Cleo S. Silveira & Matthias Bogaert & Guilherme B. Bucco & Fernando B. Luce & Jo~ao L. Becker & Filipe J. Zabala & Michel J. Anzanello
- 2507.01985 Intrinsic Geometry and the Stability of Minimum Differentiation
by Aldric Labarthe & Yann Kerzreho
- 2507.01983 Comparing Bitcoin and Ethereum tail behavior via Q-Q analysis of cryptocurrency returns
by A. H. Nzokem
- 2507.01980 Detecting Fraud in Financial Networks: A Semi-Supervised GNN Approach with Granger-Causal Explanations
by Linh Nguyen & Marcel Boersma & Erman Acar
- 2507.01979 Forecasting Labor Markets with LSTNet: A Multi-Scale Deep Learning Approach
by Adam Nelson-Archer & Aleia Sen & Meena Al Hasani & Sofia Davila & Jessica Le & Omar Abbouchi
- 2507.01973 Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation
by Junjie Guo
- 2507.01972 Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
by Hadi Keramati & Samaneh Jazayeri
- 2507.01971 DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification
by Boris Kriuk & Logic Ng & Zarif Al Hossain
- 2507.01970 News Sentiment Embeddings for Stock Price Forecasting
by Ayaan Qayyum
- 2507.01969 The algebraic structures of social organizations: the operad of cooperative games
by Dylan Laplace Mermoud & Victor Roca i Lucio
- 2507.01968 Optimising task allocation to balance business goals and worker well-being for financial service workforces
by Chris Duckworth & Zlatko Zlatev & James Sciberras & Peter Hallett & Enrico Gerding
- 2507.01964 Forecasting Nigerian Equity Stock Returns Using Long Short-Term Memory Technique
by Adebola K. Ojo & Ifechukwude Jude Okafor
- 2507.01963 A Midsummer Meme's Dream: Investigating Market Manipulations in the Meme Coin Ecosystem
by Alberto Maria Mongardini & Alessandro Mei
- 2507.01918 End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning
by Christian Bongiorno & Efstratios Manolakis & Rosario Nunzio Mantegna
- 2507.01804 Meta-emulation: An application to the social cost of carbon
by Richard S. J. Tol
- 2507.01704 Using Machine Learning to Compute Constrained Optimal Carbon Tax Rules
by Felix Kubler & Simon Scheidegger & Oliver Surbek
- 2507.01621 Enriching the Felsenthal index with a priori unions for decision-making processes
by Alicia Mascare~nas-Pazos & Silvia Lorenzo-Freire & Jose Maria Alonso-Meijide
- 2507.01545 Covariance Matrix Estimation for Positively Correlated Assets
by Weilong Liu & Yanchu Liu
- 2507.01517 Heterogeneity Analysis with Heterogeneous Treatments
by Phillip Heiler & Michael C. Knaus
- 2507.01483 Epistemic Scarcity: The Economics of Unresolvable Unknowns
by Craig S Wright
- 2507.01458 Pay Clauses in Public Procurement: The Wage Impact of Collective Bargaining Compliance Laws in Germany
by Vinzenz Pyka
- 2507.01365 Consumption Stimulus with Digital Coupons
by Ying Chen & Mingyi Li & Jiaming Mao & Jingyi Zhou
- 2507.01202 Shrinkage-Based Regressions with Many Related Treatments
by Enes Dilber & Colin Gray
- 2507.01167 Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity
by Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner
- 2507.01128 rdhte: Conditional Average Treatment Effects in RD Designs
by Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell & Filippo Palomba & Rocio Titiunik
- 2507.00978 Decentralised Multi-Manager Fund Framework
by Arman Abgaryan & Utkarsh Sharma & Joshua Tobkin
- 2507.00913 Local Strategy-proofness and Dictatorship
by Abinash Panda & Anup Pramanik & Ragini Saxena
- 2507.00853 Ranking Quantilized Mean-Field Games with an Application to Early-Stage Venture Investments
by Rinel Foguen Tchuendom & Dena Firoozi & Mich`ele Breton
- 2507.00795 Randomization Inference with Sample Attrition
by Xinran Li & Peizan Sheng & Zeyang Yu
- 2507.00763 Comparing Misspecified Models with Big Data: A Variational Bayesian Perspective
by Yong Li & Sushanta K. Mallick & Tao Zeng & Junxing Zhang
- 2507.00575 Multifractality in Bitcoin Realised Volatility: Implications for Rough Volatility Modelling
by Milan Pontiggia
- 2507.00555 Plausible GMM: A Quasi-Bayesian Approach
by Victor Chernozhukov & Christian B. Hansen & Lingwei Kong & Weining Wang
- 2507.00397 Dynamic SINR-Guided Iterative Interference Cancellation for ODDM Systems in Doubly Dispersive Channels
by Jiasong Han & Xuehan Wang & Jintao Wang
- 2507.00332 Optimization Method of Multi-factor Investment Model Driven by Deep Learning for Risk Control
by Ruisi Li & Xinhui Gu
- 2507.00307 Robust Inference when Nuisance Parameters may be Partially Identified with Applications to Synthetic Controls
by Joseph Fry
- 2507.00289 Extrapolation in Regression Discontinuity Design Using Comonotonicity
by Ben Deaner & Soonwoo Kwon
- 2507.00288 Reconfiguring Digital Accountability: AI-Powered Innovations and Transnational Governance in a Postnational Accounting Context
by Claire Li & David Freeborn
- 2507.00281 Factors Influencing Change Orders in Horizontal Construction Projects: A Comparative Analysis of Unit Price and Lump Sum Contracts
by Mohamed Khalafalla & Tejal Mulay & Shonda L Bernadin
- 2507.00279 Satellite and Mobile Phone Data Reveal How Violence Affects Seasonal Migration in Afghanistan
by Xiao Hui Tai & Suraj R. Nair & Shikhar Mehra & Joshua E. Blumenstock
- 2507.00249 Endogenous Network Structures with Precision and Dimension Choices
by Nikhil Kumar
- 2507.00207 Unraveling Global Threads: Pandemic, Geopolitical Conflict, and Resilience in Fashion and Textile Supply Chain
by Md. Al-Amin & Muneeb Tahir & Amit Talukder & Abdullah Al Mamun & Md Tanjim Hossain & Nigar Sultana
- 2507.00067 The gradual transformation of inland areas -- human plowing, horse plowing and equity incentives
by Hongfa Zi & Zhen Liu
- 2507.00047 Reducing Profile-Based Matching to the Maximum Weight Matching Problem
by Seongbeom Park
- 2506.24111 Pricing Fractal Derivatives under Sub-Mixed Fractional Brownian Motion with Jumps
by Nader Karimi
- 2506.24007 Minimax and Bayes Optimal Best-Arm Identification
by Masahiro Kato
- 2506.23954 Flexible Moral Hazard Problems with Adverse Selection
by Siwen Liu
- 2506.23952 Autonomy by Design: Preserving Human Autonomy in AI Decision-Support
by Stefan Buijsman & Sarah E. Carter & Juan Pablo Berm'udez
- 2506.23876 Explicit local volatility formula for Cheyette-type interest rate models
by Alexander Gairat & Vyacheslav Gorovoy & Vadim Shcherbakov
- 2506.23834 Robust Inference with High-Dimensional Instruments
by Qu Feng & Sombut Jaidee & Wenjie Wang
Printed from https://ideas.repec.org/s/arx/papers19.html