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Content
2025
- 2511.10827 Non-symmetric discrete Colonel Blotto game
by Marcin Dziubi'nski
- 2511.10808 Seasonality in the U.S. Housing Market: Post-Pandemic Shifts and Regional Dynamics
by Yihan Hu & Yifei Huang & Weizhao Wang
- 2511.10715 HSBC until 1950: From its colonial cradle past the World Wars
by Christopher Mantzaris & Ajda Fov{s}ner
- 2511.10702 The Relationship Between Environmental Regulation and Urbanization: a panel data analysis of Chinese prefecture-level cities
by Chao Zhang & Yulin Lu
- 2511.10681 Assaults on Judicial Independence under the Pretense of Modernization: Evidence from Venezuela
by Nuno Garoupa & Virginia Rosales & Rok Spruk
- 2511.10478 Noise-proofing Universal Portfolio Shrinkage
by Paul Ruelloux & Christian Bongiorno & Damien Challet
- 2511.10419 Principal component analysis in econometrics: a selective inference perspective
by Yasuyuki Matsumura & Chisato Tachibana
- 2511.10365 FCOC: A Fractal-Chaotic Co-driven Framework for Financial Volatility Forecasting
by Yilong Zeng & Boyan Tang & Xuanhao Ren & Sherry Zhefang Zhou & Jianghua Wu & Raymond Lee
- 2511.10349 Private From Whom? Minimal Information Leakage in Auctions
by Eric Gao & Eric Tang
- 2511.10226 Privacy Structure and Blackwell Frontier
by Zhang Xu & Wei Zhao
- 2511.10000 On Multi-Level Apportionment
by Ulrike Schmidt-Kraepelin & Warut Suksompong & Steven Wijaya
- 2511.09988 Matching Under Preference Uncertainty: Random Allocation, Informativeness, and Welfare
by Yu-Ting Ho
- 2511.09967 Zoned Out: The Long-Term Consequences of School Choice for Wealth Segregation
by Georgy Artemov & Kentaro Tomoeda
- 2511.09877 Guiding without Generating: Artificial Intelligence (AI)-Enabled Topic Nudges in Online Reviews
by Fangyan Wang & Sai Liang & Zaiyan Wei
- 2511.09839 Evolving Rules: Imitation and Best Response Learning in Cournot Oligopoly
by Xiaomeng Ding & Simon Weidenholzer & Boyu Zhang
- 2511.09767 Modelos Empiricos de Pos-Dupla Selecao por LASSO: Discussoes para Estudos do Transporte Aereo
by Alessandro V. M. Oliveira
- 2511.09479 Understanding the Impact of Proportionality in Approval-Based Multiwinner Elections
by Niclas Boehmer & Lara Glessen & Jannik Peters
- 2511.09454 Algorithmic Advice as a Strategic Signal on Competitive Markets
by Tobias R. Rebholz & Maxwell Uphoff & Christian H. R. Bernges & Florian Scholten
- 2511.09424 Posterior-Separable Costs and Menu Preferences
by Henrique de Oliveira & Jeffrey Mensch
- 2511.09263 Slaying the Dragon: The Quest for Democracy in Decentralized Autonomous Organizations (DAOs)
by Stefano Balietti & Pietro Saggese & Stefan Kitzler & Bernhard Haslhofer
- 2511.09260 Self-Selection, University Courses and Returns to Advanced Degrees
by Eleonora Brandimarti
- 2511.09249 Robust Cauchy-Based Methods for Predictive Regressions
by Rustam Ibragimov & Jihyun Kim & Anton Skrobotov
- 2511.09175 Proof-Carrying No-Arbitrage Surfaces: Constructive PCA-Smolyak Meets Chain-Consistent Diffusion with c-EMOT Certificates
by Jian'an Zhang
- 2511.09162 Not-so-Cleansing Recessions
by Igli Bajo & Frederik H. Bennhoff & Alessandro Ferrari
- 2511.09061 Generative Pricing of Basket Options via Signature-Conditioned Mixture Density Networks
by Hasib Uddin Molla & Antony Ware & Ilnaz Asadzadeh & Nelson Mesquita Fernandes
- 2511.08785 Making Talk Cheap: Generative AI and Labor Market Signaling
by Anais Galdin & Jesse Silbert
- 2511.08736 A Risk-Based Equilibrium Analysis of Energy Imbalance Reserve in Day-Ahead Electricity Markets
by Ryan Ent & Golbon Zakeri & Tongxin Zheng & Jinye Zhao
- 2511.08735 A Deep Learning-Based Method for Fully Coupled Non-Markovian FBSDEs with Applications
by Hasib Uddin Molla & Matthew Backhouse & Ankit Banarjee & Jinniao Qiu
- 2511.08662 Robust distortion risk metrics and portfolio optimization
by Peng Liu & Steven Vanduffel & Yi Xia
- 2511.08658 "It Looks All the Same to Me": Cross-index Training for Long-term Financial Series Prediction
by Stanislav Selitskiy
- 2511.08638 Pattern Recognition of Scrap Plastic Misclassification in Global Trade Data
by Muhammad Sukri Bin Ramli
- 2511.08622 Multi-period Learning for Financial Time Series Forecasting
by Xu Zhang & Zhengang Huang & Yunzhi Wu & Xun Lu & Erpeng Qi & Yunkai Chen & Zhongya Xue & Qitong Wang & Peng Wang & Wei Wang
- 2511.08621 The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications
by Gaetan Caillaut & Raheel Qader & Jingshu Liu & Mariam Nakhl'e & Arezki Sadoune & Massinissa Ahmim & Jean-Gabriel Barthelemy
- 2511.08617 The effects of International Monetary Fund programs: a systematic review with narrative synthesis on poverty, inequality, and social indicators
by Ricardo Alonzo Fern'andez Salguero
- 2511.08616 Reasoning on Time-Series for Financial Technical Analysis
by Kelvin J. L. Koa & Jan Chen & Yunshan Ma & Huanhuan Zheng & Tat-Seng Chua
- 2511.08608 When Reasoning Fails: Evaluating 'Thinking' LLMs for Stock Prediction
by Rakeshkumar H Sodha
- 2511.08606 Data-driven Feynman-Kac Discovery with Applications to Prediction and Data Generation
by Qi Feng & Guang Lin & Purav Matlia & Denny Serdarevic
- 2511.08604 Generative Agents and Expectations: Do LLMs Align with Heterogeneous Agent Models?
by Filippo Gusella & Eugenio Vicario
- 2511.08603 What Benefits Drive Membership in Medicare Advantage Plans?
by Xiyue Liao & Ian Duncan & Jiarui Yu
- 2511.08602 Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis
by Tatsuru Kikuchi
- 2511.08591 An Empirical Assessment of the Accounting Semi-Identity Problem's Pervasiveness and Severity
by F. Javier S'anchez-Vidal
- 2511.08588 Explainable Federated Learning for U.S. State-Level Financial Distress Modeling
by Lorenzo Carta & Fernando Spadea & Oshani Seneviratne
- 2511.08571 Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025)
by Mainak Singha & Jose Aguilera-Toste & Vinayak Lahiri
- 2511.08433 Equilibrium Strategies for Singular Dividend Control Problems under the Mean-Variance Criterion
by Jingyi Cao & Dongchen Li & Virginia R. Young & Bin Zou
- 2511.08347 Classification in Equilibrium: Structure of Optimal Decision Rules
by Elizabeth Maggie Penn & John W. Patty
- 2511.08306 An extreme Gradient Boosting (XGBoost) Trees approach to Detect and Identify Unlawful Insider Trading (UIT) Transactions
by Krishna Neupane & Igor Griva
- 2511.08303 Semi-Supervised Treatment Effect Estimation with Unlabeled Covariates for Prediction-Powered Causal Inference
by Masahiro Kato
- 2511.08218 Who benefits from increases in military spending? An empirical analysis
by John Beirne & Haroon Mumtaz & Donghyun Park & Gazi Salah Uddin & Angeliki Theophilopoulou
- 2511.08202 How Fixed-Amount Transactions and Liquidity Constraints Amplify Wealth Inequality: A Kinetic Model Deviating from the Maximum Entropy Benchmark
by Jihyuan Liuh
- 2511.08082 Prudential Reliability of Large Language Models in Reinsurance: Governance, Assurance, and Capital Efficiency
by Stella C. Dong
- 2511.08039 Marginal Productivity Theory versus the Labor Theory of Property: An analysis using vectorial marginal products
by David Ellerman
- 2511.07961 Linguistic Indirectness in Public Cheap-Talk Games
by Liping Tang & Michiko Ogaku
- 2511.07834 Levy-stable scaling of risk and performance functionals
by Dmitrii Vlasiuk
- 2511.07699 Misaligned by Design: Incentive Failures in Machine Learning
by David Autor & Andrew Caplin & Daniel Martin & Philip Marx
- 2511.07652 From Double to Triple Burden: Gender Stratification in the Latin American Data Annotation Gig Economy
by Lauren Benjamin Mushro
- 2511.07583 The role of micro-credentials in the future digitalized AI-driven education
by Wadim Strielkowski
- 2511.07571 Forecasting implied volatility surface with generative diffusion models
by Chen Jin & Ankush Agarwal
- 2511.07434 RL-Exec: Impact-Aware Reinforcement Learning for Opportunistic Optimal Liquidation, Outperforms TWAP and a Book-Liquidity VWAP on BTC-USD Replays
by Enzo Duflot & Stanislas Robineau
- 2511.07431 Optimal Cash Transfers and Microinsurance to Reduce Social Protection Costs
by Pablo Azcue & Corina Constantinescu & Jos'e Miguel Flores-Contr'o & Nora Muler
- 2511.07287 Mapping Power Relations: A Geometric Framework for Game-Theoretic Analysis
by Daniele De luca
- 2511.07280 The Value of Personalized Recommendations: Evidence from Netflix
by Kevin Zielnicki & Guy Aridor & Aur'elien Bibaut & Allen Tran & Winston Chou & Nathan Kallus
- 2511.07235 Deep Neural Operator Learning for Probabilistic Models
by Erhan Bayraktar & Qi Feng & Zecheng Zhang & Zhaoyu Zhang
- 2511.07218 The Long Shadow of Superstars: Effects on Opportunities, Careers, and Team Production
by Masaya Nishihata
- 2511.07183 Unlocking the Regression Space
by Liudas Giraitis & George Kapetanios & Yufei Li & Alexia Ventouri
- 2511.07045 Machine-learning a family of solutions to an optimal pension investment problem
by John Armstrong & Cristin Buescu & James Dalby & Rohan Hobbs
- 2511.07014 Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction
by So-Yoon Cho & Jin-Young Kim & Kayoung Ban & Hyeng Keun Koo & Hyun-Gyoon Kim
- 2511.06613 Some economics of artificial superintelligence
by Henry A. Thompson
- 2511.06562 Does Local Urban Governance Status Matter? Evidence from India
by Saannidhya Rawat
- 2511.06545 Vibecoding and Digital Entrepreneurship
by Ruiqing Cao & Abhishek Bhatia
- 2511.06474 Boundary Discontinuity Designs: Theory and Practice
by Matias D. Cattaneo & Rocio Titiunik & Ruiqi Rae Yu
- 2511.06451 A Risk-Neutral Neural Operator for Arbitrage-Free SPX-VIX Term Structures
by Jian'an Zhang
- 2511.06274 Why `Fair Market Valuations' are Inappropirate for Employee-Owned Firms and Partnerships
by David Ellerman
- 2511.06243 A sensitivity analysis for the average derivative effect
by Jeffrey Zhang
- 2511.06224 Bitcoin Forecasting with Classical Time Series Models on Prices and Volatility
by Anmar Kareem & Alexander Aue
- 2511.06177 Push-response anomalies in high-frequency S&P 500 price series
by Dmitrii Vlasiuk & Mikhail Smirnov
- 2511.06165 Spatial Selection and the Multiscale Dynamics of Urban Change
by Jordan T Kemp & Laura Fursich & Lu'is M A Bettencourt
- 2511.05932 The Future of AI in the GCC Post-NPM Landscape: A Comparative Analysis of Kuwait and the UAE
by Mohammad Rashed Albous & Bedour Alboloushi & Arnaud Lacheret
- 2511.05927 Artificial intelligence and the Gulf Cooperation Council workforce adapting to the future of work
by Mohammad Rashed Albous & Melodena Stephens & Odeh Rashed Al-Jayyousi
- 2511.05870 Synthetic Parallel Trends
by Yiqi Liu
- 2511.05861 Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets
by Yue Cao & Zongxia Liang & Sheng Wang & Xiang Yu
- 2511.05840 Comparative e-backtests for general risk measures
by Zhanyi Jiao & Qiuqi Wang & Yimiao Zhao
- 2511.05801 The Exact Variance of the Average Treatment Effect Estimator in Cluster Randomized Controlled Trials
by Yue Fang & Geert Ridder
- 2511.05766 Anchors in the Machine: Behavioral and Attributional Evidence of Anchoring Bias in LLMs
by Felipe Valencia-Clavijo
- 2511.05725 Multilevel non-linear interrupted time series analysis
by RJ Waken & Fengxian Wang & Sarah A. Eisenstein & Tim McBride & Kim Johnson & Karen Joynt-Maddox
- 2511.05712 Optimally-Transported Generalized Method of Moments
by Susanne Schennach & Vincent Starck
- 2511.05710 Cluster-robust inference with a single treated cluster using the t-test
by Chun Pong Lau & Xinran Li
- 2511.05691 Network and Risk Analysis of Surety Bonds
by Tamara Broderick & Ali Jadbabaie & Vanessa Lin & Manuel Quintero & Arnab Sarker & Sean R. Sinclair
- 2511.05599 0.001% and Counting: Revisiting the Price Rounding Tax
by Doron Sayag & Avichai Snir & Daniel Levy
- 2511.05556 Daily Forecasting for Annual Time Series Datasets Using Similarity-Based Machine Learning Methods: A Case Study in the Energy Market
by Mahdi Goldani
- 2511.05523 The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets
by Ciaran O'Connor & Mohamed Bahloul & Steven Prestwich & Andrea Visentin
- 2511.05519 An uncertainty-aware physics-informed neural network solution for the Black-Scholes equation: a novel framework for option pricing
by Sina Kazemian & Ghazal Farhani & Amirhessam Yazdi
- 2511.05515 The Breadth Premium: Measuring the Firm-level Impact of CEO Career Breadth
by T. Alexander Puutio
- 2511.05512 Estimating the Impact of the Bitcoin Halving on Its Price Using Synthetic Control
by Vladislav Virtonen
- 2511.05508 Personalized Chain-of-Thought Summarization of Financial News for Investor Decision Support
by Tianyi Zhang & Mu Chen
- 2511.05466 The Cost of Optimally Acquired Information
by Alexander W. Bloedel & Weijie Zhong
- 2511.05463 From sectorial coarse graining to extreme coarse graining of S&P 500 correlation matrices
by Manan Vyas & M. Mija'il Mart'inez-Ramos & Parisa Majari & Thomas H. Seligman
- 2511.05438 Impacts of large-scale food fortification on the cost of nutrient-adequate diets: a modeling study in 89 countries
by Leah Costlow & Yan Bai & Katherine P. Adams & Ty Beal & Kathryn G. Dewey & Christopher M. Free & Valerie M. Friesen & Mduduzi N. N. Mbuya & Stella Nordhagen & Florencia C. Vasta & William A. Masters
- 2511.05338 Task assignment as dynamic incentives
by Yonghang Ji & Allen Vong
- 2511.05315 Economic uncertainty and exchange rates linkage revisited: modelling tail dependence with high frequency data
by Nourhaine Nefzi & Abir Abid
- 2511.05294 Digital Engagement, Income Disparities, and Job Seeking in the United States since 2010
by Shaolong Wu & Yijiang River Dong & Siming He
- 2511.05270 Competitive optimal portfolio selection under mean-variance criterion
by Guojiang Shao & Zuo Quan Xu & Qi Zhang
- 2511.05128 Do Test Scores Help Teachers Give Better Track Advice to Students? A Principal Stratification Analysis
by Andrea Ichino & Fabrizia Mealli & Javier Viviens
- 2511.05030 The Shape of Markets: Machine learning modeling and Prediction Using 2-Manifold Geometries
by Panagiotis G. Papaioannou & Athanassios N. Yannacopoulos
- 2511.05019 The Coarse Nash Bargaining Solutions
by Satoshi Nakada & Kensei Nakamura
- 2511.05001 Characterizations of Proportional Division Value in TU-Games via Fixed-Population Consistency
by Yukihiko Funaki & Yukio Koriyama & Satoshi Nakada & Yuki Tamura
- 2511.04996 Characterizing the ELS Values with Fixed-Population Invariance Axioms
by Yukihiko Funaki & Yukio Koriyama & Satoshi Nakada & Yuki Tamura
- 2511.04957 Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators
by Bruno Fava
- 2511.04935 Words Matter: Forecasting Economic Downside Risks with Corporate Textual Data
by Cansu Isler
- 2511.04912 Election and Subjective Well-Being:Evidence from the 2024 U.S. Presidential Election
by Dongyoung Kim & Young-Il Albert Kim & Haedong Aiden Rho
- 2511.04784 Insights into Tail-Based and Order Statistics
by Hamidreza Maleki Almani
- 2511.04782 Clearing Up the Effective Lower Bound Morass
by Haochun Ma & Jordan Roulleau-Pasdeloup
- 2511.04658 Where to Experiment? Site Selection Under Distribution Shift via Optimal Transport and Wasserstein DRO
by Adam Bouyamourn
- 2511.04572 Fisher Meets Lindahl: A Unified Duality Framework for Market Equilibrium
by Yixin Tao & Weiqiang Zheng
- 2511.04568 Riesz Regression As Direct Density Ratio Estimation
by Masahiro Kato
- 2511.04515 Robust mean-field control under common noise uncertainty
by Mathieu Lauri`ere & Ariel Neufeld & Kyunghyun Park
- 2511.04469 Towards Causal Market Simulators
by Dennis Thumm & Luis Ontaneda Mijares
- 2511.04465 Fraud-Proof Revenue Division on Subscription Platforms
by Abheek Ghosh & Tzeh Yuan Neoh & Nicholas Teh & Giannis Tyrovolas
- 2511.04449 Comparison of Oracles: Part II
by David Lagziel & Ehud Lehrer & Tao Wang
- 2511.04412 On the Estimation of Own Funds for Life Insurers: A Study of Direct, Indirect, and Control Variate Methods in a Risk-Neutral Pricing Framework
by Mark-Oliver Wolf
- 2511.04361 Causal Regime Detection in Energy Markets With Augmented Time Series Structural Causal Models
by Dennis Thumm
- 2511.04348 Regime Changes and Real-Financial Cycles: Searching Minsky's Hypothesis in a Nonlinear Setting
by Domenico delli Gatti & Filippo Gusella & Giorgio Ricchiuti
- 2511.04299 Measuring economic outlook in the news
by Elliot Beck & Franziska Eckert & Linus Kuhne & Helge Liebert & Rina Rosenblatt-Wisch
- 2511.04198 Mean-field approximations in insurance
by Philipp C. Hornung
- 2511.04142 A characterization of strategy-proof probabilistic assignment rules
by Sai Praneeth Donthu & Souvik Roy & Soumyarup Sadhukhan & Gogulapati Sreedurga
- 2511.04127 Specification tests for regression models with measurement errors
by Xiaojun Song & Jichao Yuan
- 2511.03917 Cross-pollination dynamics of web-based social media: An application of insect-mediated pollen transfer
by Raul A. Barreto & Angus Flavel & Raphael Xelot-Wilson
- 2511.03813 Price-Based Attention and Welfare
by Kaushil Patel
- 2511.03660 Supply Chain Disruptions, the Structure of Production Networks, and the Impact of Globalization
by Matthew L. Elliott & Matthew O. Jackson
- 2511.03628 LiveTradeBench: Seeking Real-World Alpha with Large Language Models
by Haofei Yu & Fenghai Li & Jiaxuan You
- 2511.03572 Leniency Designs: An Operator's Manual
by Paul Goldsmith-Pinkham & Peter Hull & Michal Koles'ar
- 2511.03568 Defining the payback period for nonconventional cash flows: an axiomatic approach
by Mikhail V. Sokolov
- 2511.03551 PELVE from a regulatory perspective
by Christian Laudag'e & Jorn Sass
- 2511.03474 On a Stationarity Theory for Stochastic Volterra Integral Equations
by Emmanuel Gnabeyeu & Gilles Pag`es
- 2511.03452 Explicit Consumption Functions with Borrowing Constraints: a Continuous Time Approach
by Jordan Roulleau-Pasdeloup
- 2511.03424 The moment is here: a generalized class of estimators for fuzzy regression discontinuity designs
by Stuart Lane
- 2511.03418 Multivariate Ordered Discrete Response Models with Lattice Structures
by Tatiana Komarova & William Matcham
- 2511.03377 Duration Dependence and Job Search over the Spell: Evidence from Job Seeker Activity Reports
by Jonas Cederlof & Sara Roman
- 2511.03358 Noise induced Stability of a Mean-Field model of Systemic Risk with uncertain robustness
by Alexander Alecio
- 2511.03314 Multifractality and sample size influence on Bitcoin volatility patterns
by Tetsuya Takaishi
- 2511.03306 Using spatial modeling to address covariate measurement error
by Susanne M. Schennach & Vincent Starck
- 2511.03252 Gender gap in the desired wages: Evidence from large administrative data
by Taiyo Fukai & Keisuke Kawata & Mizuki Komura & Takahiro Toriyabe
- 2511.03236 Unbiased Regression-Adjusted Estimation of Average Treatment Effects in Randomized Controlled Trials
by Alberto Abadie & Mehrdad Ghadiri & Ali Jadbabaie & Mahyar JafariNodeh
- 2511.03145 Balanced contributions, consistency, and value for games with externalities
by Andr'e Casajus & Yukihiko Funaki & Frank Huettner
- 2511.03142 A Theory of Saving under Risk Preference Dynamics
by Qingyin Ma & Xinxi Song & Alexis Akira Toda
- 2511.03097 Large Bayesian Tensor Autoregressions
by Yaling Qi
- 2511.03091 The Economics of Spatial Coordination in Critical Infrastructure Investment
by L Kaili Diamond & Benjamin Gilbert
- 2511.03088 A Computer Vision Based Proxy for Political Polarization in Religious Countries: A Turkiye Case Study
by Liangze Ke
- 2511.03076 Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics
by Jungjun Choi & Ming Yuan
- 2511.03031 Robust optimal consumption, investment and reinsurance for recursive preferences
by Elizabeth Dadzie & Wilfried Kuissi-Kamdem & Marcel Ndengo
- 2511.02973 Earthquakes, floods, and fiscal resilience: Evidence from Croatia and Slovenia
by Luka Dragani'c & Leonarda Srdeli'c & Marwil J. Davila-Fernandez
- 2511.02931 Google's Hidden Empire
by Aline Blankertz & Brianna Rock & Nicholas Shaxson
- 2511.02816 Sufficient Statistics for Markovian Feedback Processes and Unobserved Heterogeneity in Dynamic Panel Logit Models
by Sukgyu Shin
- 2511.02792 The Bias-Variance Tradeoff in Long-Term Experimentation
by Daniel Ting & Kenneth Hung
- 2511.02764 Peer effect analysis with latent processes
by Vincent Starck
- 2511.02701 Identification and Estimation of Continuous-Time Dynamic Discrete Choice Games
by Jason R. Blevins
- 2511.02700 Numerical valuation of European options under two-asset infinite-activity exponential L\'evy models
by Massimiliano Moda & Karel J. in 't Hout & Mich`ele Vanmaele & Fred Espen Benth
- 2511.02675 Automation and Task Allocation Under Asymmetric Information
by Quitz'e Valenzuela-Stookey
- 2511.02660 Spectral analysis of high-dimensional spot volatility matrix with applications
by Qiang Liu & Yiming Liu & Zhi Liu & Wang Zhou
- 2511.02646 Natural-gas storage modelling by deep reinforcement learning
by Tiziano Balaconi & Aldo Glielmo & Marco Taboga
- 2511.02632 Distributionally Robust Synthetic Control: Ensuring Robustness Against Highly Correlated Controls and Weight Shifts
by Taehyeon Koo & Zijian Guo
- 2511.02608 How FinTech affects financial sustainability: Evidence from Chinese commercial banks using a three-stage network DEA-Malmquist model
by Yudi Yang & Fan Yang & Xiajie Yi & Dongwei He
- 2511.02518 Option market making with hedging-induced market impact
by Paulin Aubert & Etienne Chevalier & Vathana Ly Vath
- 2511.02469 Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification
by Kaito Takano & Masanori Hirano & Kei Nakagawa
- 2511.02458 Prompting for Policy: Forecasting Macroeconomic Scenarios with Synthetic LLM Personas
by Giulia Iadisernia & Carolina Camassa
- 2511.02436 Dynamic Correlation as an Incentive Device
by Allen Vong
- 2511.02235 Diffusion Index Forecasting with Tensor Data
by Bin Chen & Yuefeng Han & Qiyang Yu
- 2511.02158 Asset-liability management with Epstein-Zin utility under stochastic interest rate and unknown market price of risk
by Wilfried Kuissi-Kamdem
- 2511.02136 JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading
by Valentin Mohl & Sascha Frey & Reuben Leyland & Kang Li & George Nigmatulin & Mihai Cucuringu & Stefan Zohren & Jakob Foerster & Anisoara Calinescu
- 2511.02120 Evaluating Factor Contributions for Sold Homes
by Jason R. Bailey & W. Brent Lindquist & Svetlozar T. Rachev
- 2511.02099 AI Spillover is Different: Flat and Lean Firms as Engines of AI Diffusion and Productivity Gain
by Xiaoning Wang & Chun Feng & Tianshu Sun
- 2511.02016 ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book
by Patrick Cheridito & Jean-Loup Dupret & Zhexin Wu
- 2511.01923 When Assurance Undermines Intelligence: The Efficiency Costs of Data Governance in AI-Enabled Labor Markets
by Lei Chen & Chaoyue Gao & Alvin Leung & Xiaoning Wang
- 2511.01877 Overprocurement of balancing capacity may increase the welfare in the cross-zonal energy-reserve coallocation problem
by D'avid Csercsik & 'Ad'am Sleisz
- 2511.01869 BondBERT: What we learn when assigning sentiment in the bond market
by Toby Barter & Zheng Gao & Eva Christodoulaki & Jing Chen & John Cartlidge
- 2511.01680 Making Interpretable Discoveries from Unstructured Data: A High-Dimensional Multiple Hypothesis Testing Approach
by Jacob Carlson
- 2511.01597 Deceptively Framed Lotteries in Consumer Markets
by Markus Dertwinkel-Kalt & Hans-Theo Normann & Jan-Niklas Tiede & Tobias Werner
- 2511.01587 Numerical methods for solving PIDEs arising in swing option pricing under a two-factor mean-reverting model with jumps
by Mustapha Regragui & Karel J. in 't Hout & Mich`ele Vanmaele & Fred Espen Benth
- 2511.01565 Gendered Responses to Subtle Social Pressure: Experimental Evidence from Survey Results
by Sevgi c{C}olak
- 2511.01486 Differential Beliefs in Financial Markets Under Information Constraints: A Modeling Perspective
by Karen Grigorian & Robert Jarrow
- 2511.01473 Measuring Domestic Violence. Individual Attitudes and Time Use Within the Household
by Elena Pisanelli
- 2511.01471 Trade Execution Flow as the Underlying Source of Market Dynamics
by Mikhail Gennadievich Belov & Victor Victorovich Dubov & Vadim Konstantinovich Ivanov & Alexander Yurievich Maslov & Olga Vladimirovna Proshina & Vladislav Gennadievich Malyshkin
- 2511.01332 Internet of Things Platform Service Supply Innovation: Exploring the Impact of Overconfidence
by Xiufeng Li & Zefang Li
- 2511.01271 High-Dimensional Spatial Arbitrage Pricing Theory with Heterogeneous Interactions
by Zhaoxing Gao & Sihan Tu & Ruey S. Tsay
- 2511.01211 Novelty and Impact of Economics Papers
by Chaofeng Wu
- 2511.01157 From Best Responses to Learning: Investment Efficiency in Dynamic Environment
by Ce Li & Qianfan Zhang & Weiqiang Zheng
- 2511.01135 How Digital Asset Treasury Companies Can Survive Bear Markets: The Case of the Strategy and Bitcoin
by Hongzhe Wen
- 2511.01133 Liquidity Shocks, Homeownership, and Income Inequality: Impact of Early Pension Withdrawals and Reduced Deposit
by Hamza Hanbali & Gaurav Khemka & Himasha Warnakulasooriya
- 2511.01125 One model to solve them all: 2BSDE families via neural operators
by Takashi Furuya & Anastasis Kratsios & Dylan Possamai & Bogdan Raoni'c
- 2511.00944 Empirical Characteristic Function Method for Leverage Effect and Volatility of Volatility: Estimation and Feasible Inference
by Qiang Liu & Zhi Liu & Guangren Yang & Wang Zhou
- 2511.00935 Public Infrastructure Investments for Space Market Development
by Akhil Rao
- 2511.00932 Low-Cost Carriers in Aviation: Significance and Developments
by Bruno Felipe de Oliveira & Alessandro V. M. Oliveira
- 2511.00895 Cost-of-capital valuation with risky assets
by Hansjorg Albrecher & Filip Lindskog & Herv'e Zumbach
- 2511.00781 Robust Hedging of path-dependent options using a min-max algorithm
by Purba Banerjee & Srikanth Iyer & Shashi Jain
- 2511.00764 Further Developments on Stochastic Dominance for Convex Combinations of Infinite-Mean Random Variables
by Keyi Zeng & Zhenfeng Zou & Yuting Su & Taizhong Hu
- 2511.00727 Cross-Validated Causal Inference: a Modern Method to Combine Experimental and Observational Data
by Xuelin Yang & Licong Lin & Susan Athey & Michael I. Jordan & Guido W. Imbens
- 2511.00723 Identity-Compatible Auctions
by Haoyuan Zeng
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by Haoyuan Zeng
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Printed from https://ideas.repec.org/s/arx/papers19.html