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Content
2026
- 2605.06677 Extrema, Barrier Options, and Semi-Analytic Leverage Corrections in Stochastic-Clock Volatility Models
by Tristan Guillaume
- 2605.06670 Stochastic Policy Gradient Methods in the Uncertain Volatility Model
by Lokman A Abbas-Turki & Jean-Franc{c}ois Chassagneux & Jean-Philippe Lemor & Gr'egoire Loeper & Simon Sananes
- 2605.06604 A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula
by Adil Reghai & Lama Tarsissi & G'erard Biau & Alex Lipton
- 2605.06570 SNAPO: Smooth Neural Adjoint Policy Optimization for Optimal Control via Differentiable Simulation
by Dmitri Goloubentsev & Natalija Karpichina
- 2605.06525 Sustaining Cooperation in Populations Guided by AI: A Folk Theorem for LLMs
by Jonathan Shaki & Eden Hartman & Sarit Kraus & Yonatan Aumann
- 2605.06491 Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
by Hugo Freeman & Dennis Kristensen
- 2605.06482 Scaling the Queue: Reinforcement Learning for Equitable Call Classification Capacity in NYC Municipal Complaint Systems
by Irene Aldridge & Ellie Bae & Siddhesh Darak & Nicholas Donat & Akhil Fernando-Bell & Bella Ge & Nicholas Goguen-Compagnoni & Ishita Gupta & Ali Hasan & Pierce Hoenigman & Imran Isa-Dutse & Jiwon Jeong & Tishya Khanna & Neha Konduru & Yixuan Liu & Kai Maeda & Nolan McKenna & Karl Muller & Farzaan Naeem & Rishabh Patel & Zachary Sheldon & Ammar Syed & Nathan Tai & Michael Twersky & Haoying Wang & Zening Wang & Zexun Yao & Nadav Yochman
- 2605.06451 Counterexamples to EFX for Submodular and Subadditive Valuations
by Simon Mackenzie & Mashbat Suzuki
- 2605.06438 Neural-Actuarial Longevity Forecasting: Anchoring LSTMs for Explainable Risk Management
by Davide Rindori
- 2605.06411 Cascading disruptions in natural gas, fertilizers, and crops drive structural food supply vulnerabilities globally
by Pavel Kiparisov & Christian Folberth
- 2605.06405 Funding-Aware Optimal Market Making for Perpetual DEXs
by Nam Anh Le
- 2605.06386 Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning
by Masahiro Kato
- 2605.06281 INEUS: Iterative Neural Solver for High-Dimensional PIDEs
by Jean-Loup Dupret & Davide Gallon & Patrick Cheridito
- 2605.06220 Numerical methods for lambda quantiles: robust evaluation and portfolio optimisation
by Ilaria Peri & Linus Wunderlich
- 2605.05898 Migration-Driven Demographic Changes: effects on local communities in the canton of Fribourg
by Emma Bacci
- 2605.05814 Does social media information affect individual investor disposition effect? Evidence from Xueqiu
by Siliu Chen & Fei Ren
- 2605.05739 Multi-Dimensional Behavioral Evaluation of Agentic Stock Prediction Systems Using Large Language Model Judges with Closed-Loop Reinforcement Learning Feedback
by Mohammad Al Ridhawi & Mahtab Haj Ali & Hussein Al Osman
- 2605.05609 Optimal Contextual Pricing under Agnostic Non-Lipschitz Demand
by Jianyu Xu & Yu-Xiang Wang
- 2605.05578 Artificial Aesthetics: The Implicit Economics of Valuing AI-Generated Text
by Arbaaz Karim
- 2605.05521 An Axiomatic Foundation for Decisions with Counterfactual Utility
by Benedikt Koch & Kosuke Imai & Tomasz Strzalecki
- 2605.05456 Estimator Averaging of Local Projection and VAR Impulse Responses
by Chaoyi Chen & Elena Pesavento & Balazs Vonnak
- 2605.05404 Causal State-Dependent Local Projections
by Joel M. David & Raffaella Giacomini & Xiyu Jiao & Weining Wang
- 2605.05376 Frustrated Dynamics of Distance Matrices
by Igor Halperin
- 2605.05211 A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective
by Olivia Zhang & Zhilin Zhang
- 2605.05140 What Can Go Wrong During Caplet Stripping ?
by Fabien Le Floc'h
- 2605.05127 The Demand Externality of Automation
by Erhan Bayraktar
- 2605.05089 Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
by Anatoly Krestenko & Mikhail Butov & Rostislav Berezovskiy & Danila Bolotin
- 2605.05056 MSE-Optimal Difference-in-Differences Estimator
by Yamato Igarashi
- 2605.05037 Approximate Operator Inversion for Average Effects in Nonlinear Panel Models
by Jad Beyhum & Geert Dhaene & Cavit Pakel & Martin Weidner
- 2605.04961 Efficient GMM and Weighting Matrix under Misspecification
by Byunghoon Kang
- 2605.04771 It's complicated: A Non-parametric Test of Preference Stability between Singles and Couples
by Stefan Hubner
- 2605.04707 Lithium enrichment threatens to curb fusion deployment
by Samuel H. Ward & Richard J. Pearson & Thomas B. Scott & Niek J. Lopes Cardozo
- 2605.04690 Learning Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterization
by Jan Rovirosa & Jesse Schmolze
- 2605.04592 Scalable Structural Estimation of Networked Infrastructure: Exact Decomposition for Localized Coordination
by L. Kaili Diamond & Ben Gilbert
- 2605.04522 DAO-enabled decentralized physical AI: A new paradigm for human-machine collaboration
by Mark C. Ballandies & Florian Spychiger & Uwe Serdult & Claudio J. Tessone
- 2605.04479 ESG as Priced Crash Insurance: State-Dependent Tail Risk and Deconfounding Evidence
by Jiayu Yi & Minxuan Hu & Wenxi Sun & Ziheng Chen
- 2605.04336 The Adversarial Discount -- AI, Signal Correlation, and the Cybersecurity Arms Race
by James W. Bono
- 2605.04207 Optimal Semiparametric Dynamic Pricing with Feature Diversity
by Jinhang Chai & Yaqi Duan & Jianqing Fan & Kaizheng Wang
- 2605.04124 Design-Based Variance Estimation for Modern Heterogeneity-Robust Difference-in-Differences Estimators
by Isaac Gerber
- 2605.04004 Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
by Mathias Mesfin
- 2605.03997 Uncertainty Quantification in Forecast Comparisons
by Marc-Oliver Pohle & Tanja Zahn & Sebastian Lerch
- 2605.03980 Do Venture Capitalists Beat Random Allocation?
by Max Sina Knicker & Jean-Philippe Bouchaud & Michael Benzaquen
- 2605.03966 The Real Interest Rate as a Control Variable in the Open Economy
by Carlos Esteban Posada & Liz Londo~no-Sierra
- 2605.03881 Fiscal Aggregation and the Limits of IS--LM--BP: Derivations, Aggregation Bias and Reproducible Adversarial Simulations
by Ricardo Alonzo Fernandez Salguero
- 2605.03767 Did US Worker Retraining Reduce Participant Automation Exposure?
by Julian Jacobs & Jordan Canedy
- 2605.03703 Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility
by Sohaib El Karmi
- 2605.03699 Doubly Robust Instrumented Difference-in-Differences
by Jonas Skjold Raaschou-Pedersen
- 2605.03621 Going Public: Communication in Collective Decisions
by Zhicheng Du & Yingkai Li & Boli Xu
- 2605.03310 Coordination as an Architectural Layer for LLM-Based Multi-Agent Systems
by Maksym Nechepurenko & Pavel Shuvalov
- 2605.03307 Unsecured Lending via Delegated Underwriting
by Diego Estevez
- 2605.03210 Human-Provenance Verification should be Treated as Labor Infrastructure in AI-Saturated Markets
by Erin McGurk & David Khachaturov
- 2605.03204 Estimating peer effects in noisy, low-rank networks via network smoothing
by Alex Hayes & Keith Levin
- 2605.03184 Single-Period Portfolio Selection via Information Projection
by Bo-Yu Yang & Michael Gastpar
- 2605.03082 Market-implied time to transition to a low-carbon economy: a stochastic modelling and inference framework
by Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji & Ilaria Stefano
- 2605.02974 PHBench: A Benchmark for Predicting Startup Series A Funding from Product Hunt Launch Signals
by Yagiz Ihlamur & Ben Griffin & Rick Chen
- 2605.02865 Uncountably many conditionally inaccessible decisions exist in every finite probability space
by Zal'an Gyenis & Mikl'os R'edei & Leszek Wro'nski
- 2605.02817 Equilibrium Stability and Uniqueness with a Large Number of Commodities and Patient Consumers
by Xinyang Wang
- 2605.02776 Truthful Communication and Exclusive Information Clubs
by Paolo Pin
- 2605.02756 Misspecified beliefs and the evolution of peer pressure
by Paolo Pin & Roberto Rozzi
- 2605.02681 The Design and Composition of Structural Causal Decision Processes
by Sebastian Benthall & Alan Lujan
- 2605.02680 The Rise of Negative Earnings and Demand Shifting Investment
by Jacob Toner Gosselin & Dalton Rongxuan Zhang
- 2605.02666 Pareto frontier of portfolio investment under volatility uncertainty and short-sale constraints market
by Jing He & Shuzhen Yang
- 2605.02598 What Jobs Can AI Learn? Measuring Exposure by Reinforcement Learning
by Philip Moreira Tomei & Bouke Klein Teeselink
- 2605.02436 Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol
by Tomav{z} Fleischman & Ethan Buchman
- 2605.02414 Prior-Free Sample Size Design for Test-and-Roll Experiments
by Kentaro Kawato & Shosei Sakaguchi
- 2605.02354 Compound Attrition Games: A Unified Model for Inter- and Intra-Coalition Rivalry
by Madjid Eshaghi Gordji & Mohamad Ali Berahman
- 2605.02326 Large-Scale Asset Selection via Metric Dependence with Enriched High Frequency Information
by Yangzhou Chen & Shuaida He & Xin Chen
- 2605.02311 Analysis of interactive fixed effects dynamic linear panel regression with measurement error
by Nayoung Lee & Hyungsik Roger Moon & Martin Weidner
- 2605.02287 Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
by Maksym Nechepurenko
- 2605.02286 Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
by Maksym Nechepurenko
- 2605.02248 Statistics of a multi-factor function from its Fourier transform
by Matthew A. Herman & Stephen Doro
- 2605.02085 Fast Monte-Carlo
by Irene Aldridge
- 2605.02070 Sharp regret-Hellinger bounds for Gaussian empirical Bayes via polynomial approximation
by Jiafeng Chen & Yihong Wu
- 2605.02040 Analytic approximation for Bachelier option prices and applications
by Elisa Al`os & `Oscar Bur'es
- 2605.01923 Estimation and Inference for the $\tau$-Quantile of Individual Heterogeneous Coefficient
by Antonio F. Galvao & Ulrich Hounyo & Jiahao Lin
- 2605.01850 Is Complexity the Problem? Testing Random Choice with Heterogeneity
by Shuhua Si
- 2605.01763 Integrating equity and productivity in health evaluation
by Kristian S. Hansen & Juan D. Moreno-Ternero & Lars P. {O}sterdal
- 2605.01715 Strategy-proof and Efficient Job Matching with Participation Constraints
by Sushil Bikhchandani & Debasis Mishra
- 2605.01665 Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models
by Peter Reinhard Hansen & Chen Tong
- 2605.01594 Estimation of BLP models with high-dimensional controls
by Hua Jin
- 2605.01561 Hall-Like Transversal Stress and Sandpile Criticality on Real Production Networks
by Diego Vallarino
- 2605.01521 Partition function form games with probabilistic beliefs
by Paraskevas V. Lekeas & Giorgos Stamatopoulos
- 2605.01384 SBCA: Cross-Modal BERT-driven Actor-Critic for Multi-Asset Portfolio Optimization
by Jinfeng Pan & Jiahao Chen
- 2605.01370 Martingale Cohomology, Holonomy, and Homological Arbitrage
by Takanori Adachi
- 2605.01311 The Partial Testimony of Logs: Evaluation of Language Model Generation under Confounded Model Choice
by Jikai Jin & Vasilis Syrgkanis
- 2605.01300 Visibility graphs can make money in financial markets
by Rafa{l} Rak
- 2605.01268 Remote work expands pathways to upward career mobility
by Yunhan Zheng & Jinhua Zhao
- 2605.01178 Modeling Stochastic Multi-Agent Interaction in Intraday Battery Energy Storage Dispatch with Market Power
by Ruimeng Hu & Mike Ludkovski & Hezhong Zhang
- 2605.01176 Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
by Yi Wang & Takashi Hasuike
- 2605.01082 Networked Information Aggregation for Binary Classification
by MohammadHossein Bateni & Zahra Hadizadeh & MohammadTaghi Hajiaghayi & Mahdi JafariRaviz & Shayan Taherijam
- 2605.01080 Principal-agent problems with adverse selection: A stochastic target problem formulation
by Guillermo Alonso Alvarez & Ibrahim Ekren & Liwei Huang
- 2605.00864 Arbitrage Analysis in Polymarket NBA Markets
by Guang Cheng & Jiaxin Yang & Haoxuan Zou
- 2605.00862 Replication-Consistent Liquidity Forecasting for Derivatives -- Forward Funding Sensitivities and a Liquidity Valuation Adjustment for Settlement Lags
by Christian P. Fries
- 2605.00854 Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum
by Naohiro Yoshida
- 2605.00841 AI Agents for Sustainable SMEs: A Green ESG Assessment Framework
by Viet Trinh & Tan Nguyen & Minh-Huyen Phan & Quan Luu
- 2605.00771 Penalized Likelihood for Dyadic Network Formation Models with Degree Heterogeneity
by Zizhong Yan & Jingrong Li & Yi Zhang
- 2605.00709 Bootstrap Inference under General Two-way Clustering with Serially and Spatially Dependent Common Effects
by Ulrich Hounyo & Jiahao Lin
- 2605.00692 Strategy Rescaling and the Stability of Kantian Optimization
by Igor Sloev & Gerasimos Lianos
- 2605.00688 Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps
by Sigui Brice Dro & Emmanuel Gnabeyeu
- 2605.00614 Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
by Hyungsik Roger Moon & Martin Weidner
- 2605.00612 Dynamic Linear Panel Regression Models with Interactive Fixed Effects
by Hyungsik Roger Moon & Martin Weidner
- 2605.00602 Estimation of random coefficients logit demand models with interactive fixed effects
by Hyungsik Roger Moon & Matthew Shum & Martin Weidner
- 2605.00493 ForesightFlow: An Information Leakage Score Framework for Prediction Markets
by Maksym Nechepurenko
- 2605.00459 Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026
by Maksym Nechepurenko
- 2605.00420 Foresight Arena: An On-Chain Benchmark for Evaluating AI Forecasting Agents
by Maksym Nechepurenko & Pavel Shuvalov
- 2605.00340 RSDM: The Consensus Honest Money in the AI Era
by Boliang Lin & Ruixi Lin
- 2605.00247 $2B$ or Not $2B$: A Tale of Three Algorithms for Streaming: Covariance Estimation after Welford and Chan-Golub-LeVeque
by Felix Reichel
- 2605.00196 Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
by Tomasz J. Kozubowski & Andrey Sarantsev & James A. Spiker
- 2605.00131 An Adaptive Variable Neighborhood Search for a Family of Set Covering Routing Problems with an Application in Disaster Relief Operations
by Andreas Hagn & Jan Krause & Moritz Stargalla & Lorenza Moreno
- 2605.00108 Urban Science Beyond Samples: Up-to-Date Street Network Models and Indicators for Every Urban Area in the World
by Geoff Boeing
- 2605.00019 JFR-rg Part II: Dynamic Extensions, Time Constraints, and Investment Design in High-Debt, Low-Growth Economies
by Hirofumi Wakimoto
- 2605.00016 Do Short Exposure and Systematic Risk Exposure Drive Asymmetries in the Disposition Effect?
by Lorenzo Mazzucchelli & Marco Zanotti & Luca Vincenzo Ballestra & Andrea Guizzardi
- 2604.28186 Computing Equilibrium beyond Unilateral Deviation
by Mingyang Liu & Gabriele Farina & Asuman Ozdaglar
- 2604.28124 Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction?
by Pierpaolo Uberti
- 2604.28052 Optimal Consumption and Investment with Energy-Efficiency Adoption
by Anthony Britto & Carlos Oliveira & Max Kleinebrahm
- 2604.27837 Distributionally Robust Insurance under Bregman-Wasserstein Divergence
by Wenjun Jiang & Qingqing Zhang & Yiying Zhang
- 2604.27732 A Note on the Generalized Cape Cod Reserving Method
by Ronald Richman & Mario V. Wuthrich
- 2604.27700 Data-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers
by Chiheb Ben Hammouda & Michael Samet & Ra'ul Tempone
- 2604.27694 The Satoshi Overhang: Why the Bear Case is Bounded
by Karl T. Ulrich
- 2604.27447 Sampler-Robust Optimization under Generative Models
by Ziwei Zhang & Jonathan Yu-Meng Li
- 2604.27287 A Levered ETF Anomaly Explained
by Stephen W. Bianchi & Lisa R. Goldberg
- 2604.27258 Extreme Equilibria: The Benefits of Correlation
by Kirill Rudov & Fedor Sandomirskiy & Leeat Yariv
- 2604.27215 Subsampling Under Two-way Clustering with Serial Correlation
by Haonan Miao
- 2604.27210 Fast-Vollib: A Fast Implied Volatility Library for Pythonwith PyTorch, JAX, and CUDA Fused-Kernel Backends
by Raeid Saqur
- 2604.27187 Treatment-effect heterogeneity and interactive fixed effects: Can we control for too much?
by Murilo Cardoso & Bruno Ferman & Marcelo Fernandes
- 2604.27186 Learning to Spend: Model Predictive Control for Budgeting under Non-Stationary Returns
by Nilavra Pathak & Smriti Shyamal & Prasant Mhasker & Christopher Swartz
- 2604.27041 The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
by Maksym Nechepurenko
- 2604.27035 Doubly robust local projections difference-in-differences
by Daniel de Abreu Pereira Uhr & Guilherme Valle Moura
- 2604.26902 Many-to-many stable matching in large economies
by Michael Greinecker & Karolina Vocke
- 2604.26826 Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects
by Haoyuan Xu & Wei Miao & Geert Dhaene & Jad Beyhum
- 2604.26811 Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
by Fan Wu & Anqi Liu & Jing Chen & Yuhua Li
- 2604.26761 Measuring Choice Difficulty
by Chris Chambers & Yusufcan Masatolioglu & Paulo Natenzon & Collin Raymond
- 2604.26747 From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
by Yikuan Huang & Zheqi Fan & Kaiqi Hu & Yifan Ye
- 2604.26634 Electricity price forecasting across Norway's five bidding zones in the post-crisis era
by My Thi Diem Phan & Trung Tuyen Truong & Hoai Phuong Ha & Dat Thanh Nguyen
- 2604.26563 A simple characterization of single-peaked domains
by Mihir Bhattacharya & Anup Pramanik
- 2604.26546 What Drives Contagion? Identifying and Attributing Cross-Border Transmission Mechanisms
by Avishek Bhandari & Ipsita Parida & Hitesh Kumar Sahu
- 2604.26457 Marshall meets Bartik: Revisiting the mysteries of the trade
by Yasusada Murata & Ryo Nakajima
- 2604.26443 Dynamic Cheap Talk without Feedback
by Atulya Jain
- 2604.26248 The Reservation Inflation of Hard Money: Gold-Standard Deflation and the Real Expansion of Nominal Claims, 1873-1896
by Ran Huang
- 2604.26220 When Agents Shop for You: Role Coherence in AI-Mediated Markets
by Soogand Alavi & Salar Nozari
- 2604.26205 Sequential Estimation of Dynamic Discrete Choice Models with Unobserved Heterogeneity
by Ertian Chen & Hiroyuki Kasahara & Katsumi Shimotsu
- 2604.26169 Budget-Constrained Causal Bandits: Bridging Uplift Modeling and Sequential Decision-Making
by Abhirami Pillai
- 2604.26151 Pricing with Passion: The Local Occupied Volatility (LOV) Model
by Valentin Tissot-Daguette
- 2604.26088 Stochastic Frontier meets Breakdown Frontier
by Santiago Acerenza & Francisco Rosas
- 2604.26076 The Financialization of Proof-of-Stake: Asymptotic Centralization under Exogenous Risk Premiums
by Mikhail Perepelitsa
- 2604.26063 A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
by Luyun Lin & Lixing Lin & Zhen Zhang & Moxuan Zheng & Yiqing Wang
- 2604.25977 Auditing Marketing Budget Allocation with Hindsight Regret
by Nilavra Pathak & Olivier Jeunen & Eric Lambert
- 2604.25954 Fast Core Identification
by Irene Aldridge
- 2604.25826 General-Purpose Technology and Speculative Bubble Detection
by Haiqiang Chen & Li Chen & Difang Huang & Yuexin Li & Zhengjun Zhang
- 2604.25784 Sequential Equilibria in a Class of Infinite Extensive Form Games
by Michael Greinecker & Martin Meier & Konrad Podczeck
- 2604.25767 The Short- and Long-Term Impacts of Expanding Public Education for Disabled Students
by Laura Caron
- 2604.25761 The Core in a Distributional Economy
by Michael Greinecker & Konrad Podczeck
- 2604.25522 Sources of Inequality at Birth: The Interplay Between Genes and Parental Socioeconomic Status
by Pietro Biroli & Nicolau Martin-Bassols & Andries T. Marees & Hans van Kippersluis & Cornelius A. Rietveld & Pia Arce & Kevin Thom & Stephanie von Hinke & Jeremy Vollen & Titus Galama
- 2604.25507 Identification and Estimation of Consumers' Preferences from Repeated Observations under Nonlinear Pricing
by Samuele Centorrino & Fr'ed'erique F`eve & Jean-Pierre Florens
- 2604.25406 A Motif-Based Framework for Decomposing Risk Spillovers
by Ying-Hui Shao & Yan-Hong Yang & Yun Zhang
- 2604.25403 Corporate Bond Yield Curve Modeling: A Rating-Based Regime-Switching Generalized CIR Approach
by Maochun Xu & Yunqi Liang & Yi Hong
- 2604.25378 Yau's Affine-Normal Descent for Large-Scale Unrestricted Higher-Moment Portfolio Optimization
by Ya-Juan Wang & Yi-Shuai Niu & Artan Sheshmani & Shing-Tung Yau
- 2604.25224 ValueBlindBench: Agreement-Gated Stress Testing of LLM-Judged Investment Rationales Before Returns Are Observable
by Sidi Chang & Peiying Zhu & Yuxiao Chen
- 2604.25123 Implied Volatility Expansions for VIX Options in Forward Variance Models
by Ying Liao & Ankush Agarwal & Florian Bourgey
- 2604.25001 Cylindrical Projections of Occupied Diffusions
by Valentin Tissot-Daguette & Xin Zhang
- 2604.24904 Inference for Linear Systems with Unknown Coefficients
by Yuehao Bai & Kirill Ponomarev & Andres Santos & Azeem M. Shaikh & Max Tabord-Meehan & Alexander Torgovitsky
- 2604.24757 Coordination in complex environments
by Pietro Dall'Ara
- 2604.24723 Efficient Multivariate Kelly Optimization Reveals Sigmoidal Scaling Laws
by Ruslan Tepelyan & Daniel Lam
- 2604.24705 Energy-Arena: A Dynamic Benchmark for Operational Energy Forecasting
by Max Kleinebrahm & Jonathan Berrisch & Philipp Eiser & Wolf Fichtner & Veit Hagenmeyer & Matthias Hertel & Nils Koster & Sebastian Lerch & Ralf Mikut & Jan Priesmann & Melanie Schienle & Benjamin Schaefer & Jann Weinand & Florian Ziel
- 2604.24652 Benefits and Costs of Adaptive Sampling
by Yu-Shiou Willy Lin & Dae Woong Ham & Iavor Bojinov
- 2604.24546 Comonotonic improvement under feasibility constraints
by Christopher Blier-Wong & Jean-Gabriel Lauzier
- 2604.24489 Property, Interest, and Money: Is Heinsohn and Steiger's Property Premium a Determinant of Interest?
by Eric Hillebrand
- 2604.24480 An Explicit Solution to Black-Scholes Implied Volatility
by Wolfgang Schadner
- 2604.24366 The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book
by Philipp D. Dubach
- 2604.24344 Optimal incentive scheme for ESG disclosure
by Imen Ben Tahar & Dylan Possamai & Xiaolu Tan
- 2604.24336 Effects of Genetic Propensity for Education on Labor Market and Health Trajectories across the Working Life
by Stefano Lombardi & Nurfatima Jandarova & Kristina Zguro & Jarkko Harju & Aldo Rustichini & Andrea Ganna
- 2604.24150 Linear estimations of dynamic fixed effects logit models only with time effects
by Yoshitsugu Kitazawa
- 2604.24147 Price as Focal Point: Prediction Markets,Conditional Reflexivity, and the Politics of Common Knowledge
by Maksym Nechepurenko
- 2604.24049 Difference-in-differences with a mediator
by Yuhao Deng & Haoyu Wei & Zhongzhe Ouyang
- 2604.24035 A phase transition in monetary function explains expansion without inflation
by Ran Huang
- 2604.23983 A Geometric Witness Framework for Signed Multivariate Tail-Dependence Compatibility: Asymptotic Structure and Finite-Threshold Synthesis
by Janusz Milek
- 2604.23975 Financial Market as a Self-Organized Ecosystem: Simulation via Learning with Heterogeneous Preferences
by Ryuji Hashimoto & Ryosuke Takata & Masahiro Suzuki & Yuki Tanaka & Kiyoshi Izumi
- 2604.23971 Decomposing Common Agency
by Zhiming Feng
- 2604.23961 Extended State-dependent Hawkes Process for Limit Order Books: Mathematical Foundation and the Reproduction of Volatility Signature Plots
by Akitoshi Kimura
- 2604.23897 MarketBench: Evaluating AI Agents as Market Participants
by Andrey Fradkin & Rohit Krishnan
- 2604.23833 Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios
by Bernd Johannes Wuebben
- 2604.23770 Bootstrapping with AI/ML-generated labels
by Timothy Christensen & Silvia Goncalves & Benoit Perron
- 2604.23645 Buying the Right to Monitor:Editorial Design in AI-Assisted Peer Review
by Zaruhi Hakobyan
- 2604.23608 Non-unique time and market incompleteness
by Chris Angstmann & Tim Gebbie
- 2604.23566 Rigidity and default in production networks
by Giacomo Como & Fabio Fagnani & Elisa Luciano & Alessandro Milazzo & Marco Scarsini
- 2604.23469 Estimation of MIDAS Regressions with Errors-in-the-Variables
by Sukhbir Kaur & Sukhbir Singh & Kanchan Jain & Pooja Soni
- 2604.23315 Multiplicative Contractions, Additive Recoveries: Functional-Form Restrictions on Risk Exposure Dynamics
by Liang Chen
- 2604.23176 Misspecification-Averse Estimation
by Isaiah Andrews & Ricky Li & Yucheng Shang
- 2604.23087 Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
by Yunqi Liang & Hasan Ugur Koyluoglu & Fuat Alican & Yigit Ihlamur
- 2604.23058 The Security Cost of Intelligence: AI Capability, Cyber Risk, and Deployment Paradox
by Sukwoong Choi
- 2604.23023 Realized Regularized Regressions
by Aleksey Kolokolov & Shifan Yu
- 2604.22995 Equations of Motion for an Economy: Capital Deepening, Technology, and Firm Survival
by Robert T. Nachtrieb
- 2604.22982 Stacked Triple Differences
by Meng Hsuan Hsieh
- 2604.22976 Statistical Mechanics of Household Income and Wealth: Derivation from Firm Dynamics via Maximum Entropy and Mixture Aggregation
by Robert T. Nachtrieb
- 2604.22933 Machine Learning Forecasts of Asymmetric Betas Using Firm-Specific Information
by Thomas Conlon & John Cotter & Iason Kynigakis
- 2604.22895 Price Cap vs. Per-Unit Subsidies: Selection, Pricing, and Cross Subsidization
by Ram Sewak Dubey & Maysam Rabbani & Rodrigo Pinto
- 2604.22818 Representation Homogeneity and Systemic Instability in AI-Dominated Financial Markets: A Structural Approach
by Yimeng Qiu & Qiwei Han
- 2604.22801 Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
by Alexis Lazanas & Spyridon Karpouzis
Printed from https://ideas.repec.org/s/arx/papers2.html