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Content
2026
- 2603.16333 Open vs. Sealed: Auction Format Choice for Maximal Extractable Value
by Aleksei Adadurov & Sergey Barseghyan & Anton Chtepine & Antero Eloranta & Andrei Sebyakin & Arsenii Valitov
- 2603.16202 Efficient Electric Vehicle Charging Allocation: A Two-Stage Optimization and Participation Analysis
by Ruiwu Liu & Yangjian Zhu
- 2603.16108 Short-horizon Duesenberry Equilibrium
by Jaime Alberto Londo~no
- 2603.16035 Identification Verification for Structural Vector Autoregressions with Sparse Heterogeneous Markov Switching Heteroskedasticity
by Fei Shang & Tomasz Wo'zniak
- 2603.16007 Cities cluster into growth regimes that propagate shocks
by Isaak Mengesha & Debraj Roy
- 2603.16006 Heterogeneous Returns and Wealth Tax Neutrality: A Fokker--Planck Framework
by Anders G Fr{o}seth
- 2603.15974 Flow Taxes, Stock Taxes, and Portfolio Choice: A Generalised Neutrality Result
by Anders G Fr{o}seth
- 2603.15963 Risk-Based Auto-Deleveraging
by Steven Campbell & Natascha Hey & Ciamac C. Moallemi & Marcel Nutz
- 2603.15947 Hyper-Adaptive Momentum Dynamics for Native Cubic Portfolio Optimization: Avoiding Quadratization Distortion in Higher-Order Cardinality-Constrained Search
by Greg Serbarinov
- 2603.15852 Playing Against the Machine: Cooperation, Communication, and Strategy Heterogeneity in Repeated Prisoner's Dilemma
by Chowdhury Mohammad Sakib Anwar & Konstantinos Georgalos
- 2603.15839 A Portfolio-Anchored Frequency-Severity Risk Index for Trip and Driver Assessment Using Telematics Signals
by Jongtaek Lee & Andrei Badescu & X. Sheldon Lin
- 2603.15832 Prices vs. Quantities: Robust Regulation
by Zi Yang Kang
- 2603.15700 When Are Social Ties Associated with Strategic Behavior?
by Nandini Maroo & Kavita Vemuri
- 2603.15652 P vs NP Problem in Portfolio Optimization: Integrating the Markowitz-CAPM Framework with Cardinality Constraints and Black-Scholes Derivative Pricing
by Davit Gondauri
- 2603.15548 On Rational Inattention with Arbitrary Choice Sets
by Chris Engh
- 2603.15511 Some general results on risk budgeting portfolios
by Claudia Fassino & Pierpaolo Uberti
- 2603.15369 A stochastic SIR model for cyber contagion: application to granular growth of firms and to insurance portfolio
by Caroline Hillairet & Olivier Lopez & Lionel Sopgoui
- 2603.15149 Measuring the depth of multidimensional poverty with ordinal data
by Fernando Flores Tavares
- 2603.15015 The exclusion dilation operator for bilateral claims problems
by Aitor Calo-Blanco
- 2603.14760 At-the-money short-time call-price asymptotics for new classes of exponential L\'evy models
by Allen Hoffmeyer & Christian Houdr'e
- 2603.14758 A Quantitative Model of Non-Marriage and Fertility: Bargaining over Leisure
by Kazuharu Yanagimoto
- 2603.14557 Tractable bank capital structure: optimal control under Basel III constraints
by Erhan Bayraktar & Etienne Chevalier & Vathana Ly Vath & Yuqiong Wang
- 2603.14546 Robust Optimal Strategies for Early Liquidation in Financial Systems
by Dohyun Ahn & Hongyi Jiang
- 2603.14491 Private Credit Markets Theory, Evidence, and Emerging Frontiers
by Jiacheng Zou
- 2603.14453 E-TRENDS: Enhanced LSTM Trend Forecasting for Equities
by Harris Buchanan & Eric Benhamou
- 2603.14438 Curved Greeks: A Geometric Layer for Option P&L Adjustments
by Pedro Pablo P'erez Velasco & Mengjue Lu & Daniel Arrieta
- 2603.14288 Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI
by Allen Yikuan Huang & Zheqi Fan
- 2603.14226 Capacitated Spatiotemporal Matching
by Mingyang Fu & Ming Hu
- 2603.14148 Attitudes Toward Ambiguity Among Self-employed and Incorporated Entrepreneurs
by Thomas {AA}stebro & Frank M. Fossen & C'edric Gutierrez
- 2603.14118 Childhood Deprivation and Health Inequality in Later Life Across Divergent Life-Course Contexts: Evidence from Estonia, Latvia, and Israel
by Nita Handastya
- 2603.14072 Conditioning on a Volatility Proxy Compresses the Apparent Timescale of Collective Market Correlation
by Yuda Bi & Vince D Calhoun
- 2603.14024 Capturing cash non-additivity and horizon risk via BSDEs and generalized shortfall
by Giulia Di Nunno & Emanuela Rosazza Gianin
- 2603.13942 AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications
by Hui Gong
- 2603.13823 Enhancing the Accuracy of Regional Input-Output Table Estimation: A Deep Learning Approach
by Shogo Fukui
- 2603.13766 Estimating Earth's Temperature Response with Transformed and Augmented OLS
by Justin Sun
- 2603.13638 Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity
by Lucas A. Souza
- 2603.13634 Multiplicity of Equilibria in the War of Attrition with Two-Sided Asymmetric Information
by Martin Castillo-Quintana & Gianfranco Miranda-Romero
- 2603.13632 Betting Around the Clock: Time Change and Long Term Model Risk
by Umberto Cherubini
- 2603.13599 Dynamic Wholesale Pricing under Censored-Demand Learning
by Michalis Deligiannis & Marco Scarsini & Xavier Venel
- 2603.13581 Single-Event Multinomial Full Kelly via Implicit State Positions
by Christopher D. Long
- 2603.13505 Testing the Exclusion Restriction in IV Models Using Non-Gaussianity: A LiNGAM-Based Approach
by Fernando Delbianco
- 2603.13278 The AI Transformation Gap Index (AITG): An Empirical Framework for Measuring AI Transformation Opportunity, Disruption Risk, and Value Creation at the Industry and Firm Level
by Dean Barr
- 2603.13252 When Alpha Breaks: Two-Level Uncertainty for Safe Deployment of Cross-Sectional Stock Rankers
by Ursina Sanderink
- 2603.13170 Microstructural Foundation of Rough Log-Normal Volatility Models
by Paul P. Hager & Ulrich Horst & Thomas Wagenhofer & Wei Xu
- 2603.12958 Vocabulary aggregation
by Marco LiCalzi & M. Alperen Yasar
- 2603.12883 How Much do People Care about Climate Natural Disasters?
by Aatishya Mohanty & Nattavudh Powdthavee & Cheng Keat Tang & Andrew J. Oswald
- 2603.12767 A property of log-concave and weakly-symmetric distributions for two step approximations of random variables
by Mihaela-Adriana Nistor & Ionel Popescu
- 2603.12630 The Economics of AI Supply Chain Regulation
by Sihan Qian & Amit Mehra & Dengpan Liu
- 2603.12602 Pricing Derivatives under Self-Exciting Dynamics: A Finite-Difference and Transform Approach
by Aqib Ahmed & Hei{dh}ar Eyj'olfsson
- 2603.12536 Heterogeneous Elasticities, Aggregation, and Retransformation Bias
by Ellen Munroe & Alexander Newton & Meet Shah
- 2603.12532 Self-Confirming Mechanisms
by Zhiming Feng & Qingmin Liu
- 2603.12422 Mortgage Burnout and Selection Effects in Heterogeneous Cox Hazard Models
by Andrew Lesniewski
- 2603.12417 Topology as information: Network effects in corporate lending
by Anna Pirogova & Anna Mancini & Tiziano Squartini & Giulio Cimini
- 2603.12412 Macroeconomic Forecasting from Input-Output Tables Alone: A Darwinian Agent-Based Approach with FIGARO Data
by Martin Jaraiz
- 2603.12375 Feynman-Kac Derivatives Pricing on the Full Forward Curve
by Kevin Mott
- 2603.12374 The Privacy-Utility Trade-Off of Location Tracking in Ad Personalization
by Mohammad Mosaffa & Omid Rafieian
- 2603.12301 A Double Categorical Framework for Multi-Stage Portfolio Construction and Alignment
by Wesley Phoa
- 2603.12140 Forecasting and Manipulating the Forecasts of Others
by Sam Babichenko
- 2603.12129 Increasing intelligence in AI agents can worsen collective outcomes
by Neil F. Johnson
- 2603.12128 How Vulnerable is India's Economy to Foreign Sanctions?
by Vipin P. Veetil
- 2603.12040 Entropic signatures of market response under concentrated policy communication
by Ewa A. Drzazga-Szczc{e}'sniak & Rishabh Gupta & Adam Z. Kaczmarek & Jakub T. Gnyp & Marcin W. Jarosik & R'o.za Walig'ora & Marta Kielak & Shivam Gupta & Agata Gurzy'nska & Johann Gil & Piotr Szczepanik & J'ozefa Kielak & Dominik Szczc{e}'sniak
- 2603.12000 Credibility Matters: Motivations, Characteristics, and Influence Mechanisms of Crypto Key Opinion Leaders
by Alexander Kropiunig & Svetlana Kremer & Bernhard Haslhofer
- 2603.11897 Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study
by Arno Botha & Mohammed Gabru & Marcel Muller & Janette Larney
- 2603.11838 DatedGPT: Preventing Lookahead Bias in Large Language Models with Time-Aware Pretraining
by Yutong Yan & Raphael Tang & Zhenyu Gao & Wenxi Jiang & Yao Lu
- 2603.11660 One-Shot Individual Claims Reserving
by Ronald Richman & Mario V. Wuthrich
- 2603.11560 Feedback-Coupled Memory Systems: A Dynamical Model for Adaptive Coordination
by Stefano Grassi
- 2603.11511 Managing Cognitive Bias in Human Labeling Operations for Rare-Event AI: Evidence from a Field Experiment
by Gunnar P. Epping & Andrew Caplin & Erik Duhaime & William R. Holmes & Daniel Martin & Jennifer S. Trueblood
- 2603.11497 Variance Estimation with Dependence and Heterogeneous Means
by Luther Yap
- 2603.11457 Bayesian Modular Inference for Copula Models with Potentially Misspecified Marginals
by Lucas Kock & David T. Frazier & Michael Stanley Smith & David J. Nott
- 2603.11453 Persistence, patience and costly information acquisition
by Benjamin Davies
- 2603.11448 Stochastic Optimization and Coupling
by Frank Yang & Kai Hao Yang
- 2603.11408 Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
by Dehao Dai & Ding Ma & Dou Liu & Kerui Geng & Yiqing Wang
- 2603.11381 On the Use of Design-Based Simulations
by Bruno Ferman
- 2603.11368 Spatially Robust Inference with Predicted and Missing at Random Labels
by Stephen Salerno & Zhenke Wu & Tyler McCormick
- 2603.11292 A Linear Model of Geopolitics
by Ben G. Li & Penglong Zhang
- 2603.11222 Monitoring Limits in DAO Governance: Capacity Breakpoints and Endogenous Concentration
by Guy Tchuente
- 2603.11046 On Utility Maximization under Multivariate Fake Stationary Affine Volterra Models
by Emmanuel Gnabeyeu
- 2603.11013 A Semi-Structural Model with Household Debt for Israel
by Alex Ilek & Nimrod Cohen
- 2603.10999 Double Machine Learning for Time Series
by Milos Ciganovic & Federico D'Amario & Massimiliano Tancioni
- 2603.10867 Delegated Information Provision
by Francesco Bilotta & Christoph Carnehl & Justus Preusser
- 2603.10857 SPX-VIX Risk Computations Via Perturbed Optimal Transport
by Charlie Che & Hanxuan Lin & Yudong Yang & Guofan Hu & Lei Fang
- 2603.10807 Risk-Adjusted Harm Scoring for Automated Red Teaming for LLMs in Financial Services
by Fabrizio Dimino & Bhaskarjit Sarmah & Stefano Pasquali
- 2603.10690 When David becomes Goliath: Repo dealer-driven bond mispricing
by Carlos Canon & Eddie Gerba & Jozef Barunik
- 2603.10569 Win-score promotion gates in aggregator-routed RFQ markets: A two-tier stochastic control model
by Alexander Barzykin
- 2603.10559 A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting
by Jing Liu & Maria Grith & Xiaowen Dong & Mihai Cucuringu
- 2603.10382 Gimbal Regression: Orientation-Adaptive Local Linear Regression under Spatial Heterogeneity
by Yuichiro Otani
- 2603.10327 Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
by Yang Liu & Yunran Wei & Xintao Ye
- 2603.10272 An operator-level ARCH Model
by Alexander Aue & Sebastian Kuhnert & Gregory Rice & Jeremy VanderDoes
- 2603.10202 Hybrid Hidden Markov Model for Modeling Equity Excess Growth Rate Dynamics: A Discrete-State Approach with Jump-Diffusion
by Abdulrahman Alswaidan & Jeffrey D. Varner
- 2603.10155 Towards macroeconomic analysis without microfoundations: measuring the entropy of simulated exchange economies
by Yihang Luo & Robert S. MacKay & Nick Chater
- 2603.10152 Shrinkage Regularization for (Non)Linear Serial Dependence Test
by Francesco Giancaterini & Alain Hecq & Joann Jasiak & Aryan Manafi Neyazi
- 2603.10137 Uncertainty-Aware Deep Hedging
by Manan Poddar
- 2603.10015 The coordination gap in frontier AI safety policies
by Isaak Mengesha
- 2603.09966 Caratheodory II: The Geometry of Financial Irreversibility
by Bernhard K Meister
- 2603.09854 Modeling structure and credit risk of the economy: a multilayer bank-firm network approach
by Soumen Majhi & Anna Mancini & Giulio Cimini
- 2603.09773 Global universality via discrete-time signatures
by Mihriban Ceylan & David J. Promel
- 2603.09683 On Risk Aversion in Auctions
by Marilyn Pease & Mark Whitmeyer
- 2603.09669 Competition between DEXs through Dynamic Fees
by Leonardo Baggiani & Martin Herdegen & Leandro Sanchez-Betancourt
- 2603.09648 Perceptions and worldviews of Transgender individuals
by Eiji Yamamura
- 2603.09637 Has the COVID-19 Pandemic Altered the Traditional View about Women's Active Work?
by Eiji Yamamura & Fumio Ohtake
- 2603.09539 Sampling Logit Equilibrium and Endogenous Payoff Distortion
by Minoru Osawa
- 2603.09450 Feasible Sets and the Transformation of Values
by Jiyuan Lyu
- 2603.09387 Unintended Consequences: Updating Causal Models
by Joseph Y. Halpern & Evan Piermont & Marie-Louise Viero
- 2603.09323 Sorting along Business Cycles
by Pawe{l} Gola & Haozhou Tang
- 2603.09303 Investor risk profiles of large language models
by Hanyong Cho & Geumil Bae & Jang Ho Kim
- 2603.09301 Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
by Hanyong Cho & Jang Ho Kim
- 2603.09280 Intergenerational geometric transfers of income
by Encarnaci'on Algaba & Juan D. Moreno-Ternero & Eric R'emila & Philippe Solal
- 2603.09219 AlgoXpert Alpha Research Framework. A Rigorous IS WFA OOS Protocol for Mitigating Overfitting in Quantitative Strategies
by The Anh Pham & Bao Chan Nguyen & Nguyet Nguyen Thi
- 2603.09164 Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges
by Otar Sepper
- 2603.09142 How bad is time variability for users in mobility services?
by Zhaoqi Zang & David Z. W. Wang & Xiangdong Xu & Shaojun Liu
- 2603.09006 Spectral Portfolio Theory: From SGD Weight Matrices to Wealth Dynamics
by Anders G Fr{o}seth
- 2603.09005 Conscription and its exemption in 19th Century Japan: Incentivized family head in educational market
by Eiji Yamamura
- 2603.08956 A Survey of Reinforcement Learning For Economics
by Pranjal Rawat
- 2603.08853 LLM-Agent Interactions on Markets with Information Asymmetries
by Alexander Erlei & Lukas Meub
- 2603.08848 The Data-Dollars Tradeoff: Privacy Harms vs. Economic Risk in Personalized AI Adoption
by Alexander Erlei & Tahir Abbas & Kilian Bizer & Ujwal Gadiraju
- 2603.08679 A New Lower Bound for the Random Offerer Mechanism in Bilateral Trade using AI-Guided Evolutionary Search
by Yang Cai & Vineet Gupta & Zun Li & Aranyak Mehta
- 2603.08663 Optimal Savings under Transition Uncertainty and Learning Dynamics
by Qingyin Ma & Xinxin Zhang
- 2603.08634 Tractable Identification of Strategic Network Formation Models with Unobserved Heterogeneity
by Wayne Yuan Gao & Ming Li & Zhengyan Xu
- 2603.08614 Online Learning in Semiparametric Econometric Models
by Xiaohong Chen & Elie Tamer & Qingsong Yao
- 2603.08603 A Dynamic Equilibrium Model for Automated Market Makers
by Chengqi Zang & Zhenghui Wang & Weitong Zhang
- 2603.08553 Generative Adversarial Regression (GAR): Learning Conditional Risk Scenarios
by Saeed Asadi & Jonathan Yu-Meng Li
- 2603.08552 Nonconcave Portfolio Choice under Smooth Ambiguity
by Emanuele Borgonovo & An Chen & Massimo Marinacci & Shihao Zhu
- 2603.08098 Whataboutism
by Kfir Eliaz & Ran Spiegler
- 2603.07914 Event-Study Designs for Discrete Outcomes under Transition Independence
by Young Ahn & Hiroyuki Kasahara
- 2603.07893 Designing probabilistic AI monsoon forecasts to inform agricultural decision-making
by Colin Aitken & Rajat Masiwal & Adam Marchakitus & Katherine Kowal & Mayank Gupta & Tyler Yang & Amir Jina & Pedram Hassanzadeh & William R. Boos & Michael Kremer
- 2603.07881 A Distributed Method for Cooperative Transaction Cost Mitigation
by Nikhil Devanathan & Logan Bell & Dylan Rueter & Stephen Boyd
- 2603.07863 Choice of Collateral Currency in Differential Swaps
by Yining Ding & Ruyi Liu & Marek Rutkowski
- 2603.07813 At-Risk Transformation for U.S. Recession Prediction
by Rahul Billakanti & Minchul Shin
- 2603.07780 Testing for Endogeneity: A Moment-Based Bayesian Approach
by Siddhartha Chib & Minchul Shin & Anna Simoni
- 2603.07752 Dynamic slippage control and rejection feedback in spot FX market making
by Alexander Barzykin
- 2603.07722 Identification and Counterfactual Analysis in Incomplete Models with Support and Moment Restrictions
by Lixiong Li
- 2603.07692 Understanding the Long-Only Minimum Variance Portfolio
by Nick L. Gunther & Alec N. Kercheval & Ololade Sowunmi
- 2603.07616 SABR Type Libor (Forward) Market Model (SABR/LMM) with time-dependent skew and smile
by Osamu Tsuchiya
- 2603.07600 Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps
by Takayuki Sakuma
- 2603.07458 ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics
by Minchul Shin & Nathan Schor
- 2603.07444 HLER: Human-in-the-Loop Economic Research via Multi-Agent Pipelines for Empirical Discovery
by Chen Zhu & Xiaolu Wang
- 2603.07255 On the Rates of Convergence of Induced Ordered Statistics and their Applications
by Federico A. Bugni & Ivan A. Canay & Deborah Kim
- 2603.07213 From debt crises to financial crashes (and back): a stock-flow consistent model for stock price bubbles
by Matheus R. Grasselli & Adrien Nguyen-Huu
- 2603.07055 Integrating Heterogeneous Information in Randomized Experiments: A Unified Calibration Framework
by Wei Ma & Zeqi Wu & Zheng Zhang
- 2603.07018 TEA-Time: Transporting Effects Across Time
by Harsh Parikh & Gabriel Levin-Konigsberg & Dominique Perrault-Joncas & Alexander Volfovsky
- 2603.06875 Stochastic Attention via Langevin Dynamics on the Modern Hopfield Energy
by Abdulrahman Alswaidan & Jeffrey D. Varner
- 2603.06820 Hippocratic Utility
by Tomasz Strzalecki
- 2603.06733 Calibrated Credit Intelligence: Shift-Robust and Fair Risk Scoring with Bayesian Uncertainty and Gradient Boosting
by Srikumar Nayak
- 2603.06705 Constructal Evolution as a Nonsmooth Dynamical System: Stability and Selection of Flow Architectures
by Pascal Stiefenhofer
- 2603.06587 Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning
by Minxuan Hu & Ziheng Chen & Jiayu Yi & Wenxi Sun
- 2603.06563 Convergence of Neural Network Policies for Risk--Reward Optimization
by Chang Chen & Duy-Minh Dang
- 2603.06238 General bounds on functionals of the lifetime under life table constraints in a joint actuarial-financial framework
by Jean-Loup Dupret & Edouard Motte
- 2603.06118 Sleep and redistribution preferences: Considering allowable tax rates
by Eiji Yamamura & Fumio Ohtake
- 2603.06106 Preference for redistribution and institutional trust: Comparison before and after COVID-19
by Eiji Yamamura & Fumio Ohtake
- 2603.06098 The Widening Gap in Tax Attitudes: Role of Government Trust in the post COVID-19 period
by Eiji Yamamura & Fumio Ohtake
- 2603.05917 Stock Market Prediction Using Node Transformer Architecture Integrated with BERT Sentiment Analysis
by Mohammad Al Ridhawi & Mahtab Haj Ali & Hussein Al Osman
- 2603.05862 Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash
by Ryuki Hayase & Takanobu Mizuta & Isao Yagi
- 2603.05660 Making Serial Dictatorships Fair
by Adam Hamdan
- 2603.05624 Mean-field games with unbounded controls: a weak formulation approach to global solutions
by Ulrich Horst & Takashi Sato
- 2603.05563 Nonlinear Fiscal Transitions and the Dynamics of Public Expenditure Reform
by Diego Vallarino
- 2603.05367 Shock Propagation and Macroeconomic Fluctuations
by Antoine Mandel & Vipin P. Veetil
- 2603.05326 Riemannian Geometry of Optimal Rebalancing in Dynamic Weight Automated Market Makers
by Matthew Willetts
- 2603.05283 Wealth Tax Neutrality as Drift-Shift Symmetry: A Statistical Physics Formulation
by Anders G. Froeseth
- 2603.05277 Extensions to the Wealth Tax Neutrality Framework
by Anders G. Froeseth
- 2603.05264 Asset Returns, Portfolio Choice, and Proportional Wealth Taxation
by Anders G. Froeseth
- 2603.05260 Extreme Value Analysis for Finite, Multivariate and Correlated Systems with Finance as an Example
by Benjamin Kohler & Anton J. Heckens & Thomas Guhr
- 2603.05153 Training and Innovation in Italian Manufacturing Firms
by Davide Antonioli & Elisa Chioatto & Giovanni Guidetti & Riccardo Leoncini & Mariele Macaluso
- 2603.05119 Asymptotic Separability of Diffusion and Jump Components in High-Frequency CIR and CKLS Models
by Sourojyoti Barick
- 2603.05034 The "Gold Rush" in AI and Robotics Patenting Activity. Do innovation systems have a role?
by Giovanni Guidetti & Riccardo Leoncini & Mariele Macaluso
- 2603.04997 Bayesian Indicator-Saturated Regression for Climate Policy Evaluation
by Lucas D. Konrad & Lukas Vashold & Jesus Crespo Cuaresma
- 2603.04880 A class of stochastic control problems with state constraints
by Tiziano De Angelis & Erik Ekstrom
- 2603.04746 Visioning Human-Agentic AI Teaming: Continuity, Tension, and Future Research
by Bowen Lou & Tian Lu & T. S. Raghu & Yingjie Zhang
- 2603.04441 Explainable Regime Aware Investing
by Amine Boukardagha
- 2603.04345 On the fair abatement of riparian pollution
by Ricardo Martinez & Juan D. Moreno-Ternero
- 2603.04328 Algorithmic Compliance and Regulatory Loss in Digital Assets
by Khem Raj Bhatt & Krishna Sharma
- 2603.04298 Index and Robustness of Mixed Equilibria: An Algebraic Approach
by Lucas Pahl
- 2603.04276 Causality Elicitation from Large Language Models
by Takashi Kameyama & Masahiro Kato & Yasuko Hio & Yasushi Takano & Naoto Minakawa
- 2603.04275 Statistical Inference for Score Decompositions
by Timo Dimitriadis & Marius Puke
- 2603.04226 Optimal strategies in Markov decision processes with finitely additive evaluations
by J'anos Flesch & Arkadi Predtetchinski & William D Sudderth & Xavier Venel
- 2603.04173 Allocating Resources under Strategic Misrepresentation
by Yingkai Li & Xiaoyun Qiu
- 2603.04109 Testing Full Mediation of Treatment Effects and the Identifiability of Causal Mechanisms
by Martin Huber & Kevin Kloiber & Luk'av{s} Laff'ers
- 2603.04105 A Random Rule Model
by Avner Seror
- 2603.04080 Doubly Robust Estimation of Treatment Effects in Staggered Difference-in-Differences with Time-Varying Covariates
by Yuhao Deng & Le Kang
- 2603.03997 Bandwidth Selection for Spatial HAC Standard Errors
by Alexander Lehner
- 2603.03671 Is an investor stolen their profits by mimic investors? Investigated by an agent-based model
by Takanobu Mizuta & Isao Yagi
- 2603.03623 A Neural Topic Method Using a Large-Language-Model-in-the-Loop for Business Research
by Stephan Ludwig & Peter J. Danaher & Xiaohao Yang
- 2603.03619 Candidate Moderation under Instant Runoff and Condorcet Voting: Evidence from the Cooperative Election Study
by David McCune & Matthew I. Jones & Andy Schultz & Adam Graham-Squire & Ismar Volic & Belle See & Karen Xiao & Malavika Mukundan
- 2603.03526 Multi-Agent Influence Diagrams to Hybrid Threat Modeling
by Maarten C. Vonk & Anna V. Kononova & Thomas Back & Tim Sweijs
- 2603.03465 An Intersectional Analysis of Long COVID Prevalence
by Jennifer Cohen & Yana Rodgers
- 2603.03419 Long COVID Prevalence, Disability, and Accommodations: Analysis Across Demographic Groups
by Jennifer Cohen & Yana Rodgers
- 2603.03288 Localisation and Circularity in Apple Supply Chains: An Algorithmic Exploration
by Baraa Alabdulwahab & Ruzanna Chitchyan
- 2603.03260 House Price Effects of Commercial Entry: Event Study Evidence from London
by Wanqi Liu & Rong Zhao
- 2603.03213 Dynamic Tracking Error and the Total Portfolio Approach
by Ashwin Alankar & Allan Maymin & Philip Maymin & Myron Scholes & Sujiang Zhang
- 2603.03152 Political Shocks and Price Discovery in Prediction Markets: Evidence from the 2024 U.S. Presidential Election
by Kwok Ping Tsang & Zichao Yang
- 2603.03144 The Household Impact of Generative AI: Evidence from Internet Browsing Behavior
by Michael Blank & Gregor Schubert & Miao Ben Zhang
- 2603.03136 The Anatomy of Polymarket: Evidence from the 2024 Presidential Election
by Kwok Ping Tsang & Zichao Yang
- 2603.03008 Focused Weighted-Average Least Squares Estimator
by Shou-Yung Yin
- 2603.02961 Delegation and Verification Under AI
by Lingxiao Huang & Wenyang Xiao & Nisheeth K. Vishnoi
- 2603.02946 Fast simulation of Volterra processes using random Fourier features with application to the log-stationary fractional Brownian motion
by Othmane Zarhali & Nicolas Langren'e
- 2603.02898 Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
by Bo Pieter Johannes Andr'ee
- 2603.02844 Optimal Routing across Constant Function Market Makers with Gas Fees
by Carlos Escudero & Felipe Lara & Miguel Sama
- 2603.02820 Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case
by Giorgio Ferrari & Tim Niclas Schutz
- 2603.02620 Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series
by Federico Vittorio Cortesi & Giuseppe Iannone & Giulia Crippa & Tomaso Poggio & Pierfrancesco Beneventano
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