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Content
2026
- 2607.03115 Beyond the Fixed Price: Valuation and Risk of Non-Standard Renewable PPAs
by Nicola Bartolini & Silvia Romagnoli & Amia Santini
- 2607.03113 Rebate versus Matching, Again: How Opt-in Reshapes the Effectiveness of Price-Equivalent Subsidies
by Shusaku Sasaki & Takunori Ishihara & Hiroki Kato
- 2607.03082 Portfolio Optimization and Tail-Risk Analytics of Actively Managed ETFs
by William W. Lamptey & Nicholas Appiah & Abootaleb Shirvani & Priscilla Ati-Tay & Svetlozar T. Rachev & Frank J. Fabozzi
- 2607.02978 Urban Reconstruction and Population Redistribution: Evidence from Tokyo after the Great Kanto Earthquake
by Kota Ogasawara
- 2607.02947 FOI-O: An NZ-first ontology and verification methods package for Freedom of Information process modelling
by Dylan A Mordaunt
- 2607.02898 Conformalized Lee Inference: Distribution-Free Individual Treatment Effect Intervals under Monotone Sample Selection
by Jung Hyub Lee
- 2607.02892 Robots and the Public Finance of Disability Insurance
by Duha T. Altindag & Reem El Cheikh Taha & John M. Nunley & R. Alan Seals
- 2607.02830 Outcome-Classified Precision Auditing of Filter Rules in Algorithmic DEX Trading: Evidence from 2,400 Rejection Events
by Arati Uday Kamat
- 2607.02823 Pump.fun Graduation Regime Windows: Survival Analysis of 832,941 Token Launches and the Social-Presence Effect
by Arati Uday Kamat
- 2607.02795 Coordinated Sniper Cohorts on Pump.fun: Detection of 1,012 Persistent Wallet Rings and the Limits of Naive Causal Inference for First-Hour Buyer Flow
by Arati Uday Kamat
- 2607.02791 Capitalizing Risk and Regulation: Sequential Shocks in Florida's Condominium Market
by Shaoming Cheng
- 2607.02785 Inside the Kin Network: Consanguineous Marriage, Patriarchal Bargaining, and Women's Acceptance of Intimate Partner Violence in Pakistan
by Sana Khalil & Angela Warner
- 2607.02695 Financial Epiplexity: A Theory of Learnable Market Structure under Bounded Computation
by Miquel Noguer i Alonso
- 2607.02645 Dynamic Capabilities for AI-Enabled Exploration: Antecedents, Mechanisms, and Innovation Outcomes
by Thabit Atobishi & Saeed Nosratabadi
- 2607.02457 Endogenous shareholding auctions
by Andrew Mackenzie & Christian Trudeau
- 2607.02385 Inference for Group Interaction Experiments
by Jiawei Fu & Cyrus Samii & Ye Wang
- 2607.02278 Washed Out by the Crowd? Accountability under Sequential Review
by Siming Ye
- 2607.02095 Granular Instrumental Variables in Large Panels: Identification and Inference Across Strong, Nearly Weak, and Weak GIV
by Gokul Gopalan Ramachandran
- 2607.01905 Measuring Opportunity Cost with Stock Lifetime Value
by Geoffrey Decrouez & Tobias Huelden & Paresh Nakhe & Dominik Prugger
- 2607.01822 Congestion-Based Slot Pricing in a Railway Auction Game
by Bill Roungas & Sebastiaan Meijer
- 2607.01765 A Cap-Axis Integral Diagnostic of Factor Models
by Useong Shin
- 2607.01705 Portfolio Optimization under Fast and Slow Latent Mean-Reverting and Momentum Drift
by Dannin J. Eccles & Roger Lee
- 2607.01561 Decomposing Wage Stagnation: Employment Reallocation, Wage Structure,and Demographics
by Ken Yamada
- 2607.01550 Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following
by Jutta G. Kurth & Zoltan Eisler & Adam Rej & Jean-Philippe Bouchaud
- 2607.01429 A condition for the identification of multivariate models with binary instruments -- with Corrigendum and Addendum
by Florian Gunsilius
- 2607.01377 Liquidity Premium and Investment Horizons
by Irene Aldridge
- 2607.01254 The Benchmark Ceiling: Human Judgment, Evaluation Scarcity, and the Political Economy of AI Capability Measurement
by Mark Esposito & Liu Zhang
- 2607.01229 Multidimensional Risk Made Easy
by Mark Whitmeyer
- 2607.01198 When large trades are not news: Liquidity tail risk and price discovery
by Umut c{C}etin & Mingwei Lin & Giulia Livieri
- 2607.01101 The Economic Benefits and Costs of AI and Policies to Mitigate AI's Impact on Inequality
by Matthew O. Jackson & Zafer Kanik
- 2607.00977 Competitive effects of transmission constraints in the German electricity market
by Alice Lixuan Xu & Clemens Stiewe
- 2607.00883 Tail Risk Management with Puts and Trend Following: A CVaR Framework for Crashes and Drawdowns
by Miquel Noguer I Alonso & Ali Al Fallouji
- 2607.00869 A characterization of the von Neumann and Morgenstern stable set in matching markets
by Lucero Quevedo Mauricio & Paola Manasero & Pablo Neme & Jorge Oviedo
- 2607.00856 Shapley in Context: Explaining Financial Language with Domain Expertise
by Dangxing Chen & Pengzhan Guo
- 2607.00551 Talking Politics with Artificial Intelligence
by Ziwen Zu
- 2607.00504 How optimistic inflow forecasts distort dispatch, prices, and contracts in hydro-dominated power systems: evidence from Brazil
by Arthur Brigatto & Alexandre Street & Joaquim Dias Garcia
- 2607.00475 End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI Models Beat Simple Rules?
by Austin Pollok & Kevin Robik
- 2607.00312 Post-selection inference for network structure
by Eric Auerbach & Jonathan Auerbach & Sidonia McKenzie
- 2607.00280 Understanding Guest Preferences and Optimizing Two-sided Marketplaces: Airbnb as an Example
by Yufei Wu & Daniel Schmierer
- 2607.00279 Night and Day: Diurnal Warming and Structural Transformation in India
by Vedarshi Shastry
- 2607.00245 Agent-to-Agent Finance: Blockchain Payments and Trust Infrastructure for Autonomous AI Agents
by Hui Gong
- 2607.00219 Asymptotic Properties of Empirical Quantile-Based Estimators
by Julien Chhor & Xavier D'Haultf{oe}uille & J'er'emy L'Hour & Martin Mugnier
- 2607.00050 Revising price coordination in the classical and neoclassical economics based on elementary cellular automata
by Igor Lugo & Martha G. Alatriste-Contreras
- 2606.32011 Competition and Anomalies Redux: Evidence from U.S. Auto Dealers
by David Huffman & Lamar Pierce & Germ'an Reyes & Alex Rees-Jones
- 2606.31955 Comparison games and ranking of players
by Daniela Bubboloni & Stefano Moretti
- 2606.31936 Coupling and Maximal Inequalities for Graph-Dependent Empirical Processes
by Mengsi Gao & Demian Pouzo
- 2606.31935 Delegation Rights: Property, Agency, and Investment Incentives in the Age of AI Agents
by Yukun Zhang & Kemu Xu
- 2606.31930 Quasi-Bayesian Hierarchical Models
by Desmond Fairall & Thomas Glinnan
- 2606.31850 Attention and Social Learning
by Krishna Dasaratha & Kevin He
- 2606.31802 Feedback dynamics in matching networks drive behavioral differentiation despite overlapping objectives
by Alexandros Gelastopoulos
- 2606.31780 A Cost-and-Place-Utility Model of the Move-versus-Commute Decision
by Shawn Berry
- 2606.31685 Design-Based Inference for Time-Series GMM
by Thomas Glinnan
- 2606.31675 Settlement Manipulation in Prediction Markets
by David Dai & Ruizhe Jia & Shihao Yu
- 2606.31475 Real-time identification of the onset of financial rogue waves
by Rosie Hayward & Orla Lennon & Fabio Biancalana
- 2606.31469 Same Firms, Different Verdicts: ESG Rating Choice and the Measurement of Greenwashing
by Praveen Kumar Ashok Kumar & Rafa{l} Sieradzki
- 2606.31387 Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals
by Gianmarco Morbelli & Sven Karbach & Mike Derksen
- 2606.31271 Note on an Axiomatization of the Baldwin Rule
by Leo Goto & Satoshi Nakada
- 2606.31251 Regime-Conditional Distributional Comparison of Trading Strategies: A GAMLSS/ZAGA Framework Applied to the S&P 500
by Krzysztof Ozimek
- 2606.31188 Social Statements: A Proposal for a Social-Value Balance Sheet and Profit-Loss Statement
by Takeshi Kato & Yoshinori Hiroi & Sae Horiguchi & Tetsushi Koike & Shingo Hashimoto
- 2606.31122 Generating Plausible Stress Scenarios via Large Deviations
by Anand Deo
- 2606.31102 Translation Readiness Index: Measuring Patent-Paper Proximity from Scientific Publication Text
by Paul X. McCarthy & Rasika Amarasiri & Xian Gong
- 2606.31020 Robust Aggregation of Calibrated Forecasts
by Xinxiang Guo & Yingkai Li & Yifen Mu
- 2606.30999 Estimating Supply Incrementality in Two-sided Marketplaces: A Causal Machine Learning Approach
by Yufei Wu & Daniel Schmierer & Dan Zylberglejd
- 2606.30987 Measuring Judgment Quality in Natural-Language Explanations: Evidence from Forecasting Tournaments
by Christopher W. Karvetski & Sheldon S. Huang & Simas Kuv{c}inskas & Nadja Flechner & Jingyu Hu & Philip Tetlock & Ezra Karger
- 2606.30986 The Organizational Behavior of Agentic AI: Collective Intelligence in Human-Agent Workflows
by Canhui Liu
- 2606.30779 Pareto Efficient Insurance with Multiple Policyholders, Multiple Insurers, and Multiple Indemnity Environments
by Zijun Meng
- 2606.30685 Cascading Impacts of the USA--China Trade War on Global Oilseed Supply Chain
by Diksha Gupta & Ritwick Mishra & Achla Marathe & Krista Danielle Yu & Anil Vullikanti
- 2606.30583 AI Premium
by Nicola Borri & Yukun Liu & Aleh Tsyvinski
- 2606.30473 Field Order Should Not Matter: Permutation-Invariant Embedding Model Fine-Tuning for Structured Metadata Retrieval
by Aivin V. Solatorio & Olivier Dupriez & Rafael Macalaba
- 2606.30470 Swimming in Dark Water: When Cartels Mimic Competition
by David Imhof & Thierry Madi`es & Martin Huber
- 2606.30381 Bank Earnings, Credit Supply & the Macroeconomy: Evidence from Canada
by Santiago Camara & Sanaa Latif
- 2606.30363 Strategic Risk Reduction: Self-Protection and Self-Insurance
by Wing Fung Chong
- 2606.30359 Decision-support strategies for photovoltaic self-consumption under declining electricity prices and limited remuneration of surplus generation
by Ana B. Crist'obal & Daniel Sierra & Laura Palomino & Luis Miguel Carrasco & Luis Narvarte
- 2606.30193 Hidden Dependence and Aggregate Tail Risk
by Corrado De Vecchi & Max Nendel & Steven Vanduffel
- 2606.30118 I.i.d. Prophet Inequalities with Discounted Rewards: As Hard as the Non-i.i.d. Case
by Jung-hun Kim & Vianney Perchet
- 2606.30085 Not-quite-human tastes: the stylized omnivorousness of LLM survey surrogates
by Xiangyu Ma & Mengmi Zhang & Shannon Ang & Minne Chen
- 2606.30074 Spectral Aggregation of Quantile Preferences
by Van-Quy Nguyen
- 2606.30070 Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures
by Matteo Ferrari & Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino
- 2606.30040 The Shape of Macroeconomic Beliefs
by Giovanni Angelini
- 2606.30037 Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns
by Sichao He & Yansong Zhang
- 2606.29833 Sensitivity, Informativeness, and Misspecification in GMM Estimation
by Fangzhou Yu & Seojeong Lee
- 2606.29793 Fund2Persona: A Framework for Building and Refining Financial Advisor Personas from Fund Disclosure Data
by Suhwan Park & Hoyoung Lee & Zhangyang Wang & Alejandro Lopez-Lira & Young Cha & Chanyeol Choi & Jaewon Choi & Yongjae Lee
- 2606.29784 HERO: Improving the Reliability and Sensitivity of Generative Model Evaluation Using Historical Data
by Xinrui Ruan & Zhenyu Zhao & Waverly Wei & Yueshan Zhang & Zeyu Zheng & Sui Huang & Jingshen Wang
- 2606.29779 Discounted Expected Utility: A Revealed Preference Analysis
by Wei Ma
- 2606.29771 CLQT: A Closed-Loop, Cost-Aware, Strategy-Consistent Benchmark for Diagnostic Evaluation of LLM Portfolio-Management Agents
by Bo Qu & Mingguang Chen
- 2606.29756 Modeling Mode and Departure Time Responses to Congestion Pricing: A Spatial and Behavioral Analysis Using Cross-Nested Logit Model
by Mohammad Amin Ashena & Adam Weiss & Jason Hawkins & Lina Kattan
- 2606.29691 Causal Inference Using Factor Models
by Jushan Bai & Peng Wang
- 2606.29591 The Bounce Has No Direction: Sign, Magnitude, and the Microstructure of Equity Return Predictability
by Victoria Portnaya
- 2606.29572 Valuation Reveals Uncertainty
by Jongjin Park & Hyungbin Park
- 2606.29406 Adaptive AI Delegation under Uncertainty: A Bayesian Governance Policy for Sequential Decision Authority
by Matthew Francis Dixon
- 2606.29299 Bayesian Optimization on the Equilibrium Manifold
by Felix Kubler
- 2606.29290 Supply Chain Propagation of Textual Signals: LLM Embeddings and Cross-Sectional Return Predictability
by Asef Y{i}lk{i}
- 2606.29251 When Summaries Distort Decisions: Information Fidelity in LLM-Compressed Financial Analysis
by Hoyoung Lee & Suhwan Park & Seunghan Lee & Jun Seo & Jaehoon Lee & Sungdong Yoo & Minjae Kim & CheolWon Na & Zhangyang Wang & Zach Golkhou & Minkyu Kim & Sotirios Sabanis & Alejandro Lopez-Lira & Dhagash Mehta & Soonyoung Lee & Chanyeol Choi & Wonbin Ahn & Yongjae Lee
- 2606.29227 The Human-Machine Knowledge Spiral
by Aaron Chatterji & Daniel Rock & Eduard Talamas
- 2606.29145 Why Do We Need Travel Behavior Theory in the Age of AI? Multiple Goal Pursuit as an Illustrative Theory
by Jason Hawkins & Omid Armantalab
- 2606.29143 Comonotonic and moment matching approximations for sums of lognormal random variables
by Chunle Huang
- 2606.29111 Managing the Human Fallback: Skill Investment Under Improving AI and Worker Mobility
by Simrita Singh & Naireet Ghosh & Tinglong Dai
- 2606.29086 Stabilization without Inclusive Development: Neoliberalism, Economic Liberalization, Poverty, and Inequality in Bolivia
by Ricardo Alonzo Fernandez Salguero
- 2606.29063 Second-Generation Heterogeneous Panel Data Model with Individual and Common Shocks
by Hasraddin Guliyev
- 2606.29056 Green Transformational Leadership and Sustainable Nursing Practices: Evidence from the Healthcare Sector
by Thabit Atobishi & Saeed Nosratabadi
- 2606.29018 Liquidity-Based Audit of Algorithmic Trading Strategies
by Irene Aldridge
- 2606.29009 Generated outcomes as generated regressors: Equivalences in recursive causal estimation
by Wisse Rutgers & Rahul Singh
- 2606.28990 The Fundamental Theorem of Asset Pricing, Formalized in Lean 4
by Raphael Coelho
- 2606.28919 Topping Up and Optimal Redistribution
by Zi Yang Kang & Mitchell Watt
- 2606.28891 Hedging Maturity-Specific Risk in Forward Curve Derivatives under Stochastic Volatility
by Riccardo Alberti & Sven Karbach
- 2606.28869 A General Theory of Paths: Signatures, Jump Lifts, and Expected Signatures of Self-Exciting Processes
by Miquel Noguer i Alonso
- 2606.28848 Literature Review and Evidence Aggregation: a Toolkit for Applied Micro
by Peter Ganong & Avik Garg & Maximilian Kasy
- 2606.28706 Balancing Shareholder Value and Financial Stability under a Reduced-Form Liquidation Model
by Benjamin Avanzi & Bernard Wong & Jinxia Zhu
- 2606.28670 MACROCAST: A Vintage-Consistent Time Series Foundation Model for Real-Time Macroeconomic Forecasting
by Andrea Carriero & Davide Pettenuzzo & Shubhranshu Shekhar
- 2606.28583 Providing Certainty
by Andrew B. Choi & Christoph Schlom & Chengyang Zhu
- 2606.28312 Optimal Deployment of Electric Aircraft for Canadian Domestic Flights
by Elham Soufiani & Mehrdad Pirnia
- 2606.28295 Equilibrium as a Limit: The Competitive Canon Nested in an Adaptive, Information-Theoretic Economy
by Avishek Bhandari
- 2606.28063 How to deal with machine learning bias in economic history
by Torben S. D. Johansen & Julius Koschnick & Christian Vedel
- 2606.28028 Rationalizable Behavior in Matching with Externalities
by Antonio Nicol`o & Pietro Salmaso & Riccardo D. Saulle
- 2606.28017 A Toolkit for the Study of Treatment-Effect Discontinuities
by Alessandro Baldi Antognini & Paolo Verme
- 2606.27932 (In)Efficient Market States and Rough Volatility Detected via Grunwald-Letnikov Fractional Derivative
by Daniele Angelini
- 2606.27924 Heterogeneous Diffusion of Electric Vehicles in China: Demand, Learning, Product Entry, and the Incidence of Industrial Policy
by Yu & Hao & Jinge Li
- 2606.27845 LLM Agents as Static Level-k Players in Behavioural Games
by Po Han Teo
- 2606.27842 Quantifying Demand Shocks in the Green and Digital Transition
by Andrea Bastianin & Luca Rossini & Marco Zoso
- 2606.27804 Methods for Uncertainty Representation in Risk Management: A Comparative Review and Decision-Oriented Framework
by Albert Kutej & Stefan Rass
- 2606.27670 CryptoGAT: Are Time Series Models Effective for Cryptocurrency Forecasting?
by Yu Peng & Matloob Khushi & Josiah Poon
- 2606.27653 Characterisation of reactive Nash equilibria in repeated additive games
by Franziska Lesigang & Christian Hilbe & Nikoleta E. Glynatsi
- 2606.27525 Measuring Racial Disparities in Rent Growth Under Algorithmic Landlord Concentration in U.S. Metros
by Advay Ranade
- 2606.27462 The Decision Geometry of Covariance Estimation for the Global Minimum-Variance Portfolio under Heavy Tails
by Xavier Fonseca
- 2606.27335 Valuing American options and Flexible Forwards contracts in time-dependent models
by Leif Andersen & Andrey Itkin & Rakhymzhan Kazbek
- 2606.27150 Endogenous Reinsurance Pricing in Large Competitive Insurance Markets: Finite-Player and Mean Field Analysis
by Ruimeng Hu & Byungdoo Kong
- 2606.27100 Pretrained Time-Series Foundation Models for Financial Return Forecasting
by Miquel Noguer I Alonso & Rodolfo Pereira Franklin
- 2606.27046 Conditional Leibniz Derivative Estimation with an Application to American Call Min-Options
by Xingyu Ren & Michael C. Fu & Pierre L'Ecuyer
- 2606.26966 Economic complexity at subnational level: A consistency analysis
by Wenli Du & Andrea Zaccaria
- 2606.26959 The Shift to Agentic AI: Evidence from Codex
by Drew Johnston & David Holtz & Alex Martin Richmond & Christopher Ong & Prasanna Tambe & Aaron Chatterji
- 2606.26835 A sharp order-three obstruction to the aggregation of conditional price-of-risk attribution
by Alejandro Rodriguez Dominguez
- 2606.26815 Data-Driven Duration Management -- Term Structure Forecasting Using Machine Learning
by Tobias Lausser & Joao Eduardo Vuolo & Rudi Zagst
- 2606.26731 Robust Hedging Valuation Adjustment under Liquidity--Demand Stress
by Takayuki Sakuma
- 2606.26625 Portfolio Optimization for Commodity ETFs under Heavy-Tailed Returns
by Nicholas Appiah & Ali Jaffri & Dilmi C. W. Hettiachchi-Halpe-Kankanamalage & Svetlozar T. Rachev
- 2606.26536 Too cheap to meter? A stochastic analysis of projected future fusion costs
by Stefania Bohnlein & Fanny Bose & Christian von Hirschhausen & Claudia Kemfert & Alexander Wimmers
- 2606.26470 The Growing Self-Reliance of Chinese Innovation
by ZIyu Chen & Christopher Esposito
- 2606.26432 Embedding Foundation Model Predictions in Discrete-Choice Models with Structural Guarantees
by Yingshuo Wang & Xian Sun & Yanhang Li & Zhichao Fan & Zexin Zhuang
- 2606.26142 Determining the Structure of Dynamic Factor Models
by Sangmyung Ha
- 2606.26064 Labels
by Mark Whitmeyer
- 2606.26031 Geometrically convex return risk measures on AM-algebras
by Christian Laudag'e
- 2606.26024 Matrix Approximation of Bachelier Option Prices and Greeks under Stochastic Volatility models
by Elisa Al`os & `Oscar Bur'es
- 2606.25997 Variable Bound Tightening for Nash Equilibrium Computation in Multiplayer Imperfect-Information Games
by Sam Ganzfried
- 2606.25986 The Inference-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book Prediction
by C. Evans Hedges
- 2606.25954 Measurable Majorities Are Not Finitely Axiomatizable
by Lawrence S. Moss & Arthur Paul Pedersen
- 2606.25910 Restoring Incentive Compatibility in Two-Stage Energy Markets with Prosumers
by Nikolas Koumpis & Koushik Kar & Leandros Tassiulas & Manolis Zampetakis
- 2606.25909 General Equilibrium Effects of Carbon Offsets
by Isla Globus-Harris & Daniel H Karney
- 2606.25904 Individual Sovereignty and Other-Regarding Preferences
by John Mori
- 2606.25811 Hierarchical Graph Learning for Calendar Spread Strategies in Commodity Futures Markets
by Yoonsik Hong & Diego Klabjan
- 2606.25798 Peak-Robust Voting Rules
by Satoshi Nakada & Toshiya Yoshimura
- 2606.25696 A Two-Stage Decision Support System for Sustainability-Aware Long Short Portfolio Optimization
by Giacomo di Tollo & Massimiliano Kaucic & Filippo Piccotto
- 2606.25688 Choosing What to Calibrate and What to Estimate in Structural Models
by Joan Alegre Canton
- 2606.25484 From Causal Discovery to Implementation: An Agentic AI Framework for E-Scooter Mobility Hub Planning Across 29 German Cities
by Meng Jin & Melanie Handrich & Simone Martinenz & Nicholas Hoeser & Ziyue Li
- 2606.25466 Time-dependent weighted directed networks of cryptocurrency interaction from high-frequency returns
by Shubhangam Shukla & Mahesh Peyyala & Abhijit Chakraborty
- 2606.25461 Equilibrium singular dividend control under ambiguity aggregation of heterogeneous discount rates
by Yue Cao & Guohui Guan & Zongxia Liang & Xiaodong Luo
- 2606.25292 Time-Varying Model Averaging of Multi-layer Network Vector Autoregressions
by Degui Li & Yuying Sun & Boyao Wu
- 2606.25283 Competitive satellite placement and the geography of orbital risk: evidence from the geostationary arc
by Akhil Rao & Nikodem Szumilo
- 2606.25007 Multi-Stream Temporal Fusion for Financial Fraud Detection
by Mohammadamin Dashti Moghaddam & Nick Sciarrilli
- 2606.24867 Bounds for Standard Errors in Combined Data
by Jooyoung Cha & Yuya Sasaki & Nelson Matthew P. Tan
- 2606.24850 Heterogeneous Peer Effects with Endogenous Network Formation
by Duong Trinh & Santiago Montoya-Bland'on
- 2606.24785 Group-Level Treatment Effect Heterogeneity in Difference-in-Differences: A Balanced Approach
by Nora Bearth & Nadja van 't Hoff & Torben S. D. Johansen
- 2606.24616 AI Tokenomics: The Economics of Tokens, Computation, and Pricing in Foundation Models
by Quanyan Zhu
- 2606.24439 Change from within? The strategies used by public officials to advance post-growth approaches
by Laura Angresius & Milena Buchs & Daniel W. O'Neill
- 2606.24399 Energy Poverty as a Structural Trap: The Role of Housing Efficiency and Non-Convex Technology
by Nazaria Solferino
- 2606.24319 Spatial accessibility to food banks hinders food parcel uptake in England and Wales, particularly in rural areas
by Laura Sheppard & Carmen Cabrera & Daphne Badounas & Bonnie Boyana Buyuklieva & Sukankana Chakraborty & Huanfa Chen & Sarah Wise & Howard Wong & Rachael Jones & Neave O'Clery
- 2606.24309 Randomized Neural Networks for estimation of exposure profiles and Credit Valuation Adjustment (CVA) for American Equity Options
by Isidro Moroso Varona & Jakub Micha'nk'ow & Pawe{l} Sakowski
- 2606.24266 Semi-nonparametric estimation of spatial dynamic panel data models with nonparametric spatial weights
by Abhimanyu Gupta & Xi Qu & Jiajun Zhang
- 2606.24244 When Surveys Become Conversations: Adaptive Matrix Validation for AI-Assisted Interviews
by Tyler H. McCormick
- 2606.24212 Path Space Robust Bayesian Portfolio Selection
by Andy Au
- 2606.24183 Generating EUPHEMIA-compatible bids for flexible demand under imperfect information
by Christian Doh Dinga & Mukunda Badarinath & Seyed Hossein Jamali & Laurens de Vries & Milos Cvetkovic
- 2606.24181 Visible or Covert? The Causal Effect of Inspector Visibility on Fare Evasion Detection: A Causal Machine Learning and Policy Learning Approach
by Hannes Wallimann & C'edric Brutsch & Martin Huber
- 2606.24019 Empirical Confirmation of the Square-Root Law of Market Impact in a U.S. Large-Cap Equity
by Aniket Vasaikar
- 2606.24015 Distributionally Robust Joint Information and Mechanism Design for Multi-Area Power System Coordination
by Furkan Sezer
- 2606.24013 Public Good Provision under Locally Private Signals
by Behrooz Moosavi Ramezanzadeh & Jordan Awan
- 2606.23980 Diagonal Frog: High-order positivity-preserving FD schemes for anisotropic Fokker-Planck equations
by Andrey Itkin
- 2606.23922 Regenerative Bonds: Formal Debt, Mutual-Aid, and Local Settlement Capacity
by William O. Ruddick & Alex & Cahana & Tom Shael
- 2606.23883 Monotonicity of Normalized Implied-Volatility Coordinates under No-Arbitrage
by Jian Sun
- 2606.23873 Relaxation Times for Nonextensive Systems Using Gradient Flow for the Maximization of Tsallis Entropy: An Application to Financial Market Dynamics
by Sandhya Devi
- 2606.23861 Globalization, economic growth, and innovation: A two-country two-period model
by Cuong Le Van & Duc V. Le & Thanh Tam Nguyen-Huu
- 2606.23853 The Measurable Majority
by Lawrence S. Moss & Arthur Paul Pedersen
- 2606.23633 AI Exposure Scores: what they measure, what they miss, and what comes next
by Campbell Lund & Thomas Euyang & Zanele Munyikwa & Marzieh Fadaee
- 2606.23596 Anatomy of the Market: A Body-Tail Test of Factor Models
by Useong Shin
- 2606.23510 Analytic Pricing of Bermudan Swaptions with Few Exercise Dates
by Emiliano Papa
- 2606.23509 Variance or Standard Deviation? Shell Geometry and Global-Scale Priors in High-Dimensional Shrinkage
by Wayne Yuan Gao & Zhiheng You
- 2606.23492 Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk
by Abdulrahman Alswaidan & Cade Jin & Jeffrey D. Varner
- 2606.23463 Equilibrium World Models
by Simon Scheidegger & Andreas Schaab
- 2606.23440 The Expected Number of Pairwise Stable Networks
by P. Jean-Jacques Herings & Christian Seel & Arkadi Predtetchinski
- 2606.23428 On the construction and representation of social welfare orders satisfying consequentialist equity axioms
by Ram Sewak Dubey
- 2606.23367 Asymmetry PRISM: A CPU/GPU Portfolio Optimization Engine for Deadline-Bounded Institutional Rebalancing
by Debdoot Ghosh
- 2606.23347 Beyond the Margin: Targeted Conservation and Household Water Demand
by Andrea Albertazzi & Elisabetta Leni & Ennio Bilancini
- 2606.23337 When Staking Rewards Compound: Measuring the Impact of Ethereum's Pectra Upgrade
by Mohammed Benseddik & Benjamin Kraner & Claudio J. Tessone
- 2606.23288 Flow Games with Public Arcs: the Least Core and the Nucleolus
by Tianhang Lu & Han Xiao & Qizhi Fang
- 2606.23150 A missed opportunity? Labor demand and workforce diversity
by Anna Bindler & Barbara Boelmann & Lena Janys & Luisa H. Santiago Wolf
- 2606.23142 Financial Frequency Combs
by Madhurendra Mishra & Armaan Aryan & Arsh Gogia & Adarsh Ganesan
- 2606.23099 Path-dependent Affine Processes
by Boris Gunther & Thomas Kruse & Ludger Overbeck & Thorsten Schmidt
- 2606.23070 Mitigating Adverse Selection in Concentrated Liquidity AMMs with Dynamic Fees: An Agent-Based Model Approach
by Daniele Maria Di Nosse & Fabrizio Lillo
- 2606.23032 IPO Finance Agent: Benchmark of LLM Financial Analysts Beyond Finance Agent v2, with Automated Rubric Generation, on the SpaceX (SPCX) IPO
by Mostapha Benhenda
- 2606.22956 Pareto Optimal Centralized Risk Sharing with Multiple Agents: Inclusivity and Fairness
by Debora Daniela Escobar & Wing Fung Chong
- 2606.22884 Universal Value-at-Risk superadditivity
by Yuyu Chen & Liyuan Lin & Ruodu Wang
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