Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Content
2024
- 2405.13186 Doing the right thing (or not) in a lemons-like situation: on the role of social preferences and Kantian moral concerns
by Ingela Alger & Jos'e Ignacio Rivero-Wildemauwe
- 2405.13169 Evaluating Offshore Electricity Market Design Considering Endogenous Infrastructure Investments: Zonal or Nodal?
by Michiel Kenis & Vladimir Dvorkin & Tim Schittekatte & Kenneth Bruninx & Erik Delarue & Audun Botterud
- 2405.13102 Trading Volume Maximization with Online Learning
by Tommaso Cesari & Roberto Colomboni
- 2405.13076 A K-means Algorithm for Financial Market Risk Forecasting
by Jinxin Xu & Kaixian Xu & Yue Wang & Qinyan Shen & Ruisi Li
- 2405.12993 A novel portfolio construction strategy based on the core-periphery profile of stocks
by Imran Ansari & Charu Sharma & Akshay Agrawal & Niteesh Sahni
- 2405.12991 Systematic Comparable Company Analysis and Computation of Cost of Equity using Clustering
by Mohammed Perves
- 2405.12990 BERT vs GPT for financial engineering
by Edward Sharkey & Philip Treleaven
- 2405.12988 Prediction of Cryptocurrency Prices through a Path Dependent Monte Carlo Simulation
by Ayush Singh & Anshu K. Jha & Amit N. Kumar
- 2405.12982 The puzzle of Carbon Allowance spread
by Michele Azzone & Roberto Baviera & Pietro Manzoni
- 2405.12804 The Machiavellian frontier of stable mechanisms
by Qiufu Chen & Yuanmei Li & Xiaopeng Yin & Luosai Zhang & Siyi Zhou
- 2405.12768 Ponzi Funds
by Philippe van der Beck & Jean-Philippe Bouchaud & Dario Villamaina
- 2405.12743 Consumer lying in online reviews: recent evidence
by Shawn Berry
- 2405.12608 A 22 percent increase in the German minimum wage: nothing crazy!
by Mario Bossler & Lars Chittka & Thorsten Schank
- 2405.12565 Resilience Analysis of Multi-modal Logistics Service Network Through Robust Optimization with Budget-of-Uncertainty
by Yaxin Pang & Shenle Pan & Eric Ballot
- 2405.12479 Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model
by W. Brent Lindquist & Svetlozar T. Rachev & Jagdish Gnawali & Frank J. Fabozzi
- 2405.12467 Conditional Choice Probability Estimation of Dynamic Discrete Choice Models with 2-period Finite Dependence
by Yu Hao & Hiroyuki Kasahara
- 2405.12240 Modelo de la inflaci\'on en Costa Rica
by Daniel Aguilar & Minor Acu~na & Breyner Chac'on
- 2405.12180 Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach
by Difang Huang & Ying Liang & Boyao Wu & Yanyi Ye
- 2405.12154 Risk, utility and sensitivity to large losses
by Martin Herdegen & Nazem Khan & Cosimo Munari
- 2405.12083 Instrumented Difference-in-Differences with Heterogeneous Treatment Effects
by Sho Miyaji
- 2405.12041 Earthquakes and the wealth of nations: The cases of Chile and New Zealand
by Diego D'iaz & Pablo Paniagua & Cristi'an Larroulet
- 2405.11954 Comparing predictive ability in presence of instability over a very short time
by Fabrizio Iacone & Luca Rossini & Andrea Viselli
- 2405.11759 Testing Sign Congruence Between Two Parameters
by Douglas L. Miller & Francesca Molinari & Jorg Stoye
- 2405.11730 Degree of Irrationality: Sentiment and Implied Volatility Surface
by Jiahao Weng & Yan Xie
- 2405.11686 Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by Colin D. Grab
- 2405.11578 Random Attention Span
by Dazhuo Wei
- 2405.11455 Impact Analysis of the Chesa Boudin Administration
by Jordan G. Taqi-Eddin
- 2405.11444 Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
by Jonathan Ch'avez-Casillas & Jos'e E. Figueroa-L'opez & Chuyi Yu & Yi Zhang
- 2405.11431 Review of deep learning models for crypto price prediction: implementation and evaluation
by Jingyang Wu & Xinyi Zhang & Fangyixuan Huang & Haochen Zhou & Rohtiash Chandra
- 2405.11392 Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
by Yunfei Peng & Pengyu Wei & Wei Wei
- 2405.11371 A simple proof of the representation theorem for betweenness preferences
by Yutaro Akita
- 2405.11329 Risk-neutral valuation of options under arithmetic Brownian motions
by Qiang Liu & Shuxin Guo
- 2405.11284 The Logic of Counterfactuals and the Epistemology of Causal Inference
by Hanti Lin
- 2405.11142 Selling Correlated Information Products
by Klajdi Hoxha
- 2405.10920 Data-generating process and time-series asset pricing
by Shuxin Guo & Qiang Liu
- 2405.10917 Is the annualized compounded return of Medallion over 35%?
by Shuxin Guo & Qiang Liu
- 2405.10884 Road to perdition? The effect of illicit drug use on labour market outcomes of prime-age men in Mexico
by Jos'e-Ignacio Ant'on & Juan Ponce & Rafael Mu~noz de Bustillo
- 2405.10851 Bottom-up approach to assess carbon emissions of battery electric vehicle operations in China
by Hong Yuan & Minda Ma
- 2405.10762 Research on Credit Risk Early Warning Model of Commercial Banks Based on Neural Network Algorithm
by Yu Cheng & Qin Yang & Liyang Wang & Ao Xiang & Jingyu Zhang
- 2405.10679 Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost
by Theodoros Zafeiriou & Dimitris Kalles
- 2405.10655 Macroeconomic Factors, Industrial Indexes and Bank Spread in Brazil
by Carlos Alberto Durigan Junior & Andr'e Taue Saito & Daniel Reed Bergmann & Nuno Manoel Martins Dias Fouto
- 2405.10654 "Microstructure Modes" -- Disentangling the Joint Dynamics of Prices & Order Flow
by Salma Elomari-Kessab & Guillaume Maitrier & Julius Bonart & Jean-Philippe Bouchaud
- 2405.10584 A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity
by Huiyu Li & Junhua Hu
- 2405.10539 Overcoming Medical Overuse with AI Assistance: An Experimental Investigation
by Ziyi Wang & Lijia Wei & Lian Xue
- 2405.10498 A Deep Learning Approach to Heterogeneous Consumer Aesthetics in Retail Fashion
by Pranjal Rawat
- 2405.10494 Estimating Idea Production: A Methodological Survey
by Ege Erdil & Tamay Besiroglu & Anson Ho
- 2405.10469 Simulation-Based Benchmarking of Reinforcement Learning Agents for Personalized Retail Promotions
by Yu Xia & Sriram Narayanamoorthy & Zhengyuan Zhou & Joshua Mabry
- 2405.10449 Optimal Text-Based Time-Series Indices
by David Ardia & Keven Bluteau
- 2405.10338 Financial Interactions and Capital Accumulation
by Pierre Gosselin & Aileen Lotz
- 2405.10231 Influencer Cartels
by Marit Hinnosaar & Toomas Hinnosaar
- 2405.10198 Comprehensive Causal Machine Learning
by Michael Lechner & Jana Mareckova
- 2405.09984 Mode of sustainable economic development
by N. S. Gonchar
- 2405.09963 Economics of Integrated Sensing and Communication service provision in 6G networks
by Luis Guijarro & Maurizio Naldi & Vicent Pla & Jose-Ramon Vidal
- 2405.09929 The $\kappa$-generalised Distribution for Stock Returns
by Samuel Forbes
- 2405.09843 Organizational Selection of Innovation
by Lucas Bottcher & Ronald Klingebiel
- 2405.09766 A note on continuity and asymptotic consistency of measures of risk and variability
by Niushan Gao & Foivos Xanthos
- 2405.09764 Clearing time randomization and transaction fees for auction market design
by Thibaut Mastrolia & Tianrui Xu
- 2405.09747 NIFTY Financial News Headlines Dataset
by Raeid Saqur & Ken Kato & Nicholas Vinden & Frank Rudzicz
- 2405.09519 Cost-Benefit Analysis using Modular Dynamic Fault Tree Analysis and Monte Carlo Simulations for Condition-based Maintenance of Unmanned Systems
by Joseph M. Southgate & Katrina Groth & Peter Sandborn & Shapour Azarm
- 2405.09509 Double Robustness of Local Projections and Some Unpleasant VARithmetic
by Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf
- 2405.09500 Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved
by Larry G Epstein & Kaushil Patel
- 2405.09360 The Unfairness of $\varepsilon$-Fairness
by Tolulope Fadina & Thorsten Schmidt
- 2405.09339 Optimal information acquisition for eliminating estimation risk
by Zongxia Liang & Qi Ye
- 2405.09260 Geometric BSDEs
by Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino
- 2405.09161 Exploring the Potential of Large Language Models for Automation in Technical Customer Service
by Jochen Wulf & Juerg Meierhofer
- 2405.09087 Why Transaction Cost Economics Failed and How to Fix It
by Li Mingqian
- 2405.09023 The Rise of Recommerce: Ownership and Sustainability with Overlapping Generations
by Rubing Li & Arun Sundararajan
- 2405.08822 Despite Absolute Information Advantages, All Investors Incur Welfare Loss
by Zongxia Liang & Qi Ye
- 2405.08806 Bounds on the Distribution of a Sum of Two Random Variables: Revisiting a problem of Kolmogorov with application to Individual Treatment Effects
by Zhehao Zhang & Thomas S. Richardson
- 2405.08796 Variational Bayes and non-Bayesian Updating
by Tomasz Strzalecki
- 2405.08687 Latent group structure in linear panel data models with endogenous regressors
by Junho Choi & Ryo Okui
- 2405.08602 Optimizing Deep Reinforcement Learning for American Put Option Hedging
by Reilly Pickard & F. Wredenhagen & Y. Lawryshyn
- 2405.08464 Goodness-of-fit and utility estimation: what's possible and what's not
by Joshua Lanier & John K. -H. Quah
- 2405.08459 Revealed preference and revealed preference cycles: a survey
by Pawe{l} Dziewulski & Joshua Lanier & John K. -H. Quah
- 2405.08284 Predicting NVIDIA's Next-Day Stock Price: A Comparative Analysis of LSTM, MLP, ARIMA, and ARIMA-GARCH Models
by Yiluan Xing & Chao Yan & Cathy Chang Xie
- 2405.08222 Random Utility Models with Skewed Random Components: the Smallest versus Largest Extreme Value Distribution
by Richard T. Carson & Derrick H. Sun & Yixiao Sun
- 2405.08168 Rural Healthcare Access and Supply Constraints: A Causal Analysis
by Vitor Melo & Liam Sigaud & Elijah Neilson & Markus Bjoerkheim
- 2405.08160 The Causal Effect of Repealing Certificate-of-Need Laws for Ambulatory Surgical Centers: Does Access to Medical Services Increase?
by Thomas Stratmann & Markus Bjoerkheim & Christopher Koopman
- 2405.08159 Large increases in public R&D investment are needed to avoid declines of US agricultural productivity
by Ariel Ortiz-Bobea & Robert G. Chambers & Yurou He & David B. Lobell
- 2405.08101 Data-driven measures of high-frequency trading
by G. Ibikunle & B. Moews & D. Muravyev & K. Rzayev
- 2405.08089 Comparative Study of Bitcoin Price Prediction
by Ali Mohammadjafari
- 2405.08087 The Perils of Overreaction
by Konstantin von Beringe & Mark Whitmeyer
- 2405.08052 Trade Openness, Tariffs and Economic Growth: An Empirical Study from Countries of G-20
by S M Toufiqul Huq Sowrov
- 2405.08047 Autonomous Sparse Mean-CVaR Portfolio Optimization
by Yizun Lin & Yangyu Zhang & Zhao-Rong Lai & Cheng Li
- 2405.08045 Comparative analysis of neural network architectures for short-term FOREX forecasting
by Theodoros Zafeiriou & Dimitris Kalles
- 2405.08030 Counting Clinical Trials: New Evidence on Pharmaceutical Sector Productivity
by Maya M. Durvasula & Sabri Eyuboglu & David M. Ritzwoller
- 2405.07998 How does ClinicalTrials.gov Impact Company Innovation?
by Yazhou Niu
- 2405.07860 Simultaneous Inference for Local Structural Parameters with Random Forests
by David M. Ritzwoller & Vasilis Syrgkanis
- 2405.07713 No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
by Dorsaf Cherif & Emmanuel Lepinette
- 2405.07628 Substitutability, equilibrium transport, and matching models
by Alfred Galichon & Antoine Jacquet
- 2405.07549 On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
by Tong Pu & Yifei Zhang & Yiying Zhang
- 2405.07431 Packing Peanuts: The Role Synthetic Data Can Play in Enhancing Conventional Economic Prediction Models
by Vansh Murad Kalia
- 2405.07420 Robust Estimation and Inference for High-Dimensional Panel Data Models
by Jiti Gao & Fei Liu & Bin Peng & Yayi Yan
- 2405.07323 Computational analysis of US Congressional speeches reveals a shift from evidence to intuition
by Segun Taofeek Aroyehun & Almog Simchon & Fabio Carrella & Jana Lasser & Stephan Lewandowsky & David Garcia
- 2405.07308 China's plug-in hybrid electric vehicle transition: an operational carbon perspective
by Yanqiao Deng & Minda Ma & Nan Zhou & Zhili Ma & Ran Yan & Xin Ma
- 2405.07292 Kernel Three Pass Regression Filter
by Rajveer Jat & Daanish Padha
- 2405.07240 Fight like a Woman: Domestic Violence and Female Judges in Brazil
by Helena Laneuville & Vitor Possebom
- 2405.07184 Trade execution games in a Markovian environment
by Masamitsu Ohnishi & Makoto Shimoshimizu
- 2405.07134 On the Ollivier-Ricci curvature as fragility indicator of the stock markets
by Joaqu'in S'anchez Garc'ia & Sebastian Gherghe
- 2405.07103 Breaking open the black box of the production function: an agent-based model accounting for time in production processes
by Jack Birner & Marco Mazzoli & Eleonora Priori & Pietro Terna
- 2405.07084 Counting steps for re-stabilization in a labor matching market
by Agustin G. Bonifacio & Nadia Gui~nazu & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2405.07071 Colocation of skill related suppliers -- Revisiting coagglomeration using firm-to-firm network data
by S'andor Juh'asz & Zolt'an Elekes & Vir'ag Ily'es & Frank Neffke
- 2405.06854 Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
by C. Escudero & F. Lara & M. Sama
- 2405.06850 Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students
by Aristide Houndetoungan & Cristelle Kouame & Michael Vlassopoulos
- 2405.06808 Large Language Model in Financial Regulatory Interpretation
by Zhiyu Cao & Zachary Feinstein
- 2405.06779 Generalization Issues in Conjoint Experiment: Attention and Salience
by Jiawei Fu & Xiaojun Li
- 2405.06774 Hedging American Put Options with Deep Reinforcement Learning
by Reilly Pickard & Finn Wredenhagen & Julio DeJesus & Mario Schlener & Yuri Lawryshyn
- 2405.06764 Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
by Emmanuel Lepinette & Duc Thinh Vu
- 2405.06570 The Impact of Financial Literacy, Social Capital, and Financial Technology on Financial Inclusion of Indonesian Students
by Gen Norman Thomas & Siti Mutiara Ramadhanti Nur & Lely Indriaty
- 2405.06476 Is the panel fair? Evaluating panel compositions through network analysis. The case of research assessments in Italy
by Alberto Baccini & Cristina Re
- 2405.06235 A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition
by Zongxia Liang & Yi Xia & Bin Zou
- 2405.06193 New Business Model for Sustainable Retail Company Using Design Thinking Concept
by Anton Kurniawan & Yos Sunitiyoso
- 2405.06156 A Sharp Test for the Judge Leniency Design
by Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifi'e & Yuanyuan Wan
- 2405.06108 The geometry of consumer preference aggregation
by Fedor Sandomirskiy & Philip Ushchev
- 2405.05901 Credit, Land Speculation, and Long-Run Economic Growth
by Tomohiro Hirano & Joseph E. Stiglitz
- 2405.05891 Financial knowledge and borrower discouragement
by David Aristei & Manuela Gallo & Raoul Minetti
- 2405.05780 Neural Network Learning of Black-Scholes Equation for Option Pricing
by Daniel de Souza Santos & Tiago Alessandro Espinola Ferreira
- 2405.05759 Advancing Distribution Decomposition Methods Beyond Common Supports: Applications to Racial Wealth Disparities
by Bernardo Modenesi
- 2405.05744 Designing Social Learning
by Aleksei Smirnov & Egor Starkov
- 2405.05642 Complex network analysis of cryptocurrency market during crashes
by Kundan Mukhia & Anish Rai & SR Luwang & Md Nurujjaman & Sushovan Majhi & Chittaranjan Hens
- 2405.05634 High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis
by Salam Rabindrajit Luwang & Anish Rai & Md. Nurujjaman & Om Prakash & Chittaranjan Hens
- 2405.05578 Shaping the Future of Urban Mobility: Insights into Autonomous Vehicle Acceptance in Shanghai Through TAM and Perceived Risk Analysis
by Miaomiao Shen & Linxuan Yu & Jing Xu & Zihao Sang & Ruijia Li & Xiang Yuan
- 2405.05534 Sequential Validation of Treatment Heterogeneity
by Stefan Wager
- 2405.05449 Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management
by Gang Hu & Ming Gu
- 2405.05220 Causal Duration Analysis with Diff-in-Diff
by Ben Deaner & Hyejin Ku
- 2405.05192 Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs
by Ariel Neufeld & Philipp Schmocker & Sizhou Wu
- 2405.05101 Inflation Models with Correlation and Skew
by Orcan Ogetbil & Bernhard Hientzsch
- 2405.04973 SVARs with breaks: Identification and inference
by Emanuele Bacchiocchi & Toru Kitagawa
- 2405.04972 Overcoming Anchoring Bias: The Potential of AI and XAI-based Decision Support
by Felix Haag & Carlo Stingl & Katrin Zerfass & Konstantin Hopf & Thorsten Staake
- 2405.04816 Testing the Fairness-Accuracy Improvability of Algorithms
by Eric Auerbach & Annie Liang & Kyohei Okumura & Max Tabord-Meehan
- 2405.04764 Predictive Enforcement
by Yeon-Koo Che & Jinwoo Kim & Konrad Mierendorff
- 2405.04693 Generalization of the Alpha-Stable Distribution with the Degree of Freedom
by Stephen H. Lihn
- 2405.04692 Enhancing Organizational Performance: Harnessing AI and NLP for User Feedback Analysis in Product Development
by Tian Tian & Liu Ze hui & Huang Zichen & Yubing Tang
- 2405.04539 Some variation of COBRA in sequential learning setup
by Aryan Bhambu & Arabin Kumar Dey
- 2405.04468 Turning the Ratchet: Dynamic Screening with Multiple Agents
by Mehmet Ekmekci & Lucas Maestri & Dong Wei
- 2405.04465 Two-way Fixed Effects and Differences-in-Differences Estimators in Heterogeneous Adoption Designs
by Cl'ement de Chaisemartin & Diego Ciccia Xavier D'Haultf{oe}uille & Felix Knau
- 2405.04375 Coherent distributions: Hilbert space approach and duality
by Egor Kravchenko
- 2405.04365 Detailed Gender Wage Gap Decompositions: Controlling for Worker Unobserved Heterogeneity Using Network Theory
by Jamie Fogel & Bernardo Modenesi
- 2405.04352 Return to Office and the Tenure Distribution
by David Van Dijcke & Florian Gunsilius & Austin Wright
- 2405.03910 A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances
by Yuehao Bai & Azeem M. Shaikh & Max Tabord-Meehan
- 2405.03893 Large Effects of Small Cues: Priming Selfish Economic Decisions
by Avichai Snir & Dudi Levy & Dian Wang & Haipeng Allan Chen & Daniel Levy
- 2405.03826 A quantile-based nonadditive fixed effects model
by Xin Liu
- 2405.03701 QxEAI: Quantum-like evolutionary algorithm for automated probabilistic forecasting
by Kevin Xin & Lizhi Xin
- 2405.03624 $\epsilon$-Policy Gradient for Online Pricing
by Lukasz Szpruch & Tanut Treetanthiploet & Yufei Zhang
- 2405.03496 Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity
by Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant & Julien Guilbert
- 2405.03453 A weighted multilevel Monte Carlo method
by Yu Li & Antony Ware
- 2405.03451 Uncertainty of Supply Chains: Risk and Ambiguity
by d'Artis Kancs
- 2405.03402 Distributional Reference Class Forecasting of Corporate Sales Growth With Multiple Reference Variables
by Etienne Theising
- 2405.03021 Tuning parameter selection in econometrics
by Denis Chetverikov
- 2405.02919 Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference
by Agni Rakshit & Gautam Bandyopadhyay & Tanujit Chakraborty
- 2405.02865 Non cooperative Liquidity Games and their application to bond market trading
by Alicia Vidler & Toby Walsh
- 2405.02849 Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study
by Alicia Vidler & Toby Walsh
- 2405.02575 Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network
by Tingguo Zheng & Hongyin Zhang & Shiqi Ye
- 2405.02570 Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options
by Jiefei Yang & Guanglian Li
- 2405.02547 Crypto Market Analysis & Real-Estate Business Protocol Proposal | Application of Ethereum Blockchain
by Sid Bhatia & Samuel Gedal & Himaya Jeyakumar Grace Lee & Ravinder Chopra & Daniel Roman & Shrijani Chakroborty
- 2405.02480 A Network Simulation of OTC Markets with Multiple Agents
by James T. Wilkinson & Jacob Kelter & John Chen & Uri Wilensky
- 2405.02445 Energy Price and Workload Related Dispatching Rule: Balancing Energy and Production Logistics Costs
by Balwin Bokor & Wolfgang Seiringer & Klaus Altendorfer & Thomas Felberbauer
- 2405.02302 The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol
by Ravi Kashyap
- 2405.02217 Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
by M. Hashem Pesaran & Ron P. Smith
- 2405.02170 Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models
by Eduardo Abi Jaber & Shaun & Li & Xuyang Lin
- 2405.02161 Simulating the Economic Impact of Rationality through Reinforcement Learning and Agent-Based Modelling
by Simone Brusatin & Tommaso Padoan & Andrea Coletta & Domenico Delli Gatti & Aldo Glielmo
- 2405.02115 On variable annuities with surrender charges
by Tiziano De Angelis & Alessandro Milazzo & Gabriele Stabile
- 2405.02087 Testing for an Explosive Bubble using High-Frequency Volatility
by H. Peter Boswijk & Jun Yu & Yang Zu
- 2405.02015 Evaluating Production Planning and Control Systems in Different Environments: A Comparative Simulation Study
by Wolfgang Seiringer & Balwin Bokor & Klaus Altendorfer
- 2405.02012 Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials
by Sullivan Hu'e & Christophe Hurlin & Yang Lu
- 2405.01913 Unleashing the Power of AI: Transforming Marketing Decision-Making in Heavy Machinery with Machine Learning, Radar Chart Simulation, and Markov Chain Analysis
by Tian Tian & Jiahao Deng
- 2405.01892 Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets
by Tian Tian & Ricky Cooper & Jiahao Deng & Qingquan Zhang
- 2405.01881 Explainable Risk Classification in Financial Reports
by Xue Wen Tan & Stanley Kok
- 2405.01798 The Economy and Public Diplomacy: An Analysis of RT's Economic Content and Context on Facebook
by Ayse D. Lokmanoglu & Carol K. Winkler & Kareem El Damanhoury & Virginia Massignan & Esteban Villa-Turek & Keyu Alexander Chen
- 2405.01655 Manipulation of Belief Aggregation Rules
by Christopher P. Chambers & Federico Echenique & Takashi Hayashi
- 2405.01645 Synthetic Controls with spillover effects: A comparative study
by Andrii Melnychuk
- 2405.01604 Portfolio Management using Deep Reinforcement Learning
by Ashish Anil Pawar & Vishnureddy Prashant Muskawar & Ritesh Tiku
- 2405.01598 Predictive Decision Synthesis for Portfolios: Betting on Better Models
by Emily Tallman & Mike West
- 2405.01484 Designing Algorithmic Recommendations to Achieve Human-AI Complementarity
by Bryce McLaughlin & Jann Spiess
- 2405.01479 On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models
by Eric Ghysels & Jack Morgan
- 2405.01463 Dynamic Local Average Treatment Effects
by Ravi B. Sojitra & Vasilis Syrgkanis
- 2405.01341 Dynamic opinion updating with endogenous networks
by Ugo Bolletta & Paolo Pin
- 2405.01281 Demistifying Inference after Adaptive Experiments
by Aur'elien Bibaut & Nathan Kallus
- 2405.01271 The role of the Allee effect in common-pool resource and its sustainability
by Chengyi Tu & Fabio Menegazzo & Paolo D'Odorico & Samir Suweis
- 2405.01233 Mathematics of Differential Machine Learning in Derivative Pricing and Hedging
by Pedro Duarte Gomes
- 2405.01137 Modelling user behavior towards smartphones and wearable technologies: A bibliometric study and brief literature review
by Maral Jamalova
- 2405.01078 Does Financial Literacy Impact Investment Participation and Retirement Planning in Japan?
by Yi Jiang & Shohei Shimizu
- 2405.00953 Asymptotic Properties of the Distributional Synthetic Controls
by Lu Zhang & Xiaomeng Zhang & Xinyu Zhang
- 2405.00910 De-Biasing Models of Biased Decisions: A Comparison of Methods Using Mortgage Application Data
by Nicholas Tenev
- 2405.00895 Racial and Ethnic Disparities in Mortgage Lending: New Evidence from Expanded HMDA Data
by Sean Lewis-Faupel & Nicholas Tenev
- 2405.00701 Learning parameter dependence for Fourier-based option pricing with tensor trains
by Rihito Sakurai & Haruto Takahashi & Koichi Miyamoto
- 2405.00697 Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective
by Xiaowei Chen & Hong Li & Yufan Lu & Rui Zhou
- 2405.00606 Some properties of Euler capital allocation
by Lars Holden
- 2405.00576 Calibration of the rating transition model for high and low default portfolios
by Jian He & Asma Khedher & Peter Spreij
- 2405.00566 NumLLM: Numeric-Sensitive Large Language Model for Chinese Finance
by Huan-Yi Su & Ke Wu & Yu-Hao Huang & Wu-Jun Li
- 2405.00561 A Taste for Variety
by Galit Ashkenazi-Golan & Dominik Karos & Ehud Lehrer
- 2405.00540 Heat, Health, and Habitats: Analyzing the Intersecting Risks of Climate and Demographic Shifts in Austrian Districts
by Hannah Schuster & Axel Polleres & Amin Anjomshoaa & Johannes Wachs
- 2405.00537 Quantifying Price Improvement in Order Flow Auctions
by Brad Bachu & Xin Wan & Ciamac C. Moallemi
- 2405.00522 DAM: A Universal Dual Attention Mechanism for Multimodal Timeseries Cryptocurrency Trend Forecasting
by Yihang Fu & Mingyu Zhou & Luyao Zhang
- 2405.00473 Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus
by Ayub Ahmadi & Mahdieh Tahmasebi
- 2405.00424 Optimal Bias-Correction and Valid Inference in High-Dimensional Ridge Regression: A Closed-Form Solution
by Zhaoxing Gao & Ruey S. Tsay
- 2405.00357 Optimal nonparametric estimation of the expected shortfall risk
by Daniel Bartl & Stephan Eckstein
- 2405.00247 The value of non-traditional credentials in the labor market
by Susan Athey & Emil Palikot
Printed from https://ideas.repec.org/s/arx/papers20.html
