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
- 2410.01927 Risk Alignment in Agentic AI Systems
by Hayley Clatterbuck & Clinton Castro & Arvo Mu~noz Mor'an
- 2410.01871 Auction-Based Regulation for Artificial Intelligence
by Marco Bornstein & Zora Che & Suhas Julapalli & Abdirisak Mohamed & Amrit Singh Bedi & Furong Huang
- 2410.01864 Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency
by Diego Vallarino
- 2410.01843 Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data
by Ahmad Makinde
- 2410.01831 Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast
by Roman Belavkin & Panos Pardalos & Jose Principe
- 2410.01826 Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets
by Qingliang Fan & Ruike Wu & Yanrong Yang
- 2410.01732 Worst-case values of target semi-variances with applications to robust portfolio selection
by Jun Cai & Zhanyi Jiao & Tiantian Mao
- 2410.01658 Smaller Confidence Intervals From IPW Estimators via Data-Dependent Coarsening
by Alkis Kalavasis & Anay Mehrotra & Manolis Zampetakis
- 2410.01378 Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach
by Wing Fung Chong & Gechun Liang
- 2410.01352 Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach
by Masashi Sekine
- 2410.01265 Transformers Handle Endogeneity in In-Context Linear Regression
by Haodong Liang & Krishnakumar Balasubramanian & Lifeng Lai
- 2410.01175 Forecasting short-term inflation in Argentina with Random Forest Models
by Federico Daniel Forte
- 2410.01159 Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps
by Xiaolin Sun & Xueyan Zhao & D. S. Poskitt
- 2410.01114 AI Persuasion, Bayesian Attribution, and Career Concerns of Doctors
by Hanzhe Li & Jin Li & Ye Luo & Xiaowei Zhang
- 2410.00978 Uncovering the Viral Nature of Toxicity in Competitive Online Video Games
by Jacob Morrier & Amine Mahmassani & R. Michael Alvarez
- 2410.00925 On the Local equivalence of the Black Scholes and the Merton Garman equations
by Ivan Arraut
- 2410.00902 A Run on Fossil Fuel? Climate Change and Transition Risk
by Michael Barnett
- 2410.00854 Impermanent loss and loss-vs-rebalancing I: some statistical properties
by Abe Alexander & Lars Fritz
- 2410.00790 Age and Cognitive Skills: Use It or Lose It
by Eric A. Hanushek & Lavinia Kinne & Frauke Witthoeft & Ludger Woessmann
- 2410.00733 A Nonparametric Test of Heterogeneous Treatment Effects under Interference
by Julius Owusu
- 2410.00705 Inflation in Disaggregated Small Open Economies
by Alvaro Silva
- 2410.00663 How has the war in Ukraine affected Russian sentiments?
by Mikael Elinder & Oscar Erixson & Olle Hammar
- 2410.00505 Tax systems for sustainable economic development
by N. S. Gonchar
- 2410.00419 KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
by Rushikesh Handal & Kazuki Matoya & Yunzhuo Wang & Masanori Hirano
- 2410.00288 GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
by Zeda Xu & John Liechty & Sebastian Benthall & Nicholas Skar-Gislinge & Christopher McComb
- 2410.00217 Valid Inference on Functions of Causal Effects in the Absence of Microdata
by Vedant Vohra
- 2410.00158 Systemic Risk Asymptotics in a Renewal Model with Multiple Business Lines and Heterogeneous Claims
by Bingzhen Geng & Yang Liu & Hongfu Wan
- 2410.00063 Uniform price auctions with pre-announced revenue targets: Evidence from China's SEOs
by Shenghao Gao & Peyman Khezr & Armin Pourkhanali
- 2410.00031 Strategic Collusion of LLM Agents: Market Division in Multi-Commodity Competitions
by Ryan Y. Lin & Siddhartha Ojha & Kevin Cai & Maxwell F. Chen
- 2410.00024 Cross-Lingual News Event Correlation for Stock Market Trend Prediction
by Sahar Arshad & Nikhar Azhar & Sana Sajid & Seemab Latif & Rabia Latif
- 2410.00011 Interpool: a liquidity pool designed for interoperability that mints, exchanges, and burns
by Henrique de Carvalho Videira
- 2410.00002 Machine Learning and Econometric Approaches to Fiscal Policies: Understanding Industrial Investment Dynamics in Uruguay (1974-2010)
by Diego Vallarino
- 2409.20477 Impartial Selection Under Combinatorial Constraints
by Javier Cembrano & Max Klimm & Arturo Merino
- 2409.20415 New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
by Luca Margaritella & Ovidijus Stauskas
- 2409.20397 A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40
by Fabian Billert & Stefan Conrad
- 2409.20282 Academic Knowledge: Does it Reflect the Combinatorial Growth of Technology?
by W. Benedikt Schmal
- 2409.20225 The College Melting Pot: Peers, Culture and Women's Job Search
by Federica Meluzzi
- 2409.20199 Synthetic Difference in Differences for Repeated Cross-Sectional Data
by Yoann Morin
- 2409.20033 Fuel tax loss in a world of electric mobility: A window of opportunity for congestion pricing
by Thi Ngoc Nguyen & Felix Muesgens
- 2409.19902 Best- and worst-case Scenarios for GlueVaR distortion risk measure with Incomplete information
by Mengshuo Zhao & Chuancun Yin
- 2409.19854 The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging
by Masanori Hirano & Kentaro Imajo
- 2409.19853 Mechanism Design with Endogenous Perception
by Benjamin Balzer & Benjamin Young
- 2409.19711 Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
by Ixandra Achitouv & Vincent Lahoche & Dine Ousmane Samary
- 2409.19706 American Call Options Pricing With Modular Neural Networks
by Ananya Unnikrishnan
- 2409.19463 Save the Farms: Nonlinear Impact of Climate Change on Banks' Agricultural Lending
by Teng Liu
- 2409.19387 Pricing and Hedging Strategies for Cross-Currency Equity Protection Swaps
by Marek Rutkowski & Huansang Xu
- 2409.19386 Multi-Factor Polynomial Diffusion Models and Inter-Temporal Futures Dynamics
by Peilun He & Nino Kordzakhia & Gareth W. Peters & Pavel V. Shevchenko
- 2409.19385 PDSim: A Shiny App for Polynomial Diffusion Model Simulation and Estimation
by Peilun He & Nino Kordzakhia & Gareth W. Peters & Pavel V. Shevchenko
- 2409.19325 A Generalized Model for Multidimensional Intransitivity
by Jiuding Duan & Jiyi Li & Yukino Baba & Hisashi Kashima
- 2409.19307 Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets
by Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou
- 2409.19287 Factors in Fashion: Factor Analysis towards the Mode
by Zhe Sun & Yundong Tu
- 2409.19259 Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market
by Jiaqin Wei & Jianming Xia & Qian Zhao
- 2409.18988 A Unified Framework to Classify Business Activities into International Standard Industrial Classification through Large Language Models for Circular Economy
by Xiang Li & Lan Zhao & Junhao Ren & Yajuan Sun & Chuan Fu Tan & Zhiquan Yeo & Gaoxi Xiao
- 2409.18970 Portfolio Stress Testing and Value at Risk (VaR) Incorporating Current Market Conditions
by Krishan Mohan Nagpal
- 2409.18816 Modern Portfolio Diversification with Arte-Blue Chip Index
by Simon Levy & Maxime L. D. Nicolas
- 2409.18776 Can AI Enhance its Creativity to Beat Humans ?
by Anne-Gaelle Maltese & Pierre Pelletier & R'emy Guichardaz
- 2409.18760 Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model
by Samuel Wiese & Jagoda Kaszowska-Mojsa & Joel Dyer & Jose Moran & Marco Pangallo & Francois Lafond & John Muellbauer & Anisoara Calinescu & J. Doyne Farmer
- 2409.18717 Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps
by Simon Dohn & Kristoffer Arnsfelt Hansen & Asger Klinkby
- 2409.18660 Effects of AI Feedback on Learning, the Skill Gap, and Intellectual Diversity
by Christoph Riedl & Eric Bogert
- 2409.18643 Tail Risk Analysis for Financial Time Series
by Anna Kiriliouk & Chen Zhou
- 2409.18638 Multidimensional Skills on LinkedIn Profiles: Measuring Human Capital and the Gender Skill Gap
by David Dorn & Florian Schoner & Moritz Seebacher & Lisa Simon & Ludger Woessmann
- 2409.18595 Dynamic Competition for Attention
by Jan Knoepfle
- 2409.18532 Anchoring UK Retail Digital Money
by Lee Braine & Shreepad Shukla & Piyush Agrawal
- 2409.18443 Investigating the Impact of Sovereign Credit Rating Downgrade on the US Equity Market
by Japheth Torsar Jev
- 2409.18422 The impact of climate policy uncertainty on financial market resilience: Evidence from China
by Si-Yao Wei & Wei-Xing Zhou
- 2409.18417 VickreyFeedback: Cost-efficient Data Construction for Reinforcement Learning from Human Feedback
by Guoxi Zhang & Jiuding Duan
- 2409.18166 Describing Deferred Acceptance and Strategyproofness to Participants: Experimental Analysis
by Yannai A. Gonczarowski & Ori Heffetz & Guy Ishai & Clayton Thomas
- 2409.17933 ChatGPT and Corporate Policies
by Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang
- 2409.17909 Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment
by Bingyao Liu & Iris Li & Jianhua Yao & Yuan Chen & Guanming Huang & Jiajing Wang
- 2409.17676 Risk measures based on target risk profiles
by Jascha Alexander & Christian Laudag'e & Jorn Sass
- 2409.17529 Continuity and Monotonicity of Preferences and Probabilistic Equivalence
by Sushil Bikhchandani & Uzi Segal
- 2409.17392 Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning
by Zhengxin Joseph Ye & Bjoern Schuller
- 2409.17378 The Cost of Climate Action: Experimental Evidence on the Impact of Climate Information on Charitable Donations to Climate Activism
by Samantha Gonsalves Wetherell & Anna Josephson
- 2409.17183 Transfer learning for financial data predictions: a systematic review
by V. Lanzetta
- 2409.17182 Improving Estimation of Portfolio Risk Using New Statistical Factors
by Xialu Liu & John Guerard & Rong Chen & Ruey Tsay
- 2409.17086 Interlacing Eigenvectors of Large Gaussian Matrices
by Elie Attal & Romain Allez
- 2409.17035 Scaling up to the cloud: Cloud technology use and growth rates in small and large firms
by Bernardo Caldarola & Luca Fontanelli
- 2409.16653 The Credibility Transformer
by Ronald Richman & Salvatore Scognamiglio & Mario V. Wuthrich
- 2409.16599 Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors
by Hang Gao & Shuohua Yang & Xinli Liu
- 2409.16589 The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
by Cong Zhou
- 2409.16550 The cost of uncertainty
by Carlos Esteban Posada Posada
- 2409.16333 Predicting Distance matrix with large language models
by Jiaxing Yang
- 2409.16132 Large Bayesian Tensor VARs with Stochastic Volatility
by Joshua C. C. Chan & Yaling Qi
- 2409.15988 Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models
by Fang Wang & Marko Gacesa
- 2409.15978 Optimal longevity of a dynasty
by Satoshi Nakano & Kazuhiko Nishimura
- 2409.15948 Anonymity and Identity Online
by Florian Ederer & Paul Goldsmith-Pinkham & Kyle Jensen
- 2409.15946 The Political Economy of Zero-Sum Thinking
by S. Nageeb Ali & Maximilian Mihm & Lucas Siga
- 2409.15530 Identifying Elasticities in Autocorrelated Time Series Using Causal Graphs
by Silvana Tiedemann & Jorge Sanchez Canales & Felix Schur & Raffaele Sgarlato & Lion Hirth & Oliver Ruhnau & Jonas Peters
- 2409.15462 Transportation Technology and Gentrification: Evidence from the entry of Ridesharing Services
by Sumit Agarwal & Shashwat Alok & Sergio Correia & Deepa Mani & Bernardo Morais
- 2409.15459 Position-building in competition with real-world constraints
by Neil A. Chriss
- 2409.15325 Optimal post-retirement investment under longevity risk in collective funds
by John Armstrong & Cristin Buescu & James Dalby
- 2409.15320 Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
by Zhengyang Chi & Junbin Gao & Chao Wang
- 2409.15225 From Gini index as a Lyapunov functional to convergence in Wasserstein distance
by Fei Cao
- 2409.15197 Deep Learning Across Games
by Daniele Condorelli & Massimiliano Furlan
- 2409.15103 Consistent Estimation of the High-Dimensional Efficient Frontier
by Taras Bodnar & Nikolaus Hautsch & Yarema Okhrin & Nestor Parolya
- 2409.15070 Non-linear dependence and Granger causality: A vine copula approach
by Roberto Fuentes-Mart'inez & Irene Crimaldi & Armando Rungi
- 2409.14936 Temperature Variability and Natural Disasters
by Aatishya Mohanty & Nattavudh Powdthavee & Cheng Keat Tang & Andrew J. Oswald
- 2409.14914 Impact of the Three-Child Policy and Delayed Retirement on the Transfer of Surplus Rural Labor under Xi Jinping's New Population Vision: A Re-examination of China's Lewis Turning Point
by Jun Dai & Guanqing Shi & Xiaoke Xie & Aitong Xie
- 2409.14885 Competitive Markets with Imperfectly Discerning Consumers
by Yair Antler ad Ran Spiegler
- 2409.14776 Inequality Sensitive Optimal Treatment Assignment
by Eduardo Zambrano
- 2409.14748 Economic effects on households of an augmentation of the cash back duration of real estate loan
by Hugo Spring-Ragain
- 2409.14734 The continuous-time limit of quasi score-driven volatility models
by Yinhao Wu & Ping He
- 2409.14510 Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
by Maysam Khodayari Gharanchaei & Reza Babazadeh
- 2409.14384 The role of gender in promotion rates in the Australian Finance Industry
by Cassandra Crowe & Belinda Middleweek & Laura Ryan & Alicia Vidler & Bronwen Whiting
- 2409.14351 Friends, Key Players and the Adoption and Use of Experience Goods
by Rhys Murrian & Paul A. Raschky & Klaus Ackermann
- 2409.14271 Determinants of Workplace Flextime Flexibility: An Empirical Analysis
by Cristian Espinal Maya & Santiago Jim'enez Londo~no
- 2409.14202 Mining Causality: AI-Assisted Search for Instrumental Variables
by Sukjin Han
- 2409.14193 Interest rate derivatives in a CTMC setting: pricing, replication and Ross recovery
by Tim Leung & Matthew Lorig
- 2409.14157 Price predictability in limit order book with deep learning model
by Kyungsub Lee
- 2409.14136 Sequential Network Design
by Yang Sun & Wei Zhao & Junjie Zhou
- 2409.13957 The Impact of Implicit Government Guarantee on Credit Rating of Municipal Investment Bonds
by Yan Zhang & Yixiang Tian & Lin Chen
- 2409.13749 KodeXv0.1: A Family of State-of-the-Art Financial Large Language Models
by Neel Rajani & Lilli Kiessling & Aleksandr Ogaltsov & Claus Lang
- 2409.13674 Topological Components in a Community Currency Network
by Teodoro Criscione
- 2409.13608 A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level
by Yizun Lin & Yongxin He & Zhao-Rong Lai
- 2409.13567 Deep Gamma Hedging
by John Armstrong & George Tatlow
- 2409.13531 A simple but powerful tail index regression
by Jo~ao Nicolau & Paulo M. M. Rodrigues
- 2409.13528 A Comparison between Financial and Gambling Markets
by Haoyu Liu & Carl Donovan & Valentin Popov
- 2409.13516 Dynamic tail risk forecasting: what do realized skewness and kurtosis add?
by Giampiero Gallo & Ostap Okhrin & Giuseppe Storti
- 2409.13333 Reference Points, Risk-Taking Behavior, and Competitive Outcomes in Sequential Settings
by Masaya Nishihata & Suguru Otani
- 2409.13316 Why do we need to complement the European Union Regional Innovation Scoreboard with an artificial intelligence tool for what-if policy analysis?
by Vincenzo Lanzetta & Cristina Ponsiglione
- 2409.13236 A knapsack for collective decision-making
by Yurun Ge & Lucas Bottcher & Tom Chou & Maria R. D'Orsogna
- 2409.13168 Economic Policy Challenges for the Age of AI
by Anton Korinek
- 2409.13070 Heat modulated affine stochastic volatility models for forward curve dynamics
by Sven Karbach
- 2409.12831 Implicit Government Guarantee Measurement Based on PMC Index Model
by Yan Zhang & Yixiang Tian & Lin Chen & Qi Wang
- 2409.12803 Concentrated Liquidity with Leverage
by Atis Elsts & Krev{s}imir Klas
- 2409.12783 Financial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure
by Mohamed Ben Alaya & Ahmed Kebaier & Djibril Sarr
- 2409.12776 Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models
by Luca Lalor & Anatoliy Swishchuk
- 2409.12721 Market Simulation under Adverse Selection
by Luca Lalor & Anatoliy Swishchuk
- 2409.12662 Testing for equal predictive accuracy with strong dependence
by Laura Coroneo & Fabrizio Iacone
- 2409.12611 Parameters on the boundary in predictive regression
by Giuseppe Cavaliere & Iliyan Georgiev & Edoardo Zanelli
- 2409.12551 Does Ownership Structure Matter? A Case Study on Business Performance of Two Accounting Companies
by Reetta Ghezzi & Sanni Marjanen & Teemu Laine & Tatu Virta & Hannu Vilpponen & Tommi Mikkonen
- 2409.12516 A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
by Kei Nakagawa & Masanori Hirano & Kentaro Minami & Takanobu Mizuta
- 2409.12453 Theoretical and Empirical Validation of Heston Model
by Zheng Cao & Xinhao Lin
- 2409.12353 A Way to Synthetic Triple Difference
by Castiel Chen Zhuang
- 2409.12282 How does liquidity shape the yield curve?
by Victor Le Coz & Iacopo Mastromatteo & Michael Benzaquen
- 2409.12251 Empowering Abilities: Increasing Representation of Students with Disabilities in the STEM Field
by Esperanza Moreno & Piyush Kumar & Richard O Adansi & Dorothy Moreno & Demy Rodriguez & Raul Baez Ramirez & Audrey R Kapsa & Arturo Rodriguez & Neelam Agarwal & Vinod Kumar & Beverley A Calvo & Vivek Tandon
- 2409.12208 Mitigating Extremal Risks: A Network-Based Portfolio Strategy
by Qian Hui & Tiandong Wang
- 2409.12143 Experimental Evidence That Conversational Artificial Intelligence Can Steer Consumer Behavior Without Detection
by Tobias Werner & Ivan Soraperra & Emilio Calvano & David C. Parkes & Iyad Rahwan
- 2409.12109 It depends: Varieties of defining growth dependence
by Anja Janischewski & Katharina Bohnenberger & Matthias Kranke & Tobias Vogel & Riwan Driouich & Tobias Froese & Stefanie Gerold & Raphael Kaufmann & Lorenz Key{ss}er & Jannis Niethammer & Christopher Olk & Matthias Schmelzer & Asl{i} Yuruk & Steffen Lange
- 2409.11908 Cognitive Hierarchy in Day-to-day Network Flow Dynamics
by Minyu Shen & Feng Xiao & Weihua Gu & Hongbo Ye
- 2409.11839 The long-term human capital and health impacts of a pollution reduction programme
by Nanna Fukushima & Stephanie von Hinke & Emil N. S{o}rensen
- 2409.11569 Optimal Investment with Costly Expert Opinions
by Christoph Knochenhauer & Alexander Merkel & Yufei Zhang
- 2409.11540 What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
by Shuaiyu Chen & T. Clifton Green & Huseyin Gulen & Dexin Zhou
- 2409.11524 Unlocking NACE Classification Embeddings with OpenAI for Enhanced Analysis and Processing
by Andrea Vidali & Nicola Jean & Giacomo Le Pera
- 2409.11408 Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning
by Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez
- 2409.11339 DeFi Arbitrage in Hedged Liquidity Tokens
by Maxim Bichuch & Zachary Feinstein
- 2409.11142 How (Not) to Incentivize Sustainable Mobility? Lessons from a Swiss Mobility Competition
by Silvio Sticher & Hannes Wallimann & Noah Balthasar
- 2409.11048 Approximately Optimal Auctions With a Strong Bidder
by Luca Anderlini & GaOn Kim
- 2409.11033 Expert Classification Aggregation
by Federico Fioravanti
- 2409.10938 Beyond Rationality: Unveiling the Role of Animal Spirits and Inflation Extrapolation in Central Bank Communication of the US
by Arpan Chakraborty
- 2409.10933 Optimal Investment under the Influence of Decision-changing Imitation
by Huisheng Wang & H. Vicky Zhao
- 2409.10859 Macroscopic properties of equity markets: stylized facts and portfolio performance
by Steven Campbell & Qien Song & Ting-Kam Leonard Wong
- 2409.10820 Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality
by Jean-Marie Dufour & Endong Wang
- 2409.10779 The Extreme Points of Fusions
by Andreas Kleiner & Benny Moldovanu & Philipp Strack & Mark Whitmeyer
- 2409.10750 GPT takes the SAT: Tracing changes in Test Difficulty and Math Performance of Students
by Vikram Krishnaveti & Saannidhya Rawat
- 2409.10543 Kullback-Leibler cluster entropy to quantify volatility correlation and risk diversity
by L. Ponta & A. Carbone
- 2409.10448 Why you should also use OLS estimation of tail exponents
by Thiago Trafane Oliveira Santos & Daniel Oliveira Cajueiro
- 2409.10407 Bitcoin Transaction Behavior Modeling Based on Balance Data
by Yu Zhang & Claudio Tessone
- 2409.10402 A Statistical Equilibrium Approach to Adam Smith's Labor Theory of Value
by Ellis Scharfenaker & Bruno Theodosio & Duncan K. Foley
- 2409.10331 Research and Design of a Financial Intelligent Risk Control Platform Based on Big Data Analysis and Deep Machine Learning
by Shuochen Bi & Yufan Lian & Ziyue Wang
- 2409.10301 Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing
by Atithi Acharya & Romina Yalovetzky & Pierre Minssen & Shouvanik Chakrabarti & Ruslan Shaydulin & Rudy Raymond & Yue Sun & Dylan Herman & Ruben S. Andrist & Grant Salton & Martin J. A. Schuetz & Helmut G. Katzgraber & Marco Pistoia
- 2409.10096 Robust Reinforcement Learning with Dynamic Distortion Risk Measures
by Anthony Coache & Sebastian Jaimungal
- 2409.10030 Econometric Inference for High Dimensional Predictive Regressions
by Zhan Gao & Ji Hyung Lee & Ziwei Mei & Zhentao Shi
- 2409.09962 A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality
by Gregory Fletcher Cox
- 2409.09960 A General Equilibrium Study of Venture Capitalists' Effort on Entrepreneurship
by Liukun Wu
- 2409.09955 Simulation of Public Cash Transfer Programs on US Entrepreneurs' Financing Constraint
by Liukun Wu
- 2409.09894 Estimating Wage Disparities Using Foundation Models
by Keyon Vafa & Susan Athey & David M. Blei
- 2409.09818 Revisiting the state-space model of unawareness
by Alex A. T. Rathke
- 2409.09768 Balancing Selection Efficiency and Societal Costs in Selective Contests
by Penghuan Yan
- 2409.09684 Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models
by Junhyeong Lee & Haeun Jeon & Hyunglip Bae & Yongjae Lee
- 2409.09577 Structural counterfactual analysis in macroeconomics: theory and inference
by Endong Wang
- 2409.09243 Unconditional Randomization Tests for Interference
by Liang Zhong
- 2409.09179 Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity
by Mohamed Ben Alaya & Ahmed Kebaier & Djibril Sarr
- 2409.09091 Claims processing and costs under capacity constraints
by Filip Lindskog & Mario V. Wuthrich
- 2409.09066 Replicating The Log of Gravity
by Mauricio Vargas Sep'ulveda
- 2409.09065 Automatic Pricing and Replenishment Strategies for Vegetable Products Based on Data Analysis and Nonlinear Programming
by Mingpu Ma
- 2409.08951 On the Viability of Open-Source Financial Rails: Economic Security of Permissionless Consensus
by Jacob D. Leshno & Elaine Shi & Rafael Pass
- 2409.08914 Contract Structure and Risk Aversion in Longevity Risk Transfers
by David Landriault & Bin Li & Hong Li & Yuanyuan Zhang
- 2409.08890 A Market for Lemons? Strategic Directions for a Vigilant Application of Artificial Intelligence in Entrepreneurship Research
by Martin Obschonka & Moren Levesque
- 2409.08773 The Clustered Dose-Response Function Estimator for continuous treatment with heterogeneous treatment effects
by Cerqua Augusto & Di Stefano Roberta & Mattera Raffaele
- 2409.08728 Disentangling the sources of cyber risk premia
by Loic Mar'echal & Nathan Monnet
- 2409.08718 Dynamic Link and Flow Prediction in Bank Transfer Networks
by Shu Takahashi & Kento Yamamoto & Shumpei Kobayashi & Ryoma Kondo & Ryohei Hisano
- 2409.08701 Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms
by Wasim Ahmad & Mohammad Arshad Rahman & Suruchi Shrimali & Preeti Roy
- 2409.08426 A Deep Reinforcement Learning Framework For Financial Portfolio Management
by Jinyang Li
- 2409.08415 The first alumni donation in 1880 in Japan: social image and the open-academic record system
by Eiji Yamamura
- 2409.08379 The Impact of Large Language Models on Open-source Innovation: Evidence from GitHub Copilot
by Doron Yeverechyahu & Raveesh Mayya & Gal Oestreicher-Singer
- 2409.08377 Asian options for local-stochastic volatility models in the short-maturity regime
by Dan Pirjol & Lingjiong Zhu
- 2409.08357 An Experimental Study of Competitive Market Behavior Through LLMs
by Jingru Jia & Zehua Yuan
- 2409.08356 COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning
by Zian Wang & Xinyi Lu
- 2409.08355 On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures
by Zian Wang & Xinshu Li
- 2409.08354 Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series
by Wei Zhang
- 2409.08347 Sensitivity analysis of the perturbed utility stochastic traffic equilibrium
by Mogens Fosgerau & Nikolaj Nielsen & Mads Paulsen & Thomas Kj{ae}r Rasmussen & Rui Yao
- 2409.08297 Comparative Study of Long Short-Term Memory (LSTM) and Quantum Long Short-Term Memory (QLSTM): Prediction of Stock Market Movement
by Tariq Mahmood & Ibtasam Ahmad & Malik Muhammad Zeeshan Ansar & Jumanah Ahmed Darwish & Rehan Ahmad Khan Sherwani
- 2409.08282 LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
by Peng Zhu & Yuante Li & Yifan Hu & Qinyuan Liu & Dawei Cheng & Yuqi Liang
- 2409.08281 StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
by Shengkun Wang & Taoran Ji & Linhan Wang & Yanshen Sun & Shang-Ching Liu & Amit Kumar & Chang-Tien Lu
- 2409.08205 A market resilient data-driven approach to option pricing
by Anindya Goswami & Nimit Rana
- 2409.08158 Trends and biases in the social cost of carbon
by Richard S. J. Tol
- 2409.08145 Inertial Coordination Games
by Andrew Koh & Ricky Li & Kei Uzui
Printed from https://ideas.repec.org/s/arx/papers21.html
