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: https://arxiv.org/ .
Content
2025
- 2510.04726 Predictive economics: Rethinking economic methodology with machine learning
by Miguel Alves Pereira
- 2510.04698 The Bayesian Origin of the Probability Weighting Function in Human Representation of Probabilities
by Xin Tong & Thi Thu Uyen Hoang & Xue-Xin Wei & Michael Hahn
- 2510.04624 Fairness in Repeated Matching: A Maximin Perspective
by Eugene Lim & Tzeh Yuan Neoh & Nicholas Teh
- 2510.04569 Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridge
by Jian'an Zhang
- 2510.04556 Model Monitoring: A General Framework with an Application to Non-life Insurance Pricing
by Alexej Brauer & Paul Menzel & Mario V. Wuthrich
- 2510.04555 Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets
by Jian'an Zhang
- 2510.04464 Identification in Auctions with Truncated Transaction Prices
by Tonghui Qi
- 2510.04388 REMIND-PyPSA-Eur: Integrating power system flexibility into sector-coupled energy transition pathways
by Adrian Odenweller & Falko Ueckerdt & Johannes Hampp & Ivan Ramirez & Felix Schreyer & Robin Hasse & Jarusch Muessel & Chen Chris Gong & Robert Pietzcker & Tom Brown & Gunnar Luderer
- 2510.04357 From News to Returns: A Granger-Causal Hypergraph Transformer on the Sphere
by Anoushka Harit & Zhongtian Sun & Jongmin Yu
- 2510.04289 Short-rate models with stochastic discontinuities: a PDE approach
by Alessandro Calvia & Marzia De Donno & Chiara Guardasoni & Simona Sanfelici
- 2510.04211 Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients
by Lesya Kolinets & Vygintas Gontis
- 2510.04092 Convergence in probability of numerical solutions of a highly non-linear delayed stochastic interest rate model
by Emmanuel Coffie
- 2510.03979 Beyond Softmax: A New Perspective on Gradient Bandits
by Emerson Melo & David Muller
- 2510.03792 Gas supply shocks, uncertainty and price setting: evidence from Italian firms
by Giuseppe Pagano Giorgianni
- 2510.03668 Labor Market Reforms, Flexibility, and Employment Transitions Across Formal and Informal Sectors
by Selidji Caroline Tossou
- 2510.03661 An analysis of government subsidy policies in vaccine supply chain: Innovation, Production, or Consumption?
by Ran Gu & Enhui Ding & Shigui Ma
- 2510.03658 Who benefits the most? Direct and indirect effects of a free cesarean section policy in Benin
by Selidji Caroline Tossou
- 2510.03482 Modeling information acquisition via f-divergence and duality
by Alex Bloedel & Tommaso Denti & Luciano Pomatto
- 2510.03446 Downside Risk-Aware Equilibria for Strategic Decision-Making
by Oliver Slumbers & Benjamin Patrick Evans & Sumitra Ganesh & Leo Ardon
- 2510.03350 How does course recommendation impact student outcomes? Examining directed self-placement with regression discontinuity analysis
by Jason Godfrey
- 2510.03332 Non-conservative optimal transport
by Gabriela Kov'av{c}ov'a & Georg Menz & Niket Patel
- 2510.03236 Improving S&P 500 Volatility Forecasting through Regime-Switching Methods
by Ava C. Blake & Nivika A. Gandhi & Anurag R. Jakkula
- 2510.03209 Joint Bidding on Intraday and Frequency Containment Reserve Markets
by Yiming Zhang & Wolfgang Ridinger & David Wozabal
- 2510.03129 Signature-Informed Transformer for Asset Allocation
by Yoontae Hwang & Stefan Zohren
- 2510.02986 FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management
by Jian'an Zhang
- 2510.02966 Forecasting Inflation Based on Hybrid Integration of the Riemann Zeta Function and the FPAS Model (FPAS + $\zeta$): Cyclical Flexibility, Socio-Economic Challenges and Shocks, and Comparative Analysis of Models
by Davit Gondauri
- 2510.02910 Joint Stochastic Optimal Control and Stopping in Aquaculture: Finite-Difference and PINN-Based Approaches
by Kevin Kamm
- 2510.02906 FinReflectKG -- MultiHop: Financial QA Benchmark for Reasoning with Knowledge Graph Evidence
by Abhinav Arun & Reetu Raj Harsh & Bhaskarjit Sarmah & Stefano Pasquali
- 2510.02741 Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India
by Pankaj K Agarwal & H K Pradhan & Konark Saxena
- 2510.02737 Repeated Matching Games: An Empirical Framework
by Pauline Corblet & Jeremy Fox & Alfred Galichon
- 2510.02705 Does FOMC Tone Really Matter? Statistical Evidence from Spectral Graph Network Analysis
by Jaeho Choi & Jaewon Kim & Seyoung Chung & Chae-shick Chung & Yoonsoo Lee
- 2510.02650 Attributing excess conflict risk in Syria to anthropogenic climate change
by Solomon Hsiang & Marshall Burke
- 2510.02530 An Economic Analysis of Electricity Consumption and Electric Vehicle Adoption in California from 2010 to 2021
by Pufan Qi
- 2510.02507 "Post" Pre-Analysis Plans: Valid Inference for Non-Preregistered Specifications
by Reca Sarfati & Vod Vilfort
- 2510.02408 Can GenAI Improve Academic Performance? Evidence from the Social and Behavioral Sciences
by Dragan Filimonovic & Christian Rutzer & Conny Wunsch
- 2510.02368 The Optimal Magnitude of Government Spending: Evidence from Cambodia
by Leanghak Hok & Zoltan Bartha
- 2510.02367 Top OECD performers in green growth -- an FOI model analysis
by Zoltan Bartha
- 2510.02366 Same old story: Hungary's development over the 2000-2020 period
by Zoltan Bartha
- 2510.02154 A Computational Approach to Sustainable Policies Evaluation of the Italian Wheat Production System
by Gianfranco Giuloni & Edmondo Di Giuseppe & Arianna Di Paola
- 2510.02024 Linking Path-Dependent and Stochastic Volatility Models
by Samuel N. Cohen & Cephas Svosve
- 2510.01971 Robust risk evaluation of joint life insurance under dependence uncertainty
by Takaaki Koike
- 2510.01956 Rolling intrinsic for battery valuation in day-ahead and intraday markets
by Daniel Oeltz & Tobias Pfingsten
- 2510.01887 FINCH: Financial Intelligence using Natural language for Contextualized SQL Handling
by Avinash Kumar Singh & Bhaskarjit Sarmah & Stefano Pasquali
- 2510.01814 Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model
by Taiki Wakatsuki & Kiyoshi Kanazawa
- 2510.01599 Convex Order and Arbitrage
by Erica Zhang
- 2510.01551 The centripetal pull of climate: Evidence from European Parliament elections (1989-2019)
by Marco Due~nas & Hector Galindo-Silva & Antoine Mandel
- 2510.01542 Equity Market Price Changes Are Predictable: A Natural Science Approach
by Qingyuan Han
- 2510.01535 Cautions on Tail Index Regressions and a Comparative Study with Extremal Quantile Regression
by Thomas T. Yang
- 2510.01526 One More Question is Enough, Expert Question Decomposition (EQD) Model for Domain Quantitative Reasoning
by Mengyu Wang & Sotirios Sabanis & Miguel de Carvalho & Shay B. Cohen & Tiejun Ma
- 2510.01451 Financial Stability Implications of Generative AI: Taming the Animal Spirits
by Anne Lundgaard Hansen & Seung Jung Lee
- 2510.01446 Can Machine Learning Algorithms Outperform Traditional Models for Option Pricing?
by Georgy Milyushkov
- 2510.01413 Persuasion in Lemons Markets
by Andrea Di Giovan Paolo & Jose Higueras
- 2510.01387 Learning to Play Multi-Follower Bayesian Stackelberg Games
by Gerson Personnat & Tao Lin & Safwan Hossain & David C. Parkes
- 2510.01351 Does Adoption of Zero Tillage Reduce Crop Residue Burning? Evidence from Satellite Remote Sensing and Household Survey Data in India
by Dominik Naeher & Virginia Ziulu
- 2510.01211 Fast and explicit European option pricing under tempered stable processes
by Gaetano Agazzotti & Jean-Philippe Aguilar
- 2510.01203 Mamba Outpaces Reformer in Stock Prediction with Sentiments from Top Ten LLMs
by Lokesh Antony Kadiyala & Amir Mirzaeinia
- 2510.01115 Exploring Network-Knowledge Graph Duality: A Case Study in Agentic Supply Chain Risk Analysis
by Evan Heus & Rick Bookstaber & Dhruv Sharma
- 2510.01085 Exploring the conditions for sustainability with open-ended innovation
by Debora Princepe & Cristobal Qui~ninao & Cristina D'iaz Faloh & Pablo A. Marquet & Matteo Marsili
- 2510.01036 Generalized Bayes in Conditional Moment Restriction Models
by Sid Kankanala
- 2510.00947 An alternative bootstrap procedure for factor-augmented regression models
by Peiyun Jiang & Takashi Yamagata
- 2510.00879 Elicitability
by Yaron Azrieli & Christopher Chambers & Paul Healy & Nicolas Lambert
- 2510.00836 Improving Cryptocurrency Pump-and-Dump Detection through Ensemble-Based Models and Synthetic Oversampling Techniques
by Jieun Yu & Minjung Park & Sangmi Chai
- 2510.00754 A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification
by Tatsuru Kikuchi
- 2510.00472 Capital Games and Growth Equilibria
by Ben Abramowitz
- 2510.00349 Two-Stage Asymmetric Tullock Contests with Cost Shifters and Endogenous Continuation Decision
by Felix Reichel
- 2510.00244 Board gender diversity and emissions performance: Insights from panel regressions, machine learning, and explainable AI
by Mohammad Hassan Shakil & Arne Johan Pollestad & Khine Kyaw & Ziaul Haque Munim
- 2510.00205 Quantifying Semantic Shift in Financial NLP: Robust Metrics for Market Prediction Stability
by Zhongtian Sun & Chenghao Xiao & Anoushka Harit & Jongmin Yu
- 2509.26568 Bidding strategies for energy storage players in 100% renewable electricity market: A game-theoretical approach
by Arega Getaneh Abate & Dogan Keles & Salim Hassi & Xiufeng Liu & Xiao-Bing Zhang
- 2509.26535 Neural Network Convergence for Variational Inequalities
by Yun Zhao & Harry Zheng
- 2509.26523 "Rich-Get-Richer"? Platform Attention and Earnings Inequality using Patreon Earnings Data
by Ilan Strauss & Jangho Yang & Mariana Mazzucato
- 2509.26517 Persuasion Effects in Regression Discontinuity Designs
by Sung Jae Jun & Sokbae Lee
- 2509.26420 Triadic Network Formation
by Chris Muris & Cavit Pakel
- 2509.26403 Interactions Between Multiple Environmental Markets: Addressing Contamination Bias in Overlapping Policies
by Tiantian Yang & Richard S. J. Tol
- 2509.26380 Joint Inference for the Regression Discontinuity Effect and Its External Validity
by Yuta Okamoto
- 2509.26009 A Martingale approach to continuous Portfolio Optimization under CVaR like constraints
by J'er^ome Lelong & V'eronique Maume-Deschamps & William Thevenot
- 2509.25975 Rough SABR Forward Market Model
by Reo Adachi & Masaaki Fukasawa & Naoki Iida & Mitsumasa Ikeda & Yo Nakatsu & Ryota Tsurumi & Tomohisa Yamakami
- 2509.25899 Fast catastrophe bond valuation with neural-network surrogates
by Julian Sester & Huansang Xu
- 2509.25721 The AI Productivity Index (APEX)
by Bertie Vidgen & Abby Fennelly & Evan Pinnix & Julien Benchek & Daniyal Khan & Zach Richards & Austin Bridges & Calix Huang & Kanishka Sahu & Abhishek Kottamasu & Bo Ma & Ben Hunsberger & Isaac Robinson & Akul Datta & Chirag Mahapatra & Dominic Barton & Cass R. Sunstein & Eric Topol & Brendan Foody & Osvald Nitski
- 2509.25709 Leveraging LLMs to Improve Experimental Design: A Generative Stratification Approach
by George Gui & Seungwoo Kim
- 2509.25484 Noise estimation of SDE from a single data trajectory
by Munawar Ali & Purba Das & Qi Feng & Liyao Gao & Guang Lin
- 2509.25472 Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact
by Yan Dolinsky
- 2509.25456 A Practitioner's Guide to AI+ML in Portfolio Investing
by Mehmet Caner Qingliang Fan
- 2509.25408 Optimal Threshold Signatures in Bitcoin
by Korok Ray & Sindura Saraswathi
- 2509.25353 Cognitive and non-cognitive efficiency gaps between private and public schools in the Latin America region-a hybrid DEA and machine learning approach based on PISA 2022
by Marcos Delprato
- 2509.25272 Technology innovation in evolutionary green transition: environmental quality and economic sustainability
by Fausto Cavalli & Alessandra Mainini & Enrico Moretto & Ahmad Naimzada
- 2509.25211 LEMs: A Primer On Large Execution Models
by Remi Genet & Hugo Inzirillo
- 2509.25152 Labour unions under neoliberal authoritarianism in the Global South: the cases of Turkey and Egypt
by Mehmet Erman Erol & Cagatay Edgucan Sahin
- 2509.25076 Eigenvector overlaps of sample covariance matrices with intersecting time periods
by Volodymyr Riabov & Konstantin Tikhonov & Jean-Philippe Bouchaud
- 2509.25055 AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration
by Binqi Chen & Hongjun Ding & Ning Shen & Jinsheng Huang & Taian Guo & Luchen Liu & Ming Zhang
- 2509.25054 Signaling in the Age of AI: Evidence from Cover Letters
by Jingyi Cui & Gabriel Dias & Justin Ye
- 2509.25009 Efficient Difference-in-Differences Estimation when Outcomes are Missing at Random
by Lorenzo Testa & Edward H. Kennedy & Matthew Reimherr
- 2509.24879 Pixels to Prices: Visual Traits, Market Cycles, and the Economics of NFT Valuation
by Samiha Tariq
- 2509.24830 Academic resilience in the Latin America region post COVID-19 pandemic -- an explainable machine learning analysis of its determinants and heterogeneity using alternative definitions
by Marcos Delprato & Andres Sandoval-Hernandez
- 2509.24780 Nowcasting and aggregation: Why small Euro area countries matter
by Andrii Babii & Luca Barbaglia & Eric Ghysels & Jonas Striaukas
- 2509.24747 When risk defies order: On the limits of fractional stochastic dominance
by Christian Laudag'e & Felix-Benedikt Liebrich
- 2509.24673 Tight Samurai Accountant
by Deniz Kattwinkel & Justus Preusser
- 2509.24634 Robust Semiparametric Inference for Bayesian Additive Regression Trees
by Christoph Breunig & Ruixuan Liu & Zhengfei Yu
- 2509.24508 Identifying the post-pandemic determinants of low performing students in Latin America through Interpretable Machine Learning methods
by Marcos Delprato
- 2509.24466 Moravec's Paradox and Restrepo's Model: Limits of AGI Automation in Growth
by Marc Bara
- 2509.24449 Efficient simulation of prices for European call options under Heston stochastic-local volatility model: a comparison of methods
by Meng cai & Tianze Li
- 2509.24437 Characterizations of equilibrium allocations in an economy with public goods and infinitely many commodities
by Anuj Bhowmik
- 2509.24254 Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns
by Yuntao Wu & Ege Mert Akin & Charles Martineau & Vincent Gr'egoire & Andreas Veneris
- 2509.24151 STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades
by Mingshu Li & Dhruv Desai & Jerinsh Jeyapaulraj & Philip Sommer & Riya Jain & Peter Chu & Dhagash Mehta
- 2509.24144 From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
by Yun Lin & Jiawei Lou & Jinghe Zhang
- 2509.24111 Two-Sided Fairness in Many-to-One Matching
by Ayumi Igarashi & Naoyuki Kamiyama & Yasushi Kawase & Warut Suksompong & Hanna Sumita & Yu Yokoi
- 2509.23609 Large Language Models and Futures Price Factors in China
by Yuhan Cheng & Heyang Zhou & Yanchu Liu
- 2509.23578 Unintended Consequences of Early Driving Access: Evidence from Graduated Driver Licensing Policies and Adolescent Health Outcomes
by Sharareh Massahi
- 2509.23557 SIMPOL Model for Solving Continuous-Time Heterogeneous Agent Problems
by Ricardo Alonzo Fern'andez Salguero
- 2509.23554 When Clear Skies Cloud Trust: Environmental Cues and the Paradox of Confidence in Government
by Xiangzhe Xu & Ran Wu
- 2509.23533 Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics
by Gabriele Casto
- 2509.23424 What influenced the lack of diversity in CSR after the company's losses: evidence from topic modeling
by Ruiying Liu & Yuchi Li & Zhanli Li
- 2509.23280 Continuous-Time Reinforcement Learning for Asset-Liability Management
by Yilie Huang
- 2509.23256 Automatic Order, Bandwidth Selection and Flaws of Eigen Adjustment in HAC Estimation
by Zhuoxun Li & Clifford M. Hurvich
- 2509.23222 The Price of Liquidity: Implied Volatility of Automated Market Maker Fees
by Maxim Bichuch & Zachary Feinstein
- 2509.23174 Nonparametric and Semiparametric Estimation of Upward Rank Mobility Curves
by Tsung-Chih Lai & Jia-Han Shih & Yi-Hau Chen
- 2509.23128 Conditional Risk Minimization with Side Information: A Tractable, Universal Optimal Transport Framework
by Xinqiao Xie & Jonathan Yu-Meng Li
- 2509.23046 Terrorism & Democracy in Burkina-Faso
by P Carmel Marie Zagre
- 2509.22985 Forecasting Liquidity Withdraw with Machine Learning Models
by Haochuan & Wang
- 2509.22896 Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective
by Peng Xu
- 2509.22794 Differentially Private Two-Stage Gradient Descent for Instrumental Variable Regression
by Haodong Liang & Yanhao Jin & Krishnakumar Balasubramanian & Lifeng Lai
- 2509.22706 An Econometric Analysis of the Impact of Telecare on the Length of Stay in Hospital
by Kevin Momanyi
- 2509.22669 Dissecting Multi-Level Pricing Schemes in the Context of eCW Client Engagement
by Paramahansa Pramanik & Joel Graff & Mike Decaro
- 2509.22600 Impact IRR: Leveraging Modern Portfolio Theory to Define Impact Investments
by Daniel Soliman
- 2509.22223 Metro 3 in Brussels under uncertainty: scenario-based public transport accessibility analysis
by Brecht Verbeken & Arne Vanhoyweghen & Vincent Ginis
- 2509.22173 How firms, bureaucrats, and ministries benefit from the revolving door: Evidence from Japan
by Trevor Incerti
- 2509.22136 Persistent Gaps, Partial Gains: A Population-Level Study of COVID-19 Learning Inequalities in the Netherlands
by Hekmat Alrouh & Tom Emery & Anja Schreijer
- 2509.22122 Direct Bias-Correction Term Estimation for Average Treatment Effect Estimation
by Masahiro Kato
- 2509.22088 Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization
by Xuefeng Gao & Mengying He & Xuedong He & Jiale Zha
- 2509.21929 Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint
by Dejian Tian & Weidong Tian & Jianjun Zhou & Zimu Zhu
- 2509.21904 A General CoVaR Based on Entropy Pooling
by Yuhong Xu & Xinyao Zhao
- 2509.21862 Shachi: A Modular, Controllable Framework for LLM-Based Agent-Based Modeling of Emergent Collective Behavior
by So Kuroki & Yingtao Tian & Kou Misaki & Takashi Ikegami & Takuya Akiba & Yujin Tang
- 2509.21812 On fairness of multi-center allocation problems
by Yao Cheng & Di Feng
- 2509.21608 Kolmogorov equations for stochastic Volterra processes with singular kernels
by Ioannis Gasteratos & Alexandre Pannier
- 2509.21460 Forecasting House Prices
by Emanuel Kohlscheen
- 2509.21439 Dynamic Threats to Credible Auctions
by Martino Banchio & Andrzej Skrzypacz & Frank Yang
- 2509.21421 The Impact of the UEFA Women's EURO on Hotel Overnight Stays: Evidence from a Causal Analysis
by Hannes Wallimann & Anna Mehr
- 2509.21415 Financial viability of social enterprises
by Zoltan Bartha & Adam Bereczk
- 2509.21414 Student perception and the efficacy of universities in shaping the entrepreneurial mindset
by Andrea S. Gubik & Zoltan Bartha
- 2509.21411 Linear Risk Sharing on Networks
by Arthur Charpentier & Philipp Ratz
- 2509.21397 Impact of government spending shocks in the Visegrad countries, 1999Q1-2019Q4
by Zoltan Bartha & Marco M. Matarrese
- 2509.21395 Pattern Recognition of Illicit E-Waste Misclassification in Global Trade Data
by Muhammad Sukri Bin Ramli
- 2509.21337 Optimized Operation of Standalone Battery Energy Storage Systems in the Cross-Market Energy Arbitrage Business
by Luis van Sandbergen
- 2509.21334 Climate change: across time and frequencies
by Luis Aguiar-Conraria & Vasco J. Gabriel & Luis F. Martins & Anthoulla Phella
- 2509.21326 Operator Analysis of MACD
by Yuelong Li
- 2509.21244 Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration
by Cecilia Aubrun & Michael Benzaquen & Jean-Philippe Bouchaud
- 2509.21172 Inverse Reinforcement Learning with Just Classification and a Few Regressions
by Lars van der Laan & Nathan Kallus & Aurelien Bibaut
- 2509.21096 Overidentification testing with weak instruments and heteroskedasticity
by Stuart Lane & Frank Windmeijer
- 2509.20888 Maximum principle for robust utility optimization via Tsallis relative entropy
by Xueying Huang & Peng Luo & Dejian Tian
- 2509.20790 B\"orgers's Open Question Resolved
by Siyang Xiong
- 2509.20634 Recidivism and Peer Influence with LLM Text Embeddings in Low Security Correctional Facilities
by Shanjukta Nath & Jiwon Hong & Jae Ho Chang & Keith Warren & Subhadeep Paul
- 2509.20465 Integrated analysis of informality, minimum wage, and monopsony power: A synthesis of meta-analyses with unified theoretical underpinnings
by Ricardo Alonzo Fernandez Salguero
- 2509.20239 Error Propagation in Dynamic Programming: From Stochastic Control to Option Pricing
by Andrea Della Vecchia & Damir Filipovi'c
- 2509.20203 Healthy diets are affordable but often displaced by other foods in Indonesia
by Leah Costlow & Rachel Gilbert & William A. Masters & Flaminia Ortenzi & Ty Beal & Ashish Deo & Widya Sutiyo & Sutamara Noor & Wendy Gonzalez
- 2509.20194 Identification and Semiparametric Estimation of Conditional Means from Aggregate Data
by Cory McCartan & Shiro Kuriwaki
- 2509.20015 Randomized Kolmogorov-Smirnov Analysis of Volatility Roughness
by Sergio Bianchi & Daniele Angelini
- 2509.20000 Business Cycles explained by Instability
by Galiya Klinkova & Michael Grabinski
- 2509.19945 Identification and Estimation of Seller Risk Aversion in Ascending Auctions
by Nathalie Gimenes & Tonghui Qi & Sorawoot Srisuma
- 2509.19911 Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach
by Alain Hecq & Ivan Ricardo & Ines Wilms
- 2509.19823 A Note on Qualified Majority Voting Rules
by H'ector Hermida-Rivera
- 2509.19663 Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by Yifan He & Svetlozar Rachev
- 2509.19628 Multimodal Language Models with Modality-Specific Experts for Financial Forecasting from Interleaved Sequences of Text and Time Series
by Ross Koval & Nicholas Andrews & Xifeng Yan
- 2509.19591 An Analysis of Monetary Policy Evidence and Theory through Meta-Analyses
by Ricardo Alonzo Fernandez Salguero
- 2509.19556 Gender and Agricultural Commercialization in Sub-Saharan Africa: Evidence from Three Panel Surveys
by Wei Li & Kashi Kafle & Anna Josephson
- 2509.19416 Changes in varieties of capitalism within the OECD between 2010 and 2020
by Zoltan Bartha
- 2509.19413 Research and development as a driver of innovation and economic growth; case of developing economies
by Ayusha Fayyaz & Zoltan Bartha
- 2509.19243 Watts and Drops: Co-Scheduling Power and Water in Desalination Plants
by Ahmed S. Alahmed & Audun Botterud & Saurabh Amin & Ali T. Al-Awami
- 2509.19151 Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk
by Fengnan Deng & Anand N. Vidyashankar & Jeffrey F. Collamore
- 2509.19042 Predicting Credit Spreads and Ratings with Machine Learning: The Role of Non-Financial Data
by Yanran Wu & Xinlei Zhang & Quanyi Xu & Qianxin Yang & Chao Zhang
- 2509.19019 Existence and Calculation of Optimal Monetary Equilibria on Overlapping Generations Economies
by Leandro Lyra Braga Dognini
- 2509.18887 Driver Identification and PCA Augmented Selection Shrinkage Framework for Nordic System Price Forecasting
by Yousef Adeli Sadabad & Mohammad Reza Hesamzadeh & Gyorgy Dan & Matin Bagherpour & Darryl R. Biggar
- 2509.18857 Optimal estimation for regression discontinuity design with binary outcomes
by Takuya Ishihara & Masayuki Sawada & Kohei Yata
- 2509.18837 Fair Volatility: A Framework for Reconceptualizing Financial Risk
by Sergio Bianchi & Daniele Angelini
- 2509.18820 Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
by Marcin Wk{a}torek & Marija Bezbradica & Martin Crane & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z
- 2509.18633 Modelling Cascading Physical Climate Risk in Supply Chains with Adaptive Firms: A Spatial Agent-Based Framework
by Yara Mohajerani
- 2509.18614 Connecting Quantum Computing with Classical Stochastic Simulation
by Jose Blanchet & Mark S. Squillante & Mario Szegedy & Guanyang Wang
- 2509.18551 Group Formation through Game Theory and Agent-Based Modeling: Spatial Cohesion, Heterogeneity, and Resource Pooling
by Chenlan Wang & Jimin Han & Diana Jue-Rajasingh
- 2509.18488 Modelling Asset Price Dynamics with Investor Inertia: Diffusion with Advection and Fourth-Order Extension
by Diego da Silva Santos & Luiz Gustavo Bastos Pinho
- 2509.18468 The Role of Informal Care in Cognitive Outcome and Healthcare Utilization Among Older Adults with Dementia
by Mohammad Abdullah Al Faisal
- 2509.18394 An Artificial Intelligence Value at Risk Approach: Metrics and Models
by Luis Enriquez Alvarez
- 2509.18099 Path-dependent, ESG-valued, option pricing in the Bachelier-Black-Scholes-Merton model
by Bhathiya Divelgama & Nancy Asare Nyarko & W. Brent Lindquist & Svetlozar T. Rachev & Blessing Omotade
- 2509.18047 Functional effects models: Accounting for preference heterogeneity in panel data with machine learning
by Nicolas Salvad'e & Tim Hillel
- 2509.17964 FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance
by Yang Li & Zhi Chen & Steve Y. Yang & Ruixun Zhang
- 2509.17949 Local Projections Bootstrap Inference
by Mar'ia Dolores Gadea & `Oscar Jord`a
- 2509.17919 Economic Complexity Alignment and Sustainable Development
by Quinten De Wettinck & Karolien De Bruyne & Wouter Bam & C'esar A. Hidalgo
- 2509.17875 Shape of term structures compatible with flexible choice of diffusion
by Andreas Celary & Paul Kruhner
- 2509.17715 Enhanced fill probability estimates in institutional algorithmic bond trading using statistical learning algorithms with quantum computers
by Axel Ciceri & Austin Cottrell & Joshua Freeland & Daniel Fry & Hirotoshi Hirai & Philip Intallura & Hwajung Kang & Chee-Kong Lee & Abhijit Mitra & Kentaro Ohno & Das Pemmaraju & Manuel Proissl & Brian Quanz & Del Rajan & Noriaki Shimada & Kavitha Yograj
- 2509.17555 The randomly distorted Choquet integrals with respect to a G-randomly distorted capacity and risk measures
by Ohood Aldalbahi & Miryana Grigorova
- 2509.17385 Bayesian Semi-supervised Inference via a Debiased Modeling Approach
by Gozde Sert & Abhishek Chakrabortty & Anirban Bhattacharya
- 2509.17303 Trade, Political Distance and the World Trade Organization
by Samuel Hardwick
- 2509.17248 Stochastic Non-T\^atonnement Processes and the Attraction Principle
by Leandro Lyra Braga Dognini
- 2509.17236 An Ambit Field Framework for the Full Panel of Day-ahead Electricity Prices
by Thomas K. Kloster
- 2509.17225 Mean-tail Gini framework for optimal portfolio selection
by Jinghui Chen & Edward Furman & Stephano Ricci & Judeto Shanthirajah
- 2509.17180 Regularizing Extrapolation in Causal Inference
by David Arbour & Harsh Parikh & Bijan Niknam & Elizabeth Stuart & Kara Rudolph & Avi Feller
- 2509.17147 A game played by tandem-running ants: Hint of procedural rationality
by Joy Das Bairagya & Udipta Chakraborti & Sumana Annagiri & Sagar Chakraborty
- 2509.17103 Clarke Differentials and the Envelope Theorem in Dynamic Programming
by Yuhki Hosoya
- 2509.16955 Quantum Adaptive Self-Attention for Financial Rebalancing: An Empirical Study on Automated Market Makers in Decentralized Finance
by Chi-Sheng Chen & Aidan Hung-Wen Tsai
- 2509.16925 Tenure Under Pressure: Simulating the Disruptive Effects of AI on Academic Publishing
by Shan Jiang
- 2509.16912 Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation
by Shuto Endo & Takanobu Mizuta & Isao Yagi
Printed from https://ideas.repec.org/s/arx/papers22.html