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Content
2024
- 2401.10473 Dynamic Programming: Finite States
by Thomas J. Sargent & John Stachurski
- 2401.10370 Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by Lars Ericson & Xuejun Zhu & Xusi Han & Rao Fu & Shuang Li & Steve Guo & Ping Hu
- 2401.10181 Equilibrium Multiplicity: A Systematic Approach using Homotopies, with an Application to Chicago
by Amine C-L. Ouazad
- 2401.10162 An Exploration to the Correlation Structure and Clustering of Macroeconomic Variables
by Garvit Arora & Shubhangi Tiwari & Ying Wu & Xuan Mei
- 2401.10054 Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
by Luca Barbaglia & Lorenzo Frattarolo & Niko Hauzenberger & Dominik Hirschbuehl & Florian Huber & Luca Onorante & Michael Pfarrhofer & Luca Tiozzo Pezzoli
- 2401.09955 Consistent asset modelling with random coefficients and switches between regimes
by Felix L. Wolf & Griselda Deelstra & Lech A. Grzelak
- 2401.09874 A Quantile Nelson-Siegel model
by Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu
- 2401.09871 Wealth dynamics in a multi-aggregate closed monetary system
by Andrea Monaco & Matteo Ghio & Adamaria Perrotta
- 2401.09845 Game Representations and Extensions of the Shapley Value
by Pradeep Dubey
- 2401.09811 A Framework for Digital Currencies for Financial Inclusion in Latin America and the Caribbean
by Gabriel Bizama & Alexander Wu & Bernardo Paniagua & Max Mitre
- 2401.09778 Cross-Domain Behavioral Credit Modeling: transferability from private to central data
by O. Didkovskyi & N. Jean & G. Le Pera & C. Nordio
- 2401.09718 AI and the Opportunity for Shared Prosperity: Lessons from the History of Technology and the Economy
by Guy Ben-Ishai & Jeff Dean & James Manyika & Ruth Porat & Hal Varian & Kent Walker
- 2401.09361 Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets
by Timoth'ee Fabre & Ioane Muni Toke
- 2401.09265 Equity Premium in Efficient Markets
by B. N. Kausik
- 2401.09233 A closer look at the chemical potential of an ideal agent system
by Christoph J. Borner & Ingo Hoffmann & John H. Stiebel
- 2401.09174 Airline delays, congestion internalization and non-price spillover effects of low cost carrier entry
by William E. Bendinelli & Humberto F. A. J. Bettini & Alessandro V. M. Oliveira
- 2401.09113 Mean-Field SDEs driven by $G$-Brownian Motion
by Karl-Wilhelm Georg Bollweg & Thilo Meyer-Brandis
- 2401.09056 AI Thrust: Ranking Emerging Powers for Tech Startup Investment in Latin America
by Abraham Ramos Torres & Laura N Montoya
- 2401.09054 On conditioning and consistency for nonlinear functionals
by Edoardo Berton & Alessandro Doldi & Marco Maggis
- 2401.08929 Strategic formation of production networks
by Antoine Mandel & Van-Quy Nguyen & Bach Dong-Xuan
- 2401.08892 Spurious Default Probability Projections in Credit Risk Stress Testing Models
by Bernd Engelmann
- 2401.08548 Fitting random cash management models to data
by Francisco Salas-Molina
- 2401.08442 Assessing the impact of forced and voluntary behavioral changes on economic-epidemiological co-dynamics: A comparative case study between Belgium and Sweden during the 2020 COVID-19 pandemic
by Tijs W. Alleman & Jan M. Baetens
- 2401.08323 Dynamic portfolio selection under generalized disappointment aversion
by Zongxia Liang & Sheng Wang & Jianming Xia & Fengyi Yuan
- 2401.08302 Do backrun auctions protect traders?
by Andrew W. Macpherson
- 2401.08290 Causal Machine Learning for Moderation Effects
by Nora Bearth & Michael Lechner
- 2401.08251 A techno-economic model for avoiding conflicts of interest between owners of offshore wind farms and maintenance suppliers
by Alberto Pliego Marug'an & Fausto Pedro Garc'ia M'arquez & Jes'us Mar'ia Pinar P'erez
- 2401.08094 Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional
by Jingyi Cao & Dongchen Li & Virginia R. Young & Bin Zou
- 2401.08093 A Two-Step Longstaff Schwartz Monte Carlo Approach to Game Option Pricing
by Ce Wang
- 2401.08077 Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis
by Shubham Singh & Mayur Bhat
- 2401.08064 A new model of trust based on neural information processing
by Scott E. Allen & Ren'e F. Kizilcec & A. David Redish
- 2401.08013 A Day-to-Day Dynamical Approach to the Most Likely User Equilibrium Problem
by Jiayang Li & Qianni Wang & Liyang Feng & Jun Xie & Yu Marco Nie
- 2401.07818 A General Approach for Computing a Consensus in Group Decision Making That Integrates Multiple Ethical Principles
by Francisco Salas-Molina & Filippo Bistaffa & Juan A. Rodriguez-Aguilar
- 2401.07728 Provisions and Economic Capital for Credit Losses
by Dorinel Bastide & St'ephane Cr'epey
- 2401.07689 Impermanent Loss Conditions: An Analysis of Decentralized Exchange Platforms
by Matthias Hafner & Helmut Dietl
- 2401.07682 Cash and Card Acceptance in Retail Payments: Motivations and Factors
by Samuel Vandak & Geoffrey Goodell
- 2401.07483 Graph database while computationally efficient filters out quickly the ESG integrated equities in investment management
by Partha Sen & Sumana Sen
- 2401.07423 Unemployment Volatility: When Workers Pay Costs upon Accepting Jobs
by Rich Ryan
- 2401.07345 Learning to be Homo Economicus: Can an LLM Learn Preferences from Choice
by Jeongbin Kim & Matthew Kovach & Kyu-Min Lee & Euncheol Shin & Hector Tzavellas
- 2401.07337 Individual and Collective Welfare in Risk Sharing with Many States
by Federico Echenique & Farzad Pourbabaee
- 2401.07183 Optimal Investment with Herd Behaviour Using Rational Decision Decomposition
by Huisheng Wang & H. Vicky Zhao
- 2401.07178 Utilitarian Beliefs in Social Networks: Explaining the Emergence of Hatred
by Houda Nait El Barj & Theophile Sautory
- 2401.07176 A Note on Uncertainty Quantification for Maximum Likelihood Parameters Estimated with Heuristic Based Optimization Algorithms
by Zachary Porreca
- 2401.07152 Inference for Synthetic Controls via Refined Placebo Tests
by Lihua Lei & Timothy Sudijono
- 2401.07075 Heterogeneous treatment effect estimation with high-dimensional data in public policy evaluation -- an application to the conditioning of cash transfers in Morocco using causal machine learning
by Patrick Rehill & Nicholas Biddle
- 2401.07070 A Dynamic Agent Based Model of the Real Economy with Monopolistic Competition, Perfect Product Differentiation, Heterogeneous Agents, Increasing Returns to Scale and Trade in Disequilibrium
by Subhamon Supantha & Naresh Kumar Sharma
- 2401.07038 Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach
by Xuanling Yang & Dong Li & Ting Zhang
- 2401.06876 An empirical model of fleet modernization: on the relationship between market concentration and innovation adoption in the Brazilian airline industry
by Alessandro V. M. Oliveira & Thiago Caliari & Rodolfo R. Narcizo
- 2401.06864 Deep Learning With DAGs
by Sourabh Balgi & Adel Daoud & Jose M. Pe~na & Geoffrey T. Wodtke & Jesse Zhou
- 2401.06835 Austria's KlimaTicket: Assessing the short-term impact of a cheap nationwide travel pass on demand
by Hannes Wallimann
- 2401.06740 A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models
by Emmanuil H. Georgoulis & Antonis Papapantoleon & Costas Smaragdakis
- 2401.06724 Equity auction dynamics: latent liquidity models with activity acceleration
by Mohammed Salek & Damien Challet & Ioane Muni Toke
- 2401.06611 Robust Analysis of Short Panels
by Andrew Chesher & Adam M. Rosen & Yuanqi Zhang
- 2401.06457 Analysis of the Impact of Central bank Digital Currency on the Demand for Transactional Currency
by Ruimin Song & Tiantian Zhao & Chunhui Zhou
- 2401.06264 Exposure effects are not automatically useful for policymaking
by Eric Auerbach & Jonathan Auerbach & Max Tabord-Meehan
- 2401.06257 Temporary exclusion in repeated contests
by Yaron Azrieli
- 2401.06249 SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
by Alessio Brini & Giacomo Toscano
- 2401.06179 CNN-DRL for Scalable Actions in Finance
by Sina Montazeri & Akram Mirzaeinia & Haseebullah Jumakhan & Amir Mirzaeinia
- 2401.06172 CRISIS ALERT:Forecasting Stock Market Crisis Events Using Machine Learning Methods
by Yue Chen & Xingyi Andrew & Salintip Supasanya
- 2401.05832 Interactions between dynamic team composition and coordination: An agent-based modeling approach
by Dar'io Blanco-Fern'andez & Stephan Leitner & Alexandra Rausch
- 2401.05823 Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\"odinger-Like Trading Equation and Multimodal Distribution
by Li Lin
- 2401.05799 Designing Heterogeneous LLM Agents for Financial Sentiment Analysis
by Frank Xing
- 2401.05784 Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures
by Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia
- 2401.05760 Follow The Money: Exploring the Key Factors Influencing Investment in African Startups
by Khalil Liouane
- 2401.05713 Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon
by Tahir Choulli & Emmanuel Lepinette
- 2401.05657 An impossibility theorem concerning positive involvement in voting
by Wesley H. Holliday
- 2401.05549 Boundary conditions at infinity for Black-Scholes equations
by Yukihiro Tsuzuki
- 2401.05517 On Efficient Inference of Causal Effects with Multiple Mediators
by Haoyu Wei & Hengrui Cai & Chengchun Shi & Rui Song
- 2401.05447 Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?
by Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez & Damien Challet
- 2401.05441 An adaptive network-based approach for advanced forecasting of cryptocurrency values
by Ali Mehrban & Pegah Ahadian
- 2401.05430 Multi-relational Graph Diffusion Neural Network with Parallel Retention for Stock Trends Classification
by Zinuo You & Pengju Zhang & Jin Zheng & John Cartlidge
- 2401.05264 Comparison of Markowitz Model and Single-Index Model on Portfolio Selection of Malaysian Stocks
by Zhang Chern Lee & Wei Yun Tan & Hoong Khen Koo & Wilson Pang
- 2401.05257 A Mean Field Game between Informed Traders and a Broker
by Philippe Bergault & Leandro S'anchez-Betancourt
- 2401.05210 Tournaments, Contestant Heterogeneity and Performance
by Enzo Brox & Daniel Goller
- 2401.05209 On the Martingale Schr\"odinger Bridge between Two Distributions
by Marcel Nutz & Johannes Wiesel
- 2401.05183 Can unions impose costs on employers in education strikes? Evidence from pension disputes in UK universities
by Nils Braakmann & Barbara Eberth
- 2401.05116 Is there a size premium for nations?
by Jov{z}e P. Damijan & Sandra Damijan & Osiris Jorge Parcero
- 2401.05107 Behind the Eastern-Western European convergence path: the role of geography and trade liberalization
by Adolfo Cristobal Campoamor & Osiris Jorge Parcero
- 2401.05080 Markowitz Portfolio Construction at Seventy
by Stephen Boyd & Kasper Johansson & Ronald Kahn & Philipp Schiele & Thomas Schmelzer
- 2401.04939 Partition-form Cooperative Games in Two-Echelon Supply Chains
by Gurkirat Wadhwa & Tushar Shankar Walunj & Veeraruna Kavitha
- 2401.04849 A Deep Learning Representation of Spatial Interaction Model for Resilient Spatial Planning of Community Business Clusters
by Haiyan Hao & Yan Wang
- 2401.04803 IV Estimation of Panel Data Tobit Models with Normal Errors
by Bo E. Honore
- 2401.04752 Revealed comparative advantages in scientific and technological disciplines in Uruguay
by Nestor Gandelman & Osiris Jorge Parcero & Matilde Pereira & Flavia Roldan
- 2401.04702 Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
by Didier Sornette & Yu Zhang
- 2401.04696 World Wine Exports: What Determines the Success of New World Wine Producers?
by Osiris Jorge Parcero & Emiliano Villanueva
- 2401.04605 Effect on New Loan Repayment Fine Clause on Bank Jaya Artha's Customer Satisfaction and Recommendation
by Mustaqim Adamrah & Yos Sunitiyoso
- 2401.04573 Opportunities to upgrade the scientific disciplines space
by Nestor Gandelman & Osiris Jorge Parcero & Flavia Roldan
- 2401.04526 Ecosystem orchestration practices for industrial firms: A qualitative meta-analysis, framework development and research agenda
by Lei Shen & Qingyue Shi & Vinit Parida & Marin Jovanovic
- 2401.04521 Proof of Efficient Liquidity: A Staking Mechanism for Capital Efficient Liquidity
by Arman Abgaryan & Utkarsh Sharma & Joshua Tobkin
- 2401.04512 Robust Bayesian Method for Refutable Models
by Moyu Liao
- 2401.04378 Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks
by Zan Yu & Lianzeng Zhang
- 2401.04289 Expiring Assets in Automated Market Makers
by Kenan Wood & Maurice Herlihy & Hammurabi Mendes & Jonad Pulaj
- 2401.04273 Should Politicians be Informed? Targeted Benefits and Heterogeneous Voters
by Maxim Senkov & Arseniy Samsonov
- 2401.04253 Entrepreneurial Intention and UAE Youth: Unique Influencers of Entrepreneurial Intentions in an Emerging Country Context
by N. Y. Al Saiqal & James. C. Ryabn & Osiris Jorge Parcero
- 2401.04243 Optimal National policies towards multinationals when local regions can choose between firm-specific and non-firm-specific policies
by Osiris Jorge Parcero
- 2401.04214 Becoming a Knowledge Economy: the Case of Qatar, UAE and 17 Benchmark Countries
by Osiris Parcero & James Christopher Ryan
- 2401.04200 Teacher bias or measurement error?
by Thomas van Huizen & Madelon Jacobs & Matthijs Oosterveen
- 2401.04132 Economic Forces in Stock Returns
by Yue Chen & Mohan Li
- 2401.04060 Anonymous and Strategy-Proof Voting under Subjective Expected Utility Preferences
by Eric Bahel
- 2401.04050 Robust Estimation in Network Vector Autoregression with Nonstationary Regressors
by Christis Katsouris
- 2401.04046 Income inequality and the oil resource curse
by Osiris Jorge Parcero & Elissaios Papyrakis
- 2401.03990 Identification with possibly invalid IVs
by Christophe Bruneel-Zupanc & Jad Beyhum
- 2401.03876 The Priced Survey Methodology: Theory
by Avner Seror
- 2401.03776 Short-Term Asymptotics of Volatility Skew and Curvature Based on Cumulants
by Liexin Cheng & Xue Cheng
- 2401.03756 Adaptive Experimental Design for Policy Learning
by Masahiro Kato & Kyohei Okumura & Takuya Ishihara & Toru Kitagawa
- 2401.03740 Saving for sunny days: The impact of climate (change) on consumer prices in the euro area
by Paulo M. M. Rodrigues & Mirjam Salish & Nazarii Salish
- 2401.03737 Can Large Language Models Beat Wall Street? Unveiling the Potential of AI in Stock Selection
by Georgios Fatouros & Konstantinos Metaxas & John Soldatos & Dimosthenis Kyriazis
- 2401.03671 Receiver-Oriented Cheap Talk Design
by Itai Arieli & Ivan Geffner & Moshe Tennenholtz
- 2401.03658 Spiritual Intelligence's Role in Reducing Technostress through Ethical Work Climates
by Saleh Ghobbeh & Armita Atrian
- 2401.03607 Learning about a changing state
by Benjamin Davies
- 2401.03598 Incontestable Assignments
by Benoit Decerf & Guillaume Haeringer & Martin Van der Linden
- 2401.03443 Structured factor copulas for modeling the systemic risk of European and United States banks
by Hoang Nguyen & Audron.e Virbickait.e & M. Concepci'on Aus'in & Pedro Galeano
- 2401.03393 Modelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models
by Dennis Koch & Vahidin Jeleskovic & Zahid I. Younas
- 2401.03345 Volatility models in practice: Rough, Path-dependent or Markovian?
by Eduardo Abi Jaber & Shaun & Li
- 2401.03328 Optimal sharing, equilibria, and welfare without risk aversion
by Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang
- 2401.03305 Leveraging IS and TC: Optimal order execution subject to reference strategies
by Xue Cheng & Peng Guo & Tai-ho Wang
- 2401.03293 Counterfactuals in factor models
by Jad Beyhum
- 2401.03231 Stable Marriage with One-Sided Preference
by Seongbeom Park
- 2401.03096 The Effects of COVID-19 and the Russia-Ukraine War on Inward Foreign Direct Investment
by MS Hosen & SM Hossain & MN Mia & MR Chowdhury
- 2401.02867 Changing Simplistic Worldviews
by Maxim Senkov & Toygar T. Kerman
- 2401.02819 Roughness Signature Functions
by Peter Christensen
- 2401.02681 Displaying risk in mergers: a diagrammatic approach for exchange ratio determination
by Alessandra Mainini & Enrico Moretto & Daniela Visetti
- 2401.02601 Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach
by Albert Dorador
- 2401.02378 Opinion formation in the world trade network
by C'elestin Coquid'e & Jos'e Lages & Dima L. Shepelyansky
- 2401.02353 Game Mining: How to Make Money from those about to Play a Game
by James W. Bono & David H. Wolpert
- 2401.02139 Airport service quality perception and flight delays: examining the influence of psychosituational latent traits of respondents in passenger satisfaction surveys
by Alessandro V. M. Oliveira & Bruno F. Oliveira & Moises D. Vassallo
- 2401.02134 Female Entrepreneur on Board:Assessing the Effect of Gender on Corporate Financial Constraints
by Ruiying Xiao
- 2401.02049 Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches
by Cristina Chinazzo & Vahidin Jeleskovic
- 2401.02042 Impact of Green Marketing Strategy on Brand Awareness: Business, Management, and Human Resources Aspects
by Mahdi Nohekhan & Mohammadmahdi Barzegar
- 2401.01804 Efficient Computation of Confidence Sets Using Classification on Equidistributed Grids
by Lujie Zhou
- 2401.01758 Notes on the SWIFT method based on Shannon Wavelets for Option Pricing -- Revisited
by Fabien Le Floc'h
- 2401.01751 Text mining arXiv: a look through quantitative finance papers
by Michele Leonardo Bianchi
- 2401.01645 Model Averaging and Double Machine Learning
by Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann
- 2401.01622 Non-Atomic Arbitrage in Decentralized Finance
by Lioba Heimbach & Vabuk Pahari & Eric Schertenleib
- 2401.01565 Classification and Treatment Learning with Constraints via Composite Heaviside Optimization: a Progressive MIP Method
by Yue Fang & Junyi Liu & Jong-Shi Pang
- 2401.01526 An arbitrage driven price dynamics of Automated Market Makers in the presence of fees
by Joseph Najnudel & Shen-Ning Tung & Kazutoshi Yamazaki & Ju-Yi Yen
- 2401.01427 Nash Equilibria in Greenhouse Gas Offset Credit Markets
by Liam Welsh & Sebastian Jaimungal
- 2401.01411 Urban Street Network Design and Transport-Related Greenhouse Gas Emissions around the World
by Geoff Boeing & Clemens Pilgram & Yougeng Lu
- 2401.01080 Global analysis reveals persistent shortfalls and regional differences in availability of foods needed for health
by Leah Costlow & Anna Herforth & Timothy B. Sulser & Nicola Cenacchi & William A. Masters
- 2401.01064 Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia
by Xiaosai Liao & Xinjue Li & Qingliang Fan
- 2401.00970 Almost Perfect Shadow Prices
by Eberhard Mayerhofer
- 2401.00949 A Portfolio's Common Causal Conditional Risk-neutral PDE
by Alejandro Rodriguez Dominguez
- 2401.00940 Theoretical Steps to Optimize Transportation in the Cubic Networks and the Congestion Paradox
by Joonkyung Yoo
- 2401.00919 Urban and non-urban contributions to the social cost of carbon
by Francisco Estrada & Veronica Lupi & Wouter Botzen & Richard S. J. Tol
- 2401.00839 Community Enforcement with Endogenous Records
by Harry Pei
- 2401.00748 Sequential choice functions and stability problems
by Vladimir I. Danilov
2023
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