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Content
2026
- 2601.09891 Learning and Equilibrium under Model Misspecification
by Ignacio Esponda & Demian Pouzo
- 2601.09888 Learning about Treatment Effects with Prior Studies: A Bayesian Model Averaging Approach
by Frederico Finan & Demian Pouzo
- 2601.09872 A continuous-time Kyle model with price-responsive traders
by Eunjung Noh
- 2601.09827 Entropic Approach to Critical Materials Assessment
by Alan J. Hurd
- 2601.09772 Antisocial behavior towards large language model users: experimental evidence
by Pawe{l} Niszczota & Cassandra Grutzner
- 2601.09673 A probabilistic match classification model for sports tournaments
by L'aszl'o Csat'o & Andr'as Gyimesi
- 2601.09618 Journal Impact Factor and Federal Reserve Monetary Policy: An Econometric Analysis Based on 1975-2026
by Alex Huang
- 2601.09573 On click-fraud under pro-rata revenue sharing rule
by Hao Yu
- 2601.09561 Institutions, Education, and Religious Change: Evidence from Colombia
by Hector Galindo-Silva & Paula Paula Herrera-Idarraga
- 2601.09541 Targeting Information in Ad Auction Mechanisms
by Srinivas Tunuguntla & Carl F. Mela & Jason Pratt
- 2601.09453 Lee Bounds for Random Objects
by Daisuke Kurisu & Yuta Okamoto & Taisuke Otsu
- 2601.09324 Martingale expansion for stochastic volatility
by Masaaki Fukasawa
- 2601.09198 Credible Nash Bargaining Solution for Bilateral Trading Networks
by Kang Rong & Qianfeng Tang
- 2601.09127 Robo-Advising in Motion: A Model Predictive Control Approach
by Tomasz R. Bielecki & Igor Cialenco
- 2601.09119 Contrastive Bi-Encoder Models for Multi-Label Skill Extraction: Enhancing ESCO Ontology Matching with BERT and Attention Mechanisms
by Yongming Sun
- 2601.09074 The Fourier estimator of spot volatility: Unbounded coefficients and jumps in the price process
by L. J. Espinosa Gonz'alez & Erick Trevi~no Aguilar
- 2601.08974 The drift burst hypothesis
by Kim Christensen & Roel C. A. Oomen & Roberto Ren`o
- 2601.08962 Warp speed price moves: Jumps after earnings announcements
by Kim Christensen & Allan Timmermann & Bezirgen Veliyev
- 2601.08957 The Connection Between Monetary Policy and Housing Prices: Public Perception and Expert Communication
by Philipp Poyntner & Sofie R. Waltl
- 2601.08896 XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation
by Sahaj Raj Malla & Shreeyash Kayastha & Rumi Suwal & Harish Chandra Bhandari & Rajendra Adhikari
- 2601.08853 Kladia Liquidity Deflator (KLD): A Debt-Indexed Deflationary Token on XRPL
by Kiarash Firouzi & Parham Pajouhi
- 2601.08803 Identifying Latent Intentions via Inverse Reinforcement Learning in Repeated Linear Public Good Games
by Carina I. Hausladen & Marcel H. Schubert & Christoph Engel
- 2601.08721 Feasibility-First Satellite Integration in Robust Portfolio Architectures
by Roberto Garrone
- 2601.08660 Destination Drone: A Comprehensive Analysis of Japanese Consumer Choice Behavior and Intentions for Drone Delivery Services
by Ei Phyu Kyi & Tao Feng & Jieyuan Lan & Ying Liu
- 2601.08643 Automatic debiased machine learning and sensitivity analysis for sample selection models
by Jakob Bjelac & Victor Chernozhukov & Phil-Adrian Klotz & Jannis Kueck & Theresa M. A. Schmitz
- 2601.08642 Cities at Play: Improving Equilibria in Urban Neighbourhood Games
by Martin Gairing & Adrian Vetta & Zhanzhan Zhao
- 2601.08641 Resisting Manipulative Bots in Meme Coin Copy Trading: A Multi-Agent Approach with Chain-of-Thought Reasoning
by Yichen Luo & Yebo Feng & Jiahua Xu & Yang Liu
- 2601.08598 Systemic Risk Surveillance
by Timo Dimitriadis & Yannick Hoga
- 2601.08571 Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
by Salam Rabindrajit Luwang & Buddha Nath Sharma & Kundan Mukhia & Md. Nurujjaman & Anish Rai & Filippo Petroni & Luis E. C. Rocha
- 2601.08540 Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics
by Shiyu Zhang & Zining Wang & Jin Zheng & John Cartlidge
- 2601.08352 Impact of Tobacco Advertising Restrictions in Switzerland: A Quasi-Experimental Study on the Effect of Billboard Bans on Smoking
by Andreas Stoller
- 2601.08281 Estimating Treatment Effects in Panel Data Without Parallel Trends
by Shoya Ishimaru
- 2601.08263 A Blessing in Disguise: How DeFi Hacks Trigger Unintended Liquidity Injections into US Money Markets
by Tingyi Lin
- 2601.08247 Incorporating Cognitive Biases into Reinforcement Learning for Financial Decision-Making
by Liu He
- 2601.07992 Fake Date Tests: Can We Trust In-sample Accuracy of LLMs in Macroeconomic Forecasting?
by Alexander Eliseev & Sergei Seleznev
- 2601.07991 Optimal Option Portfolios for Student t Returns
by Kyle Sung & Traian A. Pirvu
- 2601.07942 Enhancing Portfolio Optimization with Deep Learning Insights
by Brandon Luo & Jim Skufca
- 2601.07852 Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions
by Craig S Wright
- 2601.07792 Non-Convex Portfolio Optimization via Energy-Based Models: A Comparative Analysis Using the Thermodynamic HypergRaphical Model Library (THRML) for Index Tracking
by Javier Mancilla & Theodoros D. Bouloumis & Frederic Goguikian
- 2601.07752 A Unified Framework for Debiased Machine Learning: Riesz Representer Fitting under Bregman Divergence
by Masahiro Kato
- 2601.07735 Evaluating Impacts of Traffic Regulations in Complex Mobility Systems Using Scenario-Based Simulations
by Arianna Burzacchi & Marco Pistore
- 2601.07713 Modelling Distributional Impacts of Carbon Taxation: a Systematic Review and Meta-Analysis
by Jules Linden & Cathal O'Donoghue & Denisa Sologon
- 2601.07687 Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets
by Efstratios Manolakis & Christian Bongiorno & Rosario Nunzio Mantegna
- 2601.07675 Tab-TRM: Tiny Recursive Model for Insurance Pricing on Tabular Data
by Kishan Padayachy & Ronald Richman & Mario V. Wuthrich
- 2601.07664 Crypto Pricing with Hidden Factors
by Matthew Brigida
- 2601.07637 Reinforcement Learning for Micro-Level Claims Reserving
by Benjamin Avanzi & Ronald Richman & Bernard Wong & Mario Wuthrich & Yagebu Xie
- 2601.07626 Universal basic income in a financial equilibrium
by Kim Weston
- 2601.07588 Temporal-Aligned Meta-Learning for Risk Management: A Stacking Approach for Multi-Source Credit Scoring
by O. Didkovskyi & A. Vidali & N. Jean & G. Le Pera
- 2601.07573 A Model of Artificial Jagged Intelligence
by Joshua Gans
- 2601.07452 A Note on 'The Limits of Price Discrimination' by Bergemann, Brooks, and Morris
by Keita Kuwahara
- 2601.07283 Condorcet's Paradox as Non-Orientability
by Ori Livson & Siddharth Pritam & Mikhail Prokopenko
- 2601.07279 Coalition Tactics: Bribery and Control in Parliamentary Elections
by Hodaya Barr & Eden Hartman & Yonatan Aumann & Sarit Kraus
- 2601.07131 The Limits of Complexity: Why Feature Engineering Beats Deep Learning in Investor Flow Prediction
by Sungwoo Kang
- 2601.07059 Empirical Bayes Estimation in Heterogeneous Coefficient Panel Models
by Myunghyun Song & Sokbae Lee & Serena Ng
- 2601.06547 Sign Accuracy, Mean-Squared Error and the Rate of Zero Crossings: a Generalized Forecast Approach
by Marc Wildi
- 2601.06507 Emissions-Robust Portfolios
by Khizar Qureshi & H. Oliver Gao
- 2601.06499 Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO
by Jin Du & Alexander Walter & Maxim Ulrich
- 2601.06405 Bounded Rationality with Subjective Evaluations in Enlivened but Truncated Decision Trees
by Peter J. Hammond
- 2601.06371 The Promise of Time-Series Foundation Models for Agricultural Forecasting: Evidence from Commodity Prices
by Le Wang & Boyuan Zhang
- 2601.06363 The Replicator-Optimization Mechanism: A Scale-Relative Formalism for Persistence-Conditioned Dynamics with Application to Consent-Based Metaethics
by Murad Farzulla
- 2601.06359 Long-Term Causal Inference with Many Noisy Proxies
by Apoorva Lal & Guido Imbens & Peter Hull
- 2601.06343 Resolving the automation paradox: falling labor share, rising wages
by David Autor & B. N. Kausik
- 2601.06271 A Three--Dimensional Efficient Surface for Portfolio Optimization
by Yimeng Qiu
- 2601.06203 Managing Situations of Complexity and Uncertainty : The Contribution of Research and Development
by Brunet Luc E. & Longc^ot'e 'Eric
- 2601.05975 DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management
by Kieran Wood & Stephen J. Roberts & Stefan Zohren
- 2601.05965 Game connectivity and adaptive dynamics in many-action games
by Tom Johnston & Michael Savery & Alex Scott & Bassel Tarbush
- 2601.05924 Geopolitical and Institutional Constraints on Adaptive Market Efficiency -- A Feasibility Diagnostic for Robust Portfolio Construction
by Roberto Garrone
- 2601.05914 Bayesian Persuasion with Selective Disclosure
by Yifan Dai & Drew Fudenberg & Harry Pei
- 2601.05912 Accounting for environmental awareness in wheat production through Life Cycle Assessment
by Gianfranco Giulioni & Edmondo Di Giuseppe & Arianna Di Paola
- 2601.05728 Learning and Testing Exposure Mappings of Interference using Graph Convolutional Autoencoder
by Martin Huber & Jannis Kueck & Mara Mattes
- 2601.05716 When the Rules Change: Adaptive Signal Extraction via Kalman Filtering and Markov-Switching Regimes
by Sungwoo Kang
- 2601.05702 Dynamic Mortality Forecasting via Mixed-Frequency State-Space Models
by Runze Li & Rui Zhou & David Pitt
- 2601.05493 Event Studies with Feedback
by Irene Botosaru & Laura Liu
- 2601.05490 How Carbon Border Adjustment Mechanism is Energizing the EU Carbon Market and Industrial Transformation
by Joseph Nyangon & Brecht Seifi
- 2601.05374 From Unstructured Data to Demand Counterfactuals: Theory and Practice
by Timothy Christensen & Giovanni Compiani
- 2601.05290 Multi-Period Martingale Optimal Transport: Classical Theory, Neural Acceleration, and Financial Applications
by Sri Sairam Gautam B
- 2601.05227 Stochastic Deep Learning: A Probabilistic Framework for Modeling Uncertainty in Structured Temporal Data
by James Rice
- 2601.05206 Confidence and Organizations
by Andr'es Espitia
- 2601.05104 How Human is AI? Examining the Impact of Emotional Prompts on Artificial and Human and Responsiveness
by Florence Bernays & Marco Henriques Pereira & Jochen Menges
- 2601.05085 Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
by Emma Hubert & Dimitrios Lolas & Ronnie Sircar
- 2601.05050 Large language models can effectively convince people to believe conspiracies
by Thomas H. Costello & Kellin Pelrine & Matthew Kowal & Antonio A. Arechar & Jean-Franc{c}ois Godbout & Adam Gleave & David Rand & Gordon Pennycook
- 2601.05005 Optimally designing purpose and meaning at work
by Antonio Cabrales & Esther Hauk
- 2601.04959 Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
by Salam Rabindrajit Luwang & Kundan Mukhia & Buddha Nath Sharma & Md. Nurujjaman & Anish Rai & Filippo Petroni
- 2601.04942 When Sellers Are Uncertain about Quality
by Keita Kuwahara
- 2601.04914 Analytic Regularity and Approximation Limits of Coefficient-Constrained Shallow Networks
by Jean-Gabriel Attali
- 2601.04900 Uniqueness of invariant measures as a structural property of markov kernels
by Jean-Gabriel Attali
- 2601.04896 Deep Reinforcement Learning for Optimum Order Execution: Mitigating Risk and Maximizing Returns
by Khabbab Zakaria & Jayapaulraj Jerinsh & Andreas Maier & Patrick Krauss & Stefano Pasquali & Dhagash Mehta
- 2601.04663 Quantile Vector Autoregression without Crossing
by Tomohiro Ando & Tadao Hoshino & Ruey Tsay
- 2601.04660 Global Inequalities in Clinical Trials Participation
by Wen Lou & Adri'an A. D'iaz-Faes & Jiangen He & Zhihao Liu & Vincent Larivi`ere
- 2601.04608 Forecasting the U.S. Treasury Yield Curve: A Distributionally Robust Machine Learning Approach
by Jinjun Liu & Ming-Yen Cheng
- 2601.04602 Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network
by Jack Fanshawe & Rumi Masih & Alexander Cameron
- 2601.04580 Bimodal Bias against Chinese Scientists in the American Academy: Penalties for Men, Bonuses for Women
by Gavin Cook
- 2601.04579 Towards a Sociology of Sociology: Inequality, Elitism, and Prestige in the Sociological Enterprise From 1970 to the Present
by Gavin Cook
- 2601.04438 The Endogenous Grid Method for Epstein-Zin Preferences
by Alan Lujan
- 2601.04246 Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach
by Tatsuru Kikuchi
- 2601.04160 All That Glisters Is Not Gold: A Benchmark for Reference-Free Counterfactual Financial Misinformation Detection
by Yuechen Jiang & Zhiwei Liu & Yupeng Cao & Yueru He & Ziyang Xu & Chen Xu & Zhiyang Deng & Prayag Tiwari & Xi Chen & Alejandro Lopez-Lira & Jimin Huang & Junichi Tsujii & Sophia Ananiadou
- 2601.04150 The geometric adjudication of water rights in international rivers
by Ricardo Martinez & Juan D. Moreno-Ternero
- 2601.04101 Ridge Estimation of High Dimensional Two-Way Fixed Effect Regression
by Junnan He & Jean-Marc Robin
- 2601.04096 Sharp Transitions and Systemic Risk in Sparse Financial Networks
by Riley James Bendel
- 2601.04087 Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter
by Matteo Barigozzi & Diego Fresoli & Esther Ruiz
- 2601.04067 Diversification Preferences and Risk Attitudes
by Xiangxin He & Fangda Liu & Ruodu Wang
- 2601.04062 Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
by Wang Yi & Takashi Hasuike
- 2601.04049 Quantum computing for multidimensional option pricing: End-to-end pipeline
by Julien Hok & 'Alvaro Leitao
- 2601.03983 Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework
by Christophe Hurlin & Quentin Lajaunie & Yoann Pull
- 2601.03974 Class of topological portfolios: Are they better than classical portfolios?
by Anubha Goel & Amita Sharma & Juho Kanniainen
- 2601.03948 Trade-R1: Bridging Verifiable Rewards to Stochastic Environments via Process-Level Reasoning Verification
by Rui Sun & Yifan Sun & Sheng Xu & Li Zhao & Jing Li & Daxin Jiang & Cheng Hua & Zuo Bai
- 2601.03927 A comprehensive review and analysis of different modeling approaches for financial index tracking problem
by Vrinda Dhingra & Amita Sharma & Anubha Goel
- 2601.03880 Women Worry, Men Adopt: How Gendered Perceptions Shape the Use of Generative AI
by Fabian Stephany & Jedrzej Duszynski
- 2601.03853 From No-Regret to Strategically Robust Learning in Repeated Auctions
by Junyao Zhao
- 2601.03799 Optimal execution on Uniswap v2/v3 under transient price impact
by Bastien Baude & Damien Challet & Ioane Muni Toke
- 2601.03794 An Algorithmic Framework for Systematic Literature Reviews: A Case Study for Financial Narratives
by Gabin Taibi & Joerg Osterrieder
- 2601.03750 Multivariate kernel regression in vector and product metric spaces
by Marcia Schafgans & Victoria Zinde-Walsh
- 2601.03598 Uncovering Sparse Financial Networks with Information Criteria
by Fu Ouyang & Thomas T. Yang & Wenying Yao
- 2601.03558 Artificial Intelligence and Skills: Evidence from Contrastive Learning in Online Job Vacancies
by Hangyu Chen & Yongming Sun & Yiming Yuan
- 2601.03547 Governance of Technological Transition: A Predator-Prey Analysis of AI Capital in China's Economy and Its Policy Implications
by Kunpeng Wang & Jiahui Hu
- 2601.03469 Content vs. Form: What Drives the Writing Score Gap Across Socioeconomic Backgrounds? A Generated Panel Approach
by Nadav Kunievsky & Pedro Pertusi
- 2601.03428 Minimax regret treatment rules with finite samples when a quantile is the object of interest
by Patrik Guggenberger & Nihal Mehta & Nikita Pavlov
- 2601.03215 Trading with market resistance and concave price impact
by Nathan De Carvalho & Youssef Ouazzani Chahdi & Gr'egoire Szymanski
- 2601.03175 Breaking the Dimensional Barrier: Dynamic Portfolio Choice with Parameter Uncertainty via Pontryagin Projection
by Jeonggyu Huh & Hyeng Keun Koo
- 2601.03146 Two-Step Regularized HARX to Measure Volatility Spillovers in Multi-Dimensional Systems
by Mindy L. Mallory
- 2601.03099 Time-Aware Synthetic Control
by Saeyoung Rho & Cyrus Illick & Samhitha Narasipura & Alberto Abadie & Daniel Hsu & Vishal Misra
- 2601.02964 Decision Rules in Choice Under Risk
by Avner Seror
- 2601.02878 Improving Financial Forecasting with a Synergistic LLM-Transformer Architecture: A Hybrid Approach to Stock Price Prediction
by Sayed Akif Hussain & Chen Qiu-shi & Syed Amer Hussain & Syed Atif Hussain & Asma Komal & Muhammad Imran Khalid
- 2601.02677 Uni-FinLLM: A Unified Multimodal Large Language Model with Modular Task Heads for Micro-Level Stock Prediction and Macro-Level Systemic Risk Assessment
by Gongao Zhang & Haijiang Zeng & Lu Jiang
- 2601.02554 AI-exposed jobs deteriorated before ChatGPT
by Morgan R. Frank & Alireza Javadian Sabet & Lisa Simon & Sarah H. Bana & Renzhe Yu
- 2601.02405 Modeling Policy and Resource Dynamics in the Construction Sector of Developing Countries: A System Dynamics Approach Using Sudan as a Case Study
by Malik Dongla & Mohamed Khalafalla
- 2601.02310 Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay
by Ahmad Makinde
- 2601.02276 Forward Performance Processes under Multiple Default Risks
by Wing Fung Chong & Roxana Dumitrescu & Gechun Liang & Kenneth Tsz Hin Ng
- 2601.02243 Optimal Scheduling of Electricity and Water in Renewable-Colocated Desalination Plants
by Ahmed S. Alahmed & Audun Botterud & Saurabh Amin & Ali T. Al-Awami
- 2601.02190 Fare-Free Bus Service and CO2 Reductions: Evidence from a Natural Experiment
by Anna Alberini & Javier Bas & Cinzia Cirillo
- 2601.02069 Reinforcement Learning Based Computationally Efficient Conditional Choice Simulation Estimation of Dynamic Discrete Choice Models
by Ahmed Khwaja & Sonal Srivastava
- 2601.02039 The economics of sportscast revenue sharing
by Gustavo Berganti~nos & Juan D. Moreno-Ternero
- 2601.01996 Oscillatory evolutionarily stable state and limit cycle in replicator dynamics
by Suman Chakraborty & Vikash Kumar Dubey & Vaibhav Madhok & Sagar Chakraborty
- 2601.01871 On lead-lag estimation of non-synchronously observed point processes
by Takaaki Shiotani & Takaki Hayashi & Yuta Koike
- 2601.01783 Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
by Haibo Wang & Jun Huang & Lutfu S Sua & Jaime Ortiz & Jinshyang Roan & Bahram Alidaee
- 2601.01709 Reinforcement Learning for Option Hedging: Static Implied-Volatility Fit versus Shortfall-Aware Performance
by Ziheng Chen & Minxuan Hu & Jiayu Yi & Wenxi Sun
- 2601.01642 Wasserstein Distributionally Robust Rare-Event Simulation
by Dohyun Ahn & Huiyi Chen & Lewen Zheng
- 2601.01622 When and Why State-Dependent Local Projections Work
by Valentin Winkler
- 2601.01607 Existence of Optimal Mechanisms for Selling Multiple Goods: An Elementary Proof
by Sergiu Hart & Noam Nisan
- 2601.01545 Mapping the Energetic Structure of Climate Transitions for Policy Relevant Regime Detection
by Ngueuleweu Tiwang Gildas
- 2601.01505 Chaos and Synchronization in Financial Leverages Dynamics: Modeling Systemic Risk with Coupled Unimodal Maps
by Marco Ioffredi & Stefano Marmi & Matteo Tanzi
- 2601.01471 Double Machine Learning of Continuous Treatment Effects with General Instrumental Variables
by Shuyuan Chen & Peng Zhang & Yifan Cui
- 2601.01421 A multi-self model of self-punishment
by Angelo Enrico Petralia
- 2601.01370 Strategic Expression, Popularity Traps, and Welfare in Social Media
by Zafer Kanik & Zaruhi Hakobyan
- 2601.01334 Agreement with reservation of judgment under risk
by Leo Kurata & Kensei Nakamura
- 2601.01279 LLM Collusion
by Shengyu Cao & Ming Hu
- 2601.01269 Critical volatility threshold for log-normal to power-law transition
by Valerii Kremnev
- 2601.01250 European Options in Market Models with Multiple Defaults: the BSDE approach
by Miryana Grigorova & James Wheeldon
- 2601.01216 Order-Constrained Spectral Causality in Multivariate Time Series
by Alejandro Rodriguez Dominguez
- 2601.01189 Central limit theorem for a partially observed interacting system of Hawkes processes I: subcritical case
by Chenguang Liu & Liping Xu & An Zhang
- 2601.01149 Optimizing Patient Placement in Normal Care Units: An Instrumental Causal Forest Approach Minimizing Mortality
by Johannes Cordier
- 2601.01142 A dynamic factor semiparametric model for VaR and expected shortfall driven by realized measures
by Sicheng Fu
- 2601.01077 Distribution-Matching Posterior Inference for Incomplete Structural Models
by Takashi Kano
- 2601.00914 Sticky Homelessness (Working Paper)
by Richard Yun
- 2601.00776 TWICE: Tree-based Wage Inference with Clustering and Estimation
by Aslan Bakirov & Francesco Del Prato & Paolo Zacchia
- 2601.00770 LLM Agents for Combinatorial Efficient Frontiers: Investment Portfolio Optimization
by Simon Paquette-Greenbaum & Jiangbo Yu
- 2601.00739 Continuous time asymptotic representations for adaptive experiments
by Karun Adusumilli
- 2601.00738 Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
by Aleksei Adadurov & Sergey Barseghyan & Anton Chtepine & Antero Eloranta & Andrei Sebyakin & Arsenii Valitov
- 2601.00653 Separating the Wheat from the Chaff
by Johannes Horner & Paula Onuchic
- 2601.00603 Difference-in-Differences using Double Negative Controls and Graph Neural Networks for Unmeasured Network Confounding
by Zihan Zhang & Lianyan Fu & Dehui Wang
- 2601.00593 Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning
by Yan Liu & Ye Luo & Zigan Wang & Xiaowei Zhang
- 2601.00568 Capital allocation and tail central moments for the multivariate normal mean-variance mixture distribution
by Enrique Calder'in-Ojeda & Yuyu Chen & Soon Wei Tan
- 2601.00498 The Dial-a-Ride Problem with Synchronized Visits
by Boshuai Zhao & Jakob Puchinger & Roel Leus
- 2601.00478 Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction
by Zongxiao Wu & Ran Liu & Jiang Dai & Dan Luo
- 2601.00408 Effect of Informational Interventions on EV Adoption Intention: Evidence from a Tier II City in India
by Pranshu Raghuvanshi & Anjula Gurtoo
- 2601.00395 Core-Periphery Dynamics in Market-Conditioned Financial Networks: A Conditional P-Threshold Mutual Information Approach
by Kundan Mukhia & Imran Ansari & S R Luwang & Md Nurujjaman
- 2601.00293 Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach
by Pengpeng Li & Shi-Dong Liang
- 2601.00281 A Global Optimal Theory of Portfolio beyond R-$\sigma$ Model
by Yifan Liu & Shi-Dong Liang
- 2601.00279 What Is a Causal Effect When Firms Interact? Counterfactuals and Interdependence
by Mariluz Mate
2025
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