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
2025
- 2508.11619 Approximate Factor Model with S-vine Copula Structure
by Jialing Han & Yu-Ning Li
- 2508.11556 Binary choice logit models with general fixed effects for panel and network data
by Kevin Dano & Bo E. Honor'e & Martin Weidner
- 2508.11395 Banking 2.0: The Stablecoin Banking Revolution -- How Digital Assets Are Reshaping Global Finance
by Kevin McNamara & Rhea Pritham Marpu
- 2508.11372 Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
by Arkadiusz Lipiecki & Kaja Bilinska & Nicolaos Kourentzes & Rafal Weron
- 2508.11358 Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration
by Degui Li & Yayi Yan & Qiwei Yao
- 2508.11152 AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions
by Tianjiao Zhao & Jingrao Lyu & Stokes Jones & Harrison Garber & Stefano Pasquali & Dhagash Mehta
- 2508.11151 The core in the housing market model with fractional endowments
by Jingsheng Yu & Jun Zhang
- 2508.11033 Note on Selection Bias in Observational Estimates of Algorithmic Progress
by Parker Whitfill
- 2508.10951 Heterogeneity in Women's Nighttime Ride-Hailing Intention: Evidence from an LC-ICLV Model Analysis
by Ke Wang & Dongmin Yao & Xin Ye & Mingyang Pei
- 2508.10778 Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach
by Bruno E. Holtz & Ricardo S. Ehlers & Adriano K. Suzuki & Francisco Louzada
- 2508.10776 Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach
by Juchan Kim & Inwoo Tae & Yongjae Lee
- 2508.10724 Two-Instrument Screening under Soft Budget Constraints
by Xinli Guo
- 2508.10682 On data-driven robust distortion risk measures for non-negative risks with partial information
by Xiangyu Han & Yijun Hu & Ran Wang & Linxiao Wei
- 2508.10663 Higher-order Gini indices: An axiomatic approach
by Xia Han & Ruodu Wang & Qinyu Wu
- 2508.10585 Racial bias, colorism, and overcorrection
by Kenneth Colombe & Alex Krumer & Rosa Lavelle-Hill & Tim Pawlowski
- 2508.10577 On the implications of proportional hazards assumptions for competing risks modelling
by Simon M. S. Lo & Ralf A. Wilke & Takeshi Emura
- 2508.10302 Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T
by Xun Lu & Liangjun Su
- 2508.10300 Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach
by Kunal Menda & Raphael S Benarrosh
- 2508.10273 A 4% withdrawal rate for retirement spending, derived from a discrete-time model of stochastic returns on assets
by Drew M. Thomas
- 2508.10208 CATNet: A geometric deep learning approach for CAT bond spread prediction in the primary market
by Dixon Domfeh & Saeid Safarveisi
- 2508.10192 Prompt-Response Semantic Divergence Metrics for Faithfulness Hallucination and Misalignment Detection in Large Language Models
by Igor Halperin
- 2508.10170 Expert Incentives under Partially Contractible States
by Zizhe Xia
- 2508.10138 Uniqueness and Existence of Linear Equilibrium with a Constrained Trader
by Heeyoung Kwon & Jin Hyuk Choi
- 2508.09935 Language of Persuasion and Misrepresentation in Business Communication: A Textual Detection Approach
by Sayem Hossen & Monalisa Moon Joti & Md. Golam Rashed
- 2508.09885 Machine Learning for Detecting Collusion and Capacity Withholding in Wholesale Electricity Markets
by Jeremy Proz & Martin Huber
- 2508.09863 Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets
by Igor Halperin & Andrey Itkin
- 2508.09798 A Characterization Framework for Stable Sets and Their Variants
by Athanasios Andrikopoulos & Nikolaos Sampanis
- 2508.09634 Artificial Intelligence, Domain AI Readiness, and Firm Productivity
by Sipeng Zeng & Xiaoning Wang & Tianshu Sun
- 2508.09615 The asymmetrical Acquisition of information about the range of asset value in market
by Jianhao Su & Yanliang Zhang
- 2508.09513 The Market Effects of Algorithms
by Lindsey Raymond
- 2508.09492 Influence and Connectivity in Networks: A Generating Function Approach
by Yang Sun & Wei Zhao & Junjie Zhou
- 2508.09464 Sequential Non-Bayesian Persuasion
by Yaron Azrieli & Rachana Das
- 2508.09429 Optimal Control of Reserve Asset Portfolios for Pegged Digital Currencies
by Alexander Hammerl & Georg Beyschlag
- 2508.09340 Collective dynamics of strategic classification
by Marta C. Couto & Flavia Barsotti & Fernando P. Santos
- 2508.09290 Swap Bounded Envy
by Federico Echenique & Sumit Goel & SangMok Lee
- 2508.09278 Approximate Sparsity Class and Minimax Estimation
by Lucas Z. Zhang
- 2508.09243 Forecasting Binary Economic Events in Modern Mercantilism: Traditional methodologies coupled with PCA and K-means Quantitative Analysis of Qualitative Sentimental Data
by Sebastian Kot
- 2508.09079 The shape of economics before and after the financial crisis
by Alberto Baccini & Lucio Barabesi & Carlo Debernardi
- 2508.09046 Real Preferences Under Arbitrary Norms
by Joshua Zeitlin & Corinna Coupette
- 2508.09040 Bias correction for Chatterjee's graph-based correlation coefficient
by Mona Azadkia & Leihao Chen & Fang Han
- 2508.09004 Dividing a cake for the irrationally entitled
by Florian Brandl & Andrew Mackenzie
- 2508.08980 Existence of Richter-Peleg Representation for General Preferences
by Leandro Gorno & Paulo Klinger Monteiro
- 2508.08914 The impact of the European Union's enlargement with the Western Balkans and the Association Trio on the power of member states in the Council
by T'imea Kov'acs & D'ora Gr'eta Petr'oczy & G'abor P'asztor
- 2508.08810 Not in My Backyard! Temporal Voting Over Public Chores
by Edith Elkind & Tzeh Yuan Neoh & Nicholas Teh
- 2508.08797 Executive Accountability Systems and the Environmental Violations of State-Owned Enterprises in China
by Lihua Liu & Yi Chen & Mingli Xu
- 2508.08773 Multifactor Quadratic Hobson and Rogers models
by Paolo Foschi
- 2508.08723 Toward better understanding of energy in economics: Improvements to the Garrett thermodynamic economic model yield a robust system
by Brian P. Hanley
- 2508.08698 DiffVolume: Diffusion Models for Volume Generation in Limit Order Books
by Zhuohan Wang & Carmine Ventre
- 2508.08693 Bailouts by Representation: A Minimal TLC Theory with Weighted Consent
by Xinli Guo
- 2508.08398 The economic, social & Environmental impact of Electric Vehicle (EV) adaptation on Bangladeshi Society
by Abdullah Al Noman & Hasibul Hassan Siam
- 2508.08325 Algorithmic Collusion of Pricing and Advertising on E-commerce Platforms
by Hangcheng Zhao & Ron Berman
- 2508.08301 Coordinating cooperation in stag-hunt game: Emergence of evolutionarily stable procedural rationality
by Joy Das Bairagya & Sagar Chakraborty
- 2508.08209 Amazon Ads Multi-Touch Attribution
by Randall Lewis & Florian Zettelmeyer & Brett R. Gordon & Cristobal Garib & Johannes Hermle & Mike Perry & Henrique Romero & German Schnaidt
- 2508.08184 Remote Work and Women's Labor Supply: The New Gender Division at Home
by Isabella Di Filippo & Bruno Escobar & Juan Facal
- 2508.08166 Relative Income and Gender Norms: Evidence from Latin America
by Ercio Mu~noz & Dario Sansone & Jo~ao Tampellini
- 2508.08152 Optimal Fees for Liquidity Provision in Automated Market Makers
by Steven Campbell & Philippe Bergault & Jason Milionis & Marcel Nutz
- 2508.08148 Unwitting Markowitz' Simplification of Portfolio Random Returns
by Victor Olkhov
- 2508.08130 Optimal Dividend, Reinsurance, and Capital Injection Strategies for an Insurer with Two Collaborating Business Lines
by Tim J. Boonen & Engel John C. Dela Vega & Bin Zou
- 2508.08055 Anonymous voting in a heterogeneous society
by Yaron Azrieli & Ritesh Jain & Semin Kim
- 2508.07974 What is required for a post-growth model?
by Rob Van Eynde & Kevin J. Dillman & Jefim Vogel & Daniel W. O'Neill
- 2508.07867 Regularity of Solutions of Mean-Field $G$-SDEs
by Karl-Wilhelm Georg Bollweg & Thilo Meyer-Brandis
- 2508.07808 Treatment-Effect Estimation in Complex Designs under a Parallel-trends Assumption
by Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille
- 2508.07774 Modelling Prepayment and Default under Changing Credit Market Conditions for a Net Present Value Analysis
by Quirini Lorenzo & Vannucci Luigi & Quirini Giovanni
- 2508.07588 Procedural Mixture Sets
by Hendrik Rommeswinkel
- 2508.07408 Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading
by Yueyi Wang & Qiyao Wei
- 2508.07384 Conceptual winsorizing: An application to the social cost of carbon
by Richard S. J. Tol
- 2508.07235 On the Application of Laplace Transform to the Ruin Problem with Random Insurance Payments and Investments in a Risky Asset
by Viktor Antipov
- 2508.07192 Deformation of semi-circle law for the correlated time series and Phase transition
by Masato Hisakado & Takuya Kaneko
- 2508.07151 American Option Pricing Under Time-Varying Rough Volatility: A Signature-Based Hybrid Framework
by Roshan Shah
- 2508.07147 Maximizing Social Welfare with Side Payments
by Ivan Geffner & Caspar Oesterheld & Vincent Conitzer
- 2508.07108 Free Lunches with Vanishing Risks Most Likely Exist
by Eckhard Platen & Kevin Fergusson
- 2508.07082 The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel
by Jonathan Benchimol & Inon Gamrasni & Michael Kahn & Sigal Ribon & Yossi Saadon & Noam Ben-Ze'ev & Asaf Segal & Yitzchak Shizgal
- 2508.07068 Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
by Hardhik Mohanty & Giovanni Zaarour & Bhaskar Krishnamachari
- 2508.06914 Prediction of high-frequency futures return directions based on the mean uncertainty classification methods: An application in China's future market
by Ying Peng & Yifan Zhang & Xin Wang
- 2508.06828 Global Supply Chain Reallocation and Shift under Triple Crises: A U.S.-China Perspective
by Wei Luo & Siyuan Kang & Qian Di
- 2508.06824 The impact of brand equity on vertical integration in franchise systems
by Mohammad Kayed & Manish Kacker & Ruhai Wu & Farhad Sadeh
- 2508.06788 Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects
by Makoto Takahashi
- 2508.06662 Fiscal Spillovers through Informal Financial Channels
by Austin Kennedy
- 2508.06594 Stochastic Boundaries in Spatial General Equilibrium: A Diffusion-Based Approach to Causal Inference with Spillover Effects
by Tatsuru Kikuchi
- 2508.06562 Algorithmic Delegated Choice: An Annotated Reading List
by Mohammad T. Hajiaghayi & Suho Shin
- 2508.06509 Reducing Cartel Violence: The Mexican Dilemma Between Social and Security Spending
by Rafael Prieto-Curiel & Dieter Grass & Stefan Wrzaczek & Gian Maria Campedelli & Gernot Tragler & Gustav Feichtinger
- 2508.06500 Negative redispatch power for green hydrogen production: Game changer or lame duck? A German perspective
by Jonathan Brandt & Astrid Bensmann & Richard Hanke-Rauschenbach
- 2508.06497 Forecasting Commodity Price Shocks Using Temporal and Semantic Fusion of Prices Signals and Agentic Generative AI Extracted Economic News
by Mohammed-Khalil Ghali & Cecil Pang & Oscar Molina & Carlos Gershenson-Garcia & Daehan Won
- 2508.06469 A Geometric Analysis of Gains from Trade
by Jason Hartline & Kangning Wang
- 2508.06425 Strategy Method Effects in Centipede Games: An Optimal Design Approach
by Shiang-Hung Hu & Po-Hsuan Lin & Thomas R. Palfrey & Joseph Tao-yi Wang & Yu-Hsiang Wang
- 2508.06162 To Each Their Own: Heterogeneity in Worker Preferences for Peer Information
by Zhi Hao Lim
- 2508.06132 Waiting for Trade in Markets with Aggregate Uncertainty
by Justus Preusser
- 2508.06010 A Time Series Model for Three Asset Classes used in Financial Simulator
by Andrey Sarantsev & Angel Piotrowski & Ian Anderson
- 2508.05939 Inattention to States and Characteristics
by Chris Engh
- 2508.05541 Disappointment Aversion and Expectiles
by Fabio Bellini & Fabio Maccheroni & Tiantian Mao & Ruodu Wang & Qinyu Wu
- 2508.05491 Deconstructing the Crystal Ball: From Ad-Hoc Prediction to Principled Startup Evaluation with the SAISE Framework
by Seyed Mohammad Ali Jafari & Ali Mobini Dehkordi & Ehsan Chitsaz & Yadollah Yaghoobzadeh
- 2508.05449 Causal Mediation in Natural Experiments
by Senan Hogan-Hennessy
- 2508.05340 Pairwise efficiency and monotonicity imply Pareto efficiency in (probabilistic) object allocation
by Tom Demeulemeester & Bettina Klaus
- 2508.05241 Periodic evaluation of defined-contribution pension fund: A dynamic risk measure approach
by Wanting He & Wenyuan Li & Yunran Wei
- 2508.05022 Dependent Default Modeling through Multivariate Generalized Cox Processes
by Djibril Gueye & Alejandra Quintos
- 2508.04970 Finding Core Balanced Modules in Statistically Validated Stock Networks
by Huan Qing & Xiaofei Xu
- 2508.04897 Weak Identification in Peer Effects Estimation
by William W. Wang & Ali Jadbabaie
- 2508.04858 Assessing Dynamic Connectedness in Global Supply Chain Infrastructure Portfolios: The Impact of Risk Factors and Extreme Events
by Haibo Wang
- 2508.04830 Federal Reserve Communication and the COVID-19 Pandemic
by Jonathan Benchimol & Sophia Kazinnik & Yossi Saadon
- 2508.04752 On the Foundations of Dynamic Games and Probability: Decision Making in Stochastic Extensive Form
by E. Emanuel Rapsch
- 2508.04707 From Rattle to Roar: Optimizer Showdown for MambaStock on S&P 500
by Alena Chan & Maria Garmonina
- 2508.04671 Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks
by Kundan Mukhia & SR Luwang & Md. Nurujjaman & Tanujit Chakraborty & Suman Saha & Chittaranjan Hens
- 2508.04668 Inequality in the Age of Pseudonymity
by Aviv Yaish & Nir Chemaya & Lin William Cong & Dahlia Malkhi
- 2508.04456 Screening with damages and ordeals
by Filip Tokarski
- 2508.04371 Testing Spillovers in Resource Conservation: Evidence from a Natural Field Experiment
by Lorenz Goette & Zhi Hao Lim
- 2508.04344 Performative Market Making
by Charalampos Kleitsikas & Stefanos Leonardos & Carmine Ventre
- 2508.04302 EEA Professional Climate Survey Report
by Sang Yoon & Lee & Massimo Morelli & Marvin Pappalettera & Dario Sansone & Sulin Sardoschau
- 2508.04259 High-Dimensional Matrix-Variate Diffusion Index Models for Time Series Forecasting
by Zhiren Ma & Qian Zhao & Riquan Zhang & Zhaoxing Gao
- 2508.04134 Uncharted Waters: Selling a New Product Robustly
by Kun Zhang
- 2508.04003 The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering
by Bruce Mizrach & Nathaniel Yoshida
- 2508.03910 Comparing Normalization Methods for Portfolio Optimization with Reinforcement Learning
by Caio de Souza Barbosa Costa & Anna Helena Reali Costa
- 2508.03878 The Regression Discontinuity Design in Medical Science
by Matias D. Cattaneo & Rocio Titiunik
- 2508.03855 Exports, Labor Markets, and the Environment: Evidence from Brazil
by Carlos G'oes & Otavio Conceic{c}~ao & Gabriel Lara Ibarra & Gladys Lopez-Acevedo
- 2508.03790 Asymptotic universal moment matching properties of normal distributions
by Xuan Liu
- 2508.03787 Quantifying the Economic Impact of 2025 ICE Raids on California's Agricultural Industry: A Case Study of Oxnard
by Xinyu Li
- 2508.03757 AI Investment and Firm Productivity: How Executive Demographics Drive Technology Adoption and Performance in Japanese Enterprises
by Tatsuru Kikuchi
- 2508.03708 TaxSolver: A methodology to design optimal income tax reform
by Mark Verhagen & Menno Schellekens & Michael Garstka
- 2508.03704 Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy
by Biswarup Chakraborty
- 2508.03540 An Evolutionary Analysis of Narrative Selection
by Federico Innocenti & Roberto Rozzi
- 2508.03474 Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets
by Oriol Saguillo & Vahid Ghafouri & Lucianna Kiffer & Guillermo Suarez-Tangil
- 2508.03230 To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies
by Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham
- 2508.03217 Measuring DEX Efficiency and The Effect of an Enhanced Routing Method on Both DEX Efficiency and Stakeholders' Benefits
by Yu Zhang & Claudio J. Tessone
- 2508.02971 Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
by Srisht Fateh Singh & Reina Ke Xin Li & Samuel Gaskin & Yuntao Wu & Jeffrey Klinck & Panagiotis Michalopoulos & Zissis Poulos & Andreas Veneris
- 2508.02966 Measuring Human Leadership Skills with Artificially Intelligent Agents
by Ben Weidmann & Yixian Xu & David J. Deming
- 2508.02949 Ukrainian-style oligarchic economies: how concentrated power undermines value added in production chains
by Jakub Karnowski & Przemys{l}aw Szufel
- 2508.02773 Web3 x AI Agents: Landscape, Integrations, and Foundational Challenges
by Yiming Shen & Jiashuo Zhang & Zhenzhe Shao & Wenxuan Luo & Yanlin Wang & Ting Chen & Zibin Zheng & Jiachi Chen
- 2508.02759 Hedging with memory: shallow and deep learning with signatures
by Eduardo Abi Jaber & Louis-Amand G'erard
- 2508.02758 CTBench: Cryptocurrency Time Series Generation Benchmark
by Yihao Ang & Qiang Wang & Qiang Huang & Yifan Bao & Xinyu Xi & Anthony K. H. Tung & Chen Jin & Zhiyong Huang
- 2508.02739 Kronos: A Foundation Model for the Language of Financial Markets
by Yu Shi & Zongliang Fu & Shuo Chen & Bohan Zhao & Wei Xu & Changshui Zhang & Jian Li
- 2508.02738 CreditARF: A Framework for Corporate Credit Rating with Annual Report and Financial Feature Integration
by Yumeng Shi & Zhongliang Yang & DiYang Lu & Yisi Wang & Yiting Zhou & Linna Zhou
- 2508.02702 Evaluating Transfer Learning Methods on Real-World Data Streams: A Case Study in Financial Fraud Detection
by Ricardo Ribeiro Pereira & Jacopo Bono & Hugo Ferreira & Pedro Ribeiro & Carlos Soares & Pedro Bizarro
- 2508.02691 Statistical modeling of SOFR term structure
by Teemu Pennanen & Waleed Taoum
- 2508.02686 Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting
by Diego Vallarino
- 2508.02685 Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance
by Chi-Sheng Chen & Aidan Hung-Wen Tsai
- 2508.02684 Strategic competition in informal risk sharing mechanism versus collective index insurance
by Lichen Wang & Shijia Hua & Yuyuan Liu & Zhengyuan Lu & Liang Zhang & Linjie Liu & Attila Szolnoki
- 2508.02658 Structural Extrapolation in Regression Discontinuity Designs with an Application to School Expenditure Referenda
by Austin Feng & Francesco Ruggieri
- 2508.02630 What Is Your AI Agent Buying? Evaluation, Implications and Emerging Questions for Agentic E-Commerce
by Amine Allouah & Omar Besbes & Josu'e D Figueroa & Yash Kanoria & Akshit Kumar
- 2508.02561 Criminal Property Rights Suppress Violence in Urban Drug Markets: Theory and Evidence from Merseyside, U.K
by Paolo Campana. Andrea Giovannetti & Paolo Pin & Roberto Rozzi
- 2508.02403 SoK: Stablecoins for Digital Transformation -- Design, Metrics, and Application with Real World Asset Tokenization as a Case Study
by Luyao Zhang
- 2508.02366 Language Model Guided Reinforcement Learning in Quantitative Trading
by Adam Darmanin & Vince Vella
- 2508.02356 Neural Network-Based Algorithmic Trading Systems: Multi-Timeframe Analysis and High-Frequency Execution in Cryptocurrency Markets
by Wv{e}i Zh=ang
- 2508.02310 Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists
by Arne Henningsen & Guy Low & David Wuepper & Tobias Dalhaus & Hugo Storm & Dagim Belay & Stefan Hirsch
- 2508.02283 An Enhanced Focal Loss Function to Mitigate Class Imbalance in Auto Insurance Fraud Detection with Explainable AI
by Francis Boabang & Samuel Asante Gyamerah
- 2508.02253 Interpretable Factors of Firm Characteristics
by Yuxiao Jiao & Guofu Zhou & Wu Zhu & Yingzi Zhu
- 2508.02252 FX-constrained growth: Fundamentalists, chartists and the dynamic trade-multiplier
by Marwil J. Davila-Fernandez & Serena Sordi
- 2508.02247 ByteGen: A Tokenizer-Free Generative Model for Orderbook Events in Byte Space
by Yang Li & Zhi Chen
- 2508.02171 Optimal Transfer Mechanism for Municipal Soft-Budget Constraints in Newfoundland
by Xinli Guo
- 2508.02119 The Role of Digital Payments in Driving Regional Economic Growth: A Panel Data Analysis with Structural Break
by Wishnu Badrawani & Citra Amanda & Novi Maryaningsih & Carla Sheila Wulandari
- 2508.02097 A difference-in-differences estimator by covariate balancing propensity score
by Junjie Li & Yukitoshi Matsushita
- 2508.02012 The Financial Connectome: A Brain-Inspired Framework for Modeling Latent Market Dynamics
by Yuda Bi & Vince D Calhoun
- 2508.01880 Time-Varying Factor-Augmented Models for Volatility Forecasting
by Duo Zhang & Jiayu Li & Junyi Mo & Elynn Chen
- 2508.01851 SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model
by Luyun Lin & Yiqing Wang
- 2508.01841 Achieving Irrational Correlated Equilibria without Mediator
by Shitong Wang
- 2508.01793 A Relaxation Approach to Synthetic Control
by Chengwang Liao & Zhentao Shi & Yapeng Zheng
- 2508.01738 Bayesian Smoothed Quantile Regression
by Bingqi Liu & Kangqiang Li & Tianxiao Pang
- 2508.01677 Anchoring-Based Causal Design (ABCD): Estimating the Effects of Beliefs
by Raanan Sulitzeanu-Kenan & Micha Mandel & Yosef Rinott
- 2508.01662 Persuasion in the Long Run: When history matters
by Hyeonggyun Ko
- 2508.01398 Long-term resilience of online battle over vaccines and beyond
by Lucia Illari & Nicholas J. Restrepo & Neil F. Johnson
- 2508.01360 Trade Policy and Structural Change
by Hayato Kato & Kensuke Suzuki & Motoaki Takahashi
- 2508.01323 Idempotent Equilibrium Analysis of Hybrid Workflow Allocation: A Mathematical Schema for Future Work
by Faruk Alpay & Bugra Kilictas & Taylan Alpay & Hamdi Alakkad
- 2508.01142 Generative AI-Driven Decision-Making for Disease Control and Pandemic Preparedness Model 4.0 in Rural Communities of Bangladesh: Management Informatics Approach
by Mohammad Saddam Hosen & MD Shahidul Islam Fakir & Shamal Chandra Hawlader & Farzana Rahman & Tasmim Karim & Muhammed Habil Uddin
- 2508.01138 Two Stochastic Control Methods for Mean-Variance Portfolio Selection of Jump Diffusions and Their Relationship
by Qiyue Zhang & Jingtao Shi
- 2508.00844 Exploring Agentic Artificial Intelligence Systems: Towards a Typological Framework
by Christopher Wissuchek & Patrick Zschech
- 2508.00717 Generative AI in Higher Education: Evidence from an Elite College
by Zara Contractor & Germ'an Reyes
- 2508.00658 Multi-Band Variable-Lag Granger Causality: A Unified Framework for Causal Time Series Inference across Frequencies
by Chakattrai Sookkongwaree & Tattep Lakmuang & Chainarong Amornbunchornvej
- 2508.00556 Systemic Trade Risk Suppresses Comparative Advantage in Rare Earth Dependent Industries
by Peter Klimek & Sophia Baum & Markus Gerschberger & Maximilian Hess
- 2508.00554 ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism
by Li Zhao & Rui Sun & Zuoyou Jiang & Bo Yang & Yuxiao Bai & Mengting Chen & Xinyang Wang & Jing Li & Zuo Bai
- 2508.00510 Assessing the Macroeconomic Impacts of Disasters: an Updated Multi-Regional Impact Assessment (MRIA) model
by Surender Raj Vanniya Perumal & Mark Thissen & Marleen de Ruiter & Elco E. Koks
- 2508.00485 A Frame for Communication Control
by Aernout Schmidt & Kunbei Zhang
- 2508.00363 Bayesian tit-for-tat fosters cooperation in evolutionary stochastic games
by Arunava Patra & Supratim Sengupta & Sagar Chakraborty
- 2508.00345 Concentration and Markups in International Trade
by Alviarez Vanessa & Fioretti Michele & Kikkawa Ken & Morlacco Monica
- 2508.00294 Formal Power Series Representations in Probability and Expected Utility Theory
by Arthur Paul Pedersen & Samuel Allen Alexander
- 2508.00263 Robust Econometrics for Growth-at-Risk
by Tobias Adrian & Yuya Sasaki & Yulong Wang
- 2508.00224 A Keynesian Intertemporal Synthesis (KIS) Model: Towards a unified and empirically grounded framework for fiscal policy
by Ricardo Alonzo Fern'andez Salguero
- 2508.00208 Channel Choice and Customer Value
by Shirsho Biswas & Hema Yoganarasimhan & Haonan Zhang
- 2508.00159 Model-Based Soft Maximization of Suitable Metrics of Long-Term Human Power
by Jobst Heitzig & Ram Potham
- 2508.00078 Evaluating COVID 19 Feature Contributions to Bitcoin Return Forecasting: Methodology Based on LightGBM and Genetic Optimization
by Imen Mahmoud & Andrei Velichko
- 2508.00019 A Tokenized Sovereign Debt Conversion Mechanism for Dynamic Public Debt Reduction
by Kiarash Firouzi
- 2507.23743 Relative Bias Under Imperfect Identification in Observational Causal Inference
by Melody Huang & Cory McCartan
- 2507.23646 Information geometry of L\'evy processes and financial models
by Jaehyung Choi
- 2507.23496 ESG Risk: Lessons Learned from Utility Theory
by Sebastian Geissel & Christoph Knochenhauer
- 2507.23414 Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
by Oday Masoudi & Farhad Shahbazi & Mohammad Sharifi
- 2507.23392 Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions
by Elisa Al`os & `Oscar Bur'es & Rafael de Santiago & Josep Vives
- 2507.23181 Will Compute Bottlenecks Prevent an Intelligence Explosion?
by Parker Whitfill & Cheryl Wu
- 2507.23138 Is Causality Necessary for Efficient Portfolios? A Computational Perspective on Predictive Validity and Model Misspecification
by Alejandro Rodriguez Dominguez
- 2507.22936 Evaluating Large Language Models (LLMs) in Financial NLP: A Comparative Study on Financial Report Analysis
by Md Talha Mohsin
- 2507.22932 FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification
by Baptiste Lefort & Eric Benhamou & Beatrice Guez & Jean-Jacques Ohana & Ethan Setrouk & Alban Etienne
- 2507.22908 A Privacy-Preserving Federated Framework with Hybrid Quantum-Enhanced Learning for Financial Fraud Detection
by Abhishek Sawaika & Swetang Krishna & Tushar Tomar & Durga Pritam Suggisetti & Aditi Lal & Tanmaya Shrivastav & Nouhaila Innan & Muhammad Shafique
- 2507.22869 Inference on Common Trends in a Cointegrated Nonlinear SVAR
by James A. Duffy & Xiyu Jiao
- 2507.22852 Robust Contract with Career Concerns
by Tan Gan & Hongcheng Li
- 2507.22775 Misspecified Bayesianism
by Pooya Molavi
- 2507.22748 How Exposed Are UK Jobs to Generative AI? Developing and Applying a Novel Task-Based Index
by Golo Henseke & Rhys Davies & Alan Felstead & Duncan Gallie & Francis Green & Ying Zhou
- 2507.22712 Order Book Filtration and Directional Signal Extraction at High Frequency
by Aditya Nittur Anantha & Shashi Jain & Prithwish Maiti
- 2507.22655 Robust Voting under Uncertainty
by Satoshi Nakada & Shmuel Nitzan & Takashi Ui
- 2507.22435 AI Agents and the Attention Lemons Problem in Two-Sided Ad Markets
by Md Mahadi Hasan
- 2507.22422 Generalized Optimal Transport
by Andrei Voronin
- 2507.22409 A Predictive Framework Integrating Multi-Scale Volatility Components and Time-Varying Quantile Spillovers: Evidence from the Cryptocurrency Market
by Sicheng Fu & Fangfang Zhu & Xiangdong Liu
- 2507.22312 Dimension Reduction for Conditional Density Estimation with Applications to High-Dimensional Causal Inference
by Jianhua Mei & Fu Ouyang & Thomas T. Yang