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Content
2026
- 2610.22839 Basis-Only Funding Is Not Dividend Fair: Settlement Design in Crypto Equity Perpetuals
by Donghwa Seo & Doohwi Cha & Seunghan Son & Juyeong Lee & Minsuk Sung & Minjae Lee
- 2610.22830 Bystander on the Fence: Sanctions in a Multipolar World
by Jan Morgan & Anchi Xia
- 2610.22745 Reading the News Without Hindsight: NoLBERT Topics and the Cross-Section of Stock Returns
by Kevin Foley & Jonathan Hartadi & Shivesh Prakash & Charishma Takkallapalli & Swapnil Vatsal
- 2610.22727 OrderFlowDiT: Transport-Regularized Diffusion Transformer for Probabilistic Limit-Order Supply Forecasting
by Jung Hun Phee & Tucker Balch
- 2610.22522 Agentic AI in Automated Markets
by Irene Aldridge & Lourenco Belleau-Bhowmik & James Chan & Josh Chang & Kelly Deng & Pranav Dhingra & Xinda Ding & Haodong Fang & Satya Hanumanchi & Carter He & Shuang He & Yadong Hou & Vallab Karanam & Rithvik Kasarla & Tishya Khanna & Jihyun Kim & Sarah Konety & Abhinav Kotta & Anderson Lo & Jake Luther & Omar Mian & Ishan Patwardhan & Matteo Perona & Chenyue Qi & Shashank Ramachandran & Shubham Rateria & Jake Swain & David Thai & Michael Twersky & Susan Wu & Dean Xu & Helenna Yin & Jiachun Zheng
- 2610.22144 Extending the Oracle Approximating Shrinkage to General Distributions
by Michael J. Lewis
- 2610.22043 Momentum, Commentary Tone, and Earnings Surprise in LLM Financial Forecasts
by Alina Khaybullina
- 2610.22038 Partial Localization and Multifractality in Heterogeneous Population Growth with Resetting
by Maximilien Bernard & Giuseppe Del Vecchio Del Vecchio & Jean-Philippe Bouchaud & Pierre Le Doussal
- 2610.22032 Designing Experiments for External Decision Makers
by Sahel Iqbal & Tom Rainforth
- 2610.21867 Algorithmic Collusion Without Deterrence: Auditing the Punishment Mechanism in Q-Learning Pricing Agents
by Kaue Lopes de Moraes & Rodrigo De-Losso
- 2610.21846 Where Backtests and Live Trading Part Ways: Six Defects from One Intraday System
by Alex Vidovich & Zivana Zerjal
- 2610.21841 Feeling the generalised rough SABR boundary
by Masaaki Fukasawa & Antoine Jacquier & Mugad Oumgari
- 2610.21756 Locally Robust Inference with Outcomes Predicted by Machine Learning
by Juan Carlos Escanciano & Alejandro Puerta-Cuartas
- 2610.21711 How language model agents reshape price competition
by Martin Bichler & Philip Hierhager & Kassian Kock & Fabian Pieroth
- 2610.21659 When Does "Post-Call" Begin? An Availability Contract for Earnings-Call NLP Benchmarks
by Xiaoyu Ma & Kelvin J. L. Koa & Yuncong Liu & Ke-Wei Huang
- 2610.21540 Pricing the Unprovable: Ambiguity, Turnstile Runs, and the Verifiability Discount in Crypto Protocols
by Doohwi Cha & Hanhee Kim & Hyeonjun Yeo & Minsuk Sung & Minjae Lee & Seunghan Son & Donghwa Seo & Juyeong Lee
- 2610.21510 How Much Screening Buys a Second? Speed, Selection, and the Maker's Spread
by Aleksei Adadurov & Eduard Airapetian & Anton Chtepine & Antero Eloranta & Boris Pletenev & Andrei Sebyakin & Arsenii Valitov
- 2610.21491 NEST: Stale-Robust Tokenized-Stock Measurement for a Crypto-Treasury LETF Stack
by Doohwi Cha & Minsuk Sung & Minjae Lee & Hyeonjun Yeo & Hanhee Kim & Seunghan Son & Donghwa Seo & Juyeong Lee
- 2610.21447 Long-Horizon Investment with Delayed Information in a Mean-Reverting Market
by Yan Dolinsky
- 2610.21442 Fundamental Theorem of Discrete Asset Pricing
by Masaaki Fukasawa
- 2610.21296 On the fairness of single round-robin tournaments: Evidence from European football
by L'aszl'o Csat'o & Di'ana Ivett FH{u}r'esz & Zsolt Havran
- 2610.21196 The end-of-month option in futures contracts and the Gittins index of holding the underlying
by Erhan Bayraktar
- 2610.21145 Pricing American Commodity Options Under the Schwartz Two-Factor Model Using the Alternating Direction Explicit (ADE) Method
by Sanjith Prabhu & Daniel J. Duffy
- 2610.21111 A unified decision model for Bayesian ambiguity and non-affine statistics
by Zachary Van Oosten & Ruodu Wang
- 2610.21081 StochLOB: Heavy-Tailed Score Matching for Robust Limit Order Book Trend Prediction
by Arshia Abolghasemi & Seyed Reza Tavakoli & Parsa Naderi & Nazanin Mirzaei & Behrad Jahani & Saba Yousefzadeh & Tahereh Javaheri & Mohammad Hosein Rohban & Gholamali Aminian & Ali Habibnia
- 2610.21057 Loss-versus-rebalancing with external proportional transaction costs
by Masaaki Fukasawa
- 2610.21019 Testing Tail-Index Homogeneity via Exceedance-Covariate Independence
by Thomas T. Yang
- 2610.20920 $q_x$-Bass Martingales: Optimality, Existence and Convergence
by Antonio Marini
- 2610.20441 Revealing Structured Heterogeneity
by Christopher Turansick
- 2610.20366 Regime Detection in Latent Factor Models -- A Bayesian Decision-Theoretic Approach
by Karl Kristian Engelund
- 2610.20125 Auction-based allocation of routes in capacity-constrained networks
by Gergely Cs'aji & D'avid Csercsik
- 2610.20037 Data-Driven Dynamic Portfolio Selection with Vine Copula Simulation and Reinforcement Learning
by Gabriel M. J. Gelissen & Fengyi Yuan
- 2610.20000 Interior smoothness and zero-variance geometry for finite-maturity Heston American puts
by Junkee Jeon & Takwon Kim & Jehan Oh
- 2610.19720 Which Text Matters: Handling Model Uncertainty in Text-as-Data Regressions, with an Application to Central Bank Communication
by Martin Feldkircher & Bernd Prostmaier & Paul Hofmarcher & Pierre Siklos
- 2610.19516 Building a Sovereign Benchmark The Limits of Private Coordination
by Feng Dong & Fan Wu
- 2610.19512 Rewarding Noise: Incentives in Decentralized A/B Testing
by Ryan Kessler
- 2610.19496 Who Keeps a Bubble Alive? Skin in the Game and the Survival of Rational Bubbles
by Feng Dong & Siqing Wang & Fan Wu
- 2610.19428 Common Signals, Spurious Cross-Excitation, and Identification in Multivariate Hawkes Processes
by Jiwon Jung & Kiseop Lee
- 2610.19254 Beyond Time Induction: Structured Conditional Neural Solvers for Parametric Stochastic-Volatility Pricing
by Jose Miguel Lara Rangel & Mixtli Vazquez Mendoza
- 2610.19075 Randomization Inference for Dynamic Causal Effects in Short Panels with Autoregressive Instruments
by Pedro Picchetti
- 2610.19045 Long Term Pediatric Vaccine Tender Scheduling with Quantity Discounts
by Nicholas Uhorchak & Ruben Proano & Sandra Eksioglu & Burak Eksioglu
- 2610.18921 Creative destruction: Human-AI competition in an experimental market
by John Conlon & Peter Schwardmann
- 2610.18823 The Missile and the Toll: Two-Way Flow Through the Strait of Hormuz
by Bernhard K Meister
- 2610.18812 The Geography of (Concurrent) Block Proposing
by Ciamac C. Moallemi & Mallesh M. Pai & Dan Robinson & Christoph Schlegel
- 2610.18795 Discrete-Time Survival Modelling with Dynamic Industrial Graphs for Mortgage Credit Risk
by Shiqi Fang
- 2610.18706 A GLE-LSV model with state-dependent leverage and colored noise
by Andrey Itkin
- 2610.18625 Falsification-proof non-market allocation mechanisms
by Eduardo Perez-Richet & Vasiliki Skreta
- 2610.18581 More Goods Means More Commitment
by Mark Whitmeyer
- 2610.18435 How Well Do LLMs Perform in Peer Review? Evidence from Finance and Accounting
by Hai Lu & Yichen Luo & Luping Yu
- 2610.18387 Risk Measures for the Climate Transition Age: Why Symmetric Risk Budgets are unlikely to mitigate two-dimensionally asymmetric Climate Change risks
by Lars Dijkstra & Andreas G. F. Hoepner & Fabiola I. Schneider & Agnieszka S{l}omka-Go{l}k{e}biowska
- 2610.18332 Portfolio Decarbonization under Incomplete Carbon and Transition Information
by Olivier F'eron & Ruben Haalebos
- 2610.17915 On integrability of local utility maximizing strategies
by Alev{s} v{C}ern'{y} & Johannes Ruf
- 2610.17732 Structured SDEs for Realized GARCH: Continuous-Time Volatility Modelling and Component-Level Analysis
by Hongyu Yao & Zhengyang Chi & Junbin Gao
- 2610.17681 E-Backtesting Expected Shortfall without Value-at-Risk Forecasts under Time-series Models
by Ruodu Wang & Jingcheng Yu
- 2610.17674 AI Information Synthesis and Content Polarization
by Chang Liu & Yuting Zhu
- 2610.17481 Designing Independent Variation: A Guided Iteration Methodology for Price Experiments in Short, Correlated Panels
by Pedro Cadahia
- 2610.17460 Continuity of stable marriage correspondences
by Will Sandholtz & Andrew Tai
- 2610.17450 Unit-Demand Pricing for Min-Buying Customers
by Titing Cui & Michael Hamilton & Jourdain Lamperski & Kasra Tari
- 2610.17304 Dirichlet sub-mixtures: A new reading of multiplicative background risk models with Pareto margins
by Nawaf Mohammed & Edward Furman
- 2610.17231 The Buffett Effect
by Pawel Robert Smolinski & Siddharth Saridevi
- 2610.17104 Dynamic Panel Multinomial Logit Models
by Kevin Dano & Bo E. Honor'e & Martin Weidner
- 2610.16863 Better together? A performance theory of human-machine skill policies under generalization difficulty
by Riccardo Zanardelli
- 2610.16800 4Cast Lab: Open-Source App for Machine Learning & Statistical Analysis
by Periklis Gogas
- 2610.16754 Pseudo-Panel Event Studies: Econometric Foundations for Credible Applications
by Dongwoo Kim
- 2610.16732 GROMM: Generative Risk-neutral Option Market Models
by Magnus Wiese & Hans Buehler & Blanka Horvath
- 2610.16701 Estimation of Rational Inattention--Additive Random Utility Models
by Ruolei Zhu
- 2610.16663 Asymmetric $q$-Gaussian Distributions from Tsallis Maximum Entropy
by Francesco Cesarone & Massimiliano Corradini & Nicol`o Giunta & Serena Rocci
- 2610.16588 Demand Under a Mechanical Price: Elasticity and Welfare in Ethereum's Data-Availability Market
by Farbod Ghasemlu
- 2610.16524 Reinforcement Learning with Hawkes-Structured Networks for Market Making
by Fernando Acero & Philipp Plank & Yufei Zhang
- 2610.16503 Honest Inference for High-Dimensional Linear Models
by Dennis Lim & Pengjin Min & Jonathan H. W. Tan & Jiezheng Wei
- 2610.16151 Neural Estimation of Irreversibility in Real and Simulated Limit Order Book Paths
by Hyeonjun Yeo & Doohwi Cha & Yoontae Hwang
- 2610.16019 A Mean Field Model of Consumption Inertia and Keeping Up with the Joneses
by Junkee Jeon
- 2610.15973 Requested, Executed and Recoverable Credit: Shared Action Ordering among LLM Borrowers in a Simulated Lending Market
by Victoria Ruojie Li
- 2610.15789 Inference on the Value of Policy Improvement in Adaptive Experiments
by Justin Whitehouse & Emma Brunskill & Vasilis Syrgkanis
- 2610.15786 Resource Allocation with Midterm Review
by Yijun Liu
- 2610.15672 Uncertainty in Compound Decisions
by Andreas Petrou-Zeniou
- 2610.15296 Recurrent Neural Networks for Forecasting Autoregressive Noncausal Processes
by Joann Jasiak & Cheng Zhong
- 2610.15256 Do Rollups Self-Organize? Multi-Agent Reinforcement Learning in the EIP-4844 Blob Fee Market
by Alessio Brini
- 2610.15168 GMM under finite-population asymptotics: instrumental variables and regression adjustment
by Haruo Kakehi & Yukitoshi Matsushita & Taisuke Otsu
- 2610.15144 From Economic Explanation to Performance Improvement in Machine-Learning Portfolios
by Yunqi Liang & Stefan Zohren & Mihai Cucuringu
- 2610.15087 Coalition-Proof Disclosure
by Germ'an Gieczewski & Maria Titova
- 2610.15063 Randomized Experiments with Ambiguous Record Linkage
by Bruno Ferman & Lucas Finamor
- 2610.14984 Too Late to Prune: Generative AI, the Screen, and Team Creative Decisions
by Difang Huang & Shumin Yu & Fadong Chen & Weihua Zhou
- 2610.14969 Allocative Efficiency and the Returns to Innovation
by Koki Okumura
- 2610.14959 AlphaRLM: Aligning Language Models for Literature-Grounded Symbolic Factor Discovery
by Jie Huang & Yuecheng Hong & Yao Chen & Hao Zhong & Linfeng Xiao & Xudong Liu & Qiang Ye & Hao Xia & Jianxuan Xin
- 2610.14948 Exact Phase-Type Point Processes for Certified Measurement and Prediction of Event Streams
by Sayak Dutta
- 2610.14916 Multilateral governance of invasive alien species management: An ecological-economic model with Allee effect
by Raouf Boucekkine & Weihua Ruan & Ullrika Sahlin
- 2610.14850 Displacement Is Endogenous: AI Workers in a Search-and-Matching Labor Market
by Ibrahim Denis Fofanah
- 2610.14821 Ex Ante and Scenario-Conditional Value of Information in Dynamic Portfolio Choice
by Tom Pohlschmidt & Shihao Zhu
- 2610.14632 From Observation to Intervention: Mastering Bus Holding Control from Historical Uncontrolled Trajectories with Offline Reinforcement Learning
by Minyu Shen & Xiaowen Bi & Weihua Gu & Zhandong Xu & Yuezhong Wu & Feng Xiao & Lu Li
- 2610.14617 Cointegrated Regressors: Where Folded Concave Penalties Go Beyond LASSO
by Hongqi Chen & Chengwang Liao & Ziwei Mei & Zhentao Shi
- 2610.14584 Tail Instability and Scale Control in Conditional Normalizing Flows for Treasury Yield-Curve Scenarios
by Arin Mohanty
- 2610.14569 Robust Capital Budgeting
by Yunzhi Hu & Fei Li & Hanqing Ye & Dihan Zou
- 2610.14524 Consumption adjustment with mean-reverting risk premia: A singular stochastic control approach
by Gugyum Ha & Junkee Jeon & Jehan Oh
- 2610.14511 A Balanced Parametrization of Correlation Matrices
by Peter Reinhard Hansen & Chen Tong
- 2610.14391 Optimal Dynamic Majority-Quorum Rules: Theory and Evidence
by Bhargav Nagaraja Bhatt & Jonas Gehrlein & Kremena Valkanova
- 2610.14317 Pregnancy and Interrupted Schooling: Evidence from Monthly Histories
by Jonghoon Park & R. Alan Seals
- 2610.14305 Safety Research and the Allocation of Frontier Compute
by Li Gan
- 2610.14225 Shaping the Menu: Information Design under Screening
by Panagiotis Kyriazis
- 2610.14145 Is the business of frontier AI companies selling tokens? Value capture and equity prices
by Andrew J. Peterson
- 2610.14120 Early Detection of Pension-Sponsor Distress from Public Filings: A Sponsor Vulnerability Index, Stress-Augmented VaR, and Dynamic Self-Investment Caps
by Ravil Akhtyamov
- 2610.14036 AI Advice Reinforces Traditional Gender Roles
by Nadja Born & Jared R. Curhan & Hannah Riley Bowles
- 2610.13785 Linear Demand Systems are Consistent with Discrete Choice
by Afonso Rodrigues
- 2610.13702 Two-Sided Plausibility Constraints in Persuasion
by Constantine Sorokin
- 2610.13606 CorrFlow: Exact and Permutation-Equivariant Flow Matching on the Correlation Elliptope
by Gautier Marti
- 2610.13574 $L_0$ Feature Selection via Monte Carlo Tree Search in High-Dimensional Financial Regression
by Cameron Mouangue & Tristan Cazenave
- 2610.13543 Three options are roughly enough - Variance-optimal semi-static hedging in the rough Heston model
by Paolo Di Tella & Martin Keller-Ressel & Beatrice Ongarato
- 2610.13446 Realized Tail-Risk Conditional Autoregressive Expectile Models: Accurate and Stable Forecasting Performance
by Keisuke Sasaki & Yasuhiro Omori
- 2610.13269 Intentionally Overidentifying Local Projections
by Junjie Guo & Endong Wang & Ke-Li Xu
- 2610.13199 Enhancing credit risk scorecards with transactional-based behavioural features
by Dian Prinsloo & Tanja Verster & Neill Smit
- 2610.13162 Entropy Regularization under No-Shorting: Structure Preservation and Convexity in Dynamic Mean-Variance Portfolio Selection
by Xinagyu Cui & Xun Li & Ziyan Li & Yun Shi
- 2610.13126 MLP-Initialized Reinforcement Learning for Exit Timing in SPX Short-Straddle Portfolios
by Jianning Wang & Robert 'Slepaczuk & Pawe{l} Sakowski
- 2610.13044 FOMO: FLEX Options and Market Outcomes
by Shivesh Prakash & Frank Ferstler & Nicholas Pezolano
- 2610.12991 Dynamic Matching with Abandonment: Optimal Guarantees via Static Priority Policies
by Nick Arnosti & Rad Niazadeh & Pranav Nuti & Felipe Simon
- 2610.12917 AI-Mediation in Retail Markets: Revenue Effects and Assortment Optimization
by Omar El Housni & Marouane Ibn Brahim
- 2610.12875 The Financing of Debt Relief: Intermediary Liquidity and the Value of Borrower Information
by Arka P. Bandyopadhyay
- 2610.12873 An efficient stochastic generalized method of moments estimator for nonlinear moment models
by Duy Nguyen
- 2610.12858 The False Allure of "Security by Obscurity": A Game-Theoretic Approach
by In-Uck Park & Sunoo Park
- 2610.12824 GMM for Panel Data Quantile Regression
by Antonio F. Galvao & Ulrich Hounyo & Jiahao Lin
- 2610.12732 Childcare Waitlists
by Yueyang Zhong & Jun Li & Senthil Veeraraghavan
- 2610.12718 A Distributional Framework for Behavioral Characterization and Risk Management of Large Language Models
by David Garc'ia-Lorite & Raul Merino
- 2610.12674 Simple Standard Errors for Complicated (Quasi-)Experimental Designs
by Sylvia Klosin & Jonathan Roth
- 2610.12594 Restricted Entropic and Quadratic Hedging in the Small-Risk-Aversion Limit
by Jonas Hanetho
- 2610.12587 On the Optimality of Mental Accounting
by Jarrod Burgh & Emerson Melo & Matthew Shum
- 2610.12537 Market Impact Estimation via Causal Foundation Models
by Dennis Thumm & Ying Chen
- 2610.12509 Early Investment Snowballs for Low-Skill Children: Average Marginal Returns and the Dynamics of Skill Formation
by Liam Puknys
- 2610.12477 Crisis without Collapse: A Theory of Capitalist Persistence
by Murat Ova
- 2610.12350 The Panel Information Matrix Test
by Martin Schumann
- 2610.12204 Protecting Losers Undermines Auction Credibility
by Yuta Nakamura & Noriaki Okamoto
- 2610.12186 Microfinance Competition in the Presence of Moneylenders: Theory and Evidence
by Shyamal Chowdhury & Prabal Roy Chowdhury & Joeri Smits
- 2610.12049 The Myth of Restrictive Working-Time Agreements: Firms' Working-Time Adjustment after Exit from Collective Bargaining
by Vinzenz Pyka & Andr'e Rieder
- 2610.12025 Rolling Window Selection in FAR Models with Structural Instabilities
by Antoine A. Djogbenou
- 2610.11917 Multi-period Mean-Expectile Portfolio Optimization under Wasserstein Ambiguity: Reformulation, Degeneracy and the Role of the Ground Metric
by Rupendra Yadav & Aparna Mehra
- 2610.11898 Inference in Panel SVARs with Two-Way Dependence
by Lennart Empting & Saskia Ozturk & Simone Maxand & Konstantin Wagner
- 2610.11851 Dictatorial profiles: a proof of Arrow's theorem
by Agustin G. Bonifacio
- 2610.11822 Weighted selection from elliptical distributions: a stochastic representation and an application to portfolio separation
by Nils Chr Framstad
- 2610.11691 Diffusive Market Impact: A Consistent Microfoundation
by Julius F. Bonart
- 2610.11675 Delegate Pricing to Algorithms: When Slow and Steady Wins the Race
by Galit Ashkenazi-Golan & Edward Plumb & Clemens Possnig & Yufei Zhang
- 2610.11615 Singular Equilibrium and Selection of Narratives
by David J. Jin
- 2610.11256 Who Leads and Who Collects:Algorithmic Collusion in Markets of Heterogeneous Language Models
by Jun Yeong Lee
- 2610.11200 Information Divergence and Endogenous Evolution of Asymmetric Information
by Ratna K. Shrestha & Gaurav Subedi & Ayush Shrestha
- 2610.11177 Dynamic Mechanism and Information Design in AI-Agent Environments: A General Analytical Framework
by Guoqiang Tian
- 2610.11093 Risk Ceilings and Development Deadlines: Pacing AI under Uncertain Safety Productivity
by Li Gan
- 2610.11089 Decision Noise in Threshold Selection
by Ye Lu & Joeri Smits
- 2610.10939 Climate Cooperation and Spatial Industrial Relocation: Stability, Emissions, and Regional Policy Incentives
by Angela Martiradonna
- 2610.10873 When Does Inexact Matching Ensure Balance and Inference without Adjustment?
by Ying Jin
- 2610.10727 Deep Learning vs. Statistical Models for Multi-Horizon Price Forecasting of Second-Hand Electronics: A Systematic Benchmark
by Mateusz Buczy'nski & Micha{l} Wo'zniak & Konrad Kaczy'nski & Anna Wr'oblewska & Sebastian Kuk
- 2610.10606 The Gendered Impacts of Perceived Skin Tone: Evidence from African American Siblings in 1870-1940
by Ran Abramitzky & Jacob Conway & Roy Mill & Luke C. D. Stein
- 2610.10525 A Hawkes Microfoundation for Multitype Inverse Gaussian Subordinators
by Yingli Wang & Wei Xu & Lingjiong Zhu
- 2610.10506 Validity Without Ground Truth: What Stated-Preference Economics Offers the Evaluation of Language Models
by Daniel Robert Kling Alexander & Catherine Louise Kling
- 2610.10476 From a Hierarchy of Stochastic Differential Equations to a Hierarchy of Generalized Beta Distributions
by Siqi Shao & R. A. Serota
- 2610.10456 Risk-minimizing GUE-implementations of truthful reporting in a Dynamic Social Choice Problem
by Endre Cs'oka & M'at'e Viczi'an
- 2610.10407 SOTA: Stock Options Trading Agents Guided by Option-Implied Return Distributions
by Yizhen Xie & Mengyang Liu
- 2610.10356 The addicted predator-prey model: How opioid use disorder shapes productivity and growth-cycle dynamics
by Nara Chung & Marwil Davila Fernandez
- 2610.10316 Anchor-proofness in Voting with Ranked Ballots
by Federico Fioravanti & Zoi Terzopoulou
- 2610.10256 OOM-RL II: Reality Is an Oracle, Not a Debugger Provenance-Constrained Diagnosis in Continually Evolving Agent-Engineered Systems
by Kun Liu & Liqun Chen
- 2610.10207 Identifiable Preference Types and Optimal Menu-Choice Experiments
by Ujjwal Kumar
- 2610.10172 Price Discrimination and Revealed Consumer Welfare
by Jo~ao Thereze & Udayan Vaidya
- 2610.10131 Selective Verification in Centralized Admissions: Which Priority Claims Must Be Checked?
by Varun Bansal & Sinan Ertemel & Rajnish Kumar & Anh Pham
- 2610.10069 Demand Models for Market-Level Data with Closed-Form Inverses
by Julien Monardo & Mogens Fosgerau & Andr'e de Palma
- 2610.10053 On Bonart's interpretation of the Square-Root Impact Law
by J. -P. Bouchaud & I. Mastromatteo & B. Toth
- 2610.10046 Optimal Investment to Reach a Financial Goal: A Stochastic Control Framework
by Gechun Liang & Moris S. Strub & Yuwei Wang & Zhaojun Yang
- 2610.10043 Building Macroeconomically Relevant Climate Indices via the Assemblage VAR
by Christophe Barrette & Philippe Goulet Coulombe & Tim Reinicke
- 2610.09899 Recovering Weighted Shapley Values from Position Preferences
by Sinan Ertemel
- 2610.09654 DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting
by Aashish Bohra & Lokendra Vishwakarm
- 2610.09622 Robust distortion riskmetrics under Wasserstein ambiguity
by Yang Liu & Qiuqi Wang & Yihan Wang
- 2610.09613 Residual Learning in Empirical Asset Pricing
by Dexin Peng & Xiaoyu Wang
- 2610.09601 Cluster-Robust Prediction-Powered Inference
by David Broska & Michael Howes
- 2610.09351 Detecting Copula Structural Changes: A Smooth Testing Approach
by Shiyao Huang & Xiaojun Song
- 2610.09246 Conditional value-at-risk under reward-penalty mechanism with applications to robust portfolio management
by Jun Cai & Tiantian Mao & Zhiqiao Song
- 2610.08968 Large player classes and approximately weighted voting
by Ezra Einy & Ori Haimanko
- 2610.08882 FinVector-Market-4B: A Controlled Study of LoRA Adaptation for Structured Financial Tasks
by Alina Khaybullina
- 2610.08869 Learned Monotone Recurrent Features in Governed Credit Scoring: The Price of the Frame and the Necessity of Macro Conditioning
by Yew Lee Tan
- 2610.08821 Two-Regime Risk Measures under Convex Loss
by Mihaela-Adriana Nistor & Ionel Popescu
- 2610.08806 Agentic AI Systems and Financial Stability, From Model Risk to Systemic Risk
by Sriram Nagaraj & Seung Jung Lee
- 2610.08804 A Regulator's Career Option: Revolving Doors, Regulatory Signals, and Firm Tail Risk
by G. Charles-Cadogan
- 2610.08803 Equivalent Behavioural Martingale Measure
by G. Charles-Cadogan
- 2610.08801 Approximate Design-Based Intervals for Downsampled Cross-Sectional Market Aggregates: A Randomized Design for Bandwidth-Constrained Financial Data Pipelines
by Minmin Zeng
- 2610.08799 Explicit Finite-Sum Tail Risk Measures for Hierarchical Market--Credit Copula Aggregation
by Luisa Tibiletti & Simone Farinelli & Eric Dal Moro
- 2610.08798 Recursive Copula Aggregation for Market and Credit Portfolios
by Luisa Tibiletti & Simone Farinelli & Eric Dal Moro
- 2610.08797 Optimal Transport for Actuarial Science
by Arthur Charpentier
- 2610.08729 Ownership and Non-Neutral Technological Change: Evidence from China's State-Owned Enterprise Privatization
by Ziyao Wang
- 2610.08661 No Welfare Ties Between Pure-Strategy Nash Equilibria
by Moeen Nehzati
- 2610.08631 Exponential investors with weakly mean-reverting prices
by Balazs Hoffmann & Miklos Rasonyi
- 2610.08558 Measuring Gift Card Program Incrementality via Causal Data Fusion
by Justin Whitehouse & William Betz & Yan Zhang & Peter Coles & Ramesh Johari & Vasilis Syrgkanis
- 2610.08467 Scalable Nonparametric Demand Estimation in Differentiated Product Markets
by Julien Monardo
- 2610.08455 Competition with a Common Purpose
by Christian Jaag
- 2610.08447 Organizational Lifespan as Commitment: The Case of Foundations
by Christian Jaag
- 2610.08435 Strategy-proof voting schemes under single-peaked preferences over intervals
by Hao Yu
- 2610.08409 Bayesian Machine Learning Methods For Large Scale Demand Estimation
by Anna B. Schmidt
- 2610.08302 A Theory of Value Growth
by Zhuo Wang
- 2610.08275 Personalized Recommendations Without Inducing Congestion: Mitigating Disparities in the NYC High School Match
by Erica Chiang & Kenny Peng & Rebecca Lichtenstein & Brielle McDaniel & Kristen O'Neil & Deja Thomas & Lianna Wright & Jon Kleinberg & Eva Tardos & Nikhil Garg
- 2610.08264 Understanding Interfirm AI Talent Flow Networks through Online Professional Profiles
by Donghang Li & Yunhan Zheng & Alok Prakash & Shenhao Wang & Jinhua Zhao
- 2610.08194 The Noise Is the Signal: Correlated Sampling Error Is Rank-Informative for Proxy Metric Selection
by Sandro Provenzano
- 2610.08169 Modelling Regime Shifts in Continuous Intraday Electricity Markets with State-dependent Hawkes Processes
by Ayoub Jhabli & Tarek AlSkaif & Kwabena E. Bennin & Bedir Tekinerdogan & Axel Naumann & Joost M. E. Pennings
- 2610.08096 The lattice structure of the crawler
by Hinata Kurashita
- 2610.08004 University as catalyst of public R&D expenditures? An empirical assessment on EU NUTS 3 regions
by Silvia Iossa & Saverio Barabuffi
- 2610.07985 A Finite Bid--Ask Spread from Replenishment Displaced from the Quote
by Christopher Angstmann & Derick Diana & Tim Gebbie
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