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Content
2024
- 2410.05535 Design Information Disclosure under Bidder Heterogeneity in Online Advertising Auctions: Implications of Bid-Adherence Behavior
by Zhu Mingxi & Song Michelle
- 2410.05533 Information Design with Unknown Prior
by Ce Li & Tao Lin
- 2410.05524 Deep Learning Methods for S Shaped Utility Maximisation with a Random Reference Point
by Ashley Davey & Harry Zheng
- 2410.05504 Persuasion with Ambiguous Communication
by Xiaoyu Cheng & Peter Klibanoff & Sujoy Mukerji & Ludovic Renou
- 2410.05330 Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs
by Nigar Karimova
- 2410.05297 Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications
by Matteo Malavasi & Gareth W. Peters & Stefan Treuck & Pavel V. Shevchenko & Jiwook Jang & Georgy Sofronov
- 2410.05212 $\texttt{rdid}$ and $\texttt{rdidstag}$: Stata commands for robust difference-in-differences
by Kyunghoon Ban & D'esir'e K'edagni
- 2410.05087 On the Formation of Steady Coalitions
by Dylan Laplace Mermoud
- 2410.05082 Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy
by Matteo Barigozzi & Claudio Lissona & Lorenzo Tonni
- 2410.04970 The effect of competition in contests: A unifying approach
by Andrzej Baranski & Sumit Goel
- 2410.04918 Economic growth of cities: Does resource allocation matter?
by Sheng Dai & Timo Kuosmanen & Zhiqiang Liao
- 2410.04867 Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
by Gianluca Palmari & Fabrizio Lillo & Zoltan Eisler
- 2410.04748 Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis
by Jagdish Gnawali & W. Brent Lindquist & Svetlozar T. Rachev
- 2410.04745 Numerical analysis of American option pricing in a two-asset jump-diffusion model
by Hao Zhou & Duy-Minh Dang
- 2410.04737 Urbanization, economic development, and income distribution dynamics in India
by Anand Sahasranaman & Nishanth Kumar & Luis M. A. Bettencourt
- 2410.04676 Democratizing Strategic Planning in Master-Planned Communities
by Christopher K. Allsup & Irene S. Gabashvili
- 2410.04599 Close Encounters of the LEO Kind: Spillovers and Resilience in Partially-Automated Traffic Systems
by Akhil Rao
- 2410.04487 The Fourier Cosine Method for Discrete Probability Distributions
by Xiaoyu Shen & Fang Fang & Chengguang Liu
- 2410.04459 Two-fund separation under hyperbolically distributed returns and concave utility functions
by Nuerxiati Abudurexiti & Erhan Bayraktar & Takaki Hayashi & Hasanjan Sayit
- 2410.04431 A Structural Approach to Growth-at-Risk
by Robert Wojciechowski
- 2410.04369 Deviance Voronoi Residuals for Space-Time Point Process Models: An Application to Earthquake Insurance Risk
by Roba Bairakdar & Debbie Dupuis & Melina Mailhot
- 2410.04330 Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness
by Eugene Dettaa & Endong Wang
- 2410.04217 Improving Portfolio Optimization Results with Bandit Networks
by Gustavo de Freitas Fonseca & Lucas Coelho e Silva & Paulo Andr'e Lima de Castro
- 2410.04179 Computing Most Equitable Voting Rules
by Lirong Xia
- 2410.04165 How to Compare Copula Forecasts?
by Tobias Fissler & Yannick Hoga
- 2410.04160 From Global Value Chains to Local Jobs: Exploring FDI-induced Job Creation in EU-27
by Magdalena Olczyk & Marjan Petreski
- 2410.04085 Compound V3 Economic Audit Report
by Rik Ghosh & Samrat Gupta & Arka Datta & Abhimanyu Nag & Sudipan Sinha
- 2410.03913 Leveraging Fundamental Analysis for Stock Trend Prediction for Profit
by John Phan & Hung-Fu Chang
- 2410.03897 Generative AI, Managerial Expectations, and Economic Activity
by Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang
- 2410.03724 Overcoming the Machine Penalty with Imperfectly Fair AI Agents
by Zhen Wang & Ruiqi Song & Chen Shen & Shiya Yin & Zhao Song & Balaraju Battu & Lei Shi & Danyang Jia & Talal Rahwan & Shuyue Hu
- 2410.03707 Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction
by Ali Mehrabian & Ehsan Hoseinzade & Mahdi Mazloum & Xiaohong Chen
- 2410.03557 Robust Bond Risk Premia Predictability Test in the Quantiles
by Xiaosai Liao & Xinjue Li & Qingliang Fan
- 2410.03552 Evaluating Investment Risks in LATAM AI Startups: Ranking of Investment Potential and Framework for Valuation
by Abraham Ramos-Torres & Laura N. Montoya
- 2410.03387 Anonymity and strategy-proofness on a domain of single-peaked and single-dipped preferences
by Oihane Gallo
- 2410.03304 Proportionality in Multiple Dimensions to Design Electoral Systems
by Javier Cembrano & Jos'e Correa & Gonzalo D'iaz & Victor Verdugo
- 2410.03239 A new GARCH model with a deterministic time-varying intercept
by Niklas Ahlgren & Alexander Back & Timo Terasvirta
- 2410.02987 Parrondo's effects with aperiodic protocols
by Marcelo A. Pires & Erveton P. Pinto & Rone N. da Silva & S'ilvio M. Duarte Queir'os
- 2410.02927 Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs
by V. Gonz'alez-Tabernero & J. G. L'opez-Salas & M. J. Castro-D'iaz & J. A. Garc'ia-Rodr'iguez
- 2410.02925 A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance
by J. G. L'opez-Salas & M. Su'arez-Taboada & M. J. Castro & A. M. Ferreiro-Ferreiro & J. A. Garc'ia-Rodr'iguez
- 2410.02846 A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios
by Pascal Kundig & Fabio Sigrist
- 2410.02798 Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties
by Ying-Hui Shao & Xing-Lu Gao & Yan-Hong Yang & Wei-Xing Zhou
- 2410.02709 Cracking the code: Lessons from 15 years of digital health IPOs for the era of AI
by Tamen Jadad-Garcia & Alejandro R. Jadad
- 2410.02645 Efficient calibration of the shifted square-root diffusion model to credit default swap spreads using asymptotic approximations
by Ankush Agarwal & Ying Liao
- 2410.02445 The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption
by Itamar Caspi & Nadav Eshel & Nimrod Segev
- 2410.02439 Populist Constitutional Backsliding and Judicial Independence: Evidence from Turkiye
by Nuno Garoupa & Rok Spruk
- 2410.02091 The Impact of Generative AI on Collaborative Open-Source Software Development: Evidence from GitHub Copilot
by Fangchen Song & Ashish Agarwal & Wen Wen
- 2410.02075 Food Without Fire: Nutritional and Environmental Impacts from a Solar Stove Field Experiment
by Laura E. McCann & Jeffrey D. Michler & Maybin Mwangala & Osaretin Olurotimi & Natalia Estrada Carmona
- 2410.01987 Financial Sentiment Analysis on News and Reports Using Large Language Models and FinBERT
by Yanxin Shen & Pulin Kirin Zhang
- 2410.01927 Risk Alignment in Agentic AI Systems
by Hayley Clatterbuck & Clinton Castro & Arvo Mu~noz Mor'an
- 2410.01871 Auction-Based Regulation for Artificial Intelligence
by Marco Bornstein & Zora Che & Suhas Julapalli & Abdirisak Mohamed & Amrit Singh Bedi & Furong Huang
- 2410.01864 Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency
by Diego Vallarino
- 2410.01843 Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data
by Ahmad Makinde
- 2410.01831 Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast
by Roman Belavkin & Panos Pardalos & Jose Principe
- 2410.01826 Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets
by Qingliang Fan & Ruike Wu & Yanrong Yang
- 2410.01732 Worst-case values of target semi-variances with applications to robust portfolio selection
by Jun Cai & Zhanyi Jiao & Tiantian Mao
- 2410.01658 Smaller Confidence Intervals From IPW Estimators via Data-Dependent Coarsening
by Alkis Kalavasis & Anay Mehrotra & Manolis Zampetakis
- 2410.01378 Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach
by Wing Fung Chong & Gechun Liang
- 2410.01352 Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach
by Masashi Sekine
- 2410.01265 Transformers Handle Endogeneity in In-Context Linear Regression
by Haodong Liang & Krishnakumar Balasubramanian & Lifeng Lai
- 2410.01175 Forecasting short-term inflation in Argentina with Random Forest Models
by Federico Daniel Forte
- 2410.01159 Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps
by Xiaolin Sun & Xueyan Zhao & D. S. Poskitt
- 2410.01114 AI Persuasion, Bayesian Attribution, and Career Concerns of Decision-Makers
by Hanzhe Li & Jin Li & Ye Luo & Xiaowei Zhang
- 2410.00978 Uncovering the Viral Nature of Toxicity in Competitive Online Video Games
by Jacob Morrier & Amine Mahmassani & R. Michael Alvarez
- 2410.00925 On the Local equivalence of the Black Scholes and the Merton Garman equations
by Ivan Arraut
- 2410.00902 A Run on Fossil Fuel? Climate Change and Transition Risk
by Michael Barnett
- 2410.00854 Impermanent loss and loss-vs-rebalancing I: some statistical properties
by Abe Alexander & Lars Fritz
- 2410.00790 Age and Cognitive Skills: Use It or Lose It
by Eric A. Hanushek & Lavinia Kinne & Frauke Witthoeft & Ludger Woessmann
- 2410.00733 A Nonparametric Test of Heterogeneous Treatment Effects under Interference
by Julius Owusu
- 2410.00705 Inflation in Disaggregated Small Open Economies
by Alvaro Silva
- 2410.00663 How has the war in Ukraine affected Russian sentiments?
by Mikael Elinder & Oscar Erixson & Olle Hammar
- 2410.00505 Tax systems for sustainable economic development
by N. S. Gonchar
- 2410.00419 KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
by Rushikesh Handal & Kazuki Matoya & Yunzhuo Wang & Masanori Hirano
- 2410.00288 GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
by Zeda Xu & John Liechty & Sebastian Benthall & Nicholas Skar-Gislinge & Christopher McComb
- 2410.00217 Inference for the Marginal Value of Public Funds
by Vedant Vohra
- 2410.00158 Asymptotics of Systemic Risk in a Renewal Model with Multiple Business Lines and Heterogeneous Claims
by Bingzhen Geng & Yang Liu & Hongfu Wan
- 2410.00063 Uniform price auctions with pre-announced revenue targets: Evidence from China's SEOs
by Shenghao Gao & Peyman Khezr & Armin Pourkhanali
- 2410.00031 Strategic Collusion of LLM Agents: Market Division in Multi-Commodity Competitions
by Ryan Y. Lin & Siddhartha Ojha & Kevin Cai & Maxwell F. Chen
- 2410.00024 Cross-Lingual News Event Correlation for Stock Market Trend Prediction
by Sahar Arshad & Nikhar Azhar & Sana Sajid & Seemab Latif & Rabia Latif
- 2410.00011 Interpool: a liquidity pool designed for interoperability that mints, exchanges, and burns
by Henrique de Carvalho Videira
- 2410.00002 Machine Learning and Econometric Approaches to Fiscal Policies: Understanding Industrial Investment Dynamics in Uruguay (1974-2010)
by Diego Vallarino
- 2409.20477 Impartial Selection Under Combinatorial Constraints
by Javier Cembrano & Max Klimm & Arturo Merino
- 2409.20415 New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
by Luca Margaritella & Ovidijus Stauskas
- 2409.20397 A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40
by Fabian Billert & Stefan Conrad
- 2409.20282 Academic Knowledge: Does it Reflect the Combinatorial Growth of Technology?
by W. Benedikt Schmal
- 2409.20225 The College Melting Pot: Peers, Culture and Women's Job Search
by Federica Meluzzi
- 2409.20199 Synthetic Difference in Differences for Repeated Cross-Sectional Data
by Yoann Morin
- 2409.20033 Fuel tax loss in a world of electric mobility: A window of opportunity for congestion pricing
by Thi Ngoc Nguyen & Felix Muesgens
- 2409.19902 Best- and worst-case Scenarios for GlueVaR distortion risk measure with Incomplete information
by Mengshuo Zhao & Chuancun Yin
- 2409.19854 The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging
by Masanori Hirano & Kentaro Imajo
- 2409.19853 Mechanism Design with Endogenous Perception
by Benjamin Balzer & Benjamin Young
- 2409.19711 Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
by Ixandra Achitouv & Vincent Lahoche & Dine Ousmane Samary
- 2409.19706 American Call Options Pricing With Modular Neural Networks
by Ananya Unnikrishnan
- 2409.19463 Save the Farms: Nonlinear Impact of Climate Change on Banks' Agricultural Lending
by Teng Liu
- 2409.19387 Pricing and Hedging Strategies for Cross-Currency Equity Protection Swaps
by Marek Rutkowski & Huansang Xu
- 2409.19386 Multi-Factor Polynomial Diffusion Models and Inter-Temporal Futures Dynamics
by Peilun He & Nino Kordzakhia & Gareth W. Peters & Pavel V. Shevchenko
- 2409.19385 PDSim: A Shiny App for Simulating and Estimating Polynomial Diffusion Models in Commodity Futures
by Peilun He & Nino Kordzakhia & Gareth W. Peters & Pavel V. Shevchenko
- 2409.19325 A Generalized Model for Multidimensional Intransitivity
by Jiuding Duan & Jiyi Li & Yukino Baba & Hisashi Kashima
- 2409.19320 Evolutionarily stable strategy in asymmetric games: Dynamical and information-theoretical perspectives
by Vikash Kumar Dubey & Suman Chakraborty & Arunava Patra & Sagar Chakraborty
- 2409.19307 Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets
by Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou
- 2409.19287 Factors in Fashion: Factor Analysis towards the Mode
by Zhe Sun & Yundong Tu
- 2409.19259 Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market
by Jiaqin Wei & Jianming Xia & Qian Zhao
- 2409.18988 A Unified Framework to Classify Business Activities into International Standard Industrial Classification through Large Language Models for Circular Economy
by Xiang Li & Lan Zhao & Junhao Ren & Yajuan Sun & Chuan Fu Tan & Zhiquan Yeo & Gaoxi Xiao
- 2409.18970 Portfolio Stress Testing and Value at Risk (VaR) Incorporating Current Market Conditions
by Krishan Mohan Nagpal
- 2409.18816 Modern Portfolio Diversification with Arte-Blue Chip Index
by Simon Levy & Maxime L. D. Nicolas
- 2409.18776 Can AI Enhance its Creativity to Beat Humans ?
by Anne-Gaelle Maltese & Pierre Pelletier & R'emy Guichardaz
- 2409.18760 Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model
by Samuel Wiese & Jagoda Kaszowska-Mojsa & Joel Dyer & Jose Moran & Marco Pangallo & Francois Lafond & John Muellbauer & Anisoara Calinescu & J. Doyne Farmer
- 2409.18717 Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps
by Simon Dohn & Kristoffer Arnsfelt Hansen & Asger Klinkby
- 2409.18660 Effects of AI Feedback on Learning, the Skill Gap, and Intellectual Diversity
by Christoph Riedl & Eric Bogert
- 2409.18643 Tail Risk Analysis for Financial Time Series
by Anna Kiriliouk & Chen Zhou
- 2409.18638 Multidimensional Skills on LinkedIn Profiles: Measuring Human Capital and the Gender Skill Gap
by David Dorn & Florian Schoner & Moritz Seebacher & Lisa Simon & Ludger Woessmann
- 2409.18595 Dynamic Competition for Attention
by Jan Knoepfle
- 2409.18532 Anchoring UK Retail Digital Money
by Lee Braine & Shreepad Shukla & Piyush Agrawal
- 2409.18443 Investigating the Impact of Sovereign Credit Rating Downgrade on the US Equity Market
by Japheth Torsar Jev
- 2409.18422 Uncertainty and financial market resilience: Evidence from China
by Si-Yao Wei & Kun-Liang Jiang & Wei-Xing Zhou
- 2409.18417 VickreyFeedback: Cost-efficient Data Construction for Reinforcement Learning from Human Feedback
by Guoxi Zhang & Jiuding Duan
- 2409.18166 Describing Deferred Acceptance and Strategyproofness to Participants: Experimental Analysis
by Yannai A. Gonczarowski & Ori Heffetz & Guy Ishai & Clayton Thomas
- 2409.17933 ChatGPT and Corporate Policies
by Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang
- 2409.17909 Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment
by Bingyao Liu & Iris Li & Jianhua Yao & Yuan Chen & Guanming Huang & Jiajing Wang
- 2409.17676 Risk measures based on target risk profiles
by Jascha Alexander & Christian Laudag'e & Jorn Sass
- 2409.17529 Continuity and Monotonicity of Preferences and Probabilistic Equivalence
by Sushil Bikhchandani & Uzi Segal
- 2409.17392 Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning
by Zhengxin Joseph Ye & Bjoern Schuller
- 2409.17378 The Cost of Climate Action: Experimental Evidence on the Impact of Climate Information on Charitable Donations to Climate Activism
by Samantha Gonsalves Wetherell & Anna Josephson
- 2409.17183 Transfer learning for financial data predictions: a systematic review
by V. Lanzetta
- 2409.17182 Improving Estimation of Portfolio Risk Using New Statistical Factors
by Xialu Liu & John Guerard & Rong Chen & Ruey Tsay
- 2409.17086 Interlacing Eigenvectors of Large Gaussian Matrices
by Elie Attal & Romain Allez
- 2409.17035 Scaling up to the cloud: Cloud technology use and growth rates in small and large firms
by Bernardo Caldarola & Luca Fontanelli
- 2409.16653 The Credibility Transformer
by Ronald Richman & Salvatore Scognamiglio & Mario V. Wuthrich
- 2409.16599 Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors
by Hang Gao & Shuohua Yang & Xinli Liu
- 2409.16589 The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
by Cong Zhou
- 2409.16550 The cost of uncertainty
by Carlos Esteban Posada Posada
- 2409.16333 Predicting Distance matrix with large language models
by Jiaxing Yang
- 2409.16132 Large Bayesian Tensor VARs with Stochastic Volatility
by Joshua C. C. Chan & Yaling Qi
- 2409.15988 Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models
by Fang Wang & Marko Gacesa
- 2409.15978 Optimal longevity of a dynasty
by Satoshi Nakano & Kazuhiko Nishimura
- 2409.15948 Anonymity and Identity Online
by Florian Ederer & Paul Goldsmith-Pinkham & Kyle Jensen
- 2409.15946 The Political Economy of Zero-Sum Thinking
by S. Nageeb Ali & Maximilian Mihm & Lucas Siga
- 2409.15530 Identifying Elasticities in Autocorrelated Time Series Using Causal Graphs
by Silvana Tiedemann & Jorge Sanchez Canales & Felix Schur & Raffaele Sgarlato & Lion Hirth & Oliver Ruhnau & Jonas Peters
- 2409.15462 Transportation Technology and Gentrification: Evidence from the entry of Ridesharing Services
by Sumit Agarwal & Shashwat Alok & Sergio Correia & Deepa Mani & Bernardo Morais
- 2409.15459 Position-building in competition with real-world constraints
by Neil A. Chriss
- 2409.15325 Optimal post-retirement investment under longevity risk in collective funds
by John Armstrong & Cristin Buescu & James Dalby
- 2409.15320 Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
by Zhengyang Chi & Junbin Gao & Chao Wang
- 2409.15225 From Gini index as a Lyapunov functional to convergence in Wasserstein distance
by Fei Cao
- 2409.15197 Deep Learning Across Games
by Daniele Condorelli & Massimiliano Furlan
- 2409.15103 Consistent Estimation of the High-Dimensional Efficient Frontier
by Taras Bodnar & Nikolaus Hautsch & Yarema Okhrin & Nestor Parolya
- 2409.15070 Non-linear dependence and Granger causality: A vine copula approach
by Roberto Fuentes-Mart'inez & Irene Crimaldi & Armando Rungi
- 2409.14936 Temperature Variability and Natural Disasters
by Aatishya Mohanty & Nattavudh Powdthavee & Cheng Keat Tang & Andrew J. Oswald
- 2409.14914 Impact of the Three-Child Policy and Delayed Retirement on the Transfer of Surplus Rural Labor under Xi Jinping's New Population Vision: A Re-examination of China's Lewis Turning Point
by Jun Dai & Guanqing Shi & Xiaoke Xie & Aitong Xie
- 2409.14885 Competitive Markets with Imperfectly Discerning Consumers
by Yair Antler ad Ran Spiegler
- 2409.14776 Inequality Sensitive Optimal Treatment Assignment
by Eduardo Zambrano
- 2409.14748 Economic effects on households of an augmentation of the cash back duration of real estate loan
by Hugo Spring-Ragain
- 2409.14734 The continuous-time limit of quasi score-driven volatility models
by Yinhao Wu & Ping He
- 2409.14510 Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
by Maysam Khodayari Gharanchaei & Reza Babazadeh
- 2409.14384 The role of gender in promotion rates in the Australian Finance Industry
by Cassandra Crowe & Belinda Middleweek & Laura Ryan & Alicia Vidler & Bronwen Whiting
- 2409.14351 Friends, Key Players and the Adoption and Use of Experience Goods
by Rhys Murrian & Paul A. Raschky & Klaus Ackermann
- 2409.14271 Determinants of Workplace Flextime Flexibility: An Empirical Analysis
by Cristian Espinal Maya & Santiago Jim'enez Londo~no
- 2409.14202 Mining Causality: AI-Assisted Search for Instrumental Variables
by Sukjin Han
- 2409.14193 Interest rate derivatives in a CTMC setting: pricing, replication and Ross recovery
by Tim Leung & Matthew Lorig
- 2409.14157 Price predictability in limit order book with deep learning model
by Kyungsub Lee
- 2409.14136 Sequential Network Design
by Yang Sun & Wei Zhao & Junjie Zhou
- 2409.13957 The Impact of Implicit Government Guarantee on Credit Rating of Municipal Investment Bonds
by Yan Zhang & Yixiang Tian & Lin Chen
- 2409.13749 KodeXv0.1: A Family of State-of-the-Art Financial Large Language Models
by Neel Rajani & Lilli Kiessling & Aleksandr Ogaltsov & Claus Lang
- 2409.13674 Topological Components in a Community Currency Network
by Teodoro Criscione
- 2409.13608 A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level
by Yizun Lin & Yongxin He & Zhao-Rong Lai
- 2409.13567 Deep Gamma Hedging
by John Armstrong & George Tatlow
- 2409.13531 A simple but powerful tail index regression
by Jo~ao Nicolau & Paulo M. M. Rodrigues
- 2409.13528 A Comparison between Financial and Gambling Markets
by Haoyu Liu & Carl Donovan & Valentin Popov
- 2409.13516 Dynamic tail risk forecasting: what do realized skewness and kurtosis add?
by Giampiero Gallo & Ostap Okhrin & Giuseppe Storti
- 2409.13333 Reference Points, Risk-Taking Behavior, and Competitive Outcomes in Sequential Settings
by Masaya Nishihata & Suguru Otani
- 2409.13316 Why do we need to complement the European Union Regional Innovation Scoreboard with an artificial intelligence tool for what-if policy analysis?
by Vincenzo Lanzetta & Cristina Ponsiglione
- 2409.13236 A knapsack for collective decision-making
by Yurun Ge & Lucas Bottcher & Tom Chou & Maria R. D'Orsogna
- 2409.13168 Economic Policy Challenges for the Age of AI
by Anton Korinek
- 2409.13070 Heat modulated affine stochastic volatility models for forward curve dynamics
by Sven Karbach
- 2409.12831 Implicit Government Guarantee Measurement Based on PMC Index Model
by Yan Zhang & Yixiang Tian & Lin Chen & Qi Wang
- 2409.12803 Concentrated Liquidity with Leverage
by Atis Elsts & Krev{s}imir Klas
- 2409.12783 Financial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure
by Mohamed Ben Alaya & Ahmed Kebaier & Djibril Sarr
- 2409.12776 Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models
by Luca Lalor & Anatoliy Swishchuk
- 2409.12721 Market Simulation under Adverse Selection
by Luca Lalor & Anatoliy Swishchuk
- 2409.12662 Testing for equal predictive accuracy with strong dependence
by Laura Coroneo & Fabrizio Iacone
- 2409.12611 Parameters on the boundary in predictive regression
by Giuseppe Cavaliere & Iliyan Georgiev & Edoardo Zanelli
- 2409.12551 Does Ownership Structure Matter? A Case Study on Business Performance of Two Accounting Companies
by Reetta Ghezzi & Sanni Marjanen & Teemu Laine & Tatu Virta & Hannu Vilpponen & Tommi Mikkonen
- 2409.12516 A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
by Kei Nakagawa & Masanori Hirano & Kentaro Minami & Takanobu Mizuta
- 2409.12453 Theoretical and Empirical Validation of Heston Model
by Zheng Cao & Xinhao Lin
- 2409.12353 A Way to Synthetic Triple Difference
by Castiel Chen Zhuang
- 2409.12282 How does liquidity shape the yield curve?
by Victor Le Coz & Iacopo Mastromatteo & Michael Benzaquen
- 2409.12251 Empowering Abilities: Increasing Representation of Students with Disabilities in the STEM Field
by Esperanza Moreno & Piyush Kumar & Richard O Adansi & Dorothy Moreno & Demy Rodriguez & Raul Baez Ramirez & Audrey R Kapsa & Arturo Rodriguez & Neelam Agarwal & Vinod Kumar & Beverley A Calvo & Vivek Tandon
- 2409.12208 Mitigating Extremal Risks: A Network-Based Portfolio Strategy
by Qian Hui & Tiandong Wang
- 2409.12143 Experimental Evidence That Conversational Artificial Intelligence Can Steer Consumer Behavior Without Detection
by Tobias Werner & Ivan Soraperra & Emilio Calvano & David C. Parkes & Iyad Rahwan
- 2409.12109 It depends: Varieties of defining growth dependence
by Anja Janischewski & Katharina Bohnenberger & Matthias Kranke & Tobias Vogel & Riwan Driouich & Tobias Froese & Stefanie Gerold & Raphael Kaufmann & Lorenz Key{ss}er & Jannis Niethammer & Christopher Olk & Matthias Schmelzer & Asl{i} Yuruk & Steffen Lange
- 2409.11908 Cognitive Hierarchy in Day-to-day Network Flow Dynamics
by Minyu Shen & Feng Xiao & Weihua Gu & Hongbo Ye
- 2409.11839 The long-term human capital and health impacts of a pollution reduction programme
by Nanna Fukushima & Stephanie von Hinke & Emil N. S{o}rensen
- 2409.11569 Optimal Investment with Costly Expert Opinions
by Christoph Knochenhauer & Alexander Merkel & Yufei Zhang
- 2409.11540 What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
by Shuaiyu Chen & T. Clifton Green & Huseyin Gulen & Dexin Zhou
- 2409.11524 Unlocking NACE Classification Embeddings with OpenAI for Enhanced Analysis and Processing
by Andrea Vidali & Nicola Jean & Giacomo Le Pera
- 2409.11408 Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning
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