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Content
2022
- 2205.08223 Conditions for Social Preference Transitivity When Cycle Involved and A $\hat{O}\mbox{-}\hat{I}$ Framework
by Fujun Hou
- 2205.08112 The Fairness of Machine Learning in Insurance: New Rags for an Old Man?
by Laurence Barry & Arthur Charpentier
- 2205.08104 Restricting Entries to All-Pay Contests
by Fupeng Sun & Yanwei Sun & Chiwei Yan & Li Jin
- 2205.08079 Asymptotically stable matchings and evolutionary dynamics of preference revelation games in marriage problems
by Hidemasa Ishii & Nariaki Nishino
- 2205.08042 The Impact of the Social Security Reforms on Welfare: Who benefits and Who loses across Generations, Gender, and Employment Type?
by Hirokuni Iiboshi & Daisuke Ozaki
- 2205.07950 The Power of Tests for Detecting $p$-Hacking
by Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich
- 2205.07836 2SLS with Multiple Treatments
by Manudeep Bhuller & Henrik Sigstad
- 2205.07742 Predicting Emotional Volatility Using 41,000 Participants in the United Kingdom
by George MacKerron & Nattavudh Powdthavee
- 2205.07719 HARNet: A Convolutional Neural Network for Realized Volatility Forecasting
by Rafael Reisenhofer & Xandro Bayer & Nikolaus Hautsch
- 2205.07677 Network embeddedness indicates the innovation potential of firms
by Giacomo Vaccario & Luca Verginer & Antonios Garas & Mario V. Tomasello & Frank Schweitzer
- 2205.07579 Is climate change time reversible?
by Francesco Giancaterini & Alain Hecq & Claudio Morana
- 2205.07563 Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes
by Aleksejus Kononovicius & Rytis Kazakeviv{c}ius & Bronislovas Kaulakys
- 2205.07519 Fair Shares: Feasibility, Domination and Incentives
by Moshe Babaioff & Uriel Feige
- 2205.07486 Influencing a Polarized and Connected Legislature
by Ratul Das Chaudhury & C. Matthew Leister & Birendra Rai
- 2205.07400 Reformulating the Value Restriction and the Not-Strict Value Restriction in Terms of Possibility Preference Map
by Fujun Hou
- 2205.07388 Inference with Imputed Data: The Allure of Making Stuff Up
by Charles F. Manski
- 2205.07385 Market Impact: Empirical Evidence, Theory and Practice
by Emilio Said
- 2205.07345 Joint Location and Cost Planning in Maximum Capture Facility Location under Multiplicative Random Utility Maximization
by Ngan Ha Duong & Tien Thanh Dam & Thuy Anh Ta & Tien Mai
- 2205.07334 Mack-Net model: Blending Mack's model with Recurrent Neural Networks
by Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez
- 2205.07256 Market-Based Asset Price Probability
by Victor Olkhov
- 2205.07128 Statistical discrimination and statistical informativeness
by Matteo Escud'e & Paula Onuchic & Ludvig Sinander & Quitz'e Valenzuela-Stookey
- 2205.07101 Nonparametric Value-at-Risk via Sieve Estimation
by Philipp Ratz
- 2205.07077 Deep Learning the Efficient Frontier of Convex Vector Optimization Problems
by Zachary Feinstein & Birgit Rudloff
- 2205.07022 Volatility-inspired $\sigma$-LSTM cell
by German Rodikov & Nino Antulov-Fantulin
- 2205.07009 Risk Sharing and the Adoption of the Euro
by Alessandro Ferrari & Anna Rogantini Picco
- 2205.06866 How do Bounce Rates vary according to product sold?
by Himanshu Sharma
- 2205.06744 Two strategies for boreal forestry with goodwill in capitalization
by Petri P. Karenlampi
- 2205.06713 A Robust Permutation Test for Subvector Inference in Linear Regressions
by Xavier D'Haultf{oe}uille & Purevdorj Tuvaandorj
- 2205.06677 Collective behavior of stock prices in the time of crisis as a response to the external stimulus
by Maryam Zamani & Sander Paekivi & Philipp Meyer & Holger Kantz
- 2205.06675 Research on the correlation between text emotion mining and stock market based on deep learning
by Chenrui Zhang
- 2205.06673 Univariate and Multivariate LSTM Model for Short-Term Stock Market Prediction
by Vishal Kuber & Divakar Yadav & Arun Kr Yadav
- 2205.06583 The Value of Information in Stopping Problems
by Ehud Lehrer & Tao Wang
- 2205.06572 Dynamic Stochastic Inventory Management in E-Grocery Retailing
by David Winkelmann & Matthias Ulrich & Michael Romer & Roland Langrock & Hermann Jahnke
- 2205.06434 Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon
by Tian Chen & Ruyi Liu & Zhen Wu
- 2205.06363 Causal Estimation of Position Bias in Recommender Systems Using Marketplace Instruments
by Rina Friedberg & Karthik Rajkumar & Jialiang Mao & Qian Yao & YinYin Yu & Min Liu
- 2205.06338 A Multivariate Hawkes Process Model for Stablecoin-Cryptocurrency Depegging Event Dynamics
by Connor Oxenhorn
- 2205.06161 Beyond Barker: Infant Mortality at Birth and Ischaemic Heart Disease in Older Age
by Samuel Baker & Pietro Biroli & Hans van Kippersluis & Stephanie von Hinke
- 2205.06132 Core-Stability in Assignment Markets with Financially Constrained Buyers
by Eleni Batziou & Martin Bichler & Maximilian Fichtl
- 2205.06107 Social learning via actions in bandit environments
by Aroon Narayanan
- 2205.06087 A single risk approach to the semiparametric copula competing risks model
by Simon M. S. Lo & Ralf A. Wilke
- 2205.05994 Recent Contributions to Theories of Discrimination
by Paula Onuchic
- 2205.05985 The role of investor attention in global asset price variation during the invasion of Ukraine
by Martina Halouskov'a & Daniel Stav{s}ek & Mat'uv{s} Horv'ath
- 2205.05984 Method of indirect estimation of default probability dynamics for industry-target segments according to the data of Bank of Russia
by Mikhail Pomazanov
- 2205.05978 Welfare compensation in international transmission expansion planning under uncertainty
by E. Ruben van Beesten & Ole Kristian r{A}dnanes & Hr{a}kon Morken Linde & Paolo Pisciella & Asgeir Tomasgard
- 2205.05779 Multivariate ordered discrete response models
by Tatiana Komarova & William Matcham
- 2205.05719 A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model
by Chenrui Zhang & Xinyi Wu & Hailu Deng & Huiwei Zhang
- 2205.05614 Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning
by Jay Cao & Jacky Chen & Soroush Farghadani & John Hull & Zissis Poulos & Zeyu Wang & Jun Yuan
- 2205.05600 RLOP: RL Methods in Option Pricing from a Mathematical Perspective
by Ziheng Chen
- 2205.05599 Two-sided matching with firms' complementary preferences
by Chao Huang
- 2205.05561 Externally Valid Policy Choice
by Christopher Adjaho & Timothy Christensen
- 2205.05546 The Limits of Commitment
by Jacopo Bizzotto & Toomas Hinnosaar & Adrien Vigier
- 2205.05489 Hull and White and Al\`os type formulas for barrier options in stochastic volatility models with nonzero correlation
by Frido Rolloos
- 2205.05444 Sequential Choices, Option Values, and the Returns to Education
by Manudeep Bhuller & Philipp Eisenhauer & Moritz Mendel
- 2205.05240 Using Open Data and Open-Source Software to Develop Spatial Indicators of Urban Design and Transport Features for Achieving Healthy and Sustainable Cities
by Geoff Boeing & Carl Higgs & Shiqin Liu & Billie Giles-Corti & James F Sallis & Ester Cerin & Melanie Lowe & Deepti Adlakha & Erica Hinckson & Anne Vernez Moudon & Deborah Salvo & Marc A Adams & Ligia Vizeu Barrozo & Tamara Bozovic & Xavier Delcl`os-Ali'o & Jan Dygr'yn & Sara Ferguson & Klaus Gebel & Thanh Phuong Ho & Poh-Chin Lai & Joan Carles Martori & Kornsupha Nitvimol & Ana Queralt & Jennifer D Roberts & Garba H Sambo & Jasper Schipperijn & David Vale & Nico Van de Weghe & Guillem Vich & Jonathan Arundel
- 2205.05207 Optimal grading contests
by Sumit Goel
- 2205.05205 An integrated debris environment assessment model
by Akhil Rao & Francesca Letizia
- 2205.05133 Convergence of the financial value of weak information for a sequence of discrete-time markets
by Geoff Lindsell
- 2205.05052 On learning agent-based models from data
by Corrado Monti & Marco Pangallo & Gianmarco De Francisci Morales & Francesco Bonchi
- 2205.05002 Estimating Discrete Games of Complete Information: Bringing Logit Back in the Game
by Paul S. Koh
- 2205.04990 Stable Outcomes and Information in Games: An Empirical Framework
by Paul S. Koh
- 2205.04743 Deep learning based Chinese text sentiment mining and stock market correlation research
by Chenrui Zhang
- 2205.04736 Large Scale Probabilistic Simulation of Renewables Production
by Mike Ludkovski & Glen Swindle & Eric Grannan
- 2205.04661 Pricing with algorithms
by Rohit Lamba & Sergey Zhuk
- 2205.04637 Distributionally Robust Policy Learning with Wasserstein Distance
by Daido Kido
- 2205.04619 Risk Preferences of Learning Algorithms
by Andreas Haupt & Aroon Narayanan
- 2205.04613 Calibrating for Class Weights by Modeling Machine Learning
by Andrew Caplin & Daniel Martin & Philip Marx
- 2205.04604 Deep Stochastic Optimization in Finance
by A. Max Reppen & H. Mete Soner & Valentin Tissot-Daguette
- 2205.04595 Neural Optimal Stopping Boundary
by A. Max Reppen & H. Mete Soner & Valentin Tissot-Daguette
- 2205.04573 Robust Data-Driven Decisions Under Model Uncertainty
by Xiaoyu Cheng
- 2205.04563 Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization
by Eric Luxenberg & Stephen Boyd
- 2205.04520 A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives
by Dixon Domfeh & Arpita Chatterjee & Matthew Dixon
- 2205.04426 Generalized modified principal components analysis of Russian universities competitiveness
by Pavel Vashchenko & Alexei Verenikin & Anna Verenikina
- 2205.04345 Joint diagnostic test of regression discontinuity designs: multiple testing problem
by Koki Fusejima & Takuya Ishihara & Masayuki Sawada
- 2205.04290 Bitcoin Returns and Public Attention to COVID-19: Do Timing and Individualism Matter?
by Huaxin Wang-Lu
- 2205.04256 SoK: Blockchain Decentralization
by Luyao Zhang & Xinshi Ma & Yulin Liu
- 2205.04137 Information-Robust Optimal Auctions
by Wanchang Zhang
- 2205.03970 Policy Choice in Time Series by Empirical Welfare Maximization
by Toru Kitagawa & Weining Wang & Mengshan Xu
- 2205.03948 Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity
by Victor Aguirregabiria
- 2205.03926 International cooperation and competition in orbit-use management
by Aditya Jain & Akhil Rao
- 2205.03908 Firm Heterogeneity, Market Power and Macroeconomic Fragility
by Alessandro Ferrari & Francisco Queir'os
- 2205.03862 Inventories, Demand Shocks Propagation and Amplification in Supply Chains
by Alessandro Ferrari
- 2205.03852 Randomized geometric tools for anomaly detection in stock markets
by Cyril Bachelard & Apostolos Chalkis & Vissarion Fisikopoulos & Elias Tsigaridas
- 2205.03741 Diamonds and forward variance models
by Peter Friz & Jim Gatheral
- 2205.03706 Estimating Dynamic Games with Unknown Information Structure
by Paul S. Koh
- 2205.03495 Credible Persuasion
by Xiao Lin & Ce Liu
- 2205.03393 The Right Tool for the Job: Matching Active Learning Techniques to Learning Objectives
by Sarah A. Jacobson & Luyao Zhang & Jiasheng Zhu
- 2205.03352 Comment on Jackson and Sonnenschein (2007) "Overcoming Incentive Constraints by Linking Decisions"
by Ian Ball & Matt O. Jackson & Deniz Kattwinkel
- 2205.03318 Benchmarking Econometric and Machine Learning Methodologies in Nowcasting
by Daniel Hopp
- 2205.03288 Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust
by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
- 2205.03285 Cluster-Robust Inference: A Guide to Empirical Practice
by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
- 2205.03254 Estimation and Inference by Stochastic Optimization
by Jean-Jacques Forneron
- 2205.03087 Financial Markets and the Real Economy: A Statistical Field Perspective on Capital Allocation and Accumulation
by Pierre Gosselin & Aileen Lotz & Marc Wambst
- 2205.02800 Measures of physical mixing evaluate the economic mobility of the typical individual
by Viktor Stojkoski
- 2205.02668 A Market for Trading Forecasts: A Wagering Mechanism
by Aitazaz Ali Raja & Pierre Pinson & Jalal Kazempour & Sergio Grammatico
- 2205.02581 A Stochastic Climate Model -- An approach to calibrate the Climate-Extended Risk Model (CERM)
by Jean-Baptiste Gaudemet & Jules Deschamps & Olivier Vinciguerra
- 2205.02310 Organizing Crime: an Empirical Analysis of the Sicilian Mafia
by Michele Battisti & Andrea Mario Lavezzi & Roberto Musotto
- 2205.02288 Choosing Exogeneity Assumptions in Potential Outcome Models
by Matthew A. Masten & Alexandre Poirier
- 2205.02274 Reducing Marketplace Interference Bias Via Shadow Prices
by Ido Bright & Arthur Delarue & Ilan Lobel
- 2205.02167 Knowledge is non-fungible
by C'esar A. Hidalgo
- 2205.02164 The Policy Implications of Economic Complexity
by C'esar A. Hidalgo
- 2205.02123 Eine empirische Analyse der Skalierung von Value-at-Risk Schaetzungen
by Marita Kuhlmann
- 2205.02040 A counter example to the theorems of social preference transitivity and social choice set existence under the majority rule
by Fujun Hou
- 2205.01957 Utilitarianism on the front lines: COVID-19, public ethics, and the "hidden assumption" problem
by Charles Shaw & Silvio Vanadia
- 2205.01882 Approximating Choice Data by Discrete Choice Models
by Haoge Chang & Yusuke Narita & Kota Saito
- 2205.01875 Machine Learning based Framework for Robust Price-Sensitivity Estimation with Application to Airline Pricing
by Ravi Kumar & Shahin Boluki & Karl Isler & Jonas Rauch & Darius Walczak
- 2205.01639 Dynamic and Context-Dependent Stock Price Prediction Using Attention Modules and News Sentiment
by Nicole Koenigstein
- 2205.01565 Efficient Score Computation and Expectation-Maximization Algorithm in Regime-Switching Models
by Chaojun Li & Shi Qiu
- 2205.01524 Machine learning techniques in joint default assessment
by Margherita Doria & Elisa Luciano & Patrizia Semeraro
- 2205.01444 Volatility Sensitive Bayesian Estimation of Portfolio VaR and CVaR
by Taras Bodnar & Vilhelm Niklasson & Erik Thors'en
- 2205.01436 Potential gains of long-distance trade in electricity
by Javier L'opez Prol & Karl W. Steininger & Keith Williges & Wolf D. Grossmann & Iris Grossmann
- 2205.01387 Integration of Behavioral Economic Models to Optimize ML performance and interpretability: a sandbox example
by Emilio Soria-Olivas & Jos'e E. Vila Gisbert & Regino Barranquero Carde~nosa & Yolanda Gomez
- 2205.01386 An Intrinsic Entropy Model for Exchange-Traded Securities
by Claudiu Vinte & Ion Smeureanu & Titus-Felix Furtuna & Marcel Ausloos
- 2205.01370 A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model
by Claudiu Vinte & Marcel Ausloos & Titus Felix Furtuna
- 2205.01317 Open vs Closed-ended questions in attitudinal surveys -- comparing, combining, and interpreting using natural language processing
by Vishnu Baburajan & Jo~ao de Abreu e Silva & Francisco Camara Pereira
- 2205.01260 A Model of Financial Market Control
by Yoshihiro Ohashi
- 2205.01255 Incorporating Financial Hardship in Measuring the Mental Health Impact of Housing Stress
by Timothy Ludlow & Jonas Fooken & Christiern Rose & Kam Tang
- 2205.01246 Heterogeneous Treatment Effects for Networks, Panels, and other Outcome Matrices
by Eric Auerbach & Yong Cai
- 2205.01216 Estimating beneficiaries of the child tax credit: past, present, and future
by Ashley Nunes & Chung Yi See & Lucas Woodley & Nicole A. Divers & Audrey L. Cui
- 2205.01175 Integrating Structural and Reduced-Form Methods in Empirical Finance
by Toni M. Whited
- 2205.01094 A Word is Worth A Thousand Dollars: Adversarial Attack on Tweets Fools Stock Predictions
by Yong Xie & Dakuo Wang & Pin-Yu Chen & Jinjun Xiong & Sijia Liu & Sanmi Koyejo
- 2205.01012 Excess Out-of-Sample Risk and Fleeting Modes
by Jean-Philippe Bouchaud & Iacopo Mastromatteo & Marc Potters & Konstantin Tikhonov
- 2205.00993 A systematic analysis of biotech startups that went public in the first half of 2021
by Sebastian G. Huayamares & Melissa P. Lokugamage & Alejandro J. Da Silva Sanchez & James E. Dahlman
- 2205.00975 A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets
by Katarzyna Maciejowska
- 2205.00974 Cross Cryptocurrency Relationship Mining for Bitcoin Price Prediction
by Panpan Li & Shengbo Gong & Shaocong Xu & Jiajun Zhou & Yu Shanqing & Qi Xuan
- 2205.00957 Decisions with Uncertain Consequences -- A Total Ordering on Loss-Distributions
by Stefan Rass & Sandra Konig & Stefan Schauer
- 2205.00924 A short term credibility index for central banks under inflation targeting: an application to Brazil
by Alain Hecq & Joao Issler & Elisa Voisin
- 2205.00852 A Note on "A survey of preference estimation with unobserved choice set heterogeneity" by Gregory S. Crawford, Rachel Griffith, and Alessandro Iaria
by C. Angelo Guevara
- 2205.00825 Stochastic Online Fisher Markets: Static Pricing Limits and Adaptive Enhancements
by Devansh Jalota & Yinyu Ye
- 2205.00799 Optimal preference satisfaction for conflict-free joint decisions
by Hiroaki Shinkawa & Nicolas Chauvet & Guillaume Bachelier & Andr'e Rohm & Ryoichi Horisaki & Makoto Naruse
- 2205.00752 A basic macroeconomic agent-based model for analyzing monetary regime shifts
by Florian Peters & Doris Neuberger & Oliver Reinhardt & Adelinde Uhrmacher
- 2205.00684 Rational social distancing policy during epidemics with limited healthcare capacity
by Simon K. Schnyder & John J. Molina & Ryoichi Yamamoto & Matthew S. Turner
- 2205.00666 (Private)-Retroactive Carbon Pricing [(P)ReCaP]: A Market-based Approach for Climate Finance and Risk Assessment
by Yoshua Bengio & Prateek Gupta & Dylan Radovic & Maarten Scholl & Andrew Williams & Christian Schroeder de Witt & Tianyu Zhang & Yang Zhang
- 2205.00634 Numerical Method for Highly Non-linear Mean-reverting Asset Price Model with CEV-type Process
by Emmanuel Coffie
- 2205.00605 Cluster-based Regression using Variational Inference and Applications in Financial Forecasting
by Udai Nagpal & Krishan Nagpal
- 2205.00586 Fitting Generalized Tempered Stable distribution: Fractional Fourier Transform (FRFT) Approach
by A. H. Nzokem & V. T. Montshiwa
- 2205.00577 Higher-order Expansions and Inference for Panel Data Models
by Jiti Gao & Bin Peng & Yayi Yan
- 2205.00573 Pricing Path-dependent Options under Stochastic Volatility via Mellin Transform
by Jiling Cao & Jeong-Hoon Kim & Xi Li & Wenjun Zhang
- 2205.00564 Strategic Behavior under Context Misalignment
by Pierfrancesco Guarino & Gabriel Ziegler
- 2205.00497 The Distribution of Occupational Tasks in the United States: Implications for a Diverse and Aging Population
by Samuel Cole & Zachary Cowell & John M. Nunley & R. Alan Seals Jr
- 2205.00494 Transient impact from the Nash equilibrium of a permanent market impact game
by Francesco Cordoni & Fabrizio Lillo
- 2205.00492 Understanding Distance Measures Among Elections
by Niclas Boehmer & Piotr Faliszewski & Rolf Niedermeier & Stanis{l}aw Szufa & Tomasz Wk{a}s
- 2205.00450 On priority in multi-issue bankruptcy problems with crossed claims
by Rick K. Acosta-Vega & Encarnaci'on Algaba & Joaqu'in S'anchez-Soriano
- 2205.00383 Regulating stochastic clocks
by Zhe Fei & Weixuan Xia
- 2205.00378 The Cost of Lunar Landing Pads with a Trade Study of Construction Methods
by Philip T. Metzger & Greg W. Autry
- 2205.00335 Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches
by Mohammadreza Mahmoudi
- 2205.00295 Greenhouse Gas Emissions and its Main Drivers: a Panel Assessment for EU-27 Member States
by I. Jianu & S. M. Jeloaica & M. D. Tudorache
- 2205.00279 Distance between closed sets and the solutions to stochastic partial differential equations
by Toshiyuki Nakayama & Stefan Tappe
- 2205.00278 Mentors and Recombinators: Multi-Dimensional Social Learning
by Srinivas Arigapudi & Omer Edhan & Yuval Heller & Ziv Hellman
- 2205.00171 A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates
by Qingliang Fan & Zijian Guo & Ziwei Mei
- 2205.00140 Improved Approximation to First-Best Gains-from-Trade
by Yumou Fei
- 2205.00104 The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator
by Claudiu Vinte & Marcel Ausloos
- 2205.00055 From Service Quality to E-Service Quality: Measurement, Dimensions and Model
by Salome O. Ighomereho & Afolabi A. Ojo & Samuel O. Omoyele & Samuel O. Olabode
- 2205.00032 Improving the Deferred Acceptance with Minimal Compromise
by Mustafa Oguz Afacan & Umut Dur & A. Arda Gitmez & Ozgur Y{i}lmaz
- 2204.14232 Panoptic: the perpetual, oracle-free options protocol
by Guillaume Lambert & Jesper Kristensen
- 2204.14051 Contests to Incentivize a Target Group
by Edith Elkind & Abheek Ghosh & Paul Goldberg
- 2204.13815 Controlling for Latent Confounding with Triple Proxies
by Ben Deaner
- 2204.13726 Auctioning Multiple Goods without Priors
by Wanchang Zhang
- 2204.13664 Individual characteristics associated with risk and time preferences: A multi country representative survey
by Thomas Meissner & Xavier Gassmann & Corinne Faure & Joachim Schleich
- 2204.13587 Supervised machine learning classification for short straddles on the S&P500
by Alexander Brunhuemer & Lukas Larcher & Philipp Seidl & Sascha Desmettre & Johannes Kofler & Gerhard Larcher
- 2204.13488 Penalized Sieve Estimation of Structural Models
by Yao Luo & Peijun Sang
- 2204.13481 Bunching and Taxing Multidimensional Skills
by Job Boerma & Aleh Tsyvinski & Alexander P. Zimin
- 2204.13424 From prediction markets to interpretable collective intelligence
by Alexey V. Osipov & Nikolay N. Osipov
- 2204.13398 Portfolio Diversification Revisited
by Charles Shaw
- 2204.13392 Dynamic screening
by David Lagziel & Ehud Lehrer
- 2204.13385 Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange
by Gour Sundar Mitra Thakur & Rupak Bhattacharyya & Seema Sarkar
- 2204.13338 Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets
by Masanori Hirano & Hiroki Sakaji & Kiyoshi Izumi
- 2204.13265 Adaptive Multi-Strategy Market-Making Agent For Volatile Markets
by Ali Raheman & Anton Kolonin & Alexey Glushchenko & Arseniy Fokin & Ikram Ansari
- 2204.13150 Impulse response estimation via flexible local projections
by Haroon Mumtaz & Michele Piffer
- 2204.13102 The Price and Cost of Bitcoin
by John E. Marthinsen & Steven R. Gordon
- 2204.12992 Estimation of Recursive Route Choice Models with Incomplete Trip Observations
by Tien Mai & The Viet Bui & Quoc Phong Nguyen & Tho V. Le
- 2204.12933 High-Frequency-Based Volatility Model with Network Structure
by Huiling Yuan & Guodong Li & Junhui Wang
- 2204.12932 NFT Appraisal Prediction: Utilizing Search Trends, Public Market Data, Linear Regression and Recurrent Neural Networks
by Shrey Jain & Camille Bruckmann & Chase McDougall
- 2204.12929 Sequence-Based Target Coin Prediction for Cryptocurrency Pump-and-Dump
by Sihao Hu & Zhen Zhang & Shengliang Lu & Bingsheng He & Zhao Li
- 2204.12928 Causal Analysis of Generic Time Series Data Applied for Market Prediction
by Anton Kolonin & Ali Raheman & Mukul Vishwas & Ikram Ansari & Juan Pinzon & Alice Ho
- 2204.12914 Forecasting foreign exchange rates with regression networks tuned by Bayesian optimization
by Linwei Li & Paul-Amaury Matt & Christian Heumann
- 2204.12865 The universality in urban commuting across and within cities
by Lei Dong & Paolo Santi & Yu Liu & Siqi Zheng & Carlo Ratti
- 2204.12766 Two-dimensional forward and backward transition rates
by Theis Bathke & Marcus Christiansen
- 2204.12723 Information-theoretic limitations of data-based price discrimination
by Haitian Xie & Ying Zhu & Denis Shishkin
- 2204.12657 Modeling dynamic volatility under uncertain environment with fuzziness and randomness
by Xianfei Hui & Baiqing Sun & Hui Jiang & Yan Zhou
- 2204.12472 A Multivariate Spatial and Spatiotemporal ARCH Model
by Philipp Otto
- 2204.12462 GMM is Inadmissible Under Weak Identification
by Isaiah Andrews & Anna Mikusheva
- 2204.12436 Incentives in Social Decision Schemes with Pairwise Comparison Preferences
by Felix Brandt & Patrick Lederer & Warut Suksompong
- 2204.12374 An empirical equilibrium model of formal and informal credit markets in developing countries
by Fan Wang
- 2204.12359 Changes in Retirement Savings During the COVID Pandemic
by Elena Derby & Lucas Goodman & Kathleen Mackie & Jacob Mortenson
- 2204.12251 Limits of Semistatic Trading Strategies
by Marcel Nutz & Johannes Wiesel & Long Zhao
- 2204.12250 Martingale Schr\"odinger Bridges and Optimal Semistatic Portfolios
by Marcel Nutz & Johannes Wiesel & Long Zhao
- 2204.12023 A One-Covariate-at-a-Time Method for Nonparametric Additive Models
by Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou
- 2204.11931 Pareto Optimization in Categories
by Matilde Marcolli
- 2204.11849 Heterogeneous Information Network based Default Analysis on Banking Micro and Small Enterprise Users
by Zheng Zhang & Yingsheng Ji & Jiachen Shen & Xi Zhang & Guangwen Yang
- 2204.11748 Optimal Decision Rules when Payoffs are Partially Identified
by Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide
- 2204.11735 Forecasting Electricity Prices
by Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron
- 2204.11585 Will claim history become a deprecated rating factor? An optimal design method for the real-time road risk model
by Jiamin Yu
- 2204.11554 CVA in fractional and rough volatility models
by Elisa Al`os & Fabio Antonelli & Alessandro Ramponi & Sergio Scarlatti
- 2204.11451 Safe Delivery of Critical Services in Areas with Volatile Security Situation via a Stackelberg Game Approach
by Tien Mai & Arunesh Sinha
- 2204.11438 Joint mixability and notions of negative dependence
by Takaaki Koike & Liyuan Lin & Ruodu Wang
- 2204.11318 Identification and Statistical Decision Theory
by Charles F. Manski
- 2204.11203 Quantum Bohmian Inspired Potential to Model Non-Gaussian Events and the Application in Financial Markets
by Reza Hosseini & Samin Tajik & Zahra Koohi Lai & Tayeb Jamali & Emmanuel Haven & G. Reza Jafari
- 2204.11107 Debt-Financed Collateral and Stability Risks in the DeFi Ecosystem
by Michael Darlin & Georgios Palaiokrassas & Leandros Tassiulas