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Content
2023
- 2309.04118 Agriculture Credit and Economic Growth in Bangladesh: A Time Series Analysis
by Md. Toaha & Laboni Mondal
- 2309.04116 Aggregation of financial markets
by Georg Menz & Moritz Vo{ss}
- 2309.04020 Local Priority Mechanisms
by Joseph Root & David S. Ahn
- 2309.03984 Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping
by Chinonso Nwankwo & Weizhong Dai & Tony Ware
- 2309.03968 Common Firm-level Investor Fears: Evidence from Equity Options
by Jozef Barunik & Mattia Bevilacqua & Michael Ellington
- 2309.03966 Fourier Neural Network Approximation of Transition Densities in Finance
by Rong Du & Duy-Minh Dang
- 2309.03784 On the minimal simplex economy
by Antonio Pulgar'in
- 2309.03740 Identifying spatial interdependence in panel data with large N and small T
by Deborah Gefang & Stephen G. Hall & George S. Tavlas
- 2309.03736 TradingGPT: Multi-Agent System with Layered Memory and Distinct Characters for Enhanced Financial Trading Performance
by Yang Li & Yangyang Yu & Haohang Li & Zhi Chen & Khaldoun Khashanah
- 2309.03730 A Causal Perspective on Loan Pricing: Investigating the Impacts of Selection Bias on Identifying Bid-Response Functions
by Christopher Bockel-Rickermann & Sam Verboven & Tim Verdonck & Wouter Verbeke
- 2309.03541 Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model
by David R. Ba~nos & Salvador Ortiz-Latorre & Oriol Zamora Font
- 2309.03532 A few misfits can Change the World
by Esteve Almirall & Steve Willmott & Ulises Cort'es
- 2309.03432 Perishable Goods versus Re-tradable Assets: A Theoretical Reappraisal of a Fundamental Dichotomy
by Sabiou Inoua & Vernon Smith
- 2309.03419 Motives for Delegating Financial Decisions
by Mikhail Freer & Daniel Friedman & Simon Weidenholzer
- 2309.03403 Sources of capital growth
by Gordon Getty & Nikita Tkachenko
- 2309.03311 Default Process Modeling and Credit Valuation Adjustment
by David Xiao
- 2309.03283 Urban Mobility in the Age of Automation: Analyzing Public Attitudes Toward Privately-Owned versus Shared Automated Vehicles
by Yellitza Soto & Fatemeh Nazari & Mohamadhossein Noruzoliaee
- 2309.03202 Evaluation of Reinforcement Learning Techniques for Trading on a Diverse Portfolio
by Ishan S. Khare & Tarun K. Martheswaran & Akshana Dassanaike-Perera
- 2309.03133 On strategies for risk management and decision making under uncertainty shared across multiple fields
by Alexander Gutfraind
- 2309.03123 A Topological Proof of The Gibbard-Satterthwaite Theorem
by Yuliy Baryshnikov & Joseph Root
- 2309.03079 GPT-InvestAR: Enhancing Stock Investment Strategies through Annual Report Analysis with Large Language Models
by Udit Gupta
- 2309.03003 Proofs for the New Definitions in Financial Markets
by Atilla Aras
- 2309.02994 An Offline Learning Approach to Propagator Models
by Eyal Neuman & Wolfgang Stockinger & Yufei Zhang
- 2309.02970 On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making
by Christian Oliver Ewald & Kevin Kamm
- 2309.02608 The Iberian Exception: An overview of its effects over its first 100 days
by David Robinson & Angel Arcos-Vargas & Micheael Tennican & Fernando N'u~nez
- 2309.02570 Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions
by Tomasz R. Bielecki & Igor Cialenco & Hao Liu
- 2309.02447 Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
by Victor Olkhov
- 2309.02338 Sustainability assessment of Low Earth Orbit (LEO) satellite broadband megaconstellations
by Ogutu B. Osoro & Edward J. Oughton & Andrew R. Wilson & Akhil Rao
- 2309.02323 Projections of Economic Impacts of Climate Change on Marine Protected Areas: Palau, the Great Barrier Reef, and the Bering Sea
by Talya ten Brink
- 2309.02271 Dual Effects of the US-China Trade War and COVID-19 on United States Imports: Transfer of China's industrial chain?
by Wei Luo & Siyuan Kang & Sheng Hu & Lixian Su & Rui Dai
- 2309.02205 On statistical arbitrage under a conditional factor model of equity returns
by Trent Spears & Stefan Zohren & Stephen Roberts
- 2309.02183 Instrumental variable estimation of the proportional hazards model by presmoothing
by Lorenzo Tedesco & Jad Beyhum & Ingrid Van Keilegom
- 2309.02089 On the use of U-statistics for linear dyadic interaction models
by G. M. Szini
- 2309.02072 Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting
by Chen Liu & Minh-Ngoc Tran & Chao Wang & Richard Gerlach & Robert Kohn
- 2309.01936 Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint
by Hui Mi & Zuo Quan Xu & Dongfang Yang
- 2309.01889 The Local Projection Residual Bootstrap for AR(1) Models
by Amilcar Velez
- 2309.01791 Non-Transitivity of the Win Ratio and the Area Under the Receiver Operating Characteristics Curve (AUC): a case for evaluating the strength of stochastic comparisons
by Olga V. Demler & Ilona A. Demler
- 2309.01784 INTAGS: Interactive Agent-Guided Simulation
by Song Wei & Andrea Coletta & Svitlana Vyetrenko & Tucker Balch
- 2309.01764 Generalized Information Criteria for Structured Sparse Models
by Eduardo F. Mendes & Gabriel J. P. Pinto
- 2309.01658 Design-Based Multi-Way Clustering
by Luther Yap
- 2309.01637 The Robust F-Statistic as a Test for Weak Instruments
by Frank Windmeijer
- 2309.01565 Introducing the $\sigma$-Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting
by German Rodikov & Nino Antulov-Fantulin
- 2309.01495 Do Losses Matter? The Effect of Information-Search Technologies on Risky Choices
by Luigi Mittone & Mauro Papi
- 2309.01489 Moment-Based Estimation of Diffusion and Adoption Parameters in Networks
by L. S. Sanna Stephan
- 2309.01472 FinDiff: Diffusion Models for Financial Tabular Data Generation
by Timur Sattarov & Marco Schreyer & Damian Borth
- 2309.01471 A Trimming Estimator for the Latent-Diffusion-Observed-Adoption Model
by L. S. Sanna Stephan
- 2309.01363 Mutual Information Maximizing Quantum Generative Adversarial Network and Its Applications in Finance
by Mingyu Lee & Myeongjin Shin & Junseo Lee & Kabgyun Jeong
- 2309.01192 Nash's bargaining problem and the scale-invariant Hirsch citation index
by Josep Freixas & Roger Hoerl & William S. Zwicker
- 2309.01139 Logistic modelling of economic dynamics
by Arnab K. Ray
- 2309.01096 Constructing a type-adjustable mechanism to yield Pareto-optimal outcomes
by Haoyang Wu
- 2309.01033 From constant to rough: A survey of continuous volatility modeling
by Giulia Di Nunno & Kk{e}stutis Kubilius & Yuliya Mishura & Anton Yurchenko-Tytarenko
- 2309.00943 iCOS: Option-Implied COS Method
by Evgenii Vladimirov
- 2309.00909 There is power in general equilibrium
by Juan Jacobo
- 2309.00875 A hidden Markov model for statistical arbitrage in international crude oil futures markets
by Viviana Fanelli & Claudio Fontana & Francesco Rotondi
- 2309.00805 Fairness Implications of Heterogeneous Treatment Effect Estimation with Machine Learning Methods in Policy-making
by Patrick Rehill & Nicholas Biddle
- 2309.00649 GPT has become financially literate: Insights from financial literacy tests of GPT and a preliminary test of how people use it as a source of advice
by Pawe{l} Niszczota & Sami Abbas
- 2309.00638 Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network
by Peer Nagy & Sascha Frey & Silvia Sapora & Kang Li & Anisoara Calinescu & Stefan Zohren & Jakob Foerster
- 2309.00635 Theoretical foundation for the Pareto distribution of international trade strength and introduction of an equation for international trade forecasting
by Mikrajuddin Abdullah
- 2309.00632 Improving Capital Efficiency and Impermanent Loss: Multi-Token Proactive Market Maker
by Wayne Chen & Songwei Chen & Preston Rozwood
- 2309.00630 Commodities Trading through Deep Policy Gradient Methods
by Jonas Hanetho
- 2309.00629 Quantifying MEV On Layer 2 Networks
by Arthur Bagourd & Luca Georges Francois
- 2309.00626 An Ensemble Method of Deep Reinforcement Learning for Automated Cryptocurrency Trading
by Shuyang Wang & Diego Klabjan
- 2309.00618 Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms
by Albert Wong & Steven Whang & Emilio Sagre & Niha Sachin & Gustavo Dutra & Yew-Wei Lim & Gaetan Hains & Youry Khmelevsky & Frank Zhang
- 2309.00556 The Effect of Punishment and Reward on Cooperation in a Prisoners' Dilemma Game
by Alexander Kangas
- 2309.00540 Instabilities of Super-Time-Stepping Methods on the Heston Stochastic Volatility Model
by Fabien Le Floc'h
- 2309.00536 Preventing Others from Commercializing Your Innovation: Evidence from Creative Commons Licenses
by Erdem Dogukan Yilmaz & Tim Meyer & Milan Miric
- 2309.00390 Chance or Chaos? Fractal geometry aimed to inspect the nature of Bitcoin
by Esther Cabezas-Rivas & Felipe S'anchez-Coll & Isaac Tormo-Xaixo
- 2309.00214 Regret-Minimizing Project Choice
by Yingni Guo & Eran Shmaya
- 2309.00136 Predicting Financial Market Trends using Time Series Analysis and Natural Language Processing
by Ali Asgarov
- 2309.00114 Accurate Quality Elicitation in a Multi-Attribute Choice Setting
by Changkuk Im
- 2309.00088 Deep Semi-Supervised Anomaly Detection for Finding Fraud in the Futures Market
by Timothy DeLise
- 2309.00073 Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction
by Kelvin J. L. Koa & Yunshan Ma & Ritchie Ng & Tat-Seng Chua
- 2309.00025 New general dependence measures: construction, estimation and application to high-frequency stock returns
by Aleksy Leeuwenkamp & Wentao Hu
- 2308.16771 Linking microblogging sentiments to stock price movement: An application of GPT-4
by Rick Steinert & Saskia Altmann
- 2308.16391 Improving the Accuracy of Transaction-Based Ponzi Detection on Ethereum
by Phuong Duy Huynh & Son Hoang Dau & Xiaodong Li & Phuc Luong & Emanuele Viterbo
- 2308.16256 A new adaptive pricing framework for perpetual protocols using liquidity curves and on-chain oracles
by Chester Bella & Danny Boahen & Sudeep Biswas
- 2308.16200 Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?
by Kian Tehranian
- 2308.16192 High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods
by Christis Katsouris
- 2308.16054 Capital Structure Dynamics and Financial Performance in Indian Banks (An Analysis of Mergers and Acquisitions)
by Kurada T S S Satyanarayana & Addada Narasimha Rao & Kumpatla jaya surya
- 2308.15769 Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks
by Cameron Cornell & Lewis Mitchell & Matthew Roughan
- 2308.15672 Asymptotics for Short Maturity Asian Options in Jump-Diffusion models with Local Volatility
by Dan Pirjol & Lingjiong Zhu
- 2308.15661 The Financial Market of Environmental Indices
by Thisari K. Mahanama & Abootaleb Shirvani & Svetlozar Rachev & Frank J. Fabozzi
- 2308.15627 Target PCA: Transfer Learning Large Dimensional Panel Data
by Junting Duan & Markus Pelger & Ruoxuan Xiong
- 2308.15451 Metawisdom of the Crowd: How Choice Within Aided Decision Making Can Make Crowd Wisdom Robust
by Jon Atwell & Marlon Twyman II
- 2308.15445 Mixed-Effects Methods for Search and Matching Research
by John M. Abowd & Kevin L. McKinney
- 2308.15443 Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?
by Weronika Nitka & Rafa{l} Weron
- 2308.15384 Hedging Forecast Combinations With an Application to the Random Forest
by Elliot Beck & Damian Kozbur & Michael Wolf
- 2308.15341 On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model
by Elisa Al`os & Eulalia Nualart & Makar Pravosud
- 2308.15338 Another Look at the Linear Probability Model and Nonlinear Index Models
by Kaicheng Chen & Robert S. Martin & Jeffrey M. Wooldridge
- 2308.15135 Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals
by Owen Futter & Blanka Horvath & Magnus Wiese
- 2308.15062 Forecasting with Feedback
by Robert P. Lieli & Augusto Nieto-Barthaburu
- 2308.15048 Optimal ratcheting of dividend payout under Brownian motion surplus
by Chonghu Guan & Zuo Quan Xu
- 2308.14989 Efficiency in Multiple-Type Housing Markets
by Di Feng
- 2308.14982 Cognitive Aging and Labor Share
by B. N. Kausik
- 2308.14952 Stochastic Variational Inference for GARCH Models
by Hanwen Xuan & Luca Maestrini & Feng Chen & Clara Grazian
- 2308.14734 Crowdsourced data indicates broadband has a positive impact on local business creation
by Yifeng Philip Chen & Edward J. Oughton & Jakub Zagdanski & Maggie Mo Jia & Peter Tyler
- 2308.14717 Equity Pay In Networked Teams
by Krishna Dasaratha & Benjamin Golub & Anant Shah
- 2308.14703 Managing Congestion in Two-Sided Platforms: The Case of Online Rentals
by Caterina Calsamiglia & Laura Doval & Alejandro Robinson-Cort'es & Matthew Shum
- 2308.14689 Complementarities in childcare allocation under priorities
by Ata Atay & Antonio Romero-Medina
- 2308.14634 Breaking the Bank with ChatGPT: Few-Shot Text Classification for Finance
by Lefteris Loukas & Ilias Stogiannidis & Prodromos Malakasiotis & Stavros Vassos
- 2308.14487 Deep multi-step mixed algorithm for high dimensional non-linear PDEs and associated BSDEs
by Daniel Bussell & Camilo Andr'es Garc'ia-Trillos
- 2308.14473 Joint Calibration of Local Volatility Models with Stochastic Interest Rates using Semimartingale Optimal Transport
by Benjamin Joseph & Gregoire Loeper & Jan Obloj
- 2308.14464 Donut Regression Discontinuity Designs
by Cladia Noack & Chistoph Rothe
- 2308.14375 Bandwidth Selection for Treatment Choice with Binary Outcomes
by Takuya Ishihara
- 2308.14235 An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
by Haochen Li & Yi Cao & Maria Polukarov & Carmine Ventre
- 2308.14215 TimeTrail: Unveiling Financial Fraud Patterns through Temporal Correlation Analysis
by Sushrut Ghimire
- 2308.14196 Identification and Estimation of Demand Models with Endogenous Product Entry and Exit
by Victor Aguirregabiria & Alessandro Iaria & Senay Sokullu
- 2308.13956 Reputation Effects with Endogenous Records
by Harry Pei
- 2308.13915 Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models
by Christis Katsouris
- 2308.13899 Self-Enforced Job Matching
by Ce Liu & Ziwei Wang & Hanzhe Zhang
- 2308.13881 Transaction fee mechanism for Proof-of-Stake protocol
by Wenpin Tang & David D. Yao
- 2308.13850 Solutions to Equilibrium HJB Equations for Time-Inconsistent Deterministic Linear Quadratic Control: Characterization and Uniqueness
by Yunfei Peng & Wei Wei
- 2308.13804 Multivariate Majorization in Principal-Agents Models
by Nicholas C Bedard & Jacob K Goeree & Ningyi Sun
- 2308.13717 Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing
by Ricardo T. Fernholz & Robert Fernholz
- 2308.13688 Splash! Robustifying Donor Pools for Policy Studies
by Jared Amani Greathouse & Mani Bayani & Jason Coupet
- 2308.13642 The Potential of Quantum Techniques for Stock Price Prediction
by Naman S & Gaurang B & Neel S & Aswath Babu H
- 2308.13564 SGMM: Stochastic Approximation to Generalized Method of Moments
by Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song
- 2308.13496 Choice Architecture, Privacy Valuations, and Selection Bias in Consumer Data
by Tesary Lin & Avner Strulov-Shlain
- 2308.13346 GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables
by Kejin Wu & Sayar Karmakar & Rangan Gupta
- 2308.13289 JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
by Sascha Frey & Kang Li & Peer Nagy & Silvia Sapora & Chris Lu & Stefan Zohren & Jakob Foerster & Anisoara Calinescu
- 2308.13156 Parental Health Penalty on Adult Children's Employment: Gender Difference and Long-Term Consequence
by Jiayi Wen & Haili Huang
- 2308.13153 Occupational Retirement and Pension Reform: The Roles of Physical and Cognitive Health
by Jiayi Wen
- 2308.13063 Grover Search for Portfolio Selection
by A. Ege Yilmaz & Stefan Stettler & Thomas Ankenbrand & Urs Rhyner
- 2308.13061 Spatial and Spatiotemporal Volatility Models: A Review
by Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar & Wolfgang Schmid & Anil K. Bera
- 2308.12856 Uncertainty Propagation and Dynamic Robust Risk Measures
by Marlon Moresco & M'elina Mailhot & Silvana M. Pesenti
- 2308.12542 Financial Inclusion and Monetary Policy: A Study on the Relationship between Financial Inclusion and Effectiveness of Monetary Policy in Developing Countries
by Gautam Kumar Biswas & Faruque Ahamed
- 2308.12485 Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models
by Soonwoo Kwon
- 2308.12479 Procurement in welfare programs: Evidence and implications from WIC infant formula contracts
by Yonghong An & David Davis & Yizao Liu & Ruli Xiao
- 2308.12477 American Stories: A Large-Scale Structured Text Dataset of Historical U.S. Newspapers
by Melissa Dell & Jacob Carlson & Tom Bryan & Emily Silcock & Abhishek Arora & Zejiang Shen & Luca D'Amico-Wong & Quan Le & Pablo Querubin & Leander Heldring
- 2308.12470 Scalable Estimation of Multinomial Response Models with Random Consideration Sets
by Siddhartha Chib & Kenichi Shimizu
- 2308.12242 Recent Developments in Pandora's Box Problem: Variants and Applications
by Hedyeh Beyhaghi & Linda Cai
- 2308.12212 Learning to Learn Financial Networks for Optimising Momentum Strategies
by Xingyue Pu & Stefan Zohren & Stephen Roberts & Xiaowen Dong
- 2308.12179 Investigating Short-Term Dynamics in Green Bond Markets
by Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji
- 2308.11939 Retail Demand Forecasting: A Comparative Study for Multivariate Time Series
by Md Sabbirul Haque & Md Shahedul Amin & Jonayet Miah
- 2308.11922 Discrimination and Constraints: Evidence from The Voice
by Anuar Assamidanov
- 2308.11828 Optimal Robust Reinsurance with Multiple Insurers
by Emma Kroell & Sebastian Jaimungal & Silvana M. Pesenti
- 2308.11805 The Impact of Stocks on Correlations between Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression
by Matthew Stuart & Cindy Yu & David A. Hennessy
- 2308.11597 Nash Equilibrium Existence without Convexity
by Conrad Kosowsky
- 2308.11406 Designing an attack-defense game: how to increase robustness of financial transaction models via a competition
by Alexey Zaytsev & Maria Kovaleva & Alex Natekin & Evgeni Vorsin & Valerii Smirnov & Georgii Smirnov & Oleg Sidorshin & Alexander Senin & Alexander Dudin & Dmitry Berestnev
- 2308.11302 From Mundane to Meaningful: AI's Influence on Work Dynamics -- evidence from ChatGPT and Stack Overflow
by Quentin Gallea
- 2308.11294 Network Momentum across Asset Classes
by Xingyue Pu & Stephen Roberts & Xiaowen Dong & Stefan Zohren
- 2308.11238 Distorted optimal transport
by Haiyan Liu & Bin Wang & Ruodu Wang & Sheng Chao Zhuang
- 2308.11222 Approximate Core Allocations for Edge Cover Games
by Tianhang Lu & Han Xian & Qizhi Fang
- 2308.11202 Analysis of Optimal Portfolio Management Using Hierarchical Clustering
by Kapil Panda
- 2308.11173 Forecasting inflation using disaggregates and machine learning
by Gilberto Boaretto & Marcelo C. Medeiros
- 2308.11138 NLP-based detection of systematic anomalies among the narratives of consumer complaints
by Peiheng Gao & Ning Sun & Xuefeng Wang & Chen Yang & Riv{c}ardas Zitikis
- 2308.11069 Classical Economics: Lost and Found
by Sabiou Inoua & Vernon Smith
- 2308.10993 Econometrics of Machine Learning Methods in Economic Forecasting
by Andrii Babii & Eric Ghysels & Jonas Striaukas
- 2308.10974 "Guinea Pig Trials" Utilizing GPT: A Novel Smart Agent-Based Modeling Approach for Studying Firm Competition and Collusion
by Xu Han & Zengqing Wu & Chuan Xiao
- 2308.10823 Simulation Experiments as a Causal Problem
by Tyrel Stokes & Ian Shrier & Russell Steele
- 2308.10568 Analytical valuation of vulnerable derivative claims with bilateral cash flows under credit, funding and wrong-way risk
by Juan Jose Francisco Miguelez & Cristin Buescu
- 2308.10556 D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options
by Kristoffer Andersson & Cornelis W. Oosterlee
- 2308.10550 Explicit Computations for Delayed Semistatic Hedging
by Yan Dolinsky & Or Zuk
- 2308.10359 Central Bank Digital Currency with Collateral-constrained Banks
by Hanfeng Chen & Maria Elena Filippin
- 2308.10313 Exploring the Role of Perceived Range Anxiety in Adoption Behavior of Plug-in Electric Vehicles
by Fatemeh Nazari & Abolfazl Mohammadian
- 2308.10309 Digital Real Estate in the Metaverse: An Empirical Analysis of Retail Investor Motivations
by Lennart Ante & Friedrich-Philipp Wazinski & Aman Saggu
- 2308.10138 Genuinely Robust Inference for Clustered Data
by Harold D. Chiang & Yuya Sasaki & Yulong Wang
- 2308.10131 Agree to Disagree: Measuring Hidden Dissent in FOMC Meetings
by Kwok Ping Tsang & Zichao Yang
- 2308.10104 Green or greedy: the relationship between perceived benefits and homeowners' intention to adopt residential low-carbon technologies
by Fabian Scheller & Karyn Morrissey & Karsten Neuhoff & Dogan Keles
- 2308.10046 Startup Acquisitions: Acquihires and Talent Hoarding
by Jean-Michel Benkert & Igor Letina & Shuo Liu
- 2308.10039 Do We Price Happiness? Evidence from Korean Stock Market
by HyeonJun Kim
- 2308.10034 On the parametric description of log-growth rates of cities' sizes of four European countries and the USA
by Till Massing & Miguel Puente-Ajov'in & Arturo Ramos
- 2308.10030 The Distribution of Strike Size:Empirical Evidence from Europe and North America in the 19th and 20th Centuries
by Michele Campolieti & Arturo Ramos
- 2308.10023 Student't mixture models for stock indices. A comparative study
by Till Massing & Arturo Ramos
- 2308.10018 Is there a universal parametric city size distribution? Empirical evidence for 70 countries
by Miguel Puente-Ajov'in & Arturo Ramos & Fernando Sanz-Gracia
- 2308.09968 To the Moon: Analyzing Collective Trading Events on the Wings of Sentiment Analysis
by Tim Matthies & Thomas Lohden & Stephan Leible & Jun-Patrick Raabe
- 2308.09818 Paths to Influence: How Coordinated Influence Operations Affect the Prominence of Ideas
by Darren L. Linvill & Patrick L. Warren
- 2308.09789 Managers' Choice of Disclosure Complexity
by Jeremy Bertomeu
- 2308.09783 Discretionary Extensions to Unemployment-Insurance Compensation and Some Potential Costs for a McCall Worker
by Rich Ryan
- 2308.09535 Weak Identification with Many Instruments
by Anna Mikusheva & Liyang Sun
- 2308.09485 Wisdom of the Crowds or Ignorance of the Masses? A data-driven guide to WSB
by Valentina Semenova & Dragos Gorduza & William Wildi & Xiaowen Dong & Stefan Zohren
- 2308.09480 The Inflation Attention Threshold and Inflation Surges
by Oliver Pfauti
- 2308.09347 Endowments, patience types, and uniqueness in two-good HARA utility economies
by Andrea Loi & Stefano Matta
- 2308.09264 Black-Litterman, Bayesian Shrinkage, and Factor Models in Portfolio Selection: You Can Have It All
by Kwong Yu Chong
- 2308.09211 Asymptotic Value of Monitoring Structures in Stochastic Games
by Daehyun Kim & Ichiro Obara
- 2308.09009 Closed-form approximations of moments and densities of continuous-time Markov models
by Dennis Kristensen & Young Jun Lee & Antonio Mele
- 2308.08972 Econometrics Modelling Approach to Examine the Effect of STEM Policy Changes on Asian Students Enrollment Decision in USA
by Prathamesh Muzumdar & George Kurian & Ganga Prasad Basyal & Apoorva Muley
- 2308.08958 Linear Regression with Weak Exogeneity
by Anna Mikusheva & Mikkel S{o}lvsten
- 2308.08953 Decarbonizing the European energy system in the absence of Russian gas: Hydrogen uptake and carbon capture developments in the power, heat and industry sectors
by Goran Durakovic & Hongyu Zhang & Brage Rugstad Knudsen & Asgeir Tomasgard & Pedro Crespo del Granado
- 2308.08918 IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making
by Hui Niu & Siyuan Li & Jiahao Zheng & Zhouchi Lin & Jian Li & Jian Guo & Bo An
- 2308.08808 Entrepreneurial Higher Education Education, Knowledge and Wealth Creation
by Rahmat Ullah & Rashid Aftab & Saeed Siyal & Kashif Zaheer
- 2308.08776 Large Language Models at Work in China's Labor Market
by Qin Chen & Jinfeng Ge & Huaqing Xie & Xingcheng Xu & Yanqing Yang
- 2308.08760 Semi-analytic pricing of American options in time-dependent jump-diffusion models with exponential jumps
by Andrey Itkin
- 2308.08745 When to efficiently rebalance a portfolio
by Masayuki Ando & Masaaki Fukasawa
- 2308.08683 Detecting Financial Market Manipulation with Statistical Physics Tools
by Haochen Li & Maria Polukarova & Carmine Ventre
- 2308.08630 Cooperation and interdependence in global science funding
by Lili Miao & Vincent Larivi`ere & Feifei Wang & Yong-Yeol Ahn & Cassidy R. Sugimoto
- 2308.08558 BIRP: Bitcoin Information Retrieval Prediction Model Based on Multimodal Pattern Matching
by Minsuk Kim & Byungchul Kim & Junyeong Yong & Jeongwoo Park & Gyeongmin Kim
- 2308.08554 AI-Assisted Investigation of On-Chain Parameters: Risky Cryptocurrencies and Price Factors
by Abdulrezzak Zekiye & Semih Utku & Fadi Amroush & Oznur Ozkasap
- 2308.08550 Recurrent Neural Networks with more flexible memory: better predictions than rough volatility
by Damien Challet & Vincent Ragel
- 2308.08549 Effects of Daily News Sentiment on Stock Price Forecasting
by S. Srinivas & R. Gadela & R. Sabu & A. Das & G. Nath & V. Datla
- 2308.08430 A Majority Rule Philosophy for Instant Runoff Voting
by Ross Hyman & Deb Otis & Seamus Allen & Greg Dennis
- 2308.08390 Testing Partial Instrument Monotonicity
by Hongyi Jiang & Zhenting Sun
- 2308.08315 Modified Verhulst-Solow model for long-term population and economic growths
by Iram Gleriaa & Sergio Da Silvab & Leon Brenig & Tarc{i}sio M. Rocha Filho & Annibal Figueiredo
- 2308.08276 Computer vision-enriched discrete choice models, with an application to residential location choice
by Sander van Cranenburgh & Francisco Garrido-Valenzuela
- 2308.08152 Estimating Effects of Long-Term Treatments
by Shan Huang & Chen Wang & Yuan Yuan & Jinglong Zhao & Brocco & Zhang
- 2308.08135 Microstructure-Empowered Stock Factor Extraction and Utilization
by Xianfeng Jiao & Zizhong Li & Chang Xu & Yang Liu & Weiqing Liu & Jiang Bian
- 2308.08066 The Geometry of Constant Function Market Makers
by Guillermo Angeris & Tarun Chitra & Theo Diamandis & Alex Evans & Kshitij Kulkarni
- 2308.08044 On the unimportance of commitment for monetary policy
by Juan Paez-Farrell
Printed from https://ideas.repec.org/s/arx/papers31.html
