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Content
2023
- 2311.10801 Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
by Wentao Zhang & Yilei Zhao & Shuo Sun & Jie Ying & Yonggang Xie & Zitao Song & Xinrun Wang & Bo An
- 2311.10799 Adaptive Modelling Approach for Row-Type Dependent Predictive Analysis (RTDPA): A Framework for Designing Machine Learning Models for Credit Risk Analysis in Banking Sector
by Minati Rath & Hema Date
- 2311.10759 Application Research of Spline Interpolation and ARIMA in the Field of Stock Market Forecasting
by Xitai Yu
- 2311.10756 Earnings Prediction Using Recurrent Neural Networks
by Moritz Scherrmann & Ralf Elsas
- 2311.10742 AI Ethics and Ordoliberalism 2.0: Towards A 'Digital Bill of Rights'
by Manuel Woersdoerfer
- 2311.10739 Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market
by Mohammadreza Mahmoudi
- 2311.10738 Approximation of supply curves
by Andres M. Alonso & Zehang Li
- 2311.10723 Large Language Models in Finance: A Survey
by Yinheng Li & Shaofei Wang & Han Ding & Hang Chen
- 2311.10720 Cryptocurrency in the Aftermath: Unveiling the Impact of the SVB Collapse
by Qin Wang & Guangsheng Yu & Shiping Chen
- 2311.10719 Analysis of frequent trading effects of various machine learning models
by Jiahao Chen & Xiaofei Li
- 2311.10718 Harnessing Deep Q-Learning for Enhanced Statistical Arbitrage in High-Frequency Trading: A Comprehensive Exploration
by Soumyadip Sarkar
- 2311.10717 Arguably Adequate Aqueduct Algorithm: Crossing A Bridge-Less Block-Chain Chasm
by Ravi Kashyap
- 2311.10716 The independence of Central Banks, a reductio ad impossibile
by Ion Pohoata & Delia-Elena Diaconasu & Ioana Negru
- 2311.10713 Diversifying an Index
by Johannes Ruf
- 2311.10685 High-Throughput Asset Pricing
by Andrew Y. Chen & Chukwuma Dim
- 2311.10520 Unveiling spatial patterns of population in Italian municipalities
by Davide Fiaschi & Angela Parenti & Cristiano Ricci
- 2311.10210 Deriving Weeklong Activity-Travel Dairy from Google Location History: Survey Tool Development and A Field Test in Toronto
by Melvyn Li & Kaili Wang & Yicong Liu & Khandker Nurul Habib
- 2311.10191 An optimization dichotomy for capital injections and absolutely continuous dividend strategies
by Jean-Franc{c}ois Renaud & Alexandre Roch & Clarence Simard
- 2311.10021 Worst-Case Optimal Investment in Incomplete Markets
by Sascha Desmettre & Sebastian Merkel & Annalena Mickel & Alexander Steinicke
- 2311.09972 Inference in Auctions with Many Bidders Using Transaction Prices
by Federico A. Bugni & Yulong Wang
- 2311.09885 The efficacy of the sugar-free labels is reduced by the health-sweetness tradeoff
by Ksenia Panidi & Yaroslava Grebenschikova & Vasily Klucharev
- 2311.09496 Posterior-Mean Separable Costs of Information Acquisition
by Jeffrey Mensch & Komal Malik
- 2311.09435 Estimating Functionals of the Joint Distribution of Potential Outcomes with Optimal Transport
by Daniel Ober-Reynolds
- 2311.09432 Urban economics of migration in the cities of the northeast region of Brazil
by Denise Cristina Bomtempo
- 2311.09429 New configurations of the interface between innovation and urban spatial agglomeration: the localized industrial systems (lis) of the clothing in Fortaleza/Brazil
by Edilson Pereira Junior
- 2311.09255 Artificial intelligence and the skill premium
by David E. Bloom & Klaus Prettner & Jamel Saadaoui & Mario Veruete
- 2311.09148 Predicting risk/reward ratio in financial markets for asset management using machine learning
by Reza Yarbakhsh & Mahdieh Soleymani Baghshah & Hamidreza Karimaghaie
- 2311.09083 Structural Advantages for Integrated Builders in MEV-Boost
by Mallesh Pai & Max Resnick
- 2311.08963 Incorporating Preferences Into Treatment Assignment Problems
by Daido Kido
- 2311.08958 Locally Asymptotically Minimax Statistical Treatment Rules Under Partial Identification
by Daido Kido
- 2311.08929 The impact of Electricity Blackouts and poor infrastructure on the livelihood of residents and the local economy of City of Johannesburg, South Africa
by Nkosingizwile Mazwi Mchunu & George Okechukwu Onatu & Trynos Gumbo
- 2311.08871 A short note on super-hedging an arbitrary number of European options with integer-valued strategies
by Dorsaf Cherif & Meriam El Mansour & Emmanuel Lepinette
- 2311.08847 Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty
by Meriam El Mansour & Emmanuel Lepinette
- 2311.08830 Quantity versus quality in publication activity: knowledge production at the regional level
by Timur Gareev & Irina Peker
- 2311.08826 Multi-stage Euler-Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains
by Akihiro Kaneko
- 2311.08678 The Future of Sustainability in Germany: Areas for Improvement and Innovation
by Mehrnaz Kouhihabibi & Erfan Mohammadi
- 2311.08671 Managing Biotechnology and Healthcare Innovation Challenges and Opportunities for Startups and Small Companies
by Narges Ramezani & Erfan Mohammadi
- 2311.08650 The Use of Symmetry for Models with Variable-size Variables
by Takeshi Fukasawa
- 2311.08617 Bank Performance Determinants: State of the Art and Future Research Avenues
by Anas Azzabi & Younes Lahrichi
- 2311.08533 Natural Language Processing for Financial Regulation
by Ixandra Achitouv & Dragos Gorduza & Antoine Jacquier
- 2311.08532 Crowdsearch
by Hans Gersbach & Akaki Mamageishvili & Fikri Pitsuwan
- 2311.08471 Incompleteness, Independence, and Negative Dominance
by Harvey Lederman
- 2311.08289 Path-dependent PDEs for volatility derivatives
by Alexandre Pannier
- 2311.08256 Consensus and Disagreement: Information Aggregation under (not so) Naive Learning
by Abhijit Banerjee & Olivier Compte
- 2311.08250 Audit fees in auditor switching
by Sarit Agami
- 2311.08218 Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models
by Christis Katsouris
- 2311.07936 Occupied Processes: Going with the Flow
by Valentin Tissot-Daguette
- 2311.07920 Strategic Waiting in Centralized Matching: Daycare Assignment
by Kan Kuno
- 2311.07905 Considering Risk Aversion in Economic Evaluation: A Rank Dependent Approach
by Jacob Smith
- 2311.07754 Efficient Prior-Free Mechanisms for No-Regret Agents
by Natalie Collina & Aaron Roth & Han Shao
- 2311.07738 Revisiting Cont's Stylized Facts for Modern Stock Markets
by Ethan Ratliff-Crain & Colin M. Van Oort & James Bagrow & Matthew T. K. Koehler & Brian F. Tivnan
- 2311.07735 Assessing the potential impact of environmental land management schemes on emergent infection disease risks
by Christopher J. Banks & Katherine Simpson & Nicholas Hanley & Rowland R. Kao
- 2311.07598 Multi-Label Topic Model for Financial Textual Data
by Moritz Scherrmann
- 2311.07597 Enhancing Actuarial Non-Life Pricing Models via Transformers
by Alexej Brauer
- 2311.07513 A Hypothesis on Good Practices for AI-based Systems for Financial Time Series Forecasting: Towards Domain-Driven XAI Methods
by Branka Hadji Misheva & Joerg Osterrieder
- 2311.07478 Optimal portfolio allocation with uncertain covariance matrix
by Maxime Markov & Vladimir Markov
- 2311.07269 Decision-making under risk: when is utility maximization equivalent to risk minimization?
by Francesco Ruscitti & Ram Sewak Dubey & Giorgio Laguzzi
- 2311.07243 Optimal Estimation of Large-Dimensional Nonlinear Factor Models
by Yingjie Feng
- 2311.07231 Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study
by Rawin Assabumrungrat & Kentaro Minami & Masanori Hirano
- 2311.07211 A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-dimensional American Options
by Jirong Zhuang & Deng Ding & Weiguo Lu & Xuan Wu & Gangnan Yuan
- 2311.07072 Technostress and Job Performance: Understanding the Negative Impacts and Strategic Responses in the Workplace
by Armita Atrian & Saleh Ghobbeh
- 2311.07071 The Impact of Generative Artificial Intelligence on Market Equilibrium: Evidence from a Natural Experiment
by Kaichen Zhang & Zixuan Yuan & Hui Xiong
- 2311.07067 High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables
by Fu Ouyang & Thomas Tao Yang
- 2311.07010 Degree-Weighted DeGroot Learning
by Chen Cheng & Xiao Han & Xin Tong & Yusheng Wu & Yiqing Xing
- 2311.06896 Markov Decision Processes with Risk-Sensitive Criteria: An Overview
by Nicole Bauerle & Anna Ja'skiewicz
- 2311.06891 Design-based Estimation Theory for Complex Experiments
by Haoge Chang
- 2311.06865 Centralised or Decentralised? Data Analysis of Transaction Network of Hedera Hashgraph
by Lucas Amherd & Sheng-Nan Li & Claudio J. Tessone
- 2311.06831 Quasi-Bayes in Latent Variable Models
by Sid Kankanala
- 2311.06811 A non-invariance result for the spatial AK model
by Cristiano Ricci
- 2311.06790 The QLBS Model within the presence of feedback loops through the impacts of a large trader
by Ahmet Umur Ozsoy & Omur Uu{g}ur
- 2311.06780 The Multi-BMBY Mechanism: Proportionality-Preserving and Strategyproof Ownership Restructuring in Private Companies
by Gal Danino & Moran Koren & Omer Madmon
- 2311.06745 Dynamic portfolio selection for nonlinear law-dependent preferences
by Zongxia Liang & Jianming Xia & Fengyi Yuan
- 2311.06740 Aggregation and Closed-Form Results for Nonhomothetic CES Preferences
by Clement E. Bohr & Mart'i Mestieri & Emre Enes Yavuz
- 2311.06718 Sustainable Development Goal (SDG) 8: New Zealand Prospects while Yield Curve Inverts in Central Bank Digital Currency (CBDC) Era
by Qionghua Chu
- 2311.06716 Sustainable Development Goals (SDGs): New Zealand Outlook with Central Bank Digital Currency and SDG 8 Realization on the Horizon
by Qionghua Chu
- 2311.06665 Withdrawal Success Optimization
by Hayden Brown
- 2311.06641 Best Complete Approximations of Preference Relations
by Hiroki Nishimura & Efe A. Ok
- 2311.06621 Quantum Computing for Financial Mathematics
by Antoine Jacquier & Oleksiy Kondratyev & Gordon Lee & Mugad Oumgari
- 2311.06590 Optimal resource allocation: Convex quantile regression approach
by Sheng Dai & Natalia Kuosmanen & Timo Kuosmanen & Juuso Liesio
- 2311.06519 Portfolio diversification with varying investor abilities
by Nick James & Max Menzies
- 2311.06476 Relative entropy-regularized robust optimal order execution
by Meng Wang & Tai-Ho Wang
- 2311.06330 Smart Agent-Based Modeling: On the Use of Large Language Models in Computer Simulations
by Zengqing Wu & Run Peng & Xu Han & Shuyuan Zheng & Yixin Zhang & Chuan Xiao
- 2311.06292 Towards a data-driven debt collection strategy based on an advanced machine learning framework
by Abel Sancarlos & Edgar Bahilo & Pablo Mozo & Lukas Norman & Obaid Ur Rehma & Mihails Anufrijevs
- 2311.06282 A Modeling Approach of Return and Volatility of Structured Investment Products with Caps and Floors
by Jiaer He & Roberto Rivera
- 2311.06280 A Data-driven Deep Learning Approach for Bitcoin Price Forecasting
by Parth Daxesh Modi & Kamyar Arshi & Pertami J. Kunz & Abdelhak M. Zoubir
- 2311.06278 Boosting Stock Price Prediction with Anticipated Macro Policy Changes
by Md Sabbirul Haque & Md Shahedul Amin & Jonayet Miah & Duc Minh Cao & Ashiqul Haque Ahmed
- 2311.06273 Potential of ChatGPT in predicting stock market trends based on Twitter Sentiment Analysis
by Ummara Mumtaz & Summaya Mumtaz
- 2311.06256 From Deep Filtering to Deep Econometrics
by Robert Stok & Paul Bilokon
- 2311.06251 AI for Investment: A Platform Disruption
by Mohammad Rasouli & Ravi Chiruvolu & Ali Risheh
- 2311.06092 Patience ensures fairness
by Florian Brandl & Andrew Mackenzie
- 2311.06048 Empirical Review of Youth-Employment Programs in Ghana
by Monica Lambon-Quayefio & Thomas Yeboah & Nkechi S. Owoo & Marjan Petreski & Catherine Koranchie & Edward Asiedu & Mohammed Zakaria & Ernest Berko & Yaw Nsiah Agyemang
- 2311.05977 Price-mediated contagion with endogenous market liquidity
by Zhiyu Cao & Zachary Feinstein
- 2311.05883 Time-Varying Identification of Monetary Policy Shocks
by Annika Camehl & Tomasz Wo'zniak
- 2311.05840 Predictive AI for SME and Large Enterprise Financial Performance Management
by Ricardo Cuervo
- 2311.05822 Optimal taxation and the Domar-Musgrave effect
by Brendan K. Beare & Alexis Akira Toda
- 2311.05781 Optimal dividend strategies for a catastrophe insurer
by Hansjoerg Albrecher & Pablo Azcue & Nora Muler
- 2311.05758 Collective Sampling: An Ex Ante Perspective
by Yangfan Zhou
- 2311.05743 Advancing Algorithmic Trading: A Multi-Technique Enhancement of Deep Q-Network Models
by Gang Hu
- 2311.05292 City formation by dual migration of firms and workers
by Kensuke Ohtake
- 2311.05288 Towards a Taxonomy of Large Language Model based Business Model Transformations
by Jochen Wulf & Juerg Meierhofer
- 2311.05234 Intermediating DFMM Asset (IDA)
by Arman Abgaryan & Utkarsh Sharma
- 2311.05219 Workplace diversity and innovation performance: current state of affairs and future directions
by Christian R. {O}stergaard & Bram Timmermans
- 2311.04946 Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning
by Yasuhiro Nakayama & Tomochika Sawaki
- 2311.04841 Predictable Relative Forward Performance Processes: Multi-Agent and Mean Field Games for Portfolio Management
by Gechun Liang & Moris S. Strub & Yuwei Wang
- 2311.04727 Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter
by Siu Hin Tang & Mathieu Rosenbaum & Chao Zhou
- 2311.04599 Explainable artificial intelligence model for identifying Market Value in Professional Soccer Players
by Chunyang Huang & Shaoliang Zhang
- 2311.04475 Portfolio Construction using Black-Litterman Model and Factors
by Fanyu Zhao
- 2311.04392 Global Vulnerability Assessment of Mobile Telecommunications Infrastructure to Climate Hazards using Crowdsourced Open Data
by Edward J. Oughton & Tom Russell & Jeongjin Oh & Sara Ballan & Jim W. Hall
- 2311.04374 Common Knowledge, Regained
by Yannai A. Gonczarowski & Yoram Moses
- 2311.04162 Coarse correlated equilibria in linear quadratic mean field games and application to an emission abatement game
by Luciano Campi & Federico Cannerozzi & Fanny Cartellier
- 2311.04073 Debiased Fixed Effects Estimation of Binary Logit Models with Three-Dimensional Panel Data
by Amrei Stammann
- 2311.04008 Joint model for longitudinal and spatio-temporal survival data
by Victor Medina-Olivares & Finn Lindgren & Raffaella Calabrese & Jonathan Crook
- 2311.03987 Dynamics of buyer populations in fresh product markets
by Ali Ellouze & Bastien Fernandez
- 2311.03950 Stable partitions for proportional generalized claims problems
by Oihane Gallo & Bettina Klaus
- 2311.03814 Ultimatum game: regret or fairness?
by Lida H. Aleksanyan & Armen E. Allahverdyan & Vardan G. Bardakhchyan
- 2311.03638 Bubble Economics
by Tomohiro Hirano & Alexis Akira Toda
- 2311.03595 Brief for the Canada House of Commons Study on the Implications of Artificial Intelligence Technologies for the Canadian Labor Force: Generative Artificial Intelligence Shatters Models of AI and Labor
by Morgan R. Frank
- 2311.03594 A necessary and sufficient condition for the existence of chaotic dynamics in a neoclassical growth model with a pollution effect
by Tomohiro Uchiyama
- 2311.03546 Optimizing Climate Policy through C-ROADS and En-ROADS Analysis
by Iveena Mukherjee
- 2311.03538 On an Optimal Stopping Problem with a Discontinuous Reward
by Anne Mackay & Marie-Claude Vachon
- 2311.03471 Optimal Estimation Methodologies for Panel Data Regression Models
by Christis Katsouris
- 2311.03283 Risk of Transfer Learning and its Applications in Finance
by Haoyang Cao & Haotian Gu & Xin Guo & Mathieu Rosenbaum
- 2311.03224 Risk Analysis in the Selection of Project Managers Based on ANP and FMEA
by Armin Asaadi & Armita Atrian & Hesam Nik Hoseini & Mohammad Mahdi Movahedi
- 2311.03195 Some coordination problems are harder than others
by Argyrios Deligkas & Eduard Eiben & Gregory Gutin & Philip R. Neary & Anders Yeo
- 2311.02889 Persuasion and Matching: Optimal Productive Transport
by Anton Kolotilin & Roberto Corrao & Alexander Wolitzky
- 2311.02813 Institutional Screening and the Sustainability of Conditional Cooperation
by Ethan Holdahl & Jiabin Wu
- 2311.02789 Estimation and Inference for a Class of Generalized Hierarchical Models
by Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan
- 2311.02690 Relative Arbitrage Opportunities in an Extended Mean Field System
by Nicole Tianjiao Yang & Tomoyuki Ichiba
- 2311.02537 Contract Design With Safety Inspections
by Alireza Fallah & Michael I. Jordan
- 2311.02467 Individualized Policy Evaluation and Learning under Clustered Network Interference
by Yi Zhang & Kosuke Imai
- 2311.02434 Analysis of Decentralization in Governance and Financial Efficiency of Companies: Studying the Relationship in the Field of Decentralized Finance
by Kirill Kolmykov
- 2311.02431 The contribution of US broadband infrastructure subsidy and investment programs to GDP using input-output modeling
by Matthew Sprintson & Edward Oughton
- 2311.02422 Beyond the Screen: Safeguarding Mental Health in the Digital Workplace Through Organizational Commitment and Ethical Environment
by Ali Bai & Morteza Vahedian
- 2311.02299 The Fragility of Sparsity
by Michal Koles'ar & Ulrich K. Muller & Sebastian T. Roelsgaard
- 2311.02196 Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels
by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
- 2311.02090 Ancillary Services in Power System Transition Toward a 100% Non-Fossil Future: Market Design Challenges in the United States and Europe
by Luigi Viola & Saeed Nordin & Daniel Dotta & Mohammad Reza Hesamzadeh & Ross Baldick & Damian Flynn
- 2311.02088 Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading
by Koti S. Jaddu & Paul A. Bilokon
- 2311.01985 Maximizing Portfolio Predictability with Machine Learning
by Michael Pinelis & David Ruppert
- 2311.01963 How to maintain compliance among host country employees who are less anxious after strict government regulations are lifted: An attempt to apply conservation of resources theory to the workplace amid the still-unending COVID-19 pandemic
by Keisuke Kokubun & Yoshiaki Ino & Kazuyoshi Ishimura
- 2311.01901 Agent-based Modelling of Credit Card Promotions
by Conor B. Hamill & Raad Khraishi & Simona Gherghel & Jerrard Lawrence & Salvatore Mercuri & Ramin Okhrati & Greig A. Cowan
- 2311.01787 Labour Absorption In Manufacturing Industry In Indonesia: Anomalous And Regressive Phenomena
by Tongam Sihol Nababan & Elvis Fresly Purba
- 2311.01692 Benchmark Beating with the Increasing Convex Order
by Jianming Xia
- 2311.01592 A Model of Enclosures: Coordination, Conflict, and Efficiency in the Transformation of Land Property Rights
by Matthew J. Baker & Jonathan Conning
- 2311.01550 Market Concentration Implications of Foundation Models
by Jai Vipra & Anton Korinek
- 2311.01542 Bank Deposits as {\em Money Quanta}
by Fabio Bagarello & Biagio Bossone
- 2311.01268 A connected and automated vehicle readiness framework to support road authorities for C-ITS services
by Bahman Madadi & Ary P. Silvano & Kevin McPherson & John McCarthy & Risto Oorni & Gonc{c}alo Homem de Almeida Correiaa
- 2311.01228 Power law in Sandwiched Volterra Volatility model
by Giulia Di Nunno & Anton Yurchenko-Tytarenko
- 2311.01217 The learning effects of subsidies to bundled goods: a semiparametric approach
by Luis Alvarez & Ciro Biderman
- 2311.01206 How Does China's Household Portfolio Selection Vary with Financial Inclusion?
by Yong Bian & Xiqian Wang & Qin Zhang
- 2311.01086 Non-linear non-zero-sum Dynkin games with Bermudan strategies
by Miryana Grigorova & Marie-Claire Quenez & Yuan Peng
- 2311.00964 On Finding Bi-objective Pareto-optimal Fraud Prevention Rule Sets for Fintech Applications
by Chengyao Wen & Yin Lou
- 2311.00905 Data-driven fixed-point tuning for truncated realized variations
by B. Cooper Boniece & Jos'e E. Figueroa-L'opez & Yuchen Han
- 2311.00846 From Doubt to Devotion: Trials and Learning-Based Pricing
by Tan Gan & Nicholas Wu
- 2311.00832 Estimation of VaR with jump process: application in corn and soybean markets
by Minglian Lin & Indranil SenGupta & William Wilson
- 2311.00825 Quantum Computational Algorithms for Derivative Pricing and Credit Risk in a Regime Switching Economy
by Eric Ghysels & Jack Morgan & Hamed Mohammadbagherpoor
- 2311.00777 What is a Labor Market? Classifying Workers and Jobs Using Network Theory
by Jamie Fogel & Bernardo Modenesi
- 2311.00662 On Gaussian Process Priors in Conditional Moment Restriction Models
by Sid Kankanala
- 2311.00577 Personalized Assignment to One of Many Treatment Arms via Regularized and Clustered Joint Assignment Forests
by Rahul Ladhania & Jann Spiess & Lyle Ungar & Wenbo Wu
- 2311.00439 Robustify and Tighten the Lee Bounds: A Sample Selection Model under Stochastic Monotonicity and Symmetry Assumptions
by Yuta Okamoto
- 2311.00384 Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study
by Poompak Kusawat & Nopadol Rompho
- 2311.00013 Semiparametric Discrete Choice Models for Bundles
by Fu Ouyang & Thomas Tao Yang
- 2310.20415 Coalitional Manipulations and Immunity of the Shapley Value
by Christian Basteck & Frank Huettner
- 2310.20028 From the Top Down: Does Corruption Affect Performance?
by Maurizio La Rocca & Tiziana La Rocca & Francesco Fasano & Javier Sanchez-Vidal
- 2310.19992 Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas
by Peter Reinhard Hansen & Yiyao Luo
- 2310.19788 Worst-Case Optimal Multi-Armed Gaussian Best Arm Identification with a Fixed Budget
by Masahiro Kato
- 2310.19747 Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
by Pawe{l} Szyd{l}o & Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z
- 2310.19557 A Bayesian Markov-switching SAR model for time-varying cross-price spillovers
by Christian Glocker & Matteo Iacopini & Tam'as Krisztin & Philipp Piribauer
- 2310.19552 Law-Invariant Return and Star-Shaped Risk Measures
by Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino
- 2310.19543 Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models
by Alain Hecq & Daniel Velasquez-Gaviria
- 2310.19498 Green ammonia supply chain and associated market structure: an analysis based on transaction cost economics
by Hanxin Zhao
- 2310.19479 Multilateral matching with scale economies
by Chao Huang
- 2310.19314 The minimax property in infinite two-person win-lose games
by Ron Holzman
- 2310.19200 Popularity, face and voice: Predicting and interpreting livestreamers' retail performance using machine learning techniques
by Xiong Xiong & Fan Yang & Li Su
- 2310.19147 Incentivizing Forecasters to Learn: Summarized vs. Unrestricted Advice
by Yingkai Li & Jonathan Libgober
- 2310.19100 The allocation of FIFA World Cup slots based on the ranking of confederations
by L'aszl'o Csat'o & L'aszl'o Marcell Kiss & Zsombor Sz'adoczki
- 2310.19036 Mode substitution induced by electric mobility hubs: results from Amsterdam
by Fanchao Liao & Jaap Vleugel & Gustav Bosehans & Dilum Dissanayake & Neil Thorpe & Margaret Bell & Bart van Arem & Gonc{c}alo Homem de Almeida Correia
- 2310.19023 Optimal fees in hedge funds with first-loss compensation
by Marcos Escobar-Anel & Yevhen Havrylenko & Rudi Zagst
- 2310.19008 Coupling Coordinated Development among Digital Economy, Regional Innovation and Talent Employment A case study of Hangzhou Metropolitan Circle, China
by Luyi Qiu
- 2310.18989 Employment, labor productivity and environmental sustainability: Firm-level evidence from transition
by Marjan Petreski & Stefan Tanevski & Irena Stojmenovska
- 2310.18903 Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
by Yan-Hong Yang & Ying-Lin Liu & Ying-Hui Shao
- 2310.18836 Cluster-Randomized Trials with Cross-Cluster Interference
by Michael P. Leung
- 2310.18835 Experience-weighted attraction learning in network coordination games
by Fulin Guo
- 2310.18755 Deeper Hedging: A New Agent-based Model for Effective Deep Hedging
by Kang Gao & Stephen Weston & Perukrishnen Vytelingum & Namid R. Stillman & Wayne Luk & Ce Guo
- 2310.18736 A Gale-Shapley View of Unique Stable Marriages
by Kartik Gokhale & Amit Kumar Mallik & Ankit Kumar Misra & Swaprava Nath
- 2310.18658 Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method
by Weihuan Huang
- 2310.18638 Causal effects of the Fed's large-scale asset purchases on firms' capital structure
by Andrea Nocera & M. Hashem Pesaran
- 2310.18563 Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
by Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge
- 2310.18504 Doubly Robust Identification of Causal Effects of a Continuous Treatment using Discrete Instruments
by Yingying Dong & Ying-Ying Lee
- 2310.18052 Economics for the Global Economic Order: The Tragedy of Epic Fail Equilibria
by Shiro Armstrong & Danny Quah
- 2310.18033 An Empirical Analysis of Participatory Budgeting in Amsterdam
by Pelle Nelissen
- 2310.17721 From Transcripts to Insights: Uncovering Corporate Risks Using Generative AI
by Alex Kim & Maximilian Muhn & Valeri Nikolaev
- 2310.17571 Inside the black box: Neural network-based real-time prediction of US recessions
by Seulki Chung
- 2310.17517 Safety, in Numbers
by Marilyn Pease & Mark Whitmeyer
- 2310.17496 Tackling Interference Induced by Data Training Loops in A/B Tests: A Weighted Training Approach
by Nian Si
- 2310.17473 Bayesian SAR model with stochastic volatility and multiple time-varying weights
by Michele Costola & Matteo Iacopini & Casper Wichers
- 2310.17423 The Newtonian Mechanics of Demand
by Max Mendel
- 2310.17392 The Power of Simple Menus in Robust Selling Mechanisms
by Shixin Wang
- 2310.17278 Dynamic Factor Models: a Genealogy
by Matteo Barigozzi & Marc Hallin
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