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Content
2023
- 2306.16982 Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach
by Bingyan Han & Chi Seng Pun & Hoi Ying Wong
- 2306.16960 Sketching a Model on Fisheries Enforcement and Compliance -- A Survey
by Manuel Coelho & Jos'e Ant'onio Filipe & Manuel Alberto M. Ferreira
- 2306.16904 Endogenous Barriers to Learning
by Olivier Compte
- 2306.16871 Discount Models
by Damir Filipovic
- 2306.16681 Data-driven Multiperiod Robust Mean-Variance Optimization
by Xin Hai & Gregoire Loeper & Kihun Nam
- 2306.16591 Nonparametric Causal Decomposition of Group Disparities
by Ang Yu & Felix Elwert
- 2306.16563 Using Monte Carlo Methods for Retirement Simulations
by Aditya Gupta & Vijay K. Tayal
- 2306.16553 Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation
by Delia Coculescu & M'ed'eric Motte & Huy^en Pham
- 2306.16525 Divergence Based Quadrangle and Applications
by Anton Malandii & Siddhartha Gupte & Cheng Peng & Stan Uryasev
- 2306.16522 The Implied Views of Bond Traders on the Spot Equity Market
by Yifan He & Yuan Hu & Svetlozar Rachev
- 2306.16424 Realistic Synthetic Financial Transactions for Anti-Money Laundering Models
by Erik Altman & Jovan Blanuv{s}a & Luc von Niederhausern & B'eni Egressy & Andreea Anghel & Kubilay Atasu
- 2306.16422 Neural networks can detect model-free static arbitrage strategies
by Ariel Neufeld & Julian Sester
- 2306.16393 High-Dimensional Canonical Correlation Analysis
by Anna Bykhovskaya & Vadim Gorin
- 2306.16351 Expectile Quadrangle and Applications
by Viktor Kuzmenko & Anton Malandii & Stan Uryasev
- 2306.16346 A closed form model-free approximation for the Initial Margin of option portfolios
by Claude Martini & Arianna Mingone
- 2306.16208 Continuous-time q-learning for mean-field control problems
by Xiaoli Wei & Xiang Yu
- 2306.16165 Application of spin glass ideas in social sciences, economics and finance
by Jean-Philippe Bouchaud & Matteo Marsili & Jean-Pierre Nadal
- 2306.16162 Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach
by R. P. Datta
- 2306.15993 Condorcet Domains of Degree at most Seven
by Dolica Akello-Egwell & Charles Leedham-Green & Alastair Litterick & Klas Markstrom & S{o}ren Riis
- 2306.15835 Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures
by Zacharia Issa & Blanka Horvath
- 2306.15807 Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
by Qi Deng & Zhong-guo Zhou
- 2306.15585 Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning
by Sherly Alfonso-S'anchez & Jes'us Solano & Alejandro Correa-Bahnsen & Kristina P. Sendova & Cristi'an Bravo
- 2306.15554 A Theory of Complex Adaptive Learning and a Non-Localized Wave Equation in Quantum Mechanics
by Leilei Shi & Xinshuai Guo & Jiuchang Wei & Wei Zhang & Guocheng Wang & Bing-Hong Wang
- 2306.15526 Higher-order Graph Attention Network for Stock Selection with Joint Analysis
by Yang Qiao & Yiping Xia & Xiang Li & Zheng Li & Yan Ge
- 2306.15524 Robust Wasserstein Optimization and its Application in Mean-CVaR
by Xin Hai & Kihun Nam
- 2306.15048 Assessing Heterogeneity of Treatment Effects
by Tetsuya Kaji & Jianfei Cao
- 2306.15033 Sea Change in Software Development: Economic and Productivity Analysis of the AI-Powered Developer Lifecycle
by Thomas Dohmke & Marco Iansiti & Greg Richards
- 2306.15026 Valuation of Equity Linked Securities with Guaranteed Return
by David Xiao
- 2306.15000 Identifying Socially Disruptive Policies
by Eric Auerbach & Yong Cai
- 2306.14862 Marginal Effects for Probit and Tobit with Endogeneity
by Kirill S. Evdokimov & Ilze Kalnina & Andrei Zeleneev
- 2306.14653 Optimization of the Generalized Covariance Estimator in Noncausal Processes
by Gianluca Cubadda & Francesco Giancaterini & Alain Hecq & Joann Jasiak
- 2306.14602 A lower bound for the volatility swap in the lognormal SABR model
by E. Al`os & F. Rolloos & K. Shiraya
- 2306.14506 An elementary proof of the dual representation of Expected Shortfall
by Martin Herdegen & Cosimo Munari
- 2306.14445 Hybrid unadjusted Langevin methods for high-dimensional latent variable models
by Ruben Loaiza-Maya & Didier Nibbering & Dan Zhu
- 2306.14311 Simple Estimation of Semiparametric Models with Measurement Errors
by Kirill S. Evdokimov & Andrei Zeleneev
- 2306.14247 Selling Multiple Complements with Packaging Costs
by Simon Finster
- 2306.14222 Unveiling the Potential of Sentiment: Can Large Language Models Predict Chinese Stock Price Movements?
by Haohan Zhang & Fengrui Hua & Chengjin Xu & Hao Kong & Ruiting Zuo & Jian Guo
- 2306.14186 Statistical electricity price forecasting: A structural approach
by Raffaele Sgarlato
- 2306.14004 Latent Factor Analysis in Short Panels
by Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet
- 2306.13858 Decarbonization patterns of residential building operations in China and India
by Ran Yan & Nan Zhou & Wei Feng & Minda Ma & Xiwang Xiang & Chao Mao
- 2306.13772 Heat increases experienced racial segregation in the United States
by Till Baldenius & Nicolas Koch & Hannah Klauber & Nadja Klein
- 2306.13681 Estimating the Value of Evidence-Based Decision Making
by Alberto Abadie & Anish Agarwal & Guido Imbens & Siwei Jia & James McQueen & Serguei Stepaniants
- 2306.13677 Dynamic Net Metering for Energy Communities
by Ahmed S. Alahmed & Lang Tong
- 2306.13661 Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning
by Joel Ong & Dorien Herremans
- 2306.13436 Does Environmental Attention by Governments Promote Carbon Reductions
by Yichuan Tian
- 2306.13419 Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
by Simon Hirsch & Florian Ziel
- 2306.13383 Fair integer programming under dichotomous and cardinal preferences
by Tom Demeulemeester & Dries Goossens & Ben Hermans & Roel Leus
- 2306.13378 Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies
by Yuki Sato & Kiyoshi Kanazawa
- 2306.13371 Fractal properties, information theory, and market efficiency
by Xavier Brouty & Matthieu Garcin
- 2306.13362 Factor-augmented sparse MIDAS regressions with an application to nowcasting
by Jad Beyhum & Jonas Striaukas
- 2306.13343 Optimal Investment with Stochastic Interest Rates and Ambiguity
by Julian Holzermann
- 2306.13208 Consumption Partial Insurance in the Presence of Tail Income Risk
by Anisha Ghosh & Alexandros Theloudis
- 2306.13070 Armed Conflict and Early Human Capital Accumulation: Evidence from Cameroon's Anglophone Conflict
by Hector Galindo-Silva & Guy Tchuente
- 2306.13005 A Discrimination Report Card
by Patrick Kline & Evan K. Rose & Christopher R. Walters
- 2306.12969 Stock Price Prediction using Dynamic Neural Networks
by David Noel
- 2306.12965 Improved Financial Forecasting via Quantum Machine Learning
by Sohum Thakkar & Skander Kazdaghli & Natansh Mathur & Iordanis Kerenidis & Andr'e J. Ferreira-Martins & Samurai Brito
- 2306.12964 Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning
by Shuo Yu & Hongyan Xue & Xiang Ao & Feiyang Pan & Jia He & Dandan Tu & Qing He
- 2306.12924 The Impact of Parenthood on Labour Market Outcomes of Women and Men in Poland
by Radost Waszkiewicz & Honorata Bogusz
- 2306.12921 Generic Forward Curve Dynamics for Commodity Derivatives
by David Xiao
- 2306.12863 Price elasticity of electricity demand: Using instrumental variable regressions to address endogeneity and autocorrelation of high-frequency time series
by Silvana Tiedemann & Raffaele Sgarlato & Lion Hirth
- 2306.12806 Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness
by Andrea Coletta & Joseph Jerome & Rahul Savani & Svitlana Vyetrenko
- 2306.12667 The Power of Menus in Contract Design
by Guru Guruganesh & Jon Schneider & Joshua Wang & Junyao Zhao
- 2306.12659 Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models
by Boyu Zhang & Hongyang Yang & Xiao-Yang Liu
- 2306.12658 Fitted Value Iteration Methods for Bicausal Optimal Transport
by Erhan Bayraktar & Bingyan Han
- 2306.12639 Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification
by Cassidy K. Buhler & Hande Y. Benson
- 2306.12602 Social Media Emotions and IPO Returns
by Domonkos F. Vamossy
- 2306.12446 Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data
by Wenbo Ge & Pooia Lalbakhsh & Leigh Isai & Artem Lensky & Hanna Suominen
- 2306.12439 Successive one-sided Hodrick-Prescott filter with incremental filtering algorithm for nonlinear economic time series
by Yuxia Liu & Qi Zhang & Wei Xiao & Tianguang Chu
- 2306.12434 Using Internal Bar Strength as a Key Indicator for Trading Country ETFs
by Aditya Pandey & Kunal Joshi
- 2306.12271 A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance
by Hongyi Jiang & Zhenting Sun & Shiyun Hu
- 2306.12176 The Skill-Task Matching Model: Mechanism, Model Structure, and Algorithm
by Da Xie & WeiGuo Yang
- 2306.12119 The Impact of Customer Online Satisfaction on Stock Returns: Evidence from the E-commerce Reviews in China
by Zhi Su & Danni Wu & Zhenkun Zhou & Junran Wu & Libo Yin
- 2306.12003 Difference-in-Differences with Interference
by Ruonan Xu
- 2306.11923 Disentangling Revealed Preference From Rationalization by a Preference
by Pablo Schenone
- 2306.11689 Statistical Tests for Replacing Human Decision Makers with Algorithms
by Kai Feng & Han Hong & Ke Tang & Jingyuan Wang
- 2306.11599 Collective Arbitrage and the Value of Cooperation
by Francesca Biagini & Alessandro Doldi & Jean-Pierre Fouque & Marco Frittelli & Thilo Meyer-Brandis
- 2306.11580 The Pricing And Hedging Of Constant Function Market Makers
by Richard Dewey & Craig Newbold
- 2306.11566 Uniform taxation of electricity: incentives for flexibility and cost redistribution among household categories
by Philipp Andreas Gunkel & Febin Kachirayil & Claire-Marie Bergaentzl'e & Russell McKenna & Dogan Keles & Henrik Klinge Jacobsen
- 2306.11470 Criteria for the absence of arbitrage in general diffusion markets
by David Criens & Mikhail Urusov
- 2306.11376 Coevolution of cognition and cooperation in structured populations under reinforcement learning
by Rossana Mastrandrea & Leonardo Boncinelli & Ennio Bilancini
- 2306.11158 Mind the Cap! -- Constrained Portfolio Optimisation in Heston's Stochastic Volatility Model
by Marcos Escobar-Anel & Michel Kschonnek & Rudi Zagst
- 2306.11154 A Truth Serum for Eliciting Self-Evaluations in Scientific Reviews
by Jibang Wu & Haifeng Xu & Yifan Guo & Weijie Su
- 2306.11061 Deep calibration with random grids
by Fabio Baschetti & Giacomo Bormetti & Pietro Rossi
- 2306.11049 Public Finance or Public Choice? The Scholastic Political Economy As an Essentialist Synthesis
by Mohammadhosein Bahmanpour-Khalesi & Mohammadjavad Sharifzadeh
- 2306.11025 Temporal Data Meets LLM -- Explainable Financial Time Series Forecasting
by Xinli Yu & Zheng Chen & Yuan Ling & Shujing Dong & Zongyi Liu & Yanbin Lu
- 2306.10950 Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management
by Marc Velay & Bich-Li^en Doan & Arpad Rimmel & Fabrice Popineau & Fabrice Daniel
- 2306.10929 On some semi-parametric estimates for European option prices
by Carlo Marinelli
- 2306.10774 The Illusive Slump of Disruptive Patents
by Jeffrey T. Macher & Christian Rutzer & Rolf Weder
- 2306.10752 Are Shortfall Systemic Risk Measures One Dimensional?
by Alessandro Doldi & Marco Frittelli & Emanuela Rosazza Gianin
- 2306.10659 Option Pricing for the Variance Gamma Model: A New Perspective
by Yuanda Chen & Zailei Cheng & Haixu Wang
- 2306.10612 Detecting Depegs: Towards Safer Passive Liquidity Provision on Curve Finance
by Thomas N. Cintra & Maxwell P. Holloway
- 2306.10591 Quantum computer based Feature Selection in Machine Learning
by Gerhard Hellstern & Vanessa Dehn & Martin Zaefferer
- 2306.10590 Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators
by Lin Liu & Rajarshi Mukherjee & James M. Robins
- 2306.10582 Machine Learning and Hamilton-Jacobi-Bellman Equation for Optimal Decumulation: a Comparison Study
by Marc Chen & Mohammad Shirazi & Peter A. Forsyth & Yuying Li
- 2306.10562 Formal Covariate Benchmarking to Bound Omitted Variable Bias
by Deepankar Basu
- 2306.10496 Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis
by Li Wang & Xing-Lu Gao & Wei-Xing Zhou
- 2306.10224 Bloated Disclosures: Can ChatGPT Help Investors Process Information?
by Alex Kim & Maximilian Muhn & Valeri Nikolaev
- 2306.10144 Key predictors for climate policy support and political mobilization: The role of beliefs and preferences
by Simon Montfort
- 2306.10053 NFTs to MARS: Multi-Attention Recommender System for NFTs
by Seonmi Kim & Youngbin Lee & Yejin Kim & Joohwan Hong & Yongjae Lee
- 2306.10031 Marijuana on Main Streets? The Story Continues in Colombia: An Endogenous Three-part Model
by A. Ramirez-Hassan & C. Gomez & S. Velasquez & K. Tangarife
- 2306.09964 Robust Predictions in Games with Rational Inattention
by Tommaso Denti & Doron Ravid
- 2306.09862 DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting
by Lifan Zhao & Shuming Kong & Yanyan Shen
- 2306.09806 Testing for Peer Effects without Specifying the Network Structure
by Hyunseok Jung & Xiaodong Liu
- 2306.09798 CSREU: A Novel Dataset about Corporate Social Responsibility and Performance Indicators
by Erion c{C}ano & Xhesilda Vogli
- 2306.09678 Perceived university support and environment as a factor of entrepreneurial intention: Evidence from Western Transdanubia Region
by Attila Lajos Makai & Tibor DH{o}ry
- 2306.09529 House-Swapping with Objective Indifferences
by Will Sandholtz & Andrew Tai
- 2306.09485 Identifying key players in dark web marketplaces
by Elohim Fonseca dos Reis & Alexander Teytelboym & Abeer ElBahraw & Ignacio De Loizaga & Andrea Baronchelli
- 2306.09437 Algorithmic Collusion in Auctions: Evidence from Controlled Laboratory Experiments
by Pranjal Rawat
- 2306.09421 FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers
by Jason Milionis & Xin Wan & Austin Adams
- 2306.09287 Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models
by Andrea Renzetti
- 2306.09084 Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion
by Dan Pirjol & Lingjiong Zhu
- 2306.08829 Migrant Laborer's Optimization Mechanism Under Employment Permit System(EPS): Introducing and Analyzing 'Skill-Relevance-Self Selection' Model
by Kwonhyung Lee & Yejin Lim & Sunghyun Cho
- 2306.08809 Optimal Portfolio Execution in a Regime-switching Market with Non-linear Impact Costs: Combining Dynamic Program and Neural Network
by Xiaoyue Li & John M. Mulvey
- 2306.08797 Local Labor Market Effects of Mergers and Acquisitions in Developing Countries: Evidence from Brazil
by Vitor Costa
- 2306.08760 Do Productivity Shocks Cause Inputs Misallocation?
by Davide Luparello
- 2306.08743 The rise of the chaebol: A bibliometric analysis of business groups in South Korea
by Artur F. Tomeczek
- 2306.08559 Inference in IV models with clustered dependence, many instruments and weak identification
by Johannes W. Ligtenberg
- 2306.08519 A multi-agent targeted trading equilibrium with transaction costs
by Jin Hyuk Choi & Jetlir Duraj & Kim Weston
- 2306.08421 Failure of Fourier pricing techniques to approximate the Greeks
by Tobias Behrens & Gero Junike & Wim Schoutens
- 2306.08297 Germany's nationwide travel experiment in 2022: public transport for 9 Euro per month -- First findings of an empirical study
by Allister Loder & Fabienne Cantner & Lennart Adenaw & Nico Nachtigall & David Ziegler & Felix Gotzler & Markus B. Siewert & Stefan Wurster & Sebastian Goerg & Markus Lienkamp & Klaus Bogenberger
- 2306.08295 Intranational Skill-relevance Model of the Immigrant's Self-selection: Further Evidence of the Stylized Fact from the E-9 Employment Permit System (EPS)
by Kwonhyung Lee & Yejin Lim & Sunghyun Cho
- 2306.08214 Response toward Public Health Policy Ambiguity and Insurance Decisions
by Qiang Li
- 2306.08165 Machine Learning for Zombie Hunting: Predicting Distress from Firms' Accounts and Missing Values
by Falco J. Bargagli-Stoffi & Fabio Incerti & Massimo Riccaboni & Armando Rungi
- 2306.08157 Dynamic Bayesian Networks for Predicting Cryptocurrency Price Directions: Uncovering Causal Relationships
by Rasoul Amirzadeh & Dhananjay Thiruvady & Asef Nazari & Mong Shan Ee
- 2306.08105 Model-Free Market Risk Hedging Using Crowding Networks
by Vadim Zlotnikov & Jiayu Liu & Igor Halperin & Fei He & Lisa Huang
- 2306.07972 Leveraging Machine Learning for Multichain DeFi Fraud Detection
by Georgios Palaiokrassas & Sandro Scherrers & Iason Ofeidis & Leandros Tassiulas
- 2306.07928 Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach
by Shuo Han & Yinan Chen & Jiacheng Liu
- 2306.07731 A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market
by Christian Laudag'e & Florian Aichinger & Sascha Desmettre
- 2306.07709 Coordinated Dynamic Bidding in Repeated Second-Price Auctions with Budgets
by Yurong Chen & Qian Wang & Zhijian Duan & Haoran Sun & Zhaohua Chen & Xiang Yan & Xiaotie Deng
- 2306.07619 Kernel Choice Matters for Boundary Inference Using Local Polynomial Density: With Application to Manipulation Testing
by Shunsuke Imai & Yuta Okamoto
- 2306.07305 Making forecasting self-learning and adaptive -- Pilot forecasting rack
by Shaun D'Souza & Dheeraj Shah & Amareshwar Allati & Parikshit Soni
- 2306.07147 Candidate Incentive Distributions: How voting methods shape electoral incentives
by Marcus Ogren
- 2306.07134 Auctioning Corporate Bonds: A Uniform-Price under Investment Mandates
by Labrini Zarpala
- 2306.07018 Instrument-based estimation of full treatment effects with movers
by Didier Nibbering & Matthijs Oosterveen
- 2306.07013 Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization
by Zhenglong Li & Hejun Huang & Vincent Tam
- 2306.06680 Centrality in Production Networks and International Technology Diffusion
by Rinki Ito
- 2306.06483 Surname Order and Revaccination Intentions: The Effect of Mixed-Gender Lists on Gender Differences during the COVID-19 Pandemic
by Eiji Yamamura & Yoshiro Tsutsui & Fumio Ohtake
- 2306.06150 Investigation User Reviews FRO to Determine the Level of Customer Loyalty Model Shahrvand Chain Stores
by Mohammad Heydari & Matineh Moghaddam & Khadijeh Gholami & Habibollah Danai
- 2306.06087 Learning Not to Spoof
by David Byrd
- 2306.06031 FinGPT: Open-Source Financial Large Language Models
by Hongyang Yang & Xiao-Yang Liu & Christina Dan Wang
- 2306.05987 Liquidity takers behavior representation through a contrastive learning approach
by Ruihua Ruan & Emmanuel Bacry & Jean-Franc{c}ois Muzy
- 2306.05971 Risk aversion can promote cooperation
by Jay Armas & Wout Merbis & Janusz Meylahn & Soroush Rafiee Rad & Mauricio J. del Razo
- 2306.05966 An Empirical Analysis of the Effect of Ballot Truncation on Ranked-Choice Electoral Outcomes
by Mallory Dickerson & Erin Martin & David McCune
- 2306.05867 The Relationship Between Burnout Operators with the Functions of Family Tehran Banking Melli Iran Bank in 2015
by Mohammad Heydari & Matineh Moghaddam & Habibollah Danai
- 2306.05860 Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach
by Jessica Reale
- 2306.05803 Causality between Sentiment and Cryptocurrency Prices
by Lubdhak Mondal & Udeshya Raj & Abinandhan S & Began Gowsik S & Sarwesh P & Abhijeet Chandra
- 2306.05770 The far-reaching effects of bombing on fertility in mid-20th century Japan
by Tatsuki Inoue amd Erika Igarashi
- 2306.05750 Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure
by Takuji Arai & Yuto Imai
- 2306.05667 Random matrix theory and nested clustered portfolios on Mexican markets
by Andr'es Garc'ia-Medina & Benito Rodrigu'ez-Camejo
- 2306.05593 Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy
by Jiti Gao & Fei Liu & Bin Peng & Yanrong Yang
- 2306.05592 Evaluating and Incentivizing Diverse Data Contributions in Collaborative Learning
by Baihe Huang & Sai Praneeth Karimireddy & Michael I. Jordan
- 2306.05568 Maximally Machine-Learnable Portfolios
by Philippe Goulet Coulombe & Maximilian Goebel
- 2306.05479 Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers
by Alvaro Arroyo & Alvaro Cartea & Fernando Moreno-Pino & Stefan Zohren
- 2306.05433 Equilibrium in Functional Stochastic Games with Mean-Field Interaction
by Eduardo Abi Jaber & Eyal Neuman & Moritz Vo{ss}
- 2306.05299 Heterogeneous Autoregressions in Short T Panel Data Models
by M. Hashem Pesaran & Liying Yang
- 2306.05169 Matrix GARCH Model: Inference and Application
by Cheng Yu & Dong Li & Feiyu Jiang & Ke Zhu
- 2306.05113 Zero-sum stopper vs. singular-controller games with constrained control directions
by Andrea Bovo & Tiziano De Angelis & Jan Palczewski
- 2306.04946 Losing a Gold Mine?
by Syed Abul Basher & Salim Rashid & Mohammad Riad Uddin
- 2306.04890 T\^atonnement in Homothetic Fisher Markets
by Denizalp Goktas & Jiayi Zhao & Amy Greenwald
- 2306.04819 Perspectives in closed-loop supply chains network design considering risk and uncertainty factors
by Yang Hu
- 2306.04771 Chevron's Sliding Scale in Wyeth v. Levine, 129 S. Ct. 1187 (2009)
by Gregory M. Dickinson
- 2306.04643 Abnormal Trading Detection in the NFT Market
by Mingxiao Song & Yunsong Liu & Agam Shah & Sudheer Chava
- 2306.04606 Network-based Representations and Dynamic Discrete Choice Models for Multiple Discrete Choice Analysis
by Hung Tran & Tien Mai
- 2306.04587 Trade-off between manipulability and dictatorial power: a proof of the Gibbard-Satterthwaite Theorem
by Agustin G. Bonifacio
- 2306.04569 Permutation invariant Gaussian matrix models for financial correlation matrices
by George Barnes & Sanjaye Ramgoolam & Michael Stephanou
- 2306.04562 International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects
by Santiago Camara
- 2306.04494 Evaluating the Impact of Regulatory Policies on Social Welfare in Difference-in-Difference Settings
by Dalia Ghanem & D'esir'e K'edagni & Ismael Mourifi'e
- 2306.04463 Calibrating Chevron for Preemption
by Gregory M. Dickinson
- 2306.04462 An Empirical Study of Obstacle Preemption in the Supreme Court
by Gregory M. Dickinson
- 2306.04305 Self-Resolving Prediction Markets for Unverifiable Outcomes
by Siddarth Srinivasan & Ezra Karger & Yiling Chen
- 2306.04285 Dynamic Programming on a Quantum Annealer: Solving the RBC Model
by Jes'us Fern'andez-Villaverde & Isaiah Hull
- 2306.04177 Semiparametric Efficiency Gains From Parametric Restrictions on Propensity Scores
by Haruki Kono
- 2306.04158 Bachelier's Market Model for ESG Asset Pricing
by Svetlozar Rachev & Nancy Asare Nyarko & Blessing Omotade & Peter Yegon
- 2306.04135 Semiparametric Discrete Choice Models for Bundles
by Fu Ouyang & Thomas T. Yang
- 2306.04065 Sustainability criterion implied externality pricing for resource extraction
by Daniel Grainger
- 2306.03960 Information aggregation with delegation of votes
by Amrita Dhillon & Grammateia Kotsialou & Dilip Ravindran & Dimitrios Xefteris
- 2306.03822 Swing contract pricing: with and without Neural Networks
by Vincent Lemaire & Gilles Pag`es & Christian Yeo
- 2306.03816 Parametrization, Prior Independence, and the Semiparametric Bernstein-von Mises Theorem for the Partially Linear Model
by Christopher D. Walker
- 2306.03763 ChatGPT Informed Graph Neural Network for Stock Movement Prediction
by Zihan Chen & Lei Nico Zheng & Cheng Lu & Jialu Yuan & Di Zhu
- 2306.03632 Uniform Inference for Cointegrated Vector Autoregressive Processes
by Christian Holberg & Susanne Ditlevsen
- 2306.03620 Forecasting the Performance of US Stock Market Indices During COVID-19: RF vs LSTM
by Reza Nematirad & Amin Ahmadisharaf & Ali Lashgari
- 2306.03363 Robust inference for the treatment effect variance in experiments using machine learning
by Alejandro Sanchez-Becerra
- 2306.03303 Global universal approximation of functional input maps on weighted spaces
by Christa Cuchiero & Philipp Schmocker & Josef Teichmann
- 2306.03275 'Ergodicity Economics' is Pseudoscience
by Alexis Akira Toda
- 2306.03237 Gauge symmetries and the Higgs mechanism in Quantum Finance
by Ivan Arraut
- 2306.03073 Inference for Local Projections
by Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner
- 2306.02987 Frequency Regulation with Storage: On Losses and Profits
by Dirk Lauinger & Franc{c}ois Vuille & Daniel Kuhn
- 2306.02977 Improving the accuracy of bubble date estimators under time-varying volatility
by Eiji Kurozumi & Anton Skrobotov
- 2306.02876 Rebooting Internet Immunity
by Gregory M. Dickinson
- 2306.02875 Toward Textual Internet Immunity
by Gregory M. Dickinson
- 2306.02874 Big Tech's Tightening Grip on Internet Speech
by Gregory M. Dickinson
- 2306.02848 HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE
by Zikai Wei & Anyi Rao & Bo Dai & Dahua Lin
- 2306.02773 Explaining AI in Finance: Past, Present, Prospects
by Barry Quinn
- 2306.02764 Optimal Market Making in the Chinese Stock Market: A Stochastic Control and Scenario Analysis
by Shiqi Gong & Shuaiqiang Liu & Danny D. Sun
- 2306.02708 From elephant to goldfish (and back): memory in stochastic Volterra processes
by Ofelia Bonesini & Giorgia Callegaro & Martino Grasselli & Gilles Pag`es
- 2306.02584 Synthetic Regressing Control Method
by Rong J. B. Zhu
- 2306.02328 Physical energy cost serves as the ''invisible hand'' governing economic valuation: Direct evidence from biogeochemical data and the U.S. metal market
by Zhicen Liu
- 2306.02179 Buying Time: Latency Racing vs. Bidding in Transaction Ordering
by Akaki Mamageishvili & Mahimna Kelkar & Jan Christoph Schlegel & Edward W. Felten
Printed from https://ideas.repec.org/s/arx/papers34.html
