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Content
2024
- 2411.00856 AI in Investment Analysis: LLMs for Equity Stock Ratings
by Kassiani Papasotiriou & Srijan Sood & Shayleen Reynolds & Tucker Balch
- 2411.00782 TradExpert: Revolutionizing Trading with Mixture of Expert LLMs
by Qianggang Ding & Haochen Shi & Jiadong Guo & Bang Liu
- 2411.00713 Discrete approximation of risk-based prices under volatility uncertainty
by Jonas Blessing & Michael Kupper & Alessandro Sgarabottolo
- 2411.00564 A decomposition from a many-to-one matching market with path-independent choice functions to a one-to-one matching market
by Pablo Neme & Jorge Oviedo
- 2411.00563 Simulate and Optimise: A two-layer mortgage simulator for designing novel mortgage assistance products
by Leo Ardon & Benjamin Patrick Evans & Deepeka Garg & Annapoorani Lakshmi Narayanan & Makada Henry-Nickie & Sumitra Ganesh
- 2411.00540 Unleashing the full potential of the North Sea -- Identifying key energy infrastructure synergies for 2030 and 2040
by Jan F. Wiegner & Madeleine Gibescu & Matteo Gazzani
- 2411.00520 Calibrated quantile prediction for Growth-at-Risk
by Pietro Bogani & Matteo Fontana & Luca Neri & Simone Vantini
- 2411.00500 The Impact of Farmers' Borrowing Behavior on Agricultural Production Technical Efficiency
by Hambur Wang
- 2411.00420 Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models
by Kei Nakagawa & Masanori Hirano & Yugo Fujimoto
- 2411.00358 Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model
by Donald W. K. Andrews & Ming Li
- 2410.24191 Flexible Demand Manipulation
by Yifan Dai & Andrew Koh
- 2410.23979 Fair Division of Chores with Budget Constraints
by Edith Elkind & Ayumi Igarashi & Nicholas Teh
- 2410.23927 A dynamic programming principle for multiperiod control problems with bicausal constraints
by Ruslan Mirmominov & Johannes Wiesel
- 2410.23923 The museum pass problem with consortia
by Juan Carlos Gonc{c}alves-Dosantos & Ricardo Mart'inez & Joaqu'in S'anchez-Soriano
- 2410.23869 New Combinatorial Insights for Monotone Apportionment
by Javier Cembrano & Jos'e Correa & Ulrike Schmidt-Kraepelin & Alexandros Tsigonias-Dimitriadis & Victor Verdugo
- 2410.23852 Bagging the Network
by Ming Li & Zhentao Shi & Yapeng Zheng
- 2410.23785 Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE
by Facundo Arga~naraz & Juan Carlos Escanciano
- 2410.23705 Economic Shocks, Opportunity Costs, and the Supply of Politicians
by Laura Barros & Aiko Schmei{ss}er
- 2410.23587 Moments by Integrating the Moment-Generating Function
by Peter Reinhard Hansen & Chen Tong
- 2410.23536 On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio
by Chung-Han Hsieh & Xiao-Rou Yu
- 2410.23525 On the consistency of bootstrap for matching estimators
by Ziming Lin & Fang Han
- 2410.23447 Continuous Risk Factor Models: Analyzing Asset Correlations through Energy Distance
by Marcus Gawronsky & Chun-Sung Huang
- 2410.23404 Rebalancing-versus-Rebalancing: Improving the fidelity of Loss-versus-Rebalancing
by Matthew Willetts & Christian Harrington
- 2410.23322 From Average Effects to Targeted Assignment: A Causal Machine Learning Analysis of Swiss Active Labor Market Policies
by Federica Mascolo & Nora Bearth & Fabian Muny & Michael Lechner & Jana Mareckova
- 2410.23297 Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction
by Hugo Inzirillo
- 2410.23296 Generalized Distribution Prediction for Asset Returns
by 'Isak P'etursson & Mar'ia 'Oskarsd'ottir
- 2410.23294 Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic
by Vito Alessandro Monaco & Antonio Riva & Luca Sabbioni & Lorenzo Bisi & Edoardo Vittori & Marco Pinciroli & Michele Trapletti & Marcello Restelli
- 2410.23275 Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks
by Matteo Citterio & Marco D'Errico & Gabriele Visentin
- 2410.23259 Strategic communication of narratives
by Gerrit Bauch & Manuel Foerster
- 2410.23002 Emerging countries' counter-currency cycles in the face of crises and dominant currencies
by Hugo Spring-Ragain
- 2410.22706 Graph Signal Processing for Global Stock Market Realized Volatility Forecasting
by Zhengyang Chi & Junbin Gao & Chao Wang
- 2410.22616 Price Regulation, Technology and Provider Redistribution: Insights from Parity Laws
by Piyush Akimitsu
- 2410.22574 Inference in Partially Linear Models under Dependent Data with Deep Neural Networks
by Chad Brown
- 2410.22568 Fast Deep Hedging with Second-Order Optimization
by Konrad Mueller & Amira Akkari & Lukas Gonon & Ben Wood
- 2410.22519 Evaluating utility in synthetic banking microdata applications
by Hugo E. Caceres & Ben Moews
- 2410.22498 The VIX as Stochastic Volatility for Corporate Bonds
by Jihyun Park & Andrey Sarantsev
- 2410.22471 Log Heston Model for Monthly Average VIX
by Jihyun Park & Andrey Sarantsev
- 2410.22443 Bitcoin and Shadow Exchange Rates
by Yanan Niu
- 2410.22382 Debiasing Alternative Data for Credit Underwriting Using Causal Inference
by Chris Lam
- 2410.22369 Inequality in a model of capitalist economy
by Jhordan Silveira Borba & Sebastian Gonc{c}alves & Celia Anteneodo
- 2410.22346 Representation Learning for Regime detection in Block Hierarchical Financial Markets
by Alexa Orton & Tim Gebbie
- 2410.22165 EconoJax: A Fast & Scalable Economic Simulation in Jax
by Koen Ponse & Aske Plaat & Niki van Stein & Thomas M. Moerland
- 2410.22144 The equilibrium properties of obvious strategy profiles in games with many players
by Enxian Chen Bin Wu Hanping Xu
- 2410.22001 Markov Stochastic Choice
by Kremena Valkanova
- 2410.21988 American Views About Election Fraud in 2024
by Mitchell Linegar & R. Michael Alvarez
- 2410.21928 Differentiable Inductive Logic Programming for Fraud Detection
by Boris Wolfson & Erman Acar
- 2410.21858 Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
by Damir Filipovic & Paul Schneider
- 2410.21771 Why is it so hard to find a job now? Enter Ghost Jobs
by Hunter Ng
- 2410.21694 Weighted Garbling
by Daehyun Kim & Ichiro Obara
- 2410.21649 Applications of the Second-Order Esscher Pricing in Risk Management
by Tahir Choulli & Ella Elazkany & Mich`ele Vanmaele
- 2410.21516 Forecasting Political Stability in GCC Countries
by Mahdi Goldani
- 2410.21511 Safety and Security Dynamics in Gulf Cooperation Council (GCC) Countries: A Machine Learning Approach to Forecasting Security Trends
by Mahdi Goldani
- 2410.21505 Economic Diversification and Social Progress in the GCC Countries: A Study on the Transition from Oil-Dependency to Knowledge-Based Economies
by Mahdi Goldani & Soraya Asadi Tirvan
- 2410.21359 Can Machines Think Like Humans? A Behavioral Evaluation of LLM Agents in Dictator Games
by Ji Ma
- 2410.21291 Achilles, Neural Network to Predict the Gold Vs US Dollar Integration with Trading Bot for Automatic Trading
by Angel Varela
- 2410.21280 TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions
by Alicia Vidler & Toby Walsh
- 2410.21198 On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model
by Laura Gardini & Davide Radi & Noemi Schmitt & Iryna Sushko & Frank Westerhoff
- 2410.21110 Modeling and Replication of the Prepayment Option of Mortgages including Behavioral Uncertainty
by Leonardo Perotti & Lech A. Grzelak & Cornelis W. Oosterlee
- 2410.21109 Dual-Agent Deep Reinforcement Learning for Dynamic Pricing and Replenishment
by Yi Zheng & Zehao Li & Peng Jiang & Yijie Peng
- 2410.21105 Difference-in-Differences with Time-varying Continuous Treatments using Double/Debiased Machine Learning
by Michel F. C. Haddad & Martin Huber & Jos'e Eduardo Medina-Reyes & Lucas Z. Zhang
- 2410.21019 Economic Integration of Africa in the 21st Century: Complex Network and Panel Regression Analysis
by Tekilu Tadesse Choramo & Jemal Abafita & Yerali Gandica & Luis E C Rocha
- 2410.20982 Motivated Reasoning and the Political Economy of Climate Change Inaction
by Philipp Denter
- 2410.20970 Knowledge and Freedom: Evidence on the Relationship Between Information and Paternalism
by Max R. P. Grossmann
- 2410.20915 On Spatio-Temporal Stochastic Frontier Models
by Elisa Fusco & Giuseppe Arbia & Francesco Vidoli & Vincenzo Nardelli
- 2410.20885 A Distributed Lag Approach to the Generalised Dynamic Factor Model
by Philipp Gersing
- 2410.20861 Beyond Baby Blues: The Child Penalty in Mental Health in Switzerland
by Nora Bearth
- 2410.20860 Robust Network Targeting with Multiple Nash Equilibria
by Guanyi Wang
- 2410.20679 MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU
by Peng Zhu & Yuante Li & Yifan Hu & Sheng Xiang & Qinyuan Liu & Dawei Cheng & Yuqi Liang
- 2410.20628 International vulnerability of inflation
by Ignacio Garr'on & C. Vladimir Rodr'iguez-Caballero & Esther Ruiz
- 2410.20597 Extracting Alpha from Financial Analyst Networks
by Dragos Gorduza & Yaxuan Kong & Xiaowen Dong & Stefan Zohren
- 2410.20497 Tests of thermal macroeconomic theory on simulated micro-economies
by Yihang Luo & R. S. MacKay & Nick Chater
- 2410.20476 Voting with Random Proposers: Two Rounds May Suffice
by Hans Gersbach & Kremena Valkanova
- 2410.20379 The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress
by Davide Radi & Frank Westerhoff
- 2410.20363 Democratising Agricultural Commodity Price Forecasting: The AGRICAF Approach
by Rotem Zelingher
- 2410.20229 Modelling of Economic Implications of Bias in AI-Powered Health Emergency Response Systems
by Katsiaryna Bahamazava
- 2410.20214 Strategic Control of Facial Expressions by the Fed Chair
by Hunter Ng
- 2410.20128 Optimal life insurance and annuity decision under money illusion
by Wenyuan Li & Pengyu Wei
- 2410.20060 Constrained portfolio optimization in a life-cycle model
by Wenyuan Li & Pengyu Wei
- 2410.20029 Jacobian-free Efficient Pseudo-Likelihood (EPL) Algorithm
by Takeshi Fukasawa
- 2410.19947 Testing the effects of an unobservable factor: Do marriage prospects affect college major choice?
by Hayri Alper Arslan & Brantly Callaway & Tong Li
- 2410.19915 AI-Driven Scenarios for Urban Mobility: Quantifying the Role of ODE Models and Scenario Planning in Reducing Traffic Congestion
by Katsiaryna Bahamazava
- 2410.19890 New evaluation tool for predicting disability pension risk among Finnish public sector employees
by Petra Sohlman & Risto Louhi & Janne Salonen
- 2410.19835 Multidimensional Knowledge Graph Embeddings for International Trade Flow Analysis
by Durgesh Nandini & Simon Bloethner & Mirco Schoenfeld & Mario Larch
- 2410.19806 Learning to Adopt Generative AI
by Lijia Ma & Xingchen Xu & Yumei He & Yong Tan
- 2410.19751 Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data
by Aubain Nzokem & Daniel Maposa
- 2410.19741 Tourism destination events classifier based on artificial intelligence techniques
by Miguel Camacho-Ruiz & Ram'on Alberto Carrasco & Gema Fern'andez-Avil'es & Antonio LaTorre
- 2410.19599 Take Caution in Using LLMs as Human Surrogates: Scylla Ex Machina
by Yuan Gao & Dokyun Lee & Gordon Burtch & Sina Fazelpour
- 2410.19557 Truth, Lies, and Social Ties: When Image Concerns Fuel Fake News
by Dana Sisak & Philipp Denter
- 2410.19469 Unified Causality Analysis Based on the Degrees of Freedom
by Andr'as Telcs & Marcell T. Kurbucz & Antal Jakov'ac
- 2410.19412 Robust Time Series Causal Discovery for Agent-Based Model Validation
by Gene Yu & Ce Guo & Wayne Luk
- 2410.19333 Swiss-system chess tournaments and unfairness
by L'aszl'o Csat'o & Alex Krumer
- 2410.19304 The Impact of Industry Agglomeration on Land Use Efficiency: Insights from China's Yangtze River Delta
by Hambur Wang
- 2410.19291 A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images
by Zhiyuan Pei & Jianqi Yan & Jin Yan & Bailing Yang & Ziyuan Li & Lin Zhang & Xin Liu & Yang Zhang
- 2410.19212 Inference After Ranking with Applications to Economic Mobility
by Andreas Petrou-Zeniou & Azeem M. Shaikh
- 2410.19202 Towards Generalizable AI-Assisted Misinformation Inoculation: Protecting Confidence Against False Election Narratives
by Mitchell Linegar & Betsy Sinclair & Sander van der Linden & R. Michael Alvarez
- 2410.19107 What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol
by Brian Z. Zhu & Dingyue Liu & Xin Wan & Gordon Liao & Ciamac C. Moallemi & Brad Bachu
- 2410.19060 Heterogeneous Treatment Effects via Linear Dynamic Panel Data Models
by Philip Marx & Elie Tamer & Xun Tang
- 2410.19030 Loss Aversion and State-Dependent Linear Utility Functions for Monetary Returns
by Somdeb Lahiri
- 2410.19011 Local hedging approximately solves Pandora's box problems with nonobligatory inspection
by Ziv Scully & Laura Doval
- 2410.19006 Performance Rating Equilibrium
by Mehmet Mars Seven
- 2410.19002 Stochastic cooperative games of risk averse players and application to multiple newsvendors problem
by David Ryz'ak & Martin v{C}ern'y
- 2410.18988 Generating long-horizon stock "buy" signals with a neural language model
by Joel R. Bock
- 2410.18897 Generation of synthetic financial time series by diffusion models
by Tomonori Takahashi & Takayuki Mizuno
- 2410.18869 On the Mean-Field limit of diffusive games through the master equation: $L^{\infty}$ estimates and extreme value behavior
by Erhan Bayraktar & Nikolaos Kolliopoulos
- 2410.18751 Double Auctions: Formalization and Automated Checkers
by Mohit Garg & N. Raja & Suneel Sarswat & Abhishek Kr Singh
- 2410.18432 Dynamic Investment-Driven Insurance Pricing and Optimal Regulation
by Bingzheng Chen & Zongxia Liang & Shunzhi Pang
- 2410.18381 Inference on High Dimensional Selective Labeling Models
by Shakeeb Khan & Elie Tamer & Qingsong Yao
- 2410.18272 Partially Identified Rankings from Pairwise Interactions
by Federico Crippa & Danil Fedchenko
- 2410.18261 Detecting Spatial Outliers: the Role of the Local Influence Function
by Giuseppe Arbia & Vincenzo Nardelli
- 2410.18240 Periodic portfolio selection with quasi-hyperbolic discounting
by Yushi Hamaguchi & Alex S. L. Tse
- 2410.18159 On the Existence of One-Sided Representations for the Generalised Dynamic Factor Model
by Philipp Gersing
- 2410.18145 A minimal model of money creation under regulatory constraints
by Victor Le Coz & Michael Benzaquen & Damien Challet
- 2410.18098 A Case Study of Next Portfolio Prediction for Mutual Funds
by Guilherme Thomaz & Denis Maua
- 2410.17962 On Regularity and Normalization in Sequential Screening
by Ian Ball & Teemu Pekkarinen
- 2410.17673 Strategic Irreversible Investment
by Jan-Henrik Steg
- 2410.17587 Predicting Company Growth using Scaling Theory informed Machine Learning
by Ruyi Tao & Veronica R. Cappelli & Kaiwei Liu & Marcus J. Hamilton & Christopher P. Kempes & Geoffrey B. Wes & Jiang Zhang
- 2410.17507 Detecting fake review buyers using network structure: Direct evidence from Amazon
by Sherry He & Brett Hollenbeck & Gijs Overgoor & Davide Proserpio & Ali Tosyali
- 2410.17503 Commitment and Randomization in Communication
by Emir Kamenica & Xiao Lin
- 2410.17466 Evolution of Societies via Reinforcement Learning
by Yann Bouteiller & Karthik Soma & Giovanni Beltrame
- 2410.17444 Gains-from-Trade in Bilateral Trade with a Broker
by Ilya Hajiaghayi & MohammadTaghi Hajiaghayi & Gary Peng & Suho Shin
- 2410.17425 Rational Bubbles Attached to Real Assets
by Tomohiro Hirano & Alexis Akira Toda
- 2410.17391 Marine Microplastics and Infant Health
by Xinming Du & Shan Zhang & Eric Zou
- 2410.17366 Kendall Correlation Coefficients for Portfolio Optimization
by Tomas Espana & Victor Le Coz & Matteo Smerlak
- 2410.17282 Drivers of Electric Vehicle Adoption in Nigeria: An Extended UTAUT Framework Approach
by Qasim Ajao & Lanre Sadeeq & Oluwatobi Oluwaponmile Sodiq
- 2410.17266 Temporal Relational Reasoning of Large Language Models for Detecting Stock Portfolio Crashes
by Kelvin J. L. Koa & Yunshan Ma & Yi Xu & Ritchie Ng & Huanhuan Zheng & Tat-Seng Chua
- 2410.17212 Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading
by Zimeng Lyu & Amulya Saxena & Rohaan Nadeem & Hao Zhang & Travis Desell
- 2410.17154 Estimating Spillovers from Sampled Connections
by Kieran Marray
- 2410.17153 A Bayesian Perspective on the Maximum Score Problem
by Christopher D. Walker
- 2410.17105 General Seemingly Unrelated Local Projections
by Florian Huber & Christian Matthes & Michael Pfarrhofer
- 2410.17086 Exploration and Persuasion
by Aleksandrs Slivkins
- 2410.17011 Nonparametric Estimation of Matching Efficiency and Elasticity on a Private On-the-Job Search Platform: Evidence from Japan, 2014-2024
by Suguru Otani
- 2410.16998 Revisiting the Identification of the Conduct Parameter in Homogeneous Goods Markets
by Yuri Matsumura & Suguru Otani
- 2410.16858 Dynamic graph neural networks for enhanced volatility prediction in financial markets
by Pulikandala Nithish Kumar & Nneka Umeorah & Alex Alochukwu
- 2410.16745 Characterizing the top trading cycles rule for housing markets with lexicographic preferences
by Bettina Klaus
- 2410.16611 Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint
by Lijun Bo & Yijie Huang & Kaixin Yan & Xiang Yu
- 2410.16563 Inferring Option Movements Through Residual Transactions: A Quantitative Model
by Carl von Havighorst & Vincil Bishop III
- 2410.16526 A Dynamic Spatiotemporal and Network ARCH Model with Common Factors
by Osman Dou{g}an & Raffaele Mattera & Philipp Otto & Suleyman Tac{s}p{i}nar
- 2410.16333 Conformal Predictive Portfolio Selection
by Masahiro Kato
- 2410.16307 Functional Clustering of Discount Functions for Behavioral Investor Profiling
by Annamaria Porreca & Viviana Ventre & Roberta Martino & Salvador Cruz Rambaud & Fabrizio Maturo
- 2410.16299 Financial Performance and Economic Implications of COFCO's Strategic Acquisition of Mengniu
by Jessica Ji & David Yu
- 2410.16214 Asymmetries in Financial Spillovers
by Florian Huber & Karin Klieber & Massimiliano Marcellino & Luca Onorante & Michael Pfarrhofer
- 2410.16203 Feedback strategies in the market with uncertainties
by Mustapha Nyenye Issah
- 2410.16112 Dynamic Biases of Static Panel Data Estimators
by Sylvia Klosin
- 2410.16021 Stylized facts in money markets: an empirical analysis of the eurozone data
by Victor Le Coz & Nolwenn Allaire & Michael Benzaquen & Damien Challet
- 2410.16017 Semiparametric Bayesian Inference for a Conditional Moment Equality Model
by Christopher D. Walker
- 2410.16010 Time evaluation of portfolio for asymmetrically informed traders
by Bernardo D'Auria & Carlos Escudero
- 2410.15938 Quantifying world geography as seen through the lens of Soviet propaganda
by M. V. Tamm & M. Oiva & K. D. Mukhina & M. Mets & M. Schich
- 2410.15861 Analysis of short-run and long-run marginal costs of generation in the power market
by Shamim Homaei & Simon Roussanaly & Asgeir Tomasgard
- 2410.15824 Long time behavior of semi-Markov modulated perpetuity and some related processes
by Abhishek Pal Majumder
- 2410.15818 Three connected problems: principal with multiple agents in cooperation, Principal--Agent with Mckean--Vlasov dynamics and multitask Principal--Agent
by Mao Fabrice Djete
- 2410.15734 A Kernelization-Based Approach to Nonparametric Binary Choice Models
by Guo Yan
- 2410.15726 Reducing annotator bias by belief elicitation
by Terne Sasha Thorn Jakobsen & Andreas Bjerre-Nielsen & Robert Bohm
- 2410.15634 Distributionally Robust Instrumental Variables Estimation
by Zhaonan Qu & Yongchan Kwon
- 2410.15439 The Economic Consequences of Being Widowed by War: A Life-Cycle Perspective
by Sebastian T. Braun & Jan Stuhler
- 2410.15286 LTPNet Integration of Deep Learning and Environmental Decision Support Systems for Renewable Energy Demand Forecasting
by Te Li & Mengze Zhang & Yan Zhou
- 2410.15238 Economic Anthropology in the Era of Generative Artificial Intelligence
by Zachary Sheldon & Peeyush Kumar
- 2410.15195 Risk Premia in the Bitcoin Market
by Caio Almeida & Maria Grith & Ratmir Miftachov & Zijin Wang
- 2410.15097 Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach
by Hongqi Chen & Ji Hyung Lee
- 2410.15090 Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars
by Tomasz Wo'zniak
- 2410.14985 Stochastic Loss Reserving: Dependence and Estimation
by Andrew Fleck & Edward Furman & Yang Shen
- 2410.14984 Risk Aggregation and Allocation in the Presence of Systematic Risk via Stable Laws
by Andrew Fleck & Edward Furman & Yang Shen
- 2410.14927 Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution
by Zijie Zhao & Roy E. Welsch
- 2410.14904 Switchback Price Experiments with Forward-Looking Demand
by Yifan Wu & Ramesh Johari & Vasilis Syrgkanis & Gabriel Y. Weintraub
- 2410.14871 Learning the Effect of Persuasion via Difference-In-Differences
by Sung Jae Jun & Sokbae Lee
- 2410.14841 Dynamic Factor Allocation Leveraging Regime-Switching Signals
by Yizhan Shu & John M. Mulvey
- 2410.14839 Multi-Task Dynamic Pricing in Credit Market with Contextual Information
by Adel Javanmard & Jingwei Ji & Renyuan Xu
- 2410.14788 Polynomial Scaling is Possible For Neural Operator Approximations of Structured Families of BSDEs
by Takashi Furuya & Anastasis Kratsios
- 2410.14587 Neuro-Symbolic Traders: Assessing the Wisdom of AI Crowds in Markets
by Namid R. Stillman & Rory Baggott
- 2410.14585 A GARCH model with two volatility components and two driving factors
by Luca Vincenzo Ballestra & Enzo D'Innocenzo & Christian Tezza
- 2410.14513 GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance
by Luca Vincenzo Ballestra & Enzo D'Innocenzo & Christian Tezza
- 2410.14504 Reinforcement Learning in Non-Markov Market-Making
by Luca Lalor & Anatoliy Swishchuk
- 2410.14362 Peace in the Face of Uncertainty: Resource Allocation with Stochastic Armaments
by Sarah Taylor
- 2410.14317 Identification of a Rank-dependent Peer Effect Model
by Eyo I. Herstad & Myungkou Shin
- 2410.14173 Decentralized Finance (Literacy) today and in 2034: Initial Insights from Singapore and beyond
by Daniel Liebau
- 2410.14059 UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models
by Yuzhe Yang & Yifei Zhang & Yan Hu & Yilin Guo & Ruoli Gan & Yueru He & Mingcong Lei & Xiao Zhang & Haining Wang & Qianqian Xie & Jimin Huang & Honghai Yu & Benyou Wang
- 2410.14004 Modeling the transition from pay-as-you-go to a fully funded pension system in Russia
by Kirill Moiseev
- 2410.13978 Incentivizing Information Acquisition
by Fan Wu
- 2410.13960 Approximating Auction Equilibria with Reinforcement Learning
by Pranjal Rawat
- 2410.13878 Corporate Non-Disclosure Disputes: equilibrium settlement where increasing legal liability encourages voluntary disclosures
by Miles B. Gietzmann & Adam J. Ostaszewski
- 2410.13658 The Subtlety of Optimal Paternalism in a Population with Bounded Rationality
by Charles F. Manski & Eytan Sheshinski
- 2410.13583 Competitive equilibria in trading
by Neil A. Chriss
- 2410.13330 Assessing the techno-economic benefits of LEMs for different grid topologies and prosumer shares
by Markus Doepfert & Soner Candas & Hermann Kraus & Peter Tzscheutschler & Thomas Hamacher
- 2410.13265 Concentrated Superelliptical Market Maker
by Vasily Tolstikov
- 2410.13103 Delegated portfolio management with random default
by Alberto Gennaro & Thibaut Mastrolia
- 2410.13100 Quantifying socio-temporal effects of loan delinquency drivers in microfinance
by Cedric H. A. Koffi & Viani Biatat Djeundje & Olivier Menoukeu Pamen
- 2410.12884 Analyzing Incentives and Fairness in Ordered Weighted Average for Facility Location Games
by Kento Yoshida & Kei Kimura & Taiki Todo & Makoto Yokoo
- 2410.12825 TIMeSynC: Temporal Intent Modelling with Synchronized Context Encodings for Financial Service Applications
by Dwipam Katariya & Juan Manuel Origgi & Yage Wang & Thomas Caputo
- 2410.12824 Optimization of Actuarial Neural Networks with Response Surface Methodology
by Belguutei Ariuntugs & Kehelwala Dewage Gayan Madurang
- 2410.12807 A Hierarchical conv-LSTM and LLM Integrated Model for Holistic Stock Forecasting
by Arya Chakraborty & Auhona Basu
- 2410.12801 Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic
by Ariston Karagiorgis & Antonis Ballis & Konstantinos Drakos & Christos Kallandranis
- 2410.12731 Counterfactual Analysis in Empirical Games
by Brendan Kline & Elie Tamer
- 2410.12723 Federated Learning and Free-riding in a Competitive Market
by Jiajun Meng & Jing Chen & Dongfang Zhao & Lin Liu
- 2410.12709 A Simple Interactive Fixed Effects Estimator for Short Panels
by Robert F. Phillips & Benjamin D. Williams
- 2410.12566 The Pond Dilemma with Heterogeneous Relative Concerns
by Pawe{l} Gola
- 2410.12495 Price impact and long-term profitability of energy storage
by Roxana Dumitrescu & Redouane Silvente & Peter Tankov
- 2410.12356 Designing Scientific Grants
by Christoph Carnehl & Marco Ottaviani & Justus Preusser
- 2410.12306 Time-Varyingness in Auction Breaks Revenue Equivalence
by Yuma Fujimoto & Kaito Ariu & Kenshi Abe
- 2410.12098 Testing Identifying Assumptions in Parametric Separable Models: A Conditional Moment Inequality Approach
by Leonard Goff & D'esir'e K'edagni & Huan Wu
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