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Content
2021
- 2111.04483 Revisiting the Properties of Money
by Isaiah Hull & Or Sattath
- 2111.04391 A McKean-Vlasov game of commodity production, consumption and trading
by Ren'e Aid & Ofelia Bonesini & Giorgia Callegaro & Luciano Campi
- 2111.04311 Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models
by Nuerxiati Abudurexiti & Kai He & Dongdong Hu & Svetlozar T. Rachev & Hasanjan Sayit & Ruoyu Sun
- 2111.04267 Exponential GARCH-Ito Volatility Models
by Donggyu Kim
- 2111.04219 Rate-Optimal Cluster-Randomized Designs for Spatial Interference
by Michael P. Leung
- 2111.04172 The Wrong Kind of Information
by Aditya Kuvalekar & Jo~ao Ramos & Johannes Schneider
- 2111.04165 On the Limits of Design: What Are the Conceptual Constraints on Designing Artificial Intelligence for Social Good?
by Jakob Mokander
- 2111.04038 Equity--Linked Life Insurances on Maximum of Several Assets
by Battulga Gankhuu
- 2111.03995 Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach
by Mao Guan & Xiao-Yang Liu
- 2111.03950 Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves
by Rahul Singh & Liyuan Xu & Arthur Gretton
- 2111.03825 Marriage through friends
by Ugo Bolletta & Luca Paolo Merlino
- 2111.03724 Optimal Dividends under Markov-Modulated Bankruptcy Level
by Giorgio Ferrari & Patrick Schuhmann & Shihao Zhu
- 2111.03713 Projection of Functionals and Fast Pricing of Exotic Options
by Valentin Tissot-Daguette
- 2111.03662 Predicting Mortality from Credit Reports
by Giacomo De Giorgi & Matthew Harding & Gabriel Vasconcelos
- 2111.03626 Bootstrap inference for panel data quantile regression
by Antonio F. Galvao & Thomas Parker & Zhijie Xiao
- 2111.03611 Approximately Efficient Bilateral Trade
by Yuan Deng & Jieming Mao & Balasubramanian Sivan & Kangning Wang
- 2111.03603 Decrease of capital guarantees in life insurance products: can reinsurance stop it?
by Marcos Escobar-Anel & Yevhen Havrylenko & Michel Kschonnek & Rudi Zagst
- 2111.03477 Data-driven Hedging of Stock Index Options via Deep Learning
by Jie Chen & Lingfei Li
- 2111.03366 Cyber Risk Frequency, Severity and Insurance Viability
by Matteo Malavasi & Gareth W. Peters & Pavel V. Shevchenko & Stefan Truck & Jiwook Jang & Georgy Sofronov
- 2111.03151 Foundations of Transaction Fee Mechanism Design
by Hao Chung & Elaine Shi
- 2111.03035 Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
by Yiannis Karavias & Paresh Narayan & Joakim Westerlund
- 2111.03010 Fuzzy Arrovian Theorems when preferences are complete
by Armajac Ravent'os-Pujol
- 2111.02872 Feasibility trade-offs in decarbonisation of power sector with high coal dependence: A case of Korea
by Minwoo Hyun & Aleh Cherp & Jessica Jewell & Yeong Jae Kim & Jiyong Eom
- 2111.02850 Managing Innovation in Technical Education: Revisiting the Developmental Strategies of Politeknik Brunei
by Bashir Ahmed Bhuiyan & Mohammad Shahansha Molla & Masud Alam
- 2111.02834 Optimal Pairs Trading with Time-Varying Volatility
by T. N. Li & A. Tourin
- 2111.02633 Network analysis regarding international trade network
by Xiufeng Yan & Qi Tang
- 2111.02554 Callable convertible bonds under liquidity constraints and hybrid priorities
by David Hobson & Gechun Liang & Edward Wang
- 2111.02528 occ2vec: A principal approach to representing occupations using natural language processing
by Nicolaj S{o}ndergaard Muhlbach
- 2111.02376 Multiplicative Component GARCH Model of Intraday Volatility
by Xiufeng Yan
- 2111.02328 A Linear Model for Distributed Flexibility Markets and DLMPs: A Comparison with the SOCP Formulation
by Anibal Sanjab & Yuting Mou & Ana Virag & Kris Kessels
- 2111.02306 Leveraging Causal Graphs for Blocking in Randomized Experiments
by Abhishek Kumar Umrawal
- 2111.02304 Quantifying Responsibility with Probabilistic Causation -- The Case of Climate Action
by Sarah Hiller & Jobst Heitzig
- 2111.02300 Autoregressive conditional duration modelling of high frequency data
by Xiufeng Yan
- 2111.02112 Testing the monocentric standard urban model in a global sample of cities
by Charlotte Liotta & Vincent Vigui'e & Quentin Lepetit
- 2111.02092 What drives the accuracy of PV output forecasts?
by Thi Ngoc Nguyen & Felix Musgens
- 2111.02067 Testing macroecological theories in cryptocurrency market: neutral models can not describe diversity patterns and their variation
by Edgardo Brigatti & Estevan Augusto Amazonas Mendes
- 2111.02023 Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice
by Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu
- 2111.01983 Obvious Manipulability of Voting Rules
by Haris Aziz & Alexander Lam
- 2111.01957 Multidimensional Kyle-Back model with a risk averse informed trader
by Shreya Bose & Ibrahim Ekren
- 2111.01931 Deep Learning Algorithms for Hedging with Frictions
by Xiaofei Shi & Daran Xu & Zhanhao Zhang
- 2111.01911 Parameterized Explanations for Investor / Company Matching
by Simerjot Kaur & Ivan Brugere & Andrea Stefanucci & Armineh Nourbakhsh & Sameena Shah & Manuela Veloso
- 2111.01874 Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing
by Christian Bayer & Chiheb Ben Hammouda & Ra'ul Tempone
- 2111.01783 Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem
by Christa Cuchiero & Christoph Reisinger & Stefan Rigger
- 2111.01778 Location inference on social media data for agile monitoring of public health crises: An application to opioid use and abuse during the Covid-19 pandemic
by Angela E. Kilby & Charlie Denhart
- 2111.01762 AIRCC-Clim: a user-friendly tool for generating regional probabilistic climate change scenarios and risk measures
by Francisco Estrada & Oscar Calder'on-Bustamante & Wouter Botzen & Juli'an A. Velasco & Richard S. J. Tol
- 2111.01678 Central Limit Theory for Models of Strategic Network Formation
by Konrad Menzel
- 2111.01647 Information Spillover in Multiple Zero-sum Games
by Lucas Pahl
- 2111.01638 A Finite Characterization of Perfect Equilibria
by Ivonne Callejas & Srihari Govindan & Lucas Pahl
- 2111.01598 Integrated Assessment Modeling of Korea 2050 Carbon Neutrality Technology Pathways
by Hanwoong Kim & Haewon McJeon & Dawoon Jung & Hanju Lee & Candelaria Bergero & Jiyong Eom
- 2111.01566 Strategyproof and Proportionally Fair Facility Location
by Haris Aziz & Alexander Lam & Barton E. Lee & Toby Walsh
- 2111.01529 Anticipative information in a Brownian-Poissonmarket: the binary information
by Bernardo D'Auria & Jos'e A. Salmer'on
- 2111.01301 Asymptotic in a class of network models with an increasing sub-Gamma degree sequence
by Jing Luo & Haoyu Wei & Xiaoyu Lei & Jiaxin Guo
- 2111.01248 A General Revealed Preference Test for Quasilinear Preferences: Theory and Experiments
by Mikhail Freer & Marco Castillo
- 2111.01239 Refundable income annuities: Feasibility of money-back guarantees
by Moshe A. Milevsky & Thomas S. Salisbury
- 2111.01234 Optimal allocation to deferred income annuities
by F. Habib & H. Huang & A. Mauskopf & B. Nikolic & T. S. Salisbury
- 2111.01137 Stock Price Prediction Using Time Series, Econometric, Machine Learning, and Deep Learning Models
by Ananda Chatterjee & Hrisav Bhowmick & Jaydip Sen
- 2111.01078 Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach
by Graziano Moramarco
- 2111.01038 Economic consequences of covid-19 pandemic to the sub-Saharan Africa: an historical perspective
by Anthony Enisan Akinlo & Segun Michael Ojo
- 2111.00992 Artificial Intelligence, Surveillance, and Big Data
by David Karpa & Torben Klarl & Michael Rochlitz
- 2111.00987 Modelling the transition to a low-carbon energy supply
by Alexander Kell
- 2111.00972 Nonparametric Cointegrating Regression Functions with Endogeneity and Semi-Long Memory
by Sepideh Mosaferi & Mark S. Kaiser
- 2111.00862 Surreal Decisions
by Eddy Keming Chen & Daniel Rubio
- 2111.00839 Expanding Multi-Market Monopoly and Nonconcavity in the Value of Information
by Stefan Behringer
- 2111.00835 Impact of COVID-19 type events on the economy and climate under the stochastic DICE model
by Pavel V. Shevchenko & Daisuke Murakami & Tomoko Matsui & Tor A. Myrvoll
- 2111.00822 Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States
by Graziano Moramarco
- 2111.00566 The Role of Global Value Chains in Carbon Intensity Convergence: A Spatial Econometrics Approach
by Kazem Biabany Khameneh & Reza Najarzadeh & Hassan Dargahi & Lotfali Agheli
- 2111.00529 Edgeworth expansions for volatility models
by Moritz Jirak
- 2111.00526 FinEAS: Financial Embedding Analysis of Sentiment
by Asier Guti'errez-Fandi~no & Miquel Noguer i Alonso & Petter Kolm & Jordi Armengol-Estap'e
- 2111.00522 The Politics of (No) Compromise: Information Acquisition, Policy Discretion, and Reputation
by Liqun Liu
- 2111.00451 Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact
by Yan Dolinsky & Shir Moshe
- 2111.00450 On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis
by Yayi Yan & Jiti Gao & Bin Peng
- 2111.00449 Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach
by Guohua Feng & Jiti Gao & Bin Peng
- 2111.00348 Large and moderate deviations for importance sampling in the Heston model
by Marc Geha & Antoine Jacquier & Zan Zuric
- 2111.00319 Skill Downgrading Among Refugees and Economic Immigrants in Germany
by Plamen Nikolov & Leila Salarpour & David Titus
- 2111.00274 Polynomial Approximation of Discounted Moments
by Chenyu Zhao & Misha van Beek & Peter Spreij & Makhtar Ba
- 2111.00076 Game Transformations That Preserve Nash Equilibria or Best-Response Sets
by Emanuel Tewolde & Vincent Conitzer
- 2111.00061 Surplus Extraction with Behavioral Types
by Nicolas Pastrian
- 2110.15849 Market Areas in General Equilibrium
by Gianandrea Lanzara & Matteo Santacesaria
- 2110.15750 Process Design and Economics of Production of p-Aminophenol
by Chinmay Ghoroi & Jay Shah & Devanshu Thakar & Sakshi Baheti
- 2110.15517 CP Factor Model for Dynamic Tensors
by Yuefeng Han & Cun-Hui Zhang & Rong Chen
- 2110.15446 Choice and Market Design
by Samson Alva & Battal Dou{g}an
- 2110.15312 Solving it correctly Prevalence and Persistence of Gender Gap in Basic Mathematics in rural India
by Upasak Das & Karan Singhal
- 2110.15310 On the Fairness of Machine-Assisted Human Decisions
by Talia Gillis & Bryce McLaughlin & Jann Spiess
- 2110.15263 Coresets for Time Series Clustering
by Lingxiao Huang & K. Sudhir & Nisheeth K. Vishnoi
- 2110.15239 Costly Trading
by Michael Isichenko
- 2110.15229 Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions
by Martin Dumav
- 2110.15219 A Robust Efficient Dynamic Mechanism
by Endre Cs'oka
- 2110.15133 Deep Calibration of Interest Rates Model
by Mohamed Ben Alaya & Ahmed Kebaier & Djibril Sarr
- 2110.15102 Risk and return prediction for pricing portfolios of non-performing consumer credit
by Siyi Wang & Xing Yan & Bangqi Zheng & Hu Wang & Wangli Xu & Nanbo Peng & Qi Wu
- 2110.15025 Regime Switching Optimal Growth Model with Risk Sensitive Preferences
by Anindya Goswami & Nimit Rana & Tak Kuen Siu
- 2110.14938 Domestic Constraints in Crisis Bargaining
by Liqun Liu
- 2110.14929 Buy It Now or Later, or Not: Loss Aversion in Advance Purchasing
by Senran Lin
- 2110.14914 Trading via Selective Classification
by Nestoras Chalkidis & Rahul Savani
- 2110.14771 ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets
by Selim Amrouni & Aymeric Moulin & Jared Vann & Svitlana Vyetrenko & Tucker Balch & Manuela Veloso
- 2110.14550 Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund
- 2110.14405 Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model
by Atilla Aras
- 2110.14346 A Scalable Inference Method For Large Dynamic Economic Systems
by Pratha Khandelwal & Philip Nadler & Rossella Arcucci & William Knottenbelt & Yi-Ke Guo
- 2110.14317 Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data
by M. Eren Akbiyik & Mert Erkul & Killian Kaempf & Vaiva Vasiliauskaite & Nino Antulov-Fantulin
- 2110.14290 The USS Trustee's risky strategy
by Neil M Davies & Jackie Grant & Chin Yang Shapland
- 2110.14117 Forecasting with a Panel Tobit Model
by Laura Liu & Hyungsik Roger Moon & Frank Schorfheide
- 2110.14046 Open Markets and Hybrid Jacobi Processes
by David Itkin & Martin Larsson
- 2110.13966 Fisheries Management in Congested Waters: A Game-Theoretic Assessment of the East China Sea
by Michael Macgregor Perry
- 2110.13847 Coupling the Gini and Angles to Evaluate Economic Dispersion
by Mario Schlemmer
- 2110.13815 As long as you talk about me: The importance of family firm brands and the contingent role of family-firm identity
by P. Rovelli & C. Benedetti & A. Fronzetti Colladon & A. De Massis
- 2110.13814 Bidders' Responses to Auction Format Change in Internet Display Advertising Auctions
by Shumpei Goke & Gabriel Y. Weintraub & Ralph Mastromonaco & Sam Seljan
- 2110.13761 Regime-Switching Density Forecasts Using Economists' Scenarios
by Graziano Moramarco
- 2110.13725 Inference in Regression Discontinuity Designs with High-Dimensional Covariates
by Alexander Krei{ss} & Christoph Rothe
- 2110.13718 Self-organised criticality in high frequency finance: the case of flash crashes
by Jeremy D. Turiel & Tomaso Aste
- 2110.13716 HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information
by Wentao Xu & Weiqing Liu & Lewen Wang & Yingce Xia & Jiang Bian & Jian Yin & Tie-Yan Liu
- 2110.13701 Heterogenous criticality in high frequency finance: a phase transition in flash crashes
by Jeremy Turiel & Tomaso Aste
- 2110.13678 Large Platonic Markets with Delays
by Yannick Limmer & Thilo Meyer-Brandis
- 2110.13533 Zero-Liquidation Loans: A Structured Product Approach to DeFi Lending
by Aetienne Sardon
- 2110.13531 Bayesian Estimation and Comparison of Conditional Moment Models
by Siddhartha Chib & Minchul Shin & Anna Simoni
- 2110.13467 Wealth heterogeneity in a closed pooled annuity fund
by Thomas Bernhardt & Ge Qu
- 2110.13317 Exposure of occupations to technologies of the fourth industrial revolution
by Benjamin Meindl & Morgan R. Frank & Joana Mendonc{c}a
- 2110.13303 Negotiating Networks in Oligopoly Markets for Price-Sensitive Products
by Naman Shukla & Kartik Yellepeddi
- 2110.13296 Efficient ISDA Initial Margin Calculations Using Least Squares Monte-Carlo
by Asif Lakhany & Amber Zhang
- 2110.13287 Towards Realistic Market Simulations: a Generative Adversarial Networks Approach
by Andrea Coletta & Matteo Prata & Michele Conti & Emanuele Mercanti & Novella Bartolini & Aymeric Moulin & Svitlana Vyetrenko & Tucker Balch
- 2110.13262 Covariate Balancing Methods for Randomized Controlled Trials Are Not Adversarially Robust
by Hossein Babaei & Sina Alemohammad & Richard Baraniuk
- 2110.13121 How To Sell (or Procure) in a Sequential Auction
by Kenneth Hendricks & Thomas Wiseman
- 2110.13021 Interpolating commodity futures prices with Kriging
by Andrea Maran & Andrea Pallavicini
- 2110.12853 Cubature Method for Stochastic Volterra Integral Equations
by Qi Feng & Jianfeng Zhang
- 2110.12722 Functional instrumental variable regression with an application to estimating the impact of immigration on native wages
by Dakyung Seong & Won-Ki Seo
- 2110.12572 Computational Efficiency in Multivariate Adversarial Risk Analysis Models
by Michael Macgregor Perry & Hadi El-Amine
- 2110.12568 Analyzing a Complex Game for the South China Sea Fishing Dispute using Response Surface Methodologies
by Michael Macgregor Perry
- 2110.12499 Approximate Core for Committee Selection via Multilinear Extension and Market Clearing
by Kamesh Munagala & Yiheng Shen & Kangning Wang & Zhiyi Wang
- 2110.12394 Housing property rights and social integration of migrant population: based on the 2017 china migrants' dynamic survey
by Jingwen Tan & Shixi Kang
- 2110.12282 MAD Risk Parity Portfolios
by c{C}au{g}{i}n Ararat & Francesco Cesarone & Mustafa c{C}elebi P{i}nar & Jacopo Maria Ricci
- 2110.12218 On the Behavioral Consequences of Reverse Causality
by Ran Spiegler
- 2110.12198 Cash-subadditive risk measures without quasi-convexity
by Xia Han & Qiuqi Wang & Ruodu Wang & Jianming Xia
- 2110.12149 On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints
by Abhishek K. Umrawal & Joshua C. C. Chan
- 2110.12085 Reciprocity or community: Different cultural pathways to cooperation and welfare
by Anna Gunnthorsdottir & Palmar Thorsteinsson
- 2110.12050 The Impact of the Coronavirus Pandemic on New York City Real Estate: First Evidence
by Jeffrey P. Cohen & Felix L. Friedt & Jackson P. Lautier
- 2110.12041 Slow Movers in Panel Data
by Yuya Sasaki & Takuya Ura
- 2110.12013 The Absence of Attrition in a War of Attrition under Complete Information
by George Georgiadis & Youngsoo Kim & H. Dharma Kwon
- 2110.12003 Embracing advanced AI/ML to help investors achieve success: Vanguard Reinforcement Learning for Financial Goal Planning
by Shareefuddin Mohammed & Rusty Bealer & Jason Cohen
- 2110.12001 Brownian Motion & The Stochastic Behaviour of Stocks
by Yorgos Protonotarios & Pantelis Tassopoulos
- 2110.12000 Bank transactions embeddings help to uncover current macroeconomics
by Maria Begicheva & Alexey Zaytsev
- 2110.11999 Machine Learning in Finance-Emerging Trends and Challenges
by Jaydip Sen & Rajdeep Sen & Abhishek Dutta
- 2110.11848 Clustering Market Regimes using the Wasserstein Distance
by Blanka Horvath & Zacharia Issa & Aitor Muguruza
- 2110.11846 Cycles to compute the full set of many-to-many stable matchings
by Agustin G. Bonifacio & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2110.11751 Forecasting Financial Market Structure from Network Features using Machine Learning
by Douglas Castilho & Tharsis T. P. Souza & Soong Moon Kang & Jo~ao Gama & Andr'e C. P. L. F. de Carvalho
- 2110.11718 Liquidity-free implied volatilities: an approach using conic finance
by Matteo Michielon & Asma Khedher & Peter Spreij
- 2110.11694 Airport-Airline Coordination with Economic, Environmental and Social Considerations
by Aasheesh Dixit & Patanjal Kumar & Suresh Jakhar
- 2110.11651 Free Riding in Networks
by Markus Kinateder & Luca Paolo Merlino
- 2110.11594 A Meta Path Based Evaluation Method for Enterprise Credit Risk
by Marui Du & Yue Ma & Zuoquan Zhang
- 2110.11582 An Economy of Neural Networks: Learning from Heterogeneous Experiences
by Artem Kuriksha
- 2110.11581 A Two-stage Pricing Strategy Considering Learning Effects and Word-of-Mouth
by Yanrong Li & Lai Wei & Wei Jiang
- 2110.11399 Algebraic Properties of Blackwell's Order and A Cardinal Measure of Informativeness
by Andrew Kosenko
- 2110.11245 Evolutionary Foundation for Heterogeneity in Risk Aversion
by Yuval Heller & Ilan Nehama
- 2110.11156 DMS, AE, DAA: methods and applications of adaptive time series model selection, ensemble, and financial evaluation
by Parley Ruogu Yang & Ryan Lucas
- 2110.11008 Optimal trading: a model predictive control approach
by Simon Clinet & Jean-Franc{c}ois Perreton & Serge Reydellet
- 2110.10936 Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk
by Robert Jarrow & Philip Protter & Alejandra Quintos
- 2110.10824 Dynamic Bipartite Matching Market with Arrivals and Departures
by Naonori Kakimura & Donghao Zhu
- 2110.10800 Media abnormal tone, earnings announcements, and the stock market
by David Ardia & Keven Bluteau & Kris Boudt
- 2110.10792 A Framework for Measures of Risk under Uncertainty
by Tolulope Fadina & Yang Liu & Ruodu Wang
- 2110.10781 Marital Stability With Committed Couples: A Revealed Preference Analysis
by Mikhail Freer & Khushboo Surana
- 2110.10650 Attention Overload
by Matias D. Cattaneo & Paul Cheung & Xinwei Ma & Yusufcan Masatlioglu
- 2110.10556 One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV
by Joshua Angrist & Michal Koles'ar
- 2110.10480 Bi-integrative analysis of two-dimensional heterogeneous panel data model
by Wei Wang & Xiaodong Yan & Yanyan Ren & Zhijie Xiao
- 2110.10230 Optimally Targeting Interventions in Networks during a Pandemic: Theory and Evidence from the Networks of Nursing Homes in the United States
by Roland Pongou & Guy Tchuente & Jean-Baptiste Tondji
- 2110.10192 Difference-in-Differences with Geocoded Microdata
by Kyle Butts
- 2110.09954 Revisiting identification concepts in Bayesian analysis
by Jean-Pierre Florens & Anna Simoni
- 2110.09673 Bridging the short-term and long-term dynamics of economic structural change
by James McNerney & Yang Li & Andres Gomez-Lievano & Frank Neffke
- 2110.09594 Bayesian Persuasion in Sequential Trials
by Shih-Tang Su & Vijay G. Subramanian & Grant Schoenebeck
- 2110.09516 Kernel Minimum Divergence Portfolios
by Linda Chamakh & Zolt'an Szab'o
- 2110.09489 Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks
by Curtis Nybo
- 2110.09429 Understanding jumps in high frequency digital asset markets
by Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Hardle
- 2110.09417 Mean-Variance Portfolio Selection in Contagious Markets
by Yang Shen & Bin Zou
- 2110.09416 Numeraire-invariant quadratic hedging and mean--variance portfolio allocation
by Alev{s} v{C}ern'y & Christoph Czichowsky & Jan Kallsen
- 2110.09400 Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage
by Dario Laudati & M. Hashem Pesaran
- 2110.09315 Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques
by Tugce Karatas & Ali Hirsa
- 2110.09169 Prosecutor Politics: The Impact of Election Cycles on Criminal Sentencing in the Era of Rising Incarceration
by Chika O. Okafor
- 2110.09098 Study of The Relationship Between Public and Private Venture Capitalists in France: A Qualitative Approach
by Jonathan Labbe
- 2110.08900 Predictable Forward Performance Processes: Infrequent Evaluation and Applications to Human-Machine Interactions
by Gechun Liang & Moris S. Strub & Yuwei Wang
- 2110.08884 Persuasion by Dimension Reduction
by Semyon Malamud & Andreas Schrimpf
- 2110.08807 Estimating returns to special education: combining machine learning and text analysis to address confounding
by Aur'elien Sallin
- 2110.08723 Gender identity and relative income within household: Evidence from China
by Han Dongcheng & Kong Fanbo & Wang Zixun
- 2110.08673 Scaling Blockchains: Can Committee-Based Consensus Help?
by Alon Benhaim & Brett Hemenway Falk & Gerry Tsoukalas
- 2110.08630 Star-shaped acceptability indexes
by Marcelo Brutti Righi
- 2110.08612 The elastic origins of tail asymmetry
by Satoshi Nakano & Kazuhiko Nishimura
- 2110.08563 Auction design with ambiguity: Optimality of the first-price and all-pay auctions
by Sosung Baik & Sung-Ha Hwang
- 2110.08425 Exact Bias Correction for Linear Adjustment of Randomized Controlled Trials
by Haoge Chang & Joel Middleton & P. M. Aronow
- 2110.08410 Covariate Adjustment in Regression Discontinuity Designs
by Matias D. Cattaneo & Luke Keele & Rocio Titiunik
- 2110.08367 Dropping diversity of products of large US firms: Models and measures
by Ananthan Nambiar & Tobias Rubel & James McCaull & Jon deVries & Mark Bedau
- 2110.08320 Semimartingale and continuous-time Markov chain approximation for rough stochastic local volatility models
by Jingtang Ma & Wensheng Yang & Zhenyu Cui
- 2110.08089 Detecting long-range dependence for time-varying linear models
by Lujia Bai & Weichi Wu
- 2110.07611 Locational Factors in the Competition between Credit Unions and Banks after the Great Recession
by Reka Sundaram-Stukel & Steven C Deller
- 2110.07489 An Empirical Analysis of how Internet Access Influences Public Opinion towards Undocumented Immigrants and Unaccompanied Children
by Muhammad Hassan Bin Afzal
- 2110.07226 Group Identity, Social Learning and Opinion Dynamics
by Sebastiano Della Lena & Luca Paolo Merlino
- 2110.07224 Choice probabilities and correlations in closed-form route choice models: specifications and drawbacks
by Fiore Tinessa & Vittorio Marzano & Andrea Papola
- 2110.07151 Machine Learning, Deep Learning, and Hedonic Methods for Real Estate Price Prediction
by Mahdieh Yazdani
- 2110.07138 ETF Risk Models
by Zura Kakushadze & Willie Yu
- 2110.07075 General Compound Hawkes Processes for Mid-Price Prediction
by Myles Sjogren & Timothy DeLise
- 2110.07047 Ordinal Synchronization and Typical States in High-Frequency Digital Markets
by Mario L'opez P'erez & Ricardo Mansilla
- 2110.07024 Stability and Efficiency of Random Serial Dictatorship
by Suhas Vijaykumar
- 2110.06876 Appointments: A More Effective Commitment Device for Health Behaviors
by Laura Derksen & Jason Kerwin & Natalia Ordaz Reynoso & Olivier Sterck
- 2110.06829 Towards a fully RL-based Market Simulator
by Leo Ardon & Nelson Vadori & Thomas Spooner & Mengda Xu & Jared Vann & Sumitra Ganesh