Printed from https://ideas.repec.org/s/arx/papers39.html
Content
2024
- 2409.17529 Continuity and Monotonicity of Preferences and Probabilistic Equivalence
by Sushil Bikhchandani & Uzi Segal - 2409.17392 Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning
by Zhengxin Joseph Ye & Bjoern Schuller - 2409.17378 The Cost of Climate Action: Experimental Evidence on the Impact of Climate Information on Charitable Donations to Climate Activism
by Samantha Gonsalves Wetherell & Anna Josephson - 2409.17183 Transfer learning for financial data predictions: a systematic review
by V. Lanzetta - 2409.17182 Improving Estimation of Portfolio Risk Using New Statistical Factors
by Xialu Liu & John Guerard & Rong Chen & Ruey Tsay - 2409.17086 Interlacing Eigenvectors of Large Gaussian Matrices
by Elie Attal & Romain Allez - 2409.17035 Scaling up to the cloud: Cloud technology use and growth rates in small and large firms
by Bernardo Caldarola & Luca Fontanelli - 2409.16653 The Credibility Transformer
by Ronald Richman & Salvatore Scognamiglio & Mario V. Wuthrich - 2409.16599 Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors
by Hang Gao & Shuohua Yang & Xinli Liu - 2409.16589 The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
by Cong Zhou - 2409.16550 The cost of uncertainty
by Carlos Esteban Posada Posada - 2409.16333 Predicting Distance matrix with large language models
by Jiaxing Yang - 2409.16132 Large Bayesian Tensor VARs with Stochastic Volatility
by Joshua C. C. Chan & Yaling Qi - 2409.15988 Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models
by Fang Wang & Marko Gacesa - 2409.15978 Optimal longevity of a dynasty
by Satoshi Nakano & Kazuhiko Nishimura - 2409.15948 Anonymity and Identity Online
by Florian Ederer & Paul Goldsmith-Pinkham & Kyle Jensen - 2409.15946 The Political Economy of Zero-Sum Thinking
by S. Nageeb Ali & Maximilian Mihm & Lucas Siga - 2409.15530 Identifying Elasticities in Autocorrelated Time Series Using Causal Graphs
by Silvana Tiedemann & Jorge Sanchez Canales & Felix Schur & Raffaele Sgarlato & Lion Hirth & Oliver Ruhnau & Jonas Peters - 2409.15462 Transportation Technology and Gentrification: Evidence from the entry of Ridesharing Services
by Sumit Agarwal & Shashwat Alok & Sergio Correia & Deepa Mani & Bernardo Morais - 2409.15459 Position-building in competition with real-world constraints
by Neil A. Chriss - 2409.15325 Optimal post-retirement investment under longevity risk in collective funds
by John Armstrong & Cristin Buescu & James Dalby - 2409.15320 Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
by Zhengyang Chi & Junbin Gao & Chao Wang - 2409.15225 From Gini index as a Lyapunov functional to convergence in Wasserstein distance
by Fei Cao - 2409.15197 Deep Learning Across Games
by Daniele Condorelli & Massimiliano Furlan - 2409.15103 Consistent Estimation of the High-Dimensional Efficient Frontier
by Taras Bodnar & Nikolaus Hautsch & Yarema Okhrin & Nestor Parolya - 2409.15070 Non-linear dependence and Granger causality: A vine copula approach
by Roberto Fuentes-Mart'inez & Irene Crimaldi & Armando Rungi - 2409.14936 Temperature Variability and Natural Disasters
by Aatishya Mohanty & Nattavudh Powdthavee & Cheng Keat Tang & Andrew J. Oswald - 2409.14914 Impact of the Three-Child Policy and Delayed Retirement on the Transfer of Surplus Rural Labor under Xi Jinping's New Population Vision: A Re-examination of China's Lewis Turning Point
by Jun Dai & Guanqing Shi & Xiaoke Xie & Aitong Xie - 2409.14885 Competitive Markets with Imperfectly Discerning Consumers
by Yair Antler ad Ran Spiegler - 2409.14776 Inequality Sensitive Optimal Treatment Assignment
by Eduardo Zambrano - 2409.14748 Economic effects on households of an augmentation of the cash back duration of real estate loan
by Hugo Spring-Ragain - 2409.14734 The continuous-time limit of quasi score-driven volatility models
by Yinhao Wu & Ping He - 2409.14510 Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
by Maysam Khodayari Gharanchaei & Reza Babazadeh - 2409.14384 The role of gender in promotion rates in the Australian Finance Industry
by Cassandra Crowe & Belinda Middleweek & Laura Ryan & Alicia Vidler & Bronwen Whiting - 2409.14351 Friends, Key Players and the Adoption and Use of Experience Goods
by Rhys Murrian & Paul A. Raschky & Klaus Ackermann - 2409.14271 Determinants of Workplace Flextime Flexibility: An Empirical Analysis
by Cristian Espinal Maya & Santiago Jim'enez Londo~no - 2409.14202 Mining Causality: AI-Assisted Search for Instrumental Variables
by Sukjin Han - 2409.14193 Interest rate derivatives in a CTMC setting: pricing, replication and Ross recovery
by Tim Leung & Matthew Lorig - 2409.14157 Price predictability in limit order book with deep learning model
by Kyungsub Lee - 2409.14136 Sequential Network Design
by Yang Sun & Wei Zhao & Junjie Zhou - 2409.13957 The Impact of Implicit Government Guarantee on Credit Rating of Municipal Investment Bonds
by Yan Zhang & Yixiang Tian & Lin Chen - 2409.13749 KodeXv0.1: A Family of State-of-the-Art Financial Large Language Models
by Neel Rajani & Lilli Kiessling & Aleksandr Ogaltsov & Claus Lang - 2409.13674 Topological Components in a Community Currency Network
by Teodoro Criscione - 2409.13608 A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level
by Yizun Lin & Yongxin He & Zhao-Rong Lai - 2409.13567 Deep Gamma Hedging
by John Armstrong & George Tatlow - 2409.13531 A simple but powerful tail index regression
by Jo~ao Nicolau & Paulo M. M. Rodrigues - 2409.13528 A Comparison between Financial and Gambling Markets
by Haoyu Liu & Carl Donovan & Valentin Popov - 2409.13516 Dynamic tail risk forecasting: what do realized skewness and kurtosis add?
by Giampiero Gallo & Ostap Okhrin & Giuseppe Storti - 2409.13333 Reference Points, Risk-Taking Behavior, and Competitive Outcomes in Sequential Settings
by Masaya Nishihata & Suguru Otani - 2409.13316 Why do we need to complement the European Union Regional Innovation Scoreboard with an artificial intelligence tool for what-if policy analysis?
by Vincenzo Lanzetta & Cristina Ponsiglione - 2409.13236 A knapsack for collective decision-making
by Yurun Ge & Lucas Bottcher & Tom Chou & Maria R. D'Orsogna - 2409.13168 Economic Policy Challenges for the Age of AI
by Anton Korinek - 2409.13070 Heat modulated affine stochastic volatility models for forward curve dynamics
by Sven Karbach - 2409.12831 Implicit Government Guarantee Measurement Based on PMC Index Model
by Yan Zhang & Yixiang Tian & Lin Chen & Qi Wang - 2409.12803 Concentrated Liquidity with Leverage
by Atis Elsts & Krev{s}imir Klas - 2409.12783 Financial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure
by Mohamed Ben Alaya & Ahmed Kebaier & Djibril Sarr - 2409.12776 Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models
by Luca Lalor & Anatoliy Swishchuk - 2409.12721 Market Simulation under Adverse Selection
by Luca Lalor & Anatoliy Swishchuk - 2409.12662 Testing for equal predictive accuracy with strong dependence
by Laura Coroneo & Fabrizio Iacone - 2409.12611 Parameters on the boundary in predictive regression
by Giuseppe Cavaliere & Iliyan Georgiev & Edoardo Zanelli - 2409.12551 Does Ownership Structure Matter? A Case Study on Business Performance of Two Accounting Companies
by Reetta Ghezzi & Sanni Marjanen & Teemu Laine & Tatu Virta & Hannu Vilpponen & Tommi Mikkonen - 2409.12516 A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
by Kei Nakagawa & Masanori Hirano & Kentaro Minami & Takanobu Mizuta - 2409.12453 Theoretical and Empirical Validation of Heston Model
by Zheng Cao & Xinhao Lin - 2409.12353 A Way to Synthetic Triple Difference
by Castiel Chen Zhuang - 2409.12282 How does liquidity shape the yield curve?
by Victor Le Coz & Iacopo Mastromatteo & Michael Benzaquen - 2409.12251 Empowering Abilities: Increasing Representation of Students with Disabilities in the STEM Field
by Esperanza Moreno & Piyush Kumar & Richard O Adansi & Dorothy Moreno & Demy Rodriguez & Raul Baez Ramirez & Audrey R Kapsa & Arturo Rodriguez & Neelam Agarwal & Vinod Kumar & Beverley A Calvo & Vivek Tandon - 2409.12208 Mitigating Extremal Risks: A Network-Based Portfolio Strategy
by Qian Hui & Tiandong Wang - 2409.12143 Experimental Evidence That Conversational Artificial Intelligence Can Steer Consumer Behavior Without Detection
by Tobias Werner & Ivan Soraperra & Emilio Calvano & David C. Parkes & Iyad Rahwan - 2409.12109 It depends: Varieties of defining growth dependence
by Anja Janischewski & Katharina Bohnenberger & Matthias Kranke & Tobias Vogel & Riwan Driouich & Tobias Froese & Stefanie Gerold & Raphael Kaufmann & Lorenz Key{ss}er & Jannis Niethammer & Christopher Olk & Matthias Schmelzer & Asl{i} Yuruk & Steffen Lange - 2409.11908 Cognitive Hierarchy in Day-to-day Network Flow Dynamics
by Minyu Shen & Feng Xiao & Weihua Gu & Hongbo Ye - 2409.11839 The long-term human capital and health impacts of a pollution reduction programme
by Nanna Fukushima & Stephanie von Hinke & Emil N. S{o}rensen - 2409.11569 Optimal Investment with Costly Expert Opinions
by Christoph Knochenhauer & Alexander Merkel & Yufei Zhang - 2409.11540 What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
by Shuaiyu Chen & T. Clifton Green & Huseyin Gulen & Dexin Zhou - 2409.11524 Unlocking NACE Classification Embeddings with OpenAI for Enhanced Analysis and Processing
by Andrea Vidali & Nicola Jean & Giacomo Le Pera - 2409.11408 Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning
by Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez - 2409.11339 A Derivative Pricing Perspective on Liquidity Tokens in Constant Product Market Makers
by Maxim Bichuch & Zachary Feinstein - 2409.11142 How (Not) to Incentivize Sustainable Mobility? Lessons from a Swiss Mobility Competition
by Silvio Sticher & Hannes Wallimann & Noah Balthasar - 2409.11048 Approximately Optimal Auctions With a Strong Bidder
by Luca Anderlini & GaOn Kim - 2409.11033 Expert Classification Aggregation
by Federico Fioravanti - 2409.10938 Beyond Rationality: Unveiling the Role of Animal Spirits and Inflation Extrapolation in Central Bank Communication of the US
by Arpan Chakraborty - 2409.10933 Optimal Investment under the Influence of Decision-changing Imitation
by Huisheng Wang & H. Vicky Zhao - 2409.10859 Macroscopic properties of equity markets: stylized facts and portfolio performance
by Steven Campbell & Qien Song & Ting-Kam Leonard Wong - 2409.10820 Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality
by Jean-Marie Dufour & Endong Wang - 2409.10779 The Extreme Points of Fusions
by Andreas Kleiner & Benny Moldovanu & Philipp Strack & Mark Whitmeyer - 2409.10750 GPT takes the SAT: Tracing changes in Test Difficulty and Math Performance of Students
by Vikram Krishnaveti & Saannidhya Rawat - 2409.10543 Kullback-Leibler cluster entropy to quantify volatility correlation and risk diversity
by L. Ponta & A. Carbone - 2409.10448 Why you should also use OLS estimation of tail exponents
by Thiago Trafane Oliveira Santos & Daniel Oliveira Cajueiro - 2409.10407 Bitcoin Transaction Behavior Modeling Based on Balance Data
by Yu Zhang & Claudio Tessone - 2409.10402 A Statistical Equilibrium Approach to Adam Smith's Labor Theory of Value
by Ellis Scharfenaker & Bruno Theodosio & Duncan K. Foley - 2409.10331 Research and Design of a Financial Intelligent Risk Control Platform Based on Big Data Analysis and Deep Machine Learning
by Shuochen Bi & Yufan Lian & Ziyue Wang - 2409.10301 Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing
by Atithi Acharya & Romina Yalovetzky & Pierre Minssen & Shouvanik Chakrabarti & Ruslan Shaydulin & Rudy Raymond & Yue Sun & Dylan Herman & Ruben S. Andrist & Grant Salton & Martin J. A. Schuetz & Helmut G. Katzgraber & Marco Pistoia - 2409.10096 Robust Reinforcement Learning with Dynamic Distortion Risk Measures
by Anthony Coache & Sebastian Jaimungal - 2409.10030 LASSO Inference for High Dimensional Predictive Regressions
by Zhan Gao & Ji Hyung Lee & Ziwei Mei & Zhentao Shi - 2409.09962 A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality
by Gregory Fletcher Cox - 2409.09960 A General Equilibrium Study of Venture Capitalists' Effort on Entrepreneurship
by Liukun Wu - 2409.09955 Simulation of Public Cash Transfer Programs on US Entrepreneurs' Financing Constraint
by Liukun Wu - 2409.09894 Estimating Wage Disparities Using Foundation Models
by Keyon Vafa & Susan Athey & David M. Blei - 2409.09818 Revisiting the state-space model of unawareness
by Alex A. T. Rathke - 2409.09768 Balancing Selection Efficiency and Societal Costs in Selective Contests
by Penghuan Yan - 2409.09684 Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models
by Junhyeong Lee & Haeun Jeon & Hyunglip Bae & Yongjae Lee - 2409.09577 Local projections identify the same policy counterfactuals as empirical and structural models
by Endong Wang - 2409.09243 Unconditional Randomization Tests for Interference
by Liang Zhong - 2409.09179 Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity
by Mohamed Ben Alaya & Ahmed Kebaier & Djibril Sarr - 2409.09091 Claims processing and costs under capacity constraints
by Filip Lindskog & Mario V. Wuthrich - 2409.09066 Replicating The Log of Gravity
by Mauricio Vargas Sep'ulveda - 2409.09065 Automatic Pricing and Replenishment Strategies for Vegetable Products Based on Data Analysis and Nonlinear Programming
by Mingpu Ma - 2409.08951 On the Viability of Open-Source Financial Rails: Economic Security of Permissionless Consensus
by Jacob D. Leshno & Elaine Shi & Rafael Pass - 2409.08914 Contract Structure and Risk Aversion in Longevity Risk Transfers
by David Landriault & Bin Li & Hong Li & Yuanyuan Zhang - 2409.08890 A Market for Lemons? Strategic Directions for a Vigilant Application of Artificial Intelligence in Entrepreneurship Research
by Martin Obschonka & Moren Levesque - 2409.08773 Heterogeneous Responses to Continuous Treatments: A Cluster-Based Causal Framework
by Augusto Cerqua & Roberta Di Stefano & Raffaele Mattera - 2409.08728 Disentangling the sources of cyber risk premia
by Loic Mar'echal & Nathan Monnet - 2409.08718 Dynamic Link and Flow Prediction in Bank Transfer Networks
by Shu Takahashi & Kento Yamamoto & Shumpei Kobayashi & Ryoma Kondo & Ryohei Hisano - 2409.08701 Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms
by Wasim Ahmad & Mohammad Arshad Rahman & Suruchi Shrimali & Preeti Roy - 2409.08426 A Deep Reinforcement Learning Framework For Financial Portfolio Management
by Jinyang Li - 2409.08415 The first alumni donation in 1880 in Japan: social image and the open-academic record system
by Eiji Yamamura - 2409.08379 The Impact of Large Language Models on Open-source Innovation: Evidence from GitHub Copilot
by Doron Yeverechyahu & Raveesh Mayya & Gal Oestreicher-Singer - 2409.08377 Asian options for local-stochastic volatility models in the short-maturity regime
by Dan Pirjol & Lingjiong Zhu - 2409.08357 An Experimental Study of Competitive Market Behavior Through LLMs
by Jingru Jia & Zehua Yuan - 2409.08356 COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning
by Zian Wang & Xinyi Lu - 2409.08355 On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures
by Zian Wang & Xinshu Li - 2409.08354 Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series
by Wei Zhang - 2409.08347 Sensitivity analysis of the perturbed utility stochastic traffic equilibrium
by Mogens Fosgerau & Nikolaj Nielsen & Mads Paulsen & Thomas Kj{ae}r Rasmussen & Rui Yao - 2409.08297 Comparative Study of Long Short-Term Memory (LSTM) and Quantum Long Short-Term Memory (QLSTM): Prediction of Stock Market Movement
by Tariq Mahmood & Ibtasam Ahmad & Malik Muhammad Zeeshan Ansar & Jumanah Ahmed Darwish & Rehan Ahmad Khan Sherwani - 2409.08282 LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
by Peng Zhu & Yuante Li & Yifan Hu & Qinyuan Liu & Dawei Cheng & Yuqi Liang - 2409.08281 StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
by Shengkun Wang & Taoran Ji & Linhan Wang & Yanshen Sun & Shang-Ching Liu & Amit Kumar & Chang-Tien Lu - 2409.08205 A market resilient data-driven approach to option pricing
by Anindya Goswami & Nimit Rana - 2409.08158 Trends and biases in the social cost of carbon
by Richard S. J. Tol - 2409.08145 Inertial Coordination Games
by Andrew Koh & Ricky Li & Kei Uzui - 2409.07981 Economic impacts of a drastic gas supply shock and short-term mitigation strategies
by Anton Pichler & Jan Hurt & Tobias Reisch & Johannes Stangl & Stefan Thurner - 2409.07859 Bootstrap Adaptive Lasso Solution Path Unit Root Tests
by Martin C. Arnold & Thilo Reinschlussel - 2409.07538 Un \'indice discreto sensible a la desigualdad
by Francisco Jos'e Zamudio S'anchez & Javier Jim'enez Machorro & Roxana Arana Ovalle & Hildegardo Mart'inez Silverio - 2409.07506 The Mismeasure of Weather: Using Remotely Sensed Earth Observation Data in Economic Context
by Anna Josephson & Jeffrey D. Michler & Talip Kilic & Siobhan Murray - 2409.07494 Ethereum Fraud Detection via Joint Transaction Language Model and Graph Representation Learning
by Jianguo Sun & Yifan Jia & Yanbin Wang & Yiwei Liu & Zhang Sheng & Ye Tian - 2409.07487 MoA is All You Need: Building LLM Research Team using Mixture of Agents
by Sandy Chen & Leqi Zeng & Abhinav Raghunathan & Flora Huang & Terrence C. Kim - 2409.07486 MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
by Junjie Li & Yang Liu & Weiqing Liu & Shikai Fang & Lewen Wang & Chang Xu & Jiang Bian - 2409.07477 American option pricing using generalised stochastic hybrid systems
by Evelyn Buckwar & Sascha Desmettre & Agnes Mallinger & Amira Meddah - 2409.07373 Policy consequences of the new neuroeconomic framework
by A. David Redish & Henri Scott Chastain & Carlisle Ford Runge & Brian M. Sweis & Scott E. Allen & Antara Haldar - 2409.07277 Mechanisms for belief elicitation without ground truth
by Niklas Valentin Lehmann - 2409.07159 Market information of the fractional stochastic regularity model
by Daniele Angelini & Matthieu Garcin - 2409.07087 Testing for a Forecast Accuracy Breakdown under Long Memory
by Jannik Kreye & Philipp Sibbertsen - 2409.07046 Strictly Proper Scoring Mechanisms Without Expected Arbitrage
by Jack Edwards - 2409.06937 A deep primal-dual BSDE method for optimal stopping problems
by Jiefei Yang & Guanglian Li - 2409.06865 Speeding up deferred acceptance
by Gregory Z. Gutin & Daniel Karapetyan & Philip R. Neary & Alexander Vickery & Anders Yeo - 2409.06728 Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach
by Sanjay Sathish & Charu C Sharma - 2409.06724 MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing
by Boris Ter-Avanesov & Homayoon Beigi - 2409.06720 Evolutionary Game Dynamics Applied to Strategic Adoption of Immersive Technologies in Cultural Heritage and Tourism
by Gioacchino Fazio & Stefano Fricano & Claudio Pirrone - 2409.06672 Insuring Uninsurable Risks from AI: Government as Insurer of Last Resort
by Cristian Trout - 2409.06654 Estimation and Inference for Causal Functions with Multiway Clustered Data
by Nan Liu & Yanbo Liu & Yuya Sasaki - 2409.06626 Watts and Bots: The Energy Implications of AI Adoption
by Anthony Harding & Juan Moreno-Cruz - 2409.06551 Robust financial calibration: a Bayesian approach for neural SDEs
by Christa Cuchiero & Eva Flonner & Kevin Kurt - 2409.06514 Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling
by Michael Giegrich & Roel Oomen & Christoph Reisinger - 2409.06496 Valuation Model of Chinese Convertible Bonds Based on Monte Carlo Simulation
by Yu Liu - 2409.06289 Automate Strategy Finding with LLM in Quant Investment
by Zhizhuo Kou & Holam Yu & Junyu Luo & Jingshu Peng & Xujia Li & Chengzhong Liu & Juntao Dai & Lei Chen & Sirui Han & Yike Guo - 2409.06272 Information Asymmetry Index: The View of Market Analysts
by Roberto Frota Decourt & Heitor Almeida & Philippe Protin & Matheus R. C. Gonzalez - 2409.06248 Evidence gathering under competitive and noncompetitive rewards
by Philip Brookins & Jennifer Brown & Dmitry Ryvkin - 2409.06230 Contests with sequential moves: An experimental study
by Arthur B. Nelson & Dmitry Ryvkin - 2409.06112 Optimal In-Kind Redistribution
by Zi Yang Kang & Mitchell Watt - 2409.06054 Coarse Descriptions and Cautious Preferences
by Evan Piermont & Marcus Pivato - 2409.06026 Patterns of Medical Care Cost by Service Type Associated with Lung Cancer Screening
by Kris Wain & Mahesh Maiyani & Nikki M. Carroll & Rafael Meza & Robert T. Greenlee & Christine Neslund-Dudas & Michelle R. Odelberg & Caryn Oshiro & Debra P. Ritzwoller - 2409.05798 Enhancing Preference-based Linear Bandits via Human Response Time
by Shen Li & Yuyang Zhang & Zhaolin Ren & Claire Liang & Na Li & Julie A. Shah - 2409.05715 Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators
by Matias D. Cattaneo & Yingjie Feng & Boris Shigida - 2409.05713 The Surprising Robustness of Partial Least Squares
by Jo~ao B. Assunc{c}~ao & Pedro Afonso Fernandes - 2409.05708 Quantum Volunteer's Dilemma
by Dax Enshan Koh & Kaavya Kumar & Siong Thye Goh - 2409.05698 MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction
by Mengyu Wang & Tiejun Ma - 2409.05547 Critical Dynamics of Random Surfaces: Time Evolution of Area and Genus
by Christof Schmidhuber - 2409.05518 Note on solving one-to-one matching models with linear transferable utility
by Esben Scrivers Andersen - 2409.05397 The Global Minimum Tax, Investment Incentives and Asymmetric Tax Competition
by Xuyang Chen & Rui Sun - 2409.05315 Obvious Strategy-proofness with Respect to a Partition
by R. Pablo Arribillaga & Jordi Mass'o & Alejandro Neme - 2409.05194 Risk measures on incomplete markets: a new non-solid paradigm
by Vasily Melnikov - 2409.05192 Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets
by Tejas Ramdas & Martin T. Wells - 2409.05184 Difference-in-Differences with Multiple Events
by Lin-Tung Tsai - 2409.05144 QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE
by Junjie Zhao & Chengxi Zhang & Min Qin & Peng Yang - 2409.05103 Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures
by Mario Ghossoub & Michael B. Zhu & Wing Fung Chong - 2409.04903 Semi-analytical pricing of options written on SOFR futures
by Andrey Itkin & Yerkin Kitapbayev - 2409.04897 Centralized Selection with Preferences in the Presence of Biases
by L. Elisa Celis & Amit Kumar & Nisheeth K. Vishnoi & Andrew Xu - 2409.04876 DEPLOYERS: An agent based modeling tool for multi country real world data
by Martin Jaraiz & Ruth Pinacho - 2409.04874 Improving the Finite Sample Estimation of Average Treatment Effects using Double/Debiased Machine Learning with Propensity Score Calibration
by Daniele Ballinari & Nora Bearth - 2409.04589 Horowitz-Manski-Lee Bounds with Multilayered Sample Selection
by Kory Kroft & Ismael Mourifi'e & Atom Vayalinkal - 2409.04541 Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing
by Soumil Hooda & Shubham Sharma & Kunal Bansal - 2409.04496 Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process
by Mohamed Ben Alaya & Martin Friesen & Jonas Kremer - 2409.04471 Predicting Foreign Exchange EUR/USD direction using machine learning
by Kevin Cedric Guyard & Michel Deriaz - 2409.04412 Robust Elicitable Functionals
by Kathleen E. Miao & Silvana M. Pesenti - 2409.04378 An MPEC Estimator for the Sequential Search Model
by Shinji Koiso & Suguru Otani - 2409.04326 Digital Platform Consolidation and Offline Expansion: Strategic Convergence and Market Welfare in China's Second-hand Real Estate Market
by Guoying Deng & Xuyuan Zhang - 2409.04233 Pricing and hedging of decentralised lending contracts
by Lukasz Szpruch & Marc Sabat'e Vidales & Tanut Treetanthiploet & Yufei Zhang - 2409.04047 Uniform price auction with quantity constraints
by Kiho Yoon - 2409.03979 Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
by Yuya Sasaki & Yulong Wang - 2409.03956 Algorithmic Collusion Without Threats
by Eshwar Ram Arunachaleswaran & Natalie Collina & Sampath Kannan & Aaron Roth & Juba Ziani - 2409.03762 Combining supervised and unsupervised learning methods to predict financial market movements
by Gabriel Rodrigues Palma & Mariusz Skocze'n & Phil Maguire - 2409.03734 Safety vs. Performance: How Multi-Objective Learning Reduces Barriers to Market Entry
by Meena Jagadeesan & Michael I. Jordan & Jacob Steinhardt - 2409.03676 Signature of maturity in cryptocurrency volatility
by Asim Ghosh & Soumyajyoti Biswas & Bikas K. Chakrabarti - 2409.03606 Performance of Empirical Risk Minimization For Principal Component Regression
by Christian Brownlees & Gu{dh}mundur Stef'an Gu{dh}mundsson & Yaping Wang - 2409.03593 Ensuring resilience to extreme weather events increases the ambition of mitigation scenarios on solar power and storage uptake: a study on the Italian power system
by Alice Di Bella & Francesco Pietro Colelli - 2409.03586 Optimal position-building strategies in competition
by Neil A. Chriss - 2409.03349 Spectral signatures of structural change in financial networks
by Valentina Macchiati & Emiliano Marchese & Piero Mazzarisi & Diego Garlaschelli & Tiziano Squartini - 2409.03204 Pricing American Options using Machine Learning Algorithms
by Prudence Djagba & Callixte Ndizihiwe - 2409.03157 Microfinance in Thailand: Navigating Challenges and Unlocking Opportunities
by Worrawoot Jumlongnark - 2409.02872 Momentum Dynamics in Competitive Sports: A Multi-Model Analysis Using TOPSIS and Logistic Regression
by Mingpu Ma