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Content
2026
- 2610.07974 Configurations, not thresholds: the middle-income trap in the CEE members of the OECD
by Zoltan Bartha
- 2610.07959 Rewarding Informed Voting in PoS Governance
by Juan Beccuti & Manvir Schneider
- 2610.07888 A Functional Representation of Credit Behavior for Probability of Default Modeling
by Jonas Brunholm & Bjarne H{o}jgaard & Thomas D. Nielsen & Orimar Sauri
- 2610.07589 Vine Copula VAR:From Recursive Margins to Joint Forecast Inference
by Hunter Ng & Yubo Tao
- 2610.07404 Convex Order Beyond Dimension One: Projection Tests, Counterexamples and Gaussian Mixtures
by Olivier Gu'eant
- 2610.07363 Network Experiments with Edge Treatments and Node Outcomes
by Artem Kuriksha & Kenneth Hung
- 2610.07239 Optimal Retirement of European Fossil Fuel Power Plants and the Cost of Delay
by Imke Rhoden
- 2610.07189 Regulating a Monopolist through Capacity Control
by Dihan Zou
- 2610.07162 Adversarial Training for Deep Hedging in Nonstationary Markets
by Philipp J. Schneider & Lukas Looser & Antoine Garin & Shuhan Liu & Daniel Kuhn
- 2610.07097 Verified, not generated: expert-verified AI study materials and the distribution of learning gains in a university course
by Canh Thien Dang & An Nguyen
- 2610.07006 STOCK-JEPA: Prior-Anchored Latent Revision Representation Learning in Equity Markets
by Yizhi Luo & Jiahe Yi & Jianhui Zhang & Shuo Sun
- 2610.07003 Reliability of AI Agents: Rater Effects, Drift, and the Return to an Evaluation Program
by Liu Zhang & Mark Esposito
- 2610.06947 FactorBench: A Portfolio-Aware Benchmark for Automated Factor Mining
by Zhuohan Wang & Carmine Ventre
- 2610.06856 The Agentic ETF: How Agentic Trading Becomes an Asset Class
by Amandeep Singh
- 2610.06827 Asymmetric Information in Wage Contracts: Experimental Evidence and Welfare Implications
by Daniel Herbst
- 2610.06774 How Low Can You Go? Validating Administrative Union Records for Substate Estimates of US Union Membership
by John S. Ahlquist & Eric Thai
- 2610.06572 Non-emptiness of the Fuzzy Core for Exchange Economies with Discontinuous Utility
by Qi-Qing Song & Jia-Lin Liu & Jia-Yu Cui
- 2610.06562 Synthetic Cultural Agents from Aggregate Anchors
by Augusto Gonzalez-Bonorino & Kseniia Biriukova & Monica Capra
- 2610.06504 Retirement Planning with Minimum Guarantees for Both Beneficiaries and Fund Managers
by Zhaojie Ren & Sheng Wang & Tak Kwong Wong & Sheung Chi Phillip Yam
- 2610.06495 A posteriori error bounds for the Uncertain Volatility Model
by Lokman A Abbas-Turki & Chassagneux Jean-Fran{c c}ois & Jean-Philippe Lemor & Gr{'e}goire Loeper & Simon Sananes
- 2610.06428 Choice via Ownership Rules
by Bhavook Bhardwaj & Marco LiCalzi
- 2610.06412 Measuring Trade Direction in a Prediction Market: Settlement Ground Truth and Trading-Cost Measurement on Polymarket
by Philipp D. Dubach
- 2610.06374 Administrative Boundary Reforms and Firm Pollution in China: Institutional Path Divergence and Spatial Reallocation of Pollution
by Yuting Chen & Xuancheng Qin
- 2610.06296 Automation, Savings, and Breakaway to a Post-Labour Economy
by Omer Edhan & Ziv Hellman
- 2610.06262 Coexistence of Shill-Proof and Non-Shill-Proof Equilibria in a Public Auction
by Benjamin Marsh
- 2610.06168 Model Risk Analysis for Entropic Hedging Strategies
by Paul McCloud
- 2610.06119 Power enhancement via cross-fit variance estimation: Applications to specification, overidentification, and many-restriction testing
by Keita Sunada & Yukitoshi Matsushita & Taisuke Otsu
- 2610.06088 Random Genetic Variation Links Personality to Earnings and Wealth
by Leandro Carvalho & Sjoerd van Alten & Silvia Barcellos & Stephen Dorn & Titus Galama & Catharina A. Hartman & Qiongshi Lu & Dilnoza Muslimova
- 2610.06007 Seventy Years of Identifying the Phillips Curve and the Policy Rule
by Eric Vansteenberghe
- 2610.05926 Comparing two approaches for modelling the loss given default of credit cards: Run-off triangles vs regression
by Arno Botha & Henko Crewe & Marcel Muller & Janette Larney
- 2610.05873 When Token Transfers Do Not Mean Liquidity in Tokenized Real-World Assets
by Emre Atay Tumer & Rischan Mafrur
- 2610.05823 Who Keeps the Gains from Personal AI Assistants? Seller Adaptation and the Unassisted in a Language-Model Market Simulation
by Haonan Huang & Joey Xiao
- 2610.05741 A Dirichlet Mixed-Membership Model for Exact Multivariate Distributional Credibility
by Sebasti'an Calcetero Vanegas & Ian Weng Chan
- 2610.05740 Latent Continuum of Regimes in Limit Order Book Dynamics
by Anjali Thawait
- 2610.05705 An Averaging Alternative to Pre-Trend Testing
by Nicholas L. Brown & Qiushi Bu
- 2610.05675 A Superprocess-based Approach to Rough CIR Processes and Feller Random Measures
by Gordan v{Z}itkovi'c
- 2610.05650 Payment Design under Belief Disagreement: Rent Placement, Bid Resolution, and Auction Choice
by Lijian Lu & Ce Zhang
- 2610.05618 Causal Lag Structure Discovery in Confounded Time Series via Orthogonalized Adaptive Estimation
by Hong Kiat Tan & Isaac-Neil Zanoria & James Chen & Haoyang Lyu & Mihai Cucuringu
- 2610.05535 Synthetic Control under Out-of-Span Common Shocks: Diagnosis, Exposure Balance and Correction
by Rok Spruk
- 2610.05486 Surrogate-powered Causal Inference with Censored Outcomes
by Yaroslav Mukhin & Tereza Oprea & Arielle Anderer & Christina Lee Yu & Jelena Bradic
- 2610.05405 Impulse Response Inference for Matrix Autoregressions
by Alain Hecq & Ivan Ricardo & Ines Wilms
- 2610.05253 A Social Welfare Function Satisfying Anonymity and Almost Weak Pareto
by Ram Sewak Dubey & Giorgio Laguzzi
- 2610.05251 What a Shorter Contest Really Costs: Serial Dependence, Effective Trials, and Evidence from a Rule Change in Professional Esports
by Petr Parshakov
- 2610.05196 Measuring Learned Monotone Temporal Aggregation at Matched Admissibility
by Yew Lee Tan
- 2610.04990 Buying at Support: The Entry Problem under Multi-Skew Brownian Motion
by Jun Maeda
- 2610.04982 Nonlinear fiscal multiplier controlling for policy and economic regimes
by Szymon P. Chudziak
- 2610.04959 AlphaPADI: Formulaic Alpha Discovery via Pool-Aware Hierarchical Discrete Diffusion
by Yanzheng Jin & Pengyang Shao & Yunshan Ma & Haowen Pan & Naixin Zhai & Chen-Hui Song & Fei Shen & Kenji Kawaguchi
- 2610.04688 Submission quotas as self-screening when manuscript production is cheap
by Steve Lawford
- 2610.04439 A study on healthcare expenditure in Italian regions via Symbolic Regression
by Cristina Rossetti & Nicola Caravaggio & Giovanni Lamura & Giuliano Resce
- 2610.04348 A Price-Based Framework for Stochastic Portfolio Theory
by Jongbong An & Donghan Kim
- 2610.04223 Matched Triple-Differences: A Framework for Covariate Adjustment
by Yihong Liu
- 2610.04221 Robust enhanced index tracking portfolio selection under distributional uncertainty
by Jun Cai & Zhiqiao Song
- 2610.04217 Bootstrap Inference with a Randomly Assigned Regressor: Covariance Filtering and the Limits of Marginal Resampling
by Ulrich Hounyo & Jungbin Hwang
- 2610.04209 The Right Wing of the SABR Smile with an Absorbing Boundary: Resolution of Conjectures of Henry-Labord\`ere
by Zeyu Cao & Shaosai Huang
- 2610.04182 Journalist Ideology and the Production of News: Evidence from Movers
by Levi Boxell & Jacob Conway & Nicolas Longuet-Marx
- 2610.04146 Partial Identification under Imperfect Measurement: A Distributionally Robust Approach
by Isaac Meza
- 2610.04122 Cities of Signals: Compression, Separation, and the Geometry of Novelty
by Marc da Costa Nunes
- 2610.04040 Agent Policy-Value Audit: Separating Transition Composition from Event Selection in Financial LLM Agents
by Mingyang & Chen & Yida & Xu & Huiwen & Chen & Yiming Lu & Wei Jin
- 2610.04018 Labour reallocation and production-network recomposition in the green transition
by Marco Due~nas & Antoine Mandel
- 2610.04015 Serial Top Trading Cycles and the Exclusion Core in Mixed-Ownership Object Allocation Problems
by Bettina Klaus & Yang Chen & Anh Tri^eu
- 2610.03922 Priority Gas Auction Cadence and Searcher Competition: Evidence from Flashblocks on Base
by Pranay Anchuri & Edward W. Felten & Akaki Mamageishvili
- 2610.03895 A Path-Dependent Agent-Based Microsimulation of Crime and Violence Reduction Policy Portfolios in Bolivia: Survey Calibration, Adaptive Emulator Ensembles, Global Sensitivity, Tempered MCMC, and Multi-Objective Policy Analysis
by Ricardo Alonzo Fern'andez-Salguero
- 2610.03849 Beneath the VIX: Probability, Severity, and Uncertainty Shocks
by Todd B. Walker
- 2610.03814 On the Cardinality of the Smith Set Under Impartial Culture with Many Alternatives
by Zachary Berchenko & Kaizhao Liu
- 2610.03793 Optimal Catastrophe Bond Design and its Applications to Climate Change Risk
by Andres Medina & Wei Wei
- 2610.03791 Growth by Intervention: State Demand and Preferential Allocation in the Hungarian Construction Sector since 2010
by Zoltan Bartha
- 2610.03598 When a Correct Reward Is Not Enough: Diagnosing and Guiding PPO in an Analytically Solved Broker-Trader Game
by Siu Tung Wong & Carlo Campajola
- 2610.03406 PreFER: Interactive Robo-Advisor with Scoring Mechanism
by Yuwei Wang & Hoi Ying Wong
- 2610.03369 Mixture-of-Experts for Cryptocurrency Order Execution: Training Stability, Tail Risk, and Failure Modes
by Alexander Ardaiz & Varun Budati & Ali Habibnia
- 2610.03250 No Women No Innovation? The Effect of Women on Boards on Hard and Soft Innovation in SMEs
by Francesca Pascale & Saverio Barabuffi & Giulio Ferrigno
- 2610.03174 FinNextAssist: Towards Professional Financial Deep Research Assistant
by Xiangyu Li & Fengbin Zhu & Xuan Yao & Siyu Liu & Xiaoluan Liu & Chao Wang & Huanbo Luan & Xiaofen Xing & Xiangmin Xu & Ke-Wei Huang & Richang Hong & Tat-Seng Chua
- 2610.03161 Landscape-Dependent Performance of Photonic Quantum Solvers in QUBO Feature Selection for Financial Risk Detection
by Nirvik Sahoo & Paul Robert Griffin
- 2610.03157 Uniqueness of Recursive Utility with Unbounded Consumption and Non-Expected Utility
by Luigi Montrucchio & Lorenzo Stanca
- 2610.03146 Signaling via Money
by Olivier Bos & Martin Pollrich
- 2610.03080 MintEval: Do LLMs Implement the Trading Strategy You Asked For? A Behavioural-Equivalence Benchmark for Natural-Language-to-Strategy Code
by Siyu Wang & Yifan Wang & Yuecheng He
- 2610.03076 Shapley-based Structural Analysis of Neural Calibration for Stochastic Volatility Models
by Shain Afzali & Serena Della Corte & Antonis Papapantoleon
- 2610.02944 Cross-Fitting Under Nonregularity: Normality and Inference via Locality
by Bruno Fava
- 2610.02938 Evaluating Threshold Policies in Randomized Threshold Designs: A Cautionary Tale for Regression Discontinuity Designs
by Shunsuke Imai & Koshi Nishida & Yuta Okamoto
- 2610.02917 Event History Over Scale: Compact Transformers for Low-Latency Limit Order Book Forecasting
by David Schaurecker & Lasse B. Strand & Kevin O'Sullivan & Robert Jakob
- 2610.02863 Multi-Agent AI as a Nested Principal-Agent Problem in Private Wealth Management: Mandate Representation and Evidence Control in Switzerland, Germany and Austria
by Walter Kurz & Reinhard Magg & Florian Kollberg & Wojtek Stricker & Stefan Marx & Frank Reinhardt & Velimir Dedi'c
- 2610.02838 Axient: Manifest-Bound Evidence for On-Chain Financial Protocols: Seven-Layer Derivation, Correlation, Tamper Rejection, and Reproducible Claim Promotion
by Maksym Nechepurenko
- 2610.02834 Axient: Canonical Protocol-Graph Composition for Leveraged Event Markets: Single State Authority, Atomic Composition, Durable Sagas, and Exactly-Once Recovery
by Maksym Nechepurenko
- 2610.02492 Right Order, Wrong Scale: Auditing LLM Judges for Occupational AI Measurement
by Harry Lyu & Neil Thompson
- 2610.02290 Expected Utility Regret Rule: Minimax and Bayes Optimal Portfolio Choice
by Masahiro Kato
- 2610.02225 The Price of Greenwashing: Algorithmic Verification and Market Discipline using Conformal Machine Learning
by Sourav Bose & Taoufik Bouraoui
- 2610.02106 Densities for scalar-valued BSDEs via unique continuation and backward uniqueness
by Solesne Bourguin & Daniel C. Schwarz
- 2610.01935 Pragmatic DML with AI-Learned Representations
by Andres Aradillas Fernandez & Victor Chernozhukov & Carlos Cinelli & Sven Klaassen & Whitney Newey & Martin Spindler & Jan Teichert-Kluge & Suhas Vijaykumar
- 2610.01897 Shared Models, Selective Trading, and Order Flow
by Victoria Ruojie Li & Arka Prava Bandyopadhyay
- 2610.01805 Robustness in Mechanism Design
by Jason Hartline
- 2610.01654 Identifying Panel Conditioning with Refreshment Samples: Sharp Bounds and Design Assumptions
by Shoki Okubo
- 2610.01585 Distribution-constrained maximum stopping of maximum type
by Shuoqing Deng & Xin Zhang
- 2610.01562 Social welfare and price discovery in double auction markets
by Teemu Pennanen
- 2610.01465 A distributional modelling approach with application to electricity price forecasting
by Aitor Ciarreta & Peru Muniain & Ainhoa Zarraga
- 2610.01464 Valid Inference After Control Selection in Difference-in-Differences
by Takahiro Hoshino & Ryoya Nakano
- 2610.01348 Verify Claims, Not Scores: Evidence-Based Verification of Modular Agents
by Ali Atiah Alzahrani
- 2610.01333 Stochastic Choice, Limited Attention, and Aggregation over Attributes
by Arkarup Basu Mallik & Mihir Bhattacharya & Anuj Bhowmik
- 2610.01325 PPO-HRAP: Proximal Policy Optimization with a Hybrid Regime-Aware Policy for Risk-Controlled Trading
by Duong Hien Chi Kien & Thanh Trung Huynh
- 2610.01264 Strategic Optimization of Bus Systems with Stochastic Ridership
by Haoran Zhao & Andres Fielbaum
- 2610.01187 On the Pricing of American Options under Stochastic Local Volatility and Stochastic Correlation via the RBSDE Framework
by Long Teng
- 2610.01115 Certified Alpha Capacity: Statistical Arbitrage When Learning Takes Time
by Nicol`o Bonacorsi
- 2610.01008 Modeling Shipping Emissions: Machine Learning, Engineering, and Policy Counterfactuals
by Hiroyuki Kasahara & Allen Peters & Oliver Xu
- 2610.00998 Portfolio Choice under General Utility with Transaction Costs and Search Frictions
by Tae Ung Gang & Donghan Kim
- 2610.00951 Negative Oil & Nickel Squeeze: A Feedback Model for Extreme Commodity Futures Prices
by Iosif Zimbidis & Ronnie Sircar
- 2610.00784 Model Complexity and Restrictiveness
by Keaton Ellis & Sara Neff
- 2610.00782 Can we create a `race to the top' for weather forecasts to inform smallholder farmer decisions?
by Colin Aitken & Michael K. Tippett & Pedram Hassanzadeh & Katherine Kowal & Rendani Mbuvha & John H. Marsham & Shruti Nath & Ousmane Ndiaye & Douglas J. Parker & Caroline M Wainwright & Michael Kremer & William R. Boos
- 2610.00619 Beyond Supra-Competitive Outcomes: Collusive Behaviour in Deep Reinforcement Learning for Optimal Execution Games
by Christos Spyridon Koulouris & Carlo Campajola
- 2610.00581 The Anatomy of Commodity Risk: Micro, Market, and Economy-Wide Sources
by Nektarios Aslanidis & Aurelio Bariviera & George Kapetanios & Vasilis Sarafidis & Alexia Ventouri
- 2610.00340 Short-term barrier option price expansion
by Masaaki Fukasawa
- 2610.00323 Defense Feedback and Global-Game Selection
by Georgy Lukyanov & Yaroslav Yosifov
- 2610.00322 Task Architecture and Learning from Coarse Performance
by Ekaterina Korotkova & Georgy Lukyanov
- 2610.00287 Multi-Jurisdictional Legal Identity Assurance for Capability Gating: A Design-Science Proposal for Tiered, Reusable Identity Assurance of Natural, Juridical, and Machine Entities
by Walter Kurz
- 2610.00183 Two Models of Event Finality: Functional Alignment, Contestability, and Empirical Comparability on Polymarket and Kalshi
by Maksym Nechepurenko
- 2610.00173 Price Discovery at the Boundary of Contractual Decidability: Terminal-Value Gaps, Trading Availability, and Venue Finality on Kalshi
by Maksym Nechepurenko
- 2610.00165 Outcome Determination and Settlement Finality on Kalshi: Public State Paths, Prospective Measurement, and Empirical Identification
by Maksym Nechepurenko
- 2610.00158 Causal Price-of-Risk Mandates under Overlapping Information
by Alejandro Rodriguez Dominguez
- 2610.00147 Admissible Portfolio Optimization: Information Constraints, Conditional Efficient Frontiers and the Price of Causal Identification
by Alejandro Rodriguez Dominguez
- 2610.00104 Modelling Robust Lending Decisions under Climate Scenario Ambiguity: A Minimax-Regret Framework with NGFS Short-Term Scenarios
by Marina Palaisti
- 2610.00072 Dynamic Spatial Bayesian Machine Learning Model: Applications to Intergenerational Economic Mobility and Geographic Income Inequality in the United States
by Hammed A. Olayinka & Saheed O. Olayemi
- 2610.00051 Climate aware lending allocation under NGFS scenarios - A Monte Carlo approach
by Marina Palaisti
- 2610.00023 Market, Ethics, and Morality
by Ali Zeytoon-Nejad
- 2610.00005 A Multi-Venue Solana/DeFi Microstructure Data Corpus: The RED-2400 Family v2
by Arati Uday Kamat
- 2609.40156 Partial identification with entropy regularized optimal transport
by Bruno N. Costa & Florian F. Gunsilius
- 2609.39932 Food Insecurity Among Military Veterans
by Senan Hogan-Hennessy & Seungmin Lee & Christopher B. Barrett & John Hoddinott & Matthew P. Rabbitt
- 2609.39569 Spouse-Protected Tontines: Household Decumulation via Neural-Network Optimization
by Duy-Minh Dang & Yukan Perumal
- 2609.39425 The Limits of Rank-Dependent Priorities in School Choice
by Masato Eguchi
- 2609.39420 QuantCode Model: Specializing Language Models for Executable Algorithmic Trading Code
by Alexey Chernysh & Orkhan Ekhtibarov & Dmitry Zmitrovich
- 2609.39264 Exchange Rate Determination for Cryptocurrency Mergers: A Formal Framework
by Massimiliano Sala & Daniela Visetti
- 2609.39261 Jacobian Rank Collapse in Decision-Focused Learning
by Aojie Yuan & Haiyue Zhang & Zijian Su
- 2609.39256 Stochastic Knothe-Rosenblatt: Light-speed Calibration of Stochastic Local Volatility Models
by Mathias Beiglbock & Manuel Hasenbichler & Gudmund Pammer
- 2609.39163 Pair rationality and top trading cycles on single-peaked and single-dipped domains
by Ozgun Ekici & M. Bumin Yenmez
- 2609.39077 The Capacity Cost of Informational Screening
by Keita Kuwahara
- 2609.39070 Inherited Wage Dispersion and Optimal Discretion in a Dual-Rigidity TANK Model
by Kenji Miyazaki
- 2609.38875 Optimal Allocation and Volume under Surface
by Kai Feng & Han Hong & Jessie Li & Wenshi Wei
- 2609.38765 Multiperiod bond portfolio optimization with transaction costs using a Markov Decision process
by Balaji Ramachandran & Srikanth Iyer & Shashi Jain
- 2609.38692 Imputation is all you need: double robustness, semiparametric efficiency, and automatic covariate balance for estimating the average treatment effect
by Fang Han & Peng Ding
- 2609.38628 A rainbow partition theorem for trees and connected maximin share allocations of chores
by Marcin Anholcer & Maciej Bartkowiak & Bart{l}omiej Bosek & Jaros{l}aw Grytczuk & Zbigniew Lonc & Pawe{l} Rzk{a}.zewski
- 2609.38545 Say, Echo, Do: Strategic Narratives and Revealed Positioning in Financial Markets
by Ali Atiah Alzahrani
- 2609.38503 Network Origins of the Money-Output Relation
by Vipin P Veetil
- 2609.38459 Maintaining Human Verification Capacity under Automation
by Li Gan & Eric Gan
- 2609.38262 When Does Randomized Oversight Align AI Agents That Can Conceal?
by Joshua S. Gans & Richard Holden
- 2609.38230 Basket implied volatility skew and stickiness
by Masaaki Fukasawa & Jun Maeda & Tatsuya Ogiwara
- 2609.37963 Not All LPs Are Equal: The Active-Passive Gap in Automated Market Maker Liquidity Provision
by Agathe Sadeghi & Dingyue Liu & Ciamac Moallemi & Xin Wan & Brian Zhu
- 2609.37957 Multiscale Reconstruction of Weighted Networks from Coarse-Grained Data
by Mattia Marzi & Frank P. Pijpers & Diego Garlaschelli
- 2609.37903 From Intraday Orderbook to Imbalance Price: Understanding Cross-Market Interaction
by Runyao Yu & Jochen L. Cremer & Pierre Pinson & Jalal Kazempour & Leo Semmelmann & Takuji Matsumoto & Derek W. Bunn
- 2609.37881 Sublinear Markov Semigroups Beyond Uniqueness
by Jongjin Park & David Criens & Hyungbin Park
- 2609.37872 A Generalized Langevin Model of Latent Liquidity and Concave Price Impact
by Andrey Itkin
- 2609.37820 Information Games: Strategic Crowding and Firm Repositioning in Language-Model Space
by Marcus Gawronsky & Chun-Sung Huang
- 2609.37741 Dyson-Schwinger Effective-Action Methods for Rough Volatility: A Correlation-Response Architecture for Calibration, Exotics and Risk
by Fr'ed'eric Pauquay
- 2609.37477 Calibrated Order-Randomized Rosenblatt Tests
by Mehrdad Pournaderi
- 2609.37412 Debiased Inference for Bounding Wage Inequality with Many Controls
by Yaroslav Korobka & Vira Semenova
- 2609.37373 Strategic Voting Axioms for Multiwinner Elections
by Austin Lieberman & Matthew I. Jones
- 2609.37343 Classification as Search Infrastructure: How Category Creation, Addition and Cleanup Shape Knowledge Retrieval
by Kerstin Hotte & Nicol`o Barbieri & Su Jung Jee
- 2609.37168 Are there asymmetries in euro area monetary policy transmission?
by Michael Pfarrhofer & Anna Stelzer
- 2609.37108 The Efficient Frontier from a LASSO Solver
by Thomas Schmelzer
- 2609.37051 Beyond the Coast: an Empirical Assessment of the Kaldor-Verdoorn Law in Chinese Provinces
by Maria Cristina Barbieri G'oes & Saverio Barabuffi
- 2609.36824 Testing for Unobserved Heterogeneity in Censored Duration Models: EM Approach
by Hiroyuki Kasahara & Hirokazu Matsuyama & Katsumi Shimotsu & Shota Takeishi
- 2609.36744 Aggregation of Time Preferences and Comparability of Intergenerational Utilities
by Wei Ma
- 2609.36667 When One Leak Pays Forever: Context Binding and the Price of Deterring Collusion
by Tingyi Lin & Shawn Yu & Ruoran Lai & Huanxi Zhang
- 2609.36631 A Spread-Gated Hawkes-Flocking Model for Best Bid and Ask Dynamics, with an Application to Limit Order Placement
by Hyoeun Lee & Kiseop Lee
- 2609.36445 Continuously Updating GMM in Linear IV Models: A Polynomial Approach
by Marcelo J. Moreira & Whitney K. Newey & Mahrad Sharifvaghefi
- 2609.36405 Finite-Horizon Reversible Investment under Multi-Factor Dynamics
by Junkee Jeon & Takwon Kim & Jinwan Park & A. Max Reppen
- 2609.36349 Ranking the wrong places: vulnerability assessment, flood losses and risk sharing in Italy and Europe
by Stefano Blando
- 2609.36346 Solving the Arctic Product-Mix Auction
by Elizabeth Baldwin & Paul Klemperer & Edwin Lock
- 2609.36280 Probabilistic Seasonality
by Feras A. Saad & Todd B. Walker
- 2609.36257 When Hedging Changes the Payoff: Option Replication with Price Impact and Execution Costs
by David Itkin & Leandro S'anchez-Betancourt
- 2609.36177 A tale of two allocations: Risk capital contributions versus risk contributions in the tail
by Nawaf Mohammed & Edward Furman
- 2609.36093 Endogenous Information Design and Informational Evolution in Dynamic Economic Systems with Incentives and Learning
by Guoqiang Tian
- 2609.36061 Introducing the CZAR Loss: A Tailored Objective Function for Financial Log-Return Predictions
by Joel Pfeffer & J. M. Diederik Kruijssen & Florian Stecker & Steven N. Longmore
- 2609.35923 Transpose-odd operator chirality in co-moving multiplicative processes: exact tail-level structure and a detectability obstruction
by Nihat c{C}au{g}r{i} c{C}al{i}c{s}kan
- 2609.35907 Robust Mechanism Design on Networks with Externalities
by Kohmei Makihara
- 2609.35888 The Exact Welfare Guarantee of Fixed-Price Bilateral Trade
by Tingyi Lin & Yichen Shi & Ke Dong & Jiazhuo Li & Shawn Yu & Huanxi Zhang
- 2609.35866 A Topological Condition for Aggregation on Weak Preference Domains
by Sizhong Fang
- 2609.35744 FinAutoRubric: Expert-Guided Automatic Rubric Generation for Evaluating Financial Research Agents
by Hoyoung Lee & Suyeol Yun & Jack Haverty & Yunju Cho & Meesong Kim & Daekyung Park & Sumin Kim & Jihoon Kwon & Jasmine Jia Geng & Andrew Chin & Yin Luo & Edward Tong & Yu Yu & Zach Golkhou & Minkyu Kim & Igor Halperin & Young Cha & Alejandro Lopez-Lira & Chanyeol Choi & Yongjae Lee
- 2609.35537 Optimal Networks for Agentic Information Aggregation
by MohammadHossein Bateni & Zahra Hadizadeh & MohammadTaghi Hajiaghayi & Mahdi JafariRaviz & Shayan Taherijam
- 2609.35470 Representation Risk in Pretrained Image Encoders
by Ardyn Nordstrom & Morgan Nordstrom & Vamuyan Sesay & Matthew D. Webb
- 2609.35448 AI-based matching improves refugee employment in a double-blind randomized trial
by Kirk Bansak & Jens Hainmueller & Dominik Hangartner & Jeremy Ferwerda & Elisabeth Paulson & Angie Delevoye & Nicholas Adams-Cohen & Ashwin Ramaswami & Selina Kurer & Joelle Pianzola & Michael Hotard
- 2609.35359 From Cointegration to Out-of-Sample Failure: A Pairs-Trading Case Study on PEP-KO
by Davide Graziano
- 2609.35244 Horizontal or Vertical? Managerial Attention and Organizational Structure
by Ashley Perry
- 2609.35238 Optimal Project Management
by Alessandro Bonatti & Doruk Cetemen & Juuso Toikka
- 2609.35156 Delegation without Priors
by Wei He & Fei Li & Jiangtao Li & Hanqing Ye
- 2609.35137 Does AI Help or Harm? Endogenous Information Acquisition with AI Advice
by Kexin Chen & Tao Lin & Jianwei Huang
- 2609.35111 The missing price feedback: Why studies overstate local grid peaks from synchronized home batteries under real-time pricing
by Lion Hirth
- 2609.35086 Retrieval-Augmented Diffusion Modeling for Stochastic Discount Factor Portfolios
by Kelvin J. L. Koa & Xinyang Li & Ke-Wei Huang
- 2609.35063 Optimal Liquidation with Support and Resistance Levels under Multi-Skew Brownian Motion
by Jun Maeda
- 2609.35062 Blackwell Boundaries
by Shuo Li Liu
- 2609.35011 Price Stability in the European Union: A Systemic Approach Using Random Matrix Theory
by Sami Diaf
- 2609.34474 Deep kernel hedging
by Jean-Loup Dupret & Donatien Hainaut & Edouard Motte
- 2609.34169 From Word Counts to Context: Topic Models for Asset Pricing
by Kevin Foley & Jonathan Hartadi & Shivesh Prakash & Swapnil Vatsal
- 2609.34074 The Double-Edged Sword of Information: Revealed versus Hidden Lotteries in School Choice
by Parinaz Naghizadeh & Jingyan Wang
- 2609.34004 RICE-Alpha: Reliability-Informed Correction with Event Graphs for LLM-Agent Stock Forecasting
by Tong Liu & Lanmiao Liu & Xiang Hu
- 2609.33913 Magic strikes for variance and gamma contracts, and other attainable claims
by Florian Bourgey & Jim Gatheral
- 2609.33859 The Potential of Nighttime Light Imagery for Detailed Local Economic Analysis
by Shoichi Otomo
- 2609.33799 Oracle-Parametrized Constant Function Market Makers: From Price Feeds to Pricing Rules
by Hamed Amini & Zachary Feinstein
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