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### 2015

**1511.09323 Unified Growth Theory Contradicted by the GDP/cap Data***by*Ron W Nielsen**1511.09203 Complexity driven collapse of economic equilibria***by*Marco Bardoscia & Giacomo Livan & Matteo Marsili**1511.09054 It's a Trap: Emperor Palpatine's Poison Pill***by*Zachary Feinstein**1511.09041 Game options in an imperfect market with default***by*Roxana Dumitrescu & Marie-Claire Quenez & Agn\`es Sulem**1511.08997 Realized Volatility Analysis in A Spin Model of Financial Markets***by*Tetsuya Takaishi**1511.08830 Disentangling bipartite and core-periphery structure in financial networks***by*Paolo Barucca & Fabrizio Lillo**1511.08718 Full and fast calibration of the Heston stochastic volatility model***by*Yiran Cui & Sebastian del Ba\~no Rollin & Guido Germano**1511.08666 Singular Problems for Integro-Differential Equations in Dynamic Insurance Models***by*Tatiana Belkina & Nadezhda Konyukhova & Sergey Kurochkin**1511.08622 Complex economies have a lateral escape from the poverty trap***by*Emanuele Pugliese & Guido L. Chiarotti & Andrea Zaccaria & Luciano Pietronero**1511.08591 On Game-Theoretic Risk Management (Part Two) - Algorithms to Compute Nash-Equilibria in Games with Distributions as Payoffs***by*Stefan Rass**1511.08466 Approximate Option Pricing in the L\'evy Libor Model***by*Zorana Grbac & David Krief & Peter Tankov**1511.08449 Water Stress on U.S. Power Production at Decadal Time Horizons***by*Poulomi Ganguli & Devashish Kumar & Auroop R. Ganguly**1511.08409 Optimal Real-Time Bidding Strategies***by*Joaquin Fernandez-Tapia & Olivier Gu\'eant & Jean-Michel Lasry**1511.08349 On the Existence of Martingale Measures in Jump Diffusion Market Models***by*Jacopo Mancin & Wolfgang J. Runggaldier**1511.08194 Integration with respect to model-free price paths with jumps***by*Rafa{\l} M. {\L}ochowski**1511.08068 The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market***by*Paolo Barucca & Fabrizio Lillo**1511.07945 An Application of Correlation Clustering to Portfolio Diversification***by*Hannah Cheng Juan Zhan & William Rea & Alethea Rea**1511.07821 Box-Cox transformation of firm size data in statistical analysis***by*Ting Ting Chen & Tetsuya Takaishi**1511.07773 The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms***by*Jean-David Fermanian & Olivier Gu\'eant & Jiang Pu**1511.07419 Sustainability in the Stochastic Ramsey Model***by*Rabi Bhattacharya & Hyeonju Kim & Mukul Majumdar**1511.07359 Optimal Trading with Linear and (small) Non-Linear Costs***by*A. Rej & R. Benichou & J. de Lataillade & G. Z\'erah & J. -Ph. Bouchaud**1511.07230 Robust hedging of options on local time***by*Julien Claisse & Gaoyue Guo & Pierre Henry-Labordere**1511.07203 Some Dynamic Market Models***by*Jan A. Audestad**1511.07101 Risk-return relationship: An empirical study of different statistical methods for estimating the Capital Asset Pricing Models (CAPM) and the Fama-French model for large cap stocks***by*Linh Nghiem**1511.06992 Early Warning Signs of the Economic Crisis in Greece: A Warning for Other Countries and Regions***by*Ron W Nielsen**1511.06943 Loss-Deviation risk measures***by*Marcelo Brutti Righi**1511.06873 Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach***by*Federico Musciotto & Luca Marotta & Salvatore Miccich\`e & Jyrki Piilo & Rosario N. Mantegna**1511.06870 Backbone of credit relationships in the Japanese credit market***by*Luca Marotta & Salvatore Miccich\`e & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N. Mantegna**1511.06734 A Generalized Probability Framework to Model Economic Agents' Decisions Under Uncertainty***by*Emmanuel Haven & Sandro Sozzo**1511.06454 A simple framework for the axiomatization of exponential and quasi-hyperbolic discounting***by*Nina Anchugina**1511.06320 Intragroup transfers, intragroup diversification and their risk assessment***by*Andreas Haier & Ilya Molchanov & Michael Schmutz**1511.06032 Optimal measure transformation problems***by*Cody Blaine Hyndman & Renjie Wang**1511.05948 Least squares estimation for the subcritical Heston model based on continuous time observations***by*Matyas Barczy & Balazs Nyul & Gyula Pap**1511.05661 Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations***by*Karol Duris & Shih-Hau Tan & Choi-Hong Lai & Daniel Sevcovic**1511.05465 The F\"ollmer-Schweizer decomposition under incomplete information***by*Claudia Ceci & Katia Colaneri & Alessandra Cretarola**1511.05404 Prediction in complex systems: the case of the international trade network***by*Alexandre Vidmer & An Zeng & Mat\'u\v{s} Medo & Yi-Cheng Zhang**1511.05303 An invitation to coupling and copulas: with applications to multisensory modeling***by*Hans Colonius**1511.04950 Pricing Two-asset Options under Exponential L\'evy Model Using a Finite Element Method***by*Xun Li & Ping Lin & Xue-Cheng Tai & Jinghui Zhou**1511.04935 Scenario generation for portfolio selection problems with tail risk measure***by*Jamie Fairbrother & Amanda Turner & Stein Wallace**1511.04863 Representation of homothetic forward performance processes via ergodic and infinite horizon quadratic BSDE in stochastic factor models***by*Gechun Liang & Thaleia Zariphopoulou**1511.04768 Optimal Investment with Transaction Costs under Cumulative Prospect Theory in Discrete Time***by*Bin Zou & Rudi Zagst**1511.04764 Shrinkage = Factor Model***by*Zura Kakushadze**1511.04314 Financial Models with Defaultable Num\'eraires***by*Travis Fisher & Sergio Pulido & Johannes Ruf**1511.04218 Equilibrium pricing under relative performance concerns***by*Jana Bielagk & Arnaud Lionnet & Goncalo Dos Reis**1511.04116 Latency and liquidity provision in a limit order book***by*Julius Bonart & Martin Gould**1511.04096 A Stochastic Model of Order Book Dynamics using Bouncing Geometric Brownian Motions***by*Xin Liu & Qi Gong & Vidyadhar G. Kulkarni**1511.03876 Flexible premium computation principles to manage prior information***by*V\'ictor Blanco & Jos\'e M. P\'erez--S\'anchez**1511.03863 Preemptive Investment under Uncertainty***by*Jan-Henrik Steg**1511.03777 Deleveraging, short sale constraints and market crash***by*Liang Wu & Lei Zhang & Zhiming Fu**1511.03744 Sensitivity Analysis of Long-Term Cash Flows***by*Hyungbin Park**1511.03732 Instability and Information***by*Felix Patzelt**1511.03704 Foundations for Wash Sales***by*Phillip G. Bradford**1511.03616 Moral hazard under ambiguity***by*Thibaut Mastrolia & Dylan Possama\"i**1511.03159 On the C-property and $w^*$-representations of risk measures***by*Niushan Gao & Foivos Xanthos**1511.02934 Capital allocation and risk appetite under Solvency II framework***by*Ivan Granito & Paolo De Angelis**1511.02716 Nash equilibria for non zero-sum ergodic stochastic differential games***by*Samuel N. Cohen & Victor Fedyashov**1511.02229 Wage gap between men and women in Tunisia***by*Hela Jeddi & Dhafer Malouche**1511.02046 Modeling Market Inefficiencies within a Single Instrument***by*Kuang-Ting Chen**1511.01965 Sequential Detection of Market shocks using Risk-averse Agent Based Models***by*Vikram Krishnamurthy & Sujay Bhatt**1511.01824 Positive skewness, anti-leverage, reverse volatility asymmetry, and short sale constraints: Evidence from the Chinese markets***by*Liang Wu & Jingyi Luo & Yingkai Tang & Gregory Bardes**1511.01763 On real growth and run-off companies in insurance ruin theory***by*Harri Nyrhinen**1511.01707 Getting started with particle Metropolis-Hastings for inference in nonlinear dynamical models***by*Johan Dahlin & Thomas B. Sch\"on**1511.01564 Pricing Parisian down-and-in options***by*Song-Ping Zhu & Nhat-Tan Le & Wen-Ting Chen & Xiaoping Lu**1511.01529 A Dynamic Model of Functioning of a Bank***by*Oleg Malafeyev & Achal Awasthi**1511.01460 LSV models with stochastic interest rates and correlated jumps***by*Andrey Itkin**1511.01395 On Origins of Alpha***by*Zura Kakushadze**1511.01207 Trajectory based models. Evaluation of minmax pricing bounds***by*Ivan Degano & Sebastian Ferrando & Alfredo Gonzalez**1511.00884 Magic points in finance: Empirical integration for parametric option pricing***by*Maximilian Ga{\ss} & Kathrin Glau & Maximilian Mair**1511.00848 A backward Monte Carlo approach to exotic option pricing***by*Giacomo Bormetti & Giorgia Callegaro & Giulia Livieri & Andrea Pallavicini**1511.00740 Learning Unfair Trading: a Market Manipulation Analysis From the Reinforcement Learning Perspective***by*Enrique Mart\'inez-Miranda & Peter McBurney & Matthew J. Howard**1511.00483 With string model to time series forecasting***by*Richard Pin\v{c}\'ak & Erik Barto\v{s}**1511.00468 Real Options and Threshold Strategies***by*Vadim Arkin & Alexander Slastnikov**1511.00140 Conditional Value-at-Risk: Theory and Applications***by*Jakob Kisiala**1511.00065 A New Class of Problems in the Calculus of Variations***by*Ivar Ekeland & Yiming Long & Qinglong Zhou**1511.00026 Pathwise no-arbitrage in a class of Delta hedging strategies***by*Alexander Schied & Iryna Voloshchenko**1510.09110 Optimal Portfolio Liquidation and Dynamic Mean-variance Criterion***by*Jia-Wen Gu & Mogens Steffensen**1510.08615 Gold, currencies and market efficiency***by*Ladislav Kristoufek & Miloslav Vosvrda**1510.08439 Stochastic control for a class of nonlinear kernels and applications***by*Dylan Possama\"i & Xiaolu Tan & Chao Zhou**1510.08335 A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties***by*Victor M. Zavala & Kibaek Kim & Mihai Anitescu & John Birge**1510.08285 Computer-Suported Risk Identification for the Holistic Management of Risks***by*Jochen L. Leidner**1510.08162 "Speculative Influence Network" during financial bubbles: application to Chinese Stock Markets***by*Li Lin & Didier Sornette**1510.08161 Markov-modulated floating-strike Asian options***by*Adriana Ocejo**1510.08103 From Acquaintances to Friends: Homophily and Learning in Networks***by*Mihaela van der Schaar & Simpson Zhang**1510.07928 The Insecure Future of the World Economic Growth***by*Ron W Nielsen**1510.07927 Emergence of Cooperative Long-term Market Loyalty in Double Auction Markets***by*Aleksandra Aloric & Peter Sollich & Peter McBurney & Tobias Galla**1510.07888 Exchanging Goods Using Valuable Money***by*J. V. Howard**1510.07608 Modern Monetary Circuit Theory, Stability of Interconnected Banking Network, and Balance Sheet Optimization for Individual Banks***by*Alexander Lipton**1510.07599 An empirical analysis of the relationships between crude oil, gold and stock markets***by*Semei Coronado & Rebeca Jim\'enez-Rodr\'iguez & Omar Rojas**1510.07280 Uncovering the evolution of non-stationary stochastic variables: the example of asset volume-price fluctuations***by*Paulo Rocha & Frank Raischel & Jo\~ao P. Boto & Pedro G. Lind**1510.07221 Pricing of high-dimensional options***by*Alexander Kushpel**1510.07199 Coherent CVA and FVA with Liability Side Pricing of Derivatives***by*Wujiang Lou**1510.07111 Dynamic programming approach to principal-agent problems***by*Jak\v{s}a Cvitani\'c & Dylan Possama\"i & Nizar Touzi**1510.07033 Liquidity, risk measures, and concentration of measure***by*Daniel Lacker**1510.07030 Law invariant risk measures and information divergences***by*Daniel Lacker**1510.06946 Quantile Cross-Spectral Measures of Dependence between Economic Variables***by*Jozef Barun\'ik & Tobias Kley**1510.06813 Analysis of Markovian Competitive Situations using Nonatomic Games---the Shock-driven Case and Its Dynamic Pricing Application***by*Jian Yang**1510.06812 Game-theoretic Modeling of Players' Ambiguities on External Factors***by*Jian Yang**1510.06809 A Link between Sequential Semi-anonymous Nonatomic Games and their Large Finite Counterparts***by*Jian Yang**1510.06337 Mathematics of Predicting Growth***by*Ron W Nielsen**1510.05875 An elementary approach to the option pricing problem***by*Nikolaos Halidias**1510.05858 Mortality Risk Minimisation and Optional Martingale Representation Theorem for Enlarged Filtration***by*Tahir Choulli & Catherine Daveloose & Mich\`ele Vanmaele**1510.05854 Estimating the Impact of Wind Generation in the UK***by*Lisa MH Hall & Alastair Buckley & Jose Mawyin**1510.05790 Portfolio optimization of Omega measure under a jointly normal distribution***by*Michael R. Metel & Traian A. Pirvu & Julian Wong**1510.05698 Basic industrial funds of cargo motor transport enterprises: problems of effective use***by*Oleksandr Vashkiv**1510.05561 A Supermartingale Relation for Multivariate Risk Measures***by*Zachary Feinstein & Birgit Rudloff**1510.05510 Mathematical Foundations of Realtime Equity Trading. Liquidity Deficit and Market Dynamics. Automated Trading Machines***by*Vladislav Gennadievich Malyshkin & Ray Bakhramov**1510.05123 Optimal growth trajectories with finite carrying capacity***by*Francesco Caravelli & Lorenzo Sindoni & Fabio Caccioli & Cozmin Ududec**1510.05118 Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series***by*Matteo Barigozzi & Marc Hallin**1510.05115 Multifractal Flexibly Detrended Fluctuation Analysis***by*Rafal Rak & Pawel Zi\k{e}ba**1510.05097 Optimal Rebalancing Frequencies for Multidimensional Portfolios***by*Ibrahim Ekren & Ren Liu & Johannes Muhle-Karbe**1510.04967 A simple agent-based spatial model of the economy: tools for policy***by*Bernardo Alves Furtado & Isaque Daniel Rocha Eberhardt**1510.04943 Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error***by*Fabio Caccioli & Imre Kondor & G\'abor Papp**1510.04924 Optimal Investment in a Dual Risk Model***by*Arash Fahim & Lingjiong Zhu**1510.04910 Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies***by*Rafal Rak & Stanislaw Drozdz & Jaroslaw Kwapien & Pawel Oswiecimka**1510.04899 Nonlinear PDEs risen when solving some optimization problems in finance, and their solutions***by*Andrey Itkin**1510.04841 How to (Not) Estimate Gini Coefficients for Fat Tailed Variables***by*Nassim Nicholas Taleb**1510.04690 On Capturing the Spreading Dynamics over Trading Prices in the Market***by*Hokky Situngkir**1510.04588 Application of Stochastic Mesh Method to Efficient Approximation of CVA***by*Yusuke Morimoto**1510.04550 Dynamics and Stability in Retail Competition***by*Marcelo J. Villena & Axel A. Araneda**1510.04370 Extending the Black-Scholes Option Pricing Theory to Account for an Option Market Maker's Funding Costs***by*Wujiang Lou**1510.04346 Explicit solutions to a vector time series model and its induced model for business cycles***by*Xiongzhi Chen**1510.04295 Asymptotic Lower Bounds for Optimal Tracking: a Linear Programming Approach***by*Jiatu Cai & Mathieu Rosenbaum & Peter Tankov**1510.04061 Affine representations of fractional processes with applications in mathematical finance***by*Philipp Harms & David Stefanovits**1510.03928 Weakly chained matrices, policy iteration, and impulse control***by*Parsiad Azimzadeh & Peter A. Forsyth**1510.03926 On the Efficient Market Hypothesis of Stock Market Indexes: The Role of Non-synchronous Trading and Portfolio Effects***by*Roberto Ortiz & Mauricio Contreras & Marcelo Villena**1510.03920 A State-Dependent Dual Risk Model***by*Lingjiong Zhu**1510.03704 Is the Indian Stock Market efficient - A comprehensive study of Bombay Stock Exchange Indices***by*Achal Awasthi & Oleg Malafeyev**1510.03596 Performance analysis of the optimal strategy under partial information***by*Ahmed Bel Hadj Ayed & Gr\'egoire Loeper & Sofiene El Aoud & Fr\'ed\'eric Abergel**1510.03590 Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation***by*Ahmed Kebaier & J\'er\^ome Lelong**1510.03584 Viscosity properties with singularities in a state-constrained expected utility maximization problem***by*Mourad Lazgham**1510.03550 Why Indexing Works***by*J. B. Heaton & N. G. Polson & J. H. Witte**1510.03398 The Corporate Social Responsibility is just a twist in a M\"obius Strip***by*Nazaria Solferino & Viviana Solferino**1510.03385 Optimal ETF Selection for Passive Investing***by*David Puelz & Carlos M. Carvalho & P. Richard Hahn**1510.03223 Hedging with Temporary Price Impact***by*Peter Bank & Mete Soner & Moritz Vo{\ss}**1510.03220 Asymptotic Expansion for Forward-Backward SDEs with Jumps***by*Masaaki Fujii & Akihiko Takahashi**1510.03205 Price response in correlated financial markets: empirical results***by*Shanshan Wang & Rudi Sch\"afer & Thomas Guhr**1510.03079 Regularity properties in a state-constrained expected utility maximization problem***by*Mourad Lazgham**1510.03040 Coupled uncertainty provided by a multifractal random walker***by*Z. Koohi Lai & S. Vasheghani Farahani & S. M. S. Movahed & G. R. Jafari**1510.02808 Universal portfolios in stochastic portfolio theory***by*Ting-Kam Leonard Wong**1510.02768 On the Solution of the Multi-asset Black-Scholes model: Correlations, Eigenvalues and Geometry***by*Mauricio Contreras & Alejandro Llanquihu\'en & Marcelo Villena**1510.02754 How universal is the law of income distribution? Cross country comparison***by*Ivan Kitov & Oleg Kitov**1510.02752 Gender income disparity in the USA: analysis and dynamic modelling***by*Ivan Kitov & Oleg Kitov**1510.02435 Information equilibrium as an economic principle***by*Jason Smith**1510.02292 An example of short-term relative arbitrage***by*Robert Fernholz**1510.02013 Algebraic Structure of Vector Fields in Financial Diffusion Models and its Applications***by*Yusuke Morimoto & Makiko Sasada**1510.02010 Endogenous Current Coupons***by*Scott Robertson & Zhe Cheng**1510.01890 Semi-static completeness and robust pricing by informed investors***by*Beatrice Acciaio & Martin Larsson**1510.01848 Pricing the European call option in the model with stochastic volatility driven by Ornstein--Uhlenbeck process. Exact formulas***by*Sergii Kuchuk-Iatsenko & Yuliya Mishura**1510.01679 Deconstructing the Low-Vol Anomaly***by*S. Ciliberti & Y. Lemp\'eri\`ere & A. Beveratos & G. Simon & L. Laloux & M. Potters & J. P. Bouchaud**1510.01675 What's in a ball? Constructing and characterizing uncertainty sets***by*Thomas Kruse & Judith C. Schneider & Nikolaus Schweizer**1510.01593 Efficient Randomized Quasi-Monte Carlo Methods For Portfolio Market Risk***by*Halis Sak & \.Ismail Ba\c{s}o\u{g}lu**1510.01210 Trading Networks with Bilateral Contracts***by*Tam\'as Fleiner & Zsuzsanna Jank\'o & Akihisa Tamura & Alexander Teytelboym**1510.01172 Consistent Pricing of VIX and Equity Derivatives with the 4/2 Stochastic Volatility Plus Jumps Model***by*Wei Lin & Shenghong Li & Xingguo Luo & Shane Chern**1510.00941 Shortfall from Maximum Convexity***by*Matthew Ginley**1510.00876 Analysis of the particle transfer between two systems under unification***by*I. A. Molotkov & A. I. Osin**1510.00698 More Opportunities than Wealth: A Network of Power and Frustration***by*Benoit Mahault & Avadh Saxena & Cristiano Nisoli**1510.00665 Universalized Prisoner's Dilemma With Risk***by*Paul Studtmann**1510.00616 Conditional risk measures in a bipartite market structure***by*Oliver Kley & Claudia Kl\"uppelberg & Gesine Reinert**1510.00352 Retarded action principle and self-financing portfolio dynamics***by*Dmitry Lesnik**1510.00237 Seasonalities and cycles in time series: A fresh look with computer experiments***by*Michel Fliess & C\'edric Join**1509.09133 Dynamics of multivariate default system in random environment***by*Nicole El Karoui & Monique Jeanblanc & Ying Jiao**1509.08869 Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model***by*Matyas Barczy & Mohamed Ben Alaya & Ahmed Kebaier & Gyula Pap**1509.08503 Volume Weighted Average Price Optimal Execution***by*Enzo Busseti & Stephen Boyd**1509.08291 The spatial component of R&D networks***by*Tobias Scholl & Antonios Garas & Frank Schweitzer**1509.08281 High-frequency limit of Nash equilibria in a market impact game with transient price impact***by*Alexander Schied & Elias Strehle & Tao Zhang**1509.08280 Sticky processes, local and true martingales***by*Mikl\'os R\'asonyi & Hasanjan Sayit**1509.08272 Representation and approximation of ambit fields in Hilbert space***by*Fred Espen Benth & Heidar Eyjolfsson**1509.08248 Correctness of Backtest Engines***by*Robert L\"ow & Stanislaus Maier-Paape & Andreas Platen**1509.08110 Performance v. Turnover: A Story by 4,000 Alphas***by*Zura Kakushadze & Igor Tulchinsky**1509.08079 Asymmetry of cross correlations between intra-day and overnight volatilities***by*Rubina Zadourian & Peter Grassberger**1509.07953 Optimal trading strategies - a time series approach***by*Peter A. Bebbington & Reimer Kuehn**1509.07751 Efficient Computation of the Quasi Likelihood function for Discretely Observed Diffusion Processes***by*Lars Josef H\"o\"ok & Erik Lindstr\"om**1509.07710 Quadratic Hawkes processes for financial prices***by*Pierre Blanc & Jonathan Donier & Jean-Philippe Bouchaud**1509.07155 Market Making with Model Uncertainty***by*Hee Su Roh & Yinyu Ye**1509.06612 Mathematical Analysis of the Historical Economic Growth***by*Ron W. Nielsen**1509.06524 Option contracts for a privacy-aware market***by*Maurizio Naldi & Giuseppe D'Acquisto**1509.06504 Les indicateus avanc\'es de l'inflation en RDCongo***by*Henry Ngongo**1509.06472 On the no-arbitrage market and continuity in the Hurst parameter***by*Nikolai Dokuchaev**1509.06457 Identifying collusion groups using spectral clustering***by*Suneel Sarswat & Kandathil Mathew Abraham & Subir Kumar Ghosh**1509.06315 Universality of market superstatistics***by*Mateusz Denys & Maciej Jagielski & Tomasz Gubiec & Ryszard Kutner & H. Eugene Stanley**1509.06210 The pricing of contingent claims and optimal positions in asymptotically complete markets***by*Michail Anthropelos & Scott Robertson & Konstantinos Spiliopoulos**1509.05954 Mean-Reverting Portfolios: Tradeoffs Between Sparsity and Volatility***by*Marco Cuturi & Alexandre d'Aspremont**1509.05952 Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application***by*Wen-Jie Xie & Zhi-Qiang Jiang & Gao-Feng Gu & Xiong Xiong & Wei-Xing Zhou**1509.05943 Managing Cellular Billing Plan Switchings***by*Valery Vilisov**1509.05894 A network analysis of the global energy market: an insight on the entanglement between crude oil and the world economy***by*Franco Ruzzenenti & Francesco Picciolo & Andreas Papandreou**1509.05638 Stochastic Optimal Growth Model with Risk Sensitive Preferences***by*Nicole B\"auerle & Anna Ja\'skiewicz**1509.05475 A proposal of a methodological framework with experimental guidelines to investigate clustering stability on financial time series***by*Gautier Marti & Philippe Very & Philippe Donnat & Frank Nielsen**1509.05471 Measuring multiscaling in financial time-series***by*Riccardo Junior Buonocore & Tomaso Aste & Tiziana Di Matteo**1509.05024 Modeling Concordances of Company's Investment Directions With Its Market Attraction***by*Valery Vilisov**1509.04952 Estimating Tipping Points in Feedback-Driven Financial Networks***by*Zvonko Kostanjcar & Stjepan Begusic & H. E. Stanley & Boris Podobnik**1509.04839 Optimal Insurance with Rank-Dependent Utility and Increasing Indemnities***by*Xu Zuo Quan & Zhou Xun Yu & Zhuang Sheng Chao**1509.04564 Effect of religious rules on time of conception in Romania from 1905 to 2001***by*Claudiu Herteliu & Bogdan Vasile Ileanu & Marcel Ausloos & Giulia Rotundo**1509.04333 An Introduction to Business Mathematics***by*Henk van Elst**1509.04264 Agent based simulations visualize Adam Smith's invisible hand by solving Friedrich Hayek's Economic Calculus***by*Klaus Jaffe**1509.04135 Analytical solution to an investment problem under uncertainties with shocks***by*Cl\'audia Nunes & Rita Pimentel**1509.03864 Feynman-Kac Formulas for Solutions to Degenerate Elliptic and Parabolic Boundary-Value and Obstacle Problems with Dirichlet Boundary Conditions***by*Paul M. N. Feehan & Ruoting Gong & Jian Song**1509.03703 Production Function of the Mining Sector of Iran***by*Seyyed Ali Zeytoon Nejad Moosavian**1509.03577 A Hedged Monte Carlo Approach to Real Option Pricing***by*Edgardo Brigatti & Felipe Macias & Max O. Souza & Jorge P. Zubelli**1509.03264 Geometric Arbitrage and Spectral Theory***by*Simone Farinelli**1509.02727 Utility Maximisation for Exponential Levy Models with option and information processes***by*Lioudmila Vostrikova