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Content
2025
- 2503.02692 FinArena: A Human-Agent Collaboration Framework for Financial Market Analysis and Forecasting
by Congluo Xu & Zhaobin Liu & Ziyang Li
- 2503.02680 VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach
by Remi Genet
- 2503.02592 Succinct Ambiguous Contracts
by Paul Duetting & Michal Feldman & Yarden Rashti
- 2503.02518 Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
by Katarzyna Chk{e}'c & Bartosz Uniejewski & Rafa{l} Weron
- 2503.02496 To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management
by Philippe Bergault & Olivier Gu'eant & Hamza Bodor
- 2503.02464 Approximate Equilibria in Nonconvex Markets: Theory and Evidence from European Electricity Auctions
by Thomas Hubner
- 2503.02419 Beyond the Leland strategies
by Emmanuel Lepinette & Amal Omrani
- 2503.02395 Numerical methods for two-dimensional G-heat equation
by Z. T. Pei & X. Y. Yue & X. T. Zheng
- 2503.02283 On the Realized Joint Laplace Transform of Volatilities with Application to Test the Volatility Dependence
by XinWei Feng & Yu Jiang & Zhi Liu & Zhe Meng
- 2503.02237 Women's Status and Fertility: A Novel Perspective on Low Fertility Issue
by Ruiwu Liu
- 2503.02217 Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data
by Chew Lian Chua & David Gunawan & Sandy Suardi
- 2503.02146 Seeing Stereotypes
by Elisa Baldazzi & Pietro Biroli & Marina Della Giusta & Florent Dubois
- 2503.02074 Economic dynamics with differential fertility
by Francis Dennig & Bassel Tarbush
- 2503.01893 BiHRNN -- Bi-Directional Hierarchical Recurrent Neural Network for Inflation Forecasting
by Maya Vilenko
- 2503.01889 Non-Cooperative Games with Uncertainty
by Jozsef Konczer
- 2503.01886 Advanced Deep Learning Techniques for Analyzing Earnings Call Transcripts: Methodologies and Applications
by Umair Zakir & Evan Daykin & Amssatou Diagne & Jacob Faile
- 2503.01870 Can Large Language Models Extract Customer Needs as well as Professional Analysts?
by Artem Timoshenko & Chengfeng Mao & John R. Hauser
- 2503.01855 Function-Coherent Gambles
by Gregory Wheeler
- 2503.01780 Price Impact of Health Insurance
by Andrea Di Giovan Paolo & Jose Higueras
- 2503.01716 The Volterra Stein-Stein model with stochastic interest rates
by Eduardo Abi Jaber & Donatien Hainaut & Edouard Motte
- 2503.01686 \textsc{Perseus}: Tracing the Masterminds Behind Cryptocurrency Pump-and-Dump Schemes
by Honglin Fu & Yebo Feng & Cong Wu & Jiahua Xu
- 2503.01663 Simultaneous elections make single-party sweeps more likely
by Pradeep Dubey & Siddhartha Sahi
- 2503.01629 A New Traders' Game? -- Response Functions in a Historical Perspective
by Cedric Schuhmann & Benjamin Kohler & Anton J. Heckens & Thomas Guhr
- 2503.01591 The Role of Deep Learning in Financial Asset Management: A Systematic Review
by Pedro Reis & Ana Paula Serra & Jo~ao Gama
- 2503.01572 Using firm-level supply chain networks to measure the speed of the energy transition
by Johannes Stangl & Andr'as Borsos & Stefan Thurner
- 2503.01148 Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets
by Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou
- 2503.01099 A Dynamic Model of Private Asset Allocation
by Hui Chen & Giovanni Gambarotta & Simon Scheidegger & Yu Xu
- 2503.01080 Dynamic Factor Correlation Model
by Chen Tong & Peter Reinhard Hansen
- 2503.01072 Vector Copula Variational Inference and Dependent Block Posterior Approximations
by Yu Fu & Michael Stanley Smith & Anastasios Panagiotelis
- 2503.01053 Commitment, Conflict, and Status Quo in Bargaining
by Harry Pei
- 2503.01040 Pricing time-capped American options using Least Squares Monte Carlo method
by Pawe{l} Stc{e}pniak & Zbigniew Palmowski
- 2503.01000 Privacy vs. Profit: The Impact of Google's Manifest Version 3 (MV3) Update on Ad Blocker Effectiveness
by Karlo Lukic & Lazaros Papadopoulos
- 2503.00883 Keynesian Beauty Contest in Morocco's Public Procurement Reform
by Nizar Riane
- 2503.00851 Forecasting realized volatility in the stock market: a path-dependent perspective
by Xiangdong Liu & Sicheng Fu & Shaopeng Hong
- 2503.00772 Bayesian inference for dynamic spatial quantile models with interactive effects
by Tomohiro Ando & Jushan Bai & Kunpeng Li & Yong Song
- 2503.00757 Wikipedia Contributions in the Wake of ChatGPT
by Liang Lyu & James Siderius & Hannah Li & Daron Acemoglu & Daniel Huttenlocher & Asuman Ozdaglar
- 2503.00725 Causal Inference on Outcomes Learned from Text
by Iman Modarressi & Jann Spiess & Amar Venugopal
- 2503.00650 The Hidden Cost of Waiting for Accurate Predictions
by Ali Shirali & Ariel Procaccia & Rediet Abebe
- 2503.00632 Policy Design in Long-Run Welfare Dynamics
by Jiduan Wu & Rediet Abebe & Moritz Hardt & Ana-Andreea Stoica
- 2503.00603 Understanding the Commodity Futures Term Structure Through Signatures
by Hari P. Krishnan & Stephan Sturm
- 2503.00549 The Uncertainty of Machine Learning Predictions in Asset Pricing
by Yuan Liao & Xinjie Ma & Andreas Neuhierl & Linda Schilling
- 2503.00422 The effect of remote work on urban transportation emissions: evidence from 141 cities
by Sophia Shen & Xinyi Wang & Nicholas Caros & Jinhua Zhao
- 2503.00391 The Evolution of Health Investment: Historical Motivations and Fertility Implications
by Ruiwu Liu
- 2503.00320 Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study
by Alicia Vidler & Toby Walsh
- 2503.00290 Uniform Limit Theory for Network Data
by Yuya Sasaki
- 2503.00243 Strong Solutions and Quantization-Based Numerical Schemes for a Class of Non-Markovian Volatility Models
by Martino Grasselli & Gilles Pag`es
- 2503.00227 The Learning Approach to Games
by Melih .Ic{s}eri & Erhan Bayraktar
- 2503.00201 Path Dependence in AMM-Based Markets: Mathematical Proof and Implications for Truth Discovery
by Keroshan Pillay
- 2503.00142 The Unequal Costs of Pollution: Carbon Tax, Inequality, and Redistribution
by Cristiano Cantore & Giovanni Di Bartolomeo & Francesco Saverio Gaudio
- 2503.00085 The Impact of Employee Education and Health on Firm-Level TFP in China
by Yuhan He
- 2503.00039 Measure of Morality: A Mathematical Theory of Egalitarian Ethics
by Shuang Wei
- 2502.21306 Solar prosumage under different pricing regimes: Interactions with the transmission grid
by Dana Kirchem & Mario Kendziorski & Enno Wiebrow & Wolf-Peter Schill & Claudia Kemfert & Christian von Hirschhausen
- 2502.21252 Short-Rate Derivatives in a Higher-for-Longer Environment
by Aram Karakhanyan & Takis Konstantopoulos & Matthew Lorig & Evgenii Samutichev
- 2502.21206 Chronologically Consistent Large Language Models
by Songrun He & Linying Lv & Asaf Manela & Jimmy Wu
- 2502.21141 Tracks to Modernity: Railroads, Growth, and Social Movements in Denmark
by Tom Gorges & Magnus {O}rberg Rove & Paul Sharp & Christian Vedel
- 2502.21063 The Luce Model, Regularity, and Choice Overload
by Daniele Caliari & Henrik Petri
- 2502.21037 The amplifier effect of artificial agents in social contagion
by Eric Hitz & Mingmin Feng & Radu Tanase & Ren'e Algesheimer & Manuel S. Mariani
- 2502.20978 Using quantile time series and historical simulation to forecast financial risk multiple steps ahead
by Richard Gerlach & Antonio Naimoli & Giuseppe Storti
- 2502.20963 Retrieval Augmented Generation for Topic Modeling in Organizational Research: An Introduction with Empirical Demonstration
by Gerion Spielberger & Florian M. Artinger & Jochen Reb & Rudolf Kerschreiter
- 2502.20917 Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods
by Andreas Dzemski & Ryo Okui & Wenjie Wang
- 2502.20819 Enhanced Derivative-Free Optimization Using Adaptive Correlation-Induced Finite Difference Estimators
by Guo Liang & Guangwu Liu & Kun Zhang
- 2502.20816 Structural breaks detection and variable selection in dynamic linear regression via the Iterative Fused LASSO in high dimension
by Angelo Milfont & Alvaro Veiga
- 2502.20706 Natural Asset Beta
by Daniel Grainger
- 2502.20670 Auto-Balancer: Harnessing idle network resources for enhanced market stability
by Arman Abgaryan & Utkarsh Sharma
- 2502.20489 Do Sell-side Analyst Reports Have Investment Value?
by Linying Lv
- 2502.20418 Network effects and incumbent response to entry threats: empirical evidence from the airline industry
by Steve Lawford
- 2502.20413 Excertos da Historia Keynesiana
by Gustavo Lima Moura
- 2502.20001 Better market Maker Algorithm to Save Impermanent Loss with High Liquidity Retention
by CY Yan & Steve Keol & Xo Co & Nate Leung
- 2502.19898 Economic Causal Inference Based on DML Framework: Python Implementation of Binary and Continuous Treatment Variables
by Shunxin Yao
- 2502.19862 Optimal risk-aware interest rates for decentralized lending protocols
by Bastien Baude & Damien Challet & Ioane Muni Toke
- 2502.19861 Social Influence Distorts Ratings in Online Interfaces
by Marina Kontalexi & Alexandros Gelastopoulos & Pantelis P. Analytis
- 2502.19788 Semiparametric Triple Difference Estimators
by Sina Akbari & Negar Kiyavash & AmirEmad Ghassami
- 2502.19659 Time-Varying Identification of Structural Vector Autoregressions
by Annika Camehl & Tomasz Wo'zniak
- 2502.19640 Mass Shootings, Community Mobility, and the Relocation of Economic Activity
by Miguel Cuellar & Hyunseok Jung
- 2502.19620 Triple Difference Designs with Heterogeneous Treatment Effects
by Laura Caron
- 2502.19615 A Method for Evaluating the Interpretability of Machine Learning Models in Predicting Bond Default Risk Based on LIME and SHAP
by Yan Zhang & Lin Chen & Yixiang Tian
- 2502.19608 Mobility and Mobility Measures
by Frank A. Cowell & Emmanuel Flachaire
- 2502.19553 Cued to Queue: Information in Waiting-Line Auctions
by Jack Hirsch & Eric Tang
- 2502.19525 Differentially Private Sequential Learning
by Yuxin Liu & M. Amin Rahimian
- 2502.19349 CryptoPulse: Short-Term Cryptocurrency Forecasting with Dual-Prediction and Cross-Correlated Market Indicators
by Amit Kumar & Taoran Ji
- 2502.19305 Corporate Fraud Detection in Rich-yet-Noisy Financial Graph
by Shiqi Wang & Zhibo Zhang & Libing Fang & Cam-Tu Nguyen & Wenzhon Li
- 2502.19213 Framework for asset-liability management with fixed-term securities
by Yevhen Havrylenko
- 2502.19075 Incomplete Information Robustness
by Stephen Morris & Takashi Ui
- 2502.18984 Cycles and collusion in congestion games under Q-learning
by Cesare Carissimo & Jan Nagler & Heinrich Nax
- 2502.18970 Empirical likelihood approach for high-dimensional moment restrictions with dependent data
by Jinyuan Chang & Qiao Hu & Zhentao Shi & Jia Zhang
- 2502.18916 Measuring trade costs and analyzing the determinants of trade growth between Cambodia and major trading partners: 1993 to 2019
by Borin Keo & Bin Li & Waqas Younis
- 2502.18876 Multidimensional Monotonicity and Economic Applications
by Frank Yang & Kai Hao Yang
- 2502.18805 It's Not All Black and White: Degree of Truthfulness for Risk-Avoiding Agents
by Eden Hartman & Erel Segal-Halevi & Biaoshuai Tao
- 2502.18625 To Make, or to Take, That Is the Question: Impact of LOB Mechanics on Natural Trading Strategies
by Jakob Albers & Mihai Cucuringu & Sam Howison & Alexander Y. Shestopaloff
- 2502.18598 Locational Energy Storage Bid Bounds for Facilitating Social Welfare Convergence
by Ning Qi & Bolun Xu
- 2502.18488 Sustainable intensification of small-scale aquaculture systems depends on the local context and characteristics of producers
by Sonja Radosavljevic & Ezio Venturino & Francesca Acotto & Quanli Wang & Jie Su & Alexandros Gasparatos
- 2502.18471 FinBloom: Knowledge Grounding Large Language Model with Real-time Financial Data
by Ankur Sinha & Chaitanya Agarwal & Pekka Malo
- 2502.18261 The effect of minimum wages on employment in the presence of productivity fluctuations
by Asahi Sato
- 2502.18253 Enhancing External Validity of Experiments with Ongoing Sampling
by Chen Wang & Shichao Han & Shan Huang
- 2502.18242 Minimum Distance Estimation of Quantile Panel Data Models
by Blaise Melly & Martina Pons
- 2502.18177 Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks
by Remi Genet
- 2502.17967 LLM Knows Geometry Better than Algebra: Numerical Understanding of LLM-Based Agents in A Trading Arena
by Tianmi Ma & Jiawei Du & Wenxin Huang & Wenjie Wang & Liang Xie & Xian Zhong & Joey Tianyi Zhou
- 2502.17915 Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints
by Jianjun Gao & Chengneng Jin & Yun Shi & Xiangyu Cui
- 2502.17906 Exactly solvable model of the square-root price impact dynamics under the long-range market-order correlation
by Yuki Sato & Kiyoshi Kanazawa
- 2502.17830 Certified Decisions
by Isaiah Andrews & Jiafeng Chen
- 2502.17816 Escaping the Subprime Trap in Algorithmic Lending
by Adam Bouyamourn & Alexander Williams Tolbert
- 2502.17777 Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management
by Lei Zhao & Lin Cai & Wu-Sheng Lu
- 2502.17757 Robust and Efficient Deep Hedging via Linearized Objective Neural Network
by Lei Zhao & Lin Cai
- 2502.17731 Comparative Study of Monte Carlo and Quasi-Monte Carlo Techniques for Enhanced Derivative Pricing
by Giacomo Case
- 2502.17682 Pareto-undominated strategy-proof rules in economies with multidimensional single-peaked preferences
by Agustin G. Bonifacio
- 2502.17518 Ensemble RL through Classifier Models: Enhancing Risk-Return Trade-offs in Trading Strategies
by Zheli Xiong
- 2502.17493 Pursuing Top Growth with Novel Loss Function
by Ruoyu Guo & Haochen Qiu
- 2502.17417 Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
by Luca Lalor & Anatoliy Swishchuk
- 2502.17271 Optimal Salaries of Researchers with Motivational Emergence
by Eldar Knar
- 2502.17186 Scaling Limits for Exponential Hedging in the Brownian Framework
by Yan Dolinksy & Xin Zhang
- 2502.17161 Real-time Monitoring of Economic Shocks using Company Websites
by Michael Koenig & Jakob Rauch & Martin Woerter
- 2502.17072 Decoding Financial Health in Kenyas' Medical Insurance Sector: A Data-Driven Cluster Analysis
by Evans Kiptoo Korir & Zsolt Vizi
- 2502.17059 Determinants of the Spousal Age Gap in India: Analysis of Indian Microdata
by Praveen & Suddhasil Siddhanta & Anoshua Chaudhuri
- 2502.17044 A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk
by Jan Fialkowski & Christian Diem & Andr'as Borsos & Stefan Thurner
- 2502.17012 A Deterministic and Linear Model of Dynamic Optimization
by Somdeb Lahiri
- 2502.17011 Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation
by Jaskaran Singh Walia & Aarush Sinha & Srinitish Srinivasan & Srihari Unnikrishnan
- 2502.16960 Efficiency in the Roommates Problem
by Keita Kuwahara
- 2502.16879 A Multi-LLM-Agent-Based Framework for Economic and Public Policy Analysis
by Yuzhi Hao & Danyang Xie
- 2502.16810 Grounded Persuasive Language Generation for Automated Marketing
by Jibang Wu & Chenghao Yang & Simon Mahns & Chaoqi Wang & Hao Zhu & Fei Fang & Haifeng Xu
- 2502.16800 A new solution for cooperative game with public externalities: Analysis based on axiomatic method
by Juanjuan Fan & Ying Wang
- 2502.16719 Exclusion Zones of Instant Runoff Voting
by Kiran Tomlinson & Johan Ugander & Jon Kleinberg
- 2502.16596 A Theory of Chaordic Economics: How Artificial Intelligence and Blockchain Transform Businesses, Economies and Societies
by Horst Treiblmaier
- 2502.16536 Bounded Foresight Equilibrium in Large Dynamic Economies with Heterogeneous Agents and Aggregate Shocks
by Bilal Islah & Bar Light
- 2502.16524 The Endurance of Identity-Based Voting: Evidence from the United States and Comparative Democracies
by Venkat Ram Reddy Ganuthula & Krishna Kumar Balaraman
- 2502.16407 De facto Openness to Immigration
by Ljubica Nedelkoska & Diego Martin & Alexia Lochmann & Ricardo Hausmann & Dany Bahar & Muhammed A. Yildirim
- 2502.16364 Risk Measures for DC Pension Plan Decumulation
by Peter A. Forsyth & Yuying Li
- 2502.16246 The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data
by Guillaume Maitrier & Gr'egoire Loeper & Kiyoshi Kanazawa & Jean-Philippe Bouchaud
- 2502.16126 Conditional Triple Difference-in-Differences
by Dor Leventer
- 2502.16041 Binary Outcome Models with Extreme Covariates: Estimation and Prediction
by Laura Liu & Yulong Wang
- 2502.16023 Contrastive Similarity Learning for Market Forecasting: The ContraSim Framework
by Nicholas Vinden & Raeid Saqur & Zining Zhu & Frank Rudzicz
- 2502.15974 Sticky information and price controls: Evidence from a natural experiment
by Doron Sayag & Avichai Snir & Daniel Levy
- 2502.15893 Pricing Valid Cuts for Price-Match Equilibria
by Robert Day & Benjamin Lubin
- 2502.15865 Position: Standard Benchmarks Fail -- LLM Agents Present Overlooked Risks for Financial Applications
by Zichen Chen & Jiaao Chen & Jianda Chen & Misha Sra
- 2502.15853 Multi-Agent Stock Prediction Systems: Machine Learning Models, Simulations, and Real-Time Trading Strategies
by Daksh Dave & Gauransh Sawhney & Vikhyat Chauhan
- 2502.15822 Financial fraud detection system based on improved random forest and gradient boosting machine (GBM)
by Tianzuo Hu
- 2502.15813 Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis
by Meet Satishbhai Sonani & Atta Badii & Armin Moin
- 2502.15807 Carbon financial system construction under the background of dual-carbon targets: current situation, problems and suggestions
by Yedong Zhang & Han Hua
- 2502.15800 LLM Trading: Analysis of LLM Agent Behavior in Experimental Asset Markets
by Thomas Henning & Siddhartha M. Ojha & Ross Spoon & Jiatong Han & Colin F. Camerer
- 2502.15787 Analysis of the Impact of the Union Budget Announcements on the Indian Stock Market: A Fractal Perspective
by Mridul Patel & Geetika Verma & Andrew Eberhard & Asha Rao & Pankaj Kumar
- 2502.15757 TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with Limit Order Book Data
by Leonardo Berti & Gjergji Kasneci
- 2502.15742 Currency Arbitrage Optimization using Quantum Annealing, QAOA and Constraint Mapping
by Sangram Deshpande & Elin Ranjan Das & Frank Mueller
- 2502.15726 Bankruptcy analysis using images and convolutional neural networks (CNN)
by Luiz Tavares & Jose Mazzon & Francisco Paletta & Fabio Barros
- 2502.15611 Network topology of the Euro Area interbank market
by Ilias Aarab & Thomas Gottron
- 2502.15549 Blockchain innovation in promoting employment
by David Lee Kuo Chuen & Yang Li
- 2502.15505 Dynamic User Competition and Miner Behavior in the Bitcoin Market
by Yuichiro Kamada & Shunya Noda
- 2502.15458 Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets
by Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz
- 2502.15275 A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting
by Sihan Tu & Zhaoxing Gao
- 2502.15084 Algorithmic Collusion under Observed Demand Shocks
by Zexin Ye
- 2502.15072 Modifying Final Splits of Classification Tree for Fine-tuning Subpopulation Target in Policy Making
by Lei Bill Wang & Zhenbang Jiao & Fangyi Wang
- 2502.15049 biastest: Testing parameter equality across different models in Stata
by Hasraddin Guliyev
- 2502.14984 Accelerating Equity: Overcoming the Gender Gap in VC Funding
by Chuan Chen & Michele Fioretti & Junnan He & Yanrong Jia
- 2502.14897 Market-Derived Financial Sentiment Analysis: Context-Aware Language Models for Crypto Forecasting
by Hamid Moradi-Kamali & Mohammad-Hossein Rajabi-Ghozlou & Mahdi Ghazavi & Ali Soltani & Amirreza Sattarzadeh & Reza Entezari-Maleki
- 2502.14879 Limited attention and models of choice: A behavioral equivalence
by Davide Carpentiere & Angelo Petralia
- 2502.14766 Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis
by Kristoffer Andersson & Alessandro Gnoatto
- 2502.14712 Does Ideological Polarization Lead to Policy Polarization?
by Philipp Denter
- 2502.14708 Human Misperception of Generative-AI Alignment: A Laboratory Experiment
by Kevin He & Ran Shorrer & Mengjia Xia
- 2502.14636 Secondary materials, Pigouvian taxes, and a monopsony
by Timo Kuosmanen & Xun Zhou
- 2502.14497 Stories that (are) Move(d by) Markets: A Causal Exploration of Market Shocks and Semantic Shifts across Different Partisan Groups
by Felix Drinkall & Stefan Zohren & Michael McMahon & Janet B. Pierrehumbert
- 2502.14479 Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework
by Arno Botha & Tanja Verster & Roland Breedt
- 2502.14431 Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective
by Buddha Nath Sharma & Anish Rai & SR Luwang & Md. Nurujjaman & Sushovan Majhi
- 2502.14393 Innovative Financing Solutions: A Transformative Driver for Financial Performance of Businesses in Morocco
by Nohayla Badrane & Zineb Bamousse
- 2502.14261 SOE's ESG Performance on Financial Flexibility: The Evidence from the Hong Kong Stock Market
by Yan Li
- 2502.14257 Community Bank Establishment and Consumption Growth: Evidence from Panel Study of Income Dynamics in USA
by Yan Li
- 2502.14160 Efficient Inverse Multiagent Learning
by Denizalp Goktas & Amy Greenwald & Sadie Zhao & Alec Koppel & Sumitra Ganesh
- 2502.14154 Ordinality in Random Allocation
by Eun Jeong Heo & Vikram Manjunath
- 2502.14150 Risk-Sensitive Security-Constrained Economic Dispatch: Pricing and Algorithm Design
by Avinash N. Madavan & Nathan Dahlin & Subhonmesh Bose & Lang Tong
- 2502.14141 Gaining efficiency in deep policy gradient method for continuous-time optimal control problems
by Arash Fahim & Md. Arafatur Rahman
- 2502.14131 Gradients can train reward models: An Empirical Risk Minimization Approach for Offline Inverse RL and Dynamic Discrete Choice Model
by Enoch H. Kang & Hema Yoganarasimhan & Lalit Jain
- 2502.14041 Fiscal Policy and Household Savings in Central Europe (Poland, Croatia, and Slovak Republic) -- A Markov Switching VAR with Covid Shock
by Tuhin G M Al Mamun & Ehsanullah & Md Sharif Hassan & Mohd Faizal Yusof & Md Aminul Islam & Naharin Binte Rab
- 2502.13979 Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagation
by Guanyuan Yu & Qing Li & Yu Zhao & Jun Wang & YiJun Chen & Shaolei Chen
- 2502.13868 Locally Robust Policy Learning: Inequality, Inequality of Opportunity and Intergenerational Mobility
by Joel Terschuur
- 2502.13850 The probability of satisfying axioms: a non-binary perspective on economic design
by Pierre Bardier
- 2502.13824 Calibration and Option Pricing with Stochastic Volatility and Double Exponential Jumps
by Gaetano Agazzotti & Claudio Aglieri Rinella & Jean-Philippe Aguilar & Justin Lars Kirkby
- 2502.13744 The Risk-Neutral Equivalent Pricing of Model-Uncertainty
by Ken Kangda Wren
- 2502.13742 Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security
by Feng Runhuan & Liang Zongxia & Song Yilun
- 2502.13722 Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve
by Remi Genet
- 2502.13678 Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation
by Thijs Kamma & Antoon Pelsser
- 2502.13543 Legal routes for accomplishing corporate environmental compliance against the "carbon peaking and carbon neutrality" goals
by Yedong Zhang & Hua Han
- 2502.13461 Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"
by Cheng Yu & Zhoufan Zhu & Ke Zhu
- 2502.13438 Balancing Flexibility and Interpretability: A Conditional Linear Model Estimation via Random Forest
by Ricardo Masini & Marcelo Medeiros
- 2502.13431 Functional Network Autoregressive Models for Panel Data
by Tomohiro Ando & Tadao Hoshino
- 2502.13423 The Policy Paradox: Government Debt Servicing and Local Bank Risk Growth
by Yan Li
- 2502.13410 Tell Me Why: Incentivizing Explanations
by Siddarth Srinivasan & Ezra Karger & Michiel Bakker & Yiling Chen
- 2502.13325 Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
by Jiwook Jang & Patrick J. Laub & Tak Kuen Siu & Hongbiao Zhao
- 2502.13267 BeforeIT.jl: High-Performance Agent-Based Macroeconomics Made Easy
by Aldo Glielmo & Mitja Devetak & Adriano Meligrana & Sebastian Poledna
- 2502.13238 Robust Inference for the Direct Average Treatment Effect with Treatment Assignment Interference
by Matias D. Cattaneo & Yihan He & Ruiqi & Yu
- 2502.13165 HedgeAgents: A Balanced-aware Multi-agent Financial Trading System
by Xiangyu Li & Yawen Zeng & Xiaofen Xing & Jin Xu & Xiangmin Xu
- 2502.13148 Theoretical Frameworks for Integrating Sustainability Factors into Institutional Investment Decision-Making
by Innocentus Alhamis
- 2502.12967 Imputation Strategies for Rightcensored Wages in Longitudinal Datasets
by Jorg Drechsler & Johannes Ludsteck
- 2502.12966 The Early Days of the Ethereum Blob Fee Market and Lessons Learnt
by Lioba Heimbach & Jason Milionis
- 2502.12957 A measure-valued HJB perspective on Bayesian optimal adaptive control
by Alexander M. G. Cox & Sigrid Kallblad & Chaorui Wang
- 2502.12867 Assortative Marriage and Geographic Sorting
by Jiaming Mao & Jiayi Wen
- 2502.12774 When defaults cannot be hedged: an actuarial approach to xVA calculations via local risk-minimization
by Francesca Biagini & Alessandro Gnoatto & Katharina Oberpriller
- 2502.12660 Collective Intelligence in Dynamic Networks
by Florian Mudekereza
- 2502.12431 Minimizing Instability in Strategy-Proof Matching Mechanism Using A Linear Programming Approach
by Tohya Sugano
- 2502.12397 Could AI Leapfrog the Web? Evidence from Teachers in Sierra Leone
by Daniel Bjorkegren & Jun Ho Choi & Divya Budihal & Dominic Sobhani & Oliver Garrod & Paul Atherton
- 2502.12309 Eigenvalues in microeconomics
by Benjamin Golub
- 2502.12264 Multi-dimensional Test Design
by Xiaoyun Qiu & Liren Shan
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