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Content
2026
- 2606.11318 Mean-Variance Optimization in Ambiguous Financial Markets with Learning
by Nicole Bauerle & Anne MacKay
- 2606.11238 Artificial Intelligence in Ship Finance: Applications, Opportunities, and a Case Study in AI-Augmented Loan Origination
by Lasse Dierich & Orestis Schinas
- 2606.11237 A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model
by Mara Kalicanin Dimitrov & Ying Ni
- 2606.11223 Scenario Constraints with Memory: A Finite-State Approach to Quantitative Financial Analysis
by Vitaly Nurnberg
- 2606.11053 Revealing information -- or not -- in a social network of traders
by Patrick Allmis & Paolo Pin & Fernando Vega Redondo
- 2606.11047 Panel Data Estimation of Individual Demand in Markets with Many Consumers
by Sarah Moon & Whitney K. Newey
- 2606.10998 Consistent Probabilistic Social Choice Revisited
by Florian Brandl & Felix Brandt
- 2606.10845 Iterative Elimination of Borda Losers: Axiomatizations of the Baldwin and Nanson Rules
by Leo Goto & Satoshi Nakada
- 2606.10805 Asymmetric Nonlinear Return Extrapolation and Optimal Portfolio Choice under Stochastic Volatility
by Dong Yan & Wenrui Ye & Zhiyue Zong & Wenting Chen
- 2606.10681 Limited belief propagation and contingent thinking
by Andrew Ellis & Ran Spiegler
- 2606.10664 Commitment and the dynamics of household labor supply: new tests and evidence from Europe
by Pierre-Andre Chiappori & Alexandros Theloudis & Jorge Velilla & Jose Ignacio Gimenez-Nadal & Jose Alberto Molina
- 2606.10658 Post-Quantum Secure Federated DeFi for Inclusive Banking
by Swati Sachan & Dale Fickett & Richard Buchinger & Theo Miller
- 2606.10631 From Transactions to Records: Reconceptualizing Blockchain Systems through a Lifecycle Lens
by Tom Barbereau & Ruggero Montalto & Christian Beyer
- 2606.10544 From Stacks to Circuits: A Regenerative Socio-Technical Roadmap for AI Infrastructure within Planetary Boundaries
by Han-Teng Liao & Karen Ang
- 2606.10438 Sequential Search with Planning
by Ruhi Sonal & Saptarshi Mukherjee & Abhinaba Lahiri & Aniruddha Ghosh
- 2606.10337 Optimal exit strategies of CPT gamblers in unfair gambles
by Sang Hu & Xun Yu Zhou
- 2606.10245 A Fast Implied Volatility Method with Expansions
by Alper Hekimoglu & Ismail Hakki Gokgoz
- 2606.10191 On regularity of finite-maturity American put options in the Heston model
by Khai Nguyen & Huy Chau
- 2606.10127 Data-Driven Automation
by Maryam Farboodi & Andrew Koh & Anchi Xia
- 2606.10112 Duality for Optimal Multi-Item, Multi-Bidder Auction Design: Revenue Certificates through Deep Learning
by Yanchen Jiang & David C. Parkes & Tonghan Wang
- 2606.10092 Decision-Making under Combinatorial Risk
by Yifan Hong & Hongmiao Fan & Chen Wang
- 2606.10070 Introduction to gravity model for beginners
by Luigi Capoani
- 2606.09944 GAGI: A Gini-Adjusted GDP-per-Capita Index for Distribution-Aware Macroeconomic Welfare Monitoring
by Sivasathivel Kandasamy
- 2606.09918 An economic geography dataset of U.S. skill specialization, relatedness, and complexity
by Anthony Howell & Maryann Feldman & Lauren Lanahan & Nikhil Kalathil & Evan Johnson
- 2606.09884 Failure Modes of Deep Multi-Agent RL in Asynchronous Pricing: Reproducible Triggers, Trace Diagnostics, and a Partial Fix
by Shree Murthy & Rohan Pandey
- 2606.09820 Weighted universal approximation of differentiable maps on infinite-dimensional manifolds
by Philipp Schmocker & Josef Teichmann
- 2606.09642 The Dispossessed: Large-Scale Land Acquisitions, Elite Capture, and Dissent in Africa
by Jonathan Dries
- 2606.09625 A Synthetic Control Approach to Conditional Distributional Treatment Effects
by Dominik Wied
- 2606.09564 Option prices from operational-time reaction-boundary lattices
by Chris Angstmann & Tim Gebbie
- 2606.09531 Asymptotics of an Explosive Autoregression under Dependence
by Kasper Sunn Blumensaat
- 2606.09478 Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data
by Xinyue Fang & Robert 'Slepaczuk
- 2606.09472 Parameter Sensitivity Analysis of Hierarchical Spatial Economy: Trade Strategy around Brexit
by Kiyohiro Ikeda & Yosuke Kogure & Hiroki Aizawa & Yuki Takayama
- 2606.09463 The Changing Global Division of Labor in Software: Emergence and Diffusion of New Programming Skills across IT Hubs
by Johannes Wachs & Xiangnan Feng & Simone Daniotti & Frank Neffke
- 2606.09454 Axiomatic Market Making
by Frank M. V. Feys
- 2606.09420 Benchmarking Deep Time Series Models for Equity Portfolios
by Aoxin Zhang & Yuhan Cheng & Kwanting Leung
- 2606.09274 Reverse Stress Testing for Multivariate Scenarios: A Conditional Framework for Stressed Time Series
by Michele Sparviero & Lorenzo Viola
- 2606.09223 Sharp Bounds and Inference in Sample Selection Models with Treatment Endogeneity
by Yingying Dong & Phillip Heiler
- 2606.09190 Planning resilient hydrogen supply chains under disruption risk
by Silvian M. Radke & Philipp C. Verpoort & Falko Ueckerdt & Felix Musgens
- 2606.09104 Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman
by Daniil Mikriukov & Ruoyu Sun & Angelos Stefanidis & Jionglong Su & Zhengyong Jiang
- 2606.09025 Continuous Cash-Overlay Filters for a Static Growth--Defensive Risk Sleeve: Slow-Tail Compensation, V-Shape Crash Brakes, Walk-Forward Validation, and Max-Cash Combination
by Zheli Xiong
- 2606.09003 Proof of Stake economy under centralized exchanges--a mean field model
by Wenpin Tang
- 2606.08998 The Token Not Taken: Sampling, State, and the Stochasticity of AI Agents
by Muhammad Zia Hydari & Raja Iqbal
- 2606.08902 A Kernel-Clean Lean Mechanization of Classical Lottery in Action and the Wakker--Debreu--Koopmans Representation Layer
by Jingyuan Li & Ilia Tsetlin & Fan Wang
- 2606.08872 EFX for Additive Chores: Nonexistence, Pareto Incompatibility, and Bi-Valued Existence
by Wentao He & Biaoshuai Tao
- 2606.08853 AI-Assisted Variance Reduction in Randomized Experiments
by David Arbour & Eli Ben-Michael & Avi Feller & Apoorva Lal & Lo-Hua Yuan
- 2606.08791 Evaluating AI Investment Strategies
by Irene Aldridge
- 2606.08586 Cross-sectional topological anomaly scores and intraday return predictability in the S&P 500: A BallMapper, decoder-conditional VAE, and Function-on-Function regression approach
by Krzysztof Ozimek
- 2606.08569 Stock Investment: The p-index Approach
by Xinzhao Xie & Bopei Nie & Kuo-Ping Chang
- 2606.08560 CP-factorization for high dimensional tensor time series and double projection iterations
by Jinyuan Chang & Guanglin Huang & Qiwei Yao & Long Yu
- 2606.08534 A Taxonomy of Real-World Asset Tokenization for Blockchain-Based Financial Infrastructure
by Giorgio Vella & Luca Pennella & Mark C. Ballandies
- 2606.08474 Semiparametric Difference-in-Differences Estimation With Missing Not at Random Data: A Shadow Variable Approach
by Junjie Li & Dongyuan Mu
- 2606.08419 The Winner's Bliss in Common-Value Auctions under Horizontal Differentiation
by Jiawei Chen & Anh Nguyen & Matthew Shum
- 2606.08398 Regime-Switching Models for Disaggregated Data
by Anlong Qin & Zhongjun Qu
- 2606.08379 TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution
by Ilia Zaznov & Atta Badii & Julian Kunkel & Alfonso Dufour
- 2606.08359 Adaptive Estimation of Aggregated Values of Conditional Linear Programs
by Gevorg Khandamiryan & Vira Semenova
- 2606.08297 Strategic Type Spaces
by Olivier Gossner & Rafael Veiel
- 2606.08294 Platform-Driven Hate Speech: An Epidemiological Model with Optimal Taxation
by Nazaria Solferino
- 2606.08285 Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems
by Junyi Yao & Zihao Zheng
- 2606.08283 Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction
by Yiqing Wang & Dehao Dai & Ding Ma & Kerui Geng
- 2606.08265 Unintended Consequences of Recommender System Interventions: Evidence from a Field Experiment
by Shilei Luo & Song Yao & Dennis J. Zhang
- 2606.08232 Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading: A Multi-Layer Intelligence Framework
by Arati Uday Kamat
- 2606.08228 Post-Rejection Follow-up Sampling: A Methodology for Counterfactual Outcome Measurement in Algorithmic DEX Trading
by Arati Uday Kamat
- 2606.08227 Entanglement in the Quantum Volunteer's Dilemma
by Noah Dane Hebdon & Dax Enshan Koh
- 2606.08209 Markets Are Not Random, They Are Hard to Predict
by Miquel Noguer i Alonso
- 2606.08207 Opportunity-Normalized Residence-Workplace Matching and the Scale-Sensitive Structure of Urban Commuting
by Mingzhi Xiao & Yuki Takayama
- 2606.08141 A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns
by Andrea Bucci & Giulio Palomba & Eduardo Rossi
- 2606.07984 Lagrange multipliers in Maximum likelihood estimations and Least squares problems with Constraints
by Takeshi Fukasawa
- 2606.07871 Inference on the TSLS Estimand with Weak Instruments and Treatment Effect Heterogeneity
by Arnstein Vestre
- 2606.07811 When Do Markets Fully Process Public Information? Evidence from Real-Time Prediction Markets
by Giovanni Angelini & Luca De Angelis
- 2606.07727 Benchmarking Quantum Algorithmic Resilience for CVaR Portfolio Optimization: The Expressibility-Coherence Trade-off
by Prashik N. Somkuwar & K. Srinivasan & G. Raghavan
- 2606.07715 Causality versus Serial Correlation: an Asymmetric Portmanteau Test
by Amedeo Andriollo
- 2606.07575 Forward-Looking Stress Testing Under Macro Scenarios: Stable SVaR Estimation Using a Hybrid GPR-HS Framework with SACS
by Ujjwala Vadrevu
- 2606.07489 How AI Agents Reshape Knowledge Work: Autonomy, Efficiency, and Scope
by Jeremy Yang & Kate Zyskowski & Noah Yonack & Jerry Ma
- 2606.07469 Statistical and Numerical Convergence in Stochastic Equilibrium
by David Staines
- 2606.07450 Information Networks of Stock Prices
by Muhammad Aldy Hassan & Hokky Situngkir
- 2606.07445 Bubbles vs. Baselines: Token Valuation and Institutional Capital in PoS Networks under EIP-1559
by Mikhail Perepelitsa
- 2606.07392 Online Pandora's Box for Contextual LLM Cascading
by Alexandre Belloni & Yan Chen & Yehua Wei
- 2606.07290 Boundary behaviour of the Volterra square-root process
by Martin Friesen & Stefan Gerhold & Kristof Wiedermann
- 2606.07276 The Balance Property: The Constrained Case, with a View on Risk Sharing
by Mario V. Wuthrich
- 2606.07253 TOPSIS-RAD: Ranking According to Desires
by Leonardo Fernandes Costa & Helder Gomes Costa & Diogo Lima & Brunno Rodrigues
- 2606.07109 Museums as Policy Tools: The Behavioral Impact of Cultural Experiences
by Paolo Pin & Roberto Rozzi & Alessandro Stringhi
- 2606.07059 Diffusive in plain sight: An inconspicuous law of market impact
by Julius F. Bonart
- 2606.07049 CausalAlpha: A Real-Time Geopolitical Risk Index from OSINT Channels for Causal Discovery in Financial Markets
by Andres Azqueta-Gavaldon & Borja Ureta
- 2606.06823 PandaAI: A Practical Agent CQ2 for Neuro-symbolic Data Analysis And Integrated Decision-Making in Quantitative Finance
by Yuqi Li & Siyuan Liu & Bingjun Liu
- 2606.06744 Learn to Match: Two-Sided Matching with Temporally Extended Feedback
by Haijing Zong & Yancheng Liang & Boyang Zhou & Natasha Jaques
- 2606.06737 Fast-excursion limit of the Heston model
by Ryan McCrickerd
- 2606.06700 The Economics of Proof-of-Useful-Work
by Rafael Pass
- 2606.06652 Probabilistic Risk Sensitivity and Loss Aversion in Cumulative Prospect Theory
by Symeon Vaidanis & Marios Kountouris
- 2606.06651 Temporal Dynamics of Development Aid in Africa: Evidence from a Staggered Difference-in-Differences Study of China and World Bank Projects
by Mattias Antar & Adel Daoud & Connor T. Jerzak
- 2606.06638 Consistent estimation in logit models using historical choices as practical consideration set
by C. Angelo Guevara
- 2606.06572 Generative Models Erode Human Temporal Learning Through Market Selection
by Wenjun Cao
- 2606.06413 Competition in Dealer Markets with Internalisation and Externalisation
by Robert Boyce & Eyal Neuman
- 2606.06253 When the Scaffold Stays On: AI, Practice Style, and Screening in Elite Skill Formation
by Song Yao
- 2606.06251 Interdependent Hitting Times
by Jaap H. Abbring & Yifan Yu
- 2606.06190 Multi-Scale Markov Switching GARCH
by Jayesh Chaudhary
- 2606.06089 Leveraging LLMs for Unstructured Claims Data Analysis
by Robert D. Lieberthal & Richard Tran & Vietbao Phan & Jawand Singh & Elizabeth Sottung
- 2606.06059 Fair Division of a Heterogeneous Good Between Two Agents: An Ordinal Approach
by Mihir Bhattacharya & Ojasvi Khare
- 2606.05991 Forecasting of volatility and risk premia in electricity markets
by Thomas K. Kloster & Fred Espen Benth
- 2606.05919 Finding Most Influential Sets
by Lucas D. Konrad & Nikolas Kuschnig
- 2606.05900 Derivative-Informed Operator Learning for Finance: On-the-Fly Greeks, Surfaces, Hedging, and Control
by Miquel Noguer I Alonso
- 2606.05882 Market Informedness and Market-Maker Profitability: The Trade-Off Between Adverse Selection and Price Discovery
by Konrad Ochk{e}dzan & Nino Antulov-Fantulin
- 2606.05733 Zero-Copy Semantic Contagion: An In-Memory Streaming Architecture for Evolving Attention Graphs
by Kabir Murjani
- 2606.05705 Econstellar: An Open-Source AI-Augmented Research Engine for Computational Financial Econometrics
by Avishek Bhandari
- 2606.05667 Sustainability by Design in Decentralized Autonomous Organizations: An Empirical Review of Governance, Innovation, and Institutional Design
by Yutian Wang & Luyao Zhang
- 2606.05655 Measuring Concentration of Power in Approval Voting Games
by Takaaki Abe
- 2606.05631 Stress Amplified Resilience: ESG and Joint Fragility in Equity Markets
by Minxuan Hu & Jiayu Yi & Ziheng Chen & Wenxi Sun & Qishi Zhan
- 2606.05623 Bankruptcy Prediction from 10-K Narratives: Evidence from Interpretable Text Scores and Accounting Baselines
by Zhen Zhang & Moxuan Zheng & Tongchen Zhang & Luyun Lin & Yiqing Wang & Lixing Lin
- 2606.05582 Three characterizations of the weighted center of imputations value
by Shan Erfang & Liying Kang
- 2606.05554 An Irrelevance Theorem for Risk Aversion and Time-Varying Risk
by Andrew Chen & Francisco Palomino
- 2606.05449 Insurance of Agentic AI
by Quanyan Zhu
- 2606.05392 Dual Representation of Robust Risk Measures and Uncertainty Sets
by Marlon R. Moresco & Marcelo Righi & Silvana M. Pesenti
- 2606.05383 Can AI Refute Economic Theory? Evidence from Beyond the Knowledge Cutoff
by Alexis Akira Toda
- 2606.05363 Should Demand Models Incorporate Competitor Prices? Oblivious Learning and Algorithmic Collusion
by Yuhang Wu & Assaf Zeevi
- 2606.05163 Curvature, Minimality and Uniqueness of Equilibrium
by Andrea Loi & Stefano Matta
- 2606.05138 Generating Financial Time Series by Matching Random Convolutional Features
by Konrad J. Mueller & Nikita Zozoulenko & Ben Wood & Thomas Cass & Lukas Gonon
- 2606.04978 Probing Outcome-Level Resemblance and Mechanism-Level Alignment in LLM Risk Decisions: Evidence from the St. Petersburg Game
by Chensong Huang & Changyu Chen & Chenwei Lin & Hanjia Lyu & Xian Xu & Jiebo Luo
- 2606.04959 Fairness and Strategy-Proofness in Automated Market Makers
by Frank M. V. Feys
- 2606.04916 Worker Utility as Hysteresis: A Preisach Model of Transaction Acceptance in Gig Labour Markets
by Piotr Frydrych
- 2606.04715 How the interpolation of life tables affects the decomposition of life insurance surplus
by Mintod^e Nicod`eme Atchad'e & Marcus C. Christiansen & Friedrich Hubalek & Gero Junike
- 2606.04576 ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall
by Yichi Zhang & Ke Zhu & Zhoufan Zhu
- 2606.04574 Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning
by Damian Lebied'z & Robert 'Slepaczuk
- 2606.04356 Sequential algorithm for structural estimations with equilibrium constraints
by Takeshi Fukasawa
- 2606.04258 Anticipatory Portfolio Optimization
by Miquel Noguer i Alonso
- 2606.04235 A Certified Higher Order Quantum Framework for CSA and Margin-Aware Collateral Optimization
by Tao Jin & Stuart Florescu
- 2606.04217 Polymarket-v1 Database
by Boka Qin & Rui Yang
- 2606.04153 A new decomposition approach to modeling financial returns: Conditioning sign on magnitude
by Ars`ene Brou & Richard Luger
- 2606.04142 When Does Social Discounting Favor the Young? Welfare Comparisons in Heterogeneous Economies
by I. Sebastian Buhai
- 2606.04113 Scale-Ordered Contagion: A Spectral Theory of Heterogeneous Information Adaptation in Financial Networks
by Avishek Bhandari & Ipsita Parida
- 2606.03777 From Control Boundary to Insurance Claim: Reconstructing AI-Mediated Losses Through the CER Framework
by Alex Leung & Rex Zhang & Kentaroh Toyoda & SiewMei Loh
- 2606.03767 Trading Frictions in Dynamic Cap-and-Trade Markets
by Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu
- 2606.03763 Merit or networks? What decides where research is published
by Ning Li
- 2606.03665 Sparse Tree-Based Aggregation for Time Series Regressions
by Marie Corillon & Stephan Smeekes & Ines Wilms
- 2606.03587 Reserve Depletion and Security Runway in Proof-of-Stake Systems
by Paolo Penna & Manvir Schneider
- 2606.03548 Cost of Manipulation in AMM-Based Oracles
by Sebastian Muller & Nordine Moumeni & Adel Messaoudi
- 2606.03527 Competitive Information Design in Sequential Search
by Zhicheng Du & Hu Fu & Ying Qin & Zihe Wang
- 2606.03491 Reputation, Exposure, and Exit: Organizational Turnover after #MeToo
by Roy Baharad & Asaf Eckstein & Gideon Parchomovsky & Rok Spruk
- 2606.03457 Hybrid News Sentiment Engine: Real-Time Market Analysis via Adaptive Ensemble Learning on News-Price Pairs
by Andreas Aigner
- 2606.03184 FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance
by Jiaze Sun & Kelvin J. L. Koa & Ruiyang Ni & Yize Liu & Haonan Chen & Ke-Wei Huang
- 2606.03158 Portfolio Choice with Competing Precautionary and Accumulation Goals
by Steven Campbell & Agostino Capponi & Ananya Parashar
- 2606.03153 Mind the Gap in the Mining Game
by Kyoung-Kuk Kim & Donghwa Seo
- 2606.03051 On the sufficiency of unidirectional incentive compatibility in auctions
by Kiho Yoon
- 2606.03030 Do Matching Mechanisms Work with LLM Agents?
by Yukihiro Hoshino & Ayato Kitadai & Nariaki Nishino
- 2606.02945 Infinite Horizon Optimal Consumption: Intertemporal Hedging under Epstein-Zin Preferences
by Erhan Bayraktar & Emmet Lawless
- 2606.02795 Recovering Direct Price Effects of Environmental Amenities in Housing Markets: Regression and Causal Machine Learning Model Assessment with Empirical Monte Carlo Simulation
by Zhenshan Chen & Klaus Moeltner & Matthew Mair
- 2606.02769 Hidden Commitment Power is Powerless
by Hongcheng Li
- 2606.02657 Regime-Arrival Uncertainty in Generalization Bounds under Distribution Shift
by Prince Poudel
- 2606.02632 Position: Prioritize Identifying Structure, Not Complex Models, for Scientific Discovery
by Tyler H. McCormick
- 2606.02528 Auditing Asset-Specific Preferences in Financial Large Language Models: Evidence from Bitcoin Representations and Portfolio Allocation
by Wenbin Wu
- 2606.02503 Pay Beliefs and the Amenity-Pay Tradeoff
by Martin Eckhoff Andresen & Manudeep Bhuller & Alfred L{o}vgren
- 2606.02362 Endogenous Fertility Waves and the Dynamics of Utility in an Overlapping Generations Model
by Wolfgang Kuhle
- 2606.02348 Mechanism Design for Privacy-Preserving Information Sharing in Oligopoly Competition
by Yuxin Liu & M. Amin Rahimian
- 2606.02336 VIX options in Bergomi models
by Desen Guo & Dan Pirjol & Lingjiong Zhu
- 2606.02306 Delusions of Grandeur and Their Benefits (and Hazards)
by Cooper Howes & Can Urgun & Mark Whitmeyer
- 2606.02234 When Do Treatment Changes Identify Causal Effects?
by Martin Huber
- 2606.02213 A New Method for Finding the Schulze Winner Set
by Satoru Fujishige & Leo Goto & Satoshi Nakada
- 2606.02200 Random Set Quantile Estimation of Partially Identified Discrete Response Models
by Shakeeb Khan & Tatiana Komarova & Denis Nekipelov
- 2606.02095 Testing Decision Makers without Counterfactuals
by Yakov Babichenko
- 2606.01979 A Simple Hierarchical Causality Primer
by Tim Gebbie
- 2606.01706 Higher-Order Debiased Estimators for General Treatment Models
by Yulin Zhang & Lin Liu & Zheng Zhang
- 2606.01687 Information and voting: Evidence from Peru's 2026 presidential election
by Marcelo Gallardo & Nicolas Velarde & Cristina Gutarra
- 2606.01659 Data-Automated Policy Learning for Nonlinear Welfare
by Chunrong Ai & Zeqi Wu & Zheng Zhang
- 2606.01650 Post Selection Estimation of Sharpe Ratios
by Steven E. Pav
- 2606.01575 Boom, Bubble, or Buildout? A Multi-Method Evaluation of Whether Artificial Intelligence Is in an Ongoing Financial Bubble
by Qianan Wang & Zen Chen
- 2606.01553 Structural Change Detection in High-Dimensional Transformed Factor Models via Canonical Correlation Analysis
by Lei Jia & Shouri Hu & Zhaoxing Gao
- 2606.01477 Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making
by Frank M. V. Feys
- 2606.01424 Technology Speed Limits
by Andrew Koh & Sivakorn Sanguanmoo
- 2606.01390 Limit Continuous Poker: A Variant of Continuous Poker with Limited Bet Sizes
by Andrew Spears
- 2606.01356 A Formally Verified Library of Mathematical Finance in Lean 4
by Raphael Coelho
- 2606.01307 Tracking the Economy through Firm Creation:Evidence from Real-Time Administrative Data
by Anthony Savagar & Yannis Galanakis
- 2606.01274 Strategic Users in a Priority Queue with Bulk Service on Blockchains
by Donghwa Seo & Kyoung-Kuk Kim
- 2606.01250 Cheap Talk in Bilateral Trade
by Jamie Tucker-Foltz & Richard Zeckhauser
- 2606.01234 Differing Roles of Leisure and Productivity in GDP - A Machine Learning based comparative analysis of Germany and USA
by Achintya Ranjan & Uma Ranjan
- 2606.01137 Digital Maturity and Technical Efficiency in NHS Acute Trusts: Cross-Sectional Evidence from England
by Ari Ercole
- 2606.01131 Tokenized but Illiquid? Evidence from Real-World Asset Markets
by Rischan Mafrur
- 2606.01122 A Per-Component Diagnostic Protocol for Neural HJB-PIDE Solvers under Control-Dependent L\'evy Jumps
by R. Drissi
- 2606.01018 Self-Duality and Transfer in Voting Games
by Takaaki Abe
- 2606.00989 Recession Detection Using Real Time GDP Data
by Neha Sikand & Rongjin Zhang
- 2606.00972 Designing entry-monotone risk-sharing pools
by Christopher Blier-Wong & Jean-Gabriel Lauzier
- 2606.00970 Prospect-Theory Behavior from Bellman Optimality in MDPs with Catastrophic States
by Yujiao Chen
- 2606.00948 Recession Detection in Japan using Labor Market Data
by Neha Sikand & Rongjin Zhang
- 2606.00811 Certificates without Electrons? Theory and Evidence on Impacts from AI-Driven Power Demand
by Dana Golden & Aruna Balasubramanian & Niranjan Balasubramanian
- 2606.00800 Multiplicative Langevin Process for Volatilities Produces Observed Q-Variance Regularities
by William H. Press & Alex Dannenberg
- 2606.00624 Macro-aware time series forecasting via hierarchical mixed-frequency attention models
by Daniel Cunha Oliveira & Kieran Wood & Stefan Zohren & Mihai Cucuringu & Andr'e Fujita
- 2606.00614 Mitigation of spatial economic impact propagation of highway disruptions by redundant networks
by Tomoki Ishikura
- 2606.00587 Hashprice moderates the electricity demand response of Bitcoin miners
by Subir Majumder
- 2606.00143 Regime-Adaptive Continual Learning for Portfolio Management
by Chaofan Pan & Lingfei Ren & Linbo Xiong & Yonghao Li & Wei Wei & Xin Yang
- 2606.00071 Bitcoin Price Prediction: Peer-Reviewed Evidence and Social Media Discourse
by Carlos Baquero
- 2606.00061 Reflexivity as Prompt: Does Awareness of Self-Reinforcing Market Dynamics Improve LLMs as Financial Market Forecasters?
by Eugene Park
- 2606.00060 Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting
by Andrei Bysik & Robert 'Slepaczuk
- 2605.31443 Modeling Covariate Transition for Efficient Estimation of Longitudinal Treatment Effects in Randomized Experiments
by Naoki Chihara & Tatsushi Oka & Yasuko Matsubara & Yasushi Sakurai & Shota Yasui
- 2605.31306 Posterior and Likelihood Sensitivity in Bayesian Distributionally Robust Optimization
by Jun-ya Gotoh & Andrew E. B. Lim & Michael Jong Kim
- 2605.31072 Comparing Market Mechanism Efficiencies
by Irene Aldridge
- 2605.30943 Inspectable Neural Markov Models for Non-Stationary Time Series
by Jan Rovirosa & Jesse Schmolze
- 2605.30916 Welfare, Improvability, and Variance: A Principal-Agent Approach to Optimal Benchmark Item Aggregation
by Andreas Haupt & Justin Hartenstein & Anka Reuel & Mykel Kochenderfer & Sanmi Koyejo
- 2605.30890 A Geometric Approach to the Transformation Problem of Values
by Jiyuan Lyu
- 2605.30879 Competitive Many-to-One Matching: Sorting vs. Equality
by Anton Kolotilin & Alexander Wolitzky
- 2605.30843 A Lecture Note on Offline RL and IRL, Part II: Foundations of Inverse Reinforcement Learning and Dynamic Discrete Choice Models
by Enoch Hyunwook Kang
- 2605.30720 Kalimati Vegetable Price Index Forecasting with a Momentum Corrected Online Stacking Ensemble
by Sahaj Raj Malla
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