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Content
2023
- 2303.14125 sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings
by Luke Mosley & Tak-Shing Chan & Alex Gibberd
- 2303.14088 On the failure of the bootstrap for Chatterjee's rank correlation
by Zhexiao Lin & Fang Han
- 2303.13967 Dynamic Combinatorial Assignment
by Th`anh Nguyen & Alexander Teytelboym & Shai Vardi
- 2303.13966 State space decomposition and classification of term structure shapes in the two-factor Vasicek model
by Martin Keller-Ressel & Felix Sachse
- 2303.13956 Pitman's Theorem, Black-Scholes Equation, and Derivative Pricing for Fundraisers
by Yukihiro Tsuzuki
- 2303.13795 Point Identification of LATE with Two Imperfect Instruments
by Rui Wang
- 2303.13669 The State of Food Systems Worldwide: Counting Down to 2030
by Kate Schneider & Jessica Fanzo & Lawrence Haddad & Mario Herrero & Jose Rosero Moncayo & Anna Herforth & Roseline Reman & Alejandro Guarin & Danielle Resnick & Namukolo Covic & Christophe B'en'e & Andrea Cattaneo & Nancy Aburto & Ramya Ambikapathi & Destan Aytekin & Simon Barquera & Jane Battersby-Lennard & Ty Beal & Paulina Bizzoto Molina & Carlo Cafiero & Christine Campeau & Patrick Caron & Piero Conforti & Kerstin Damerau & Michael DiGirolamo & Fabrice DeClerck & Deviana Dewi & Ismahane Elouafi & Carola Fabi & Pat Foley & Ty Frazier & Jessica Gephart & Christopher Golden & Carlos Gonzalez Fischer & Sheryl Hendriks & Maddalena Honorati & Jikun Huang & Gina Kennedy & Amos Laar & Rattan Lal & Preetmoninder Lidder & Brent Loken & Quinn Marshall & Yuta Masuda & Rebecca McLaren & Lais Miachon & Hern'an Mu~noz & Stella Nordhagen & Naina Qayyum & Michaela Saisana & Diana Suhardiman & Rashid Sumaila & Maximo Torrero Cullen & Francesco Tubiello & Jose-Luis Vivero-Pol & Patrick Webb & Keith Wiebe
- 2303.13598 Bootstrap-Assisted Inference for Generalized Grenander-type Estimators
by Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa
- 2303.13409 Persuaded Search
by Teddy Mekonnen & Zeky Murra-Anton & Bobak Pakzad-Hurson
- 2303.13406 Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications
by Nabil Bouamara & S'ebastien Laurent & Shuping Shi
- 2303.13346 Multivariate L\'evy models: calibration and pricing
by Giovanni Amici & Paolo Brandimarte & Francesco Messeri & Patrizia Semeraro
- 2303.13319 Modeling Migration-Induced Unemployment
by Pascal Michaillat
- 2303.13295 Irrelevance of personalized pricing under strategic market segmentation
by Xiaoxiao Hu & Haoran Lei
- 2303.13282 Accurate solution of the Index Tracking problem with a hybrid simulated annealing algorithm
by 'Alvaro Rubio-Garc'ia & Samuel Fern'andez-Lorenzo & Juan Jos'e Garc'ia-Ripoll & Diego Porras
- 2303.13281 Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions
by Sascha A. Keweloh
- 2303.13218 Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
by Xiaorong Yang & Jia Chen & Degui Li & Runze Li
- 2303.12988 Characterizing the Feasible Payoff Set of OLG Repeated Games
by Daehyun Kim & Chihiro Morooka
- 2303.12751 A Unified Framework for Fast Large-Scale Portfolio Optimization
by Weichuan Deng & Pawel Polak & Abolfazl Safikhani & Ronakdilip Shah
- 2303.12667 Don't (fully) exclude me, it's not necessary! Causal inference with semi-IVs
by Christophe Bruneel-Zupanc
- 2303.12567 The Time-Interlaced Self-Consistent Master System of Heterogeneous-Agent Models
by Andrew Lyasoff
- 2303.12527 The Market Price of Jump Risk for Delivery Periods: Pricing of Electricity Swaps with Geometric Averaging
by Annika Kemper & Maren Diane Schmeck
- 2303.12483 Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market
by Giulia Livieri & Davide Radi & Elia Smaniotto
- 2303.12350 Artificial Intelligence and Dual Contract
by Qian Qi
- 2303.12263 Strategic Ambiguity in Global Games
by Takashi Ui
- 2303.12209 Portfolio Optimization with Relative Tail Risk
by Young Shin Kim
- 2303.11976 Towards a Characterization of Random Serial Dictatorship
by Felix Brandt & Matthias Greger & Ren'e Romen
- 2303.11959 Optimizing Trading Strategies in Quantitative Markets using Multi-Agent Reinforcement Learning
by Hengxi Zhang & Zhendong Shi & Yuanquan Hu & Wenbo Ding & Ercan E. Kuruoglu & Xiao-Ping Zhang
- 2303.11956 Large-Scale Education Reform in General Equilibrium: Regression Discontinuity Evidence from India: Comment
by David Roodman
- 2303.11805 Non-Market Allocation Mechanisms: Optimal Design and Investment Incentives
by Victor Augias & Eduardo Perez-Richet
- 2303.11777 Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review
by Matteo Barigozzi
- 2303.11721 Using Forests in Multivariate Regression Discontinuity Designs
by Yiqi Liu & Yuan Qi
- 2303.11716 Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning
by Dapeng Li & Feiyang Pan & Jia He & Zhiwei Xu & Dandan Tu & Guoliang Fan
- 2303.11471 Both invariant principles implied by Marx's law of value are necessary and sufficient to solve the transformation problem through Morishima's formalism
by Norbert Ankri & Paikan Marcaggi
- 2303.11418 On the Existence and Information of Orthogonal Moments
by Facundo Arga~naraz & Juan Carlos Escanciano
- 2303.11414 Cost of Implementation of Basel III reforms in Bangladesh -- A Panel data analysis
by Dipti Rani Hazra & Md. Shah Naoaj & Mohammed Mahinur Alam & Abdul Kader
- 2303.11399 How Much Should We Trust Instrumental Variable Estimates in Political Science? Practical Advice Based on Over 60 Replicated Studies
by Apoorva Lal & Mac Lockhart & Yiqing Xu & Ziwen Zu
- 2303.11365 Housing Bubbles with Phase Transitions
by Tomohiro Hirano & Alexis Akira Toda
- 2303.11118 Model-free Hedging of Impermanent Loss in Geometric Mean Market Makers
by Masaaki Fukasawa & Basile Maire & Marcus Wunsch
- 2303.11064 Network log-ARCH models for forecasting stock market volatility
by Raffaele Mattera & Philipp Otto
- 2303.11030 Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
by Yun-Shi Dai & Peng-Fei Dai & Wei-Xing Zhou
- 2303.11013 Venture Capital Portfolio Construction and the Main Factors Impacting the Optimal Strategy
by Francesco Farina & Mike Arpaia & Harpal Khing & Jonas Vetterle
- 2303.10910 Financial Structure, Firm Size and Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange
by David Haritone Shikumo & Oluoch Oluoch & Joshua Matanda Wepukhulu
- 2303.10906 The Economic Value of User Tracking for Publishers
by Rene Laub & Klaus M. Miller & Bernd Skiera
- 2303.10889 Decomposability and Strategy-proofness in Multidimensional Models
by Shurojit Chatterji & Huaxia Zeng
- 2303.10857 Proxy Forecasting to Avoid Stochastic Decision Rules in Decision Markets
by Wenlong Wang & Thomas Pfeiffer
- 2303.10835 Bifurcation analysis of the Keynesian cross model
by Xinyu Li
- 2303.10818 A Re-Examination of the Foundations of Cost of Capital for Regulatory Purposes
by Darryl Biggar
- 2303.10806 On Robustness of Double Linear Policy with Time-Varying Weights
by Xin-Yu Wang & Chung-Han Hsieh
- 2303.10684 School-based malaria chemoprevention as a cost-effective approach to improve cognitive and educational outcomes: a meta-analysis
by Noam Angrist & Matthew C. H. Jukes & Sian Clarke & R. Matthew Chico & Charles Opondo & Donald Bundy & Lauren M. Cohee
- 2303.10550 High-Frequency Volatility Estimation with Fast Multiple Change Points Detection
by Greeshma Balabhadra & El Mehdi Ainasse & Pawel Polak
- 2303.10514 Efficient Public Good Provision Between and Within Groups
by Chowdhury Mohammad Sakib Anwar & Jorge Bruno & Renaud Foucart & Sonali SenGupta
- 2303.10481 Predictive Optimized Model on Money Markets Instruments With Capital Market and Bank Rates Ratio
by Bilal Hungund & Shilpa Rastogi
- 2303.10417 On the Benefit of Nonlinear Control for Robust Logarithmic Growth: Coin Flipping Games as a Demonstration Case
by Anton V. Proskurnikov & B. Ross Barmish
- 2303.10367 Minimum Wage Pass-through to Wholesale and Retail Prices: Evidence from Cannabis Scanner Data
by Carl Hase
- 2303.10306 Standard errors when a regressor is randomly assigned
by Denis Chetverikov & Jinyong Hahn & Zhipeng Liao & Andres Santos
- 2303.10130 GPTs are GPTs: An Early Look at the Labor Market Impact Potential of Large Language Models
by Tyna Eloundou & Sam Manning & Pamela Mishkin & Daniel Rock
- 2303.10117 Estimation of Grouped Time-Varying Network Vector Autoregression Models
by Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu
- 2303.10043 Optimal liquidation with temporary and permanent price impact, an application to cryptocurrencies
by Hugo E. Ramirez & Juli'an Fernando Sanchez
- 2303.10019 Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices
by Jonathan Berrisch & Florian Ziel
- 2303.09835 Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics
by Marcos Escobar-Anel & Michel Kschonnek & Rudi Zagst
- 2303.09734 The Moderating Effect of Instant Runoff Voting
by Kiran Tomlinson & Johan Ugander & Jon Kleinberg
- 2303.09720 Modeling urbanization dynamics by labor force migration
by Hirotaka Goto
- 2303.09682 Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors
by Titos Matsakos & Stuart Nield
- 2303.09680 Bootstrap based asymptotic refinements for high-dimensional nonlinear models
by Joel L. Horowitz & Ahnaf Rafi
- 2303.09675 Dynamic Information Provision: Rewarding the Past and Guiding the Future
by Ian Ball
- 2303.09652 On Using Proportional Representation Methods as Alternatives to Pro-Rata Based Order Matching Algorithms in Stock Exchanges
by Sanjay Bhattacherjee & Palash Sarkar
- 2303.09415 Optimal Delegation in Markets for Matching with Signaling
by Seungjin Han & Alex Sam & Youngki Shin
- 2303.09407 Improving CNN-base Stock Trading By Considering Data Heterogeneity and Burst
by Keer Yang & Guanqun Zhang & Chuan Bi & Qiang Guan & Hailu Xu & Shuai Xu
- 2303.09406 Stock Price Prediction Using Temporal Graph Model with Value Chain Data
by Chang Liu & Sandra Paterlini
- 2303.09405 Simplifying and Improving: Revisiting Bulgaria's Revenue Forecasting Models
by Fabio Ashtar Telarico
- 2303.09399 Main Concepts and Principles of Political Economy -- Production and Values, Distribution and Prices, Reproduction and Profits
by Christian Flamant
- 2303.09397 Cryptocurrency Price Prediction using Twitter Sentiment Analysis
by Haritha GB & Sahana N. B
- 2303.09393 A Deep Dive into NFT Whales: A Longitudinal Study of the NFT Trading Ecosystem
by Na Hyeon Park & Hanna Kim & Chanhee Lee & Changhoon Yoon & Seunghyeon Lee & Youngjin jin & Seungwon Shin
- 2303.09330 Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy
by Claudiu Vinte & Marcel Ausloos
- 2303.09323 Stock Trend Prediction: A Semantic Segmentation Approach
by Shima Nabiee & Nader Bagherzadeh
- 2303.09321 Physics Breakthrough Disproves Fundamental Assumptions of the Chicago School
by Cortelyou C. Kenney
- 2303.09176 Real Options Technique as a Tool of Strategic Risk Management
by Volodymyr Savchuk
- 2303.09147 Economic Consequences of Online Tracking Restrictions: Evidence from Cookies
by Klaus M. Miller & Bernd Skiera
- 2303.09011 Economics of In-Space Industry and Competitiveness of Lunar-Derived Rocket Propellant
by Philip Metzger
- 2303.08968 A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming
by Pieter M. van Staden & Peter A. Forsyth & Yuying Li
- 2303.08867 A Bayesian theory of market impact
by Louis Saddier & Matteo Marsili
- 2303.08765 The Effects of the Pandemic on Market Power and Profitability
by Juan Andres Espinosa-Torres & Jaime Ramirez-Cuellar
- 2303.08760 Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models
by Young Shin Kim & Hyangju Kim & Jaehyung Choi
- 2303.08748 DeFi Lending During The Merge
by Lioba Heimbach & Eric Schertenleib & Roger Wattenhofer
- 2303.08653 On the robustness of posterior means
by Jiafeng Chen
- 2303.08633 Expected Utility from a Constructive Viewpoint
by Kislaya Prasad
- 2303.08615 Characteristic Function of the Tsallis $q$-Gaussian and Its Applications in Measurement and Metrology
by Viktor Witkovsk'y
- 2303.08613 Learning to Incentivize Information Acquisition: Proper Scoring Rules Meet Principal-Agent Model
by Siyu Chen & Jibang Wu & Yifan Wu & Zhuoran Yang
- 2303.08565 Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading
by Katarzyna Maciejowska & Tomasz Serafin & Bartosz Uniejewski
- 2303.08521 Optimal investment in ambiguous financial markets with learning
by Nicole Bauerle & Antje Mahayni
- 2303.08477 Classification and calibration of affine models driven by independent L\'evy processes
by Micha{l} Barski & Rafa{l} {L}ochowski
- 2303.08462 Optimal Investment in Defined Contribution Pension Schemes with Forward Utility Preferences
by Kenneth Tsz Hin Ng & Wing Fung Chong
- 2303.08460 Identifying an Earnings Process With Dependent Contemporaneous Income Shocks
by Dan Ben-Moshe
- 2303.08445 Are high school degrees and university diplomas equally heritable in the US? A new measure of relative intergenerational mobility
by Anna Naszodi & Liliana Cuccu
- 2303.08286 Linking Alternative Fuel Vehicles Adoption with Socioeconomic Status and Air Quality Index
by Anuradha Singh & Jyoti Yadav & Sarahana Shrestha & Aparna S. Varde
- 2303.08217 An axiomatic approach to default risk and model uncertainty in rating systems
by Max Nendel & Jan Streicher
- 2303.08202 Measuring Stochastic Rationality
by Efe A. Ok & Gerelt Tserenjigmid
- 2303.07996 Mean field game of mutual holding with defaultable agents, and systemic risk
by Mao Fabrice Djete & Gaoyue Guo & Nizar Touzi
- 2303.07941 Relative performance criteria of multiplicative form in complete markets
by Anastasiya Tanana
- 2303.07925 Deep incremental learning models for financial temporal tabular datasets with distribution shifts
by Thomas Wong & Mauricio Barahona
- 2303.07822 Identification- and many instrument-robust inference via invariant moment conditions
by Tom Boot & Johannes W. Ligtenberg
- 2303.07786 A Commons-Compatible Implementation of the Sharing Economy: Blockchain-Based Open Source Mediation
by Petra Tschuchnig & Manfred Mayr & Maximilian Tschuchnig & Peter Haber
- 2303.07773 Axiomatic characterization of pointwise Shapley decompositions
by Marcus C Christiansen
- 2303.07705 Ruin probability for the quota share model with~phase-type distributed claims
by Krzysztof Burnecki & Zbigniew Palmowski & Marek Teuerle & Aleksandra Wilkowska
- 2303.07488 A Story of Consistency: Bridging the Gap between Bentham and Rawls Foundations
by St'ephane Gonzalez & Nikolaos Pnevmatikos
- 2303.07471 A Unified Theorem of the Alternative
by Ian Ball
- 2303.07468 Distributionally Robust Principal-Agent Problems and Optimality of Contracts
by Peter Zhang
- 2303.07462 Superhuman Artificial Intelligence Can Improve Human Decision Making by Increasing Novelty
by Minkyu Shin & Jin Kim & Bas van Opheusden & Thomas L. Griffiths
- 2303.07393 Many learning agents interacting with an agent-based market model
by Matthew Dicks & Andrew Paskaramoorthy & Tim Gebbie
- 2303.07287 Tight Non-asymptotic Inference via Sub-Gaussian Intrinsic Moment Norm
by Huiming Zhang & Haoyu Wei & Guang Cheng
- 2303.07285 The Dynamics of Instability
by C'esar Barilla & Duarte Gonc{c}alves
- 2303.07244 The Stock Price Relationship between Holding Companies and Subsidiaries: A Case study of Indonesia Multiholding Companies
by Muhammad Aufaristama
- 2303.07222 Reconciling rough volatility with jumps
by Eduardo Abi Jaber & Nathan De Carvalho
- 2303.07158 Uniform Pessimistic Risk and its Optimal Portfolio
by Sungchul Hong & Jong-June Jeon
- 2303.07044 Are consumers ready to pay extra for crowd-shipping e-groceries and why? A hybrid choice analysis for developing economies
by Oleksandr Rossolov & Yusak O. Susilo
- 2303.07008 Status substitution and conspicuous consumption
by Alastair Langtry & Christian Ghinglino
- 2303.06701 Composite Sorting
by Job Boerma & Aleh Tsyvinski & Ruodu Wang & Zhenyuan Zhang
- 2303.06658 Counterfactual Copula and Its Application to the Effects of College Education on Intergenerational Mobility
by Tsung-Chih Lai & Jiun-Hua Su
- 2303.06603 Correlation between upstreamness and downstreamness in random global value chains
by Silvia Bartolucci & Fabio Caccioli & Francesco Caravelli & Pierpaolo Vivo
- 2303.06564 Redesigning the US Army's Branching Process: A Case Study in Minimalist Market Design
by Kyle Greenberg & Parag A. Pathak & Tayfun Sonmez
- 2303.06336 Inertial Updating
by Adam Dominiak & Matthew Kovach & Gerelt Tserenjigmid
- 2303.06244 The Bounds of Mediated Communication
by Roberto Corrao & Yifan Dai
- 2303.06217 Art-ificial Intelligence: The Effect of AI Disclosure on Evaluations of Creative Content
by Manav Raj & Justin Berg & Rob Seamans
- 2303.06148 Probabilistic Overview of Probabilities of Default for Low Default Portfolios by K. Pluto and D. Tasche
by Andrius Grigutis
- 2303.06106 The Nobel Family
by Richard S. J. Tol
- 2303.06097 Academic Freedom and Innovation: A Research Note
by David Audretsch & Christian Fisch & Chiara Franzoni & Paul P. Momtaz & Silvio Vismara
- 2303.06089 Real Option Pricing using Quantum Computers
by Alberto Manzano & Gonzalo Ferro & 'Alvaro Leitao & Carlos V'azquez & Andr'es G'omez
- 2303.06051 NFT Bubbles
by Andrea Barbon & Angelo Ranaldo
- 2303.05985 Ranked Choice Bedlam in a 2022 Oakland School Director Election
by David McCune
- 2303.05968 A General Impossibility Theorem on Pareto Efficiency and Bayesian Incentive Compatibility
by Kazuya Kikuchi & Yukio Koriyama
- 2303.05895 What do surveys say about the historical trend of inequality and the applicability of two table-transformation methods?
by Anna Naszodi
- 2303.05888 A Distributionally Robust Random Utility Model
by David Muller & Emerson Melo & Ruben Schlotter
- 2303.05783 Mean-Field Liquidation Games with Market Drop-out
by Guanxing Fu & Paul P. Hager & Ulrich Horst
- 2303.05781 Strategy-proofness with single-peaked and single-dipped preferences
by Jorge Alcalde-Unzu & Oihane Gallo & Marc Vorsatz
- 2303.05666 Research on CPI Prediction Based on Natural Language Processing
by Xiaobin Tang & Nuo Lei
- 2303.05654 The Financial Market of Indices of Socioeconomic Wellbeing
by Thilini V. Mahanama & Abootaleb Shirvani & Svetlozar Rachev
- 2303.05636 Equilibrium Selection in Pure Bubble Models by Dividend Injection
by Tomohiro Hirano & Alexis Akira Toda
- 2303.05515 The iterative proportional fitting algorithm and the NM-method: solutions for two different sets of problems
by Anna Naszodi
- 2303.05489 Robust Social Welfare Maximization via Information Design in Linear-Quadratic-Gaussian Games
by Furkan Sezer & Ceyhun Eksin
- 2303.05427 The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring
by Oguz Koc & Omur Ugur & A. Sevtap Kestel
- 2303.05421 A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules
by Fallou Niakh
- 2303.05380 Preferences and Attitudes towards Debt Collection: A Cross-Generational Investigation
by Minou Goetze & Christina Herdt & Ricarda Conrad & Stephan Stricker
- 2303.04994 Distributional Vector Autoregression: Eliciting Macro and Financial Dependence
by Yunyun Wang & Tatsushi Oka & Dan Zhu
- 2303.04905 Direct comparison or indirect comparison via a series of counterfactual decompositions?
by Anna Naszodi
- 2303.04833 Finding Regularized Competitive Equilibria of Heterogeneous Agent Macroeconomic Models with Reinforcement Learning
by Ruitu Xu & Yifei Min & Tianhao Wang & Zhaoran Wang & Michael I. Jordan & Zhuoran Yang
- 2303.04812 Socioeconomics of Urban Travel in the U.S.: Evidence from the 2017 NHTS
by Xize Wang & John L. Renne
- 2303.04807 Fairer Shootouts in Soccer: The $m-n$ Rule
by Steven J. Brams & Mehmet S. Ismail & D. Marc Kilgour
- 2303.04688 Form 10-K Itemization
by Yanci Zhang & Mengjia Xia & Mingyang Li & Haitao Mao & Yutong Lu & Yupeng Lan & Jinlin Ye & Rui Dai
- 2303.04647 Complementarity in Demand-side Variables and Educational Participation
by Anjan Ray Chaudhury & Dipankar Das & Sreemanta Sarkar
- 2303.04642 Forecasting the movements of Bitcoin prices: an application of machine learning algorithms
by Hakan Pabuccu & Serdar Ongan & Ayse Ongan
- 2303.04581 Application of supervised learning models in the Chinese futures market
by Fuquan Tang
- 2303.04539 Gender Segregation: Analysis across Sectoral-Dominance in the UK Labour Market
by Riccardo Leoncini & Mariele Macaluso & Annalivia Polselli
- 2303.04522 A Note on Invariant Extensions of Preorders
by Peter Caradonna & Christopher P. Chambers
- 2303.04416 Inference on Optimal Dynamic Policies via Softmax Approximation
by Qizhao Chen & Morgane Austern & Vasilis Syrgkanis
- 2303.04236 Optimal investment with insurable background risk and nonlinear portfolio allocation frictions
by Hugo E. Ramirez & Rafael Serrano
- 2303.04223 Financing Costs, Per-Shipment Costs and Shipping Frequency: Firm-Level Evidence from Bangladesh
by Md Deluair Hossen
- 2303.04204 Deep hybrid model with satellite imagery: how to combine demand modeling and computer vision for behavior analysis?
by Qingyi Wang & Shenhao Wang & Yunhan Zheng & Hongzhou Lin & Xiaohu Zhang & Jinhua Zhao & Joan Walker
- 2303.04101 Exchange Rate Pass-Through and Data Frequency: Firm-Level Evidence from Bangladesh
by Md Deluair Hossen
- 2303.03881 Spatial, Social and Data Gaps in On-Demand Mobility Services: Towards a Supply-Oriented MaaS
by Ronit Purian & Daniel Polani
- 2303.03661 Government Guarantees and Banks' Income Smoothing
by Manuela M. Dantas & Kenneth J. Merkley & Felipe B. G. Silva
- 2303.03642 Best-of-Both-Worlds Fairness in Committee Voting
by Haris Aziz & Xinhang Lu & Mashbat Suzuki & Jeremy Vollen & Toby Walsh
- 2303.03573 Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples
by Karen Grigorian & Robert A. Jarrow
- 2303.03549 Optimal Engagement-Diversity Tradeoffs in Social Media
by Fabian Baumann & Daniel Halpern & Ariel D. Procaccia & Iyad Rahwan & Itai Shapira & Manuel Wuthrich
- 2303.03371 Complex Systems of Secrecy: The Offshore Networks of Oligarchs
by Ho-Chun Herbert Chang & Brooke Harrington & Feng Fu & Daniel Rockmore
- 2303.03303 Social herding in mean field games
by Deepanshu Vasal
- 2303.03214 The Economics of the DeLend Project: Agent-based Simulations
by Frederico Dutilh Novaes & Gabriel de Abreu Madeira & Aurimar Cerqueira
- 2303.03174 Both eyes open: Vigilant Incentives help Regulatory Markets improve AI Safety
by Paolo Bova & Alessandro Di Stefano & The Anh Han
- 2303.03162 Monetary Policy and Economic Growth in Developing Countries: A Literature Review
by Marouane Daoui
- 2303.03080 Defining and comparing SICR-events for classifying impaired loans under IFRS 9
by Arno Botha & Esmerelda Oberholzer & Janette Larney & Riaan de Jongh
- 2303.03073 A neural network based model for multi-dimensional nonlinear Hawkes processes
by Sobin Joseph & Shashi Jain
- 2303.03009 Just Ask Them Twice: Choice Probabilities and Identification of Ex ante returns and Willingness-To-Pay
by Romuald Meango & Esther Mirjam Girsberger
- 2303.02820 EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference
by Gordon Burtch & Edward McFowland III & Mochen Yang & Gediminas Adomavicius
- 2303.02784 Censored Quantile Regression with Many Controls
by Seoyun Hong
- 2303.02773 The Economic Costs of the Russia-Ukraine War: A Synthetic Control Study of (Lost) Entrepreneurship
by David Audretsch & Paul P. Momtaz & Hanna Motuzenko & Silvio Vismara
- 2303.02716 Deterministic, quenched and annealed parameter estimation for heterogeneous network models
by Marzio Di Vece & Diego Garlaschelli & Tiziano Squartini
- 2303.02645 Identifying the Distribution of Welfare from Discrete Choice
by Bart Cap'eau & Liebrecht De Sadeleer & Sebastiaan Maes
- 2303.02613 On Data-Driven Drawdown Control with Restart Mechanism in Trading
by Chung-Han Hsieh
- 2303.02576 Combating Algorithmic Collusion: A Mechanism Design Approach
by Soumen Banerjee
- 2303.02317 Fast American Option Pricing using Nonlinear Stencils
by Zafar Ahmad & Reilly Browne & Rezaul Chowdhury & Rathish Das & Yushen Huang & Yimin Zhu
- 2303.02303 Electricity Virtual Bidding Strategy Via Entropy-Regularized Stochastic Control Method
by Zhou Fang
- 2303.02298 Continuous-Time Path-Dependent Exploratory Mean-Variance Portfolio Construction
by Zhou Fang
- 2303.02230 Building Floorspace in China: A Dataset and Learning Pipeline
by Peter Egger & Susie Xi Rao & Sebastiano Papini
- 2303.02223 Feature Selection with Annealing for Forecasting Financial Time Series
by Hakan Pabuccu & Adrian Barbu
- 2303.02061 The barriers to sustainable risk transfer in the cyber-insurance market
by Henry Skeoch & Christos Ioannidis
- 2303.02038 The self-exciting nature of the bid-ask spread dynamics
by Ruihua Ruan & Emmanuel Bacry & Jean-Franc{c}ois Muzy
- 2303.01923 Bayesian CART models for insurance claims frequency
by Yaojun Zhang & Lanpeng Ji & Georgios Aivaliotis & Charles Taylor
- 2303.01921 Trusting: Alone and together
by Benedikt V. Meylahn & Arnoud V. den Boer & Michel Mandjes
- 2303.01909 Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer
by Martin Vesely
- 2303.01887 Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms
by Yu Jeffrey Hu & Jeroen Rombouts & Ines Wilms
- 2303.01863 Constructing High Frequency Economic Indicators by Imputation
by Serena Ng & Susannah Scanlan
- 2303.01855 An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition
by Joseph de Vilmarest & Nicklas Werge
- 2303.01824 Revisiting the effect of search frictions on market concentration
by Jules Depersin & B'ereng`ere Patault
- 2303.01651 Optimal probabilistic forecasts for risk management
by Yuru Sun & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Gael M. Martin
- 2303.01601 Time-inconsistent contract theory
by Camilo Hern'andez & Dylan Possamai
- 2303.01485 Bayesian Optimization of ESG Financial Investments
by Eduardo C. Garrido-Merch'an & Gabriel Gonz'alez Piris & Maria Coronado Vaca
- 2303.01231 Consumer Welfare under Individual Heterogeneity
by Charles Gauthier & Sebastiaan Maes & Raghav Malhotra
- 2303.01167 Robust portfolio selection under Recovery Average Value at Risk
by Cosimo Munari & Justin Pluckebaum & Stefan Weber
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Printed from https://ideas.repec.org/s/arx/papers41.html
