Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Content
2024
- 2408.07227 Information Structures in Stablecoin Markets
by Brian Zhu
- 2408.07185 A Sparse Grid Approach for the Nonparametric Estimation of High-Dimensional Random Coefficient Models
by Maximilian Osterhaus
- 2408.06977 Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference
by Alexander Mayer & Dominik Wied
- 2408.06679 Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factuals
by Gregory Yampolsky & Dhruv Desai & Mingshu Li & Stefano Pasquali & Dhagash Mehta
- 2408.06661 The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency
by Junshu Jiang & Jordan Richards & Raphael Huser & David Bolin
- 2408.06634 Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach
by Haowei Ni & Shuchen Meng & Xupeng Chen & Ziqing Zhao & Andi Chen & Panfeng Li & Shiyao Zhang & Qifu Yin & Yuanqing Wang & Yuxi Chan
- 2408.06624 Estimation and Inference on Average Treatment Effect in Percentage Points under Heterogeneity
by Ying Zeng
- 2408.06547 Identifying Restrictions on the Random Utility Model
by Peter P. Caradonna & Christopher Turansick
- 2408.06531 Adaptive Multilevel Stochastic Approximation of the Value-at-Risk
by St'ephane Cr'epey & Noufel Frikha & Azar Louzi & Jonathan Spence
- 2408.06519 An unbounded intensity model for point processes
by Kim Christensen & Alexei Kolokolov
- 2408.06497 Inefficiencies of Carbon Trading Markets
by Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu
- 2408.06433 Endogenous Crashes as Phase Transitions
by Revant Nayar & Minhajul Islam
- 2408.06361 Large Language Model Agent in Financial Trading: A Survey
by Han Ding & Yinheng Li & Junhao Wang & Hang Chen & Doudou Guo & Yunbai Zhang
- 2408.06168 Optimal risk mitigation by deep reinsurance
by Aleksandar Arandjelovi'c & Julia Eisenberg
- 2408.06103 Method-of-Moments Inference for GLMs and Doubly Robust Functionals under Proportional Asymptotics
by Xingyu Chen & Lin Liu & Rajarshi Mukherjee
- 2408.06086 A Generalised $\lambda$-Core Concept for Normal Form Games
by Subhadip Chakrabarti & Robert P Gilles & Lina Mallozzi
- 2408.06048 Hungry Professors? Decision Biases Are Less Widespread than Previously Thought
by Katja Bergonzoli & Laurent Bieri & Dominic Rohner & Christian Zehnder
- 2408.05856 Has the Recession Started?
by Pascal Michaillat & Emmanuel Saez
- 2408.05851 Maximal Social Welfare Relations on Infinite Populations Satisfying Permutation Invariance
by Jeremy Goodman & Harvey Lederman
- 2408.05847 Correcting invalid regression discontinuity designs with multiple time period data
by Dor Leventer & Daniel Nevo
- 2408.05701 Why Groups Matter: Necessity of Group Structures in Attributions
by Dangxing Chen & Jingfeng Chen & Weicheng Ye
- 2408.05690 Strong denoising of financial time-series
by Matthias J. Feiler
- 2408.05688 Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate
by Mikhail Mamonov & Christopher Parmeter & Artem Prokhorov
- 2408.05672 Stochastic Calculus for Option Pricing with Convex Duality, Logistic Model, and Numerical Examination
by Zheng Cao
- 2408.05665 Change-Point Detection in Time Series Using Mixed Integer Programming
by Artem Prokhorov & Peter Radchenko & Alexander Semenov & Anton Skrobotov
- 2408.05659 A GCN-LSTM Approach for ES-mini and VX Futures Forecasting
by Nikolas Michael & Mihai Cucuringu & Sam Howison
- 2408.05653 Measuring and Controlling Fishing Capacity for Chinese Inshore Fleets
by Yi Zheng
- 2408.05652 Evaluation to Chinese marine economy in the coastal areas
by Yi Zheng
- 2408.05648 Evaluation methods and empirical research on coastal environmental performance for Chinese harbor cities
by Yi Zheng
- 2408.05632 Dynamic choices, temporal invariance and variational discounting
by Bach Dong-Xuan & Philippe Bich
- 2408.05620 A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
by Lorenc Kapllani & Long Teng
- 2408.05410 Effects of Vote Delegation in Blockchains: Who Wins?
by Hans Gersbach & Manvir Schneider & Parnian Shahkar
- 2408.05382 Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
by Ali Habibnia & Mahdi Soltanzadeh
- 2408.05342 ARMA-Design: Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Time Series Experiments
by Ke Sun & Linglong Kong & Hongtu Zhu & Chengchun Shi
- 2408.05328 From Text to Insight: Leveraging Large Language Models for Performance Evaluation in Management
by Ning Li & Huaikang Zhou & Mingze Xu
- 2408.05223 Economic Struggles and Inflation: How Does that affect voting decision?
by Muhammad Hassan Bin Afzal
- 2408.05209 What are the real implications for $CO_2$ as generation from renewables increases?
by Dhruv Suri & Jacques de Chalendar & Ines Azevedo
- 2408.05194 The Economic Analysis of the Common Pool Method through the HARA Utility Functions
by Mu Lin & Di Zhang & Ben Chen & Hang Zheng
- 2408.05059 Democratic Favor Channel
by Ziho Park
- 2408.05047 Recurrent Stochastic Fluctuations with Financial Speculation
by Tomohiro Hirano
- 2408.04948 HybridRAG: Integrating Knowledge Graphs and Vector Retrieval Augmented Generation for Efficient Information Extraction
by Bhaskarjit Sarmah & Benika Hall & Rohan Rao & Sunil Patel & Stefano Pasquali & Dhagash Mehta
- 2408.04911 A Geometric Nash Approach in Tuning the Learning Rate in Q-Learning Algorithm
by Kwadwo Osei Bonsu
- 2408.04814 Protected Income and Inequality Aversion
by Marc Fleurbaey & Eduardo Zambrano
- 2408.04781 Relationships between six cultural scales and ten ageism dimensions: Correlation analysis using data from 31 countries
by Keisuke Kokubun
- 2408.04758 Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
by T. Choulli & S. Alsheyab
- 2408.04730 Vela: A Data-Driven Proposal for Joint Collaboration in Space Exploration
by Holly M. Dinkel & Jason K. Cornelius
- 2408.04717 Redefining Accountability: Navigating Legal Challenges of Participant Liability in Decentralized Autonomous Organizations
by Aneta Napieralska & Przemys{l}aw Kk{e}pczy'nski
- 2408.04644 Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
by Victor Olkhov
- 2408.04617 Difference-in-Differences for Health Policy and Practice: A Review of Modern Methods
by Shuo Feng & Ishani Ganguli & Youjin Lee & John Poe & Andrew Ryan & Alyssa Bilinski
- 2408.04573 Revealed Invariant Preference
by Peter Caradonna & Christopher P. Chambers
- 2408.04552 Semiparametric Estimation of Individual Coefficients in a Dyadic Link Formation Model Lacking Observable Characteristics
by L. Sanna Stephan
- 2408.04509 Robust Market Design with Opaque Announcements
by Aram Grigoryan & Markus Moller
- 2408.04508 Scarce Workers, High Wages?
by Erik-Benjamin Borschlein & Mario Bossler & Martin Popp
- 2408.04385 Non-maximizing policies that fulfill multi-criterion aspirations in expectation
by Simon Dima & Simon Fischer & Jobst Heitzig & Joss Oliver
- 2408.03930 Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens
by Zhan Gao & Hyungsik Roger Moon
- 2408.03926 New fairness criteria for truncated ballots in multi-winner ranked-choice elections
by Adam Graham-Squire & Matthew I. Jones & David McCune
- 2408.03689 The Design and Price of Influence
by Raphael Boleslavsky & Aaron Kolb
- 2408.03659 Firms' Risk Adjustments to Minimum Wage: Financial Leverage and Labor Share Trade-off
by Ying Liang
- 2408.03655 Consumer Transactions Simulation through Generative Adversarial Networks
by Sergiy Tkachuk & Szymon {L}ukasik & Anna Wr'oblewska
- 2408.03594 Forecasting High Frequency Order Flow Imbalance
by Aditya Nittur Anantha & Shashi Jain
- 2408.03579 "The Strength of Weak Ties" Varies Across Viral Channels
by Shan Huang & Yuan Yuan & Yi Ji
- 2408.03530 Robust Identification in Randomized Experiments with Noncompliance
by D'esir'e K'edagni & Huan Wu & Yi Cui
- 2408.03328 Sentiment Analysis of State Bank of Pakistan's Monetary Policy Documents and its Impact on Stock Market
by Aabid Karim & Heman Das Lohano
- 2408.03320 Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer
by Siqiao Zhao & Zhikang Dong & Zeyu Cao & Raphael Douady
- 2408.03181 Correlation emergence in two coupled simulated limit order books
by Dominic Bauer & Derick Diana & Tim Gebbie
- 2408.03147 Risk sharing with Lambda value at risk under heterogeneous beliefs
by Peng Liu & Andreas Tsanakas & Yunran Wei
- 2408.03137 Efficient Asymmetric Causality Tests
by Abdulnasser Hatemi-J
- 2408.03134 Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets
by Christoph Czichowsky & Martin Herdegen & David Martins
- 2408.03116 Centralization in Attester-Proposer Separation
by Mallesh Pai & Max Resnick
- 2408.03034 A Course in Dynamic Optimization
by Bar Light
- 2408.02973 Comparative analysis of stationarity for Bitcoin and the S&P500
by Yaoyue Tang & Karina Arias-Calluari & Michael S. Harr'e
- 2408.02942 The Impossible Trinity of Human Space Usage between Home, Workplace and Amenity
by Shizhen Wang & Stanimira Milcheva
- 2408.02757 A nonparametric test for diurnal variation in spot correlation processes
by Kim Christensen & Ulrich Hounyo & Zhi Liu
- 2408.02700 Inventory problems and the parametric measure $m_{\lambda}$
by Irina Georgescu
- 2408.02694 KAN based Autoencoders for Factor Models
by Tianqi Wang & Shubham Singh
- 2408.02634 CLVR Ordering of Transactions on AMMs
by Robert McLaughlin & Nir Chemaya & Dingyue Liu & Dahlia Malkhi
- 2408.02573 Testing identifying assumptions in Tobit Models
by Santiago Acerenza & Ot'avio Bartalotti & Federico Veneri
- 2408.02558 Peer-induced Fairness: A Causal Approach for Algorithmic Fairness Auditing
by Shiqi Fang & Zexun Chen & Jake Ansell
- 2408.02492 Bargaining via Weber's law
by V. G. Bardakhchyan & A. E. Allahverdyan
- 2408.02477 Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels
by Herv'e Andr`es & Benjamin Jourdain
- 2408.02467 Inferring firm-level supply chain networks with realistic systemic risk from industry sector-level data
by Massimiliano Fessina & Giulio Cimini & Tiziano Squartini & Pablo Astudillo-Est'evez & Stefan Thurner & Diego Garlaschelli
- 2408.02410 Fairness in Multi-Proposer-Multi-Responder Ultimatum Game
by Hana Krakovsk'a & Rudolf Hanel & Mark Broom
- 2408.02401 An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models
by Soren Bettels & Stefan Weber
- 2408.02391 Expected Kullback-Leibler-based characterizations of score-driven updates
by Ramon de Punder & Timo Dimitriadis & Rutger-Jan Lange
- 2408.02355 Quantile Regression using Random Forest Proximities
by Mingshu Li & Bhaskarjit Sarmah & Dhruv Desai & Joshua Rosaler & Snigdha Bhagat & Philip Sommer & Dhagash Mehta
- 2408.02339 Modeling the impact of Climate transition on real estate prices
by Lionel Sopgoui
- 2408.02322 Consistent time travel for realistic interactions with historical data: reinforcement learning for market making
by Vincent Ragel & Damien Challet
- 2408.02289 PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
by J. G. L'opez-Salas & S. P'erez-Rodr'iguez & C. V'azquez
- 2408.02273 Machine Learning-based Relative Valuation of Municipal Bonds
by Preetha Saha & Jingrao Lyu & Dhruv Desai & Rishab Chauhan & Jerinsh Jeyapaulraj & Philip Sommer & Dhagash Mehta
- 2408.02217 Climate-Driven Doubling of U.S. Maize Loss Probability: Interactive Simulation with Neural Network Monte Carlo
by A Samuel Pottinger & Lawson Connor & Brookie Guzder-Williams & Maya Weltman-Fahs & Nick Gondek & Timothy Bowles
- 2408.02137 The indifference value of the weak information
by Fabrice Baudoin & Oleksii Mostovyi
- 2408.02064 A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricing
by Mark Stedman & Luca Capriotti
- 2408.01985 Analysis of Factors Affecting the Entry of Foreign Direct Investment into Indonesia (Case Study of Three Industrial Sectors in Indonesia)
by Tracy Patricia Nindry Abigail Rolnmuch & Yuhana Astuti
- 2408.01898 Efficient and accurate simulation of the stochastic-alpha-beta-rho model
by Jaehyuk Choi & Lilian Hu & Yue Kuen Kwok
- 2408.01887 The Logic of Political Survival Revisited: Consequences of Elite Uncertainty Under Authoritarian Rule
by Tamar Zeilberger
- 2408.01782 Are EU low-carbon structural funds efficient in reducing emissions?
by Marco Due~nas & Antoine Mandel
- 2408.01772 Investment strategies based on forecasts are (almost) useless
by Michael Weba
- 2408.01673 Strategic Analysis of Fair Rank-Minimizing Mechanisms with Agent Refusal Option
by Yasunori Okumura
- 2408.01642 Neural Term Structure of Additive Process for Option Pricing
by Jimin Lin & Guixin Liu
- 2408.01499 NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
by Achintya Gopal
- 2408.01470 SABR/LIBOR market models: pricing and calibration for some interest rate derivatives
by A. M. Ferreiro & J. A. Garc'ia & J. G. L'opez-Salas & C. V'azquez
- 2408.01387 NeuralBeta: Estimating Beta Using Deep Learning
by Yuxin Liu & Jimin Lin & Achintya Gopal
- 2408.01317 Harmful Random Utility Models
by Angelo Enrico Petralia
- 2408.01309 Towards Fair Roads -- Manifesto For Fairness Paradigm in Traffic Engineering
by Kevin Riehl & Anastasios Kouvelas & Michail Makridis
- 2408.01250 Persuading an inattentive and privately informed receiver
by Pietro Dall'Ara
- 2408.01208 Distributional Difference-in-Differences Models with Multiple Time Periods
by Andrea Ciaccio
- 2408.01185 Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
by A. Agarwal & S. De Marco & E. Gobet & J. G. Lopez-Salas & F. Noubiagain & A. Zhou
- 2408.01023 Distilling interpretable causal trees from causal forests
by Patrick Rehill
- 2408.01017 Application of Superconducting Technology in the Electricity Industry: A Game-Theoretic Analysis of Government Subsidy Policies and Power Company Equipment Upgrade Decisions
by Mingyang Li & Maoqin Yuan & Han Pengsihua & Yuan Yuan & Zejun Wang
- 2408.00928 How much should you pay for restaking security?
by Tarun Chitra & Mallesh Pai
- 2408.00885 A Perfect Storm: First-Nature Geography and Economic Development
by Christian Vedel
- 2408.00784 Evaluating Microscopic and Macroscopic Models for Derivative Contracts on Commodity Indices
by Alberto Manzano & Emanuele Nastasi & Andrea Pallavicini & Carlos V'azquez
- 2408.00683 Hydrological collapse in southern Spain under expanding irrigated agriculture: Meteorological, hydrological, and structural drought
by Victoria Junquera & Daniel I. Rubenstein & Simon A. Levin & Jos'e I. Hormaza & I~naki Vadillo P'erez & Pablo Jim'enez Gavil'an
- 2408.00507 Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting
by Monika Zimmermann & Florian Ziel
- 2408.00291 Identification and Bayesian Inference for Synthetic Control Methods with Spillover Effects
by Shosei Sakaguchi & Hayato Tagawa
- 2408.00265 Jumping on the bandwagon and off the Titanic: an experimental study of turnout in two-tier voting
by Yoichi Hizen & Kazuya Kikuchi & Yukio Koriyama & Takehito Masuda
- 2408.00131 Distributionally Robust Optimization as a Scalable Framework to Characterize Extreme Value Distributions
by Patrick Kuiper & Ali Hasan & Wenhao Yang & Yuting Ng & Hoda Bidkhori & Jose Blanchet & Vahid Tarokh
- 2408.00032 Methodological Foundations of Modern Causal Inference in Social Science Research
by Guanghui Pan
- 2408.00003 Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities
by Dhiti Osatakul & Shuanming Li & Xueyuan Wu
- 2407.21791 Deep Learning for Options Trading: An End-To-End Approach
by Wee Ling Tan & Stephen Roberts & Stefan Zohren
- 2407.21409 Price formation without fuel costs: the interaction of demand elasticity with storage bidding
by Tom Brown & Fabian Neumann & Iegor Riepin
- 2407.21209 Algorithm-Assisted Decision Making and Racial Disparities in Housing: A Study of the Allegheny Housing Assessment Tool
by Lingwei Cheng & Cameron Drayton & Alexandra Chouldechova & Rhema Vaithianathan
- 2407.21198 Lattice operations for the pairwise stable set in many-to-many markets via re-equilibration dynamics
by Agustin G. Bonifacio & Noelia Juarez & Paola B. Manasero
- 2407.21148 On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
by Katia Colaneri & Daniele Mancinelli & Immacolata Oliva
- 2407.21138 Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
by Pascal Franc{c}ois & Genevi`eve Gauthier & Fr'ed'eric Godin & Carlos Octavio P'erez Mendoza
- 2407.21119 Potential weights and implicit causal designs in linear regression
by Jiafeng Chen
- 2407.21025 Reinforcement Learning in High-frequency Market Making
by Yuheng Zheng & Zihan Ding
- 2407.20931 Nonparametric Estimation of Matching Efficiency and Mismatch in Labor Markets via Public Employment Security Offices in Japan, 1972-2024
by Suguru Otani
- 2407.20909 Impact of Geographical Separation on Spectrum Sharing Markets
by Kangle Mu & Zongyun Xie & Igor Kadota & Randall Berry
- 2407.20810 What does a dynamic oligopoly maximize? The continuous time Markov case
by Juan Pablo Rinc'on-Zapatero
- 2407.20587 Close to Home: Analyzing Urban Consumer Behavior and Consumption Space in Seoul
by Hyoji Choi & Frank Neffke & Donghyeon Yu & Bogang Jun
- 2407.20386 On the power properties of inference for parameters with interval identified sets
by Federico A. Bugni & Mengsi Gao & Filip Obradovic & Amilcar Velez
- 2407.20380 Inferring financial stock returns correlation from complex network analysis
by Ixandra Achitouv
- 2407.20377 Leveraging Natural Language and Item Response Theory Models for ESG Scoring
by C'esar Pedrosa Soares
- 2407.20352 Designing Time-Series Models With Hypernetworks & Adversarial Portfolios
by Filip Stanv{e}k
- 2407.20306 Unemployment Benefits and Job Quality: Unveiling the Complexities of Labour Market Dynamics
by Jessica Reale & Frederik Banning & Michael Roos
- 2407.20301 Legal Aspects of Decentralized and Platform-Driven Economies
by Marcelo Corrales Compagnucci & Toshiyuki Kono & Shinto Teramoto
- 2407.20139 Emission Reduction in Urban Environments by Replacing Conventional City Buses with Electric Bus Technology: A Case Study of Pakistan
by Muhammad Haris Saleem & S. Wajahat Ali & Sheikh Abdullah Shehzad
- 2407.20136 "How lonely are you?" The role of social contacts and farm characteristics in farmers' self-reported feelings of loneliness, and why it matters
by Victoria Junquera & Daniel I. Rubenstein & Florian Knaus
- 2407.19995 Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets
by Zixin Feng & Dejian Tian & Harry Zheng
- 2407.19936 Risk management in multi-objective portfolio optimization under uncertainty
by Yannick Becker & Pascal Halffmann & Anita Schobel
- 2407.19932 Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin
by Abdulnasser Hatemi-J
- 2407.19858 AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks
by Tiago Monteiro
- 2407.19857 PO-QA: A Framework for Portfolio Optimization using Quantum Algorithms
by Kamila Zaman & Alberto Marchisio & Muhammad Kashif & Muhammad Shafique
- 2407.19848 Generative modelling of financial time series with structured noise and MMD-based signature learning
by Chung I Lu & Julian Sester
- 2407.19831 Identifying and Quantifying (Un)Improvable Students
by Josue Ortega & Gabriel Ziegler & R. Pablo Arribillaga & Geng Zhao
- 2407.19814 Certifying Lemons
by Hershdeep Chopra
- 2407.19762 Redefining Urban Centrality: Integrating Economic Complexity Indices into Central Place Theory
by Jonghyun Kim & Donghyeon Yu & Hyoji Choi & Dongwoo Seo & Bogang Jun
- 2407.19749 Mitigating Farmland Biodiversity Loss: A Bio-Economic Model of Land Consolidation and Pesticide Use
by Elia Moretti & Michael Benzaquen
- 2407.19618 Improving the Estimation of Lifetime Effects in A/B Testing via Treatment Locality
by Shuze Chen & David Simchi-Levi & Chonghuan Wang
- 2407.19509 Heterogeneous Grouping Structures in Panel Data
by Katerina Chrysikou & George Kapetanios
- 2407.19439 Business and Regulatory Responses to Artificial Intelligence: Dynamic Regulation, Innovation Ecosystems and the Strategic Management of Disruptive Technology
by Mark Fenwick & Erik P. M. Vermeulen & Marcelo Corrales Compagnucci
- 2407.19367 Enhancing Black-Scholes Delta Hedging via Deep Learning
by Chunhui Qiao & Xiangwei Wan
- 2407.19352 Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets
by Liyang Wang & Yu Cheng & Xingxin Gu & Zhizhong Wu
- 2407.19339 Using Total Margin of Error to Account for Non-Sampling Error in Election Polls: The Case of Nonresponse
by Jeff Dominitz & Charles F. Manski
- 2407.19190 Optimal retirement in presence of stochastic labor income: a free boundary approach in an incomplete market
by Daniele Marazzina
- 2407.19127 Getting the Agent to Wait
by Maryam Saeedi & Yikang Shen & Ali Shourideh
- 2407.18966 Towards A Post-Quantum Cryptography in Blockchain I: Basic Review on Theoretical Cryptography and Quantum Information Theory
by Tatsuru Kikuchi
- 2407.18957 When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments
by Chong Zhang & Xinyi Liu & Zhongmou Zhang & Mingyu Jin & Lingyao Li & Zhenting Wang & Wenyue Hua & Dong Shu & Suiyuan Zhu & Xiaobo Jin & Sujian Li & Mengnan Du & Yongfeng Zhang
- 2407.18781 The Gradient Flow of the Bass Functional in Martingale Optimal Transport
by Julio Backhoff-Veraguas & Gudmund Pammer & Walter Schachermayer
- 2407.18687 Set risk measures
by Marcelo Righi & Eduardo Horta & Marlon Moresco
- 2407.18645 Contrastive Learning of Asset Embeddings from Financial Time Series
by Rian Dolphin & Barry Smyth & Ruihai Dong
- 2407.18583 CVA Sensitivities, Hedging and Risk
by St'ephane Cr'epey & Botao Li & Hoang Nguyen & Bouazza Saadeddine
- 2407.18582 Order-theoretical fixed point theorems for correspondences and application in game theory
by Lu Yu
- 2407.18519 TCGPN: Temporal-Correlation Graph Pre-trained Network for Stock Forecasting
by Wenbo Yan & Ying Tan
- 2407.18504 Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application
by Devang Sinha & Siddhartha P. Chakrabarty
- 2407.18334 A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin
by Abdul Jabbar & Syed Qaisar Jalil
- 2407.18327 The Structure of Financial Equity Research Reports -- Identification of the Most Frequently Asked Questions in Financial Analyst Reports to Automate Equity Research Using Llama 3 and GPT-4
by Adria Pop & Jan Sporer
- 2407.18324 AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction
by Shengkun Wang & Taoran Ji & Jianfeng He & Mariam Almutairi & Dan Wang & Linhan Wang & Min Zhang & Chang-Tien Lu
- 2407.18206 Starting Small: Prioritizing Safety over Efficacy in Randomized Experiments Using the Exact Finite Sample Likelihood
by Neil Christy & A. E. Kowalski
- 2407.18103 Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
by Tian Guo & Emmanuel Hauptmann
- 2407.17975 Recursive Optimal Stopping with Poisson Stopping Constraints
by Gechun Liang & Wei Wei & Zhen Wu & Zhenda Xu
- 2407.17888 Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm
by Anders Bredahl Kock & David Preinerstorfer
- 2407.17884 Generalization of Zhou fixed point theorem
by Lu Yu
- 2407.17866 Financial Statement Analysis with Large Language Models
by Alex Kim & Maximilian Muhn & Valeri Nikolaev
- 2407.17731 Optimal Trade and Industrial Policies in the Global Economy: A Deep Learning Framework
by Zi Wang & Xingcheng Xu & Yanqing Yang & Xiaodong Zhu
- 2407.17645 Hopfield Networks for Asset Allocation
by Carlo Nicolini & Monisha Gopalan & Jacopo Staiano & Bruno Lepri
- 2407.17624 Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs
by Felix Drinkall & Janet B. Pierrehumbert & Stefan Zohren
- 2407.17589 Diversity in Choice as Majorization
by Federico Echenique & Teddy Mekonnen & M. Bumin Yenmez
- 2407.17523 How does the national new area impact the local economy? -- An empirical analysis from Zhoushan
by Yi Zheng
- 2407.17489 Cognitive Spillover in Human-AI Teams
by Christoph Riedl & Saiph Savage & Josie Zvelebilova
- 2407.17401 Estimation of bid-ask spreads in the presence of serial dependence
by Xavier Brouty & Matthieu Garcin & Hugo Roccaro
- 2407.17393 Market Making with Exogenous Competition
by Robert Boyce & Martin Herdegen & Leandro S'anchez-Betancourt
- 2407.17385 Formalising causal inference as prediction on a target population
by Benedikt Holtgen & Robert C. Williamson
- 2407.17293 Fintech and MSEs Innovation: an Empirical Analysis
by Siyu Chen & Qing Guo
- 2407.17151 High order approximations and simulation schemes for the log-Heston process
by Aur'elien Alfonsi & Edoardo Lombardo
- 2407.17084 Effect of Austerity Measures on Infant Mortality: Evidence from Greece
by Robert J. Kolesar & Rok Spruk
- 2407.17048 Artificial intelligence and financial crises
by Jon Danielsson & Andreas Uthemann
- 2407.17037 Robust Comparative Statics with Misspecified Bayesian Learning
by Aniruddha Ghosh
- 2407.17014 Simulation in discrete choice models evaluation: SDCM, a simulation tool for performance evaluation of DCMs
by Amirreza Talebi
- 2407.16987 Quantity Limits on Addictive Goods
by Eric Gao
- 2407.16950 Identification and inference of outcome conditioned partial effects of general interventions
by Zhengyu Zhang & Zequn Jin & Lihua Lin
- 2407.16885 Automated Market Making and Decentralized Finance
by Marcello Monga
- 2407.16878 On the Separability of Vector-Valued Risk Measures
by c{C}au{g}{i}n Ararat & Zachary Feinstein
- 2407.16854 Impacts of National Cultures on Managerial Decisions of Engaging in Core Earnings Management
by Muhammad Rofiqul Islam & Abdullah Al Mehdi
- 2407.16838 Bridging Climate Awareness and Sustainable Entrepreneurship: A Conceptual Framework Based on the Theory of Planned Behavior
by Muhammad Rofiqul Islam & Abdullah Al Mehdi
- 2407.16813 Short-maturity asymptotics for VIX and European options in local-stochastic volatility models
by Dan Pirjol & Xiaoyu Wang & Lingjiong Zhu
- 2407.16780 The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
by Natalia Roszyk & Robert 'Slepaczuk
Printed from https://ideas.repec.org/s/arx/papers41.html