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Content
2024
- 2407.03781 Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
by Lucija v{Z}igni'c & Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar
- 2407.03760 GraphCNNpred: A stock market indices prediction using a Graph based deep learning system
by Yuhui Jin
- 2407.03725 Is Inference Conditional on Not Rejecting a Pre-test Less Reliable than Unconditional Inference?
by Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille
- 2407.03616 When can weak latent factors be statistically inferred?
by Jianqing Fan & Yuling Yan & Yuheng Zheng
- 2407.03595 Machine Learning for Economic Forecasting: An Application to China's GDP Growth
by Yanqing Yang & Xingcheng Xu & Jinfeng Ge & Yan Xu
- 2407.03527 Minute-by-Minute: Financial Markets' Reaction to the 2020 U.S. Election
by Matthew DeHaven & Hannah Firestone & Chris Webster
- 2407.03521 Algorithmic Collusion And The Minimum Price Markov Game
by Igor Sadoune & Marcelin Joanis & Andrea Lodi
- 2407.03517 The geographic flow of bank funding and access to credit: Branch networks, local synergies and competition
by Victor Aguirregabiria & Robert Clark & Hui Wang
- 2407.03504 Prices and Concentration: A U-shape? Theory and Evidence from Renewables
by Michele Fioretti & Junnan He & Jorge Tamayo
- 2407.03431 Optimal hedging with variational preferences under convex risk measures
by Marcelo Righi
- 2407.03285 The not-so-hidden risks of 'hidden-to-maturity' accounting: on depositor runs and bank resilience
by Zachary Feinstein & Grzegorz Halaj & Andreas Sojmark
- 2407.03279 Finely Stratified Rerandomization Designs
by Max Cytrynbaum
- 2407.03265 Wild inference for wild SVARs with application to heteroscedasticity-based IV
by Bulat Gafarov & Madina Karamysheva & Andrey Polbin & Anton Skrobotov
- 2407.02948 Information Greenhouse: Optimal Persuasion for Medical Test-Avoiders
by Zhuo Chen
- 2407.02901 Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
by Nicola F. Zaugg & Lech A. Grzelak
- 2407.02831 Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment
by Len Patrick Dominic M. Garces & Yang Shen
- 2407.02536 Reducing False Discoveries in Statistically-Significant Regional-Colocation Mining: A Summary of Results
by Subhankar Ghosh & Jayant Gupta & Arun Sharma & Shuai An & Shashi Shekhar
- 2407.02496 DeFi's Concentrated Liquidity From Scratch
by Mark B. Richardson & Stefan Loesch
- 2407.02323 Comparative Patience
by Mark Whitmeyer
- 2407.02262 Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints
by Joshua C. C. Chan & Davide Pettenuzzo & Aubrey Poon & Dan Zhu
- 2407.02236 Indian Stock Market Prediction using Augmented Financial Intelligence ML
by Anishka Chauhan & Pratham Mayur & Yeshwanth Sai Gokarakonda & Pooriya Jamie & Naman Mehrotra
- 2407.02183 How do financial variables impact public debt growth in China? An empirical study based on Markov regime-switching model
by Tianbao Zhou & Zhixin Liu & Yingying Xu
- 2407.02003 Policy Changes and Growth Slowdown: Assessing the Lost Decade of the Latin American Miracle
by Emiliano Toni & Pablo Paniagua & Patricio 'Ordenes
- 2407.01953 CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
by Yupeng Cao & Zhiyuan Yao & Zhi Chen & Zhiyang Deng
- 2407.01844 An Efficient and Sybil Attack Resistant Voting Mechanism
by Jeremias Lenzi
- 2407.01818 Predicting public market behavior from private equity deals
by Paolo Barucca & Flaviano Morone
- 2407.01577 MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading
by Xi Cheng & Jinghao Zhang & Yunan Zeng & Wenfang Xue
- 2407.01572 Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning
by Jaydip Sen & Hetvi Waghela & Sneha Rakshit
- 2407.01566 A Parametric Contextual Online Learning Theory of Brokerage
by Franc{c}ois Bachoc & Tommaso Cesari & Roberto Colomboni
- 2407.01564 Decarbonization analysis on residential end uses in the emerging economies
by Ran Yan & Minda Ma
- 2407.01555 Unveiling Patterns in European Airbnb Prices: A Comprehensive Analytical Study Using Machine Learning Techniques
by Trinath Sai Subhash Reddy Pittala & Uma Maheswara R Meleti & Hemanth Vasireddy
- 2407.01550 Quantitative Investment Diversification Strategies via Various Risk Models
by Maysam Khodayari Gharanchaei & Prabhu Prasad Panda & Xilin Chen
- 2407.01545 In the Shadow of Smith`s Invisible Hand: Risks to Economic Stability and Social Wellbeing in the Age of Intelligence
by Jo-An Occhipinti & William Hynes & Ante Prodan & Harris A. Eyre & Roy Green & Sharan Burrow & Marcel Tanner & John Buchanan & Goran Ujdur & Frederic Destrebecq & Christine Song & Steven Carnevale & Ian B. Hickie & Mark Heffernan
- 2407.01542 Benchmark-Neutral Pricing
by Eckhard Platen
- 2407.01539 Household Leverage Cycle Around the Great Recession
by Bo Li
- 2407.01538 Beyond the Mean: Testing Consumer Rationality through Higher Moments of Demand
by Sebastiaan Maes & Raghav Malhotra
- 2407.01533 Organizational transformation: The impact of servant leadership on work ethic culture with burnout as a mediating factor in the hospitality industry
by Darul Wiyono & Rinaldi Tanjung & Hedi Setiadi & Sri Marini & Yayan Sugiarto
- 2407.01532 Regulating Cryptocurrency and Decentralized Finance for an Inclusive Economy
by Amrutha Muralidhar & Muralidhar Lakkanna
- 2407.01528 Random Attention and Unobserved Reference Alternatives
by Varun Bansal
- 2407.01458 Contractual Reinforcement Learning: Pulling Arms with Invisible Hands
by Jibang Wu & Siyu Chen & Mengdi Wang & Huazheng Wang & Haifeng Xu
- 2407.01364 Co-benefits of Agricultural Diversification and Technology for Food and Nutrition Security in China
by Thomas Cherico Wanger & Estelle Raveloaritiana & Siyan Zeng & Haixiu Gao & Xueqing He & Yiwen Shao & Panlong Wu & Kris A. G. Wyckhuys & Wenwu Zhou & Yi Zou & Zengrong Zhu & Ling Li & Haiyan Cen & Yunhui Liu & Shenggen Fan
- 2407.01057 AI-powered Chatbots: Effective Communication Styles for Sustainable Development Goals
by Ennio Bilancini & Leonardo Boncinelli & Eugenio Vicario
- 2407.00890 Macroeconomic Forecasting with Large Language Models
by Andrea Carriero & Davide Pettenuzzo & Shubhranshu Shekhar
- 2407.00887 Portfolio optimisation: bridging the gap between theory and practice
by Cristiano Arbex Valle
- 2407.00813 Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks
by Qi Deng
- 2407.00751 Crosswashing in Sustainable Investing: Unveiling Strategic Practices Impacting ESG Scores
by Bertrand Kian Hassani & Yacoub Bahini
- 2407.00698 NourishNet: Proactive Severity State Forecasting of Food Commodity Prices for Global Warning Systems
by Sydney Balboni & Grace Ivey & Brett Storoe & John Cisler & Tyge Plater & Caitlyn Grant & Ella Bruce & Benjamin Paulson
- 2407.00636 Nash equilibria of games with generalized complementarities
by Lu Yu
- 2407.00266 Vector-valued robust stochastic control
by Igor Cialenco & Gabriela Kov'av{c}ov'a
- 2407.00199 Individuals, Crowds, and the Network Dynamics of Belief Accuracy
by Charlie Pilgrim & Joshua Becker
- 2407.00055 Counterexamples to "Transitive Regret"
by Yuan Chang & Shuo Li Liu
- 2407.00037 Information About Other Players in Mechanism Design
by Eric Yan
- 2407.00022 Entropy and Economics
by Martin Pomares Calero
- 2406.20063 Optimal consumption under loss-averse multiplicative habit-formation preferences
by Bahman Angoshtari & Xiang Yu & Fengyi Yuan
- 2406.20045 Single Transferable Vote and Paradoxes of Negative and Positive Involvement
by David McCune
- 2406.20029 Common Identification and Common Learning
by Martin W. Cripps
- 2406.20027 Information Entropy of the Financial Market: Modelling Random Processes Using Open Quantum Systems
by Will Hicks
- 2406.19956 Three Scores and 15 Years (1948-2023) of Rao's Score Test: A Brief History
by Anil K. Bera & Yannis Bilias
- 2406.19938 Non-Linearities in International Spillovers of the ECB$^\prime$s Monetary Policy. The Case of Non-ERM II Countries and Anti-Fragmentation Policy
by Iones Kelanemer Holban
- 2406.19702 Vector AutoRegressive Moving Average Models: A Review
by Marie-Christine Duker & David S. Matteson & Ruey S. Tsay & Ines Wilms
- 2406.19424 Gordon Growth Model with Vector Autoregressive Process
by Battulga Gankhuu
- 2406.19414 Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder
by Parley R Yang & Alexander Y Shestopaloff
- 2406.19412 Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
by Dennis Schroers
- 2406.19408 Modeling a Financial System with Memory via Fractional Calculus and Fractional Brownian Motion
by Patrick Geraghty
- 2406.19406 Dissecting Multifractal detrended cross-correlation analysis
by Borko Stosic & Tatijana Stosic
- 2406.19405 Electricity Spot Prices Forecasting Using Stochastic Volatility Models
by Andrei Renatovich Batyrov
- 2406.19403 Temporal distribution of clusters of investors and their application in prediction with expert advice
by Wojciech Wisniewski & Yuri Kalnishkan & David Lindsay & Si^an Lindsay
- 2406.19402 Modelling financial volume curves with hierarchical Poisson processes
by Creighton Heaukulani & Abhinav Pandey & Lancelot F. James
- 2406.19401 An empirical study of market risk factors for Bitcoin
by Shubham Singh
- 2406.19399 Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
by Andrew Estornell & Stylianos Loukas Vasileiou & William Yeoh & Daniel Borrajo & Rui Silva
- 2406.19261 Commodification of Compute
by Jesper Kristensen & David Wender & Carl Anthony
- 2406.19242 Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty
by Corrado De Vecchi & Max Nendel & Jan Streicher
- 2406.19222 Competitive balance in the UEFA Champions League group stage: Novel measures show no evidence of decline
by L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy
- 2406.19105 Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives
by Matthew J. Schneider & Rufus Rankin & Prabir Burman & Alexander Aue
- 2406.19063 Convex Choice
by Navin Kartik & Andreas Kleiner
- 2406.19033 Factor multivariate stochastic volatility models of high dimension
by Benjamin Poignard & Manabu Asai
- 2406.18936 Credit Ratings: Heterogeneous Effect on Capital Structure
by Helmut Wasserbacher & Martin Spindler
- 2406.18913 A Note on Identification of Match Fixed Effects as Interpretable Unobserved Match Affinity
by Suguru Otani & Tohya Sugano
- 2406.18685 Battery Operations in Electricity Markets: Strategic Behavior and Distortions
by Jerry Anunrojwong & Santiago R. Balseiro & Omar Besbes & Bolun Xu
- 2406.18471 Pareto-Nash Reversion Strategies: Three Period Dynamic Co-operative Signalling with Sticky Efficiency Wages
by Alfred A. B. Mayaki
- 2406.18463 Complexity Aversion
by Yuan Gu & Chao Hung Chan
- 2406.18457 Costly Signalling in DAOs
by Darcy W. E. Allen & Jason Potts & Julian Waters-Lynch & Max Parasol
- 2406.18440 New intelligent empowerment for digital transformation
by Peng Yifeng & Gao Chen
- 2406.18394 AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
by Hao Shi & Weili Song & Xinting Zhang & Jiahe Shi & Cuicui Luo & Xiang Ao & Hamid Arian & Luis Seco
- 2406.18206 LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
by Kamil Kashif & Robert 'Slepaczuk
- 2406.18194 Revisiting the capitalist road to communism: unconditional basic income and the post-labor world
by Robert van der Veen & Loek Groot
- 2406.18174 An elementary proof of representation of submodular function as an supremum of measures on $\sigma$-algebra with totally ordered generating class
by Tetsuya Hattori
- 2406.18123 Is the logistical engagement of stakeholders in short food chains a crucible of alternativity?
by Camille Horvath & C'eline Raimbert & Gwenaelle Raton
- 2406.18121 The Merton's Default Risk Model for Public Company
by Battulga Gankhuu
- 2406.17972 LABOR-LLM: Language-Based Occupational Representations with Large Language Models
by Susan Athey & Herman Brunborg & Tianyu Du & Ayush Kanodia & Keyon Vafa
- 2406.17708 Forecast Relative Error Decomposition
by Christian Gourieroux & Quinlan Lee
- 2406.17528 Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints
by Rudiger Frey & Theresa Traxler
- 2406.17308 Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data
by Zuzanna Kostecka & Robert 'Slepaczuk
- 2406.17278 Estimation and Inference for CP Tensor Factor Models
by Bin Chen & Yuefeng Han & Qiyang Yu
- 2406.17155 Optimizing Sparse Mean-Reverting Portfolio
by Sung Min Yoon
- 2406.17084 Information Revelation in Constant-Sum Games: Elections and Beyond
by Navin Kartik & Francesco Squintani & Katrin Tinn
- 2406.17056 Efficient two-sample instrumental variable estimators with change points and near-weak identification
by Bertille Antoine & Otilia Boldea & Niccolo Zaccaria
- 2406.16600 Profit Maximization In Arbitrage Loops
by Yu Zhang & Zichen Li & Tao Yan & Qianyu Liu & Nicolo Vallarano & Claudio Tessone
- 2406.16587 Velocity, Holding Time and Lifespan of Cryptocurrency in Transactions
by Yu Zhang & Mostafa Chegeni & Claudio Tessone
- 2406.16573 An Improved Algorithm to Identify More Arbitrage Opportunities on Decentralized Exchanges
by Yu Zhang & Tao Yan & Jianhong Lin & Benjamin Kraner & Claudio Tessone
- 2406.16510 Large Language Models in Student Assessment: Comparing ChatGPT and Human Graders
by Magnus Lundgren
- 2406.16505 $\text{Alpha}^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning
by Feng Xu & Yan Yin & Xinyu Zhang & Tianyuan Liu & Shengyi Jiang & Zongzhang Zhang
- 2406.16400 Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing
by Jinniao Qiu & Antony Ware & Yang Yang
- 2406.16221 F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data
by Zexing Xu & Linjun Zhang & Sitan Yang & Rasoul Etesami & Hanghang Tong & Huan Zhang & Jiawei Han
- 2406.16212 A Mechanism for Optimizing Media Recommender Systems
by Brian McFadden
- 2406.16199 Reinterpreting Economic Complexity: A co-clustering approach
by Carlo Bottai & Jacopo Di Iorio & Martina Iori
- 2406.16131 Computing the SSR
by Peter K. Friz & Jim Gatheral
- 2406.15905 Revealing risk preferences Evidence from Turkeys 2023 Earthquake
by Emily Quiroga & Michael Tanner
- 2406.15867 Hedging in Sequential Experiments
by Thomas Cook & Patrick Flaherty
- 2406.15702 Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia
by Rami V. Tabri & Mathew J. Elias
- 2406.15687 Canceled: A New Reliability Incentive for Energy-Only Electricity Markets
by Devin Mounts & Robin M. Cross
- 2406.15680 Calibrated Forecasting and Persuasion
by Atulya Jain & Vianney Perchet
- 2406.15667 Identification and Estimation of Causal Effects in High-Frequency Event Studies
by Alessandro Casini & Adam McCloskey
- 2406.15612 Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients
by Parisa Davar & Fr'ed'eric Godin & Jose Garrido
- 2406.15593 News Deja Vu: Connecting Past and Present with Semantic Search
by Brevin Franklin & Emily Silcock & Abhishek Arora & Tom Bryan & Melissa Dell
- 2406.15576 Contrastive Entity Coreference and Disambiguation for Historical Texts
by Abhishek Arora & Emily Silcock & Leander Heldring & Melissa Dell
- 2406.15522 Statistical Inference and A/B Testing in Fisher Markets and Paced Auctions
by Luofeng Liao & Christian Kroer
- 2406.15508 What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs
by Raeid Saqur
- 2406.15505 Integral Betti signature confirms the hyperbolic geometry of brain, climate, and financial networks
by Luigi Caputi & Anna Pidnebesna & Jaroslav Hlinka
- 2406.15453 Revisiting Monetarism: influence of Entropic Models
by Henry D. Vera Ramirez
- 2406.15373 Occupation Life Cycle
by Lan Chen & Yufei Ji & Xichen Yao & Hengshu Zhu
- 2406.15338 Network-Based Optimal Control of Pollution Growth
by Fausto Gozzi & Marta Leocata & Giulia Pucci
- 2406.15311 The disruption index suffers from citation inflation and is confounded by shifts in scholarly citation practice
by Alexander M. Petersen & Felber Arroyave & Fabio Pammolli
- 2406.15288 Difference-in-Differences when Parallel Trends Holds Conditional on Covariates
by Carolina Caetano & Brantly Callaway
- 2406.15282 Computing Optimal Manipulations in Cryptographic Self-Selection Proof-of-Stake Protocols
by Matheus V. X. Ferreira & Aadityan Ganesh & Jack Hourigan & Hannah Huh & S. Matthew Weinberg & Catherine Yu
- 2406.15215 Sound and Fury, Signifying Nothing? Impact of Data Breach Disclosure Laws
by Muhammad Zia Hydari & Yangfan Liang & Rahul Telang
- 2406.15197 Fiduciary Duty in the Municipal Bonds Market
by Baridhi Malakar
- 2406.15157 MIDAS-QR with 2-Dimensional Structure
by Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer
- 2406.14907 Maximum Flow is Fair: A Network Flow Approach to Committee Voting
by Mashbat Suzuki & Jeremy Vollen
- 2406.14776 Lessons From Model Risk Management in Financial Institutions for Academic Research
by Mahmood Alaghmandan & Olga Streltchenko
- 2406.14537 MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
by Chuqiao Zong & Chaojie Wang & Molei Qin & Lei Feng & Xinrun Wang & Bo An
- 2406.14469 Movement Prediction-Adjusted Naive Forecast: Is the Naive Baseline Unbeatable in Financial Time Series Forecasting?
by Cheng Zhang
- 2406.14382 Identification of fiscal SVAR-IVs in small open economies
by Henri Keranen & Sakari Lahdemaki
- 2406.14380 Estimating Treatment Effects under Algorithmic Interference: A Structured Neural Networks Approach
by Ruohan Zhan & Shichao Han & Yuchen Hu & Zhenling Jiang
- 2406.14238 The Economics of Coal Phaseouts: Auctions as a Novel Policy Instrument for the Energy Transition
by Sugandha Srivastav & Michael Zaehringer
- 2406.14198 Guaranteed shares of benefits and costs
by Anna Bogomolnaia & Herv'e Moulin
- 2406.14174 Redistribution Through Market Segmentation
by Victor Augias & Alexis Ghersengorin & Daniel M. A. Barreto
- 2406.14145 Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity
by C. Vladimir Rodr'iguez-Caballero & Esther Ruiz
- 2406.14074 Strong existence and uniqueness of a calibrated local stochastic volatility model
by Scander Mustapha
- 2406.14046 Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression
by Mikihito Nishi
- 2406.13969 Nonparametric Analysis of Random Utility Models Robust to Nontransitive Preferences
by Wilfried Youmbi
- 2406.13882 Allocation Requires Prediction Only if Inequality Is Low
by Ali Shirali & Rediet Abebe & Moritz Hardt
- 2406.13835 Bundling in Oligopoly: Revenue Maximization with Single-Item Competitors
by Moshe Babaioff & Linda Cai & Brendan Lucier
- 2406.13826 Testing identification in mediation and dynamic treatment models
by Martin Huber & Kevin Kloiber & Lukas Laffers
- 2406.13794 Adaptive Curves for Optimally Efficient Market Making
by Viraj Nadkarni & Sanjeev Kulkarni & Pramod Viswanath
- 2406.13789 Death, Taxes, and Inequality. Can a Minimal Model Explain Real Economic Inequality?
by John C. Stevenson
- 2406.13783 Nash equilibria of quasisupermodular games
by Lu Yu
- 2406.13749 Combining Combined Forecasts: a Network Approach
by Marcos R. Fernandes
- 2406.13726 Global Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models
by Zhouzhou Gu & Mathieu Lauri`ere & Sebastian Merkel & Jonathan Payne
- 2406.13563 Serotonin as a Creativity Pump
by Tariq Khan
- 2406.13539 Robust Lambda-quantiles and extremal distributions
by Xia Han & Peng Liu
- 2406.13508 Pricing VIX options under the Heston-Hawkes stochastic volatility model
by Oriol Zamora Font
- 2406.13486 Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms
by Duy Khanh Lam
- 2406.13395 Bayesian Inference for Multidimensional Welfare Comparisons
by David Gunawan & William Griffiths & Duangkamon Chotikapanich
- 2406.13166 Enhancing supply chain security with automated machine learning
by Haibo Wang & Lutfu S. Sua & Bahram Alidaee
- 2406.13122 Testing for Underpowered Literatures
by Stefan Faridani
- 2406.12999 A note on robust convex risk measures
by Marcelo Righi & Fernanda Muller
- 2406.12995 Essays on Responsible and Sustainable Finance
by Baridhi Malakar
- 2406.12983 Reinforcement Learning for Corporate Bond Trading: A Sell Side Perspective
by Samuel Atkins & Ali Fathi & Sammy Assefa
- 2406.12818 Optimal Bailouts in Diversified Financial Networks
by Krishna Dasaratha & Santosh Venkatesh & Rakesh Vohra
- 2406.12457 Data Trade and Consumer Privacy
by Jiadong Gu
- 2406.12445 DAOs' Business Value from an Open Systems Perspective: A Best-Fit Framework Synthesis
by Lukas Kung & George M. Giaglis
- 2406.12417 Fees in AMMs: A quantitative study
by Abe Alexander & Lars Fritz
- 2406.12305 Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences
by Kexin Chen & Kyunghyun Park & Hoi Ying Wong
- 2406.12279 Strategy-proof Selling: a Geometric Approach
by Mridu Prabal Goswami
- 2406.12278 Persuasion and Optimal Stopping
by Andrew Koh & Sivakorn Sanguanmoo & Weijie Zhong
- 2406.12098 Circular transformation of the European steel industry renders scrap metal a strategic resource
by Peter Klimek & Maximilian Hess & Markus Gerschberger & Stefan Thurner
- 2406.11940 Model-Based Inference and Experimental Design for Interference Using Partial Network Data
by Steven Wilkins Reeves & Shane Lubold & Arun G. Chandrasekhar & Tyler H. McCormick
- 2406.11913 Big data in economics
by Bogdan Oancea
- 2406.11908 Research on Trends in Illegal Wildlife Trade based on Comprehensive Growth Dynamic Model
by Run-Xuan Tang
- 2406.11903 A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges
by Yuqi Nie & Yaxuan Kong & Xiaowen Dong & John M. Mulvey & H. Vincent Poor & Qingsong Wen & Stefan Zohren
- 2406.11886 Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
by Haoren Zhu & Pengfei Zhao & Wilfred Siu Hung NG & Dik Lun Lee
- 2406.11728 Dynamic Evidence Disclosure: Delay the Good to Accelerate the Bad
by Jan Knoepfle & Julia Salmi
- 2406.11712 Incentive Contracts and Peer Effects in the Workplace
by Marc Claveria-Mayol & Pau Mil'an & Nicol'as Oviedo-D'avila
- 2406.11660 Moral Hazard with Network Effects
by Marc Claveria-Mayol
- 2406.11528 Optimal Robust Contract Design
by Bo Peng & Zhihao Gavin Tang
- 2406.11520 Operator Deep Smoothing for Implied Volatility
by Ruben Wiedemann & Antoine Jacquier & Lukas Gonon
- 2406.11467 Resilience of international oil trade networks under extreme event shock-recovery simulations
by Na Wei & Wen-Jie Xie & Wei-Xing Zhou
- 2406.11426 Can AI with High Reasoning Ability Replicate Human-like Decision Making in Economic Experiments?
by Ayato Kitadai & Sinndy Dayana Rico Lugo & Yudai Tsurusaki & Yusuke Fukasawa & Nariaki Nishino
- 2406.11405 Network growth under opportunistic attachment
by Carolina ES Mattsson
- 2406.11308 Management Decisions in Manufacturing using Causal Machine Learning -- To Rework, or not to Rework?
by Philipp Schwarz & Oliver Schacht & Sven Klaassen & Daniel Grunbaum & Sebastian Imhof & Martin Spindler
- 2406.11166 Hoping for the best while preparing for the worst in the face of uncertainty: a new type of incomplete preferences
by Pierre Bardier & Bach Dong-Xuan & Van-Quy Nguyen
- 2406.11046 Impact of the Availability of ChatGPT on Software Development: A Synthetic Difference in Differences Estimation using GitHub Data
by Alexander Quispe & Rodrigo Grijalba
- 2406.11024 Endogenous Attention and the Spread of False News
by Tuval Danenberg & Drew Fudenberg
- 2406.10978 Local wealth condensation for yard-sale models with wealth-dependent biases
by Christoph Borgers & Claude Greengard
- 2406.10972 Endogenous Identity in a Social Network
by Christian Ghiglino & Nicole Tabasso
- 2406.10837 EM Estimation of Conditional Matrix Variate $t$ Distributions
by Battulga Gankhuu
- 2406.10719 Trading Devil: Robust backdoor attack via Stochastic investment models and Bayesian approach
by Orson Mengara
- 2406.10695 Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
by Adam Korniejczuk & Robert 'Slepaczuk
- 2406.10648 Generalized FGM dependence: Geometrical representation and convex bounds on sums
by H'el`ene Cossette & Etienne Marceau & Alessandro Mutti & Patrizia Semeraro
- 2406.10465 Constrained mean-variance investment-reinsurance under the Cram\'er-Lundberg model with random coefficients
by Xiaomin Shi & Zuo Quan Xu
- 2406.10214 Universal randomised signatures for generative time series modelling
by Francesca Biagini & Lukas Gonon & Niklas Walter
- 2406.10136 Rationalizability, Cost-Rationalizability, and Afriat's Efficiency Index
by Matthew Polisson & John K. -H. Quah
- 2406.09959 Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport
by Linn Engstrom & Sigrid Kallblad & Johan Karlsson
- 2406.09765 Application of Natural Language Processing in Financial Risk Detection
by Liyang Wang & Yu Cheng & Ao Xiang & Jingyu Zhang & Haowei Yang
- 2406.09734 Embracing the Enemy
by 'Alvaro Delgado-Vega & Johannes Schneider
- 2406.09732 Finding pure Nash equilibria in large random games
by Andrea Collevecchio & Tuan-Minh Nguyen & Ziwen Zhong
- 2406.09582 Existence and structure of Nash equilibria for supermodular games
by Lu Yu
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