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Content
2021
- 2106.04338 Engines of Power: Electricity, AI, and General-Purpose Military Transformations
by Jeffrey Ding & Allan Dafoe
- 2106.04239 The Russian practice of applying cluster approach in regional development
by Victor Grebenik & Yuri Tarasenko & Dmitry Zerkin & Mattia Masolletti
- 2106.04237 Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data
by Yu-Chin Hsu & Martin Huber & Ying-Ying Lee & Chu-An Liu
- 2106.04218 Modeling Portfolios with Leptokurtic and Dependent Risk Factors
by Piero Quatto & Gianmarco Vacca & Maria Grazia Zoia
- 2106.04114 Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction
by Liu Ziyin & Kentaro Minami & Kentaro Imajo
- 2106.04028 Deep Learning Statistical Arbitrage
by Jorge Guijarro-Ordonez & Markus Pelger & Greg Zanotti
- 2106.03716 How to handle negative interest rates in a CIR framework
by Marco Di Francesco & Kevin Kamm
- 2106.03700 Superconsistency of Tests in High Dimensions
by Anders Bredahl Kock & David Preinerstorfer
- 2106.03691 On the "mementum" of Meme Stocks
by Michele Costola & Matteo Iacopini & Carlo R. M. A. Santagiustina
- 2106.03643 Prevention Is Better Than Cure: Experimental Evidence From Milk Fever Incidence in Dairy Animals of Haryana, India
by A. G. Adeeth Cariappa & B. S. Chandel & Gopal Sankhala & Veena Mani & Sendhil R & Anil Kumar Dixit & B. S. Meena
- 2106.03560 Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes
by Raviar Karim & Roger J. A. Laeven & Michel Mandjes
- 2106.03467 The Intellectual Property Protection System of the Foreign Investment Law: Basic Structure, Motivation and Game Logic
by Luo Ying
- 2106.03417 Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification
by Alvaro Arroyo & Bruno Scalzo & Ljubisa Stankovic & Danilo P. Mandic
- 2106.03272 Signatured Deep Fictitious Play for Mean Field Games with Common Noise
by Ming Min & Ruimeng Hu
- 2106.03263 Estimating the number of entities with vacancies using administrative and online data
by Maciej Berk{e}sewicz & Herman Cherniaiev & Robert Pater
- 2106.03176 The Limits of Multi-task Peer Prediction
by Shuran Zheng & Fang-Yi Yu & Yiling Chen
- 2106.03156 Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
- 2106.03070 Linear Rescaling to Accurately Interpret Logarithms
by Nick Huntington-Klein
- 2106.03035 Online Trading Models with Deep Reinforcement Learning in the Forex Market Considering Transaction Costs
by Koya Ishikawa & Kazuhide Nakata
- 2106.03007 Truthful Self-Play
by Shohei Ohsawa
- 2106.02945 The Rohingyas of Rakhine State: Social Evolution and History in the Light of Ethnic Nationalism
by Sarwar J. Minar & Abdul Halim
- 2106.02917 On the Stratification of Product Portfolios
by Vikram Govindan & Wei Xie
- 2106.02916 3D Tensor-based Deep Learning Models for Predicting Option Price
by Muyang Ge & Shen Zhou & Shijun Luo & Boping Tian
- 2106.02861 Optimal Taxation of Assets
by Nicolaus Tideman & Thomas Mecherikunnel
- 2106.02780 Learning Treatment Effects in Panels with General Intervention Patterns
by Vivek F. Farias & Andrew A. Li & Tianyi Peng
- 2106.02546 Testing the Goodwin Growth Cycles with Econophysics Approach in 2002-2019 Period in Turkey
by Kerim Eser Afc{s}ar & Mehmet Ozyi~git & Yusuf Yuksel & Umit Ak{i}nc{i}
- 2106.02522 Price graphs: Utilizing the structural information of financial time series for stock prediction
by Junran Wu & Ke Xu & Xueyuan Chen & Shangzhe Li & Jichang Zhao
- 2106.02512 Interdependence of Growth, Structure, Size and Resource Consumption During an Economic Growth Cycle
by Carey W. King
- 2106.02446 Modeling premiums of non-life insurance companies in India
by Kartik Sethi & Siddhartha P. Chakrabarty
- 2106.02418 Explicit no arbitrage domain for sub-SVIs via reparametrization
by Claude Martini & Arianna Mingone
- 2106.02371 Cupid's Invisible Hand: Social Surplus and Identification in Matching Models
by Alfred Galichon & Bernard Salani'e
- 2106.02263 Unbiased Optimal Stopping via the MUSE
by Zhengqing Zhou & Guanyang Wang & Jose Blanchet & Peter W. Glynn
- 2106.02187 Time-dependent relations between gaps and returns in a Bitcoin order book
by Roberto Mota Navarro & Paulino Monroy Castillero & Francois Leyvraz
- 2106.02150 Interactive Communication in Bilateral Trade
by Jieming Mao & Renato Paes Leme & Kangning Wang
- 2106.02149 Optimal Pricing Schemes for an Impatient Buyer
by Yuan Deng & Jieming Mao & Balasubramanian Sivan & Kangning Wang
- 2106.02131 Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio
by Taras Bodnar & Nestor Parolya & Erik Thorsen
- 2106.02031 Change-Point Analysis of Time Series with Evolutionary Spectra
by Alessandro Casini & Pierre Perron
- 2106.02024 Combinatorial Algorithms for Matching Markets via Nash Bargaining: One-Sided, Two-Sided and Non-Bipartite
by Ioannis Panageas & Thorben Trobst & Vijay V. Vazirani
- 2106.01952 Personalized Communication Strategies: Towards A New Debtor Typology Framework
by Minou Ghaffari & Maxime Kaniewicz & Stephan Stricker
- 2106.01947 The Smoothed Satisfaction of Voting Axioms
by Lirong Xia
- 2106.01936 Entropic measure unveils country competitiveness and product specialization in the World trade web
by Gianluca Teza & Michele Caraglio & Attilio L. Stella
- 2106.01815 Adding fuel to human capital: Exploring the educational effects of cooking fuel choice from rural India
by Shreya Biswas & Upasak Das
- 2106.01787 Theoretical and methodological approaches to the study of the problem of corruption
by Valeri Lipunov & Vladislav Shirshikov & Jonathan Lewis
- 2106.01681 The Origin of Corporate Control Power
by Jie He & Min Wang
- 2106.01340 Transaction Fee Mechanism Design
by Tim Roughgarden
- 2106.01281 Law-invariant functionals that collapse to the mean: Beyond convexity
by Felix-Benedikt Liebrich & Cosimo Munari
- 2106.01200 Numerical valuation of American basket options via partial differential complementarity problems
by Karel in 't Hout & Jacob Snoeijer
- 2106.00839 Algorithmic Insurance
by Dimitris Bertsimas & Agni Orfanoudaki
- 2106.00830 Justice as a Social Bargain and Optimization Problem
by Andreas Siemoneit
- 2106.00788 Retrospective causal inference via matrix completion, with an evaluation of the effect of European integration on cross-border employment
by Jason Poulos & Andrea Albanese & Andrea Mercatanti & Fan Li
- 2106.00647 Mapping the NFT revolution: market trends, trade networks and visual features
by Matthieu Nadini & Laura Alessandretti & Flavio Di Giacinto & Mauro Martino & Luca Maria Aiello & Andrea Baronchelli
- 2106.00581 $N$-player and Mean-field Games in It\^{o}-diffusion Markets with Competitive or Homophilous Interaction
by Ruimeng Hu & Thaleia Zariphopoulou
- 2106.00536 Crime and Mismeasured Punishment: Marginal Treatment Effect with Misclassification
by Vitor Possebom
- 2106.00483 Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints
by Oliver Richters
- 2106.00465 Decision Towards Green Careers and Sustainable Development
by Adam Sulich & Malgorzata Rutkowska & Uma Shankar Singh
- 2106.00464 The Green Management Towards a Green Industrial Revolution
by Malgorzata Rutkowska & Adam Sulich
- 2106.00460 Mobility and Economic Impact of COVID-19 Restrictions in Italy using Mobile Network Operator Data
by Michele Vespe & Umberto Minora & Stefano Maria Iacus & Spyridon Spyratos & Francesco Sermi & Matteo Fontana & Biagio Ciuffo & Panayotis Christidis
- 2106.00350 The causal effect of political power on the provision of public education: Evidence from a weighted voting system
by Lindgren Erik & Per Pettersson-Lidbom & Bjorn Tyrefors
- 2106.00348 The Causal Effect of Transport Infrastructure: Evidence from a New Historical Database
by Lindgren Erik & Per Pettersson-Lidbom & Bjorn Tyrefors
- 2106.00288 A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
by Chao Wang & Richard Gerlach
- 2106.00213 Cash versus Kind: Benchmarking a Child Nutrition Program against Unconditional Cash Transfers in Rwanda
by Craig McIntosh & Andrew Zeitlin
- 2106.00125 Optimal Claiming of Social Security Benefits
by Steven Diamond & Stephen Boyd & David Greenberg & Mykel Kochenderfer & Andrew Ang
- 2106.00123 Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review
by Tidor-Vlad Pricope
- 2106.00091 Optimal Algorithms for Multiwinner Elections and the Chamberlin-Courant Rule
by Kamesh Munagala & Zeyu Shen & Kangning Wang
- 2106.00088 Robust Merging of Information
by Henrique de Oliveira & Yuhta Ishii & Xiao Lin
- 2105.15197 A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees
by Victor Chernozhukov & Whitney K. Newey & Rahul Singh
- 2105.15175 An algebraic approach to revealed preferences
by Mikhail Freer & Cesar Martinelli
- 2105.15008 Multi-step Reflection Principle and Barrier Options
by Hangsuck Lee & Gaeun Lee & Seongjoo Song
- 2105.14996 Assessing Brazilian agri-food policies: what impact on family farms?
by Valdemar J. Wesz Junior & Simone Piras & Catia Grisa & Stefano Ghinoi
- 2105.14959 Determinants of budget deficits: Focus on the effects from the COVID-19 crisis
by Dragan Tevdovski & Petar Jolakoski & Viktor Stojkoski
- 2105.14752 Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations
by Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang
- 2105.14587 Bioelectrical brain activity can predict prosocial behavior
by Mikhail Kunavin & Tatiana Kozitsina & Mikhail Myagkov & Irina Kozhevnikova & Mikhail Pankov & Ludmila Sokolova
- 2105.14560 An Implementation Approach to Rotation Programs
by Ville Korpela & Michele Lombardi & Riccardo D. Saulle
- 2105.14382 Asset volatility forecasting:The optimal decay parameter in the EWMA model
by Axel A. Araneda
- 2105.14325 A tensor-based unified approach for clustering coefficients in financial multiplex networks
by Paolo Bartesaghi & Gian Paolo Clemente & Rosanna Grassi
- 2105.14318 Estimating air quality co-benefits of energy transition using machine learning
by Da Zhang & Qingyi Wang & Shaojie Song & Simiao Chen & Mingwei Li & Lu Shen & Siqi Zheng & Bofeng Cai & Shenhao Wang
- 2105.14199 Impact of Public and Private Investments on Economic Growth of Developing Countries
by Faruque Ahamed
- 2105.14198 Comprehensive Analysis On Determinants Of Bank Profitability In Bangladesh
by Md Saimum Hossain & Faruque Ahamed
- 2105.14194 Constraint-Based Inference of Heuristics for Foreign Exchange Trade Model Optimization
by Nikolay Ivanov & Qiben Yan
- 2105.14193 Characterization of the probability and information entropy of a process with an exponentially increasing sample space and its application to the Broad Money Supply
by Laurence F Lacey
- 2105.14081 Specification tests for GARCH processes
by Giuseppe Cavaliere & Indeewara Perera & Anders Rahbek
- 2105.13903 Three Remarks On Asset Pricing
by Victor Olkhov
- 2105.13898 Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH
by Jaydip Sen & Sidra Mehtab & Abhishek Dutta
- 2105.13891 SoK: Yield Aggregators in DeFi
by Simon Cousaert & Jiahua Xu & Toshiko Matsui
- 2105.13822 Behavior of Liquidity Providers in Decentralized Exchanges
by Lioba Heimbach & Ye Wang & Roger Wattenhofer
- 2105.13727 Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection
by Kieran Wood & Stephen Roberts & Stefan Zohren
- 2105.13652 Cybersecurity and Sustainable Development
by Adam Sulich & Malgorzata Rutkowska & Agnieszka Krawczyk-Jezierska & Jaroslaw Jezierski & Tomasz Zema
- 2105.13556 Blending Advertising with Organic Content in E-Commerce: A Virtual Bids Optimization Approach
by Carlos Carrion & Zenan Wang & Harikesh Nair & Xianghong Luo & Yulin Lei & Xiliang Lin & Wenlong Chen & Qiyu Hu & Changping Peng & Yongjun Bao & Weipeng Yan
- 2105.13510 A Note on Optimal Fees for Constant Function Market Makers
by Robin Fritsch & Roger Wattenhofer
- 2105.13401 Learning about latent dynamic trading demand
by Xiao Chen & Jin Hyuk Choi & Kasper Larsen & Duane J. Seppi
- 2105.13341 Correlation Concern
by Andrew Ellis
- 2105.13320 Neural Options Pricing
by Timothy DeLise
- 2105.13151 A Computational Model of the Institutional Analysis and Development Framework
by Nieves Montes
- 2105.13126 An Introduction To Regret Minimization In Algorithmic Trading: A Survey of Universal Portfolio Techniques
by Thomas Orton
- 2105.12915 Ordered Reference Dependent Choice
by Xi Zhi Lim
- 2105.12891 Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models
by Laura Liu & Alexandre Poirier & Ji-Liang Shiu
- 2105.12878 Corruption Determinants, Geography, and Model Uncertainty
by Sajad Rahimian
- 2105.12825 Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading
by Zhihan Zhou & Liqian Ma & Han Liu
- 2105.12704 A Structural Model of Business Card Exchange Networks
by Juan Nelson Mart'inez Dahbura & Shota Komatsu & Takanori Nishida & Angelo Mele
- 2105.12699 Managing Manufacturing and Delivery of Personalised Medicine: Current and Future Models
by Andreea Avramescu & Richard Allmendinger & Manuel L'opez-Ib'a~nez
- 2105.12469 Effects of limited and heterogeneous memory in hidden-action situations
by Patrick Reinwald & Stephan Leitner & Friederike Wall
- 2105.12432 Assessing asset-liability risk with neural networks
by Patrick Cheridito & John Ery & Mario V. Wuthrich
- 2105.12342 A data-driven approach to beating SAA out-of-sample
by Jun-ya Gotoh & Michael Jong Kim & Andrew E. B. Lim
- 2105.12336 Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market
by Christoph J. Borner & Ingo Hoffmann & Jonas Krettek & Lars M. Kurzinger & Tim Schmitz
- 2105.12334 On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications
by Christoph J. Borner & Ingo Hoffmann & Jonas Krettek & Lars M. Kurzinger & Tim Schmitz
- 2105.12304 Multi-Dimensional Screening: Buyer-Optimal Learning and Informational Robustness
by Rahul Deb & Anne-Katrin Roesler
- 2105.12298 Direct Implementation with Evidence
by Soumen Banerjee & Yi-Chun Chen & Yifei Sun
- 2105.12293 Deep Kernel Gaussian Process Based Financial Market Predictions
by Yong Shi & Wei Dai & Wen Long & Bo Li
- 2105.12292 The Effect of Providing Peer Information on Evaluation for Gender Equalized and ESG Oriented Firms: An Internet Survey Experiment
by Eiji Yamamura
- 2105.12267 Effects of COVID-19 Vaccine Developments and Rollout on the Capital Market -- A Case Study
by Maximilian Vierlboeck & Roshanak Rose Nilchiani
- 2105.12087 Quantum algorithm for credit valuation adjustments
by Javier Alcazar & Andrea Cadarso & Amara Katabarwa & Marta Mauri & Borja Peropadre & Guoming Wang & Yudong Cao
- 2105.12072 Conditional Non-Lattice Integration, Pricing and Superhedging
by Christian Bender & Sebastian E. Ferrando & Alfredo L. Gonzalez
- 2105.12044 Climate, Agriculture and Food
by Ariel Ortiz-Bobea
- 2105.11892 Measuring Financial Advice: aligning client elicited and revealed risk
by John R. J. Thompson & Longlong Feng & R. Mark Reesor & Chuck Grace & Adam Metzler
- 2105.11840 How residence permits affect the labor market attachment of foreign workers: Evidence from a migration lottery in Liechtenstein
by Berno Buechel & Selina Gangl & Martin Huber
- 2105.11829 Perception of corruption influences entrepreneurship inside established companies
by F. Javier Sanchez-Vidal & Camino Ramon-Llorens
- 2105.11761 The Giving Game
by Peter Weijland
- 2105.11756 Environmental Kuznets Curve & Effectiveness of International Policies: Evidence from Cross Country Carbon Emission Analysis
by Elvan Ece Satici & Bayram Cakir
- 2105.11716 Impact of Financial Inclusion on the Socio-Economic Status of Rural and Urban Households of Vulnerable Sections in Karnataka
by Manohar Serrao & Aloysius Sequeira & K. V. M. Varambally
- 2105.11679 Fat Tails and Black Swans: Exact Results for Multiplicative Processes with Resets
by Dami'an H. Zanette & Susanna Manrubia
- 2105.11405 The relationship between economic growth and environment. Testing the EKC hypothesis for Latin American countries
by C. Seri & A. de Juan Fernandez
- 2105.11398 A Category for Extensive-Form Games
by Peter A. Streufert
- 2105.11376 Can we imitate the principal investor's behavior to learn option price?
by Xin Jin
- 2105.11268 A Random Attention and Utility Model
by Nail Kashaev & Victor H. Aguiar
- 2105.11195 Optimal system design for energy communities in multi-family buildings: the case of the German Tenant Electricity Law
by Fritz Braeuer & Max Kleinebrahm & Elias Naber & Fabian Scheller & Russell McKenna
- 2105.11184 Empirical Analysis of Service Quality, Reliability and End-User Satisfaction on Electronic Banking in Nigeria
by Esther Enoch Yusuf & Abubakar Bala
- 2105.11182 Vector autoregression models with skewness and heavy tails
by Sune Karlsson & Stepan Mazur & Hoang Nguyen
- 2105.11080 Does energy efficiency affect ambient PM2.5? The moderating role of energy investment
by Cunyi Yang & Tinghui Li & Khaldoon Albitar
- 2105.11077 Does Geopolitics Have an Impact on Energy Trade? Empirical Research on Emerging Countries
by Fen Li & Cunyi Yang & Zhenghui Li & Pierre Failler
- 2105.11053 Arbitrage-free neural-SDE market models
by Samuel N. Cohen & Christoph Reisinger & Sheng Wang
- 2105.11044 Information Cascades and Social Learning
by Sushil Bikhchandani & David Hirshleifer & Omer Tamuz & Ivo Welch
- 2105.10995 The Problems of Personal Income Tax on Revenue Generation in Gombe State
by Abubakar Bala & Esther Yusuf Enoch & Salisu Yakubu
- 2105.10991 Evaluating the Effect of Credit Collection Policy on Portfolio Quality of Micro-Finance Bank
by Esther Yusuf Enoch & Abubakar Mahmud Digil & Usman Abubakar Arabo
- 2105.10965 Inference for multi-valued heterogeneous treatment effects when the number of treated units is small
by Marina Dias & Demian Pouzo
- 2105.10871 Financial Time Series Analysis and Forecasting with HHT Feature Generation and Machine Learning
by Tim Leung & Theodore Zhao
- 2105.10866 Towards Artificial Intelligence Enabled Financial Crime Detection
by Zeinab Rouhollahi
- 2105.10865 Blessing or Curse of Democracy?: Current Evidence from the Covid-19 Pandemic
by Ryan P. Badman & Yunxin Wu & Keigo Inukai & Rei Akaishi
- 2105.10743 Dominance Solvability in Random Games
by Noga Alon & Kirill Rudov & Leeat Yariv
- 2105.10677 Probabilistic Fixed Ballot Rules and Hybrid Domains
by Shurojit Chatterji & Souvik Roy & Soumyarup Sadhukhan & Arunava Sen & Huaxia Zeng
- 2105.10623 Model-Free Finance and Non-Lattice Integration
by Christian Bender & Sebastian Ferrando & Alfredo Gonzalez
- 2105.10599 Pricing multivariate european equity option using gaussian mixture distributions and evt-based copulas
by Hassane Abba Mallam & Diakarya Barro & Yameogo WendKouni & Bisso Saley
- 2105.10567 Deprivation, Crime, and Abandonment: Do Other Midwestern Cities Have 'Little Detroits'?
by Scott W. Hegerty
- 2105.10467 Deep learning of transition probability densities for stochastic asset models with applications in option pricing
by Haozhe Su & M. V. Tretyakov & David P. Newton
- 2105.10464 Pravuil: Global Consensus for a United World
by David Cerezo S'anchez
- 2105.10430 Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units
by Zihao Zhang & Stefan Zohren
- 2105.10306 Turnover-Adjusted Information Ratio
by Feng Zhang & Xi Wang & Honggao Cao
- 2105.10265 The impact of Over The Top service providers on the Global Mobile Telecom Industry: A quantified analysis and recommendations for recovery
by Ahmed Awwad
- 2105.10252 A note on the CAPM with endogenously consistent market returns
by Andreas Krause
- 2105.10237 The impact of social media presence and board member composition on new venture success: Evidences from VC-backed U.S. startups
by P. A. Gloor & A. Fronzetti Colladon & F. Grippa & B. M. Hadley & S. Woerner
- 2105.10099 Learning from zero: how to make consumption-saving decisions in a stochastic environment with an AI algorithm
by Rui & Shi
- 2105.10019 Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention
by Daniel Poh & Bryan Lim & Stefan Zohren & Stephen Roberts
- 2105.10007 Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400
by Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang
- 2105.10002 Identification and Estimation of a Partially Linear Regression Model using Network Data: Inference and an Application to Network Peer Effects
by Eric Auerbach
- 2105.09976 Epistemic Planning with Attention as a Bounded Resource
by Gaia Belardinelli & Rasmus K. Rendsvig
- 2105.09782 Estimation of economic losses due to milk fever and efficiency gains if prevented: evidence from Haryana, India
by A. G. A. Cariappa & B. S. Chandel & G. Sankhala & V. Mani & R. Sendhil & A. K. Dixit & B. S. Meena
- 2105.09736 Exploring trade-offs between landscape impact, land use and resource quality for onshore variable renewable energy: an application to Great Britain
by R. McKenna & I. Mulalic & I. Soutar & J. M. Weinand & J. Price & S. Petrovic & K. Mainzer
- 2105.09581 Valuation of European Options under an Uncertain Market Price of Volatility Risk
by Bartosz Jaroszkowski & Max Jensen
- 2105.09576 State-Promoted Investment for Industrial Reforms: an Information Design Approach
by Keeyoung Rhee & Myungkyu Shim & Ji Zhang
- 2105.09473 Dependence Modeling and Risk Assessment of a Financial Portfolio with ARMA-APARCH-EVT models based on HACs
by Dodo Natatou Moutari & Hassane Abba Mallam & Diakarya Barro & Bisso Saley
- 2105.09445 Two Sample Unconditional Quantile Effect
by Atsushi Inoue & Tong Li & Qi Xu
- 2105.09383 Guaranteeing Maximin Shares: Some Agents Left Behind
by Hadi Hosseini & Andrew Searns
- 2105.09375 Calibrated Click-Through Auctions: An Information Design Approach
by Dirk Bergemann & Paul Duetting & Renato Paes Leme & Song Zuo
- 2105.09276 A Fully Quantization-based Scheme for FBSDEs
by Giorgia Callegaro & Alessandro Gnoatto & Martino Grasselli
- 2105.09264 Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning
by Haoran Wang & Shi Yu
- 2105.09254 Multiply Robust Causal Mediation Analysis with Continuous Treatments
by Numair Sani & Yizhen Xu & AmirEmad Ghassami & Ilya Shpitser
- 2105.09154 Using four different online media sources to forecast the crude oil price
by M. Elshendy & A. Fronzetti Colladon & E. Battistoni & P. A. Gloor
- 2105.09148 Online Labour Index 2020: New ways to measure the world's remote freelancing market
by Fabian Stephany & Otto Kassi & Uma Rani & Vili Lehdonvirta
- 2105.09140 Forecasting with fractional Brownian motion: a financial perspective
by Matthieu Garcin
- 2105.08988 A Simple Model of Monetary Policy under Phillips-Curve Causal Disagreements
by Ran Spiegler
- 2105.08814 A Generalized Framework for Measuring Pedestrian Accessibility around the World Using Open Data
by Shiqin Liu & Carl Higgs & Jonathan Arundel & Geoff Boeing & Nicholas Cerdera & David Moctezuma & Ester Cerin & Deepti Adlakha & Melanie Lowe & Billie Giles-Corti
- 2105.08804 Efficient approximations for utility-based pricing
by Laurence Carassus & Massinissa Ferhoune
- 2105.08786 Anabolic Persuasion
by Kfir Eliaz & Ran Spiegler
- 2105.08766 Trading-off Bias and Variance in Stratified Experiments and in Matching Studies, Under a Boundedness Condition on the Magnitude of the Treatment Effect
by Cl'ement de Chaisemartin
- 2105.08689 Incorporating Social Welfare in Program-Evaluation and Treatment Choice
by Debopam Bhattacharya & Tatiana Komarova
- 2105.08664 Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket
by Farzan Soleymani & Eric Paquet
- 2105.08475 AI and Shared Prosperity
by Katya Klinova & Anton Korinek
- 2105.08377 Liquidity Stress Testing in Asset Management -- Part 2. Modeling the Asset Liquidity Risk
by Thierry Roncalli & Amina Cherief & Fatma Karray-Meziou & Margaux Regnault
- 2105.08349 Optimal Lockdown Policies driven by Socioeconomic Costs
by Elena Gubar & Laura Policardo & Edgar J. Sanchez Carrera & Vladislav Taynitskiy
- 2105.08346 Identification robust inference for moments based analysis of linear dynamic panel data models
by Maurice J. G. Bun & Frank Kleibergen
- 2105.08345 Double robust inference for continuous updating GMM
by Frank Kleibergen & Zhaoguo Zhan
- 2105.08310 BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling
by Dave Cliff
- 2105.08208 A Tale of Two Tails: A Model-free Approach to Estimating Disaster Risk Premia and Testing Asset Pricing Models
by Tjeerd de Vries
- 2105.08182 Improvements to Modern Portfolio Theory based models applied to electricity systems
by Gabriel Malta Castro & Claude Klockl & Peter Regner & Johannes Schmidt & Amaro Olimpio Pereira Jr
- 2105.08139 Optimal Portfolio with Power Utility of Absolute and Relative Wealth
by Andrey Sarantsev
- 2105.08133 Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices
by Tim Leung & Theodore Zhao
- 2105.08048 Wealth rheology
by Zdzislaw Burda & Malgorzata J. Krawczyk & Krzysztof Malarz & Malgorzata Snarska
- 2105.07959 Choice Set Confounding in Discrete Choice
by Kiran Tomlinson & Johan Ugander & Austin R. Benson
- 2105.07915 Hedging Goals
by Thomas Krabichler & Marcus Wunsch
- 2105.07867 What shapes climate change perceptions in Africa? A random forest approach
by Juan B Gonzalez & Alfonso Sanchez
- 2105.07824 Are the Spatial Concentrations of Core-City and Suburban Poverty Converging in the Rust Belt?
by Scott W. Hegerty
- 2105.07823 Bank Density, Population Density, and Economic Deprivation Across the United States
by Scott W. Hegerty
- 2105.07822 Acquisitive Crimes, Time of Day, and Multiunit Housing in the City of Milwaukee
by Scott W. Hegerty
- 2105.07821 Spatial Measures of Socioeconomic Deprivation: An Application to Four Midwestern Industrial Cities
by Scott W. Hegerty
- 2105.07815 Putting a Compass on the Map of Elections
by Niclas Boehmer & Robert Bredereck & Piotr Faliszewski & Rolf Niedermeier & Stanis{l}aw Szufa
- 2105.07749 Studying the association of online brand importance with museum visitors: An application of the semantic brand score
by A. Fronzetti Colladon & F. Grippa & R. Innarella
- 2105.07727 Using social network and semantic analysis to analyze online travel forums and forecast tourism demand
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