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Content
2026
- 2607.12568 Interpreting (and testing) factor loadings
by A. Monta~n'es & E. Ruiz
- 2607.12479 Ito-Wentzell Formula and Dupire Stochastic PDE
by Vladimir Lucic
- 2607.12414 Beyond Consistent Scenarios: Deriving Indirect Influence, Transition Resistance, and Adjustment Dynamics
by Andrew G. Ross & Julia Gershenzon & Andreas Kleefeld
- 2607.12412 Choice at Finite Capacity: The Bounded Agent as an Information Channel and the Recovery of Walrasian Demand
by Avishek Bhandari
- 2607.12407 Statistical Properties and Power Analysis of Divergence Measures for Credit Risk Model Monitoring
by Abdullah Karasan & Alper Hekimou{g}lu
- 2607.12371 First They Came for the Others: A Theory of Divide-and-Conquer
by Yeon-Koo Che & Jinyuqi Huang & Wooyoung Lim
- 2607.12345 Forecasting Inflation with Microdata: An Adaptive Machine Learning Approach
by Catherine Chen & Chen Gao & Jonathon Hazell & Lihua Lei & Chen Lian
- 2607.12299 Q-SCM: A Quantum-Sequential Choice Model for Driver Mental State Evolution
by Rulla Al-Haideri & Bilal Farooq & Karim Ismail
- 2607.12248 When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting
by Taizhen Cheung
- 2607.12219 Partial Identification with Multiple Nonlinear Measurements of a Latent Regressor
by Burhan Ogut & Michelle Yin
- 2607.12205 A Unified Credit Expansion Theory on Housing Cycle: Causal Evidence for Within- and Cross-Metro Patterns in the Prior, Boom, Bust, and Recovery Periods
by Bo Li
- 2607.12156 (Early) AI Compute Asset Pricing
by Federico M. Bandi & Yinan Su
- 2607.11983 Removable Defects: The Economics and Limits of Deliberate Deficiency
by Cheng Qian
- 2607.11961 KRAFT: A Transaction-Level Dataset for Korean Apartment Sales Integrated with Contextual Indicators
by Sejin Myung & Hyungjoon Kim
- 2607.11935 Eigenvector rotation precedes eigenvalue-based early-warning signals: a TVP-Kalman approach to detecting critical transitions
by Gildas Tiwang Ngueuleweu
- 2607.11922 Modeling the Dynamic Relationship Between Brent Crude Oil Prices and the Nepal Stock Exchange: An Integrated Econometric and Explainable Machine Learning Approach
by Anamol Khadka & Milan Arjel & Ayush Lataula & Aayam Dhakal & Prajun Trital & Mingmar Sherpa & Biman Rimal
- 2607.11920 Sensitivity to Subjective Expected Utility Maximization: A Methodological Study, with an Illustrative Application to LLM Decision-Making
by Jeff Helzner
- 2607.11694 Calibrated Horizon-Weighted Local Projection Designs for Markov Switchbacks
by Makoto Nakakita & Teruo Nakatsuma
- 2607.11658 Robust Welfare Decentralization under Population Entry
by Yi-You Yang
- 2607.11335 Minimizing Benchmark-Relative Drawdown Duration via Occupation Time Penalization
by Jun Sekine & Marcus Wunsch
- 2607.11328 Strategic OTC market making with reputation feedback
by Alexander Barzykin
- 2607.11268 Can looser ties sustain marriage? A dynamic matching model of specialisation and divorce
by Stefan Hubner & Jan Kabatek
- 2607.11240 From PBS to ePBS: the Microstructure of Block Building
by Jingyu Liu & Bolin Zhang & Lin William Cong & Siguang Li & Xuechao Wang
- 2607.11054 When and Why Na\"ive Diversification Works: A Simple Diagnostic Strategy
by Han Feng & Difang Huang & Jue Wang & Zhengjun Zhang
- 2607.10997 Network games with three types of players
by Shan Pei & Wenjie Cao & Boyu Zhang
- 2607.10963 Efficient Online Proportional Sampling with Applications to Smoothed Online Learning
by Amirmahdi Mirfakhar & Maria-Florina Balcan & Hedyeh Beyhaghi
- 2607.10960 Reinforcement Learning for Execution under Dynamic Fees in a Closed-Loop DEX Simulator
by Wen-Ting Wang
- 2607.10943 It Takes Two to Tango, but More to Assess Systemic Risk: Credit Networks Through the Lens of Hypergraphs
by Federico D. Forte
- 2607.10934 Multidimensional stochastic liquidity in Kyle's model of informed trading
by Ibrahim Ekren & Evangelos A. Nikitopoulos & Lu Vy
- 2607.10919 Diffusion of tacit knowledge in a company: a mathematical model based on diffusion on graphs
by Rados{l}aw A. Kycia & Agnieszka Niemczynowicz & Andrzej Buszko
- 2607.10876 Not All Family Firms Are Alike: How Founder-Led and Governance-Entrenched Family Control Shape the Trading Environment Around the Firm
by Douglas Cumming & Esteban Hernandez & Shan Ji
- 2607.10819 Top Trading Cycles in Large Markets: The Asymptotic Irrelevance of Priorities
by Yeon-Koo Che & Olivier Tercieux
- 2607.10810 Diachronic Sample Integration: Robust Tail-Risk Estimation with Generative Models
by Shuning Zhao & Patrick Wong & Leran Zhang & Xiaolin Hu
- 2607.10756 Doctor-Optimal Stability in Unitary Many-to-Many Markets
by Yi-You Yang
- 2607.10700 An Extreme Value Perspective on Learning Stress Laws
by Mantu Gupta & Anand Deo
- 2607.10613 Network-Adjusted GMM Estimation under Network Uncertainty
by Tadao Hoshino
- 2607.10558 Local Asymptotic Power of Honest Confidence Intervals
by Hugo Freeman
- 2607.10542 optimal credit portfolio and consumption with regime switching and default contagion
by Fei Sun & Wenyuan Wang & Kaixin Yan
- 2607.10519 Dynamically Consistent Statistical Decisions
by Cheaheon Lim & Yechan Park
- 2607.10503 A Cascade of Volterra-Operator BBP Transitions in a Correlated Wigner Matrix
by Masato Hisakado
- 2607.10460 Learning from an Unknown DGP: Experimental Evidence on Belief Updating with AI Recommendations
by Matthew Kovach & Daniel Martin & Gerelt Tserenjigmid
- 2607.10435 Information Comparison of Order Statistics, with Applications to Auctions and Voting
by Alfredo Di Tillio & Marco Ottaviani & Peter N. S{o}rensen
- 2607.10385 Prices and Competition in Vertically Integrated Launch Markets
by Akhil Rao
- 2607.10297 Recovering Structural Organization in Noisy Correlation Networks Using Financial Systems as a Testbed
by Imran Ansari & Shashi Jain & Srikanth K. Iyer
- 2607.10276 Bayesian Robustness Values for Modern Causal Panel Estimators via Riesz Representations
by Makoto Nakakita & Takahiro Hoshino
- 2607.10246 Inference for Fixed Effects Estimators when Panels are Unbalanced
by Daniel Czarnowske & Amrei Stammann
- 2607.10228 Whom Should a Platform Amplify? Truth, Engagement, and Networked Polarization
by Zaruhi Hakobyan
- 2607.10204 Bifurcation mechanism at a sustain point of a long narrow economy
by Kyiohiro Ikeda & Hiroki Aizawa & Jos'e M. Gaspar
- 2607.10145 Scoring Rules as Least-Squares Estimators
by Satoru Fujishige & Satoshi Nakada
- 2607.10064 Fair Division with Binary Valuations: Characterizations
by Florian Brandl & Warut Suksompong & Nicholas Teh
- 2607.10043 The Projection Solution to the Incidental Parameter Problem
by Andrew Chesher & Adam M. Rosen & Yuanqi Zhang
- 2607.09990 Economic Power in International Trade
by Ashwin Bhattathiripad & Vipin P Veetil
- 2607.09951 Macroeconomic Risks from Maritime Trade Disruptions
by Vipin P. Veetil & Fathimath S. Vemmarath
- 2607.09906 Depth-Efficient Quantum Topological Data Analysis for Regime-Specific Detection of Financial Stress
by Arul Rhik Mazumder & Shreyan Ronit Mazumder
- 2607.09820 Learning Predictive Ambiguity Sets for Decision-Focused Distributionally Robust Optimization
by Junjie Guo
- 2607.09702 Fundamental market design as a layer of AI-agent alignment
by Omar Inverso & Emilio Tuosto & Dragisa Zunic
- 2607.09620 Non-Equilibrium Economics: A Physicist's Point of View
by Jean-Philippe Bouchaud
- 2607.09608 Media Measurement and the Assisted Own Goal: Attribution, Marketing-Mix Models, and Individual-Level Incrementality
by Tobias Konitzer
- 2607.09589 Regional Economic Impacts of the Just Energy Transition: Lessons for Coal Regions
by Imke Rhoden & Jae-Hyuck Lee
- 2607.09568 Perturbed utility Markovian traffic equilibrium: theory and computation
by Rui Yao & Kenan Zhang
- 2607.09566 Large-Scale Portfolio Optimization Problem Under Cardinality Constraint With Enhanced Multi-Objective Evolutionary Algorithms
by Danial Ramezani & Mostafa Abouei Ardakan
- 2607.09556 A novel robust mixed integer linear programming model for index tracking problem under no rebalancing: heuristic optimization approach
by Danial Ramezani & Mostafa Abouei Ardakan & Mohamadreza Dehghani Ahmadabad
- 2607.09536 Misspecified regressions with mixed regressors: robust inference and causal interpretation
by Mengsi Gao & Peng Ding
- 2607.09514 Does Regulation Bite at Gateways? Evidence from MiCA and Stablecoins
by Nicola Borri & Kirill Shakhnov
- 2607.09505 Objective and subjective entropy measures of portfolio suboptimality
by Ati S Sharma
- 2607.09461 Deep Learning for Dynamic Programming with Recursive Utility Using First-order Conditions
by Xianhua Peng & Wu Guo & Songyan Wang & Jianfei Zhu
- 2607.09435 Voting Biases in Decentralized Autonomous Organization (DAO) Governance
by Stefano Balietti & Pietro Saggese & Markus Strohmaier
- 2607.09426 The Quarter-Hour Effect: Periodic Algorithmic Trading and Return Predictability in Cryptocurrency Futures
by Chan Kim & Peter Reinhard Hansen
- 2607.09355 Ever since Ellsberg
by Aluma Dembo & Shachar Kariv & Matthew Polisson & John K. -H. Quah
- 2607.09269 From Centrality Discounts to Centrality Premia: Interoperability and Platform Competition in Social Networks
by Weiming Li & Jing Sun & Xinxi Song & Bin Wu
- 2607.09230 When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures
by Joohyoung Jeon
- 2607.09132 Distortion risk measures of step-weighted distribution
by Chunle Huang
- 2607.09121 Augmenting Fundamental Analysis with Large Language Models: A RAG-Based System for Generating Investor Briefs
by Bartosz Zi'o{l}ko & Kacper Dobrzeniewski
- 2607.08920 AI Adoption in S&P 500 Firms
by Yang Yu & Martin Fleming & Lucy Hampton & Christophe Combemale & Neil Thompson
- 2607.08907 Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism
by Jan Novotny
- 2607.08849 Experimental Evidence on the Learning Impact of Generative AI
by Zara Contractor & Germ'an Reyes
- 2607.08759 Measuring Consumption with Credit Card Data: Benchmarking and Beyond
by Aditya Aladangady & Ricardo Duque Gabriel & Carlo Wix
- 2607.08706 Directional AI Advice: Experimental Evidence from Healthcare
by Yuyu Chen & Hongbin Li & Lingsheng Meng & Xinyao Qiu & Qingxu Yang
- 2607.08681 SolarChain-Eval: A Physics-Constrained Benchmark for Trustworthy Economic Agents in Decentralized Energy Markets
by Shilin Ou & Yifan Xu & Luyao Zhang
- 2607.08640 A Design-Based Approach to Testing and Inference in (Quasi-)Experiments with Spillovers
by Yechan Park
- 2607.08610 Sharing economy in the era of full automation: Evidence from autonomous vehicle on-demand mobility services
by Xiaoyan Wang & Kenan Zhang & Yaochen Ma
- 2607.08531 Optimal Prediction of Resistance and Support Levels under Constant Elasticity of Variance Processes
by Ruibo Ma
- 2607.08525 Causal Effects of Protocol-Fee Changes on Liquidity Provision in Automated Market Makers
by Wen-Ting Wang
- 2607.08524 Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers
by Pietro Saggese & Michael Sigmund & Burkhard Raunig & Esther Segalla & Bernhard Haslhofer & Christos Makridis
- 2607.08500 Estimating the Stochastic Discount Factor from Option Prices and Predicting the Equity Premium
by Kenichiro Shiraya & Tomohisa Yamakami & Akira Yamazaki
- 2607.08346 Grounded Event Extraction from SEC 8-K Filings with a Fine-Grained Taxonomy
by Rian Dolphin & Joe Dursun & Jarrett Blankenship & Katie Adams & Quinton Pike
- 2607.08324 Shared-Donor Inference for Heterogeneity in Many-Group Synthetic Difference-in-Differences
by Takahiro Hoshino & Makoto Nakakita
- 2607.08293 Sufficientarian Grading Rules and Rankings: Characterizations and Implementation
by Marcello Basili & Ernesto Savaglio & Stefano Vannucci
- 2607.08291 Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making
by Ying Chen & Hoa Nguyen & Julian Sester & Hoang Hai Tran & Yijiong Zhang
- 2607.08218 Random Utility Model with Endogenously Assigned Menus
by Kai Wang
- 2607.08199 Volatility in Prediction Markets: A Structural Approach
by Weiye Xi & Ciamac C. Moallemi & Mallesh Pai & Shouqiao Wang
- 2607.08153 A Comparative Review of Methods to Create a Composite Index for Sustainable and Inclusive Wellbeing
by Ricardo da Silva Vieira & Mario Biggeri & Peter Benczur & Robert Costanza & Joseph Eastoe & Tuuli Hirvilammi & Ida Kubiszewski & Matteo Mazziotta & Kenneth Mulder & Taketo Muroya & Kelsey J. OConnor & Francesco Sarracino & Nikos Rigas & Enrico Giovannini & Rutger Hoekstra & Daniel Hopp & Edwin Horlings & Petra Krylova & Michele Melchiorri & Heriberto Tapia & Oscar Smallenbroek
- 2607.07982 Bundling Complements
by Weijie Zhong
- 2607.07864 Inflation as an emergent phenomenon
by Alessio Emanuele Biondo & Mauro Gallegati
- 2607.07849 The Impact of Publicly Funded Small Business Advisory Services: Firm Take-up and Performance in the United States
by Scott Kaplan & Ryan Raimondi
- 2607.07770 Helping Hands, Healthier Infants: The Effect of Medicaid Doula Coverage Mandates on Birth Outcomes
by Farhad V. Farahani
- 2607.07768 Cascading Effects of the COVID-19 Pandemic on Barangays in the Philippines
by Naomi Ashley Amparo & John Frederick Muji & Paul James Montecillo & Jaymar Soriano & Vena Pearl Bongolan
- 2607.07655 Robustness to Model Uncertainties Drives More Rapid CO2 Emissions Reductions
by Lisa Rennels & Frank Errickson & David Smith & Bryan Parthum & Klaus Keller & David Anthoff
- 2607.07652 Answering Without Referring: How AI Search Rewrites the Web's Economic Bargain
by Qiaoni Shi & Kai Zhu & Kai Gu
- 2607.07524 Robust Inference for Weighted Estimands
by Vod Vilfort
- 2607.07465 Innovating Risk Modelling for Global Funds
by Swaraj Gambhir & Thanu George & Kairavi Sivasankar
- 2607.07353 The Joneses Visit an Economics Lab
by Mikhail Freer & Daniel Friedman & Christian Ghiglino & Elke Weidenholzer
- 2607.07315 Thermodynamic description of worldwide distribution of energy and carbon emission
by Klaus M. Frahm & Dima L. Shepelyansky
- 2607.07280 Evaluation and Assignment with Networked Competition and Spillovers
by Antonio Cabrales & Wenhao Cheng
- 2607.07207 Memory Scarcity, Open Models, and the Restructuring of the AI Industry, 2026-2030 -- A quantitative scenario analysis of inference economics, training-cost divergence, and infrastructure solvency
by Satoshi Matsuoka
- 2607.07055 Identifying the MPC-Liquidity Gradient in High-Quality Data
by Mikael Carlsson & Marco D'Amico & Erik Oberg & Oskar N. Skans & Karl Walentin
- 2607.06908 Iterative detection of global factors near the BBP phase transition
by Andr'es Garc'ia-Medina
- 2607.06806 Will AstroForge Collapse the PGM Market?
by Robert T. Nachtrieb & Steven J. Smith
- 2607.06702 Dynamic Causal Portfolio Choice: Hedging the Rotation of the Common-Driver Manifold
by Alejandro Rodriguez Dominguez
- 2607.06690 tsbootstrap: Distribution-Free Uncertainty Quantification and Conformal Prediction for Time Series
by Sankalp Gilda
- 2607.06599 Selection of Efficient Monetary Equilibria Through Aggregate Real Savings-Based Taylor Rule
by Leandro Lyra Braga Dognini
- 2607.06502 What Useful Alphas?
by Andrew Y. Chen & Ivo Welch
- 2607.06427 The U.S. Mortality Crisis as a Preston Curve Reversal
by Ritikaa Khanna & Rourke O'Brien & Andrew Stokes & Atheendar Venkataramani & Elizabeth Wrigley-Field
- 2607.06412 A Machine-Learning-Compatible Omnibus Test for Treatment Effect Heterogeneity
by Elia Lapenta & Anthony Strittmatter & Pedro Vergara Merino
- 2607.06373 Error Propagation in Spectral Functionals of Shrinkage Covariance Estimators: Perturbation Bounds and Calibrated Inference
by Ahmad Koman
- 2607.06368 Factor-Augmented Machine Learning Panel Regressions
by Andrii Babii & Luca Barbaglia & Eric Ghysels & Jonas Striaukas
- 2607.06355 Entropic Dynamics of Jump-Diffusion Option Pricing
by Mohammad Abedi
- 2607.06340 Signature-based identification of volatility models from path geometry
by `Oscar Bur'es & Rafael De Santiago
- 2607.06316 Does Financial Trading Smooth Non-Convex Markets?
by Nicolas Stevens & Peter Cramton & Martial Toniotti
- 2607.06282 Axioms for Correlated Equilibrium
by Florian Brandl
- 2607.06220 Stable Sentiment and Persistent Dynamics in U.S. Economic News over 45 Years
by Luis Enrique Correa Rocha
- 2607.06204 Arbitrage-Free Multi-Maturity Risk-Neutral Marginals
by Hao Qin & Ruozhong Yang & Charlie Che & Liming Feng
- 2607.06153 From Gravity to Confinement: Wealth Redistribution as Optimal Drift Design in the Fokker-Planck Framework
by Anders G Fr{o}seth
- 2607.06144 Ordering by Unanimity: Giving Applications Sequencing Rights Without Breaking Composability
by Andrea Canidio
- 2607.06121 Can Reinforcement Learning Efficiently Discover Price Manipulation?
by Ioanna-Yvonni Tsaknaki & Andrea Macr`i & Fabrizio Lillo
- 2607.06117 Relief-Gated Relative Rotation for QQQ-DIA Allocation: Globally Screened Relative States, Fixed Position Mapping, Incremental Interaction Admission, and Walk-Forward Validation
by Zheli Xiong
- 2607.05932 Network games with heterogeneous players
by Wenjie Cao & Angel Sanchez & Boyu Zhang
- 2607.05882 Revision Risk in Real-Time Macroeconomic Forecasting
by Yizhou & Kuang
- 2607.05878 Bolivia and an IMF Extended Fund Facility: Financial Sustainability, Verifiable Social Sustainability, and Net Financing Additionality
by Ricardo Alonzo Fern'andez Salguero
- 2607.05862 A Framework for Transportation and Land Use Integration as a Parallel Constrained Multiple Discrete-Continuous Extreme Value (PC-MDCEV) Home Production Model
by Jason Hawkins & Khandker Nurul Habib
- 2607.05802 Failure Privacy and Safe Collective Expression with Social Assurance Contracts
by Matthew Cashman
- 2607.05792 Estimating Causal Effects from Data Generated by Stochastic Algorithms
by Susan Athey & Guido Imbens & Zoe Ji
- 2607.05699 Identification, Estimation and Inference Based on Structural Error Projection
by Chaohua Dong & Jiti Gao & Oliver Linton & Bin Peng
- 2607.05697 Stability and Dual Valuation of Contingent Claims under Rockafellian Perturbations
by Wolfgang Breytmann & Julio Deride & Nicol'as Hern'andez
- 2607.05695 Structural Divergence of the Roman--Byzantine Trade Network, 0--1453\,CE: Persistent Homology, Topological Velocity, and Criticality Indicators of Imperial Collapse
by Jose de Jesus Bernal-Alvarado & David Delepine & Carlos Pinedo Guadarrama
- 2607.05686 Risk Aversion Reversals
by Po Hyun Sung & Ben Wincelberg
- 2607.05660 The Impossibility of a Gerrymander-Proof Representative Democracy
by John Mori
- 2607.05627 Fighting discrimination with reputation: The case of online platforms
by Xavier Lambin & Emil Palikot
- 2607.05558 Agreement and Diversity in Interpretation
by Francesco Bilotta & Luca Braghieri & Collin Raymond & Mark Whitmeyer
- 2607.05534 Empirical Global Games of Regime Change
by Matthew J. Baker & Khaled Eltokhy & Weichao Guo
- 2607.05484 SHARC: SHAP-Based Interpretability in Machine Learning Risk Models for Regulatory Capital under ICAAP and CCAR
by Ujjwala Vadrevu
- 2607.05460 By Law, Every Zero-Mean Risk Is the Difference of Two Equally Distributed Risks
by Mark Whitmeyer
- 2607.05440 Retrieval over Reasoning: A Cost-Controlled Benchmark of Language Models for Energy-Retrofit Recommendation
by Eliseo Curcio
- 2607.05414 Redistricting Compactness as Constrained Perimeter Minimization: Soap Bubble Theory and Discrete Approximation
by Mark B Garman
- 2607.05350 Approximate Minimax Estimation of a Bounded Normal Mean via Stochastic Mirror Ascent
by Jos'e Luis Montiel Olea & Ekaterina Zubova
- 2607.05320 Causal Separation in Portfolio Choice: Screening-Off Information and Conditional Risk
by Alejandro Rodriguez Dominguez
- 2607.05291 Forecasting Realized Volatility with Time Series Foundation Models: A Comparison with Econometric Benchmarks
by Alessio Brini
- 2607.05215 Variance Estimation for Saturated Fixed-Effect Specifications
by Stanis{l}aw M. S. Halkiewicz
- 2607.05141 Square-Root Price Impact Is Necessary for Endogenous Manipulation Cycles in Learning-Agent Markets
by Yang Zhou & Jianwen Chen & Ruipeng Wei
- 2607.05091 Overshooting the Coordinate: Where Factor Corrections Land on Characteristic Axes
by Useong Shin
- 2607.05011 Reaction-boundary variance and adjoint-consistent local-volatility projection
by Chris Angstmann & Tim Gebbie
- 2607.04958 Look-Ahead-Freedom as Temporal Non-Interference: A Verifiable Correctness Property for Backtesting and Agentic Trading Pipelines
by Xavier Fonseca
- 2607.04956 The Geography of Private Sector Agricultural Innovation in the USA: Evidence from Patents
by Matt Clancy
- 2607.04885 Learning Where to Look: Delaunay Matching for Policy Choice and Data Collection
by Giacomo Opocher
- 2607.04781 Renewing Reliability: Valuation and Credit Risk Adjustments for Renewable Power Purchase Agreements
by Nicola Bartolini & Silvia Romagnoli & Amia Santini
- 2607.04753 Fooling Yourself: how narratives shape beliefs
by Andrea Albertazzi & Paolo Pin & Marco Stimolo & Alessandro Stringhi
- 2607.04743 Stabilized Higher-Order Influence Functions: Statistical Theory of a Class of Bilinear Forms
by Na Liu & Chang Li & Yujia Gu & Lin Liu
- 2607.04717 Rockafellian relaxation and minimum-norm slack for the Walrasian equilibrium problem
by Julio Deride
- 2607.04708 Strategic Buying Agents
by Mingyang Fu & Ming Hu
- 2607.04567 Causal Overlap Effects: A Cumulative Fixed Effect Approach
by Jingying He & Felix Elwert
- 2607.04468 IMF Programs and Growth: A Source-Informed Robustness Reanalysis
by Ricardo Alonzo Fern'andez Salguero
- 2607.04392 Adapted Law Invariance and Time-Consistent Dynamic Risk Measures
by Mathias Beiglbock & Silvana M. Pesenti & Maxime Sylvestre
- 2607.04380 Properties of the Conditional Likelihood Ratio Test under Discrete Approximation
by Marcelo J. Moreira & Mahrad Sharifvaghefi
- 2607.04346 Preference-fitting Framework: Elicited Utility Function and PHARA Approximation
by Rui Dai & Zongxia Liang & Yang Liu
- 2607.04345 Strategic Information Disclosure in Algorithmic Pricing
by Chengcheng Wang & Zexin Ye
- 2607.04322 The neglected contributions of Thomas C. Schelling to the economics of climate change
by Richard S. J. Tol
- 2607.04308 Markov Information Processes
by Furkan Sezer
- 2607.04280 Order Splitting and Liquidity Replenishment Are Jointly Necessary for the Square-Root Law of Market Impact:
by Yang Zhou & Jianwen Chen & Ruipeng Wei
- 2607.04278 Deep Learning for Dynamic Programming with Recursive Utility
by Xianhua Peng & Wu Guo
- 2607.04257 Randomization Tests in Randomized Saturation Designs
by Jizhou Liu & Azeem M. Shaikh & Liang Zhong
- 2607.04221 A Limit Order Market with Uncertain Informed Trading Participation
by Umut c{C}etin & Mingwei Lin
- 2607.04130 A Gabor--Epps uncertainty principle for traders
by Tim Gebbie
- 2607.04103 Governing Generative AI Across Financial Institutions: A Framework for Generative AI Risk Control
by Dennis Mao & Alessandra Lin & Yixin Kang & Yiqing Wang
- 2607.03980 Selecting Proportional Juries
by Eisho Takatsuji
- 2607.03962 Distilling Models of Bounded-Rational Choice: A Constraint Programming Approach
by Ozgur Akgun & Georgios Gerasimou
- 2607.03955 Strategy-Proof Probabilistic Social Choice Correspondences under Conditional Expected Utility
by Madhuparna Karmokar & Ujjwal Kumar & Soumyarup Sadhukhan
- 2607.03933 Rational Bubbles at the Spectral Edge: An Operator-Spectral Theory of Fragility, Identification and Finite-Sample Certification
by Avishek Bhandari
- 2607.03888 Local Gaussian Correlation in the Tails: A Scarcity Diagnostic, an Optimal Local Bandwidth, and the Limits of Adaptivity
by Akash Deep & Gagan Deep
- 2607.03868 Tax Migration as Social Contagion: A Tipping-Point Model with Application to the Scandinavian Wealth Tax Debate
by Anders G Fr{o}seth
- 2607.03858 A Spectral Generalisation of the Variance Ratio: Eigenstructure of Long-Horizon Portfolio Covariance and a Multi-Memory Factor Model of U.S. Equity Returns
by Anders G Fr{o}seth
- 2607.03793 Sectoral contributions to sustainable development in Turkiye: Which sector is more effective?
by Emre Akusta
- 2607.03718 Remote Work: Driver or Deterrent of Digital Product Innovation
by Fangchen Song & Yixuan Liu & Ashish Agarwal
- 2607.03669 Split-Session Cluster GARCH for Overnight and Intraday Returns: The Role of Tail Heterogeneity
by Xinxian Chen & Peter Reinhard Hansen & Chen Tong
- 2607.03665 A Pseudo Panel Difference-in-Differences (DiD) Analysis of Online Shopping Behavior in the Puget Sound Regional Council (PSRC) Region
by Jason Hawkins & Usman Ahmed & Omid Armantalab
- 2607.03648 Demand reduction and initial endowments in consignment auctions
by Kiho Yoon
- 2607.03646 Crypto-Microeconomics: The Distribution of Bitcoin Wealth Among Diverse Economic Agents
by Syed Azhar Hussain & Kashif Ahmad & Mubashir Husain Rehmani
- 2607.03625 Congestion Games with Heterogeneous Valuations: An Optimal Transport Approach
by Pan-Yang Su & Negar Mehr & Shankar Sastry
- 2607.03331 When Does Heteroskedasticity Matter? A Contrast-Specific Theory of Robust Inference
by Ulrich Hounyo
- 2607.03305 Cash-invariant hull representation of divergence preferences
by Alev{s} v{C}ern'y & Johannes Ruf & Martin Schweizer
- 2607.03298 A harmonised dataset for Earth system foundation models
by Carlos Rodriguez-Pardo & Massimo Tavoni
- 2607.03239 Exact conditional simulation of Point processes: Application to pathwise market impact estimation
by Joseph Lecl`ere & Youssef Ouazzani Chahdi & Mathieu Rosenbaum & Gr'egoire Szymanski
- 2607.03214 Resolving the Binding Constraint on Circular Economy: Principal Return Rate as Interest-Free Monetary Architecture
by Amir Rashid
- 2607.03144 DSGE as a Structured World Model:Benchmarking Counterfactual Generalization in Economic Worlds
by Wenli Xu
- 2607.03124 Open Bitcoin Metrics: Verifiable Full-Node-Derived Bitcoin Time Series for Economic Research
by Diego R. Llanos
- 2607.03115 Beyond the Fixed Price: Valuation and Risk of Non-Standard Renewable PPAs
by Nicola Bartolini & Silvia Romagnoli & Amia Santini
- 2607.03113 Rebate versus Matching, Again: How Opt-in Reshapes the Effectiveness of Price-Equivalent Subsidies
by Shusaku Sasaki & Takunori Ishihara & Hiroki Kato
- 2607.03082 Portfolio Optimization and Tail-Risk Analytics of Actively Managed ETFs
by William W. Lamptey & Nicholas Appiah & Abootaleb Shirvani & Priscilla Ati-Tay & Svetlozar T. Rachev & Frank J. Fabozzi
- 2607.02978 Urban Reconstruction and Population Redistribution: Evidence from Tokyo after the Great Kanto Earthquake
by Kota Ogasawara
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