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Content
2025
- 2510.22294 There's Nothing in the Air
by Jacob Adenbaum & Fil Babalievsky & William Jungerman
- 2510.22232 Rational Adversaries and the Maintenance of Fragility: A Game-Theoretic Theory of Rational Stagnation
by Daisuke Hirota
- 2510.22206 Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
by Ollie Olby & Andreea Bacalum & Rory Baggott & Namid Stillman
- 2510.22086 Social preferences or moral concerns: What drives rejections in the Ultimatum game?
by Pau Juan-Bartroli & Jos'e Ignacio Rivero-Wildemauwe
- 2510.21959 Beliefs about Bots: How Employers Plan for AI in White-Collar Work
by Eduard Brull & Samuel Maurer & Davud Rostam-Afschar
- 2510.21943 MacroEnergy.jl: A large-scale multi-sector energy system framework
by Ruaridh Macdonald & Filippo Pecci & Luca Bonaldo & Jun Wen Law & Yu Weng & Dharik Mallapragada & Jesse Jenkins
- 2510.21843 A quality of mercy is not trained: the imagined vs. the practiced in healthcare process-specialized AI development
by Anand Bhardwaj & Samer Faraj
- 2510.21759 Entry Deterrence with Partial Reputation Spillovers
by Rubik Khachatryan & Georgy Lukyanov
- 2510.21650 Goal-based portfolio selection with fixed transaction costs
by Erhan Bayraktar & Bingyan Han & Jingjie Zhang
- 2510.21397 Optimal policies for environmental assets under spatial heterogeneity and global awareness
by Emmanuelle Augeraud-V'eron & Daria Ghilli & Fausto Gozzi & Marta Leocata
- 2510.21347 Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks
by Sina Molavipour & Alireza M. Javid & Cassie Ye & Bjorn Lofdahl & Mikhail Nechaev
- 2510.21297 Jump risk premia in the presence of clustered jumps
by Francis Liu & Natalie Packham & Artur Sepp
- 2510.21231 Scale-robust Auctions
by Jason Hartline & Aleck Johnsen & Yingkai Li
- 2510.21178 Instance-Adaptive Hypothesis Tests with Heterogeneous Agents
by Flora C. Shi & Martin J. Wainwright & Stephen Bates
- 2510.21165 The local Gaussian correlation networks among return tails in the Chinese stock market
by Peng Liu
- 2510.21156 Portfolio selection with exogenous and endogenous transaction costs under a two-factor stochastic volatility model
by Dong Yan & Ke Zhou & Zirun Wang & Xin-Jiang He
- 2510.21147 Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market
by Chujun He & Zhonghao Huang & Xiangguo Li & Ye Luo & Kewei Ma & Yuxuan Xiong & Xiaowei Zhang & Mingyang Zhao
- 2510.21071 Central Bank Digital Currency, Flight-to-Quality, and Bank-Runs in an Agent-Based Model
by Emilio Barucci & Andrea Gurgone & Giulia Iori & Michele Azzone
- 2510.20996 SLIM: Stochastic Learning and Inference in Overidentified Models
by Xiaohong Chen & Min Seong Kim & Sokbae Lee & Myung Hwan Seo & Myunghyun Song
- 2510.20992 Urban Planning in 3D with a Two-tier LUTI model
by Flora Roumpani & Joel Dearden & Alan Wilson
- 2510.20986 Constrained Mediation: Bayesian Implementability of Joint Posteriors
by David Lagziel & Ehud Lehrer
- 2510.20921 Discrete Screening
by Alejandro Francetich & Burkhard C. Schipper
- 2510.20918 Rationalizable Screening and Disclosure under Unawareness
by Alejandro Francetich & Burkhard C. Schipper
- 2510.20907 The Economics of Convex Function Intervals
by Victor Augias & Lina Uhe
- 2510.20863 State capacity, innovation, and endogenous development in Chile
by Rodrigo Barra Novoa
- 2510.20854 Edgeworth's exact and naturally weighted evolutionary utilitarianism and the happiness of Mr. Pongo
by Alberto Baccini
- 2510.20763 Consumption-Investment Problem in Rank-Based Models
by David Itkin
- 2510.20748 Reinforcement Learning and Consumption-Savings Behavior
by Brandon Kaplowitz
- 2510.20699 Fusing Narrative Semantics for Financial Volatility Forecasting
by Yaxuan Kong & Yoontae Hwang & Marcus Kaiser & Chris Vryonides & Roel Oomen & Stefan Zohren
- 2510.20631 Bilevel Programming Problems: A view through Set-valued Optimization
by Kuntal Som & Thirumulanathan D & Joydeep Dutta
- 2510.20612 Black Box Absorption: LLMs Undermining Innovative Ideas
by Wenjun Cao
- 2510.20606 Strategic Costs of Perceived Bias in Fair Selection
by L. Elisa Celis & Lingxiao Huang & Milind Sohoni & Nisheeth K. Vishnoi
- 2510.20434 Market-Implied Sustainability: Insights from Funds' Portfolio Holdings
by Rosella Giacometti & Gabriele Torri & Marco Bonomelli & Davide Lauria
- 2510.20404 Identification and Debiased Learning of Causal Effects with General Instrumental Variables
by Shuyuan Chen & Peng Zhang & Yifan Cui
- 2510.20372 Testing Most Influential Sets
by Lucas Darius Konrad & Nikolas Kuschnig
- 2510.20221 FinCARE: Financial Causal Analysis with Reasoning and Evidence
by Alejandro Michel & Abhinav Arun & Bhaskarjit Sarmah & Stefano Pasquali
- 2510.20066 A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers
by Yimeng Qiu & Feihuang Fang
- 2510.20047 Multivariate Variance Swap Using Generalized Variance Method for Stochastic Volatility models
by Semere Gebresilassie & Mulue Gebreslasie & Minglian Lin
- 2510.20032 Evaluating Local Policies in Centralized Markets
by Dmitry Arkhangelsky & Wisse Rutgers
- 2510.20017 Simultaneously Solving Infinitely Many LQ Mean Field Games In Hilbert Spaces: The Power of Neural Operators
by Dena Firoozi & Anastasis Kratsios & Xuwei Yang
- 2510.19799 Integrating Transparent Models, LLMs, and Practitioner-in-the-Loop: A Case of Nonprofit Program Evaluation
by Ji Ma & Albert Casella
- 2510.19672 Policy Learning with Abstention
by Ayush Sawarni & Jikai Jin & Justin Whitehouse & Vasilis Syrgkanis
- 2510.19630 Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment
by Tatsuru Kikuchi
- 2510.19619 An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds
by Rajesh ADJ Jeyaprakash & Senthil Arasu Balasubramanian & Vijay Maddikera
- 2510.19511 Compensation-based risk-sharing
by Jan Dhaene & Atibhav Chaudhry & Ka Chun Cheung & Austin Riis-Due
- 2510.19494 Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing
by Fernando Alonso & 'Alvaro Leitao & Carlos V'azquez
- 2510.19450 Towards a feminist understanding of digital platform work
by Clara Punzi
- 2510.19426 Using did_multiplegt_dyn to Estimate Event-Study Effects in Complex Designs: Overview, and Four Examples Based on Real Datasets
by Cl'ement de Chaisemartin & Diego Ciccia & Felix Knau & M'elitine Mal'ezieux & Doulo Sow & David Arboleda & Romain Angotti & Xavier D'Haultfoeuille & Bingxue Li & Henri Fabre & Anzony Quispe
- 2510.19377 Government Transparency and Innovation: Evidence from Wireless Products
by v{S}imon Trlifaj
- 2510.19306 Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study
by Pattravadee de Favereau de Jeneret & Ioannis Diamantis
- 2510.19271 Tailoring Portfolio Choice via Quantile-Targeted Policies
by Jozef Barunik & Lukas Janasek & Attila Sarkany
- 2510.19204 Stability and slow dynamics of an interior spiky pattern in a one-dimensional spatial Solow model with capital-induced labor migration
by Fanze Kong & Jiayi Sun & Shuangquan Xie
- 2510.19203 Aligning Multilingual News for Stock Return Prediction
by Yuntao Wu & Lynn Tao & Ing-Haw Cheng & Charles Martineau & Yoshio Nozawa & John Hull & Andreas Veneris
- 2510.19173 News-Aware Direct Reinforcement Trading for Financial Markets
by Qing-Yu Lan & Zhan-He Wang & Jun-Qian Jiang & Yu-Tong Wang & Yun-Song Piao
- 2510.19140 An Empirical Framework for Discrete Games with Costly Information Acquisition
by Youngjae Jeong
- 2510.19130 Denoising Complex Covariance Matrices with Hybrid ResNet and Random Matrix Theory: Cryptocurrency Portfolio Applications
by Andres Garcia-Medina
- 2510.19126 An Efficient Calibration Framework for Volatility Derivatives under Rough Volatility with Jumps
by Keyuan Wu & Tenghan Zhong & Yuxuan Ouyang
- 2510.19002 Impartial Selection with Predictions
by Javier Cembrano & Felix Fischer & Max Klimm
- 2510.18995 Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations
by Alexandre Boumezoued & Adel Cherchali & Vincent Lemaire & Gilles Pag`es & Mathieu Truc
- 2510.18906 De-Risking Development in Sub-Saharan Africa: A Qualitative Study of Investment Dynamics in Angola
by Carmen Berta C De Saituma Cagiza
- 2510.18903 Centered MA Dirichlet ARMA for Financial Compositions: Theory & Empirical Evidence
by Harrison Katz
- 2510.18889 Prejudice driven spite: A discontinuous phase transition in ultimatum game
by Arunava Patra & C. F. Sagar Zephania & Sagar Chakraborty
- 2510.18721 A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment
by Lydia J. Gabric & Kenneth Q. Zhou
- 2510.18708 Teacher transfers: equalizing deficits across schools
by Debasis Mishra & Soumendu Sarkar & Arunava Sen & Jay Sethuraman & Sonal Yadav
- 2510.18639 Distributional regression for seasonal data: an application to river flows
by Samuel Perreault & Silvana M. Pesenti & Daniyal Shahzad
- 2510.18481 Parental environment and student achievement: Does a Matthew effect exist?
by Gaelle Aymeric & Emmanuelle Lavaine & Brice Magdalou
- 2510.18236 Optimal allocations with distortion risk measures and mixed risk attitudes
by Mario Ghossoub & Qinghua Ren & Ruodu Wang
- 2510.18161 Beating the Winner's Curse via Inference-Aware Policy Optimization
by Hamsa Bastani & Osbert Bastani & Bryce McLaughlin
- 2510.18159 Semi-analytical pricing of American options with hybrid dividends via integral equations and the GIT method
by Andrey Itkin
- 2510.17757 When and what to learn in a changing world
by C'esar Barilla
- 2510.17641 Are penalty shootouts better than a coin toss? Evidence from international club football in Europe
by L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy
- 2510.17508 A Mixed-Form PINNS (MF-PINNS) For Solving The Coupled Stokes-Darcy Equations
by Li Shan & Xi Shen
- 2510.17481 Universalization and the Origins of Fiscal Capacity
by Esteban Mu~noz-Sobrado
- 2510.17393 3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
by Kefan Chen & Hussain Ahmad & Diksha Goel & Claudia Szabo
- 2510.17221 Design and valuation of multi-region CoCoCat bonds
by Jacek Wszo{l}a & Krzysztof Burnecki & Marek Teuerle & Martyna Zdeb
- 2510.17165 Trading with the Devil: Risk and Return in Foundation Model Strategies
by Jinrui Zhang
- 2510.17121 New Demand Economics
by Fenghua Wen & Xieyu Yin & Chufu Wen
- 2510.17070 Mixed LR-$C(\alpha)$-type tests for irregular hypotheses, general criterion functions and misspecified models
by Jean-Marie Dufour & Purevdorj Tuvaandorj
- 2510.16994 Strategic hiding and exploration in networks
by Francis Bloch & Bhaskar Dutta & Marcin Dziubi'nski
- 2510.16972 Preference Measurement Error, Concentration in Recommendation Systems, and Persuasion
by Andreas Haupt
- 2510.16938 A Topological Approach to Parameterizing Deep Hedging Networks
by Alok Das & Kiseop Lee
- 2510.16886 Equilibrium-Constrained Estimation of Recursive Logit Choice Models
by Hung Tran & Tien Mai & Minh Hoang Ha
- 2510.16683 Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination
by Xiaohong Chen & Haitian Xie
- 2510.16681 On Quantile Treatment Effects, Rank Similarity,and Variation of Instrumental Variables
by Sukjin Han & Haiqing Xu
- 2510.16669 Causal Inference in High-Dimensional Generalized Linear Models with Binary Outcomes
by Jing Kong
- 2510.16661 On the Asymptotics of the Minimax Linear Estimator
by Jing Kong
- 2510.16636 A three-step machine learning approach to predict market bubbles with financial news
by Abraham Atsiwo
- 2510.16626 Evaluating the Public Pay Gap: A Comparison of Public and Private Sector Wages in France
by Riddhi Kalsi
- 2510.16608 Collective Experimentation with Correlated Payoffs
by Kailin Chen
- 2510.16551 From Reviews to Actionable Insights: An LLM-Based Approach for Attribute and Feature Extraction
by Khaled Boughanmi & Kamel Jedidi & Nour Jedidi
- 2510.16537 The Crisis Simulator for Bolivia (KISr-p): An Empirically Grounded Modeling Framework
by Ricardo Alonzo Fern'andez Salguero
- 2510.16526 A high-frequency approach to Realized Risk Measures
by Federico Gatta & Fabrizio Lillo & Piero Mazzarisi
- 2510.16503 Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises
by Domenica Mino & Cillian Williamson
- 2510.16483 Income Taxes, Gross Hourly Wages, and the Anatomy of Behavioral Responses: Evidence from a Danish Tax Reform
by Kazuhiko Sumiya & Jesper Bagger
- 2510.16472 Development finance institutions (DFIs), political conditions, and foreign direct investment (FDI) in Sub-Saharan Africa
by Carmen Berta C. De Saituma Cagiza & Ilidio Cagiza
- 2510.16368 The Burden of Interactive Alignment with Inconsistent Preferences
by Ali Shirali
- 2510.16224 Prediction Intervals for Model Averaging
by Zhongjun Qu & Wendun Wang & Xiaomeng Zhang
- 2510.16066 Cash Flow Underwriting with Bank Transaction Data: Advancing MSME Financial Inclusion in Malaysia
by Chun Chet Ng & Wei Zeng Low & Yin Yin Boon
- 2510.16021 Feature-driven reinforcement learning for photovoltaic in continuous intraday trading
by Arega Getaneh Abate & Xiufeng Liu & Ruyu Liu & Xiaobing Zhang
- 2510.16010 Institutional Differences, Crisis Shocks, and Volatility Structure: A By-Window EGARCH/TGARCH Analysis of ASEAN Stock Markets
by Junlin Yang
- 2510.16009 Data for Inclusion: The Redistributive Power of Data Economics
by Diego Vallarino
- 2510.16008 Convolutional Attention in Betting Exchange Markets
by Rui Gonc{c}alves & Vitor Miguel Ribeiro & Roman Chertovskih & Ant'onio Pedro Aguiar
- 2510.16003 Rethinking Arrow--Debreu: A New Framework for Exchange, Time, and Uncertainty
by Nizar Riane
- 2510.15995 The Invisible Handshake: Tacit Collusion between Adaptive Market Agents
by Luigi Foscari & Emanuele Guidotti & Nicol`o Cesa-Bianchi & Tatjana Chavdarova & Alfio Ferrara
- 2510.15993 Aligning Language Models with Investor and Market Behavior for Financial Recommendations
by Fernando Spadea & Oshani Seneviratne
- 2510.15988 On Bellman equation in the limit order optimization problem for high-frequency trading
by M. I. Balakaeva & A. Yu. Veretennikov
- 2510.15984 Berms without Calibration
by K. E. Feldman
- 2510.15956 ESG Signaling on Wall Street in the AI Era
by Qionghua Chu
- 2510.15949 ATLAS: Adaptive Trading with LLM AgentS Through Dynamic Prompt Optimization and Multi-Agent Coordination
by Charidimos Papadakis & Angeliki Dimitriou & Giorgos Filandrianos & Maria Lymperaiou & Konstantinos Thomas & Giorgos Stamou
- 2510.15942 Intrinsic Geometry of the Stock Market from Graph Ricci Flow
by Bhargavi Srinivasan
- 2510.15941 Comparison of Tax and Cap-and-Trade Carbon Pricing Schemes
by St'ephane Cr'epey & Samuel Drapeau & Mekonnen Tadese
- 2510.15938 Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange
by Brian Godwin Lim & Dominic Dayta & Benedict Ryan Tiu & Renzo Roel Tan & Len Patrick Dominic Garces & Kazushi Ikeda
- 2510.15937 Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics
by Jian'an Zhang
- 2510.15934 Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring
by Daniela I. Flores-Silva & Miguel A. Sordo & Alfonso Su'arez-Llorens
- 2510.15929 Comparing LLMs for Sentiment Analysis in Financial Market News
by Lucas Eduardo Pereira Teles & Carlos M. S. Figueiredo
- 2510.15921 Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach
by Amarendra Mohan & Ameer Tamoor Khan & Shuai Li & Xinwei Cao & Zhibin Li
- 2510.15915 Investor Sentiment and Market Movements: A Granger Causality Perspective
by Tamoghna Mukherjee
- 2510.15911 Sleeping Kelly is a Thirder
by Ben Abramowitz
- 2510.15903 Quantum and Classical Machine Learning in Decentralized Finance: Comparative Evidence from Multi-Asset Backtesting of Automated Market Makers
by Chi-Sheng Chen & Aidan Hung-Wen Tsai
- 2510.15900 Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network
by Emmanuel Boadi
- 2510.15892 Geometric Dynamics of Consumer Credit Cycles: A Multivector-based Linear-Attention Framework for Explanatory Economic Analysis
by Agus Sudjianto & Sandi Setiawan
- 2510.15883 FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance
by Yang Li & Zhi Chen
- 2510.15879 A study about who is interested in stock splitting and why: considering companies, shareholders or managers
by Jiaquan Nicholas Chen & Marcel Ausloos
- 2510.15839 Learning Correlated Reward Models: Statistical Barriers and Opportunities
by Yeshwanth Cherapanamjeri & Constantinos Daskalakis & Gabriele Farina & Sobhan Mohammadpour
- 2510.15709 Robust Insurance Pricing and Liquidity Management
by Shunzhi Pang
- 2510.15691 Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction
by Tian Guo & Emmanuel Hauptmann
- 2510.15617 Political Interventions to Reduce Single-Use Plastics (SUPs) and Price Effects: An Event Study for Austria and Germany
by Felix Reichel
- 2510.15616 Martingale theory for Dynkin games with asymmetric information
by Tiziano De Angelis & Jan Palczewski & Jacob Smith
- 2510.15612 SoK: Market Microstructure for Decentralized Prediction Markets (DePMs)
by Nahid Rahman & Joseph Al-Chami & Jeremy Clark
- 2510.15509 AI Adoption in NGOs: A Systematic Literature Review
by Janne Rotter & William Bailkoski
- 2510.15458 Robust Optimization in Causal Models and G-Causal Normalizing Flows
by Gabriele Visentin & Patrick Cheridito
- 2510.15423 On the short-time behaviour of up-and-in barrier options using Malliavin calculus
by `Oscar Bur'es
- 2510.15420 Heterogeneity among migrants, education-occupation mis-match and returns to education: Evidence from India
by Shweta Bahl & Ajay Sharma
- 2510.15405 Impact of Three-Point Rule Change on Competitive Balance in Football: A Synthetic Control Method Approach
by Ajay Sharma
- 2510.15399 International migration and dietary diversity of left-behind households: evidence from India
by Pooja Batra & Ajay Sharma
- 2510.15324 Dynamic Spatial Treatment Effects as Continuous Functionals: Theory and Evidence from Healthcare Access
by Tatsuru Kikuchi
- 2510.15307 Strategic Interactions in Academic Dishonesty: A Game-Theoretic Analysis of the Exam Script Swapping Mechanism
by Venkat Ram Reddy Ganuthula & Manish Kumar Singh
- 2510.15288 Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization
by Visca Tri Winarty & Sena Safarina
- 2510.15214 How to Sell High-Dimensional Data Optimally
by Andrew Li & R. Ravi & Karan Singh & Zihong Yi & Weizhong Zhang
- 2510.15205 Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
by Shaw Dalen
- 2510.15200 The Economics of AI Foundation Models: Openness, Competition, and Governance
by Fasheng Xu & Xiaoyu Wang & Wei Chen & Karen Xie
- 2510.15121 A physically extended EEIO framework for material efficiency assessment in United States manufacturing supply chains
by Heather Liddell & Beth Kelley & Liz Wachs & Alberta Carpenter & Joe Cresko
- 2510.14988 Selection Confidence Sets for Equally Weighted Portfolios
by Davide Ferrari & Alessandro Fulci & Sandra Paterlini
- 2510.14986 RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets
by Yiyao Zhang & Diksha Goel & Hussain Ahmad & Claudia Szabo
- 2510.14985 DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection
by Jinkyu Kim & Hyunjung Yi & Mogan Gim & Donghee Choi & Jaewoo Kang
- 2510.14909 The Impact of Medicaid Coverage on Mental Health, Why Insurance Makes People Happier in OHIE: by Spending Less or by Spending More?
by Yangyang Li
- 2510.14872 Strategic Behavior in Crowdfunding: Insights from a Large-Scale Online Experiment
by Din Amir & Bar Hoter & Moran Koren
- 2510.14822 Regression Model Selection Under General Conditions
by Amaze Lusompa
- 2510.14720 A Global Systems Perspective on Food Demand, Deforestation and Agricultural Sustainability
by Moretti Elia & Loreau Michel & Benzaquen Michael
- 2510.14517 The Economic Dividends of Peace: Evidence from Arab-Israeli Normalization
by Mitja Kovac & Rok Spruk
- 2510.14435 Cryptocurrency as an Investable Asset Class: Coming of Age
by Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu
- 2510.14418 Wariness and Poverty Traps
by Hai Ha Pham & Ngoc-Sang Pham
- 2510.14415 Evaluating Policy Effects under Network Interference without Network Information: A Transfer Learning Approach
by Tadao Hoshino
- 2510.14409 Dynamic Spatial Treatment Effect Boundaries: A Continuous Functional Framework from Navier-Stokes Equations
by Tatsuru Kikuchi
- 2510.14285 Debiased Kernel Estimation of Spot Volatility in the Presence of Infinite Variation Jumps
by B. Cooper Boniece & Jos'e E. Figueroa-L'opez & Tianwei Zhou
- 2510.14156 On Evaluating Loss Functions for Stock Ranking: An Empirical Analysis With Transformer Model
by Jan Kwiatkowski & Jaros{l}aw A. Chudziak
- 2510.14108 On Time-subordinated Brownian Motion Processes for Financial Markets
by Rohan Shenoy & Peter Kempthorne
- 2510.14093 The Variance-Gamma Process for Option Pricing
by Rohan Shenoy & Peter Kempthorne
- 2510.13791 Efficient Subsidy Targeting in the Health Insurance Marketplaces
by Coleman Drake & Mark K. Meiselbach & Daniel Polsky
- 2510.13790 Market-Based Variance of Market Portfolio and of Entire Market
by Victor Olkhov
- 2510.13785 Multifractality and its sources in the digital currency market
by Stanis{l}aw Dro.zd.z & Robert Kluszczy'nski & Jaros{l}aw Kwapie'n & Marcin Wk{a}torek
- 2510.13369 A theory-based AI automation exposure index: Applying Moravec's Paradox to the US labor market
by Jacob Schaal
- 2510.13148 Nonparametric Identification of Spatial Treatment Effect Boundaries: Evidence from Bank Branch Consolidation
by Tatsuru Kikuchi
- 2510.12911 Beyond Returns: A Candlestick-Based Approach to Spot Covariance Estimation
by Yasin Simsek
- 2510.12725 (Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies
by Daniel Cunha Oliveira & Grover Guzman & Nick Firoozye
- 2510.12685 Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets
by Runyao Yu & Ruochen Wu & Yongsheng Han & Jochen L. Cremer
- 2510.12653 Selection Procedures in Competitive Admission
by Nathan Hancart
- 2510.12508 Efficiency in Games with Incomplete Information
by Itai Arieli & Yakov Babichenko & Atulya Jain & Rann Smorodinsky
- 2510.12435 The value of storage in electricity distribution: The role of markets
by Dirk Lauinger & Deepjyoti Deka & Sungho Shin
- 2510.12420 Game Theory Analysis of Third-Party Regulation in Organic Supply Chains
by Joao Zambujal-Oliveira & Andre Silva & Rui Vasconcelos
- 2510.12289 Nonparametric Identification and Estimation of Spatial Treatment Effect Boundaries: Evidence from 42 Million Pollution Observations
by Tatsuru Kikuchi
- 2510.12272 Heterogeneous RBCs via deep multi-agent reinforcement learning
by Federico Gabriele & Aldo Glielmo & Marco Taboga
- 2510.12262 Optimal break tests for large linear time series models
by Abhimanyu Gupta & Myung Hwan Seo
- 2510.12183 L2-relaxation for Economic Prediction
by Zhentao Shi & Yishu Wang
- 2510.12049 Generative AI and Firm Productivity: Field Experiments in Online Retail
by Lu Fang & Zhe Yuan & Kaifu Zhang & Dante Donati & Miklos Sarvary
- 2510.12028 Perceived Fairness in Networks
by Arthur Charpentier
- 2510.11973 Beyond Test Scores: How Academic Rank Shapes Long-Term Outcomes
by Emilia Del Bono & Angus Holford & Tommaso Sartori
- 2510.11841 Estimating Variances for Causal Panel Data Estimators
by Alexander Almeida & Susan Athey & Guido Imbens & Eva Lestant & Alexia Olaizola
- 2510.11829 Schr\"odinger bridge for generative AI: Soft-constrained formulation and convergence analysis
by Jin Ma & Ying Tan & Renyuan Xu
- 2510.11677 Instruction Tuning Chronologically Consistent Language Models
by Songrun He & Linying Lv & Asaf Manela & Jimmy Wu
- 2510.11659 Compositional difference-in-differences for categorical outcomes
by Onil Boussim
- 2510.11616 Attention Factors for Statistical Arbitrage
by Elliot L. Epstein & Rose Wang & Jaewon Choi & Markus Pelger
- 2510.11452 Interconnected Contests
by Marcin Dziubi'nski & Sanjeev Goyal & Junjie Zhou
- 2510.11360 A mathematical model for pricing perishable goods for quick-commerce applications
by Milon Bhattacharya
- 2510.11289 Disentangling the Distributional Effects of Financial Shocks in the Euro Area
by Milov{s} Ciganovi'c & Elena Scola Gagliardi & Massimiliano Tancioni
- 2510.11261 Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents
by Masaaki Fujii
- 2510.11139 Superstars or Super-Villains? Productivity Spillovers and Firm Dynamics in Indonesia
by Mohammad Zeqi Yasin
- 2510.11125 Job insecurity and equilibrium determinacy in a rational expectations, New Keynesian model with asymmetric information. A theoretical analysis
by Luca Vota & Luisa Errichiello
- 2510.11074 Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
by Jing Li & Bowei Guo & Xinqi Xie & Kuo-Ping Chang
- 2510.11065 Stabilizing the Staking Rate, Dynamically Distributed Inflation and Delay Induced Oscillations
by Carlo Brunetta & Amit Chaudhary & Stefano Galatolo & Massimiliano Sala
- 2510.11013 Spatial and Temporal Boundaries in Difference-in-Differences: A Framework from Navier-Stokes Equation
by Tatsuru Kikuchi
- 2510.11008 Macroeconomic Forecasting and Machine Learning
by Ta-Chung Chi & Ting-Han Fan & Raffaele M. Ghigliazza & Domenico Giannone & Zixuan & Wang
- 2510.10997 The Strength of Local Structures in Decentralized Network Formation
by Jose M. Betancourt
- 2510.10946 Identifying treatment effects on categorical outcomes in IV models
by Onil Boussim
- 2510.10878 Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
by Zheng Cao & Xingran Shao & Yuheng Yan & Helyette Geman
- 2510.10807 Multi-Agent Regime-Conditioned Diffusion (MARCD) for CVaR-Constrained Portfolio Decisions
by Ali Atiah Alzahrani
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by Maxwell Fogler
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Printed from https://ideas.repec.org/s/arx/papers5.html
