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Content
2026
- 2603.25320 Semi-Static Variance-Optimal Hedging of Covariance Risk in Multi-Asset Derivatives
by Konstantinos Chatziandreou & Sven Karbach
- 2603.25300 Uncovering Functional Blocks in Interregional Production Networks: Evidence from Input-Output Linkages in Japan
by Shota Fujishima
- 2603.25285 Shifting Correlations: How Trade Policy Uncertainty Alters stock-T bill Relationships
by Demetrio Lacava
- 2603.25217 Modeling and Forecasting Tail Risk Spillovers: A Component-Based CAViaR Approach
by Demetrio Lacava
- 2603.25086 The Quantum Structure of Markets: Linking Hamiltonian-Jacobi-Bellman Dynamics to Schrodinger Equation through Feynman Action
by Paramahansa Pramanik
- 2603.24970 Randomization Inference For the Always-Reporter Average Treatment Effect
by Haoge Chang & Zeyang Yu
- 2603.24947 Shopping with a Platform AI Assistant: Who Adopts, When in the Journey, and What For
by Se Yan & Han Zhong & Zemin & Zhong & Wenyu Zhou
- 2603.24899 Calibrating Resident Surveys with Operational Data in Community Planning
by Irene S. Gabashvili
- 2603.24842 GENIUS Effects on the Stablecoin Economy
by Shrey Lingampalli
- 2603.24833 Robust Matrix Estimation with Side Information
by Anish Agarwal & Jungjun Choi & Ming Yuan
- 2603.24786 Refined Cluster Robust Inference
by Bulat Gafarov & Takuya Ura
- 2603.24727 Adversarial Selection
by Alma Cohen & Alon Klement & Zvika Neeman & Eilon Solan
- 2603.24705 Amortized Inference for Correlated Discrete Choice Models via Equivariant Neural Networks
by Easton Huch & Michael Keane
- 2603.24640 Ordering results for extreme claim amounts based on random number of claims
by Sangita Das
- 2603.24615 Experimental School Choice with Parents
by Mikhail Freer & Thilo Klein & Josu'e Ortega
- 2603.24605 Bid--Ask Martingale Optimal Transport
by Bryan Liang & Marcel Nutz & Shunan Sheng & Valentin Tissot-Daguette
- 2603.24526 Random Matching Markets with Correlated Preferences
by Bill Wang
- 2603.24349 Robust risk measures: an averaging approach
by Marcelo Righi & Rodrigo Targino
- 2603.24215 Adapting Altman's bankruptcy prediction model to the compositional data methodology
by Fatemeh Keivani & Germ`a Coenders & Ge`orgia Escaram'is
- 2603.24190 Dynamical thermalization and turbulence in social stratification models
by Klaus M. Frahm & Dima L. Shepelyansky
- 2603.24154 The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap
by Daniel Bloch
- 2603.24137 Bridging the Reality Gap in Limit Order Book Simulation
by Patrick Noble & Mathieu Rosenbaum & Saad Souilmi
- 2603.24064 Utility-Invariant Support Selection and Eventwise Decoupling for Simultaneous Independent Multi-Outcome Bets
by Christopher D. Long
- 2603.23993 GARP-EFM: Improving Foundation Models with Revealed Preference Structure
by Victor H. Aguiar & Nail Kashaev
- 2603.23980 The Economics of War: Militarization and Growth in an AK Economy
by Arpan Chakraborty
- 2603.23842 Environmental CVA with K-Robust Wrong-Way Risk
by Takayuki Sakuma
- 2603.23825 Trade Liberalization, Export and Product Innovation
by Sizhong Sun
- 2603.23720 The Effect of Age at Arrival on the Alignment Between Immigrant and Native-Born Gender Norms: A Distributional Approach
by Nadav Kunievsky
- 2603.23685 The Economics of Builder Saturation in Digital Markets
by Armin Catovic
- 2603.23584 LineMVGNN: Anti-Money Laundering with Line-Graph-Assisted Multi-View Graph Neural Networks
by Chung-Hoo Poon & James Kwok & Calvin Chow & Jang-Hyeon Choi
- 2603.23385 The Distribution of Envy in Matching Markets
by Josu'e Ortega & Gabriel Ziegler & R. Pablo Arribillaga & Geng Zhao
- 2603.23300 Designing Agentic AI-Based Screening for Portfolio Investment
by Mehmet Caner & Agostino Capponi & Nathan Sun & Jonathan Y. Tan
- 2603.23294 Granger Causality in Expectiles: an M-vine copula test
by Roberto Fuentes-Mart'inez & Irene Crimaldi
- 2603.23289 Unlocking AI's Potential in Agriculture: The Critical Role of Data
by K. B. Vedamurthy & Manojkumar Patil & Vaishnavi & Priyanka V & Suman L & Ajayakumar & Sagar
- 2603.23038 Stable Matchings with Choice Correspondences Under Acyclicity
by Varun Bansal & Mihir Bhattacharya & Ojasvi Khare
- 2603.23024 Heart Failure's First Shock and Nurse-Led Chronic Care
by Moslem Rashidi & Luke B. Connelly & Gianluca Fiorentini
- 2603.22956 Sovereign risk mitigation mechanism in emerging markets
by Ekaterina Bakhmeteva & Alexey Ponomarenko
- 2603.22914 Nonparametric regression with dependent censoring or competing risks
by Jia-Han Shih & Simon M. S. Lo & Ralf A. Wilke
- 2603.22886 Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
by Minkey Chang & Jae-Young Kim
- 2603.22880 Portfolio Optimization under Recursive Utility via Reinforcement Learning
by Minkey Chang
- 2603.22835 Breaking news
by Lars Winkelmann & Wenying Yao
- 2603.22831 Option pricing model under the G-expectation framework
by Ziting Pei & Xingye Yue & Xiaotao Zheng
- 2603.22805 The Costs of Early-career Disciplinary Pivots: Evidence from Ph.D. Admissions
by Sidney Xiang & Nicholas David & Dallas Card & Wenhao Sun & Daniel M Romero & Misha Teplitskiy
- 2603.22599 Cressie Read Power Divergence for Moment-Based Estimation: Hyperparameter and Finite Sample Behavior
by Jieun Lee & Anil K. Bera
- 2603.22596 ParlayMarket: Automated Market Making for Parlay-style Joint Contracts
by Ranvir Rana & Viraj Nadkarni & Niusha Moshrefi & Pramod Viswanath
- 2603.22569 Proxy-Reliance Control in Conformal Recalibration of One-Sided Value-at-Risk
by Tenghan Zhong
- 2603.22356 Animal Welfare and Policy Risk Index (AWPRI): Constructing and Validating a Cross-National Governance Risk Measure, 25 Countries, 2004-2022
by Jason Hung
- 2603.22167 Calibeating Made Simple
by Yurong Chen & Zhiyi Huang & Michael I. Jordan & Haipeng Luo
- 2603.22058 Mean Field Equilibrium Asset Pricing Models With Exponential Utility
by Masashi Sekine
- 2603.22022 Here, there and everywhere: state-dependent time-inconsistent stochastic control
by Dylan Possamai & Mateo Rodriguez Polo
- 2603.21932 Multilateral Market Power in Input-Output Networks
by Matteo Bizzarri
- 2603.21917 The Cascade Identity: 2SLS as a Policy Parameter in Capacity-Constrained Settings
by Niklas Bengtsson & Per Engstrom
- 2603.21895 Industry Aware Firm Level Network Reconstruction
by Mitja Devetak & Antoine Mandel
- 2603.21892 Discovering parametrizations of implied volatility with symbolic regression
by Martin Keller-Ressel & Hannes Nikulski
- 2603.21874 Does Anxiety Improve Economic Decision-Making?
by Ian Crawford & Carl-Emil Pless
- 2603.21842 Flexible Information Acquisition in the Kyle Model
by S. Viswanathan & Hao Xing
- 2603.21815 Can Renewable Energy Mitigate Inflationary Pressures from Energy Imports? Evidence from Turkiye
by Emre Akusta
- 2603.21797 Connecting Distributed Ledgers: Surveying Novel Interoperability Solutions in On-chain Finance
by Hasret Ozan Sevim
- 2603.21699 A Job I Like or a Job I Can Get: Designing Job Recommender Systems Using Field Experiments
by Guillaume Bied & Philippe Caillou & Bruno Cr'epon & Christophe Gaillac & Elia P'erennes & Mich`ele Sebag
- 2603.21690 AI Token Futures Market: Commoditization of Compute and Derivatives Contract Design
by Yicai Xing
- 2603.21672 Mislearning of Factor Risk Premia under Structural Breaks: A Misspecified Bayesian Learning Framework
by Yimeng Qiu
- 2603.21435 Behavioural feasible set: Value alignment constraints on AI decision support
by Taejin Park
- 2603.21407 The Geometry of Heterogeneous Extremes: Optimal Transport and Entropic Design
by I. Sebastian Buhai
- 2603.21330 FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading
by Hongyang Yang & Boyu Zhang & Yang She & Xinyu Liao & Xiaoli Zhang
- 2603.21089 Approximate Dynamic Programming for Degradation-aware Market Participation of Battery Energy Storage Systems: Bridging Market and Degradation Timescales
by Flemming Holtorf & Sungho Shin
- 2603.21044 Risk Capacity and Optimal Monetary Policy
by Rui Sun
- 2603.21004 Power Bounds and Efficiency Loss for Asymptotically Optimal Tests in IV Regression
by Marcelo J. Moreira & Geert Ridder & Mahrad Sharifvaghefi
- 2603.20972 A Solicit-Then-Suggest Model of Agentic Purchasing
by Shengyu Cao & Ming Hu
- 2603.20965 Learning to Aggregate Zero-Shot LLM Agents for Corporate Disclosure Classification
by Kemal Kirtac
- 2603.20936 Two Approaches to Direct Estimation of Riesz Representers
by David Bruns-Smith
- 2603.20817 Barriers to Gender Convergence: The Interactive Effects of Job Inflexibility and Social Norms
by Kazuharu Yanagimoto
- 2603.20809 The Structural Bite: A Methodological Framework for Minimum Wage Studies using Spanish Administrative Data
by Marcos Lacasa-Cazcarra
- 2603.20767 The Process and Dynamics of the Nobel Memorial Prize in Economics, 1969-2025
by Peter J. Dolton & Richard S. J. Tol
- 2603.20683 Distribution-Free Equilibrium in Search Contests
by Emre Ozdenoren & Murat Erkurt
- 2603.20678 AI-Driven Multi-Agent Simulation of Stratified Polyamory Systems: A Computational Framework for Optimizing Social Reproductive Efficiency
by Yicai Xing
- 2603.20674 Carbon Farming: An Expository, Inter-Disciplinary Survey
by V. Priyanka & Geetha Charan & Rohit P. Suresh & Thandava Sunkara & Manojkumar Patil & Kartik Sagar & Aashman Trivedi & K. Soumya & Subir Paul & Parashuram Hadimani & Ganesh Babu & Ravi Trivedi & Yadati Narahari
- 2603.20617 The AI Layoff Trap
by Brett Hemenway Falk & Gerry Tsoukalas
- 2603.20609 Strategy-proof Market Segmentation against Price Discrimination
by Zhonghong Kuang & Sanxi Li & Yi Liu & Yang Yu
- 2603.20582 Generative Diffusion Model for Risk-Neutral Derivative Pricing
by Nilay Tiwari
- 2603.20580 Outperforming a Benchmark with $\alpha$-Bregman Wasserstein divergence
by Silvana M. Pesenti & Thai Nguyen
- 2603.20464 Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications
by Anna Baiardi & Paul S. Clarke & Andrea A. Naghi & Annalivia Polselli
- 2603.20456 Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling
by Tianzuo Hu
- 2603.20394 When are time series predictions causal? The potential system and dynamic causal effects
by Jacob Carlson & Neil Shephard
- 2603.20388 From Cross-Validation to SURE: Asymptotic Risk of Tuned Regularized Estimators
by Karun Adusumilli & Maximilian Kasy & Ashia Wilson
- 2603.20319 Implementation Risk in Portfolio Backtesting: A Previously Unquantified Source of Error
by Dong Yin & Takeshi Miki & Vladislav Lesnichenko & Vasyl Gural
- 2603.20271 Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market
by Sungwoo Kang
- 2603.20252 FinReflectKG -- HalluBench: GraphRAG Hallucination Benchmark for Financial Question Answering Systems
by Mahesh Kumar & Bhaskarjit Sarmah & Stefano Pasquali
- 2603.20247 AlphaLogics: A Market Logic-Driven Multi-Agent System for Scalable and Interpretable Alpha Factor Generation
by Zhangyuhua Weng & Shengli Zhang & Taotao Wang & Yihan Xia
- 2603.20243 Two-Factor Hull-White Model Revisited: Correlation Structure for Two-Factor Interest Rate Model in CVA Calculation
by Osamu Tsuchiya
- 2603.20237 Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
by Tashreef Muhammad
- 2603.20134 Triple/Double-Debiased Lasso
by Denis Chetverikov & Jesper R. -V. S{o}rensen & Aleh Tsyvinski
- 2603.19988 Market Power and Platform Design in Decentralized Electricity Trading
by Nicolas Eschenbaum & Nicolas Greber
- 2603.19984 If Not Now, Then When? Model Risk in the Optimal Exercise of American Options
by Luna Rigby & Rudiger Frey & Erik Schlogl
- 2603.19944 Large Language Models and Stock Investing: Is the Human Factor Required?
by Ricardo Crisostomo & Diana Mykhalyuk
- 2603.19716 Optimal Hedge Ratio for Delta-Neutral Liquidity Provision under Liquidation Constraints
by Atsushi Hane
- 2603.19414 Dynamic Pareto Optima in Multi-Period Pure-Exchange Economies
by Brandon Tam & Mario Ghossoub & Silvana M. Pesenti
- 2603.19412 A Discovery Plan for Pharmacy Benefit Managers Collusion
by Lawrence W. Abrams
- 2603.19390 Did you know that Economics is not only about money? The effect of popularisation talks on high school students' interest in the discipline
by Laura Padilla-Angulo & Diego Jorrat & Jos'e-Ignacio Ant'on & Javier Sierra
- 2603.19380 Survivorship Bias in Emerging Market Small-Cap Indices: Evidence from India's NIFTY Smallcap 250
by Harjot Singh Ranse
- 2603.19349 A Mathematical Theory of Understanding
by Bahar Tac{s}kesen
- 2603.19288 Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction
by Keonvin Park
- 2603.19286 Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion
by Pei-Jun Liao & Hung-Shin Lee & Yao-Fei Cheng & Li-Wei Chen & Hung-yi Lee & Hsin-Min Wang
- 2603.19225 FinTradeBench: A Financial Reasoning Benchmark for LLMs
by Yogesh Agrawal & Aniruddha Dutta & Md Mahadi Hasan & Santu Karmaker & Aritra Dutta
- 2603.19211 Synthetic Control Misconceptions: Recommendations for Practice
by Robert Pickett & Jennifer Hill & Sarah Cowan
- 2603.19136 Adaptive Regime-Aware Stock Price Prediction Using Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control
by Mohammad Al Ridhawi & Mahtab Haj Ali & Hussein Al Osman
- 2603.18969 Robust Investment-Driven Insurance Pricing under Correlation Ambiguity
by Shunzhi Pang
- 2603.18962 Robust Investment-Driven Insurance Pricing and Liquidity Management
by Bingzheng Chen & Jan Dhaene & Chun Liu & Shunzhi Pang
- 2603.18920 The Optimal Reset-Hour of a Once-Daily Petrol Price Increase Limit
by Christoph Siemroth
- 2603.18870 Inference in Regression Discontinuity Designs with Clustered Data
by Claudia Noack & Tomasz Olma & Christoph Rothe
- 2603.18716 Poverty traps are rare, but trappedness isn't
by Isaak Mengesha & Debraj Roy
- 2603.18609 Hierarchical Incentives and the Evolution of Local Cooperation in Wartime: A Continuous Strategy Approach
by Leonardo Becchetti & Franceso Salustri & Nazaria Solferino
- 2603.18563 Reasonably reasoning AI agents can avoid game-theoretic failures in zero-shot, provably
by Enoch Hyunwook Kang
- 2603.18440 Mapping the Midweek Mountain: The New Geography of Hybrid Work
by Norman Guo & Wei Jiang & Yaswanth Pothuru & Baozhong Yang
- 2603.18385 Evolutionarily Stable Stackelberg Equilibrium
by Sam Ganzfried
- 2603.18195 The Role of Data and Metrics in Measuring Inequality Worldwide. A Tribute to Giovanni Andrea Cornia's Lifelong Work on the World Ginis
by Lidia Ceriani & Paolo Verme
- 2603.18107 ARTEMIS: A Neuro Symbolic Framework for Economically Constrained Market Dynamics
by Rahul D Ray
- 2603.18053 Auditing the Auditors: Does Community-based Moderation Get It Right?
by Yeganeh Alimohammadi & Karissa Huang & Christian Borgs & Jennifer Chayes
- 2603.18021 Anomaly prediction in XRP price with topological features
by Illia Donhauzer & Pierluigi Cesana & Tomoyuki Shirai & Yuichi Ikeda
- 2603.17954 Robust quasi-convex risk measures and applications
by Francesca Centrone & Asmerilda Hitaj & Elisa Mastrogiacomo & Emanuela Rosazza Gianin
- 2603.17898 Workers' Incentives and the Optimal Taxation of AI
by Jakub Growiec & Klaus Prettner & Maciej Szkr'obka
- 2603.17881 Towards Measuring Disruptive Innovation Across Countries
by Christian Rutzer & Dragan Filimonovic & Jeffrey T. Macher & Rolf Weder
- 2603.17862 Stronger core results with multidimensional prices
by Mark Braverman & Jingyi Liu & Eric Xue & Chenghan Zhou
- 2603.17792 Multivariate Residual Estimation Risk
by D. J. Manuge
- 2603.17786 Wealth Taxes and Post-Growth: How different tax designs align with different goals
by Thomas Webb & Arthur Apostel & Milena Buchs & Richard Barnthaler
- 2603.17772 Single-Peaked Domain Augmented with Complete Indifference: A Characterization of Target Rules with a Default
by Parikshit De & Abinash Panda & Anup Pramanik
- 2603.17733 Pre-auction strategic communication
by Eric Yan
- 2603.17723 LR-Robot: A Unified Supervised Intelligent Framework for Real-Time Systematic Literature Reviews with Large Language Models
by Wei Wei & Jin Zheng & Zining Wang
- 2603.17692 Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
by Joohyoung Jeon & Hongchul Lee
- 2603.17578 Consistencies in Social Ranking
by Takahiro Suzuki & Michele Aleandri & Stefano Moretti
- 2603.17463 Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
by Massimiliano Caporin & Daniele Girolimetto & Emanuele Lopetuso
- 2603.17381 An Auditable AI Agent Loop for Empirical Economics: A Case Study in Forecast Combination
by Minchul Shin
- 2603.17336 Leg Drain: Quantifying the Global Redistribution of Football Talent through Multi-National Eligibility
by Alexander Lehner & Giovanni Righetto
- 2603.17151 Shallow Representation of Option Implied Information
by Jimin Lin
- 2603.17034 A Users' Guide to Uncovering Worker and Firm Effects: The ABC of AKM
by Stephane Bonhomme & Elena Manresa & Thibaut Lamadon
- 2603.16904 Quantum-Assisted Optimal Rebalancing with Uncorrelated Asset Selection for Algorithmic Trading Walk-Forward QUBO Scheduling via QAOA
by Abraham Itzhak Weinberg
- 2603.16893 Market Power and Distributed Solar Integration in Microgrids under Limited Regulation
by Elsa Bou Gebrael & Majd Olleik & Sebastian Zwickl-Bernhard
- 2603.16886 A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
by Nabeel Ahmad Saidd
- 2603.16729 GeMA: Learning Latent Manifold Frontiers for Benchmarking Complex Systems
by Jia Ming Li & Anupriya & Daniel J. Graham
- 2603.16720 Discrimination-insensitive pricing
by Kathleen Miao & Silvana Pesenti
- 2603.16659 LLMs learn scientific taste from institutional traces across the social sciences
by Ziqin Gong & Ning Li & Huaikang Zhou
- 2603.16434 From Natural Language to Executable Option Strategies via Large Language Models
by Haochen Luo & Zhengzhao Lai & Junjie Xu & Yifan Li & Tang Pok Hin & Yuan Zhang & Chen Liu
- 2603.16333 Open vs. Sealed: Auction Format Choice for Maximal Extractable Value
by Aleksei Adadurov & Sergey Barseghyan & Anton Chtepine & Antero Eloranta & Andrei Sebyakin & Arsenii Valitov
- 2603.16202 Efficient Electric Vehicle Charging Allocation: A Two-Stage Optimization and Participation Analysis
by Ruiwu Liu & Yangjian Zhu
- 2603.16108 Short-horizon Duesenberry Equilibrium
by Jaime Alberto Londo~no
- 2603.16035 Identification Verification for Structural Vector Autoregressions with Sparse Heterogeneous Markov Switching Heteroskedasticity
by Fei Shang & Tomasz Wo'zniak
- 2603.16007 Cities cluster into growth regimes that propagate shocks
by Isaak Mengesha & Debraj Roy
- 2603.16006 Heterogeneous Returns and Wealth Tax Neutrality: A Fokker-Planck Framework
by Anders G Fr{o}seth
- 2603.15974 Flow Taxes, Stock Taxes, and Portfolio Choice: A Generalised Neutrality Result
by Anders G Fr{o}seth
- 2603.15963 Risk-Based Auto-Deleveraging
by Steven Campbell & Natascha Hey & Ciamac C. Moallemi & Marcel Nutz
- 2603.15947 Hyper-Adaptive Momentum Dynamics for Native Cubic Portfolio Optimization: Avoiding Quadratization Distortion in Higher-Order Cardinality-Constrained Search
by Greg Serbarinov
- 2603.15852 Playing Against the Machine: Cooperation, Communication, and Strategy Heterogeneity in Repeated Prisoner's Dilemma
by Chowdhury Mohammad Sakib Anwar & Konstantinos Georgalos
- 2603.15839 A Portfolio-Anchored Frequency-Severity Risk Index for Trip and Driver Assessment Using Telematics Signals
by Jongtaek Lee & Andrei Badescu & X. Sheldon Lin
- 2603.15832 Prices vs. Quantities: Robust Regulation
by Zi Yang Kang
- 2603.15700 When Are Social Ties Associated with Strategic Behavior?
by Nandini Maroo & Kavita Vemuri
- 2603.15652 P vs NP Problem in Portfolio Optimization: Integrating the Markowitz-CAPM Framework with Cardinality Constraints and Black-Scholes Derivative Pricing
by Davit Gondauri
- 2603.15548 On Rational Inattention with Arbitrary Choice Sets
by Chris Engh
- 2603.15511 Some general results on risk budgeting portfolios
by Claudia Fassino & Pierpaolo Uberti
- 2603.15369 A stochastic SIR model for cyber contagion: application to granular growth of firms and to insurance portfolio
by Caroline Hillairet & Olivier Lopez & Lionel Sopgoui
- 2603.15149 Measuring the depth of multidimensional poverty with ordinal data
by Fernando Flores Tavares
- 2603.15015 The exclusion dilation operator for bilateral claims problems
by Aitor Calo-Blanco
- 2603.14760 At-the-money short-time call-price asymptotics for new classes of exponential L\'evy models
by Allen Hoffmeyer & Christian Houdr'e
- 2603.14758 A Quantitative Model of Non-Marriage and Fertility: Bargaining over Leisure
by Kazuharu Yanagimoto
- 2603.14557 Tractable bank capital structure: optimal control under Basel III constraints
by Erhan Bayraktar & Etienne Chevalier & Vathana Ly Vath & Yuqiong Wang
- 2603.14546 Robust Optimal Strategies for Early Liquidation in Financial Systems
by Dohyun Ahn & Hongyi Jiang
- 2603.14491 Private Credit Markets Theory, Evidence, and Emerging Frontiers
by Jiacheng Zou
- 2603.14453 E-TRENDS: Enhanced LSTM Trend Forecasting for Equities
by Harris Buchanan & Eric Benhamou
- 2603.14438 Curved Greeks: A Geometric Layer for Option P&L Adjustments
by Pedro Pablo P'erez Velasco & Mengjue Lu & Daniel Arrieta
- 2603.14288 Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI
by Allen Yikuan Huang & Zheqi Fan
- 2603.14226 Capacitated Spatiotemporal Matching
by Mingyang Fu & Ming Hu
- 2603.14148 Attitudes Toward Ambiguity Among Self-employed and Incorporated Entrepreneurs
by Thomas {AA}stebro & Frank M. Fossen & C'edric Gutierrez
- 2603.14118 Childhood Deprivation and Health Inequality in Later Life Across Divergent Life-Course Contexts: Evidence from Estonia, Latvia, and Israel
by Nita Handastya
- 2603.14072 Conditioning on a Volatility Proxy Compresses the Apparent Timescale of Collective Market Correlation
by Yuda Bi & Vince D Calhoun
- 2603.14024 Capturing cash non-additivity and horizon risk via BSDEs and generalized shortfall
by Giulia Di Nunno & Emanuela Rosazza Gianin
- 2603.13942 AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications
by Hui Gong
- 2603.13823 Enhancing the Accuracy of Regional Input-Output Table Estimation: A Deep Learning Approach
by Shogo Fukui
- 2603.13766 Estimating Earth's Temperature Response with Transformed and Augmented OLS
by Justin Sun
- 2603.13638 Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity
by Lucas A. Souza
- 2603.13634 Multiplicity of Equilibria in the War of Attrition with Two-Sided Asymmetric Information
by Martin Castillo-Quintana & Gianfranco Miranda-Romero
- 2603.13632 Betting Around the Clock: Time Change and Long Term Model Risk
by Umberto Cherubini
- 2603.13599 Dynamic Wholesale Pricing under Censored-Demand Learning
by Michalis Deligiannis & Marco Scarsini & Xavier Venel
- 2603.13581 Single-Event Multinomial Full Kelly via Implicit State Positions
by Christopher D. Long
- 2603.13505 Testing the Exclusion Restriction in IV Models Using Non-Gaussianity: A LiNGAM-Based Approach
by Fernando Delbianco
- 2603.13278 The AI Transformation Gap Index (AITG): An Empirical Framework for Measuring AI Transformation Opportunity, Disruption Risk, and Value Creation at the Industry and Firm Level
by Dean Barr
- 2603.13252 When Alpha Breaks: Two-Level Uncertainty for Safe Deployment of Cross-Sectional Stock Rankers
by Ursina Sanderink
- 2603.13170 Microstructural Foundation of Rough Log-Normal Volatility Models
by Paul P. Hager & Ulrich Horst & Thomas Wagenhofer & Wei Xu
- 2603.12958 Vocabulary aggregation
by Marco LiCalzi & M. Alperen Yasar
- 2603.12883 How Much do People Care about Climate Natural Disasters?
by Aatishya Mohanty & Nattavudh Powdthavee & Cheng Keat Tang & Andrew J. Oswald
- 2603.12767 A property of log-concave and weakly-symmetric distributions for two step approximations of random variables
by Mihaela-Adriana Nistor & Ionel Popescu
- 2603.12630 The Economics of AI Supply Chain Regulation
by Sihan Qian & Amit Mehra & Dengpan Liu
- 2603.12602 Pricing Derivatives under Self-Exciting Dynamics: A Finite-Difference and Transform Approach
by Aqib Ahmed & Hei{dh}ar Eyj'olfsson
- 2603.12536 Heterogeneous Elasticities, Aggregation, and Retransformation Bias
by Ellen Munroe & Alexander Newton & Meet Shah
- 2603.12532 Self-Confirming Mechanisms
by Zhiming Feng & Qingmin Liu
- 2603.12422 Mortgage Burnout and Selection Effects in Heterogeneous Cox Hazard Models
by Andrew Lesniewski
- 2603.12417 Topology as information: Network effects in corporate lending
by Anna Pirogova & Anna Mancini & Tiziano Squartini & Giulio Cimini
- 2603.12412 Macroeconomic Forecasting from Input-Output Tables Alone: A Darwinian Agent-Based Approach with FIGARO Data
by Martin Jaraiz
- 2603.12375 Feynman-Kac Derivatives Pricing on the Full Forward Curve
by Kevin Mott
- 2603.12374 The Privacy-Utility Trade-Off of Location Tracking in Ad Personalization
by Mohammad Mosaffa & Omid Rafieian
- 2603.12301 A Double Categorical Framework for Multi-Stage Portfolio Construction and Alignment
by Wesley Phoa
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