Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: https://arxiv.org/ .
Content
2026
- 2609.33214 Learning from a Mixture of Information Sources
by Nicole Immorlica & Brendan Lucier & Yaroslav Mukhin & Clayton Thomas & Ruqing Xu
- 2609.33064 The Accommodation Trap: Survival Dependence, Communication, and the Allocation of Invisible Work
by Samiha Tariq
- 2609.33058 Evolution of Market Microstructure in the Age of AI
by Irene Aldridge
- 2609.33057 Disagreeing About What the Buyer Might Learn
by Jonathan Libgober
- 2609.32925 Skill, Luck, or Imitation? What Actually Pays in Creator Markets
by Samiha Tariq
- 2609.32880 The Influence of the Vocal Few: Evidence from Social Media Comments
by Dante Donati & Lena Song
- 2609.32859 When Less Is More: Managing AI Adoption with Adaptive Incentive Design
by Jie Gong & Jiayi Hou & Jin Li & Fei Pu & Xinjue Yao
- 2609.32848 Packets, Transactions and Queues: Design Principles for HFT Systems from a Measurement Study of CME Market Data
by Vincent Maciejewski
- 2609.32773 Forecasting Intraday USD/CAD Exchange Rate with News-Derived Monetary-Policy Signals
by Maya Kodeih & Aliaa Alnaggar & Mucahit Cevik
- 2609.32746 Self-Evolving Multi-Agent Symbolic Discovery for Financial Fundamental Analysis
by Kelvin J. L. Koa & Filip Orestav & Shengqiong Wu & Michael J. Wooldridge & Ke-Wei Huang
- 2609.32725 Minimax Choice of Projection Geometry under Linear Inequality Constraints
by Joachim Freyberger & Julius Kappenberg
- 2609.32686 Optimal Reinsurance-Dividend Strategy with Fixed Transaction Costs in a Regime-Switching Brownian Risk Model: A Viscosity Solution to the Impulse Control Problem
by Wenyuan Wang & Zuo Quan Xu & Kaixin Yan
- 2609.32476 Economic Governance of Autonomous Agents and Robots: Factor-Origin Accounting and Social Automation Funds
by Toqeer Ali Syed & Ali Akarma & Adeel Ahmad & Muhammad Umair Younus
- 2609.32377 Who Pays When Shared Infrastructure Fails? Zero Liquid Discharge, the Utilisation Trap, and the Incidence of Compliance Cost in India's Textile and Tannery Clusters
by Mihika Singhania
- 2609.32369 Two-Point Dependent Wild Bootstrap for Weakly Dependent Estimating Equations
by Mikihito Nishi & Takashi Yamagata
- 2609.32337 Top Trading Cycles with Indifferences under Matroid Constraints
by Yasushi Kawase
- 2609.32238 Exact Trade-Level Attribution of FRTB-IMA Capital
by Yuhe Sui
- 2609.32076 An Adversarial Approach to Identification, Computation, and Inference in Models with a Linear-in-Measures Representation
by Irene Botosaru & Isaac Loh & Chris Muris
- 2609.31959 Implementability in Insurance Markets with Adverse Selection
by Maria Andraos & Mario Ghossoub
- 2609.31958 Multiple testing of a function's monotonicity
by Wei Zhao & David M. Kaplan
- 2609.31951 Information Latency: Theory and Economic Consequences
by Gaurav Subedi & Ratna K. Shrestha
- 2609.31916 Diabolus ex Machina: Complexity, Nomadic Resistance, and the Machinery of Forced Migration in Kazakhstan
by Christopher A. Hartwell
- 2609.31769 Estimating Heterogeneous Causal Effects with Tree-Based Methods under Imperfect Compliance
by Karolina Gliszczy'nska-Schroeder
- 2609.31752 The Price of a Familiar Perspective
by Georgy Lukyanov & Ilya Pototskiy
- 2609.31745 Learning to Interpret Forecasts: Evidence Quality and Source Familiarity
by Georgy Lukyanov & Nikita Ogorodnikov
- 2609.31744 Hidden Eligibility and the Credibility of Adoption
by Georgy Lukyanov & Mikhail Zolotarev
- 2609.31624 Analysis of Regional Disparities of Location of Sports Facilities and Sports Education Using Scientific Satellite Data
by Shoichi Otomo
- 2609.31578 Algorithmic trading and stochastic integration
by Aleksandar Arandjelovic & Uwe Schmock
- 2609.31570 Uncertainty and Explainability in Deep Rough Volatility: A Neural Information-Theoretic Posterior Approach
by Damiano Brigo & Raphael Huser & Dan Leonte
- 2609.31561 Orthogonal Moments in Likelihood Models
by St'ephane Bonhomme & Koen Jochmans & Martin Weidner
- 2609.31529 Prior-Free Delegation
by Terrence McGovern & Jan Benedikt Napp & Wenjun Zheng
- 2609.31512 Tolerable Inflation, Intolerable Uncertainty
by Eric Vansteenberghe
- 2609.31468 PriceBench: A Diagnostic Benchmark for Price, Quality, and Brand Preferences in LLM Booking Agents
by Pavel Kireyev
- 2609.31442 Bootstrap Inference for Dynamic Panel Data Models with Common Correlated Effects
by Arturas Juodis & Ovidijus Stauskas & Sander Tromp
- 2609.31379 How Much Must a Private Mempool Hide? Exact Leakage Thresholds for Sandwich Attacks
by Tingyi Lin & Jiazhuo Li & Ruoran Lai
- 2609.31345 On the asymptotic shape of quantile surfaces
by Florian Gach & Simon Hochgerner
- 2609.31263 Taming the Option Factor Zoo: A High-Dimensional Analysis
by Alexander Walter & Lukas Zimmer & Maxim Ulrich
- 2609.31260 Agentic Limit Order Books: Phase Transitions and Market Impact
by Jan Rosenzweig
- 2609.31236 Catch-Up and Come Home: Economic Convergence and Return Migration
by Kinga Varga & Bence Koll'anyi & Johannes Wachs
- 2609.31013 Same Text, Different Numbers: The Divergence of LLM-Based Measures
by Hamid Boustanifar & Sasan Mansouri
- 2609.30940 Financial Fragility in Societies of LLM Agents: Coordination Failures and Stabilizing Mechanisms
by Zhenhao Fu & Ruipeng Xu & Qibing Ren
- 2609.30684 PixSim: a calibrated open-source simulator of instant-payment fraud, recovery and interdiction under analyst capacity constraints
by Bashir Zeimarani & Alireza Khatib & Somayeh Mousavinasr & Carlos Maur'icio Serodio Figueiredo
- 2609.30617 Risk-Averse Welfare Maximization via Marginal Treatment Effects
by Jarrod Burgh & Emerson Melo
- 2609.30528 When Do Surrogate Metrics Work? A Finite-Sample Comparison Under Realistic Failure Modes
by Zihao Chen
- 2609.30504 A Characterization of the $M$-tests Under Nearly Integrated Nearly White Noise
by Aidan Wardak & Sayar Karmakar
- 2609.30481 Do Third-Party Web Traffic Estimates Preserve Causal Variation?
by Mehrzad Khosravi & Hema Yoganarasimhan
- 2609.30464 The Robustness of Sequential Implementation under Information Perturbations
by Ian Ball & Drew Fudenberg & Stephen Morris
- 2609.30329 Stability of Change-of-Num\'eraire Reweighting: An Exact Wasserstein Boundary
by Shaosai Huang
- 2609.30316 PALM: Point-in-Time Adaptation for Financial Language Models
by Seunghan Lee & Jun Seo & Jaehoon Lee & Junhyeok Kang & Sangjun Han & Sungdong Yoo & Minjae Kim & Tae Yoon Lim & Dongwan Kang & Hwanil Choi & Soonyoung Lee & Wonbin Ahn
- 2609.30269 When a Few Misfits Trigger Digital Adoption Cascades: Network Reach, Threshold Heterogeneity, and Performance-Conditioned Complex Contagion in an Agent-Based Model of Firms
by Esteve Almirall & Steve Willmott & Ulises Cort'es
- 2609.30058 Can Labor Markets Function in the Age of AI? The Evaluation Bottleneck in Hiring
by Itai Ashlagi & Ramesh Johari & Jon Kleinberg & Anushka Murthy
- 2609.30042 A Polynomial-Time Test for Peak-Oriented Rationalizability
by Taotao He & Runfa Hu
- 2609.30019 The Complexity of Multiplayer Colonel Blotto Games with Player-Specific Values
by Martin Bichler & Abheek Ghosh
- 2609.30007 First as Tragedy? Second as What? Estimating Dynamic Effects of Recurrent Events
by Agnes Norris Keiller
- 2609.29958 Multi-Dimensional Matching
by Irene Aldridge
- 2609.29905 Decision-Relevant Information in Partially Observed Production Networks
by Shaowen Luo & Kwok Ping Tsang & Zichao Yang
- 2609.29887 Cost-Sensitive Online Window Size Selection for Portfolio Management
by Yi-Chen Liu & Chung-Han Hsieh
- 2609.29700 Storage Options and Endogenous Commodity Prices in Continuous Time
by Nader Karimi & Erfan Salavati & Hojatollah Adibi
- 2609.29530 The Impossible Trinity of Time-Series Validation: A Conservation Law among Training Sufficiency, Test Coverage, and Temporal Causality
by Jiayu Li
- 2609.29515 Network Realized GARCH--It\^o Models: Volatility Spillovers with High-Frequency Identification
by Xinyu Song
- 2609.29440 Kernel Balancing in Tree-based Methods
by Karolina Gliszczy'nska-Schroeder
- 2609.29346 On dynamic price formation in the course of capital reallocation driven by differential rates of profit: strict conservation of value supports Karl Marx's theory
by Norbert Ankri & Paikan Marcaggi
- 2609.29249 Generic Covariate Adjustment for Regression Discontinuity Designs
by Jun Ma & Yuya Sasaki & Zhengfei Yu
- 2609.29108 Functional Architecture of European Electricity Trading Markets: Requirements for AI Supported Trading Systems under Regulatory Constraints
by Walter Kurz & Wojtek Stricker
- 2609.29080 Don't Fake It If You Can't Make It: Driver Misconduct in Last-Mile Delivery
by Srishti Arora & Vivek Choudhary & Pavel Kireyev
- 2609.29066 Complementary Information Sources
by Zichang Wang
- 2609.28947 Why Does Misinformation Propagate Faster? An Algorithmic Perspective on X
by Pan Li & Shuang Gao
- 2609.28871 Panel Conditioning in Fixed-Effects Models: Identification and Bias Propagation
by Shoki Okubo
- 2609.28863 Affine Pricing Models from Group Quantization and Holonomy
by Santiago Garcia
- 2609.28841 Reduced-Rank Autoregressive Models for Matrix Time Series
by Han Xiao & Yuefeng Han & Rong Chen & Ama Ampadu-Kissi
- 2609.28681 Improving Today, Narrowing Tomorrow: Collective Learning, Diversity, and Generativity
by Esteve Almirall & Chris Tucci
- 2609.28678 Heterogeneous Policy Effects in Comparative Case Studies with Treated-Unit Microdata
by Carl Bonander
- 2609.28675 From Individual to Social Imitation: How Communities Expand Organizational Search
by Esteve Almirall & Christopher Tucci
- 2609.28549 Do Female Directors Raise ESG Ratings? A Meta-Analysis
by Karolina Hozova & Tomas Havranek & Zuzana Irsova
- 2609.28504 AI in Science: Early Insights
by Mihai Codreanu & Alex Imas & Juan Mateos-Garcia & Joseph Emmens & Evalyne Muiruri & Arthur Turrell & Julian Jacobs & Atoosa Kasirzadeh & Ana Trisovic & Yiyuan Chen & Tanya Rodchenko & Catherine Pollard & Scott Strand & Daniel Rock & Zanna Iscenko & Fabien Curto Millet & Neil Thompson & James Manyika
- 2609.28463 Market Completeness and Optional Projections under Restricted Information
by Levin David Schwab
- 2609.28392 Cursed Rationalizability
by Shani Cohen & Shengwu Li
- 2609.28372 Shopping by algorithm: How agentic AI deploys human heuristics as a surrogate consumer
by Davood Wadi & Yu Ma
- 2609.28291 Cooperating against Catastrophe
by Drew Fudenberg & Andrew Koh
- 2609.28178 A Reverse War of Attrition
by Kazimierz Sta'nczak & Pawel Struski
- 2609.28174 Minimally rational reallocation of objects
by Ozgun Ekici & M. Bumin Yenmez
- 2609.27944 Distributional Difference-in-Differences: Aggregation Before or After Quantile Inversion?
by Ulrich Hounyo
- 2609.27912 Global tree forecasters collapse at the hierarchical aggregate: a five-panel failure characterization
by Md Rezwanul Islam & Wael Mohammed
- 2609.27888 Bins
by Mark Whitmeyer
- 2609.27786 Feasible Multi-Asset Optimal Execution under Cash Constraints
by Ryuji Hashimoto & Namid R. Stillman
- 2609.27785 Financial Tail Risk Beyond Lipschitz Continuity via Semi-Discrete Optimal Transport
by Ryan M. Engel & Kibaek Lee & Namid Stillman
- 2609.27732 Do Drug Consumption Rooms Reduce Drug-Related Hospitalizations? Evidence from Switzerland
by Ana Armendariz
- 2609.27727 Sovereign Grassroots Currencies: A CBDC Architecture for Credit and Monetary Policy (Full Version)
by Ehud Shapiro
- 2609.27691 Testing for Heterogeneous Treatment Effects in Regression Discontinuity Designs
by Xiaojun Song & Haojiao Zhao
- 2609.27686 Mining Meaning: Measurement Error in AI-Assisted Literature Reviews
by Jeffrey D. Michler & Kieran Douglas & Anna Josephson
- 2609.27654 FedIncome: Federated Learning for Income Estimation in Digital Lending Under Data Sovereignty Constraints
by Sultan Amed & Tanmay Sen & Sayantan Banerjee
- 2609.27636 Multi-Agent AI Architecture for Regulated Insurers: A generic AI framework under Solvency II and the AI Act in Austria and Germany
by Walter Kurz
- 2609.27632 Compliant AI Infrastructure for Regulated Finance: A tiered multi-agent framework with DLT audit trails for financial operations in DACH
by Walter Kurz & Reinhard Magg
- 2609.27614 Model-agnostic noise reduction for high-dimensional time series data
by Bram Wouters & Cees Diks
- 2609.27404 When Trust Attracts Fraud: AI and Trust Arbitrage
by Xieyu Yin & Fenghua Wen
- 2609.27402 Credible AUctions via MPC Gadgets: Bounding Information Leakage Under Abort
by Matheus Venturyne Xavier Ferreira
- 2609.27293 Singleton-Attainability and Transparent Access in Matching
by Szilvia P'apai
- 2609.27200 Local Optimality and Rigidity of Frobenius Tests for Dense High-Dimensional Covariance Alternatives
by Peter Reinhard Hansen & Werner Ploberger & Chen Tong
- 2609.27138 Surface-Driven Stochastic Volatility for Commodity Options: Identification of Stochastic Vol-of-Vol and Leverage from Smile Dynamics
by Arthur Steve Tchoneteck & Tingjia Zhang & Frederi Viens
- 2609.27134 Rare States and Long-Run Pricing
by Ye Lu & John Stachurski
- 2609.27113 Active Portfolio Management in Concentrated Equity Markets
by Brian Ceco & Xiaofei Shi & Ting-Kam Leonard Wong
- 2609.27107 Local Weak Limits for Equilibrium and Risk in Economic Networks
by Hamed Amini & Zhecheng Wu
- 2609.27051 Propose, Don't Judge: An Anytime-Valid Referee for LLM Agents That Mine Investment Factors
by Bo Qu & Mingguang Chen & Licheng Wang
- 2609.27024 Loss Choice or Model Choice? The Role of Forecast Level in Cryptocurrency Volatility Forecasting
by Andrzej Tokajuk & Jaros{l}aw A. Chudziak
- 2609.26994 Nonlinear Drivers of Macroeconomic Tail Risk: A Threshold Stochastic Volatility-in-Mean VAR with Regime-Dependent Leverage
by Haroon Mumtaz & Sofia Velasco
- 2609.26964 Implicit Smooth Ambiguity: Perception, Attitude, and Identification
by Kemal Ozbek
- 2609.26861 Rule-Based Pricing Algorithms and Market Outcomes: An Experimental Study
by Adrian Hillenbrand & Hans-Theo Normann & Matthias Potarca & Tobias Werner
- 2609.26840 Positive weight Hermite and Legendre quadrature rules
by Joris Pinkse
- 2609.26822 HARN: Hierarchical Associative Resonance Network for Event-Driven Multi-Timeframe Forecasting
by Nabeel Ahmad Saidd
- 2609.26797 Calibrated Bait: Defensive Information Design under Adversarial Fingerprinting
by Joshua S. Gans
- 2609.26606 Liquidity Provision and Rebate Design in Option Markets
by Samuel N. Cohen & Lyndon Drake & Zihan Guo & Christoph Reisinger
- 2609.26604 The network advantage: benefits of interregional scientific knowledge spillovers on AI patenting
by Saverio Barabuffi & Jacopo Cricchio & Alberto Di Minin & Guido Pialli
- 2609.26552 The Uniqueness of Exponential Second-Order Expected Utility
by Yosuke Hashidate
- 2609.26445 A Practical Guide on Graphical Model Validation
by Mario V. Wuthrich
- 2609.26398 Weighted universal Value-at-Risk Superadditivity for discrete distributions
by Alfred Muller
- 2609.26349 Optimal Investment and Consumption in Financial Markets with Integrated Variance Clocks
by Eduardo Abi Jaber & Florian Gutekunst & Martin Herdegen & David Hobson
- 2609.26303 Target alignment, dilution and forecast selection when cross-sectional forecasts share a common target
by Masoud Soleimani
- 2609.26302 Strategy-proof choice on strictly convex frontiers
by Siwei Chen & Pengbo Wang
- 2609.26264 Doctrine as a Fixed Point: A Formal Model of the Enforceable Penalty Ceiling when Human Oversight of AI Must Remain Effective
by Andreas Bauer
- 2609.26242 Can You Delete a Year of Market Data? Machine Unlearning Against Exact Retraining Oracles
by Junyi Ye
- 2609.26223 Wherefore BIC = DIC?
by Mark Whitmeyer
- 2609.26212 Trust, Rule of Law, and the Size Premium: Evidence from a Meta-Analysis
by Jiri Schwarz & Tomas Havranek & Zuzana Irsova & Jiri Novak
- 2609.26192 Do methods matter in the meta-analysis of partial correlation coefficients?
by T. D. Stanley & Petr Cala & Hristos Doucouliagos & Zuzana Irsova & Tomas Havranek
- 2609.26172 Insuring the Fallback: Capital, Monitoring, and the Certification of Preserved Human Capability under Improving AI
by Andreas Bauer
- 2609.26141 Three Ceilings: Model Monoculture, Solvency, and the Penalty Doctrine in Markets for Expert Services
by Andreas Bauer
- 2609.26062 The Elasticity of Substitution between Native and Immigrant Labor: A Meta-Analysis
by Klara Kantova & Tomas Havranek & Zuzana Irsova & Jiri Schwarz
- 2609.25965 Modeling interest rate swap volatility with GARCH processes
by Micha{l} Balcerek & Micha{l} Wronka
- 2609.25924 Conditional Tensor Diffusion: Distributional Counterfactual Learning and Inference
by Xinbing Kong & Zeyu Li & Junfan Mao & Bin Wu
- 2609.25677 Seeing Is Not Perceiving: When Synthetic Consumers Can and Cannot Pretest Visual Marketing
by Yi-Lin Tsai & Yung-Hsiu & Lai
- 2609.25617 Hierarchical Multi-Task Learning with Liquidity-Aware Signals for Stock Forecasting
by Hengyi Yang & Sida Lin & Yiyan Qi & Yankai Chen & Haohan Zhang & Xianhua Peng & Jian Guo
- 2609.25590 Contracting under Misspecification
by Florian Mudekereza
- 2609.25509 The Depth and Reach of Exploitation: Contracting with Endogenously Naive Consumers
by Benjamin Balzer & Benjamin Young
- 2609.25485 Dynamic Disclosure with(out) Timestamps
by Aaron Kolb & Beixi Zhou
- 2609.25481 Priority Blockers: Welfare and Incentives in Matching under General Constraints
by Lars Ehlers & M. Bumin Yenmez
- 2609.25452 Risk diversification for infinitely divisible distributions
by Peng Liu & Tiantian Mao
- 2609.25410 Strategic Disclosure of Action Space in Principal-Agent Contracts
by Xiaotie Deng & Ningyuan Li
- 2609.25144 The Informational Content in Lepto-Variance and Its Relation to Higher Moments
by Vassilis Polimenis
- 2609.25072 The Fiscal Alibi: Hidden Spending Needs and Government Reputation
by Georgy Lukyanov & Hengrina Ly
- 2609.25071 Who Enters the Record? Paywalls, Contributor Selection, and Social Learning
by Maria Kovalenko & Georgy Lukyanov
- 2609.25026 Local Expected Utility in Infinite-Dimensional Spaces: Theory and Elicitation
by G. Charles-Cadogan
- 2609.24548 Affine Volterra covariance processes and application to commodity markets
by Boris Gunther & Ludger Overbeck
- 2609.24181 Firm Valuation When AI Shapes the Business Model: A Milestone-Based Real-Options Framework for the AI Valuation Uncertainty Problem
by Walter Kurz & Wojtek Stricker & Stefan Marx & Frank Reinhardt & Florian Kollberg
- 2609.24020 Audit the Auditors: Commitment versus Professional Judgment
by Pingyang Gao & Jinzhi Lu & Zhenpeng Yang
- 2609.23998 A Stochastic Nested Fixed Point Algorithm for Large-Scale BLP Estimation
by Zhentong Lu & Myung Hwan Seo & Youngki Shin & Qichen Zhang
- 2609.23969 Prediction Markets Beat the Weather Forecast on Tomorrow's High Temperature
by Alexander W. Crosier
- 2609.23768 Risk Measures under Paired-Ambiguity: A Deep Learning Reflected BSDE Framework
by Nacira Agram & Jan Rems & Emanuela Rosazza Gianin
- 2609.23744 Structural versus Allocative Inefficiency Across Organizational Settings
by Jan van de Poll
- 2609.23703 Financial Language Models as Applied Artificial Intelligence Systems for News-Based Trading under Market Frictions
by Kemal Kirtac
- 2609.23598 OrderFusion+: Probabilistic Buy--Sell Price Trajectory Forecasting in Intraday Electricity Markets
by Runyao Yu & Derek W. Bunn
- 2609.23571 Extremal Mean-Variance Functionals over Wasserstein Balls: Applications to Risk Sharing
by Wenjun Jiang & Yiying Zhang & Zhenfeng Zou
- 2609.23378 Leaky-integrator reconstruction: taming error accumulation in recursive differenced time-series forecasting
by Zijiang Yang
- 2609.23303 Uniform Inference for Parameters Identified by Conditional Quantile Restrictions
by Xuqing Lin & Xiaojun Song
- 2609.23285 Contracting for Decision-Relevant Beliefs
by Bo Cowgill
- 2609.23272 On Control of Drawdown: Robust Invariance and Optimality
by Chung-Han Hsieh
- 2609.23223 Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets
by Arkadiusz Lipiecki & Nikolaos Kourentzes & Rafal Weron
- 2609.23220 Consistent Order Selection under Non-Identifiability and Dependence
by Eduardo Fonseca Mendes
- 2609.22893 Universal Diffusion Models for Implied Volatility Surfaces: Learning Shared Dynamics Across Stocks
by Mingzhi Yang & Sheng Wang & Chao Zhang & Ruikun Li
- 2609.22761 Causal inference in two-sided randomization designs: factorial regression, two-way clustering, and covariate adjustment
by Pengfei Tian & Jizhou Liu & Lei Shi & Peng Ding
- 2609.22652 Pareto-Improving Pricing: Why 3 Is Better Than 2
by Zi Yang Kang & Piotr Dworczak
- 2609.22639 Adapting Pairs Trading to Gambling Markets A Case Study of the U.S. Presidential Election
by Haoyu Liu & Len Thomas & Benjamin Baer & Carl Donovan
- 2609.22612 Asymptotic Invariance of Kelly Allocation Under Power-Law Asset Dynamics: Evidence from Bitcoin
by Ivan J. Vera-Marun
- 2609.22446 Biased Agents, Extreme Beliefs: Motivated Reasoning Under Competing Models
by Zhongheng Qiao
- 2609.22408 Social Influence and the Allocation of Scientific Attention in AI Populations
by Maxim Chupilkin
- 2609.22202 An Operator-Based Visual Analytics Pipeline for Synthetic Systemic Risk Dynamics
by Ana Isabel Castillo Pereda
- 2609.22169 Monocultural Biases: Correlated biases in large language models lead to unequal systemic exclusion rates in hiring
by Matthew Bone & Fabian Stephany & Maria del Rio-Chanona
- 2609.22052 Design and pricing of a transparent parametric-modeled loss CAT bond: application to German windstorm
by John Ery & Erwan Koch
- 2609.21688 Quadratic and $p$-th variation of random signed Takagi--Landsberg bridges
by Purba Das & Alexander Schied
- 2609.21684 Equilibrium prices under hidden Markov fundamentals
by Henri Pag`es & Dylan Possamai & Mateo Rodriguez Polo
- 2609.21674 Match forecasts in UEFA club competitions: Elo ratings versus Transfermarkt valuations
by Gergely Csurilla & L'aszl'o Csat'o
- 2609.21622 Testing Conditional Stochastic Dominance via Copula Derivatives
by Weiqi Yang & Weiwei Zhuang & Xiaojun Song
- 2609.21587 The "Rough" HAR Model
by Mikkel Bennedsen & Kim Christensen & Peter Korsbakke Christensen & Jun Yu & Chen Zhang
- 2609.21539 Monodromy of Walrasian Equilibrium Prices: A Fixed-Preference Endowment-Redistribution Construction
by Andrea Loi & Stefano Matta
- 2609.21478 Bricks or Cash? Externalities of Housing Upgrading in High-density Cities
by Sumit Agarwal & Ying Deng & Yi Fan & Qi Gao & Jing Li & Lin Ma
- 2609.21439 People escalate against a competitor labelled human and hold back against one labelled an optimising machine
by Vinicius Ferraz & Leon Houf
- 2609.21393 Summary Indices in Treatment Effect Estimation
by Danil Fedchenko
- 2609.21335 Certifying Priority in Evidence-Based Allocation
by Charles Po-Cheng Huang & Gunhaeng Lee
- 2609.21301 Simulation of stochastic volatility models via operator splitting schemes
by Lilian Hu & Congxin He & Yue Kuen Kwok & Gongqiu Zhang
- 2609.21291 Efficient simulation schemes for pricing options under the Ornstein--Uhlenbeck driven stochastic volatility model
by Congxin He & Yue Kuen Kwok
- 2609.21271 Nested Clustered Optimization Is One End of a Schur Bridge, and the Interior Is Sometimes Provably Better
by Peter Cotton
- 2609.21232 Stochastic Mortality Model with Fractional L\'evy Dynamics
by Congxin He & Lilian Hu & Yue Kuen Kwok & Yifan Ye
- 2609.21173 Adapting the Actor Model of Concurrency for High-Frequency Trading: Synchronous Message Delivery (fast_send) and a Tick-to-Book Latency Study
by Vincent Maciejewski
- 2609.21168 Auctions as Experiments
by Mira Frick & Ryota Iijima & Yuhta Ishii & Nicholas Wu
- 2609.21163 New Approaches to Strategic Thinking in Dynamic Games
by Mehmet Mars Seven
- 2609.21056 Poisson Regression under Multivariate Sample Selection
by Kirill O. Morozov
- 2609.20655 Using machine learning metrics to provide deeper insights into the performance of choice models
by Lorenzo Mu~noz & Stephane Hess & Thomas O. Hancock & Georges Sfeir
- 2609.20554 Does Training on Future Data Pay? Look-Ahead Bias in Forecasting with Pretrained Models
by Haiqiang Chen & Li Chen & Yunlong Chen & Difang Huang & Bo Zhang
- 2609.20550 Principal component error in high-dimensional factor models
by Alex Bernstein & Lisa R. Goldberg & Nicholas Gunther & Alec N. Kercheval & Tian Lan & Yian Lin & Dayi Yao
- 2609.20473 Beyond Linearity: Semiparametric Solutions to Contamination Bias with Multi-valued Treatments
by Michel Csillag Finger & Vitor Possebom
- 2609.20462 Unpriced Internal Externalities and Structural Inefficiency in Organizations
by Jan van de Poll
- 2609.20424 Cosine metric as a structural economic similarity measure
by Marina Telezhkina & Dominik Wied
- 2609.20421 Stable Allocations, Unstable Payment Paths: The Shapley Value and Voluntary Coalition Formation
by Tongseok Lim
- 2609.20405 An Arbitrarily Precise Global Closed Form Approximation for the Neoclassical Growth Model
by Jordan Roulleau-Pasdeloup
- 2609.20393 Gaussian Boundary Inference in a Hypergeometric Heavy-Tailed Family
by Steve Lawford
- 2609.20293 Beyond Rough Volatility: Decoupling Memory and Scaling via a Generalized Langevin Equation
by Andrey Itkin
- 2609.20282 Tradeable Import Certificates for Strategic Supply Security
by Sebastian Kranz
- 2609.20264 Risk-Set Transported Synthetic Control with Difference-in-Differences Adjustment under Staggered Treatment Adoption
by Mojtaba Eslami
- 2609.20260 Counterexamples and Sufficient Conditions: Comments on "Optimally-Transported Generalized Method of Moments"
by Masahiro Kato
- 2609.20224 The Year-End Toll: Frictions Embedded in Option-Implied Rates
by Useong Shin
Printed from https://ideas.repec.org/s/arx/papers5.html