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Content
2026
- 2605.30718 Moment-Based Inference for Regression with Latent Dirichlet Covariates
by Ziyu Jiang
- 2605.30683 Towards an Ideometrics-Based General Theory of Human Progress
by Igor Rudan & Steven Kerr
- 2605.30672 Residual Supply and the Price of Risk Absorption
by Ziyao Wang
- 2605.30643 Quality-Adjusted Hit-Ratio Targeting in Corporate Bond Market Making
by Bouna Niang
- 2605.30609 Rectified Linear Unit Regression
by Tatsushi Oka
- 2605.30567 Valuation of GLWB-LTC Annuities with L\'evy Equity Dynamics, Stochastic Interest Rates and Health-State Transitions
by Andrea Molent
- 2605.30566 Participation Costs Narrow Democratic Cooperation
by Mohammad Salahshour & Fjolle Shabani & Urs Fischbacher & Iain D. Couzin
- 2605.30562 Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence
by Abigail Anokyewaa Mensah & Ayush Jha & Hongwei Mei & Rui Wang & Svetlozar T. Rachev & Frank J. Fabozzi
- 2605.30515 Obviously Strategy-proof Choice of Social Acts
by Abinash Panda & Anup Pramanik
- 2605.30493 The Markup falsification Adaptative Set
by Santiago Acerenza & Nestor Gandelman
- 2605.30464 Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters
by Miquel Noguer i Alonso
- 2605.30442 When market boundaries weaken: Network reconfiguration and regime-dependent cross-asset spillovers
by Ruixue Jing & Luis Enrique Correa Rocha
- 2605.30435 Global Science Sustains U.S. Innovation
by Christopher R. Esposito
- 2605.30363 Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
by Mingxuan Yi & Vidal Mehra & Jing Chen & John Cartlidge
- 2605.30209 Betting Against Integrity: Identifying Match-Fixing Through In-Play Market Dynamics
by David Winkelmann & Maya Vienken & Christian Deutscher & Roland Langrock
- 2605.30081 Tax Salience: How Requiring Transparency Affects the Price of Equality
by Ashley Craig & Itai Sher
- 2605.30068 Functional integration by parts formulae for stochastic Volterra processes
by Alexandre Pannier
- 2605.29832 Count Your Losses, and Cut Your Blessings: Reference Dependence across Intertemporal and Uncompensated Labor Supply
by Mattia Adamo & Michele Cantarella
- 2605.29785 Long-Term Health and Human Capital Effects of Universal Health Care and Mass Literacy: Evidence from Cuba
by Giovanni Mellace & Rok Spruk
- 2605.29689 Beyond TVL: An Explainable Risk Scoring Framework for Tokenized Real-World Assets
by Rischan Mafrur & Khadijah
- 2605.29541 Change-point estimation for Weibull time series with copula-based Markov models
by Li-Hsien Sun & Zong-Yuan Huang & Yi-Ling Huang & Chi-Yang Chiu & Ning Ning
- 2605.29413 From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management
by Ajay Kumar Verma & Shravya Barkam
- 2605.29376 Three-Currency HJM for Brazilian Credit Markets
by Raphael Coelho
- 2605.29361 The Empirical Content of Revealed Preference in High Dimensions
by Ian Crawford & Longye Tian
- 2605.29315 Generalized Spectral Testing with Sample Splitting
by Yuxin Tao & Feiyu Jiang & Xiaofeng Shao
- 2605.29309 Implied ETF Carry Rates and the Limits of Arbitrage in Segmented Bitcoin Markets
by Mindy L. Mallory
- 2605.29238 Graph Neural Networks for Generalized Mundlak Estimator under Network Confounding
by Lianyan Fu & Rui Wang & Zihan Zhang
- 2605.29207 From Augmentation to Reconstruction: Guiding the AI Disruption to the Good Place
by David M. Rothschild & Jake M. Hofman & Markus Mobius & Brendan Lucier & Eleanor Dillon & Daniel G. Goldstein & Nicole Immorlica & Aleksandrs Slivkins
- 2605.29129 Governing Technical Debt in Agentic AI Systems
by Muhammad Zia Hydari & Raja Iqbal & Narayan Ramasubbu
- 2605.29102 Implying Volatility: How Fast Can We Go?
by Fabien Le Floc'h & Jherek Healy
- 2605.28985 Subsidizing Sequential Search
by Salvador Candelas & Nicole Immorlica & Brendan Lucier
- 2605.28904 Mobile Foreigners: Mortgage Lock-In and H-1B Demand
by Duha T. Altindag & John M. Nunley & R. Alan Seals
- 2605.28853 Financially Guided Deep Portfolio Optimization
by Rahul Fernandes & Travis Desell
- 2605.28850 Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents
by Weicheng Xue
- 2605.28749 IV regression with distribution-valued outcomes
by David Van Dijcke & Kaspar Wuthrich
- 2605.28647 The Ethics of LLM Sandbox and Persona Dynamics
by Tim Gebbie & Stewart Gebbie
- 2605.28562 Two Equivalence Results between Unemployment Insurance and Wage Insurance
by Anchi Xia
- 2605.28359 From Knowing to Doing: A Memory-Controlled Benchmark for LLM Trading Agents on Stock Markets
by Taojie Zhu & Wentao Zhao & Rui Sun & Beidi Luan & Jiacheng Lu & Sinuo Wang & Jing Li & Daxin Jiang & Yonghong He & Zuo Bai
- 2605.28349 Robust Inference for Dyadic Data with Dependent Ordered Nodes
by Ulrich Hounyo & Jiahao Lin & Xiaojun Song
- 2605.28327 Insurance Pricing Optimization via Off-Policy Evaluation
by Sascha Gunther & Dimitri Semenovich & Mario V. Wuthrich
- 2605.28265 Robustness of Persuasion to Receiver Preferences
by Ronen Gradwohl & Fengming Hu & Rann Smorodinsky
- 2605.28263 Existence and Optimality of Envy-Free random allocations
by Anna Vakarova
- 2605.28026 Information Acquisition with $\alpha$-Divergence Costs
by Takashi Ui
- 2605.27977 Deep Learning Forecasting of the U.S. Aggregate Bond Index
by Ajay Kumar Verma & Jul Jon Ramirez General & Yvan Landry Ndzonde Fonkou
- 2605.27945 Stochastic Volatility, Jumps, and Rates: A Unified Framework for Option Pricing and Term-Structure Simulation
by Nunik Srikandi Putri & Ajay Kumar Verma & Neo Paul Lesupi
- 2605.27887 PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management
by Yuxuan Zhao & Sijia Chen & Ningxin Su
- 2605.27848 Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning
by Ajay Kumar Verma & Nunik Srikandi Putri & Neo Paul Lesupi
- 2605.27698 Decision Making under Dual-System Thinking
by Yusufcan Masatlioglu & Tri Phu Vu
- 2605.27684 Insider and stealth trading with dynamic legal risk
by Bixing Qiao & Weixuan Xia
- 2605.27658 Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels
by Zhang Chen & Chen Kay
- 2605.27320 Modeling Agentic Technical Debt and Stochastic Tax: A Standalone Framework for Measurement, Simulation, and Dashboarding
by Muhammad Zia Hydari & Raja Iqbal & Narayan Ramasubbu
- 2605.27265 Quantifying Social Inflation in Liability Insurance with Advanced Statistical Methods
by Tsz Chai Fung & Lie Ma & Liang Peng & Fang Yang
- 2605.27182 Deep Least Squares Monte Carlo methods for the valuation of variable annuities with guarantees
by Nicolas Langren'e & Xiaolin Luo & Pavel V. Shevchenko & Ruiyi Zhang
- 2605.26948 Integrating Proportionality and Egalitarianism in Claims Problems
by Anisha Bandyopadhyay & Sinan Ertemel & Rajnish Kumar & Saptarshi Mukherjee
- 2605.26890 Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets
by Kpante Emmanuel Gnandi & Fredy Pokou & Jules Sadefo Kamdem
- 2605.26740 A Unified Theory of Ownership Concentration, Overlap, and Dependence
by Miquel Noguer i Alonso & Iro Tasitsiomi
- 2605.26703 Proper Calibeating
by Dean P. Foster & Sergiu Hart
- 2605.26662 AI evaluation may bias perceptions: The importance of context in interpreting academic writing
by Shang Wu & Randol Yao
- 2605.26639 Suppression and Empowerment in Contests
by Alexander Matros & Constantine Sorokin
- 2605.26610 End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility
by Nikita Guseynov & Nana Liu & Chi Seng Pun & Tushar Vaidya
- 2605.26604 Credibility Trilemma in Polymatroidal Service Markets
by Lauri Lov'en & Sujit Gujar & Kalle Timperi & Hassan Mehmood & Praveen Kumar Donta & Sasu Tarkoma & Schahram Dustdar
- 2605.26559 Auditing and Fixing Economic Validity in Tabular Foundation Models for Discrete Choice
by Yingshuo Wang & Xian Sun & Yanhang Li & Zhichao Fan & Zexin Zhuang
- 2605.26516 State-Robust Nash Predictions In Population Games
by Rui Sun & Junfei Guo
- 2605.26508 Foundations of a Time-Consistent Counterfactual Actuarial Runtime for Autonomous AI Agents
by Hao-Hsuan Chen
- 2605.26437 Divergent Minds, Convergent Baselines: A Bounded-Rationality Account of LLM-Human Strategic Behaviour
by Po Han Teo
- 2605.26367 Random Matching with Minimums
by Will Sandholtz & Andrew Tai
- 2605.26363 Multiperiod Groundwater Markets
by Igor Cialenco & Michael Ludkovski
- 2605.26271 Learning Nonlinear Factor Models with Unknown Monotone Links from Incomplete and Noisy Data
by Yutong Chao & Resat Gokhan & Jalal Etesami & Ali Habibnia
- 2605.26074 StakeBench: Evaluating Language Understanding Grounded in Market Commitment
by Yunhua Pei & Jingyu Hu & Yiwei Shi & Hongnan Ma & Weiru Liu & John Cartlidge
- 2605.25894 Predicting Stock Price Direction on Earnings Announcement Days using Multi-modal Deep Learning
by Manuel Noseda & Nathan Soldati & Marco Paina
- 2605.25824 Mean-field game of mean-variance portfolio management with peer-based relative risk aversion
by Weilun Cheng & Zongxia Liang & Sheng Wang & Xiang Yu
- 2605.25766 Measuring multivariate maximal tail dependence
by Takaaki Koike & Marius Hofert & Haruki Tsunekawa
- 2605.25632 Insuring Every Action: An Authority Frontier Framework for Runtime Actuarial Control of Autonomous AI Agents
by Hao-Hsuan Chen
- 2605.25631 The Privacy Subsidy in Continuous-Time Kyle: Cumulative Welfare under Noise-Perturbed Order-Flow Observation
by Yuki Nakamura
- 2605.25610 Match classification in the last round of four-team round-robin tournaments
by L'aszl'o Csat'o & Andr'as Gyimesi
- 2605.25559 Modeling dependence in sparse time series of Insurance Claims
by Roberto Baviera & Pietro Manzoni & Michele Domenico Massaria
- 2605.25555 Ownership Networks and Economic Power in the Italian Energy Sector
by Andrea Pannone & Francesco Giancaterini & Tiziano Bacaloni & Andrea Bernardini & Alessio Abeltino
- 2605.25519 Identification and Estimation of Semiparametric Multilayered Sample Selection Models
by Dongwoo Kim
- 2605.25505 Generative AI impacts on intra-urban inequality and skill premium in Beijing
by Xiliu He & Haoxiang Zhao & Mingyi Ma & Edward Wen Chuan Lai & Koei Enomoto & Anni Hu & Jiatong Li & Lingyun Chu & Yuan Lai
- 2605.25483 Partial Identification of Causal Effects that Vary by Setting
by Nick Huntington-Klein
- 2605.25450 Valuation of Variable Annuities with Equity Protection Swaps under Jumps and Default Risks
by Marek Rutkowski & Huansang Xu
- 2605.25438 Agentic Delegation and the Language Frontier of Software Developers: A Model and Evidence from Claude Code on GitHub
by Alexander Quispe & Kevin Xu
- 2605.25392 One Currency, Two Forward Prices: The Onshore-Offshore Renminbi Puzzle
by Samuel Drapeau & Peng Luo & Xuan Tao & Tan Wang
- 2605.25349 Dividing the Spoils: Incentives for Collective Winning
by Zhonghong Kuang & Jingfeng Lu & Yiyao Zhu
- 2605.25131 Single-Peakedness Does Not Prevent Leapfrogging under Abstention
by Aman Ray & Srikanth B. Pai
- 2605.24878 Entropy-Regularized Certainty-Equivalent Bellman Policies for Risk-Sensitive Market Making
by Tenghan Zhong
- 2605.24833 Controlled McKean--Vlasov Contagion with State-Dependent Killing
by Aoxin Zhang & Yingzhe Wang
- 2605.24730 Private Languages
by Jeremy Bertomeu
- 2605.24514 Incremental SVD for Large-Scale Dynamic Matrices: Accuracy, Subspace Stability, Refresh Strategies, and Financial Factor-Based Risk Models
by Stilyan Staykov
- 2605.24490 Market Regime Council for Dynamic Credit Assignment in Multi-Agent LLM Decision Systems
by Yunhua Pei & Zerui Ge & Jin Zheng & John Cartlidge
- 2605.24356 Contested Temporalities in Critical Minerals and Resource Extraction for Electric Vehicles
by Joseph Nyangon
- 2605.24285 Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting
by Akash Deep & Nicholas Appiah & Svetlozar T. Rachev
- 2605.24242 Explicit Signal-Adaptive Sequential Optimal Execution Quotes
by Fenghui Yu
- 2605.24233 Bayesian Rational Search Engine User
by Shichao Ma
- 2605.24208 One at a Time? The Personal Productivity Bias in Emergency Department Patient Assignment
by Brett Hathaway & Evgeny Kagan & John Jones
- 2605.24031 Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints
by Pablo Rodriguez Manzi
- 2605.23979 Faster Forward Sensitivities: Reduced stochastic hedge ratios from pathwise algorithmic differentiation
by Christian P Fries
- 2605.23978 Algometrics: Forecasting Under Algorithmic Feedback
by Marc Schmitt
- 2605.23962 From Index to Equity: Pre-Training Transformers for Stock Return Prediction
by Marie Soehl Coolsaet & Roberto Gallardo & Zhen Gao
- 2605.23959 When Alpha Disappears: A One-Switch Benchmark for Decision-Time Leakage in Financial Backtests
by Fan Zhang & Zhen Li & Sijia Peng & Yu Chen
- 2605.23958 AI in the Enterprise: How People Use M365 Copilot Chat
by Scott Counts & Yan Chen & Jing Dong & Himanshu Sharma & Andrey Zaikin & Rui Hu & Alperen Kok & Gorkem Ozer Yilmaz & Siddharth Suri & Kiran Tomlinson & Sonia Jaffe & Will Wang
- 2605.23955 From Accuracy to Auditability: A Survey of Determinism in Financial AI Systems
by Ruizhe Zhou & Xiaoyang Liu & Gaoyuan Du & Yi Zheng & Shouxi Ren & Deepayan Chakrabarti & Dengdu Jiang
- 2605.23953 Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting
by Yong Zhang & Xinxiao Wu & Yunde Jia & Che Sun
- 2605.23924 Improving the Completeness and Comparability of Segment Disclosures: A Large Language Model Approach
by Yue Liu & Zhiyuan Cheng & Longying Lai
- 2605.23919 Stochastic compliance/evasion dynamics in tax models: a piecewise deterministic Markov process approach
by Jonas Mayr & Amira Meddah & Irene Tubikanec
- 2605.23916 Agent-Facing Information Design in LLM Tool Registries
by Haochuan Kevin Wang
- 2605.23905 AI-Driven Alpha Decay: Algorithmic Homogenization, Reflexive Signal Erosion, and the Paradox of Intelligent Markets
by Shuchen Meng & Xupeng Chen
- 2605.23706 Algorithm or Creative? A Three-Arm Experimental Design for Decomposing Algorithmic Bias in Platform A/B Tests
by Pallavi Pal & Anjana Susarla
- 2605.23703 Dynamic Consumer Demand at Large Scale
by Daniel Brunner & Florian Heiss & Anna B. Schmidt
- 2605.23616 Value-focused modelling to generate alternatives -- Coupling multi-criteria decision analysis and optimisation models to support strategic decisions
by Emily Bergup & Jonas Finke & Sebastian Schar & Valentin Bertsch
- 2605.23539 Process Utility in High-Stakes Competition
by Arnaud Dupuy
- 2605.23400 De-risking renewable energy investments: Assessing contract design and project finance using operational wind park data
by Jorge S'anchez Canales & Lion Hirth
- 2605.23162 SolarChain: Bridging Physical Law, Verifiable Trust, and Sustainable Markets for Urban Energy Resilience
by Shilin Ou & Yifan Xu & Zhenshan Zhang & Luyao Zhang & Ming-Chun Huang
- 2605.23159 Generative AI and the Reorganization of Labor Demand
by Fangyan Wang & Zaiyan Wei & Yang Wang
- 2605.23053 A Comparative Multi-Hazard Risk Assessment of the US High-Voltage Transmission Network
by D. Bor & E. J. Oughton & R. S. Weigel & R. Yang & T. Clower & A. Newman & A. R. Valle
- 2605.23007 MadEvolve: Evolutionary Optimization of Trading Systems with Large Language Models
by Yurii Kvasiuk & Tianyi Li & Owen Colegrove & Moritz Munchmeyer
- 2605.22994 Dynamic Evolution of Corporate Emissions Determinants
by George Kapetanios & Steven Ongena & Alexia Ventouri & Huiyan Xiao
- 2605.22892 Is TabPFN the Silver Bullet for Insurance Pricing?
by Bruno Deprez & Wouter Verbeke & Tim Verdonck
- 2605.22877 Modeling Commuter Mobility in Stockholm: A Spatial Panel Approach Using Mobile Phone Data
by Marina Toger & Umut Turk & John Osth & Manfred M. Fischer
- 2605.22865 Multi-Dimensional Matching in Market Design
by Irene Aldridge
- 2605.22847 The Geometry of Cooperative Game Solutions: Stratified Egalitarian Shapley Values
by Frank M. V. Feys
- 2605.22846 An Axiomatic Theory of Tie-Breaking: Impossibility, Characterization, and Decomposition
by Frank M. V. Feys
- 2605.22841 Strategic Coercion Within Alliances: The Greenland Sovereignty Game as an AI Stress Test
by Rommin Adl & Peyton Williams
- 2605.22792 From Arbitrage Removal to Density Extraction: A Model-Free Framework for Short-Dated Options
by Aaron Wizman & Gabriel Turinici & Gregory Merran
- 2605.22667 Imperfect Commitment in Maximal Extractable Value Auctions
by Aleksei Adadurov & Sergey Barseghyan & Anton Chtepine & Antero Eloranta & Andrei Sebyakin & Arsenii Valitov
- 2605.22632 Position: The Pre/Post-Training Boundary Should Govern IP in Industry-Academia ML Collaborations
by Dirk Bergemann & Soheil Ghili & Nitzan Mekel-Bobrov
- 2605.22427 Faster Monotone Implied Volatility Solver
by Fabien Le Floc'h
- 2605.22215 A Generative Adversarial Graph Neural Network for Synthetic Time Series Data
by Marco Gregnanin & Johannes De Smedt & Giorgio Gnecco & Maurizio Parton
- 2605.22095 Not Yet: Humans Outperform LLMs in a Colonel Blotto Tournament
by Dmitry Dagaev & Egor Ivanov & Petr Parshakov & Alexey Savvateev & Gleb Vasiliev
- 2605.22076 Isomorphic Dynamic Programs
by John Stachurski & Junnan Zhang
- 2605.21806 GDP-Driven Structural and Dynamical Heterogeneity in the Synchronization of Chaotic Macroeconomic Networks
by Thierry Njougouo & Fernando Fagundes Ferreira & Diego Garlaschelli
- 2605.21759 An optimal transport foundation for a class of dynamically consistent risk measures
by Sven Fuhrmann & Michael Kupper & Max Nendel
- 2605.21743 Who Uses AI? Platform Selection and the Measurement of Occupational AI Exposure
by Michelle Yin & Burhan Ogut
- 2605.21696 What Does Deep Hedging Actually Learn? Delta Corrections, Regime Fragility, and Symbolic Distillation
by Kirill Zernikov
- 2605.21656 Why Efficient Reforms Fail: Endogenous Game Transformation under Status Quo Bias and Social Preferences
by Madjid Eshaghi Gordji & Mohammadali Berahman & Hasti Eshaghi
- 2605.21647 Strategic Inertia and Institutional Change:A Behavioral Model of Price Reforms versus Action Deletion
by Madjid Eshaghi Gordji & Mohammadali Berahman & Hasti Eshaghi
- 2605.21504 Multivariate Financial Forecasting using the Chronos Time Series Foundation Models
by Sanjiv R Das & Tarang Goyal & Mohini Yadav
- 2605.21409 Portfolio Preference Elicitation in Institutional Crossing Markets
by Yoontae Hwang
- 2605.21367 Correlated Random Coefficient Distributions in Linear Panel Models
by Irene Botosaru & James L. Powell
- 2605.21358 From Summer to Spring: A Shift in US Housing Market Seasonality
by Yihan Hu & Cemil Selcuk
- 2605.21192 The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem
by Marco Gregnanin & Johannes De Smedt & Giorgio Gnecco & Maurizio Parton
- 2605.21129 How hate spreads online and why it returns: Re-entrant phases driven by collective behavior
by Chen Xu & Pak Ming Hui & Chenkai Xia & Neil F. Johnson
- 2605.21117 When Do Markets Work? Multiplex Networks and Efficiency
by Chengqing Li & Yves Zenou & Junjie Zhou
- 2605.21009 Wartime Controls, Political Connections, and the Pricing of Zaibatsu Rents in Japan, 1930-1943
by Keiichi Morimoto & Akihiko Noda & Takenobu Yuki
- 2605.20679 Testing a Graph-Theoretic Condition for Aggregating Incomplete Rankings: A Technical Note
by Yasunori Okumura
- 2605.20636 Continuous Timing Signals for Growth-Defensive Style Allocation: Factor Attribution, Risk Matching, and Out-of-Sample Evidence
by Zheli Xiong
- 2605.20601 Endogenous Quantile Regression with Measurement Error in Dependent Variable
by Xuanjing Su
- 2605.20359 The Harmonic Synthetic Control Method
by Ziyi Liu & Yiqing Xu
- 2605.20348 Memory-Induced Supra-Competitive Outcomes Between Deep Reinforcement Learning Agents in Optimal Trade Execution
by Christos Spyridon Koulouris & Carlo Campajola
- 2605.20281 The Economics of AI Inference: Inflation Dynamics, Welfare Costs, and Optimal Monetary Policy under the Inference-Cost Phillips Curve
by Gustav Olaf Yunus Laitinen-Fredriksson Lundstrom-Imanov
- 2605.20279 The Economics of Model Collapse: Equilibrium, Welfare, and Optimal Provenance Subsidies in Synthetic Data Markets
by Gustav Olaf Yunus Laitinen-Fredriksson Lundstrom-Imanov
- 2605.20192 Leveraging Large Language Models for Sentiment Analysis: Multi-Modal Analysis of Decentraland's MANA Token
by Xintong Wu & Peiting Tsai & Jing Yuan & Michael Yu & Greg Sun & Luyao Zhang
- 2605.20152 Caputo-Type Memory Invariants: A Fractional Generalization of the Cobb-Douglas Production Function
by Roman G. Smirnov
- 2605.20142 Mining Financial Data using Mixtures of Mirrored Weibull Distributions
by Zijun Jia & Sharon X. Lee
- 2605.20137 A Three-Variable Benchmark for Post-GFC Covered Interest Parity Deviations
by Useong Shin
- 2605.20113 Null player neutrality in TU-games: Egalitarian and Shapley solutions
by J. C. Gonc{c}alves-Dosantos & R. Mart'inez & J. S'anchez-Soriano
- 2605.20012 Testing Heteroskedasticity Under Measurement Error
by Xiaojun Song & Jichao Yuan
- 2605.19884 Contracting with Imperfect Commitment: Minimal Canonical Contracts
by Seungjin Han & Siyang Xiong
- 2605.19742 The Privacy Subsidy in Glosten-Milgrom: Bid-Ask Spread and Welfare under Flip-Noise Direction Observation
by Yuki Nakamura
- 2605.19548 The Full Pareto Frontier as Kantian Equilibria
by Igor Sloev & Gerasimos Lianos
- 2605.19401 External Demand, Domestic Monetary Conditions, and Remittance Dynamics in Nepal
by Sahaj Raj Malla
- 2605.19278 Do Better Volatility Forecasts Lead to Better Portfolios? Evidence from Graph Neural Networks
by Rylan Wade
- 2605.19154 Indirect Estimators of Intergenerational Mobility
by Andrea Del Pizzo & Martin Nybom & Jan Stuhler
- 2605.19146 Designing On-Chain Options: Amortizing Perpetual Options
by Maxim Bichuch & Zachary Feinstein
- 2605.19129 Correlated optimin
by Mehmet Mars Seven
- 2605.19087 Breaking Status-Quo Inertia in Living Temporal Games: Dynamic Intervention, Implementation, and Structural Design
by Madjid Eshaghi Gordji & Ali Jabbari & Mohammad Ali Berahman & Esmaiel Abounoori
- 2605.19030 Nash Welfare in Additively Separable Hedonic Games
by Marta Pagano & Alexander Schlenga
- 2605.19014 SAGA: A Sequence-Adaptive Generative Architecture for Multi-Horizon Probabilistic Forecasting with Adaptive Temporal Conformal Prediction
by Gustav Olaf Yunus Laitinen-Fredriksson Lundstrom-Imanov & Hafize Gonca Comert
- 2605.18935 The Agentic Economy: Humans, AI Agents, Robots, and the Measurable Transition toward Distributed Economic Action
by Davit Gondauri & Mikheil Batiashvili
- 2605.18887 Valuing Winners: When and How to Correct for Selection Bias in Randomized Experiments
by Ron Berman & Walter W. Zhang & Hangcheng Zhao
- 2605.18784 The Insurability Frontier of AI Risk: Mapping Threats to Affirmative Coverage, Silent Exposures, and Exclusions
by Alex Leung & Rex Zhang & Ervin Ling & Kentaroh Toyoda & SiewMei Loh
- 2605.18779 Achieving Generational Peace in Mali through Intergenerational Mean-Field-Type Game-based Incentives
by Hamidou Tembine
- 2605.18745 SURGE: Approximation and Training Free Particle Filter for Diffusion Surrogate
by Lifu Wei & Yinuo Ren & Naichen Shi & Yiping Lu
- 2605.18686 critband: A Python Package for Critical Bandwidth Analysis of Multimodal Distributions
by Ruiyu Zhang & Qihao Wang
- 2605.18448 Fixed-order PCA: Theory for Overestimated Factor Models
by Yuan Liao & Xin Tong & Wanjie Wang & Dacheng Xiu
- 2605.18357 Engagement vs. Commitment: The Economic Trade-Offs of Polarizing News Content
by Shunyao Yan & Klaus M. Miller
- 2605.18343 Explicit Rational Formulae for Bachelier (Normal) Implied Volatility
by Fabien Le Floc'h
- 2605.18228 Consistency, unanimity, and the Borda rule in social ranking
by Takahiro Suzuki & Stefano Moretti & Rachel Ruell'e
- 2605.18157 A Tractable Class of Cooperative Games Defined by Directed Networks: Unanimity Decomposition and Shapley Value
by David Ryz'ak & Tom'av{s} Kroupa
- 2605.18138 Bayesian State-Space Modeling and Model-Based Counterfactual Analysis of Dynamic Income Distributions from Grouped Data
by Kazuhiko Kakamu
- 2605.18080 Parameterized 4-Qubit EWL Quantum Game Circuits with Dirac-Solow-Swan Hamiltonian Integration for Quadruple Helix Disruptive Innovation Recommender Systems
by Agung Trisetyarso & Fithra Faisal Hastiadi & Kridanto Surendro
- 2605.18049 Asymptotic Behaviour of Unexpected Losses and Risk Ratios for Co-Monotonic Alternatives
by Max Nendel
- 2605.18019 A data-driven Fourier-mixture neural-network method for density estimation
by Duy-Minh Dang & Volter Entoma
- 2605.17979 Comment on Scientific production in the era of large language models
by Thomas Renault & Antonin Bergeaud & Cl'ement Bosquet
- 2605.17896 The Effects of Innovation on Foreign Portfolio Investment: The Role of Institutions and Risk-Taking
by Yimin Wu & Tomoo Kikuchi
- 2605.17867 Profit-Oriented Planning and Multi-Market Operation Model for Hybrid Energy Storage Systems
by Lizhong Zhang & Junqi Liu & Jianxiao Wang & Lei Zhu
- 2605.17768 Mortality Heterogeneity and Actuarial Fairness in China's Notional Defined Contribution Pension System
by Xiaoyu Dong & Hong Li & Kenneth Q. Zhou & Xiaobai Zhu
- 2605.17724 Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ
by Mathias Mesfin
- 2605.17723 Residential Battery Pooling Under Backup Commitments
by Jerry Anunrojwong & Baosen Zhang
- 2605.17662 Learning Through Imitation: An Experiment
by Marina Agranov & Gabriel Lopez-Moctezuma & Philipp Strack & Omer Tamuz
- 2605.17628 A Penalty-Free Pipeline for Direct Quantum-Annealer Portfolio Optimization
by Luis Lozano
- 2605.17623 Where the Quantum Lives in D-Wave Hybrid Portfolio Optimization: An Operational Decomposition Audit
by Luis Lozano
- 2605.17446 Robust Volatility Index Calculation with OTM Option-implied Probability
by Masaaki Fukasawa & Shunta Murayama
- 2605.17425 The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
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