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Content
2022
- 2204.13385 Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange
by Gour Sundar Mitra Thakur & Rupak Bhattacharyya & Seema Sarkar
- 2204.13338 Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets
by Masanori Hirano & Hiroki Sakaji & Kiyoshi Izumi
- 2204.13265 Adaptive Multi-Strategy Market-Making Agent For Volatile Markets
by Ali Raheman & Anton Kolonin & Alexey Glushchenko & Arseniy Fokin & Ikram Ansari
- 2204.13150 Impulse response estimation via flexible local projections
by Haroon Mumtaz & Michele Piffer
- 2204.13102 The Price and Cost of Bitcoin
by John E. Marthinsen & Steven R. Gordon
- 2204.12992 Estimation of Recursive Route Choice Models with Incomplete Trip Observations
by Tien Mai & The Viet Bui & Quoc Phong Nguyen & Tho V. Le
- 2204.12933 High-Frequency-Based Volatility Model with Network Structure
by Huiling Yuan & Guodong Li & Junhui Wang
- 2204.12932 NFT Appraisal Prediction: Utilizing Search Trends, Public Market Data, Linear Regression and Recurrent Neural Networks
by Shrey Jain & Camille Bruckmann & Chase McDougall
- 2204.12929 Sequence-Based Target Coin Prediction for Cryptocurrency Pump-and-Dump
by Sihao Hu & Zhen Zhang & Shengliang Lu & Bingsheng He & Zhao Li
- 2204.12928 Causal Analysis of Generic Time Series Data Applied for Market Prediction
by Anton Kolonin & Ali Raheman & Mukul Vishwas & Ikram Ansari & Juan Pinzon & Alice Ho
- 2204.12914 Forecasting foreign exchange rates with regression networks tuned by Bayesian optimization
by Linwei Li & Paul-Amaury Matt & Christian Heumann
- 2204.12865 The universality in urban commuting across and within cities
by Lei Dong & Paolo Santi & Yu Liu & Siqi Zheng & Carlo Ratti
- 2204.12766 Two-dimensional forward and backward transition rates
by Theis Bathke & Marcus Christiansen
- 2204.12723 On the limitations of data-based price discrimination
by Haitian Xie & Ying Zhu & Denis Shishkin
- 2204.12657 Modeling dynamic volatility under uncertain environment with fuzziness and randomness
by Xianfei Hui & Baiqing Sun & Hui Jiang & Yan Zhou
- 2204.12472 A Multivariate Spatial and Spatiotemporal ARCH Model
by Philipp Otto
- 2204.12462 GMM is Inadmissible Under Weak Identification
by Isaiah Andrews & Anna Mikusheva
- 2204.12436 Incentives in Social Decision Schemes with Pairwise Comparison Preferences
by Felix Brandt & Patrick Lederer & Warut Suksompong
- 2204.12374 An empirical equilibrium model of formal and informal credit markets in developing countries
by Fan Wang
- 2204.12359 Changes in Retirement Savings During the COVID Pandemic
by Elena Derby & Lucas Goodman & Kathleen Mackie & Jacob Mortenson
- 2204.12251 Limits of Semistatic Trading Strategies
by Marcel Nutz & Johannes Wiesel & Long Zhao
- 2204.12250 Martingale Schr\"odinger Bridges and Optimal Semistatic Portfolios
by Marcel Nutz & Johannes Wiesel & Long Zhao
- 2204.12023 A One-Covariate-at-a-Time Method for Nonparametric Additive Models
by Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou
- 2204.11931 Pareto Optimization in Categories
by Matilde Marcolli
- 2204.11849 Heterogeneous Information Network based Default Analysis on Banking Micro and Small Enterprise Users
by Zheng Zhang & Yingsheng Ji & Jiachen Shen & Xi Zhang & Guangwen Yang
- 2204.11748 Optimal Decision Rules when Payoffs are Partially Identified
by Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide
- 2204.11735 Forecasting Electricity Prices
by Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron
- 2204.11585 Will claim history become a deprecated rating factor? An optimal design method for the real-time road risk model
by Jiamin Yu
- 2204.11554 CVA in fractional and rough volatility models
by Elisa Al`os & Fabio Antonelli & Alessandro Ramponi & Sergio Scarlatti
- 2204.11451 Safe Delivery of Critical Services in Areas with Volatile Security Situation via a Stackelberg Game Approach
by Tien Mai & Arunesh Sinha
- 2204.11438 Joint mixability and notions of negative dependence
by Takaaki Koike & Liyuan Lin & Ruodu Wang
- 2204.11318 Identification and Statistical Decision Theory
by Charles F. Manski
- 2204.11203 Quantum Bohmian Inspired Potential to Model Non-Gaussian Events and the Application in Financial Markets
by Reza Hosseini & Samin Tajik & Zahra Koohi Lai & Tayeb Jamali & Emmanuel Haven & G. Reza Jafari
- 2204.11107 Debt-Financed Collateral and Stability Risks in the DeFi Ecosystem
by Michael Darlin & Georgios Palaiokrassas & Leandros Tassiulas
- 2204.11088 Trade Facilitation and Economic Growth Among Middle-Income Countries
by Victor Ushahemba Ijirshar
- 2204.11069 Kyle's Model with Stochastic Liquidity
by Ibrahim Ekren & Brad Mostowski & Gordan v{Z}itkovi'c
- 2204.10971 An Efficient Approach for Optimizing the Cost-effective Individualized Treatment Rule Using Conditional Random Forest
by Yizhe Xu & Tom H. Greene & Adam P. Bress & Brandon K. Bellows & Yue Zhang & Zugui Zhang & Paul Kolm & William S. Weintraub & Andrew S. Moran & Jincheng Shen
- 2204.10963 Local Gaussian process extrapolation for BART models with applications to causal inference
by Meijiang Wang & Jingyu He & P. Richard Hahn
- 2204.10944 Converting One-Way Streets to Two-Way Streets to Improve Transportation Network Efficiency and Reduce Vehicle Distance Traveled
by Geoff Boeing & William Riggs
- 2204.10820 How causal machine learning can leverage marketing strategies: Assessing and improving the performance of a coupon campaign
by Henrika Langen & Martin Huber
- 2204.10692 Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives
by Hossein Nohrouzian & Anatoliy Malyarenko & Ying Ni
- 2204.10495 Adversarial Estimators
by Jonas Metzger
- 2204.10478 On the Robustness of Second-Price Auctions in Prior-Independent Mechanism Design
by Jerry Anunrojwong & Santiago R. Balseiro & Omar Besbes
- 2204.10445 MTE with Misspecification
by Juli'an Mart'inez-Iriarte & Pietro Emilio Spini
- 2204.10359 Boundary Adaptive Local Polynomial Conditional Density Estimators
by Matias D. Cattaneo & Rajita Chandak & Michael Jansson & Xinwei Ma
- 2204.10304 Measuring artificial intelligence: a systematic assessment and implications for governance
by Kerstin Hotte & Taheya Tarannum & Vilhelm Verendel & Lauren Bennett
- 2204.10275 Do t-Statistic Hurdles Need to be Raised?
by Andrew Y. Chen
- 2204.10243 Heterogeneous rarity patterns drive price dynamics in NFT collections
by Amin Mekacher & Alberto Bracci & Matthieu Nadini & Mauro Martino & Laura Alessandretti & Luca Maria Aiello & Andrea Baronchelli
- 2204.10177 Scale Dependencies and Self-Similar Models with Wavelet Scattering Spectra
by Rudy Morel & Gaspar Rochette & Roberto Leonarduzzi & Jean-Philippe Bouchaud & St'ephane Mallat
- 2204.10154 From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting
by Oliver Grothe & Fabian Kachele & Fabian Kruger
- 2204.10103 Short-time asymptotics for non self-similar stochastic volatility models
by Giacomo Giorgio & Barbara Pacchiarotti & Paolo Pigato
- 2204.10026 A Structured Survey of Quantum Computing for the Financial Industry
by Franco D. Albareti & Thomas Ankenbrand & Denis Bieri & Esther Hanggi & Damian Lotscher & Stefan Stettler & Marcel Schongens
- 2204.09568 Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting
by Souhir Ben Amor & Heni Boubaker & Lotfi Belkacem
- 2204.09544 Digging into Primary Financial Market: Challenges and Opportunities of Adopting Blockchain
by Ji Liu & Zheng Xu & Yanmei Zhang & Wei Dai & Hao Wu & Shiping Chen
- 2204.09450 Who Benefits from Political Connections in Brazilian Municipalities
by Pedro Forquesato
- 2204.09250 Impacts of Public Information on Flexible Information Acquisition
by Takashi Ui
- 2204.09231 Optimal reconciliation with immutable forecasts
by Bohan Zhang & Yanfei Kang & Anastasios Panagiotelis & Feng Li
- 2204.08986 The 2020 Census Disclosure Avoidance System TopDown Algorithm
by John M. Abowd & Robert Ashmead & Ryan Cumings-Menon & Simson Garfinkel & Micah Heineck & Christine Heiss & Robert Johns & Daniel Kifer & Philip Leclerc & Ashwin Machanavajjhala & Brett Moran & William Sexton & Matthew Spence & Pavel Zhuravlev
- 2204.08882 Calibrating distribution models from PELVE
by Hirbod Assa & Liyuan Lin & Ruodu Wang
- 2204.08876 Transparency and Policymaking with Endogenous Information Provision
by Hanzhe Li
- 2204.08798 Semantics meets attractiveness: Choice by salience
by Alfio Giarlotta & Angelo Petralia & Stephen Watson
- 2204.08723 Data Provision to an Informed Seller
by Shota Ichihashi & Alex Smolin
- 2204.08659 Markovian Persuasion with Stochastic Revelations
by Ehud Lehrer & Dimitry Shaiderman
- 2204.08581 On Parametric Optimal Execution and Machine Learning Surrogates
by Tao Chen & Mike Ludkovski & Moritz Vo{ss}
- 2204.08356 Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes
by Federico Bugni & Ivan Canay & Azeem Shaikh & Max Tabord-Meehan
- 2204.08340 Research on the accumulation effect model of technological innovation in textile industry based on chaos theory
by Xiangtai Zuo
- 2204.08300 Axiomatic Characterizations of Draft Rules
by Jacob Coreno & Ivan Balbuzanov
- 2204.08289 A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate
by Souhir Ben Amor & Heni Boubaker & Lotfi Belkacem
- 2204.08283 Feature-based intermittent demand forecast combinations: bias, accuracy and inventory implications
by Li Li & Yanfei Kang & Fotios Petropoulos & Feng Li
- 2204.08168 Nonlinear and Nonseparable Structural Functions in Fuzzy Regression Discontinuity Designs
by Haitian Xie
- 2204.08071 Eigen mode selection in human subject game experiment
by Zhijian Wang & Qinmei Yao & Yijia Wang
- 2204.07989 Second-order accuracy metrics for scoring models and their practical use
by M. V. Pomazanov
- 2204.07914 Constrained optimal stopping under a regime-switching model
by Takuji Arai & Masahiko Takenaka
- 2204.07891 Bad Weather, Social Network, and Internal Migration; Case of Japanese Sumo Wrestlers 1946-1985
by Eiji Yamamura
- 2204.07888 AI, Ageing and Brain-Work Productivity: Technological Change in Professional Japanese Chess
by Eiji Yamamura & Ryohei Hayashi
- 2204.07672 Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect
by Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge
- 2204.07506 Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model
by Victor Olkhov
- 2204.07474 The comparative statics of persuasion
by Gregorio Curello & Ludvig Sinander
- 2204.07255 The cost of strategy-proofness in school choice
by Josue Ortega & Thilo Klein
- 2204.07220 Nonparametric Analysis of Dynamic Random Utility Models
by Nail Kashaev & Victor H. Aguiar
- 2204.07191 Inference from Selectively Disclosed Data
by Ying Gao
- 2204.07134 Reinforcement Learning Policy Recommendation for Interbank Network Stability
by Alessio Brini & Gabriele Tedeschi & Daniele Tantari
- 2204.07115 Risk measures under model uncertainty: a Bayesian viewpoint
by Christa Cuchiero & Guido Gazzani & Irene Klein
- 2204.06967 JUE Insight: The (Non-)Effect of Opportunity Zones on Housing Prices
by Jiafeng Chen & Edward Glaeser & David Wessel
- 2204.06943 Option Pricing with Time-Varying Volatility Risk Aversion
by Peter Reinhard Hansen & Chen Tong
- 2204.06848 Learning Probability Distributions in Macroeconomics and Finance
by Jozef Barunik & Lubos Hanus
- 2204.06820 On allocations that give intersecting groups their fair share
by Uriel Feige & Yehonatan Tahan
- 2204.06692 Stability of China's Stock Market: Measure and Forecast by Ricci Curvature on Network
by Xinyu Wang & Liang Zhao & Ning Zhang & Liu Feng & Haibo Lin
- 2204.06637 Nonparametric Identification of Differentiated Products Demand Using Micro Data
by Steven T. Berry & Philip A. Haile
- 2204.06588 Environmental injustice in America: Racial disparities in exposure to air pollution health damages from freight trucking
by Priyank Lathwal & Parth Vaishnav & M. Granger Morgan
- 2204.06545 A stakeholder-oriented multi-criteria optimization model for decentral multi-energy systems
by Nils Korber & Maximilian Rohrig & Andreas Ulbig
- 2204.06115 Integrating Distributed Energy Resources: Optimal Prosumer Decisions and Impacts of Net Metering Tariffs
by Ahmed S. Alahmed & Lang Tong
- 2204.06109 Prediction of motor insurance claims occurrence as an imbalanced machine learning problem
by Sebastian Baran & Przemys{l}aw Rola
- 2204.05979 Discovering material information using hierarchical Reformer model on financial regulatory filings
by Francois Mercier & Makesh Narsimhan
- 2204.05952 Retrieval from Mixed Sampling Frequency: Generic Identifiability in the Unit Root VAR
by Philipp Gersing & Leopold Soegner & Manfred Deistler
- 2204.05926 Ensemble learning for portfolio valuation and risk management
by Lotfi Boudabsa & Damir Filipovi'c
- 2204.05806 Variational Heteroscedastic Volatility Model
by Zexuan Yin & Paolo Barucca
- 2204.05793 Coarse Personalization
by Walter W. Zhang & Sanjog Misra
- 2204.05783 Stock Price Prediction using Sentiment Analysis and Deep Learning for Indian Markets
by Narayana Darapaneni & Anwesh Reddy Paduri & Himank Sharma & Milind Manjrekar & Nutan Hindlekar & Pranali Bhagat & Usha Aiyer & Yogesh Agarwal
- 2204.05781 Forecasting Cryptocurrency Returns from Sentiment Signals: An Analysis of BERT Classifiers and Weak Supervision
by Duygu Ider & Stefan Lessmann
- 2204.05749 A critical assessment of the National Entrepreneurship Context Index of the Global Entrepreneurship Monitor
by Cornelius A. Rietveld & Pankaj C. Patel
- 2204.05680 Anytime-valid sequential testing for elicitable functionals via supermartingales
by Philippe Casgrain & Martin Larsson & Johanna Ziegel
- 2204.05611 Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach
by Maaz Mahadi & Tarig Ballal & Muhammad Moinuddin & Tareq Y. Al-Naffouri & Ubaid Al-Saggaf
- 2204.05527 Neyman allocation is minimax optimal for best arm identification with two arms
by Karun Adusumilli
- 2204.05507 Inducing Social Optimality in Games via Adaptive Incentive Design
by Chinmay Maheshwari & Kshitij Kulkarni & Manxi Wu & Shankar Sastry
- 2204.05500 Impact of an Employment Policy on Companies' Expectations Fulfilment
by Javier Espinosa-Brito & Carlos Yevenes-Ortega & Gonzalo Franetovic-Guzman & Diana Ochoa-Diaz
- 2204.05480 Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data
by Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang
- 2204.05403 Optimal brokerage contracts in Almgren-Chriss model with multiple clients
by Guillermo Alonso Alvarez & Sergey Nadtochiy & Kevin Webster
- 2204.05314 Non-equilibrium phase transitions in competitive markets caused by network effects
by Andrew Lucas
- 2204.05304 Hierarchical Bayesian Persuasion: Importance of Vice Presidents
by Majid Mahzoon
- 2204.05298 Two-step estimation in linear regressions with adaptive learning
by Alexander Mayer
- 2204.05238 Optimal Routing for Constant Function Market Makers
by Guillermo Angeris & Tarun Chitra & Alex Evans & Stephen Boyd
- 2204.05204 Automatic Adjoint Differentiation for special functions involving expectations
by Jos'e Brito & Andrei Goloubentsev & Evgeny Goncharov
- 2204.05199 The short-term effect of COVID-19 pandemic on China's crude oil futures market: A study based on multifractal analysis
by Shao Ying-Hui & Liu Ying-Lin & Yang Yan-Hong
- 2204.05175 Partially Linear Models under Data Combination
by Xavier D'Haultf{oe}uille & Christophe Gaillac & Arnaud Maurel
- 2204.05105 Describing Sen's Transitivity Condition in Inequalities and Equations
by Fujun Hou
- 2204.05062 On Locally Rationalizable Social Choice Functions
by Felix Brandt & Chris Dong
- 2204.04939 Bootstrap Cointegration Tests in ARDL Models
by Stefano Bertelli & Gianmarco Vacca & Maria Grazia Zoia
- 2204.04860 State capital involvement, managerial sentiment and firm innovation performance Evidence from China
by Xiangtai Zuo
- 2204.04794 Willingness to pay, surplus and Insurance policy under dual theory
by Neji Saidi
- 2204.04774 Revenue Management Under the Markov Chain Choice Model with Joint Price and Assortment Decisions
by Anton J. Kleywegt & Hongzhang Shao
- 2204.04701 Educational Inequality
by Jo Blanden & Matthias Doepke & Jan Stuhler
- 2204.04396 Local Knowledge and Natural Resource Management in a Peasant Farming Community Facing Rapid Change: A Critical Examination
by Jules R. Siedenburg
- 2204.04251 A Rotating Proposer Mechanism for Team Formation
by Jian Low & Chen Hajaj & Yevgeniy Vorobeychik
- 2204.03989 Finding all stable matchings with assignment constraints
by Gregory Gutin & Philip R. Neary & Anders Yeo
- 2204.03948 The Psychology of Mineral Wealth: Empirical Evidence from Kazakhstan
by Elissaios Pappyrakis & Osiris Jorge Parcero
- 2204.03803 On Maximum Weighted Nash Welfare for Binary Valuations
by Warut Suksompong & Nicholas Teh
- 2204.03799 Optimal allocations to heterogeneous agents with an application to stimulus checks
by Vegard M. Nygaard & Bent E. S{o}rensen & Fan Wang
- 2204.03798 Log-optimal portfolio after a random time: Existence, description and sensitivity analysis
by Ferdoos Alharbi & Tahir Choulli
- 2204.03760 The market drives ETFs or ETFs the market: causality without Granger
by Peter Lerner
- 2204.03450 Reputation as insurance: how reputation moderates public backlash following a company's decision to profiteer
by Danae Arroyos-Calvera & Nattavudh Powdthavee
- 2204.03318 What is the effect of EU's fuel-tax cuts on Russia's oil income?
by Johan Gars & Daniel Spiro & Henrik Wachtmeister
- 2204.03285 Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
by Rutger van der Spek & Alexis Derumigny
- 2204.03094 Super-linear Scaling Behavior for Electric Vehicle Chargers and Road Map to Addressing the Infrastructure Gap
by Alexius Wadell & Matthew Guttenberg & Christopher P. Kempes & Venkatasubramanian Viswanathan
- 2204.03055 To Participate Or Not To Participate: An Investigation Of Strategic Participation In Standards
by Paras Bhatt & Claire Vishik & Govind Hariharan & H. Raghav Rao
- 2204.02891 Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning
by Xianfei Hui & Baiqing Sun & Indranil SenGupta & Yan Zhou & Hui Jiang
- 2204.02757 Risk budget portfolios with convex Non-negative Matrix Factorization
by Bruno Spilak & Wolfgang Karl Hardle
- 2204.02682 Bridging the Gap: Decoding the Intrinsic Nature of Time in Market Data
by James B. Glattfelder & Anton Golub
- 2204.02680 Relevance of Wrong-Way Risk in Funding Valuation Adjustments
by T. van der Zwaard & L. A. Grzelak & C. W. Oosterlee
- 2204.02623 Attention-based CNN-LSTM and XGBoost hybrid model for stock prediction
by Zhuangwei Shi & Yang Hu & Guangliang Mo & Jian Wu
- 2204.02542 Early life height and weight production functions with endogenous energy and protein inputs
by Esteban Puentes & Fan Wang & Jere R. Behrman & Fl'avio Cunha & John Hoddinott & John A. Maluccio & Linda S. Adair & Judith B. Borja & Reynaldo Martorell & Aryeh D. Stein
- 2204.02376 Local volatility under rough volatility
by Florian Bourgey & Stefano De Marco & Peter K. Friz & Paolo Pigato
- 2204.02374 Causal Discovery of Macroeconomic State-Space Models
by Emmet Hall-Hoffarth
- 2204.02346 Finitely Heterogeneous Treatment Effect in Event-study
by Myungkou Shin
- 2204.02154 Simple dominance of fixed priority top trading cycles
by Pinaki Mandal
- 2204.02073 Asymptotic Theory for Unit Root Moderate Deviations in Quantile Autoregressions and Predictive Regressions
by Christis Katsouris
- 2204.02038 Macroeconomic Dynamics in a finite world: the Thermodynamic Potential Approach
by 'Eric Herbert & and Gael Giraud & Aur'elie Louis-Napol'eon & Christophe Goupil
- 2204.01974 Microtransit adoption in the wake of the COVID-19 pandemic: evidence from a choice experiment with transit and car commuters
by Jason Soria & Shelly Etzioni & Yoram Shiftan & Amanda Stathopoulos & Eran Ben-Elia
- 2204.01933 You are what your parents expect: Height and local reference points
by Fan Wang & Esteban Puentes & Jere R. Behrman & Fl'avio Cunha
- 2204.01884 Policy Learning with Competing Agents
by Roshni Sahoo & Stefan Wager
- 2204.01850 Robust Portfolio Design and Stock Price Prediction Using an Optimized LSTM Model
by Jaydip Sen & Saikat Mondal & Gourab Nath
- 2204.01683 Kernel-weighted specification testing under general distributions
by Sid Kankanala & Victoria Zinde-Walsh
- 2204.01535 Retail Central Bank Digital Currencies (CBDC), Disintermediation and Financial Privacy: The Case of the Bahamian Sand Dollar
by Kilian Wenker
- 2204.01373 A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions
by Karsten Reichold & Carsten Jentsch
- 2204.01296 Technology and jobs: A systematic literature review
by Kerstin Hotte & Melline Somers & Angelos Theodorakopoulos
- 2204.01284 On a Stochastic Model of Diversification
by Maria Logvaneva & Mikhail Tselishchev
- 2204.01215 Capturing positive network attributes during the estimation of recursive logit models: A prism-based approach
by Yuki Oyama
- 2204.01196 Fewer, better pathways for all? Intersectional impacts of rural school consolidation in China's minority regions
by Emily Hannum & Fan Wang
- 2204.01071 Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information
by Jonathan Ansari & Eva Lutkebohmert & Ariel Neufeld & Julian Sester
- 2204.00894 The Price of COVID-19 Risk in a Public University
by Duha Altindag & Samuel Cole & R. Alan Seals Jr
- 2204.00883 Electricity Price Forecasting: The Dawn of Machine Learning
by Arkadiusz Jk{e}drzejewski & Jesus Lago & Grzegorz Marcjasz & Rafa{l} Weron
- 2204.00872 Calibration window selection based on change-point detection for forecasting electricity prices
by Julia Nasiadka & Weronika Nitka & Rafa{l} Weron
- 2204.00848 Stability of heteroclinic cycles: a new approach
by Telmo Peixe & Alexandre A. Rodrigues
- 2204.00801 Robust Estimation of Conditional Factor Models
by Qihui Chen
- 2204.00785 Rural Pension System and Farmers' Participation in Residents' Social Insurance
by Tao Xu
- 2204.00713 Individual Rationality Conditions of Identifying Matching Costs in Transferable Utility Matching Games
by Suguru Otani
- 2204.00582 Female Agency and its Implications on Mental and Physical Health: Evidence from the city of Dhaka
by Upasak Das & Gindo Tampubolon
- 2204.00551 Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap
by Santiago Pereda-Fern'andez
- 2204.00530 Consumption-investment decisions with endogenous reference point and drawdown constraint
by Zongxia Liang & Xiaodong Luo & Fengyi Yuan
- 2204.00473 Finite Sample Inference in Incomplete Models
by Lixiong Li & Marc Henry
- 2204.00419 Artificial Intelligence and work: a critical review of recent research from the social sciences
by Jean-Philippe Deranty & Thomas Corbin
- 2204.00362 Estimating Separable Matching Models
by Alfred Galichon & Bernard Salani'e
- 2204.00347 Insuring uninsurable income
by Michiko Ogaku
- 2204.00312 No arbitrage global parametrization for the eSSVI volatility surface
by Arianna Mingone
- 2204.00251 The return of (I)DeFiX
by Florentina c{S}oiman & Guillaume Dumas & Sonia Jimenez-Garces
- 2204.00219 Same environment, stratified impacts? Air pollution, extreme temperatures, and birth weight in south China
by Xiaoying Liu & Jere R. Behrman & Emily Hannum & Fan Wang & Qingguo Zhao
- 2204.00204 LoCoV: low dimension covariance voting algorithm for portfolio optimization
by JunTao Duan & Ionel Popescu
- 2204.00189 The spillover effect of neighboring port on regional industrial diversification and regional economic resilience
by Jung-In Yeon & Sojung Hwang & Bogang Jun
- 2204.00180 Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach
by Filip Obradovi'c
- 2204.00059 Lyapunov based Stochastic Stability of Human-Machine Interaction: A Quantum Decision System Approach
by Luke Snow & Shashwat Jain & Vikram Krishnamurthy
- 2204.00052 Digitizing Historical Balance Sheet Data: A Practitioner's Guide
by Sergio Correia & Stephan Luck
- 2203.17232 Performative Power
by Moritz Hardt & Meena Jagadeesan & Celestine Mendler-Dunner
- 2203.17146 Approximate Group Fairness for Clustering
by Bo Li & Lijun Li & Ankang Sun & Chenhao Wang & Yingfan Wang
- 2203.17101 Estimating the Effects of Educational System Consolidation: The Case of China's Rural School Closure Initiative
by Emily Hannum & Xiaoying Liu & Fan Wang
- 2203.16816 Budget-Constrained Auctions with Unassured Priors: Strategic Equivalence and Structural Properties
by Zhaohua Chen & Mingwei Yang & Chang Wang & Jicheng Li & Zheng Cai & Yukun Ren & Zhihua Zhu & Xiaotie Deng
- 2203.16809 Optimal and Robust Disclosure of Public Information
by Takashi Ui
- 2203.16612 Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls
by Xiaotong Sun & Charalampos Stasinakis & Georigios Sermpinis
- 2203.16516 Designing a Transactive Electric Vehicle Agent with Customer's Participation Preference
by Ankit Singhal & Sarmad Hanif & Bishnu Bhattarai & Fernando B. dos Reis & Hayden Reeve & Robert Pratt
- 2203.16405 Labour by Design: Contributions of David Card, Joshua Angrist, and Guido Imbens
by Peter Hull & Michal Koles'ar & Christopher Walters
- 2203.16316 Some New Views on Product Space and Related Diversification
by Onder Nomaler & Bart Verspagen
- 2203.16293 Core and stability notions in many-to-one matching markets with indifferences
by Agust'in G. Bonifacio & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2203.16292 Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules
by Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet
- 2203.16272 On a geometrical notion of dimension for partially ordered sets
by Pedro Hack & Daniel A. Braun & Sebastian Gottwald
- 2203.16108 Optimal reinsurance design under solvency constraints
by Benjamin Avanzi & Hayden Lau & Mogens Steffensen
- 2203.15929 Sample Recycling for Nested Simulation with Application in Portfolio Risk Measurement
by Kun Zhang & Ben Mingbin Feng & Guangwu Liu & Shiyu Wang
- 2203.15911 Economic state classification and portfolio optimisation with application to stagflationary environments
by Nick James & Max Menzies & Kevin Chin
- 2203.15890 Testing the identification of causal effects in observational data
by Martin Huber & Jannis Kueck
- 2203.15716 Application of Quantum Computers in Foreign Exchange Reserves Management
by Martin Vesel'y