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Content
2020
- 2011.13900 Persuasion Produces the (Diamond) Paradox
by Mark Whitmeyer
- 2011.13846 Persuading a Wishful Thinker
by Victor Augias & Daniel M. A. Barreto
- 2011.13687 Nowcasting Networks
by Marc Chataigner & Stephane Crepey & Jiang Pu
- 2011.13637 Fat Tailed Factors
by Jan Rosenzweig
- 2011.13625 An Equilibrium Model for the Cross-Section of Liquidity Premia
by Johannes Muhle-Karbe & Xiaofei Shi & Chen Yang
- 2011.13474 Multi-asset Generalised Variance Swaps in Barndorff-Nielsen and Shephard model
by Subhojit Biswas & Diganta Mukherjee & Indranil SenGupta
- 2011.13369 Fragile, yet resilient: Adaptive decline in a collaboration network of firms
by Frank Schweitzer & Giona Casiraghi & Mario V. Tomasello & David Garcia
- 2011.13275 Competitive Location Problems: Balanced Facility Location and the One-Round Manhattan Voronoi Game
by Thomas Byrne & S'andor P. Fekete & Jorg Kalcsics & Linda Kleist
- 2011.13268 Price of liquidity in the reinsurance of fund returns
by David Saunders & Luis Seco & Markus Senn
- 2011.13240 Blockchain mechanism and distributional characteristics of cryptos
by Min-Bin Lin & Kainat Khowaja & Cathy Yi-Hsuan Chen & Wolfgang Karl Hardle
- 2011.13157 Simultaneous inference for time-varying models
by Sayar Karmakar & Stefan Richter & Wei Biao Wu
- 2011.13132 Generative Learning of Heterogeneous Tail Dependence
by Xiangqian Sun & Xing Yan & Qi Wu
- 2011.13113 Predicting S&P500 Index direction with Transfer Learning and a Causal Graph as main Input
by Djoumbissie David Romain
- 2011.12869 Implementation of a cost-benefit analysis of Demand-Responsive Transport with a Multi-Agent Transport Simulation
by Conny Grunicke & Jan Christian Schluter & Jani-Pekka Jokinen
- 2011.12781 Functional Principal Component Analysis for Cointegrated Functional Time Series
by Won-Ki Seo
- 2011.12753 State Space Vasicek Model of a Longevity Bond
by Georgina Onuma Kalu & Chinemerem Dennis Ikpe & Benjamin Ifeanyichukwu Oruh & Samuel Asante Gyamerah
- 2011.12544 On the benefits of index insurance in US agriculture: a large-scale analysis using satellite data
by Matthieu Stigler & David Lobell
- 2011.12523 Exploiting arbitrage requires short selling
by Eckhard Platen & Stefan Tappe
- 2011.12367 Classification of Priorities Such That Deferred Acceptance is Obviously Strategyproof
by Clayton Thomas
- 2011.12348 The Application of Data Mining in the Production Processes
by Hamza Saad
- 2011.12343 Use Bagging Algorithm to Improve Prediction Accuracy for Evaluation of Worker Performances at a Production Company
by Hamza Saad
- 2011.12291 Asymmetric excitation of left- and right-tail extreme events probed using a Hawkes model: application to financial returns
by Matthew F. Tomlinson & David Greenwood & Marcin Mucha-Kruczynski
- 2011.12057 Using Machine Learning to Create an Early Warning System for Welfare Recipients
by Dario Sansone & Anna Zhu
- 2011.11801 Skill-driven Recommendations for Job Transition Pathways
by Nikolas Dawson & Mary-Anne Williams & Marian-Andrei Rizoiu
- 2011.11776 The risk of death in newborn businesses during the first years in market
by Faustino Prieto & Jos'e Mar'ia Sarabia & Enrique Calder'in-Ojeda
- 2011.11485 Doubly weighted M-estimation for nonrandom assignment and missing outcomes
by Akanksha Negi
- 2011.11394 Assessing Systemic Risk in the Insurance Sector via Network Theory
by Gian Paolo Clemente & Alessandra Cornaro
- 2011.11281 The Epps effect under alternative sampling schemes
by Patrick Chang & Etienne Pienaar & Tim Gebbie
- 2011.11274 The Impact of Research Funding on Knowledge Creation and Dissemination: A study of SNSF Research Grants
by Rachel Heyard & Hanna Hottenrott
- 2011.11084 Non-Identifiability in Network Autoregressions
by Federico Martellosio
- 2011.11023 Exploiting network information to disentangle spillover effects in a field experiment on teens' museum attendance
by Silvia Noirjean & Marco Mariani & Alessandra Mattei & Fabrizia Mealli
- 2011.11017 Machine Predictions and Human Decisions with Variation in Payoffs and Skill
by Michael Allan Ribers & Hannes Ullrich
- 2011.10966 Discrete time multi-period mean-variance model: Bellman type strategy and Empirical analysis
by Shuzhen Yang
- 2011.10958 A Framework for Conceptualizing Islamic Bank Socialization in Indonesia
by Suryo Budi Santoso & Herni Justiana Astuti
- 2011.10957 The power of islamic scholars lecture to decide using Islamic bank with customer response strength approach
by Suryo Budi Santoso & Herni Justiana Astuti
- 2011.10930 Real-Time Detection of Volatility in Liquidity Provision
by Matthew Brigida
- 2011.10826 The short-run impact of COVID-19 on the activity in the insurance industry in the Republic of North Macedonia
by Viktor Stojkoski & Petar Jolakoski & Igor Ivanovski
- 2011.10747 Continuous-Time Risk Contribution of the Terminal Variance and its Related Risk Budgeting Problem
by Mengjin Zhao & Guangyan Jia
- 2011.10630 Solving path dependent PDEs with LSTM networks and path signatures
by Marc Sabate-Vidales & David v{S}iv{s}ka & Lukasz Szpruch
- 2011.10509 Understanding the Distributional Aspects of Microcredit Expansions
by Melvyn Weeks & Tobias Gabel Christiansen
- 2011.10485 Sequential Defaulting in Financial Networks
by P'al Andr'as Papp & Roger Wattenhofer
- 2011.10423 Nonparametric instrumental regression with right censored duration outcomes
by Jad Beyhum & Jean-Pierre FLorens & Ingrid Van Keilegom
- 2011.10384 Pricing in Integrated Heat and Power Markets
by Alvaro Gonzalez-Castellanos & David Pozo & Aldo Bischi
- 2011.10300 Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon
by Ben Hambly & Renyuan Xu & Huining Yang
- 2011.10252 A Semi-Parametric Bayesian Generalized Least Squares Estimator
by Ruochen Wu & Melvyn Weeks
- 2011.10242 A Stationary Kyle Setup: Microfounding propagator models
by Michele Vodret & Iacopo Mastromatteo & Bence T'oth & Michael Benzaquen
- 2011.10166 Retirement decision with addictive habit persistence in a jump diffusion market
by Guohui Guan & Qitao Huang & Zongxia Liang & Fengyi Yuan
- 2011.10113 Price Impact on Term Structure
by Damiano Brigo & Federico Graceffa & Eyal Neuman
- 2011.10101 Affine Pricing and Hedging of Collateralized Debt Obligations
by Zehra Eksi & Damir Filipovi'c
- 2011.10090 Screening for breakthroughs
by Gregorio Curello & Ludvig Sinander
- 2011.09640 Belief Error and Non-Bayesian Social Learning: Experimental Evidence
by Bou{g}ac{c}han c{C}elen & Sen Geng & Huihui Li
- 2011.09607 FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance
by Xiao-Yang Liu & Hongyang Yang & Qian Chen & Runjia Zhang & Liuqing Yang & Bowen Xiao & Christina Dan Wang
- 2011.09268 Allocating marketing resources over social networks: A long-term analysis
by Vineeth S. Varma & Samson Lasaulce & Julien Mounthanyvong & Irinel-Constantin Morarescu
- 2011.09254 A Risk Based approach for the Solvency Capital requirement for Health Plans
by Fabio Baione & Davide Biancalana & Paolo De Angelis
- 2011.09248 An application of Zero-One Inflated Beta regression models for predicting health insurance reimbursement
by Fabio Baione & Davide Biancalana & Paolo De Angelis
- 2011.09226 Distributional uncertainty of the financial time series measured by G-expectation
by Shige Peng & Shuzhen Yang
- 2011.09189 Cooperation in the Age of COVID-19: Evidence from Public Goods Games
by Patrick Mellacher
- 2011.09147 Tempered stable distributions and finite variation Ornstein-Uhlenbeck processes
by Nicola Cufaro Petroni & Piergiacomo Sabino
- 2011.09137 Principal Component Analysis and Factor Analysis for Feature Selection in Credit Rating
by Shenghuan Yang & lonut Florescu & Md Tariqul Islam
- 2011.09129 Pricing the Information Quantity in Artworks
by Lan Ju & Zhiyong Tu & Changyong Xue
- 2011.09119 Getting to a feasible income equality
by Ji-Won Park & Chae Un Kim
- 2011.09109 On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling
by Atul Deshpande & John A Gubner & B. Ross Barmish
- 2011.09052 Visual Time Series Forecasting: An Image-driven Approach
by Srijan Sood & Zhen Zeng & Naftali Cohen & Tucker Balch & Manuela Veloso
- 2011.09029 A Two-Way Transformed Factor Model for Matrix-Variate Time Series
by Zhaoxing Gao & Ruey S. Tsay
- 2011.09003 Emotions in Online Content Diffusion
by Yifan Yu & Shan Huang & Yuchen Liu & Yong Tan
- 2011.08721 Assessing the use of transaction and location based insights derived from Automatic Teller Machines (ATMs) as near real time sensing systems of economic shocks
by Dharani Dhar Burra & Sriganesh Lokanathan
- 2011.08717 COVID-19 and the stock market: evidence from Twitter
by Rahul Goel & Lucas Javier Ford & Maksym Obrizan & Rajesh Sharma
- 2011.08639 Space-time budget allocation policy design for viral marketing
by I. C. Morarescu & V. S. Varma & L. Busoniu & S. Lasaulce
- 2011.08620 Static Hedging of Weather and Price Risks in Electricity Markets
by Javier Pantoja Robayo & Juan C. Vera
- 2011.08553 Marketing resource allocation in duopolies over social networks
by Vineeth S. Varma & Irinel-Constantin Morarescu & Samson Lasaulce & Samuel Martin
- 2011.08531 Generalized Filtrations and Its Application to Binomial Asset Pricing Models
by Takanori Adachi & Katsushi Nakajima & Yoshihiro Ryu
- 2011.08343 Option Pricing Incorporating Factor Dynamics in Complete Markets
by Yuan Hu & Abootaleb Shirvani & W. Brent Lindquist & Frank J. Fabozzi & Svetlozar T. Rachev
- 2011.08275 Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes
by Gunduz Caginalp
- 2011.08174 Policy design in experiments with unknown interference
by Davide Viviano & Jess Rudder
- 2011.08148 Causal motifs and existence of endogenous cascades in directed networks with application to company defaults
by Irena Barjav{s}i'c & Hrvoje v{S}tefanv{c}i'c & Vedrana Pribiv{c}evi'c & Vinko Zlati'c
- 2011.08128 Aplica\c{c}\~ao do Movimento Browniano Geom\'etrico para Simula\c{c}\~ao de Pre\c{c}os de A\c{c}\~oes do \'Indice Brasileiro de Small Caps
by Marcos Vin'icius dos Santos Ara'ujo
- 2011.08011 Robust Analysis of Stock Price Time Series Using CNN and LSTM-Based Deep Learning Models
by Sidra Mehtab & Jaydip Sen & Subhasis Dasgupta
- 2011.07994 Portfolio Risk Measurement Using a Mixture Simulation Approach
by Seyed Mohammad Sina Seyfi & Azin Sharifi & Hamidreza Arian
- 2011.07920 Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks
by Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein
- 2011.07906 Forecasting Probability of Default for Consumer Loan Management with Gaussian Mixture Models
by Hamidreza Arian & Seyed Mohammad Sina Seyfi & Azin Sharifi
- 2011.07871 Implicit Incentives for Fund Managers with Partial Information
by Flavio Angelini & Katia Colaneri & Stefano Herzel & Marco Nicolosi
- 2011.07809 Do tar roads bring tourism? Growth corridor policy and tourism development in the Zambezi region, Namibia
by Linus Kalvelage & Javier Revilla Diez & Michael Bollig
- 2011.07797 Double blind vs. open review: an evolutionary game logit-simulating the behavior of authors and reviewers
by Mantas Radzvilas & Francesco De Pretis & William Peden & Daniele Tortoli & Barbara Osimani
- 2011.07655 Price formation and optimal trading in intraday electricity markets with a major player
by Olivier F'eron & Peter Tankov & Laura Tinsi
- 2011.07597 The effect of monetary incentives on sociality induced cooperation
by Tatiana Kozitsina & Alexander Chaban & Evgeniya Lukinova & Mikhail Myagkov
- 2011.07570 Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations
by Thomas Guhr & Andreas Schell
- 2011.07379 Smart Close-out Netting
by Akber Datoo & Christopher D. Clack
- 2011.07326 Impact of crop diversification on socio-economic life of tribal farmers: A case study from Eastern ghats of India
by Sadasiba Tripathy & Sandhyarani Das
- 2011.07319 Application of deep quantum neural networks to finance
by Takayuki Sakuma
- 2011.07276 A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models
by Francis J. DiTraglia & Camilo Garcia-Jimeno
- 2011.07272 Identifying the effect of a mis-classified, binary, endogenous regressor
by Francis J. DiTraglia & Camilo Garcia-Jimeno
- 2011.07161 Ambient heat and human sleep
by Kelton Minor & Andreas Bjerre-Nielsen & Sigga Svala Jonasdottir & Sune Lehmann & Nick Obradovich
- 2011.07159 A Reputation for Honesty
by Drew Fudenberg & Ying Gao & Harry Pei
- 2011.07131 Rank Determination in Tensor Factor Model
by Yuefeng Han & Rong Chen & Cun-Hui Zhang
- 2011.07085 A Generalized Focused Information Criterion for GMM
by Minsu Chang & Francis J. DiTraglia
- 2011.07051 Identifying Causal Effects in Experiments with Spillovers and Non-compliance
by Francis J. DiTraglia & Camilo Garcia-Jimeno & Rossa O'Keeffe-O'Donovan & Alejandro Sanchez-Becerra
- 2011.06909 Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
by Yuta Yamauchi & Yasuhiro Omori
- 2011.06859 A Mixed-Method Landscape Analysis of SME-focused B2B Platforms in Germany
by Tina Krell & Fabian Braesemann & Fabian Stephany & Nicolas Friederici & Philip Meier
- 2011.06851 Population synthesis for urban resident modeling using deep generative models
by Martin Johnsen & Oliver Brandt & Sergio Garrido & Francisco C. Pereira
- 2011.06778 Stochastic stability of agglomeration patterns in an urban retail model
by Minoru Osawa & Takashi Akamatsu & Yosuke Kogure
- 2011.06753 Weak Identification in Discrete Choice Models
by David T. Frazier & Eric Renault & Lina Zhang & Xueyan Zhao
- 2011.06695 When Should We (Not) Interpret Linear IV Estimands as LATE?
by Tymon S{l}oczy'nski
- 2011.06693 The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold
by Hamidreza Arian & Hossein Poorvasei & Azin Sharifi & Shiva Zamani
- 2011.06618 Simulation of the drawdown and its duration in L\'{e}vy models via stick-breaking Gaussian approximation
by Jorge Gonz'alez C'azares & Aleksandar Mijatovi'c
- 2011.06592 Shadow economy and populism-risk and uncertainty factors for establishing low-carbon economy of Balkan countries-case study for Bulgaria
by Shteryo Nozharov & Nina Nikolova
- 2011.06528 Treatment Allocation with Strategic Agents
by Evan Munro
- 2011.06492 Prospects and challenges of quantum finance
by Adam Bouland & Wim van Dam & Hamed Joorati & Iordanis Kerenidis & Anupam Prakash
- 2011.06474 Contingent Capital with Stock Price Triggers in Interbank Networks
by Anne G. Balter & Nikolaus Schweizer & Juan C. Vera
- 2011.06430 Sentiment Correlation in Financial News Networks and Associated Market Movements
by Xingchen Wan & Jie Yang & Slavi Marinov & Jan-Peter Calliess & Stefan Zohren & Xiaowen Dong
- 2011.06416 Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions
by Richard Spady & Sami Stouli
- 2011.06289 COVID-Town: An Integrated Economic-Epidemiological Agent-Based Model
by Patrick Mellacher
- 2011.06287 Assessing the attraction of cities on venture capital from a scaling law perspective
by Ruiqi Li & Lingyun Lu & Weiwei Gu & Shaodong Ma & Gang Xu & H. Eugene Stanley
- 2011.06281 Generating unfavourable VaR scenarios with patchwork copulas
by Dietmar Pfeifer & Olena Ragulina
- 2011.06247 Optimal Collaterals in Multi-Enterprise Investment Networks
by Moshe Babaioff & Yoav Kolumbus & Eyal Winter
- 2011.06158 Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models
by Jiafeng Chen & Daniel L. Chen & Greg Lewis
- 2011.06060 Forecasting and Analyzing the Military Expenditure of India Using Box-Jenkins ARIMA Model
by Deepanshu Sharma & Kritika Phulli
- 2011.06046 Saturating stable matchings
by Muhammad Maaz
- 2011.05984 Dynamics of market states and risk assessment
by Hirdesh K. Pharasi & Eduard Seligman & Suchetana Sadhukhan & Parisa Majari & Thomas H. Seligman
- 2011.05915 Reviewing energy system modelling of decentralized energy autonomy
by Jann Michael Weinand & Fabian Scheller & Russell McKenna
- 2011.05858 Reel Stock Analysis for an Integrated Paper Packaging Company
by Constantine Goulimis & Gaston Simone
- 2011.05840 Selling two complementary goods
by Komal Malik & Kolagani Paramahamsa
- 2011.05839 Social Diversity and Spread of Pandemic: Evidence from India
by Upasak Das & Udayan Rathore & Prasenjit Sarkhel
- 2011.05830 From passive to active: Flexibility from electric vehicles in the context of transmission system development
by Philipp Andreas Gunkel & Claire Bergaentzl'e & Ida Gr{ae}sted Jensen & Fabian Scheller
- 2011.05809 Competition between simultaneous demand-side flexibility options: The case of community electricity storage systems
by Fabian Scheller & Robert Burkhardt & Robert Schwarzeit & Russell McKenna & Thomas Bruckner
- 2011.05658 Disentangling Community-level Changes in Crime Trends During the COVID-19 Pandemic in Chicago
by Gian Maria Campedelli & Serena Favarin & Alberto Aziani & Alex R. Piquero
- 2011.05589 Portfolio Liquidation Games with Self-Exciting Order Flow
by Guanxing Fu & Ulrich Horst & Xiaonyu Xia
- 2011.05588 Deep Neural Networks and Neuro-Fuzzy Networks for Intellectual Analysis of Economic Systems
by Alexey Averkin & Sergey Yarushev
- 2011.05458 Solution to the Equity Premium Puzzle
by Atilla Aras
- 2011.05381 Dirichlet policies for reinforced factor portfolios
by Eric Andr'e & Guillaume Coqueret
- 2011.05278 Spontaneous symmetry breaking in Quantum Finance
by Ivan Arraut & Alan Au & Alan Ching-biu Tse
- 2011.05255 On social networks that support learning
by Itai Arieli & Fedor Sandomirskiy & Rann Smorodinsky
- 2011.05117 Startup & Unicorn Growth Valuation
by Andreas A. Aigner & Walter Schrabmair
- 2011.05067 Tracking change-points in multivariate extremes
by Miguel de Carvalho & Manuele Leonelli & Alex Rossi
- 2011.05036 Testing and Dating Structural Changes in Copula-based Dependence Measures
by Florian Stark & Sven Otto
- 2011.05023 A Note on Utility Indifference Pricing with Delayed Information
by Peter Bank & Yan Dolinsky
- 2011.04993 Optimal Policy Learning: From Theory to Practice
by Giovanni Cerulli
- 2011.04939 Pattern recognition in micro-trading behaviors before stock price jumps: A framework based on multivariate time series analysis
by Ao Kong & Robert Azencott & Hongliang Zhu & Xindan Li
- 2011.04889 Optimizing distortion riskmetrics with distributional uncertainty
by Silvana Pesenti & Qiuqi Wang & Ruodu Wang
- 2011.04826 Reducing bias in difference-in-differences models using entropy balancing
by Matthew Cefalu & Brian G. Vegetabile & Michael Dworsky & Christine Eibner & Federico Girosi
- 2011.04804 Nonparametric Adaptive Bayesian Stochastic Control Under Model Uncertainty
by Tao Chen & Jiyoun Myung
- 2011.04587 Short Term Electricity Market Designs: Identified Challenges and Promising Solutions
by Lina Silva-Rodriguez & Anibal Sanjab & Elena Fumagalli & Ana Virag & Madeleine Gibescu
- 2011.04577 Sparse time-varying parameter VECMs with an application to modeling electricity prices
by Niko Hauzenberger & Michael Pfarrhofer & Luca Rossini
- 2011.04545 Augmenting transferred representations for stock classification
by Elizabeth Fons & Paula Dawson & Xiao-jun Zeng & John Keane & Alexandros Iosifidis
- 2011.04544 Dynamic sensitivities and Initial Margin via Chebyshev Tensors
by Mariano Zeron & Ignacio Ruiz
- 2011.04466 Occupational Network Structure and Vector Assortativity for illustrating patterns of social mobility
by Vinay Reddy Venumuddala
- 2011.04400 Bandits in Matching Markets: Ideas and Proposals for Peer Lending
by Soumajyoti Sarkar
- 2011.04391 Reinforced Deep Markov Models With Applications in Automatic Trading
by Tadeu A. Ferreira
- 2011.04367 Comparing the market microstructure between two South African exchanges
by Ivan Jericevich & Patrick Chang & Tim Gebbie
- 2011.04364 SuperDeConFuse: A Supervised Deep Convolutional Transform based Fusion Framework for Financial Trading Systems
by Pooja Gupta & Angshul Majumdar & Emilie Chouzenoux & Giovanni Chierchia
- 2011.04306 Ordinal Intensity-Efficient Allocations
by Georgios Gerasimou
- 2011.04278 A Basket Half Full: Sparse Portfolios
by Ekaterina Seregina
- 2011.04274 Weak Transport for Non-Convex Costs and Model-independence in a Fixed-Income Market
by Beatrice Acciaio & Mathias Beiglboeck & Gudmund Pammer
- 2011.04256 A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets
by Matteo Gardini & Piergiacomo Sabino & Emanuela Sasso
- 2011.04216 DoWhy: An End-to-End Library for Causal Inference
by Amit Sharma & Emre Kiciman
- 2011.04171 Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model
by Liao Zhu & Robert A. Jarrow & Martin T. Wells
- 2011.04013 Screening and Information-Sharing Externalities
by Quitz'e Valenzuela-Stookey
- 2011.04002 Inference under Superspreading: Determinants of SARS-CoV-2 Transmission in Germany
by Patrick W. Schmidt
- 2011.03996 Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction
by Jianqing Fan & Ricardo P. Masini & Marcelo C. Medeiros
- 2011.03987 Unifying the theory of storage and the risk premium by an unobservable intrinsic electricity price
by Wieger Hinderks & Ralf Korn & Andreas Wagner
- 2011.03879 Platform-Mediated Competition
by Quitz'e Valenzuela-Stookey
- 2011.03878 Redistribution Through Tax Relief
by Quitz'e Valenzuela-Stookey
- 2011.03795 Synthetic forwards and cost of funding in the equity derivative market
by Michele Azzone & Roberto Baviera
- 2011.03791 How Likely Are Large Elections Tied?
by Lirong Xia
- 2011.03741 Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models
by Constandina Koki & Stefanos Leonardos & Georgios Piliouras
- 2011.03695 Endogenous structural transformation in economic development
by Justin Y. F. Lin & Haipeng Xing
- 2011.03543 XVA Valuation under Market Illiquidity
by Weijie Pang & Stephan Sturm
- 2011.03541 Identifying Latent Structures in Maternal Employment: Evidence on the German Parental Benefit Reform
by Sophie-Charlotte Klose
- 2011.03517 Balancing the Payment System
by Tomav{z} Fleischman & Paolo Dini
- 2011.03514 Monetary Policy and Firm Dynamics
by Matthew Read
- 2011.03405 Multiscale Control of Stackelberg Games
by Michael Herty & Sonja Steffensen & Anna Thunen
- 2011.03392 Did Hurricane Katrina Reduce Mortality?
by Robert Kaestner
- 2011.03339 Effect of Short-Term Debt on Financial Growth of Non-Financial Firms Listed at Nairobi Securities Exchange
by David Haritone Shikumo & Oluoch Oluoch & Joshua Matanda Wepukhulu
- 2011.03314 The importance of dynamic risk constraints for limited liability operators
by John Armstrong & Damiano Brigo & Alex S. L. Tse
- 2011.03310 Socio-demographic goals within digitalization environment: a gender aspect
by Olga A. Zolotareva & Aleksandr V. Bezrukov
- 2011.03297 Agent-based Computational Economics in Management Accounting Research: Opportunities and Difficulties
by Friederike Wall & Stephan Leitner
- 2011.03153 Robust Forecasting
by Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide
- 2011.03120 How the Availability of Higher Education Affects Incentives? Evidence from Federal University Openings in Brazil
by Guilherme Jardim
- 2011.03073 Bias correction for quantile regression estimators
by Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich
- 2011.02924 Social Media and Political Contributions: The Impact of New Technology on Political Competition
by Maria Petrova & Ananya Sen & Pinar Yildirim
- 2011.02899 Auctioning Annuities
by Gaurab Aryal & Eduardo Fajnzylber & Maria F. Gabrielli & Manuel Willington
- 2011.02870 Model-free Analysis of Dynamic Trading Strategies
by Anna Ananova & Rama Cont & Renyuan Xu
- 2011.02776 Fast and exact audit scheduling optimization
by Jan Motl & Pavel Kord'ik
- 2011.02740 Evolution of Risk-Taking Behaviour and Status Preferences in Anti-Coordination Games
by Manuel Staab
- 2011.02739 Asymmetric games on networks: towards an Ising-model representation
by A. D. Correia & L. L. Leestmaker & H. T. C. Stoof
- 2011.02612 Bitcoin's future carbon footprint
by Shize Qin & Lena Klaa{ss}en & Ulrich Gallersdorfer & Christian Stoll & Da Zhang
- 2011.02596 Rule-based Strategies for Dynamic Life Cycle Investment
by T. R. B. den Haan & K. W. Chau & M. van der Schans & C. W. Oosterlee
- 2011.02407 Debiasing classifiers: is reality at variance with expectation?
by Ashrya Agrawal & Florian Pfisterer & Bernd Bischl & Francois Buet-Golfouse & Srijan Sood & Jiahao Chen & Sameena Shah & Sebastian Vollmer
- 2011.02362 The polarizing impact of numeracy, economic literacy, and science literacy on attitudes toward immigration
by Lucia Savadori & Giuseppe Espa & Maria Michela Dickson
- 2011.02330 Adaptive Combinatorial Allocation
by Maximilian Kasy & Alexander Teytelboym
- 2011.02290 How do the Covid-19 Prevention Measures Interact with Sustainable Development Goals?
by Shima Beigi
- 2011.02165 Quantum Speedup of Monte Carlo Integration with respect to the Number of Dimensions and its Application to Finance
by Kazuya Kaneko & Koichi Miyamoto & Naoyuki Takeda & Kazuyoshi Yoshino
- 2011.02077 Learning from Forecast Errors: A New Approach to Forecast Combinations
by Tae-Hwy Lee & Ekaterina Seregina
- 2011.02026 Comparing the collective behavior of banking industry
by Hanie. Vahabi & Ali Namaki & Reza Raei
- 2011.01961 Insights into Fairness through Trust: Multi-scale Trust Quantification for Financial Deep Learning
by Alexander Wong & Andrew Hryniowski & Xiao Yu Wang
- 2011.01712 Economic Principles of PoPCoin, a Democratic Time-based Cryptocurrency
by Haoqian Zhang & Cristina Basescu & Bryan Ford
- 2011.01508 Greetings from a Triparental Planet
by Gizem Bacaksizlar & Stefani Crabtree & Joshua Garland & Natalie Grefenstette & Albert Kao & David Kinney & Artemy Kolchinsky & Tyler Marghetis & Michael Price & Maria Riolo & Hajime Shimao & Ashley Teufel & Tamara van der Does & Vicky Chuqiao Yang
- 2011.01417 Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry
by Igor Halperin
- 2011.01380 Instrumental Variable Identification of Dynamic Variance Decompositions
by Mikkel Plagborg-M{o}ller & Christian K. Wolf