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Content
2022
- 2202.02988 Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique
by Mikio Ito
- 2202.02903 Difference in Differences with Time-Varying Covariates
by Carolina Caetano & Brantly Callaway & Stroud Payne & Hugo Sant'Anna Rodrigues
- 2202.02872 Differentiable Economics for Randomized Affine Maximizer Auctions
by Michael Curry & Tuomas Sandholm & John Dickerson
- 2202.02787 Stable cooperation emerges in stochastic multiplicative growth
by Lorenzo Fant & Onofrio Mazzarisi & Emanuele Panizon & Jacopo Grilli
- 2202.02728 Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks
by Jaydip Sen & Sidra Mehtab & Abhishek Dutta & Saikat Mondal
- 2202.02723 Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model
by Jaydip Sen & Saikat Mondal & Sidra Mehtab
- 2202.02579 The economics of malnutrition: Dietary transition and food system transformation
by William A. Masters & Amelia B. Finaret & Steven A. Block
- 2202.02532 Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
by H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor
- 2202.02488 A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models
by Hasanjan Sayit
- 2202.02462 Sequential Veto Bargaining with Incomplete Information
by S. Nageeb Ali & Navin Kartik & Andreas Kleiner
- 2202.02367 The end of 'set it and forget it' pricing? Opportunities for market-based freight contracts
by Angela Acocella & Chris Caplice & Yossi Sheffi
- 2202.02300 From Semi-Infinite Constraints to Structured Robust Policies: Optimal Gain Selection for Financial Systems
by Chung-Han Hsieh
- 2202.02280 Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain
by Sergio Mayordomo & Mar'ia Rodriguez-Moreno & Juan Ignacio Pe~na
- 2202.02276 Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects
by Wan-Chien Chiu & Juan Ignacio Pe~na & Chih-Wei Wang
- 2202.02273 Are all Credit Default Swap Databases equal?
by Sergio Mayordomo & Juan Ignacio Pe~na & Eduardo S. Schwartz
- 2202.02268 StonkBERT: Can Language Models Predict Medium-Run Stock Price Movements?
by Stefan Pasch & Daniel Ehnes
- 2202.02263 Industry Characteristics and Financial Risk Spillovers
by Wan-Chien Chiua & Juan Ignacio Pe~na & Chih-Wei Wang
- 2202.02254 Derivatives Holdings and Systemic Risk in the U.S. Banking Sector
by Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe~na
- 2202.02209 On Sustainability and Survivability in the Matchbox Two-Sector Model: A Complete Characterization of Optimal Extinction
by Liuchun Deng & Minako Fujio & M. Ali Khan
- 2202.02199 ABSNFT: Securitization and Repurchase Scheme for Non-Fungible Tokens Based on Game Theoretical Analysis
by Hongyin Chen & Yukun Cheng & Xiaotie Deng & Wenhan Huang & Linxuan Rong
- 2202.02197 Evaluating conditional covariance estimates via a new targeting approach and a networks-based analysis
by Carlo Drago & Andrea Scozzari
- 2202.02029 First-order integer-valued autoregressive processes with Generalized Katz innovations
by Ovielt Baltodano Lopez & Federico Bassetti & Giulia Carallo & Roberto Casarin
- 2202.01844 The welfare effects of unemployment insurance in Argentina. New estimates using changes in the schedule of transfers
by Martin Gonzalez-Rozada & Hernan Ruffo
- 2202.01804 The different structure of economic ecosystems at the scales of companies and countries
by Dario Laudati & Manuel S. Mariani & Luciano Pietronero & Andrea Zaccaria
- 2202.01743 Default Supply Auctions in Electricity Markets: Challenges and Proposals
by Juan Ignacio Pe~na & Rosa Rodriguez
- 2202.01737 Time-zero Efficiency of European Power Derivatives Markets
by Juan Ignacio Pe~na & Rosa Rodriguez
- 2202.01732 Tail Risk of Electricity Futures
by Juan Ignacio Pe~na & Rosa Rodriguez & Silvia Mayoral
- 2202.01720 Are EU Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices
by Juan Ignacio Pe~na & Rosa Rodriguez
- 2202.01661 Selection in the Presence of Implicit Bias: The Advantage of Intersectional Constraints
by Anay Mehrotra & Bary S. R. Pradelski & Nisheeth K. Vishnoi
- 2202.01423 Do new investment strategies take existing strategies' returns -- An investigation into agent-based models
by Takanobu Mizuta
- 2202.01080 Understanding European Integration with Bipartite Networks of Comparative Advantage
by Riccardo Di Clemente & Bal'azs Lengyel & Lars F. Andersson & Rikard Eriksson
- 2202.01043 2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models
by Matthew F. Tomlinson & David Greenwood & Marcin Mucha-Kruczynski
- 2202.01027 A semi-static replication approach to efficient hedging and pricing of callable IR derivatives
by Jori Hoencamp & Shashi Jain & Drona Kandhai
- 2202.00941 CTMSTOU driven markets: simulated environment for regime-awareness in trading policies
by Selim Amrouni & Aymeric Moulin & Tucker Balch
- 2202.00929 Term structure modelling with overnight rates beyond stochastic continuity
by Claudio Fontana & Zorana Grbac & Thorsten Schmidt
- 2202.00917 A quantitative method for benchmarking fair income distribution
by Thitithep Sitthiyot & Kanyarat Holasut
- 2202.00877 Efficient Volatility Estimation for L\'evy Processes with Jumps of Unbounded Variation
by B. Cooper Boniece & Jos'e E. Figueroa-L'opez & Yuchen Han
- 2202.00871 Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff
by Jose Blanchet & Fernando Hernandez & Viet Anh Nguyen & Markus Pelger & Xuhui Zhang
- 2202.00839 Minimum Wages and Optimal Redistribution
by Dami'an Vergara
- 2202.00831 Instability of financial markets by optimizing investment strategies investigated by an agent-based model
by Takanobu Mizuta & Isao Yagi & Kosei Takashima
- 2202.00793 Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes
by Meng-Chen Hsieh & Clifford Hurvich & Philippe Soulier
- 2202.00785 Option Pricing and CVA Calculations using the Monte Carlo-Tree (MC-Tree) Method
by Yen Thuan Trinh & Bernard Hanzon
- 2202.00729 The Impact of Connectivity on the Production and Diffusion of Knowledge
by Gustavo Manso & Farzad Pourbabaee
- 2202.00713 Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data
by Robert Moffitt & John Abowd & Christopher Bollinger & Michael Carr & Charles Hokayem & Kevin McKinney & Emily Wiemers & Sisi Zhang & James Ziliak
- 2202.00662 Systemic Risk Models for Disjoint and Overlapping Groups with Equilibrium Strategies
by Yichen Feng & Jean-Pierre Fouque & Ruimeng Hu & Tomoyuki Ichiba
- 2202.00631 FiNCAT: Financial Numeral Claim Analysis Tool
by Sohom Ghosh & Sudip Kumar Naskar
- 2202.00625 Black-box Bayesian inference for economic agent-based models
by Joel Dyer & Patrick Cannon & J. Doyne Farmer & Sebastian Schmon
- 2202.00619 New Characterizations of Core Imputations of Matching and $b$-Matching Games
by Vijay V. Vazirani
- 2202.00556 Building a Dynamic System of Advanced Risk Management and Risk Assessment of the Company
by Denis S. Gusev & Elena G. Demidova & Olga A. Novikova
- 2202.00409 Mapping intra firm trade in the automotive sector: a network approach
by Matthew Smith & Yasaman Sarabi
- 2202.00310 Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization
by Juho Koistinen & Bernd Funovits
- 2202.00297 New Collectivity Measures for Financial Covariances and Correlations
by Anton J. Heckens & Thomas Guhr
- 2202.00229 Protection or Peril of Following the Crowd in a Pandemic-Concurrent Flood Evacuation
by Elisa Borowski & Amanda Stathopoulos
- 2202.00141 Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models
by Christis Katsouris
- 2202.00125 Top Ten Behavioral Biases in Project Management: An Overview
by Bent Flyvbjerg
- 2202.00124 Problems of Tax Administration and its Impact on Budget Revenues
by Marika Ormotsadze
- 2202.00108 The regulation methods of fiscal risk in the framework of the implementation of entrepreneurship support
by Elena G. Demidova
- 2202.00044 Bankruptcy Shocks and Legal Labor Markets: Evidence from the Court Competition Era
by Chad Brown & Jeronimo Carballo & Alessandro Peri
- 2202.00007 Impact of Gold Prices on Stock Exchange: An Empirical Case Study of Nepal
by Aneel Bhusal & Madhu Sudan Gautam
- 2202.00006 Impact of Information and Communication Technology on Individual Well-being
by Aneel Bhusal
- 2201.13416 MicroVelocity: rethinking the Velocity of Money for digital currencies
by Carlo Campajola & Marco D'Errico & Claudio J. Tessone
- 2201.13380 Deep Learning Macroeconomics
by Rafael R. S. Guimaraes
- 2201.13325 Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk
by William Schueller & Christian Diem & Melanie Hinterplattner & Johannes Stangl & Beate Conrady & Markus Gerschberger & Stefan Thurner
- 2201.13267 Micro-level Reserving for General Insurance Claims using a Long Short-Term Memory Network
by Ihsan Chaoubi & Camille Besse & H'el`ene Cossette & Marie-Pier C^ot'e
- 2201.13235 A hybrid deep learning approach for purchasing strategy of carbon emission rights -- Based on Shanghai pilot market
by Jiayue Xu
- 2201.13094 Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer
by Beatrice Acciaio & Anastasis Kratsios & Gudmund Pammer
- 2201.13004 Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance
by Liang Jiang & Oliver B. Linton & Haihan Tang & Yichong Zhang
- 2201.13000 A General Description of Growth Trends
by Moshe Elitzur
- 2201.12936 Pigeonhole Design: Balancing Sequential Experiments from an Online Matching Perspective
by Jinglong Zhao & Zijie Zhou
- 2201.12898 Clearing Payments in Dynamic Financial Networks
by Giuseppe C. Calafiore & Giulia Fracastoro & Anton V. Proskurnikov
- 2201.12893 Cryptocurrency Valuation: An Explainable AI Approach
by Yulin Liu & Luyao Zhang
- 2201.12752 On the Use of Instrumental Variables in Mediation Analysis
by Bora Kim
- 2201.12731 Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective
by Maxim Bichuch & Nils Detering
- 2201.12696 Sharing Behavior in Ride-hailing Trips: A Machine Learning Inference Approach
by Morteza Taiebat & Elham Amini & Ming Xu
- 2201.12692 Meta-Learners for Estimation of Causal Effects: Finite Sample Cross-Fit Performance
by Gabriel Okasa
- 2201.12619 Negotiation problem
by Izat B. Baybusinov & Enrico Maria Fenoaltea & Yi-Cheng Zhang
- 2201.12618 The effect of the pandemic on complex socio-economic systems: community detection induced by communicability
by Gian Paolo Clemente & Rosanna Grassi & Giorgio Rizzini
- 2201.12402 The China Trade Shock and the ESG Performances of US firms
by Hui Xu & Yue Wu
- 2201.12291 Simulating Using Deep Learning The World Trade Forecasting of Export-Import Exchange Rate Convergence Factor During COVID-19
by Effat Ara Easmin Lucky & Md. Mahadi Hasan Sany & Mumenunnesa Keya & Md. Moshiur Rahaman & Umme Habiba Happy & Sharun Akter Khushbu & Md. Arid Hasan
- 2201.12286 A Stock Trading System for a Medium Volatile Asset using Multi Layer Perceptron
by Ivan Letteri & Giuseppe Della Penna & Giovanni De Gasperis & Abeer Dyoub
- 2201.12283 Predicting The Stock Trend Using News Sentiment Analysis and Technical Indicators in Spark
by Taylan Kabbani & Fatih Enes Usta
- 2201.12263 RiskNet: Neural Risk Assessment in Networks of Unreliable Resources
by Krzysztof Rusek & Piotr Bory{l}o & Piotr Jaglarz & Fabien Geyer & Albert Cabellos & Piotr Cho{l}da
- 2201.12100 Stochastic Consensus and the Shadow of Doubt
by Emilien Macault
- 2201.11962 Risk-Sensitive Optimal Execution via a Conditional Value-at-Risk Objective
by Seungki Min & Ciamac C. Moallemi & Costis Maglaras
- 2201.11930 Distribution of money on connected graphs with multiple banks
by Nicolas Lanchier & Stephanie Reed
- 2201.11787 A New Perspective on Impartial and Unbiased Apportionment
by Ross Hyman & Nicolaus Tideman
- 2201.11482 A projection based approach for interactive fixed effects panel data models
by Georg Keilbar & Juan M. Rodriguez-Poo & Alexandra Soberon & Weining Wang
- 2201.11441 Human-centered mechanism design with Democratic AI
by Raphael Koster & Jan Balaguer & Andrea Tacchetti & Ari Weinstein & Tina Zhu & Oliver Hauser & Duncan Williams & Lucy Campbell-Gillingham & Phoebe Thacker & Matthew Botvinick & Christopher Summerfield
- 2201.11394 Quantum algorithm for calculating risk contributions in a credit portfolio
by Koichi Miyamoto
- 2201.11341 Towards Agnostic Feature-based Dynamic Pricing: Linear Policies vs Linear Valuation with Unknown Noise
by Jianyu Xu & Yu-Xiang Wang
- 2201.11304 Standard errors for two-way clustering with serially correlated time effects
by Harold D Chiang & Bruce E Hansen & Yuya Sasaki
- 2201.11241 Stochastic Local Volatility models and the Wei-Norman factorization method
by Julio Guerrero & Giuseppe Orlando
- 2201.11156 Bootstrap inference for fixed-effect models
by Ayden Higgins & Koen Jochmans
- 2201.11051 Toward a More Populous Online Platform: The Economic Impacts of Compensated Reviews
by Peng Li & Arim Park & Soohyun Cho & Yao Zhao
- 2201.11047 Labor market conditions and college graduation: evidence from Brazil
by Lucas Finamor
- 2201.10992 Unpredictable dynamics in congestion games: memory loss can prevent chaos
by Jakub Bielawski & Thiparat Chotibut & Fryderyk Falniowski & Michal Misiurewicz & Georgios Piliouras
- 2201.10961 The Impact of COVID-19 Pandemic on Ridesourcing Services Differed Between Small Towns and Large Cities
by Nael Alsaleh & Bilal Farooq
- 2201.10846 Fat Tails and Optimal Liability Driven Portfolios
by Jan Rosenzweig
- 2201.10826 Instrumental variable estimation of dynamic treatment effects on a duration outcome
by Jad Beyhum & Samuele Centorrino & Jean-Pierre Florens & Ingrid Van Keilegom
- 2201.10808 Speed, Quality, and the Optimal Timing of Complex Decisions: Field Evidence
by Uwe Sunde & Dainis Zegners & Anthony Strittmatter
- 2201.10743 Combining Experimental and Observational Data for Identification and Estimation of Long-Term Causal Effects
by AmirEmad Ghassami & Alan Yang & David Richardson & Ilya Shpitser & Eric Tchetgen Tchetgen
- 2201.10726 Income Inequality, Cause and Cure
by B. N. Kausik
- 2201.10673 Robust Comparative Statics for the Elasticity of Intertemporal Substitution
by Joel P. Flynn & Lawrence D. W. Schmidt & Alexis Akira Toda
- 2201.10524 Zombie-Lending in the United States -- Prevalence versus Relevance
by Maximilian Gobel & Nuno Tavares
- 2201.10466 Multiscaling and rough volatility: an empirical investigation
by Giuseppe Brandi & T. Di Matteo
- 2201.10454 Estimating and backtesting risk under heavy tails
by Marcin Pitera & Thorsten Schmidt
- 2201.10418 Relaxed Notions of Condorcet-Consistency and Efficiency for Strategyproof Social Decision Schemes
by Felix Brandt & Patrick Lederer & Ren'e Romen
- 2201.10391 VIX pricing in the rBergomi model under a regime switching change of measure
by Henrique Guerreiro & Jo~ao Guerra
- 2201.10351 AI-based Re-identification of Behavioral Clickstream Data
by Stefan Vamosi & Michael Platzer & Thomas Reutterer
- 2201.10304 Regime recovery using implied volatility in Markov modulated market model
by Anindya Goswami & Kedar Nath Mukherjee & Irvine Homi Patalwala & Sanjay N. S
- 2201.10173 Modeling bid and ask price dynamics with an extended Hawkes process and its empirical applications for high-frequency stock market data
by Kyungsub Lee & Byoung Ki Seo
- 2201.10141 The Benefits of Coarse Preferences
by Joseph Y. Halpern & Yuval Heller & Eyal Winter
- 2201.10127 Multi-unit Double Auctions: Equilibrium Analysis and Bidding Strategy using DDPG in Smart-grids
by Sanjay Chandlekar & Easwar Subramanian & Sanjay Bhat & Praveen Paruchuri & Sujit Gujar
- 2201.10115 Effects of Privacy-Inducing Noise on Welfare and Influence of Referendum Systems
by Suat Evren & Praneeth Vepakomma
- 2201.09927 Contract design in electricity markets with high penetration of renewables: A two-stage approach
by Arega Getaneh Abate & Rossana Riccardi & Carlos Ruiz
- 2201.09878 Has EU accession boosted patents performance in the EU-13? -- A critical evaluation using causal impact analysis with Bayesian structural time-series models
by Agnieszka Kleszcz & Krzysztof Rusek
- 2201.09876 Pandemic Pressures and Public Health Care: Evidence from England
by Thiemo Fetzer & Christopher Rauh
- 2201.09806 Infinite Growth: A Curse or a Blessing?
by Gennady Shkliarevsky
- 2201.09790 Linear Laws of Markov Chains with an Application for Anomaly Detection in Bitcoin Prices
by Marcell T. Kurbucz & P'eter P'osfay & Antal Jakov'ac
- 2201.09691 Multidimensional Manhattan Preferences
by Jiehua Chen & Martin Nollenburg & Sofia Simola & Anais Villedieu & Markus Wallinger
- 2201.09573 Exact time-dependent dynamics of discrete binary choice models
by James Holehouse & Jos'e Moran
- 2201.09516 From Rough to Multifractal volatility: the log S-fBM model
by Peng Wu & Jean-Franc{c}ois Muzy & Emmanuel Bacry
- 2201.09434 Data-Driven Risk Measurement by SV-GARCH-EVT Model
by Minheng Xiao
- 2201.09406 Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors
by Lijun Bo & Agostino Capponi & Chao Zhou
- 2201.09319 Option Volume Imbalance as a predictor for equity market returns
by Nikolas Michael & Mihai Cucuringu & Sam Howison
- 2201.09270 Gender-specific Call of Duty: A Note on the Neglect of Conscription in Gender Equality Indices
by Jussi Heikkila & Ina Laukkanen
- 2201.09221 The rise of digital finance: Financial inclusion or debt trap
by Pengpeng Yue & Aslihan Gizem Korkmaz & Zhichao Yin & Haigang Zhou
- 2201.09182 Consolidating Marginalism and Egalitarianism: A New Value for Transferable Utility Games
by D. Choudhury & S. Borkotokey & Rajnish Kumar & Sudipta Sarangi
- 2201.09160 Profit Puzzles or: Public Firm Profits Have Fallen
by Carter Davis & Alexandre Sollaci & James Traina
- 2201.09125 The Link Between Standardization and Economic Growth: A Bibliometric Analysis
by Jussi Heikkila & Timo Ali-Vehmas & Julius Rissanen
- 2201.09108 Optimal measure preserving derivatives revisited
by Brendan K. Beare
- 2201.09105 Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms
by Chaofan Sun & Ken Seng Tan & Wei Wei
- 2201.09073 Economic Freedom: The Top, the Bottom, and the Reality. I. 1997-2007
by Marcel Ausloos & Philippe Bronlet
- 2201.09064 An Intergenerational Issue: The Equity Issues due to Public-Private Partnerships. The Critical Aspect of the Social Discount Rate Choice for Future Generations
by Abeer Al Yaqoobi & Marcel Ausloos
- 2201.08995 Fuel consumption elasticities, rebound effect and feebate effectiveness in the Indian and Chinese new car markets
by Prateek Bansal & Rubal Dua
- 2201.08875 Information-Based Trading
by George Bouzianis & Lane P. Hughston & Leandro S'anchez-Betancourt
- 2201.08837 Marginal Effects for Non-Linear Prediction Functions
by Christian A. Scholbeck & Giuseppe Casalicchio & Christoph Molnar & Bernd Bischl & Christian Heumann
- 2201.08826 Minimax-Regret Climate Policy with Deep Uncertainty in Climate Modeling and Intergenerational Discounting
by Stephen J. DeCanio & Charles F. Manski & Alan H. Sanstad
- 2201.08584 High-Dimensional Sparse Multivariate Stochastic Volatility Models
by Benjamin Poignard & Manabu Asai
- 2201.08444 Profit Shifting of Multinational Corporations Worldwide
by Javier Garcia-Bernardo & Petr Jansk'y
- 2201.08366 Estimation of Conditional Random Coefficient Models using Machine Learning Techniques
by Stephan Martin
- 2201.08326 Learning with latent group sparsity via heat flow dynamics on networks
by Subhroshekhar Ghosh & Soumendu Sundar Mukherjee
- 2201.08283 Lead-lag detection and network clustering for multivariate time series with an application to the US equity market
by Stefanos Bennett & Mihai Cucuringu & Gesine Reinert
- 2201.08218 Long Short-Term Memory Neural Network for Financial Time Series
by Carmina Fjellstrom
- 2201.07903 Identification of Direct Socio-Geographical Price Discrimination: An Empirical Study on iPhones
by Davidson Cheng
- 2201.07737 COVID-19 impact on the international trade
by C'elestin Coquid'e & Jos'e Lages & Leonardo Ermann & Dima L. Shepelyansky
- 2201.07666 Microeconomic Foundations of Decentralised Organisations
by Mauricio Jacobo Romero & Andr'e Freitas
- 2201.07659 Equilibria of Time-inconsistent Stopping for One-dimensional Diffusion Processes
by Erhan Bayraktar & Zhenhua Wang & Zhou Zhou
- 2201.07656 Consistency of MLE for partially observed diffusions, with application in market microstructure modeling
by Sergey Nadtochiy & Yuan Yin
- 2201.07457 Forecasting the distribution of long-horizon returns with time-varying volatility
by Hwai-Chung Ho
- 2201.07319 Asymptotic properties of Bayesian inference in linear regression with a structural break
by Kenichi Shimizu
- 2201.07303 Large Hybrid Time-Varying Parameter VARs
by Joshua C. C. Chan
- 2201.07220 Do not rug on me: Zero-dimensional Scam Detection
by Bruno Mazorra & Victor Adan & Vanesa Daza
- 2201.07214 Opinion Dynamics in Financial Markets via Random Networks
by Mateus F. B. Granha & Andr'e L. M. Vilela & Chao Wang & Kenric P. Nelson & H. Eugene Stanley
- 2201.07181 Pandemic Recession and Helicopter Money: Venice, 1629--1631
by Charles Goodhart & Donato Masciandaro & Stefano Ugolini
- 2201.07170 What is the mission of innovation?
by Julian D. Cortes
- 2201.07168 Bayesian inference of spatial and temporal relations in AI patents for EU countries
by Krzysztof Rusek & Agnieszka Kleszcz & Albert Cabellos-Aparicio
- 2201.07159 Examining the Relations between Household Saving Rate of Rural Areas and Migration
by Fuhao Lou
- 2201.07072 Who Increases Emergency Department Use? New Insights from the Oregon Health Insurance Experiment
by Augustine Denteh & Helge Liebert
- 2201.07069 The Time-Varying Multivariate Autoregressive Index Model
by G. Cubadda & S. Grassi & B. Guardabascio
- 2201.07055 Close Enough? A Large-Scale Exploration of Non-Experimental Approaches to Advertising Measurement
by Brett R. Gordon & Robert Moakler & Florian Zettelmeyer
- 2201.07026 Socioeconomic disparities and COVID-19: the causal connections
by Tannista Banerjee & Ayan Paul & Vishak Srikanth & Inga Strumke
- 2201.06930 Decomposing LIBOR in Transition: Evidence from the Futures Markets
by David Skovmand & Jacob Bjerre Skov
- 2201.06898 Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period
by Cl'ement de Chaisemartin & Xavier D'Haultfoeuille & F'elix Pasquier & Doulo Sow & Gonzalo Vazquez-Bare
- 2201.06792 Tit for Tattling: Cooperation, communication, and how each could stabilize the other
by Victor Vikram Odouard & Michael Holton Price
- 2201.06694 Homophily in preferences or meetings? Identifying and estimating an iterative network formation model
by Luis Alvarez & Cristine Pinto & Vladimir Ponczek
- 2201.06647 An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses
by Ron Mittelhammer & George Judge & Miguel Henry
- 2201.06635 Optimal trend following portfolios
by Sebastien Valeyre
- 2201.06605 Inferential Theory for Granular Instrumental Variables in High Dimensions
by Saman Banafti & Tae-Hwy Lee
- 2201.06373 Volatility in the Relative Standard Deviation of Target Fulfilment as Key Performance Indicator (KPI)
by Andreas Bauer & Jasna Omeragic
- 2201.06370 Model Aggregation for Risk Evaluation and Robust Optimization
by Tiantian Mao & Ruodu Wang & Qinyu Wu
- 2201.06319 Multinomial Backtesting of Distortion Risk Measures
by Soren Bettels & Sojung Kim & Stefan Weber
- 2201.06197 The Resilience of FDI to Natural Disasters through Industrial Linkages
by Hayato Kato & Toshihiro Okubo
- 2201.06183 Internal multi-portfolio rebalancing processes: Linking resource allocation models and biproportional matrix techniques to portfolio management
by Kelli Francis-Staite
- 2201.06169 On Well-posedness and Minimax Optimal Rates of Nonparametric Q-function Estimation in Off-policy Evaluation
by Xiaohong Chen & Zhengling Qi
- 2201.06140 Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models
by Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido
- 2201.06072 Dynamics of Bitcoin mining
by Nemo Semret
- 2201.06020 Referral Hiring and Social Network Structure
by Yoshitaka Ogisu
- 2201.06012 Augmented Dynamic Gordon Growth Model
by Battulga Gankhuu
- 2201.06006 Intertemporal Consumption and Debt Aversion: A Replication and Extension
by Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner
- 2201.05974 Fractional SDE-Net: Generation of Time Series Data with Long-term Memory
by Kohei Hayashi & Kei Nakagawa
- 2201.05959 Master Equation for Discrete-Time Stackelberg Mean Field Games with single leader
by Deepanshu Vasal & Randall Berry
- 2201.05906 Profitable Strategy Design by Using Deep Reinforcement Learning for Trades on Cryptocurrency Markets
by Mohsen Asgari & Seyed Hossein Khasteh
- 2201.05893 Treatment Effect Risk: Bounds and Inference
by Nathan Kallus
- 2201.05854 Matrix method stability and robustness of compact schemes for parabolic PDEs
by Anindya Goswami & Kuldip Singh Patel
- 2201.05709 How easy is it for investment managers to deploy their talent in green and brown stocks?
by David Ardia & Keven Bluteau & Thien Duy Tran
- 2201.05686 Decomposable sums and their implications on naturally quasiconvex risk measures
by c{C}au{g}{i}n Ararat & Bar{i}c{s} Bilir & Elisa Mastrogiacomo
- 2201.05672 Measuring Changes in Disparity Gaps: An Application to Health Insurance
by Paul Goldsmith-Pinkham & Karen Jiang & Zirui Song & Jacob Wallace
- 2201.05574 Empirical Analysis of EIP-1559: Transaction Fees, Waiting Time, and Consensus Security
by Yulin Liu & Yuxuan Lu & Kartik Nayak & Fan Zhang & Luyao Zhang & Yinhong Zhao
- 2201.05570 Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market
by Jaydip Sen & Ashwin Kumar R S & Geetha Joseph & Kaushik Muthukrishnan & Koushik Tulasi & Praveen Varukolu
- 2201.05556 Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices
by Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco
- 2201.05430 Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors
by Karsten Schweikert
- 2201.05375 Strategic mean-variance investing under mean-reverting stock returns
by S{o}ren Fiig Jarner
- 2201.05316 Pricing principle via Tsallis relative entropy in incomplete market
by Dejian Tian
- 2201.05312 Arbitrage Problems with Reflected Geometric Brownian Motion
by Dean Buckner & Kevin Dowd & Hardy Hulley
- 2201.05139 Kernel methods for long term dose response curves
by Rahul Singh & Hannah Zhou
- 2201.05103 Analysis of a five-factor capital market model
by S{o}ren Fiig Jarner & Michael Preisel
- 2201.04981 Pricing Time-to-Event Contingent Cash Flows: A Discrete-Time Survival Analysis Approach
by Jackson P. Lautier & Vladimir Pozdnyakov & Jun Yan
Printed from https://ideas.repec.org/s/arx/papers54.html
