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Content
2022
- 2201.04965 Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks
by Yu Zhao & Huaming Du & Ying Liu & Shaopeng Wei & Xingyan Chen & Fuzhen Zhuang & Qing Li & Ji Liu & Gang Kou
- 2201.04880 Exit, Voice and Political Change: Evidence from Swedish Mass Migration to the United States; A Comment
by Per Pettersson-Lidbom
- 2201.04811 Binary response model with many weak instruments
by Dakyung Seong
- 2201.04699 The Recurrent Reinforcement Learning Crypto Agent
by Gabriel Borrageiro & Nick Firoozye & Paolo Barucca
- 2201.04469 Optimal Best Arm Identification in Two-Armed Bandits with a Fixed Budget under a Small Gap
by Masahiro Kato & Kaito Ariu & Masaaki Imaizumi & Masahiro Nomura & Chao Qin
- 2201.04393 Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning
by J'er'emi Assael & Laurent Carlier & Damien Challet
- 2201.04266 Safe Equilibrium
by Sam Ganzfried
- 2201.04200 The Turing Trap: The Promise & Peril of Human-Like Artificial Intelligence
by Erik Brynjolfsson
- 2201.04038 DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation
by Wendi Li & Xiao Yang & Weiqing Liu & Yingce Xia & Jiang Bian
- 2201.03784 Price Heterogeneity as a source of Heterogenous Demand
by John K. -H. Quah & Gerelt Tserenjigmid
- 2201.03717 Derivatives-based portfolio decisions. An expected utility insight
by Marcos Escobar-Anel & Matt Davison & Yichen Zhu
- 2201.03519 StableSims: Optimizing MakerDAO Liquidations 2.0 Incentives via Agent-Based Modeling
by Andrew Kirillov & Sehyun Chung
- 2201.03483 Simultaneous Optimal Transport
by Ruodu Wang & Zhenyuan Zhang
- 2201.03378 Pricing European Options under Stochastic Volatility Models: Case of five-Parameter Variance-Gamma Process
by A. H. Nzokem
- 2201.03286 A machine learning search for optimal GARCH parameters
by Luke De Clerk & Sergey Savl'ev
- 2201.03213 New volatility evolution model after extreme events
by Mei-Ling Cai & Zhang-HangJian Chen & Sai-Ping Li & Xiong Xiong & Wei Zhang & Ming-Yuan Yang & Fei Ren
- 2201.03092 Uncovering the Source of Machine Bias
by Xiyang Hu & Yan Huang & Beibei Li & Tian Lu
- 2201.02987 Portfolio selection models based on interval-valued conditional value at risk (ICVaR) and empirical analysis
by Jinping Zhang & Keming Zhang
- 2201.02983 Market Impact of Small Orders
by Oleh Danyliv
- 2201.02958 Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
by Wenjia Wang & Yanyuan Wang & Xiaowei Zhang
- 2201.02919 Economic Integration and Agglomeration of Multinational Production with Transfer Pricing
by Hayato Kato & Hirofumi Okoshi
- 2201.02916 TANK meets Diaz-Alejandro: Household heterogeneity, non-homothetic preferences & policy design
by Santiago Camara
- 2201.02857 Effect of Toxic Review Content on Overall Product Sentiment
by Mayukh Mukhopadhyay & Sangeeta Sahney
- 2201.02828 Discrete-time risk sensitive portfolio optimization with proportional transaction costs
by Marcin Pitera & {L}ukasz Stettner
- 2201.02804 A study on bribery networks with a focus on harassment bribery and ways to control corruption
by Chanchal Pramanik
- 2201.02793 The component-wise egalitarian Myerson value for Network Games
by Surajit Borkotokey & Sujata Goala & Niharika Kakoty & Parishmita Boruah
- 2201.02773 A Survey of Quantum Computing for Finance
by Dylan Herman & Cody Googin & Xiaoyuan Liu & Alexey Galda & Ilya Safro & Yue Sun & Marco Pistoia & Yuri Alexeev
- 2201.02760 Bibliometric analysis of the scientific production found in Scopus and Web of Science about business administration
by F'elix Lirio-Loli & William Dextre-Mart'inez
- 2201.02752 On asymptotically arbitrage-free approximations of the implied volatility
by Masaaki Fukasawa
- 2201.02729 Bitcoin Price Predictive Modeling Using Expert Correction
by Bohdan M. Pavlyshenko
- 2201.02532 Approximate Factor Models for Functional Time Series
by Sven Otto & Nazarii Salish
- 2201.02441 Applications of Signature Methods to Market Anomaly Detection
by Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou
- 2201.02397 Neural calibration of hidden inhomogeneous Markov chains -- Information decompression in life insurance
by Mark Kiermayer & Christian Wei{ss}
- 2201.02292 Unconditional Effects of General Policy Interventions
by Julian Martinez-Iriarte & Gabriel Montes-Rojas & Yixiao Sun
- 2201.02290 Strategic Storage Investment in Electricity Markets
by Dongwei Zhao & Mehdi Jafari & Audun Botterud & Apurba Sakti
- 2201.02272 Surveying 5G Techno-Economic Research to Inform the Evaluation of 6G Wireless Technologies
by Edward J. Oughton & William Lehr
- 2201.02122 Stationary social learning in a changing environment
by Raphael L'evy & Marcin Pk{e}ski & Nicolas Vieille
- 2201.02098 Polytope-form games and Index/Degree Theories for Extensive-form games
by Lucas Pahl
- 2201.01874 Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations
by Igor Halperin & Jiayu Liu & Xiao Zhang
- 2201.01827 Reputational Bargaining and Inefficient Technology Adoption
by Harry Pei & Maren Vairo
- 2201.01813 Reputation, Learning and Project Choice in Frictional Economies
by Farzad Pourbabaee
- 2201.01770 NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-task Financial Forecasting
by Linyi Yang & Jiazheng Li & Ruihai Dong & Yue Zhang & Barry Smyth
- 2201.01758 Buy Now, Pay Later (BNPL)...On Your Credit Card
by Benedict Guttman-Kenney & Christopher Firth & John Gathergood
- 2201.01433 Non-homogeneous stochastic LQ control with regime switching and random coefficients
by Ying Hu & Xiaomin Shi & Zuo Quan Xu
- 2201.01398 Influence of trip distance and population density on intra-city mobility patterns in Tokyo during COVID-19 pandemic
by Kazufumi Tsuboi & Naoya Fujiwara & Ryo Itoh
- 2201.01392 Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure
by Bruce Mizrach
- 2201.01356 A hybrid approach to targeting social assistance
by Lendie Follett & Heath Henderson
- 2201.01330 The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return
by Richard J. Martin
- 2201.01321 Preparing urban mobility for the future of work
by Nicholas S. Caros & Jinhua Zhao
- 2201.01227 Sparse Non-Convex Optimization For Higher Moment Portfolio Management
by Farshad Noravesh
- 2201.01194 What's Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature
by Jonathan Roth & Pedro H. C. Sant'Anna & Alyssa Bilinski & John Poe
- 2201.01182 Modelling Cournot Games as Multi-agent Multi-armed Bandits
by Kshitija Taywade & Brent Harrison & Adib Bagh
- 2201.01163 Analyzing Micro-Founded General Equilibrium Models with Many Agents using Deep Reinforcement Learning
by Michael Curry & Alexander Trott & Soham Phade & Yu Bai & Stephan Zheng
- 2201.01160 The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds
by Jaehyuk Choi & Lei Lu & Heungju Park & Sungbin Sohn
- 2201.01149 Mechanism Design with Informational Punishment
by Benjamin Balzer & Johannes Schneider
- 2201.01132 A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
by Fabrizio Durante & Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini
- 2201.01125 Technology Mapping Using WebAI: The Case of 3D Printing
by Julian Schwierzy & Robert Dehghan & Sebastian Schmidt & Elisa Rodepeter & Andreas Stoemmer & Kaan Uctum & Jan Kinne & David Lenz & Hanna Hottenrott
- 2201.01094 Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models
by Andras Fulop & Jeremy Heng & Junye Li
- 2201.01026 How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model
by Liao Wang & Jin Yao & Xiaowei Zhang
- 2201.01010 A Double Robust Approach for Non-Monotone Missingness in Multi-Stage Data
by Shenshen Yang
- 2201.00923 Robust Private Supply of a Public Good
by Wanchang Zhang
- 2201.00914 Continuous-time Markowitz's mean-variance model under different borrowing and saving rates
by Chonghu Guan & Xiaomin Shi & Zuo Quan Xu
- 2201.00776 Observability, Dominance, and Induction in Learning Models
by Daniel Clark & Drew Fudenberg & Kevin He
- 2201.00578 'Moving On' -- Investigating Inventors' Ethnic Origins Using Supervised Learning
by Matthias Niggli
- 2201.00496 A Taxonomy of Non-dictatorial Unidimensional Domains
by Shurojit Chatterji & Huaxia Zeng
- 2201.00486 Using Non-Stationary Bandits for Learning in Repeated Cournot Games with Non-Stationary Demand
by Kshitija Taywade & Brent Harrison & Judy Goldsmith
- 2201.00426 Deep Learning and Linear Programming for Automated Ensemble Forecasting and Interpretation
by Lars Lien Ankile & Kjartan Krange
- 2201.00350 The Interpretability of LSTM Models for Predicting Oil Company Stocks: Impact of Correlated Features
by Javad T. Firouzjaee & Pouriya Khaliliyan
- 2201.00345 Robust Algorithmic Collusion
by Nicolas Eschenbaum & Filip Mellgren & Philipp Zahn
- 2201.00274 COVID Lessons: Was there any way to reduce the negative effect of COVID-19 on the United States economy?
by Mohammadreza Mahmoudi
- 2201.00223 They Still Haven't Told You
by Bruce Knuteson
- 2201.00205 Some connections between higher moments portfolio optimization methods
by Farshad Noravesh & Kristiaan Kerstens
- 2201.00161 On income inequality and population size
by Thitithep Sitthiyot & Kanyarat Holasut
- 2201.00119 Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrix
by Arnab Chakrabarti & Rituparna Sen
2021
- 2202.00127 On Market Design and Latency Arbitrage
by Wolfgang Kuhle
- 2202.00109 Measuring poverty in India with machine learning and remote sensing
by Adel Daoud & Felipe Jordan & Makkunda Sharma & Fredrik Johansson & Devdatt Dubhashi & Sourabh Paul & Subhashis Banerjee
- 2201.11507 Stock exchange shares ranking and binary-ternary compressive coding
by Igor Nesiolovskiy
- 2201.11214 Democratising Risk: In Search of a Methodology to Study Existential Risk
by Carla Zoe Cremer & Luke Kemp
- 2201.11122 Multivariate matrix-exponential affine mixtures and their applications in risk theory
by Eric C. K. Cheung & Oscar Peralta & Jae-Kyung Woo
- 2201.11070 The theory of quantitative trading
by Andrea Berdondini
- 2201.09058 DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities
by Shuo Sun & Wanqi Xue & Rundong Wang & Xu He & Junlei Zhu & Jian Li & Bo An
- 2201.08276 Applicability of Large Corporate Credit Models to Small Business Risk Assessment
by Khalid El-Awady
- 2201.07975 Effect Structure and Thermodynamics Formulation of Demand-side Economics
by Burin Gumjudpai
- 2201.07880 Deep self-consistent learning of local volatility
by Zhe Wang & Ameir Shaa & Nicolas Privault & Claude Guet
- 2201.02587 Pricing Bermudan options using regression trees/random forests
by Zineb El Filali Ech-Chafiq & Pierre Henry-Labordere & J'er^ome Lelong
- 2201.02568 Stationary GE-Process and its Application in Analyzing Gold Price Data
by Debasis Kundu
- 2201.02045 Stochastic measure distortions induced by quantile processes for risk quantification and valuation
by Holly Brannelly & Andrea Macrina & Gareth W. Peters
- 2201.00013 The International Monetary Funds intervention in education systems and its impact on childrens chances of completing school
by Adel Daoud
- 2112.15539 Fuzzy Core Equivalence in Large Economies: A Role for the Infinite-Dimensional Lyapunov Theorem
by M. Ali Khan & Nobusumi Sagara
- 2112.15499 Dynamic Portfolio Optimization with Inverse Covariance Clustering
by Yuanrong Wang & Tomaso Aste
- 2112.15448 Exact Post-selection Inference For Tracking S&P500
by Farshad Noravesh & Hamid Boustanifar
- 2112.15447 Analysis of Performance of Drivers and Usage of Overtime Hours: A Case Study of a Higher Educational Institution
by K. C. Sanjeevani Perera
- 2112.15431 Forecasting pandemic tax revenues in a small, open economy
by Fabio Ashtar Telarico
- 2112.15426 Lunatic Stocks: Moon Phases as Irregular Sampling Features for Pattern Recognition in the Stock Markets
by Luis A. Mateos
- 2112.15401 Towards the global vision of engagement of Generation Z at the workplace: Mathematical modeling
by Rados{l}aw A. Kycia & Agnieszka Niemczynowicz & Joanna Nie.zurawska-Zajk{a}c
- 2112.15321 Evolutionary correlation, regime switching, spectral dynamics and optimal trading strategies for cryptocurrencies and equities
by Nick James
- 2112.15315 Bayesian Testing Of Granger Causality In Functional Time Series
by Rituparna Sen & Anandamayee Majumdar & Shubhangi Sikaria
- 2112.15294 Macroeconomic and financial management in an uncertain world: What can we learn from complexity science?
by Thitithep Sitthiyot
- 2112.15291 A simple method for estimating the Lorenz curve
by Thitithep Sitthiyot & Kanyarat Holasut
- 2112.15284 A simple method for measuring inequality
by Thitithep Sitthiyot & Kanyarat Holasut
- 2112.15155 Auction Throttling and Causal Inference of Online Advertising Effects
by George Gui & Harikesh Nair & Fengshi Niu
- 2112.15129 Measure-valued affine and polynomial diffusions
by Christa Cuchiero & Francesco Guida & Luca di Persio & Sara Svaluto-Ferro
- 2112.15114 Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach
by Tadao Hoshino
- 2112.15108 Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach
by Iuri H. Ferreira & Marcelo C. Medeiros
- 2112.15036 Dimensionality reduction for prediction: Application to Bitcoin and Ethereum
by Hugo Inzirillo & Benjamin Mat
- 2112.14902 Thirty Years of Academic Finance
by David Ardia & Keven Bluteau & Mohammad Abbas Meghani
- 2112.14849 Institutional Quality and the Wealth of Autocrats
by Christopher Boudreaux & Randall Holcombe
- 2112.14846 An Analysis of an Alternative Pythagorean Expected Win Percentage Model: Applications Using Major League Baseball Team Quality Simulations
by Justin Ehrlich & Christopher Boudreaux & James Boudreau & Shane Sanders
- 2112.14748 Adaptive Transit Design: Optimizing Fixed and Demand Responsive Multi-Modal Transportation via Continuous Approximation
by Giovanni Calabro' & Andrea Araldo & Simon Oh & Ravi Seshadri & Giuseppe Inturri & Moshe Ben-Akiva
- 2112.14713 Perspectives in Public and University Sector Co-operation in the Change of Higher Education Model in Hungary, in Light of China's Experience
by Attila Lajos Makai & Szabolcs Ramhap
- 2112.14697 The Inflation Game
by Wolfgang Kuhle
- 2112.14529 Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts
by Giacomo Toscano & Giulia Livieri & Maria Elvira Mancino & Stefano Marmi
- 2112.14514 Technology, Institution, and Regional Growth: Evidence from Mineral Mining Industry in Industrializing Japan
by Kota Ogasawara
- 2112.14462 Equilibrium master equations for time-inconsistent problems with distribution dependent rewards
by Zongxia Liang & Fengyi Yuan
- 2112.14451 Dynamic growth-optimum portfolio choice under risk control
by Pengyu Wei & Zuo Quan Xu
- 2112.14409 Nonlocality, Nonlinearity, and Time Inconsistency in Stochastic Differential Games
by Qian Lei & Chi Seng Pun
- 2112.14377 DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
by Jiequn Han & Yucheng Yang & Weinan E
- 2112.14356 Private Private Information
by Kevin He & Fedor Sandomirskiy & Omer Tamuz
- 2112.14310 Rough multifactor volatility for SPX and VIX options
by Antoine Jacquier & Aitor Muguruza & Alexandre Pannier
- 2112.14265 Learning in Repeated Interactions on Networks
by Wanying Huang & Philipp Strack & Omer Tamuz
- 2112.14249 Nested Nonparametric Instrumental Variable Regression: Long Term, Mediated, and Time Varying Treatment Effects
by Isaac Meza & Rahul Singh
- 2112.14247 Importance sampling for option pricing with feedforward neural networks
by Aleksandar Arandjelovi'c & Thorsten Rheinlander & Pavel V. Shevchenko
- 2112.14161 On Hawkes Processes with Infinite Mean Intensity
by Cecilia Aubrun & Michael Benzaquen & Jean-Philippe Bouchaud
- 2112.14074 On the Equivalence of Two Competing Affirmative Actions in School Choice
by Yun Liu
- 2112.14054 Uniformly Self-Justified Equilibria
by Felix Kubler & Simon Scheidegger
- 2112.14033 Pricing and hedging of SOFR derivatives
by Matthew Bickersteth & Yining Ding & Marek Rutkowski
- 2112.13911 The Economics of Interstellar Flight
by Philip Lubin & Alexander N. Cohen
- 2112.13850 Using maps to predict economic activity
by Imryoung Jeong & Hyunjoo Yang
- 2112.13849 The Long-Run Impact of Electoral Violence on Health and Human Capital in Kenya
by Roxana Guti'errez-Romero
- 2112.13844 Stability analysis of heterogeneous oligopoly games of increasing players with quadratic costs
by Xiaoliang Li
- 2112.13842 Economics of Innovation and Perceptions of Renewed Education and Curriculum Design in Bangladesh
by Shifa Taslim Chowdhury & Mohammad Nur Nobi & Anm Moinul Islam
- 2112.13649 Random Rank-Dependent Expected Utility
by Nail Kashaev & Victor Aguiar
- 2112.13593 Multi-modal Attention Network for Stock Movements Prediction
by Shwai He & Shi Gu
- 2112.13506 Estimation based on nearest neighbor matching: from density ratio to average treatment effect
by Zhexiao Lin & Peng Ding & Fang Han
- 2112.13495 Multiple Randomization Designs
by Patrick Bajari & Brian Burdick & Guido W. Imbens & Lorenzo Masoero & James McQueen & Thomas Richardson & Ido M. Rosen
- 2112.13414 Reinforcement Learning with Dynamic Convex Risk Measures
by Anthony Coache & Sebastian Jaimungal
- 2112.13398 Long Story Short: Omitted Variable Bias in Causal Machine Learning
by Victor Chernozhukov & Carlos Cinelli & Whitney Newey & Amit Sharma & Vasilis Syrgkanis
- 2112.13383 Community detection and portfolio optimization
by Longfeng Zhao & Chao Wang & Gang-Jin Wang & H. Eugene Stanley & Lin Chen
- 2112.13228 Robust Estimation of Average Treatment Effects from Panel Data
by Sayoni Roychowdhury & Indrila Ganguly & Abhik Ghosh
- 2112.13213 Cross-Impact of Order Flow Imbalance in Equity Markets
by Rama Cont & Mihai Cucuringu & Chao Zhang
- 2112.13127 Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market
by Katerina Rigana & Ernst-Jan Camiel Wit & Samantha Cook
- 2112.13041 Regime Switching Entropic Risk Measures on Crude Oil Pricing
by Babacar Seck & Robert J. Elliott
- 2112.12975 Identification of misreported beliefs
by Elias Tsakas
- 2112.12766 Intra-Household Management of Joint Resources: Evidence from Malawi
by Anna Josephson
- 2112.12621 Should transparency be (in-)transparent? On monitoring aversion and cooperation in teams
by Michalis Drouvelis & Johannes Jarke-Neuert & Johannes Lohse
- 2112.12464 A meta-analysis of residential PV adoption: the important role of perceived benefits, intentions and antecedents in solar energy acceptance
by Emily Schulte & Fabian Scheller & Daniel Sloot & Thomas Bruckner
- 2112.12459 Stationarity analysis of the stock market data and its application to mechanical trading
by Kazuki Kanehira & Norikazu Todoroki
- 2112.12179 Henderson--Chu model extended to two heterogeneous groups
by Oliver Chiriac & Jonathan Hall
- 2112.12031 Optimal Portfolio Choice and Stock Centrality for Tail Risk Events
by Christis Katsouris
- 2112.11968 An Efficient Unified Approach for Spread Option Pricing in a Copula Market Model
by Edoardo Berton & Lorenzo Mercuri
- 2112.11963 Principal agent mean field games in REC markets
by Dena Firoozi & Arvind V Shrivats & Sebastian Jaimungal
- 2112.11931 Startup Ecosystem Rankings
by Attila Lajos Makai
- 2112.11867 Product traits, decision-makers, and household low-carbon technology adoptions: moving beyond single empirical studies
by Emily Schulte & Fabian Scheller & Wilmer Pasut & Thomas Bruckner
- 2112.11822 The co-evolutionary relationship between digitalization and organizational agility: Ongoing debates, theoretical developments and future research perspectives
by Francesco Ciampi & Monica Faraoni & Jacopo Ballerini & Francesco Meli
- 2112.11808 Mild to classical solutions for XVA equations under stochastic volatility
by Damiano Brigo & Federico Graceffa & Alexander Kalinin
- 2112.11751 Bayesian Approaches to Shrinkage and Sparse Estimation
by Dimitris Korobilis & Kenichi Shimizu
- 2112.11565 Double Standards: The Implications of Near Certainty Drone Strikes in Pakistan
by Shyam Raman & Paul Lushenko & Sarah Kreps
- 2112.11564 Associational and plausible causal effects of COVID-19 public health policies on economic and mental distress
by Reka Sundaram-Stukel & Richard J Davidson
- 2112.11563 Cultural Diversity and Its Impact on Governance
by Tom'av{s} Evan & Vladim'ir Hol'y
- 2112.11562 Can large-scale R&I funding stimulate post-crisis recovery growth? Evidence for Finland during COVID-19
by Timo Mitze & Teemu Makkonen
- 2112.11499 The Changing Role of Entrepreneurial Universities in the Altering Innovation Policy: Opportunities Arising from the Paradigm Change in Light of the Experience of Sz\'echenyi Istv\'an University
by Attila Lajos Makai & Szabolcs R'amh'ap
- 2112.11449 Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding
by Jacob Dorn & Kevin Guo & Nathan Kallus
- 2112.11338 Role of Variable Renewable Energy Penetration on Electricity Price and its Volatility Across Independent System Operators in the United States
by Olukunle O. Owolabi & Toryn L. J. Schafer & Georgia E. Smits & Sanhita Sengupta & Sean E. Ryan & Lan Wang & David S. Matteson & Mila Getmansky Sherman & Deborah A. Sunter
- 2112.11320 Bidding in Multi-Unit Auctions under Limited Information
by Bernhard Kasberger & Kyle Woodward
- 2112.11315 Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach
by Joshua C. C. Chan & Aubrey Poon & Dan Zhu
- 2112.11265 On the decomposition of an insurer's profits and losses
by Marcus C. Christiansen
- 2112.11263 Estimating economic severity of Air Traffic Flow Management regulations
by Luis Delgado & G'erald Gurtner & Tatjana Boli'c & Lorenzo Castelli
- 2112.11064 Ranking and Selection from Pairwise Comparisons: Empirical Bayes Methods for Citation Analysis
by Jiaying Gu & Roger Koenker
- 2112.11059 A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection
by Maximilien Germain & Huy^en Pham & Xavier Warin
- 2112.10993 Learning in Random Utility Models Via Online Decision Problems
by Emerson Melo
- 2112.10812 Contextually Private Mechanisms
by Andreas Haupt & Zoe Hitzig
- 2112.10672 Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems
by Jorgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni
- 2112.10584 A dynamic theory of spatial externalities
by Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi
- 2112.10542 Heckman-Selection or Two-Part models for alcohol studies? Depends
by Reka Sundaram-Stukel
- 2112.10447 Rainbow Options under Bayesian MS-VAR Process
by Battulga Gankhuu
- 2112.10213 Nonzero-sum stochastic impulse games with an application in competitive retail energy markets
by Ren'e Aid & Lamia Ben Ajmia & M'hamed Gaigi & Mohamed Mnif
- 2112.10209 Option Pricing Model with Transaction Costs
by F. G. Bellora & G. Mazzei & M. Maurette
- 2112.10139 Denoised Labels for Financial Time-Series Data via Self-Supervised Learning
by Yanqing Ma & Carmine Ventre & Maria Polukarov
- 2112.10084 Neural Networks for Delta Hedging
by Guijin Son & Joocheol Kim
- 2112.09975 Algorithm Design: A Fairness-Accuracy Frontier
by Annie Liang & Jay Lu & Xiaosheng Mu & Kyohei Okumura
- 2112.09959 Mean-Covariance Robust Risk Measurement
by Viet Anh Nguyen & Soroosh Shafiee & Damir Filipovi'c & Daniel Kuhn
- 2112.09850 Paternalism, Autonomy, or Both? Experimental Evidence from Energy Saving Programs
by Takanori Ida & Takunori Ishihara & Koichiro Ito & Daido Kido & Toru Kitagawa & Shosei Sakaguchi & Shusaku Sasaki
- 2112.09816 Potential utilization of Battery Energy Storage Systems (BESS) in the major European electricity markets
by Yu Hu & Miguel Armada & Maria Jesus Sanchez
- 2112.09807 Dollar Cost Averaging Returns Estimation
by Hayden Brown
- 2112.09783 More Reviews May Not Help: Evidence from Incentivized First Reviews on Airbnb
by Andrey Fradkin & David Holtz
- 2112.09534 Path Integral Method for Proportional Step and Proportional Double-Barrier Step Option Pricing
by Qi Chen & Chao Guo
- 2112.09478 Free-Riding for Future: Field Experimental Evidence of Strategic Substitutability in Climate Protest
by Johannes Jarke-Neuert & Grischa Perino & Henrike Schwickert
- 2112.09465 An adaptive splitting method for the Cox-Ingersoll-Ross process
by C'onall Kelly & Gabriel J. Lord
- 2112.09443 Distance Functions and Generalized Means: Duality and Taxonomy
by Walter Briec
- 2112.09342 Discrete signature and its application to finance
by Takanori Adachi & Yusuke Naritomi
- 2112.09259 Robustness, Heterogeneous Treatment Effects and Covariate Shifts
by Pietro Emilio Spini
- 2112.09170 Reinforcing RCTs with Multiple Priors while Learning about External Validity
by Frederico Finan & Demian Pouzo
- 2112.09065 Macroscopic properties of buyer-seller networks in online marketplaces
by Alberto Bracci & Jorn Boehnke & Abeer ElBahrawy & Nicola Perra & Alexander Teytelboym & Andrea Baronchelli
- 2112.09015 Multivariate Realized Volatility Forecasting with Graph Neural Network
by Qinkai Chen & Christian-Yann Robert
- 2112.08934 Lassoed Boosting and Linear Prediction in the Equities Market
by Xiao Huang
- 2112.08546 Uniform Convergence Results for the Local Linear Regression Estimation of the Conditional Distribution
by Haitian Xie
- 2112.08534 Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture
by Kieran Wood & Sven Giegerich & Stephen Roberts & Stefan Zohren
- 2112.08291 A fast Monte Carlo scheme for additive processes and option pricing
by Michele Azzone & Roberto Baviera
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