Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Content
2020
- 2008.08576 Series expansions and direct inversion for the Heston model
by Simon J. A. Malham & Jiaqi Shen & Anke Wiese
- 2008.08517 Competing Persuaders in Zero-Sum Games
by Dilip Ravindran & Zhihan Cui
- 2008.08511 Are temporary value-added tax reductions passed on to consumers? Evidence from Germany's stimulus
by Felix Montag & Alina Sagimuldina & Monika Schnitzer
- 2008.08451 Axioms for Defeat in Democratic Elections
by Wesley H. Holliday & Eric Pacuit
- 2008.08387 A Novel Approach to Predictive Accuracy Testing in Nested Environments
by Jean-Yves Pitarakis
- 2008.08117 Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement
by Brantly Callaway
- 2008.08048 Learning Structure in Nested Logit Models
by Youssef M. Aboutaleb & Moshe Ben-Akiva & Patrick Jaillet
- 2008.08006 Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs
by Grzegorz Marcjasz & Jesus Lago & Rafa{l} Weron
- 2008.08004 Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark
by Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafa{l} Weron
- 2008.07907 Volatility Depend on Market Trades and Macro Theory
by Victor Olkhov
- 2008.07886 Peer effects and endogenous social interactions
by Koen Jochmans
- 2008.07871 Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects
by Peter Belcak & Jan-Peter Calliess & Stefan Zohren
- 2008.07836 Unveiling the directional network behind the financial statements data using volatility constraint correlation
by Tomoshiro Ochiai & Jose C. Nacher
- 2008.07822 Long vs Short Time Scales: the Rough Dilemma and Beyond
by Matthieu Garcin & Martino Grasselli
- 2008.07820 A Relation Analysis of Markov Decision Process Frameworks
by Tien Mai & Patrick Jaillet
- 2008.07807 Adaptive trading strategies across liquidity pools
by Bastien Baldacci & Iuliia Manziuk
- 2008.07798 Generalisation of Fractional-Cox-Ingersoll-Ross Process
by Marc Mukendi Mpanda & Safari Mukeru & Mmboniseni Mulaudzi
- 2008.07650 Mobility and Social Efficiency
by Ryan Steven Kostiuk
- 2008.07564 Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network
by Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez
- 2008.07335 Verification Results for Age-Structured Models of Economic-Epidemics Dynamics
by Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco
- 2008.07221 Modelling uncertainty in coupled electricity and gas systems -- is it worth the effort?
by Iegor Riepin & Thomas Mobius & Felix Musgens
- 2008.07165 Analysing a built-in advantage in asymmetric darts contests using causal machine learning
by Daniel Goller
- 2008.07103 Variance Contracts
by Yichun Chi & Xun Yu Zhou & Sheng Chao Zhuang
- 2008.07082 A free boundary problem arising from a multi-state regime-switching stock trading model
by Chonghu Guan & Jing Peng & Zuo Quan Xu
- 2008.07063 To Bag is to Prune
by Philippe Goulet Coulombe
- 2008.06660 No COVID-19 Climate Silver Lining in the US Power Sector
by Max Luke & Priyanshi Somani & Turner Cotterman & Dhruv Suri & Stephen J. Lee
- 2008.06598 A Stochastic Control Approach to Defined Contribution Plan Decumulation: "The Nastiest, Hardest Problem in Finance"
by Peter A. Forsyth
- 2008.06564 Optimal selection of the number of control units in kNN algorithm to estimate average treatment effects
by Andr'es Ram'irez-Hassan & Raquel Vargas-Correa & Gustavo Garc'ia & Daniel Londo~no
- 2008.06450 Short Term Stress of Covid-19 On World Major Stock Indices
by Muhammad Rehan & Jahanzaib Alvi & Suleyman Serdar Karaca
- 2008.06377 Kyle-Back Models with risk aversion and non-Gaussian Beliefs
by Shreya Bose & Ibrahim Ekren
- 2008.06225 Neural Network-based Automatic Factor Construction
by Jie Fang & Jianwu Lin & Shutao Xia & Yong Jiang & Zhikang Xia & Xiang Liu
- 2008.06184 No-Arbitrage Symmetries
by I. L. Degano & S. E. Ferrando & A. L. Gonzalez
- 2008.06178 Bounding Infection Prevalence by Bounding Selectivity and Accuracy of Tests: With Application to Early COVID-19
by Jorg Stoye
- 2008.06130 An estimator for predictive regression: reliable inference for financial economics
by Neil Shephard
- 2008.06051 A Spatial Stochastic SIR Model for Transmission Networks with Application to COVID-19 Epidemic in China
by Tatsushi Oka & Wei Wei & Dan Zhu
- 2008.06042 Image Processing Tools for Financial Time Series Classification
by Bairui Du & Delmiro Fernandez-Reyes & Paolo Barucca
- 2008.05885 The p-Innovation ecosystems model
by R. Church & J. C. Duque & D. E. Restrepo
- 2008.05883 Effect of pop-up bike lanes on cycling in European cities
by Sebastian Kraus & Nicolas Koch
- 2008.05879 On social welfare orders satisfying anonymity and asymptotic density-one Pareto
by Ram Sewak Dubey & Giorgio Laguzzi & Francesco Ruscitti
- 2008.05878 Modelling the expected probability of correct assignment under uncertainty
by Tom Dvir & Renana Peres & Ze'ev Rudnick
- 2008.05875 Exact solutions for a Solow-Swan model with non-constant returns to scale
by Nicol`o Cangiotti & Mattia Sensi
- 2008.05835 "Big Data" and its Origins
by Francis X. Diebold
- 2008.05824 Risk Measures Estimation Under Wasserstein Barycenter
by M. Andrea Arias-Serna & Jean-Michel Loubes & Francisco J. Caro-Lopera
- 2008.05693 SynthETIC: an individual insurance claim simulator with feature control
by Benjamin Avanzi & Gregory Clive Taylor & Melantha Wang & Bernard Wong
- 2008.05653 Understanding Gambling Behavior and Risk Attitudes Using Cryptocurrency-based Casino Blockchain Data
by Jonathan Meng & Feng Fu
- 2008.05527 Transmission of market orders through communication line with relativistic delay
by Peter B. Lerner
- 2008.05519 Convergence of Deep Fictitious Play for Stochastic Differential Games
by Jiequn Han & Ruimeng Hu & Jihao Long
- 2008.05517 A dynamic ordered logit model with fixed effects
by Chris Muris & Pedro Raposo & Sotiris Vandoros
- 2008.05507 Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares
by Irene Botosaru & Chris Muris & Krishna Pendakur
- 2008.05417 Bookmakers' mispricing of the disappeared home advantage in the German Bundesliga after the COVID-19 break
by Christian Deutscher & David Winkelmann & Marius Otting
- 2008.05147 Tail risk forecasting using Bayesian realized EGARCH models
by Vica Tendenan & Richard Gerlach & Chao Wang
- 2008.04985 Tax-Aware Portfolio Construction via Convex Optimization
by Nicholas Moehle & Mykel J. Kochenderfer & Stephen Boyd & Andrew Ang
- 2008.04850 Counting the costs of COVID-19: why future treatment option values matter
by Adrian Kent
- 2008.04782 Evidence of Predicting Early Signs of Corporate Bankruptcy Using Financial Ratios in the Indian Landscape
by Adit Chopra & Abhi Bansal & Aryaman Wadhwa
- 2008.04708 Convergence rate of estimators of clustered panel models with misclassification
by Andreas Dzemski & Ryo Okui
- 2008.04639 Measuring Energy-saving Technological Change: International Trends and Differences
by Emiko Inoue & Hiroya Taniguchi & Ken Yamada
- 2008.04401 Connected Incomplete Preferences
by Leandro Gorno & Alessandro Rivello
- 2008.04269 Nonparametric prediction with spatial data
by Abhimanyu Gupta & Javier Hidalgo
- 2008.04256 Purely Bayesian counterfactuals versus Newcomb's paradox
by L^e Nguy^en Hoang
- 2008.04229 The Decision-Conflict Logit
by Georgios Gerasimou
- 2008.04131 Aggression in the workplace makes social distance difficult
by Keisuke Kokubun
- 2008.04110 Quantum Computation for Pricing the Collateralized Debt Obligations
by Hao Tang & Anurag Pal & Lu-Feng Qiao & Tian-Yu Wang & Jun Gao & Xian-Min Jin
- 2008.04069 Insider Ownership and Dividend Payout Policy: The Role of Business Cycle
by Asmar Aliyeva
- 2008.04068 Crowd, Lending, Machine, and Bias
by Runshan Fu & Yan Huang & Param Vir Singh
- 2008.04059 Supervised Machine Learning Techniques: An Overview with Applications to Banking
by Linwei Hu & Jie Chen & Joel Vaughan & Hanyu Yang & Kelly Wang & Agus Sudjianto & Vijayan N. Nair
- 2008.04048 Corporate Governance and Firms Financial Performance in the United Kingdom
by Martin Kyere & Marcel Ausloos
- 2008.03672 A Natural Disasters Index
by Thilini V. Mahanama & Abootaleb Shirvani
- 2008.03623 The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective
by Igor Halperin
- 2008.03600 Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application
by Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas
- 2008.03500 Radner equilibrium and systems of quadratic BSDEs with discontinuous generators
by Luis Escauriaza & Daniel C. Schwarz & Hao Xing
- 2008.03443 Transparency versus Performance in Financial Markets: The Role of CSR Communications
by Rajiv Kashyap & Mohamed Menisy & Peter Caiazzo & Jim Samuel
- 2008.03355 Obamacare and a Fix for the IRS Iteration
by Samuel J. Ferguson
- 2008.03283 COVID-19: What If Immunity Wanes?
by M. Alper c{C}enesiz & Lu'is Guimar~aes
- 2008.03204 Log-modulated rough stochastic volatility models
by Christian Bayer & Fabian Andsem Harang & Paolo Pigato
- 2008.03123 Pricing foreseeable and unforeseeable risks in insurance portfolios
by Weihong Ni & Corina Constantinescu & Alfredo Eg'idio dos Reis & V'eronique Maume-Deschamps
- 2008.03102 Pricing group membership
by Siddhartha Bandyopadhyay & Antonio Cabrales
- 2008.02649 Early warnings of COVID-19 outbreaks across Europe from social media?
by Milena Lopreite & Pietro Panzarasa & Michelangelo Puliga & Massimo Riccaboni
- 2008.02636 An Upper Bound for Functions of Estimators in High Dimensions
by Mehmet Caner & Xu Han
- 2008.02629 Developing a real estate yield investment deviceusing granular data and machine learning
by Monica Azqueta-Gavaldon & Gonzalo Azqueta-Gavaldon & Inigo Azqueta-Gavaldon & Andres Azqueta-Gavaldon
- 2008.02581 Teaching Economics with Interactive Browser-Based Models
by Juan Dominguez-Moran & Rouven Geismar
- 2008.02420 Minimal Quantile Functions Subject to Stochastic Dominance Constraints
by Xiangyu Wang & Jianming Xia & Zuo Quan Xu & Zhou Yang
- 2008.02318 On the Size Control of the Hybrid Test for Predictive Ability
by Deborah Kim
- 2008.02246 Applying Data Synthesis for Longitudinal Business Data across Three Countries
by M. Jahangir Alam & Benoit Dostie & Jorg Drechsler & Lars Vilhuber
- 2008.02230 Identifying Opportunities to Improve the Network of Immigration Legal Services Providers
by Vasil Yasenov & David Hausman & Michael Hotard & Duncan Lawrence & Alexandra Siegel & Jessica S. Wolff & David D. Laitin & Jens Hainmueller
- 2008.02166 The impact of financial risks on economic growth in EU-15
by Ionut Jianu & Laura-Madalina Pirscoveanu & Maria-Daniela Tudorache
- 2008.02041 Geometry of anonymous binary social choices that are strategy-proof
by Achille Basile & Surekha Rao & K. P. S. Bhaskara Rao
- 2008.01828 Understanding the Relationship between Social Distancing Policies, Traffic Volume, Air Quality, and the Prevalence of COVID-19 Outcomes in Urban Neighborhoods
by Daniel L. Mendoza & Tabitha M. Benney & Rajive Ganguli & Rambabu Pothina & Benjamin Krick & Cheryl S. Pirozzi & Erik T. Crosman & Yue Zhang
- 2008.01714 Macroeconomic Data Transformations Matter
by Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant
- 2008.01687 Machine Learning approach for Credit Scoring
by A. R. Provenzano & D. Trifir`o & A. Datteo & L. Giada & N. Jean & A. Riciputi & G. Le Pera & M. Spadaccino & L. Massaron & C. Nordio
- 2008.01670 Multi-stream RNN for Merchant Transaction Prediction
by Zhongfang Zhuang & Chin-Chia Michael Yeh & Liang Wang & Wei Zhang & Junpeng Wang
- 2008.01649 Anxiety for the pandemic and trust in financial markets
by Roy Cerqueti & Valerio Ficcadenti
- 2008.01618 Distributionally Robust Pricing in Independent Private Value Auctions
by Alex Suzdaltsev
- 2008.01535 Weighted Accuracy Algorithmic Approach In Counteracting Fake News And Disinformation
by Kwadwo Osei Bonsu
- 2008.01463 Optimal semi-static hedging in illiquid markets
by Teemu Pennanen & Udomsak Rakwongwan
- 2008.01385 The Multiplicative Chaos of $H=0$ Fractional Brownian Fields
by Paul Hager & Eyal Neuman
- 2008.01277 Generalized Autoregressive Score asymmetric Laplace Distribution and Extreme Downward Risk Prediction
by Hong Shaopeng
- 2008.01241 Pricing Options Under Rough Volatility with Backward SPDEs
by Christian Bayer & Jinniao Qiu & Yao Yao
- 2008.01071 Making Decisions under Model Misspecification
by Simone Cerreia-Vioglio & Lars Peter Hansen & Fabio Maccheroni & Massimo Marinacci
- 2008.00963 Existence and uniqueness of recursive utilities without boundedness
by Timothy M. Christensen
- 2008.00925 Multigrid Iterative Algorithm based on Compact Finite Difference Schemes and Hermite interpolation for Solving Regime Switching American Options
by Chinonso Nwankwo & Weizhong Dai
- 2008.00908 Equilibrium under TWAP trading with quadratic transaction costs
by Eunjung Noh
- 2008.00863 Solving High-Order Portfolios via Successive Convex Approximation Algorithms
by Rui Zhou & Daniel P. Palomar
- 2008.00860 Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
by Kenichi Hirayama & Akihiko Noda
- 2008.00747 Testing error distribution by kernelized Stein discrepancy in multivariate time series models
by Donghang Luo & Ke Zhu & Huan Gong & Dong Li
- 2008.00718 Estimating TVP-VAR models with time invariant long-run multipliers
by Denis Belomestny & Ekaterina Krymova & Andrey Polbin
- 2008.00673 A spatial multinomial logit model for analysing urban expansion
by Tam'as Krisztin & Philipp Piribauer & Michael Wogerer
- 2008.00602 Design-Based Uncertainty for Quasi-Experiments
by Ashesh Rambachan & Jonathan Roth
- 2008.00502 Robust Sequential Search
by Karl H. Schlag & Andriy Zapechelnyuk
- 2008.00470 A central bank strategy for defending a currency peg
by Eyal Neuman & Alexander Schied & Chengguo Weng & Xiaole Xue
- 2008.00462 Data-Driven Option Pricing using Single and Multi-Asset Supervised Learning
by Anindya Goswami & Sharan Rajani & Atharva Tanksale
- 2008.00392 Optimal Investment, Heterogeneous Consumption and Best Time for Retirement
by Hyun Jin Jang & Zuo Quan Xu & Harry Zheng
- 2008.00391 Dynamic optimal reinsurance and dividend-payout in finite time horizon
by Chonghu Guan & Zuo Quan Xu & Rui Zhou
- 2008.00374 Fair Allocation of Vaccines, Ventilators and Antiviral Treatments: Leaving No Ethical Value Behind in Health Care Rationing
by Parag A. Pathak & Tayfun Sonmez & M. Utku Unver & M. Bumin Yenmez
- 2008.00298 What can we learn about SARS-CoV-2 prevalence from testing and hospital data?
by Daniel W. Sacks & Nir Menachemi & Peter Embi & Coady Wing
- 2008.00254 Simpler Proofs for Approximate Factor Models of Large Dimensions
by Jushan Bai & Serena Ng
- 2008.00253 Male Earnings Volatility in LEHD before, during, and after the Great Recession
by Kevin L. McKinney & John M. Abowd
- 2008.00234 Ergodic Annealing
by Carlo Baldassi & Fabio Maccheroni & Massimo Marinacci & Marco Pirazzini
- 2008.00124 Multivariate General Compound Point Processes in Limit Order Books
by Qi Guo & Bruno Remillard & Anatoliy Swishchuk
- 2007.16119 Lookahead and Hybrid Sample Allocation Procedures for Multiple Attribute Selection Decisions
by Jeffrey W. Herrmann & Kunal Mehta
- 2007.16096 On Single Point Forecasts for Fat-Tailed Variables
by Nassim Nicholas Taleb & Yaneer Bar-Yam & Pasquale Cirillo
- 2007.15982 Investment sizing with deep learning prediction uncertainties for high-frequency Eurodollar futures trading
by Trent Spears & Stefan Zohren & Stephen Roberts
- 2007.15980 The Hansen ratio in mean--variance portfolio theory
by Alev{s} v{C}ern'y
- 2007.15942 Truthful Equilibria in Generalized Common Agency Models
by Ilias Boultzis
- 2007.15704 Job market effects of COVID-19 on urban Ukrainian households
by Tymofii Brik & Maksym Obrizan
- 2007.15550 Combining distributive ethics and causal Inference to make trade-offs between austerity and population health
by Adel Daoud & Anders Herlitz & SV Subramanian
- 2007.15545 Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model
by Carlo Campajola & Domenico Di Gangi & Fabrizio Lillo & Daniele Tantari
- 2007.15514 Signaling with Private Monitoring
by Gonzalo Cisternas & Aaron Kolb
- 2007.15475 Connecting actuarial judgment to probabilistic learning techniques with graph theory
by Roland R. Ramsahai
- 2007.15419 Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession
by Martin Feldkircher & Florian Huber & Michael Pfarrhofer
- 2007.15265 Equilibrium Oil Market Share under the COVID-19 Pandemic
by Xiaojun Chen & Yun Shi & Xiaozhou Wang
- 2007.15264 Learning what they think vs. learning what they do: The micro-foundations of vicarious learning
by Sanghyun Park & Phanish Puranam
- 2007.15128 Deep Hedging of Long-Term Financial Derivatives
by Alexandre Carbonneau
- 2007.15041 Uniqueness in Cauchy problems for diffusive real-valued strict local martingales
by Umut Cetin & Kasper Larsen
- 2007.14874 Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models
by Lennart Oelschlager & Timo Adam
- 2007.14841 Who Manipulates Data During Pandemics? Evidence from Newcomb-Benford Law
by Vadim S. Balashov & Yuxing Yan & Xiaodi Zhu
- 2007.14769 A convergence analysis of the price of anarchy in atomic congestion games
by Zijun Wu & Rolf H. Moehring & Chunying Ren & Dachuan Xu
- 2007.14702 Editorial: Understanding Cryptocurrencies
by Wolfgang Karl Hardle & Campbell R. Harvey & Raphael C. G. Reule
- 2007.14630 Money flow network among firms' accounts in a regional bank of Japan
by Yoshi Fujiwara & Hiroyasu Inoue & Takayuki Yamaguchi & Hideaki Aoyama & Takuma Tanaka
- 2007.14620 Epidemic response to physical distancing policies and their impact on the outbreak risk
by Fabio Vanni & David Lambert & Luigi Palatella
- 2007.14447 Analysis of the Global Banking Network by Random Matrix Theory
by Ali Namaki & Jamshid Ardalankia & Reza Raei & Leila Hedayatifar & Ali Hosseiny & Emmanuel Haven & G. Reza Jafari
- 2007.14328 A decomposition formula for fractional Heston jump diffusion models
by Marc Lagunas-Merino & Salvador Ortiz-Latorre
- 2007.14162 Insider Trading with Temporary Price Impact
by Weston Barger & Ryan Donnelly
- 2007.14069 Convergence of the Kiefer-Wolfowitz algorithm in the presence of discontinuities
by Miklos Rasonyi & Kinga Tikosi
- 2007.14022 Heterogeneity and the Dynamic Effects of Aggregate Shocks
by Andreas Tryphonides
- 2007.14002 Equilibrium Behaviors in Repeated Games
by Yingkai Li & Harry Pei
- 2007.13972 Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk
by Young Shin Kim
- 2007.13902 Leveraging the Power of Place: A Data-Driven Decision Helper to Improve the Location Decisions of Economic Immigrants
by Jeremy Ferwerda & Nicholas Adams-Cohen & Kirk Bansak & Jennifer Fei & Duncan Lawrence & Jeremy M. Weinstein & Jens Hainmueller
- 2007.13888 Local Projection Inference is Simpler and More Robust Than You Think
by Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller
- 2007.13879 Advanced Strategies of Portfolio Management in the Heston Market Model
by Jaros{l}aw Gruszka & Janusz Szwabi'nski
- 2007.13823 Economic Reality, Economic Media and Individuals' Expectations
by Kristoffer Persson
- 2007.13804 The Spectral Approach to Linear Rational Expectations Models
by Majid M. Al-Sadoon
- 2007.13659 Unconditional Quantile Regression with High Dimensional Data
by Yuya Sasaki & Takuya Ura & Yichong Zhang
- 2007.13566 Are low frequency macroeconomic variables important for high frequency electricity prices?
by Claudia Foroni & Francesco Ravazzolo & Luca Rossini
- 2007.13549 The Wage Premium of Communist Party Membership: Evidence from China
by Plamen Nikolov & Hongjian Wang & Kevin Acker
- 2007.13275 Total Error and Variability Measures for the Quarterly Workforce Indicators and LEHD Origin-Destination Employment Statistics in OnTheMap
by Kevin L. McKinney & Andrew S. Green & Lars Vilhuber & John M. Abowd
- 2007.13247 Scalable Bayesian estimation in the multinomial probit model
by Ruben Loaiza-Maya & Didier Nibbering
- 2007.13238 A well-timed switch from local to global agreements accelerates climate change mitigation
by Vadim A. Karatayev & V'itor V. Vasconcelos & Anne-Sophie Lafuite & Simon A. Levin & Chris T. Bauch & Madhur Anand
- 2007.13103 Distributionally Robust Markov Decision Processes and their Connection to Risk Measures
by Nicole Bauerle & Alexander Glauner
- 2007.12880 Visibility graph analysis of economy policy uncertainty indices
by Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou
- 2007.12877 Catastrophe by Design in Population Games: Destabilizing Wasteful Locked-in Technologies
by Stefanos Leonardos & Iosif Sakos & Costas Courcoubetis & Georgios Piliouras
- 2007.12876 Myopic equilibria, the spanning property, and subgame bundles
by Robert Simon & Stanislaw Spiez & Henryk Torunczyk
- 2007.12838 The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model
by Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou
- 2007.12681 Data science and AI in FinTech: An overview
by Longbing Cao & Qiang Yang & Philip S. Yu
- 2007.12620 A Novel Ensemble Deep Learning Model for Stock Prediction Based on Stock Prices and News
by Yang Li & Yi Pan
- 2007.12433 Effects of dynamic capability and marketing strategy on the organizational performance of the banking sector in Makassar, Indonesia
by Akhmad Muhammadin & Rashila Ramli & Syamsul Ridjal & Muhlis Kanto & Syamsul Alam & Hamzah Idris
- 2007.12431 Tile test for back-testing risk evaluation
by Gilles Zumbach
- 2007.12338 Ordering and Inequalities for Mixtures on Risk Aggregation
by Yuyu Chen & Peng Liu & Yang Liu & Ruodu Wang
- 2007.12255 Home Advantage in the Brazilian Elite Football: Verifying managers' capacity to outperform their disadvantage
by Carlos Denner dos Santos & Jessica Alves
- 2007.12249 bootUR: An R Package for Bootstrap Unit Root Tests
by Stephan Smeekes & Ines Wilms
- 2007.12228 Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate
by Foad Shokrollahi & Marcin Marcin Magdziarz
- 2007.12226 Understanding the dynamics emerging from infodemics: A call to action for interdisciplinary research
by Stephan Leitner & Bartosz Gula & Dietmar Jannach & Ulrike Krieg-Holz & Friederike Wall
- 2007.12177 Online Appendix & Additional Results for The Determinants of Social Connectedness in Europe
by Michael Bailey & Drew Johnston & Theresa Kuchler & Dominic Russel & Bogdan State & Johannes Stroebel
- 2007.12127 Generating Empirical Core Size Distributions of Hedonic Games using a Monte Carlo Method
by Andrew J. Collins & Sheida Etemadidavan & Wael Khallouli
- 2007.12007 The Relationship between the Economic and Financial Crises and Unemployment Rate in the European Union -- How Institutions Affected Their Linkage
by Ionut Jianu
- 2007.11973 The societal and ethical relevance of computational creativity
by Michele Loi & Eleonora Vigan`o & Lonneke van der Plas
- 2007.11961 Dominant Resource Fairness with Meta-Types
by Steven Yin & Shatian Wang & Lingyi Zhang & Christian Kroer
- 2007.11941 (Unintended) Consequences of export restrictions on medical goods during the Covid-19 pandemic
by Marco Grassia & Giuseppe Mangioni & Stefano Schiavo & Silvio Traverso
- 2007.11887 Deep Dynamic Factor Models
by Paolo Andreini & Cosimo Izzo & Giovanni Ricco
- 2007.11877 Proposal for a Comprehensive (Crypto) Asset Taxonomy
by Thomas Ankenbrand & Denis Bieri & Roland Cortivo & Johannes Hoehener & Thomas Hardjono
- 2007.11789 Nursing Home Staff Networks and COVID-19
by M. Keith Chen & Judith A. Chevalier & Elisa F. Long
- 2007.11781 Relative wealth concerns with partial information and heterogeneous priors
by Chao Deng & Xizhi Su & Chao Zhou
- 2007.11618 Towards a Sustainable Agricultural Credit Guarantee Scheme
by Reason Lesego Machete
- 2007.11606 The Mode Treatment Effect
by Neng-Chieh Chang
- 2007.11580 How happy are my neighbours? Modelling spatial spillover effects of well-being
by Thanasis Ziogas & Dimitris Ballas & Sierdjan Koster & Arjen Edzes
- 2007.11546 A Research on Cross-sectional Return Dispersion and Volatility of US Stock Market during COVID-19
by Jiawei Du
- 2007.11439 A comprehensive view of the manifestations of aggregate demand and aggregate supply shocks in Greece, Ireland, Italy and Portugal
by Ionut Jianu
- 2007.11436 The implications of institutional specificities on the income inequalities drivers in European Union
by Ionut Jianu & Ion Dobre & Dumitru Alexandru Bodislav & Carmen Valentina Radulescu & Sorin Burlacu
- 2007.11435 The Effect of Young People Not In Employment, Education or Training, On Poverty Rate in European Union
by Ionut Jianu
- 2007.11409 The impact of government health and education expenditure on income inequality in European Union
by Ionut Jianu
- 2007.11408 The impact of private sector credit on income inequalities in European Union (15 member states)
by Ionut Jianu
- 2007.11407 Examining the drivers of business cycle divergence between Euro Area and Romania
by Ionut Jianu
- 2007.11388 The impact of life-saving interventions on fertility
by David Roodman
- 2007.11386 A Canon of Probabilistic Rationality
by Simone Cerreia-Vioglio & Per Olov Lindberg & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini
- 2007.11201 IITK at the FinSim Task: Hypernym Detection in Financial Domain via Context-Free and Contextualized Word Embeddings
by Vishal Keswani & Sakshi Singh & Ashutosh Modi
- 2007.11098 Generating Trading Signals by ML algorithms or time series ones?
by Omid Safarzadeh
- 2007.10952 Lasso Inference for High-Dimensional Time Series
by Robert Adamek & Stephan Smeekes & Ines Wilms
- 2007.10805 Formally Verified Trades in Financial Markets
by Suneel Sarswat & Abhishek Kr Singh
- 2007.10758 Continuous-time incentives in hierarchies
by Emma Hubert