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
2021
- 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
- 2112.08153 Taxes and Market Power: A Principal Components Approach
by Andrea Galeotti & Benjamin Golub & Sanjeev Goyal & Eduard Talam`as & Omer Tamuz
- 2112.08092 Testing Instrument Validity with Covariates
by Thomas Carr & Toru Kitagawa
- 2112.08071 Stock prices and Macroeconomic indicators: Investigating a correlation in Indian context
by Dhruv Rawat & Sujay Patni & Ram Mehta
- 2112.07985 Solving the Data Sparsity Problem in Predicting the Success of the Startups with Machine Learning Methods
by Dafei Yin & Jing Li & Gaosheng Wu
- 2112.07521 Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation
by Christian Bongiorno & Damien Challet
- 2112.07464 Efficient differentiable quadratic programming layers: an ADMM approach
by Andrew Butler & Roy Kwon
- 2112.07386 On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
by Andrea Barbon & Angelo Ranaldo
- 2112.07335 Deep Partial Hedging
by Songyan Hou & Thomas Krabichler & Marcus Wunsch
- 2112.07314 The road to safety- Examining the nexus between road infrastructure and crime in rural India
by Ritika Jain & Shreya Biswas
- 2112.07278 Compensatory model for quantile estimation and application to VaR
by Shuzhen Yang
- 2112.07277 Modal equilibrium of a tradable credit scheme with a trip-based MFD and logit-based decision-making
by Louis Balzer & Ludovic Leclercq
- 2112.07273 Urban Housing Prices and Migration's Fertility Intentions: Based on the 2018 China Migrants' Dynamic Survey
by Jingwen Tan & Shixi Kang
- 2112.07268 Finding the Instrumental Variables of Household Registration: A discussion of the impact of China's household registration system on the citizenship of the migrant population
by Jingwen Tan & Shixi Kang
- 2112.07247 30.000 ways to reach 55% decarbonization of the European electricity sector
by Tim T. Pedersen & Mikael Skou Andersen & Marta Victoria & Gorm B. Andresen
- 2112.07218 Regulating Transportation Network Companies with a Mixture of Autonomous Vehicles and For-Hire Human Drivers
by Di Ao & Jing Gao & Zhijie Lai & Sen Li
- 2112.07155 Behavioral Foundations of Nested Stochastic Choice and Nested Logit
by Matthew Kovach & Gerelt Tserenjigmid
- 2112.07149 Factor Models with Sparse VAR Idiosyncratic Components
by Jonas Krampe & Luca Margaritella
- 2112.07121 Semiparametric Conditional Factor Models in Asset Pricing
by Qihui Chen & Nikolai Roussanov & Xiaoliang Wang
- 2112.07016 Data-driven integration of norm-penalized mean-variance portfolios
by Andrew Butler & Roy H. Kwon
- 2112.07014 Identifying Marginal Treatment Effects in the Presence of Sample Selection
by Ot'avio Bartalotti & D'esir'e K'edagni & Vitor Possebom
- 2112.06823 Multi-Asset Spot and Option Market Simulation
by Magnus Wiese & Ben Wood & Alexandre Pachoud & Ralf Korn & Hans Buehler & Phillip Murray & Lianjun Bai
- 2112.06822 Quantile Regression under Limited Dependent Variable
by Javier Alejo & Gabriel Montes-Rojas
- 2112.06817 Insurance design and arson-type risks
by Jean-Gabriel Lauzier
- 2112.06815 Envelope theorem and discontinuous optimisation: the case of positioning choice problems
by Jean-Gabriel Lauzier
- 2112.06811 Ex-post moral hazard and manipulation-proof contracts
by Jean-Gabriel Lauzier
- 2112.06807 Hedging Cryptocurrency Options
by Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Hardle
- 2112.06753 FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance
by Xiao-Yang Liu & Jingyang Rui & Jiechao Gao & Liuqing Yang & Hongyang Yang & Zhaoran Wang & Christina Dan Wang & Jian Guo
- 2112.06708 Proper solutions for Epstein-Zin Stochastic Differential Utility
by Martin Herdegen & David Hobson & Joseph Jerome
- 2112.06706 Optimal Expansion of Business Opportunity
by Ling Wang & Kexin Chen & Mei Choi Chiu & Hoi Ying Wong
- 2112.06646 The Burst Market: the Next Leap for Humanity
by Vincent Yuansang Zha
- 2112.06605 Will enterprise digital transformation affect diversification strategy?
by Ge-zhi Wu & Da-ming You
- 2112.06602 Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
by Ling Wang & Mei Choi Chiu & Hoi Ying Wong
- 2112.06552 Cryptocurrency Market Consolidation in 2020--2021
by Jaros{l}aw Kwapie'n & Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z
- 2112.06544 Mesoscopic Structure of the Stock Market and Portfolio Optimization
by Sebastiano Michele Zema & Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli
- 2112.06534 Scalar systemic risk measures and Aumann-Shapley allocations
by Ludger Overbeck & Florian Schindler
- 2112.06393 COVID-19 Forecasts via Stock Market Indicators
by Yi Liang & James Unwin
- 2112.06363 Risk and optimal policies in bandit experiments
by Karun Adusumilli
- 2112.06357 An installation-level model of China's coal sector shows how its decarbonization and energy security plans will reduce overseas coal imports
by Jorrit Gosens & Alex Turnbull & Frank Jotzo
- 2112.06290 A q-spin Potts model of markets: Gain-loss asymmetry in stock indices as an emergent phenomenon
by Stefan Bornholdt
- 2112.06192 Housing Price Prediction Model Selection Based on Lorenz and Concentration Curves: Empirical Evidence from Tehran Housing Market
by Mohammad Mirbagherijam
- 2112.06032 Robust Implementation with Costly Information
by Harry Pei & Bruno Strulovici
- 2112.05950 Analysis of stability and bifurcation for two heterogeneous triopoly games with the isoelastic demand
by Xiaoliang Li
- 2112.05948 Stability of Cournot duopoly games with isoelastic demands and quadratic costs
by Xiaoliang Li & Li Su
- 2112.05876 The Past as a Stochastic Process
by David H. Wolpert & Michael H. Price & Stefani A. Crabtree & Timothy A. Kohler & Jurgen Jost & James Evans & Peter F. Stadler & Hajime Shimao & Manfred D. Laubichler
- 2112.05822 U.S. Long-Term Earnings Outcomes by Sex, Race, Ethnicity, and Place of Birth
by Kevin L. McKinney & John M. Abowd & Hubert P. Janicki
- 2112.05811 On the Stability, Economic Efficiency and Incentive Compatibility of Electricity Market Dynamics
by Pengcheng You & Yan Jiang & Enoch Yeung & Dennice F. Gayme & Enrique Mallada
- 2112.05671 On the Assumptions of Synthetic Control Methods
by Claudia Shi & Dhanya Sridhar & Vishal Misra & David M. Blei
- 2112.05632 Truthful Cake Sharing
by Xiaohui Bei & Xinhang Lu & Warut Suksompong
- 2112.05308 Option Pricing with State-dependent Pricing Kernel
by Chen Tong & Peter Reinhard Hansen & Zhuo Huang
- 2112.05302 Realized GARCH, CBOE VIX, and the Volatility Risk Premium
by Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang
- 2112.04824 Cross-ownership as a structural explanation for rising correlations in crisis times
by Nils Bertschinger & Axel A. Araneda
- 2112.04821 A collective blueprint, not a crystal ball: How expectations and participation shape long-term energy scenarios
by Leonard Goke & Jens Weibezahn & Christian von Hirschhausen
- 2112.04755 High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning
by Uta Pigorsch & Sebastian Schafer
- 2112.04723 Covariate Balancing Sensitivity Analysis for Extrapolating Randomized Trials across Locations
by Xinkun Nie & Guido Imbens & Stefan Wager
- 2112.04637 Efficient counterfactual estimation in semiparametric discrete choice models: a note on Chiong, Hsieh, and Shum (2017)
by Grigory Franguridi
- 2112.04576 Adaptive calibration of Heston Model using PCRLB based switching Filter
by Kumar Yashaswi
- 2112.04566 Theoretical Economics and the Second-Order Economic Theory. What is it?
by Victor Olkhov
- 2112.04565 Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey
by Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille
- 2112.04553 Recent Advances in Reinforcement Learning in Finance
by Ben Hambly & Renyuan Xu & Huining Yang
- 2112.04398 Matching for causal effects via multimarginal unbalanced optimal transport
by Florian Gunsilius & Yuliang Xu
- 2112.04366 La mujer a trav\'es de los personajes femeninos en el cine de tem\'atica financiera -- Women through female characters in financial topics films
by I. Mart'in-de-Santos
- 2112.04332 Aproximacion a los estudios sobre la economia en la Segunda Republica espanola hasta 1936 -- Approaches to the economics of the Spanish Second Republic prior to 1936
by I. Martin-de-Santos
- 2112.04310 Cyber-Security Investment in the Context of Disruptive Technologies: Extension of the Gordon-Loeb Model
by Dimitri Percia David & Alain Mermoud & S'ebastien Gillard
- 2112.04297 Mathematical Model of International Trade and Global Economy
by N. S. Gonchar & O. P. Dovzhyk & A. S. Zhokhin & W. H. Kozyrski & A. P. Makhort
- 2112.04245 Do fundamentals shape the price response? A critical assessment of linear impact models
by Michele Vodret & Iacopo Mastromatteo & Bence T'oth & Michael Benzaquen
- 2112.04218 Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies
by Jorge Carrera & Gabriel Montes-Rojas & Fernando Toledo
- 2112.04181 Sustainability Manifesto for Financial Products: Carbon Equivalence Principle
by Chris Kenyon & Mourad Berrahoui & Andrea Macrina
- 2112.04166 Weighted Fairness Notions for Indivisible Items Revisited
by Mithun Chakraborty & Erel Segal-Halevi & Warut Suksompong
- 2112.04161 Aggregation of Pareto optimal models
by Hamed Hamze Bajgiran & Houman Owhadi
- 2112.03946 Generative Adversarial Network (GAN) and Enhanced Root Mean Square Error (ERMSE): Deep Learning for Stock Price Movement Prediction
by Ashish Kumar & Abeer Alsadoon & P. W. C. Prasad & Salma Abdullah & Tarik A. Rashid & Duong Thu Hang Pham & Tran Quoc Vinh Nguyen
- 2112.03874 Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization
by Yuanlu Bai & Henry Lam & Svitlana Vyetrenko & Tucker Balch
- 2112.03872 Nonparametric Treatment Effect Identification in School Choice
by Jiafeng Chen
- 2112.03868 EmTract: Extracting Emotions from Social Media
by Domonkos F. Vamossy & Rolf Skog
- 2112.03836 A decomposition method to evaluate the `paradox of progress' with evidence for Argentina
by Javier Alejo & Leonardo Gasparini & Gabriel Montes-Rojas & Walter Sosa-Escudero
- 2112.03789 Self-exciting price impact via negative resilience in stochastic order books
by Julia Ackermann & Thomas Kruse & Mikhail Urusov
- 2112.03718 A Bayesian take on option pricing with Gaussian processes
by Martin Tegner & Stephen Roberts
- 2112.03626 Phase transitions in nonparametric regressions
by Ying Zhu
- 2112.03513 Change of persistence in European electricity spot prices
by Leonardo Rydin Gorj~ao & Dirk Witthaut & Pedro G. Lind & Wided Medjroubi
- 2112.03460 A Response to Economics as Gauge Theory
by Timothy Nguyen
- 2112.03193 Posterior Cramer-Rao Lower Bound based Adaptive State Estimation for Option Price Forecasting
by Kumar Yashaswi
- 2112.03172 Market Microstructure of Non Fungible Tokens
by Mayukh Mukhopadhyay & Kaushik Ghosh
- 2112.03171 The Cost-Benefit Fallacy: Why Cost-Benefit Analysis Is Broken and How to Fix It
by Bent Flyvbjerg & Dirk W. Bester
- 2112.03170 A revised comparison between FF five-factor model and three-factor model,based on China's A-share market
by Zhijing Zhang & Yue Yu & Qinghua Ma & Haixiang Yao
- 2112.03096 Visual Inference and Graphical Representation in Regression Discontinuity Designs
by Christina Korting & Carl Lieberman & Jordan Matsudaira & Zhuan Pei & Yi Shen
- 2112.03075 Deep Quantile and Deep Composite Model Regression
by Tobias Fissler & Michael Merz & Mario V. Wuthrich
- 2112.03031 Complexity and Persistence of Price Time Series of the European Electricity Spot Market
by Chengyuan Han & Hannes Hilger & Eva Mix & Philipp C. Bottcher & Mark Reyers & Christian Beck & Dirk Witthaut & Leonardo Rydin Gorj~ao
- 2112.02961 Closed-Loop Nash Competition for Liquidity
by Alessandro Micheli & Johannes Muhle-Karbe & Eyal Neuman
- 2112.02947 The Price Impact of Generalized Order Flow Imbalance
by Yuhan Su & Zeyu Sun & Jiarong Li & Xianghui Yuan
- 2112.02944 Deep differentiable reinforcement learning and optimal trading
by Thibault Jaisson
- 2112.02920 Agglomeration triggered by the effect of the number of regions: A model in NEG with a quadratic subutility
by Kensuke Ohtake
- 2112.02893 Increased Electrification of Heating and Weather Risk in the Nordic Power System
by Ian M. Trotter & Torjus F. Bolkesj{o} & Eirik O. J{aa}stad & Jon Gustav Kirkerud
- 2112.02884 Social Sourcing: Incorporating Social Networks Into Crowdsourcing Contest Design
by Qi Shi & Dong Hao
- 2112.02877 Cocoa pollination, biodiversity-friendly production, and the global market
by Thomas Cherico Wanger & Francis Dennig & Manuel Toledo-Hern'andez & Teja Tscharntke & Eric F. Lambin
- 2112.02672 Globalization of Scientific Communication: Evidence from authors in academic journals by country of origin
by V'it Mach'av{c}ek
- 2112.02607 Differentiating Approach and Avoidance from Traditional Notions of Sentiment in Economic Contexts
by Jacob Turton & Ali Kabiri & David Tuckett & Robert Elliott Smith & David P. Vinson
- 2112.02449 Optimal Income Crossover for Two-Class Model Using Particle Swarm Optimization
by Paulo H. dos Santos & Igor D. S. Siciliani & M. H. R. Tragtenberg
- 2112.02440 CBI-time-changed L\'evy processes for multi-currency modeling
by Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda