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Content
2021
- 2112.02368 A stochastic control approach to bid-ask price modelling
by Engel John C. Dela Vega & Robert J. Elliott
- 2112.02365 TransBoost: A Boosting-Tree Kernel Transfer Learning Algorithm for Improving Financial Inclusion
by Yiheng Sun & Tian Lu & Cong Wang & Yuan Li & Huaiyu Fu & Jingran Dong & Yunjie Xu
- 2112.02284 Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures
by Jianming Xia
- 2112.02271 Cooperation, Retaliation and Forgiveness in Revision Games
by Dong Hao & Qi Shi & Jinyan Su & Bo An
- 2112.02269 Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control
by Alexander Barzykin & Philippe Bergault & Olivier Gu'eant
- 2112.02228 Optimal order execution under price impact: A hybrid model
by Marina Di Giacinto & Claudio Tebaldi & Tai-Ho Wang
- 2112.02095 Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach
by Francisco Caio Lima Paiva & Leonardo Kanashiro Felizardo & Reinaldo Augusto da Costa Bianchi & Anna Helena Reali Costa
- 2112.02063 Shock Symmetry and Business Cycle Synchronization: Is Monetary Unification Feasible among CAPADR Countries?
by Jafet Baca
- 2112.01995 Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
by Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz
- 2112.01841 Reinforcement learning for options on target volatility funds
by Roberto Daluiso & Emanuele Nastasi & Andrea Pallavicini & Stefano Polo
- 2112.01772 Inference for ROC Curves Based on Estimated Predictive Indices
by Yu-Chin Hsu & Robert P. Lieli
- 2112.01749 Financial Markets, Financial Institutions and International Trade: Examining the causal links for Indian Economy
by Ummuhabeeba Chaliyan & Mini P. Thomas
- 2112.01639 Patient-Centered Appraisal of Race-Free Clinical Risk Assessment
by Charles F. Manski
- 2112.01486 Simple Alternatives to the Common Correlated Effects Model
by Nicholas L. Brown & Peter Schmidt & Jeffrey M. Wooldridge
- 2112.01435 RIF Regression via Sensitivity Curves
by Javier Alejo & Gabriel Montes-Rojas & Walter Sosa-Escudero
- 2112.01377 Structural Sieves
by Konrad Menzel
- 2112.01287 Method of lines for valuation and sensitivities of Bermudan options
by Purba Banerjee & Vasudeva Murthy & Shashi Jain
- 2112.01237 Designing a Framework for Digital KYC Processes Built on Blockchain-Based Self-Sovereign Identity
by Vincent Schlatt & Johannes Sedlmeir & Simon Feulner & Nils Urbach
- 2112.01166 Forex Trading Volatility Prediction using Neural Network Models
by Shujian Liao & Jian Chen & Hao Ni
- 2112.01046 Can Education Motivate Individual Health Demands? Dynamic Pseudo-panel Evidence from China's Immigration
by Shixi Kang & Jingwen Tan
- 2112.00949 Multilayer heat equations and their solutions via oscillating integral transforms
by Andrey Itkin & Alexander Lipton & Dmitry Muravey
- 2112.00564 Geo-political conflicts, economic sanctions and international knowledge flows
by Teemu Makkonen & Timo Mitze
- 2112.00562 Extremal Analysis of Flooding Risk and Management
by Chengxiu Ling & Jiayi Li & Yixuan Liu & Zhiyan Cai
- 2112.00439 A General Approach for Lookback Option Pricing under Markov Models
by Gongqiu Zhang & Lingfei Li
- 2112.00415 Inequality in economic shock exposures across the global firm-level supply network
by Abhijit Chakraborty & Tobias Reisch & Christian Diem & Stefan Thurner
- 2112.00375 Optimal incentives in a limit order book: a SPDE control approach
by Bastien Baldacci & Philippe Bergault
- 2111.15634 RPS: Portfolio Asset Selection using Graph based Representation Learning
by MohammadAmin Fazli & Parsa Alian & Ali Owfi & Erfan Loghmani
- 2111.15618 Analise Demografica e Socioeconomica do Uso e do Acesso a Medicamentos Antidepressivos no Brasil
by Karinna Moura Boaviagem & Jos'e Ricardo Bezerra Nogueira
- 2111.15598 Inefficient Peace or Preventive War?
by Liqun Liu & Tusi & Wen
- 2111.15389 Product recalls, market size and innovation in the pharmaceutical industry
by Federico Nutarelli & Massimo Riccaboni & Andrea Morescalchi
- 2111.15367 A Review on Graph Neural Network Methods in Financial Applications
by Jianian Wang & Sheng Zhang & Yanghua Xiao & Rui Song
- 2111.15365 Expert Aggregation for Financial Forecasting
by Carl Remlinger & Bri`ere Marie & Alasseur Cl'emence & Joseph Mikael
- 2111.15356 Improved Method of Stock Trading under Reinforcement Learning Based on DRQN and Sentiment Indicators ARBR
by Peng Zhou & Jingling Tang
- 2111.15355 Prediction of Fund Net Value Based on ARIMA-LSTM Hybrid Model
by Peng Zhou & Fangyi Li
- 2111.15354 An Improved Reinforcement Learning Model Based on Sentiment Analysis
by Yizhuo Li & Peng Zhou & Fangyi Li & Xiao Yang
- 2111.15351 Is Bitcoin really a currency? A viewpoint of a stochastic volatility model
by Noriyuki Kunimoto & Kazuhiko Kakamu
- 2111.15332 Quantum algorithm for stochastic optimal stopping problems with applications in finance
by Jo~ao F. Doriguello & Alessandro Luongo & Jinge Bao & Patrick Rebentrost & Miklos Santha
- 2111.15327 China's Easily Overlooked Monetary Transmission Mechanism: Monetary Reservoir
by Shuguang Xiao & Xinglin Lai & Jiamin Peng
- 2111.15320 Modelling hetegeneous treatment effects by quantitle local polynomial decision tree and forest
by Lai Xinglin
- 2111.15255 Double Fuzzy Probabilistic Interval Linguistic Term Set and a Dynamic Fuzzy Decision Making Model based on Markov Process with tts Application in Multiple Criteria Group Decision Making
by Zongmin Liu
- 2111.15248 Reconstructing firm-level interactions: the Dutch input-output network
by Leonardo Niccol`o Ialongo & Camille de Valk & Emiliano Marchese & Fabian Jansen & Hicham Zmarrou & Tiziano Squartini & Diego Garlaschelli
- 2111.15204 Estimation of inter-sector asset correlations
by Christian Meyer
- 2111.14938 Distribution Shift in Airline Customer Behavior during COVID-19
by Abhinav Garg & Naman Shukla & Lavanya Marla & Sriram Somanchi
- 2111.14737 Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights Update
by Georgios Piliouras & Ryann Sim & Stratis Skoulakis
- 2111.14708 Ergodic aspects of trading with threshold strategies
by Attila Lovas & Mikl'os R'asonyi
- 2111.14665 Ranking of different of investment risk in high-tech projects using TOPSIS method in fuzzy environment based on linguistic variables
by Mohammad Ebrahim Sadeghi & Hamed Nozari & Hadi Khajezadeh Dezfoli & Mehdi Khajezadeh
- 2111.14635 A Resolution of St. Petersburg Paradox
by V. I. Yukalov
- 2111.14631 Model Risk in Credit Portfolio Models
by Christian Meyer
- 2111.14620 An Investigation of the Impact of COVID-19 Non-Pharmaceutical Interventions and Economic Support Policies on Foreign Exchange Markets with Explainable AI Techniques
by Siyuan Liu & Mehmet Orcun Yalcin & Hsuan Fu & Xiuyi Fan
- 2111.14613 Do price reductions attract customers in urban public transport? A synthetic control approach
by Hannes Wallimann & Kevin Blattler & Widar von Arx
- 2111.14590 The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity
by Alessandro Casini
- 2111.14524 From homemakers to breadwinners? How mandatory kindergarten affects maternal labour market outcomes
by Selina Gangl & Martin Huber
- 2111.14521 Do soda taxes affect the consumption and health of school-aged children? Evidence from France and Hungary
by Selina Gangl
- 2111.14502 Superhedging duality for multi-action options under model uncertainty with information delay
by Anna Aksamit & Ivan Guo & Shidan Liu & Zhou Zhou
- 2111.14431 Eliciting and Distinguishing Between Weak and Incomplete Preferences: Theory, Experiment and Computation
by Georgios Gerasimou
- 2111.14365 Markovian Persuasion
by Ehud Lehrer & Dimitry Shaiderman
- 2111.14000 Factor-augmented tree ensembles
by Filippo Pellegrino
- 2111.13901 Fast Sampling from Time-Integrated Bridges using Deep Learning
by Leonardo Perotti & Lech A. Grzelak
- 2111.13774 Robust Permutation Tests in Linear Instrumental Variables Regression
by Purevdorj Tuvaandorj
- 2111.13744 Yogurts Choose Consumers? Estimation of Random-Utility Models via Two-Sided Matching
by Odran Bonnet & Alfred Galichon & Yu-Wei Hsieh & Keith O'Hara & Matt Shum
- 2111.13740 Replicating Monotonic Payoffs Without Oracles
by Guillermo Angeris & Alex Evans & Tarun Chitra
- 2111.13692 Minimum Wages in Concentrated Labor Markets
by Martin Popp
- 2111.13690 Management of Social and Economic Development of Municipalities
by Maria A. Shishanina & Anatoly A. Sidorov
- 2111.13519 Graph Auto-Encoders for Financial Clustering
by Edward Turner
- 2111.13443 Flexible forward improvement iteration for infinite time horizon Markovian optimal stopping problems
by Soren Christensen & Albrecht Irle & Julian Peter Lemburg
- 2111.13334 The Parameter Sensitivities of a Jump-diffusion Process in Basic Credit Risk Analysis
by Bin Xie & Weiping Li
- 2111.13228 Securities Lending Haircuts and Indemnification Pricing
by Wujiang Lou
- 2111.13164 Neural network stochastic differential equation models with applications to financial data forecasting
by Luxuan Yang & Ting Gao & Yubin Lu & Jinqiao Duan & Tao Liu
- 2111.13109 Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues
by Christian Bongiorno & Damien Challet & Gr'egoire Loeper
- 2111.12967 A General Surplus Decomposition Principle in Life Insurance
by Julian Jetses & Marcus C. Christiansen
- 2111.12948 Difference in Differences and Ratio in Ratios for Limited Dependent Variables
by Myoung-jae Lee & Sanghyeok Lee
- 2111.12921 Network regression and supervised centrality estimation
by Junhui Cai & Dan Yang & Ran Chen & Wu Zhu & Haipeng Shen & Linda Zhao
- 2111.12830 TSO-DSOs Stable Cost Allocation for the Joint Procurement of Flexibility: A Cooperative Game Approach
by Anibal Sanjab & H'el`ene Le Cadre & Yuting Mou
- 2111.12799 The Macroeconomic Effects of Corporate Tax Reforms
by Francesco Furno
- 2111.12767 Coexistence of Centralized and Decentralized Markets
by Berk Idem
- 2111.12658 Portfolio optimisation with options
by Jonathan Raimana Chan & Thomas Huckle & Antoine Jacquier & Aitor Muguruza
- 2111.12640 Completing correlation matrices
by Olaf Dreyer & Horst Kohler & Thomas Streuer
- 2111.12564 Conditional Estimates of Diffusion Processes for Evaluating the Positive Feedback Trading
by Aihua Li
- 2111.12532 Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
by Taras Bodnar & Nestor Parolya & Erik Thors'en
- 2111.12509 Towards Quantum Advantage in Financial Market Risk using Quantum Gradient Algorithms
by Nikitas Stamatopoulos & Guglielmo Mazzola & Stefan Woerner & William J. Zeng
- 2111.12459 The Performance of Recent Methods for Estimating Skill Prices in Panel Data
by Michael J. Bohm & Hans-Martin von Gaudecker
- 2111.12397 Maximum Likelihood Estimation of Differentiated Products Demand Systems
by Greg Lewis & Bora Ozaltun & Georgios Zervas
- 2111.12258 On Recoding Ordered Treatments as Binary Indicators
by Evan K. Rose & Yotam Shem-Tov
- 2111.12248 Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics
by Jiarui Chu & Ludovic Tangpi
- 2111.12237 A Game Theoretic Analysis of Liquidity Events in Convertible Instruments
by Ron van der Meyden
- 2111.11963 Affirmative Action's Cumulative Fractional Assignments
by Haydar Evren & Manshu Khanna
- 2111.11875 Functional Model of Residential Consumption Elasticity under Dynamic Tariffs
by Kamalanathan Ganesan & Jo~ao Tom'e Saraiva & Ricardo J. Bessa
- 2111.11630 Aggregation of Models, Choices, Beliefs, and Preferences
by Hamed Hamze Bajgiran & Houman Owhadi
- 2111.11609 Pricing cryptocurrencies : Modelling the ETHBTC spot-quotient variation as a diffusion process
by Sidharth Mallik
- 2111.11506 Interactive Effects Panel Data Models with General Factors and Regressors
by Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang
- 2111.11459 Semi-nonparametric Estimation of Operational Risk Capital with Extreme Loss Events
by Heng Z. Chen & Stephen R. Cosslett
- 2111.11315 Investing in crypto: speculative bubbles and cyclic stochastic price pumps
by Misha Perepelitsa
- 2111.11286 Portfolio optimization with idiosyncratic and systemic risks for financial networks
by Yajie Yang & Longfeng Zhao & Lin Chen & Chao Wang & Jihui Han
- 2111.11256 Drewnowski's index to measure lifespan variation: Revisiting the Gini coefficient of the life table
by Jos'e Manuel Aburto & Ugofilippo Basellini & Annette Baudisch & Francisco Villavicencio
- 2111.11232 Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms
by Yanwei Jia & Xun Yu Zhou
- 2111.11211 Inequality in the use frequency of patent technology codes
by Jos'e Alejandro Mendoza & Faustino Prieto & Jos'e Mar'ia Sarabia
- 2111.11128 Nonparametric estimator of the tail dependence coefficient: balancing bias and variance
by Matthieu Garcin & Maxime L. D. Nicolas
- 2111.11022 On the systemic nature of global inflation, its association with equity markets and financial portfolio implications
by Nick James & Kevin Chin
- 2111.11016 Quantum algorithms for numerical differentiation of expected values with respect to parameters
by Koichi Miyamoto
- 2111.10904 Orthogonal Policy Learning Under Ambiguity
by Riccardo D'Adamo
- 2111.10784 Why Synthetic Control estimators are biased and what to do about it: Introducing Relaxed and Penalized Synthetic Controls
by Oscar Engelbrektson
- 2111.10721 Identifying Dynamic Discrete Choice Models with Hyperbolic Discounting
by Taiga Tsubota
- 2111.10713 Optimized Inference in Regression Kink Designs
by Majed Dodin
- 2111.10627 Calculus of Consent via MARL: Legitimating the Collaborative Governance Supplying Public Goods
by Yang Hu & Zhui Zhu & Sirui Song & Xue Liu & Yang Yu
- 2111.10554 Observing Actions in Global Games
by Dominik Grafenhofer & Wolfgang Kuhle
- 2111.10472 Maximizing revenue in the presence of intermediaries
by Gagan Aggarwal & Kshipra Bhawalkar & Guru Guruganesh & Andres Perlroth
- 2111.10335 Whose Bias?
by Vasudha Jain & Mark Whitmeyer
- 2111.10301 The roughness exponent and its model-free estimation
by Xiyue Han & Alexander Schied
- 2111.10164 Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
by Jens Robben & Katrien Antonio & Sander Devriendt
- 2111.10033 Pricing S&P 500 Index Options with L\'evy Jumps
by Bin Xie & Weiping Li & Nan Liang
- 2111.09910 Obstacles to Redistribution Through Markets and One Solution
by Roy Allen & John Rehbeck
- 2111.09902 A transformer-based model for default prediction in mid-cap corporate markets
by Kamesh Korangi & Christophe Mues & Cristi'an Bravo
- 2111.09866 Collaboration in Coworking Spaces: Impact on Firm Innovativeness and Business Models
by M. Moore
- 2111.09846 The Curious Case of the 2021 Minneapolis Ward 2 City Council Election
by David McCune & Lori McCune
- 2111.09773 Mean-Variance-VaR portfolios: MIQP formulation and performance analysis
by Francesco Cesarone & Manuel L Martino & Fabio Tardella
- 2111.09655 Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective
by Minseog Oh & Donggyu Kim
- 2111.09458 Stopping Times Occurring Simultaneously
by Philip Protter & Alejandra Quintos
- 2111.09442 Monitoring COVID-19-induced gender differences in teleworking rates using Mobile Network Data
by Sara Grubanov-Boskovic & Spyridon Spyratos & Stefano Maria Iacus & Umberto Minora & Francesco Sermi
- 2111.09408 Opinion Dynamics with Conflicting Interests
by Patrick Mellacher
- 2111.09407 Growth, Inequality and Declining Business Dynamism in a Unified Schumpeter Mark I + II Model
by Patrick Mellacher
- 2111.09395 FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance
by Xiao-Yang Liu & Hongyang Yang & Jiechao Gao & Christina Dan Wang
- 2111.09192 Impermanent Loss in Uniswap v3
by Stefan Loesch & Nate Hindman & Mark B Richardson & Nicholas Welch
- 2111.09170 A Universal End-to-End Approach to Portfolio Optimization via Deep Learning
by Chao Zhang & Zihao Zhang & Mihai Cucuringu & Stefan Zohren
- 2111.09111 Forecasting Crude Oil Price Using Event Extraction
by Jiangwei Liu & Xiaohong Huang
- 2111.09057 Information dynamics of price and liquidity around the 2017 Bitcoin markets crash
by Vaiva Vasiliauskaite & Fabrizio Lillo & Nino Antulov-Fantulin
- 2111.09032 Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints
by Zixin Feng & Dejian Tian
- 2111.08805 Online Estimation and Optimization of Utility-Based Shortfall Risk
by Vishwajit Hegde & Arvind S. Menon & L. A. Prashanth & Krishna Jagannathan
- 2111.08664 An Empirical Evaluation of the Impact of New York's Bail Reform on Crime Using Synthetic Controls
by Angela Zhou & Andrew Koo & Nathan Kallus & Rene Ropac & Richard Peterson & Stephen Koppel & Tiffany Bergin
- 2111.08654 Exploration of the Parameter Space in Macroeconomic Agent-Based Models
by Karl Naumann-Woleske & Max Sina Knicker & Michael Benzaquen & Jean-Philippe Bouchaud
- 2111.08631 Spillovers of US Interest Rates: Monetary Policy & Information Effects
by Santiago Camara
- 2111.08601 Optimal index insurance and basis risk decomposition: an application to Kenya
by Matthieu Stigler & David Lobell
- 2111.08390 Price Stability of Cryptocurrencies as a Medium of Exchange
by Tatsuru Kikuchi & Toranosuke Onishi & Kenichi Ueda
- 2111.08359 A change of measure formula for recursive conditional expectations
by Luca Di Persio & Alessandro Gnoatto & Marco Patacca
- 2111.08338 Simulating long-term impacts of mortality shocks: learning from the cholera pandemic
by Nicole El Karoui & Kaouther Hadji & Sarah Kaakai
- 2111.08311 Optimal bidding strategies for digital advertising
by M'ed'eric Motte & Huy^en Pham
- 2111.08294 Risk measures beyond frictionless markets
by Maria Arduca & Cosimo Munari
- 2111.08157 Optimal Stratification of Survey Experiments
by Max Cytrynbaum
- 2111.08115 A Family of Multi-Asset Automated Market Makers
by Eric Forgy & Leo Lau
- 2111.08060 A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting
by Faizal Hafiz & Jan Broekaert & Davide La Torre & Akshya Swain
- 2111.08054 Abductive Inference and C. S. Peirce: 150 Years Later
by Deep Mukhopadhyay
- 2111.07889 An Outcome Test of Discrimination for Ranked Lists
by Jonathan Roth & Guillaume Saint-Jacques & YinYin Yu
- 2111.07844 Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures
by Hans Buehler & Phillip Murray & Mikko S. Pakkanen & Ben Wood
- 2111.07633 Dynamic Network Quantile Regression Model
by Xiu Xu & Weining Wang & Yongcheol Shin & Chaowen Zheng
- 2111.07508 Public Policymaking for International Agricultural Trade using Association Rules and Ensemble Machine Learning
by Feras A. Batarseh & Munisamy Gopinath & Anderson Monken & Zhengrong Gu
- 2111.07465 Decoding Causality by Fictitious VAR Modeling
by Xingwei Hu
- 2111.07451 On Risk and Time Pressure: When to Think and When to Do
by Christoph Carnehl & Johannes Schneider
- 2111.07388 When Can We Ignore Measurement Error in the Running Variable?
by Yingying Dong & Michal Koles'ar
- 2111.07295 Rational AI: A comparison of human and AI responses to triggers of economic irrationality in poker
by C. Grace Haaf & Devansh Singh & Cinny Lin & Scofield Zou
- 2111.07225 Large Order-Invariant Bayesian VARs with Stochastic Volatility
by Joshua C. C. Chan & Gary Koop & Xuewen Yu
- 2111.07170 Asymmetric Conjugate Priors for Large Bayesian VARs
by Joshua C. C. Chan
- 2111.07075 Risk-Free Rate in the Covid-19 Pandemic: Application Mistakes and Conclusions for Traders
by Magomet Yandiev
- 2111.06941 Absolute and Relative Bias in Eight Common Observational Study Designs: Evidence from a Meta-analysis
by Jelena Zurovac & Thomas D. Cook & John Deke & Mariel M. Finucane & Duncan Chaplin & Jared S. Coopersmith & Michael Barna & Lauren Vollmer Forrow
- 2111.06886 Performance vs Persistence : Assess the alpha to identify outperformers
by Hugo Inzirillo & R'emi Genet
- 2111.06837 Can Air Pollution Save Lives? Air Quality and Risky Behaviors on Roads
by Wen Hsu & Bing-Fang Hwang & Chau-Ren Jung & Yau-Huo Jimmy Shr
- 2111.06818 Dynamic treatment effects: high-dimensional inference under model misspecification
by Yuqian Zhang & Weijie Ji & Jelena Bradic
- 2111.06815 Non-Standard Choice in Matching Markets
by Gian Caspari & Manshu Khanna
- 2111.06663 The cavity method for minority games between arbitrageurs on financial markets
by Tim Ritmeester & Hildegard Meyer-Ortmanns
- 2111.06655 Profit warnings and stock returns: Evidence from moroccan stock exchange
by Ilyas El Ghordaf & Abdelbari El Khamlichi
- 2111.06631 Joint Models for Cause-of-Death Mortality in Multiple Populations
by Nhan Huynh & Mike Ludkovski
- 2111.06573 Bounds for Treatment Effects in the Presence of Anticipatory Behavior
by Aibo Gong
- 2111.06462 Understanding hesitancy with revealed preferences across COVID-19 vaccine types
by Krist'of Kutasi & J'ulia Koltai & 'Agnes Szab'o-Morvai & Gergely Rost & M'arton Karsai & P'eter Bir'o & Bal'azs Lengyel
- 2111.06371 Can you always reap what you sow? Network and functional data analysis of VC investments in health-tech companies
by Christian Esposito & Marco Gortan & Lorenzo Testa & Francesca Chiaromonte & Giorgio Fagiolo & Andrea Mina & Giulio Rossetti
- 2111.06365 It's not always about the money, sometimes it's about sending a message: Evidence of Informational Content in Monetary Policy Announcements
by Yong Cai & Santiago Camara & Nicholas Capel
- 2111.06253 Grid Tariffs Based on Capacity Subscription: Multi Year Analysis on Metered Consumer Data
by Sigurd Bjarghov & Hossein Farahmand & Gerard Doorman
- 2111.06238 Long Run Law and Entropy
by Weidong Tian
- 2111.06224 Occupational Income Inequality of Thailand: A Case Study of Exploratory Data Analysis beyond Gini Coefficient
by Wanetha Sudswong & Anon Plangprasopchok & Chainarong Amornbunchornvej
- 2111.06062 The Supply of Motivated Beliefs
by Michael Thaler
- 2111.06042 Correlation Estimation in Hybrid Systems
by Baron Law
- 2111.05935 A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection
by Damian Kisiel & Denise Gorse
- 2111.05843 An Integrated Vaccination Site Selection and Dose Allocation Problem with Fairness Concerns
by Mohammad Firouz & Linda Li & Daizy Ahmed & Abdulaziz Ahmed
- 2111.05783 The Local Economic Impact of Mineral Mining in Africa: Evidence from Four Decades of Satellite Imagery
by Sandro Provenzano & Hannah Bull
- 2111.05686 Going... going... wrong: a test of the level-k (and cognitive hierarchy) models of bidding behaviour
by Itzhak Rasooly
- 2111.05600 Incentive-Based Electric Vehicle Charging for Managing Bottleneck Congestion
by Carlo Cenedese & Patrick Stokkink & Nikolas Gerolimins & John Lygeros
- 2111.05455 Flood Disasters and Health Among the Urban Poor
by Michelle Escobar Carias & David Johnston & Rachel Knott & Rohan Sweeney
- 2111.05277 Generalized Kernel Ridge Regression for Causal Inference with Missing-at-Random Sample Selection
by Rahul Singh
- 2111.05272 Do Firearm Markets Comply with Firearm Restrictions? How the Massachusetts Assault Weapons Ban Enforcement Notice Changed Firearm Sales
by Meenakshi Balakrishna & Kenneth C. Wilbur
- 2111.05243 Bounding Treatment Effects by Pooling Limited Information across Observations
by Sokbae Lee & Martin Weidner
- 2111.05188 FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance
by Zechu Li & Xiao-Yang Liu & Jiahao Zheng & Zhaoran Wang & Anwar Walid & Jian Guo
- 2111.05072 The Evolving Causal Structure of Equity Risk Factors
by Gabriele D'Acunto & Paolo Bajardi & Francesco Bonchi & Gianmarco De Francisci Morales
- 2111.04976 Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model
by Jaydip Sen & Saikat Mondal & Sidra Mehtab
- 2111.04951 American Hate Crime Trends Prediction with Event Extraction
by Songqiao Han & Hailiang Huang & Jiangwei Liu & Shengsheng Xiao
- 2111.04926 Optimal Decision Rules Under Partial Identification
by Kohei Yata
- 2111.04919 Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions
by Kaveh Salehzadeh Nobari
- 2111.04709 Stock Portfolio Optimization Using a Deep Learning LSTM Model
by Jaydip Sen & Abhishek Dutta & Sidra Mehtab
- 2111.04702 Concavity and Convexity of Order Statistics in Sample Size
by Mitchell Watt
- 2111.04626 Procurements with Bidder Asymmetry in Cost and Risk-Aversion
by Gaurab Aryal & Hanna Charankevich & Seungwon Jeong & Dong-Hyuk Kim
- 2111.04483 Revisiting the Properties of Money
by Isaiah Hull & Or Sattath
- 2111.04391 A McKean-Vlasov game of commodity production, consumption and trading
by Ren'e Aid & Ofelia Bonesini & Giorgia Callegaro & Luciano Campi
- 2111.04311 Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models
by Nuerxiati Abudurexiti & Kai He & Dongdong Hu & Svetlozar T. Rachev & Hasanjan Sayit & Ruoyu Sun
- 2111.04267 Exponential GARCH-Ito Volatility Models
by Donggyu Kim
- 2111.04219 Rate-Optimal Cluster-Randomized Designs for Spatial Interference
by Michael P. Leung
- 2111.04172 The Wrong Kind of Information
by Aditya Kuvalekar & Jo~ao Ramos & Johannes Schneider
- 2111.04165 On the Limits of Design: What Are the Conceptual Constraints on Designing Artificial Intelligence for Social Good?
by Jakob Mokander
- 2111.04038 Equity-Linked Life Insurances on Maximum of Several Assets
by Battulga Gankhuu
- 2111.03995 Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach
by Mao Guan & Xiao-Yang Liu
- 2111.03950 Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves
by Rahul Singh & Liyuan Xu & Arthur Gretton
- 2111.03825 Marriage through friends
by Ugo Bolletta & Luca Paolo Merlino
- 2111.03724 Optimal Dividends under Markov-Modulated Bankruptcy Level
by Giorgio Ferrari & Patrick Schuhmann & Shihao Zhu
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