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Content
2021
- 2109.14554 Coulomb-like Model for International Trade Flow and Derivation of Distribution Function for Trade Flow Strength
by Mikrajuddin Abdullah
- 2109.14539 New Solution based on Hodge Decomposition for Abstract Games
by Yihao Luo & Jinhui Pang & Weibin Han & Huafei Sun
- 2109.14438 Conditional Value-at-Risk for Quantitative Trading: A Direct Reinforcement Learning Approach
by Ali Al-Ameer & Khaled Alshehri
- 2109.14360 Systemic risk in interbank networks: disentangling balance sheets and network effects
by Alessandro Ferracci & Giulio Cimini
- 2109.14343 Testing the Presence of Implicit Hiring Quotas with Application to German Universities
by Lena Janys
- 2109.14209 Constrained scenarios for twenty-first century human population size based on the empirical coupling to economic growth
by Barry W. Brook & Jessie C. Buettel & Sanghyun Hong
- 2109.14204 Strategic formation of collaborative networks
by Philip Solimine & Luke Boosey
- 2109.13971 Forecasting the COVID-19 vaccine uptake rate: An infodemiological study in the US
by Xingzuo Zhou & Yiang Li
- 2109.13928 Lobbying Influence -- The Role of Money, Strategies and Measurements
by Fintan Oeri & Adrian Rinscheid & Aya Kachi
- 2109.13905 Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow
by Ye-Sheen Lim & Denise Gorse
- 2109.13851 Reinforcement Learning for Quantitative Trading
by Shuo Sun & Rundong Wang & Bo An
- 2109.13801 No-Regret Forecasting with Egalitarian Committees
by Jiun-Hua Su
- 2109.13796 Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation
by Karim Barigou & Daniel Linders & Fan Yang
- 2109.13777 Macroeconomic forecasting with LSTM and mixed frequency time series data
by Sarun Kamolthip
- 2109.13648 Gaussian and Student's $t$ mixture vector autoregressive model with application to the effects of the Euro area monetary policy shock
by Savi Virolainen
- 2109.13633 High-dimensional Portfolio Optimization using Joint Shrinkage
by Anik Burman & Sayantan Banerjee
- 2109.13606 bqror: An R package for Bayesian Quantile Regression in Ordinal Models
by Prajual Maheshwari & Mohammad Arshad Rahman
- 2109.13399 Assessing Outcome-to-Outcome Interference in Sibling Fixed Effects Models
by David C. Mallinson
- 2109.13177 Robust Equilibria in General Competing Mechanism Games
by Seungjin Han
- 2109.12980 On the nature of monetary and price inflation and hyperinflation
by Laurence Francis Lacey
- 2109.12974 Bilateral Trade: A Regret Minimization Perspective
by Nicol`o Cesa-Bianchi & Tommaso Cesari & Roberto Colomboni & Federico Fusco & Stefano Leonardi
- 2109.12927 Faking Brownian motion with continuous Markov martingales
by Mathias Beiglbock & George Lowther & Gudmund Pammer & Walter Schachermayer
- 2109.12896 Pricing multi-asset derivatives by finite difference method on a quantum computer
by Koichi Miyamoto & Kenji Kubo
- 2109.12621 Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility
by Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez
- 2109.12568 Design and validation of an index to measure development in rural areas through stakeholder participation
by Abreu I. & Mesias F. J. & Ramajo & J
- 2109.12491 Smartphone Data Reveal Neighborhood-Level Racial Disparities in Police Presence
by M. Keith Chen & Katherine L. Christensen & Elicia John & Emily Owens & Yilin Zhuo
- 2109.12477 Reputation dependent pricing strategy: analysis based on a Chinese C2C marketplace
by Zehao Chen & Yanchen Zhu & Tianyang Shen & Yufan Ye
- 2109.12337 Delta Hedging with Transaction Costs: Dynamic Multiscale Strategy using Neural Nets
by G. Mazzei & F. G. Bellora & J. A. Serur
- 2109.12196 Automated Market-Making for Fiat Currencies
by Alex Lipton & Artur Sepp
- 2109.12166 Psychological dimension of adaptive trading in cryptocurrency markets
by Misha Perepelitsa
- 2109.12142 Periodicity in Cryptocurrency Volatility and Liquidity
by Peter Reinhard Hansen & Chan Kim & Wade Kimbrough
- 2109.12042 Combining Discrete Choice Models and Neural Networks through Embeddings: Formulation, Interpretability and Performance
by Ioanna Arkoudi & Carlos Lima Azevedo & Francisco C. Pereira
- 2109.11917 The Boltzmann fair division for distributive justice
by Ji-Won Park & Jaeup U. Kim & Cheol-Min Ghim & Chae Un Kim
- 2109.11911 Linear Panel Regressions with Two-Way Unobserved Heterogeneity
by Hugo Freeman & Martin Weidner
- 2109.11647 Treatment Effects in Market Equilibrium
by Evan Munro & Xu Kuang & Stefan Wager
- 2109.11550 Absorptive capacities and economic growth in low and middle income economies
by Muhammad Salar Khan
- 2109.11536 Persuasion with Ambiguous Receiver Preferences
by Eitan Sapiro-Gheiler
- 2109.11403 Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics
by Rudiger Frey & Verena Kock
- 2109.10968 Ignorance is Bliss: A Game of Regret
by Claudia Cerrone & Francesco Feri & Philip R. Neary
- 2109.10958 Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform
by Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Bohme
- 2109.10950 A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters
by Oualid Bada & Alois Kneip & Dominik Liebl & Tim Mensinger & James Gualtieri & Robin C. Sickles
- 2109.10946 Marginals Versus Copulas: Which Account For More Model Risk In Multivariate Risk Forecasting?
by Simon Fritzsch & Maike Timphus & Gregor Weiss
- 2109.10832 Circular City Index: An Open Data analysis to assess the urban circularity preparedness of cities to address the green transition -- A study on the Italian municipalities
by Alessio Muscillo & Simona Re & Sergio Gambacorta & Giuseppe Ferrara & Nicola Tagliafierro & Emiliano Borello & Alessandro Rubino & Angelo Facchini
- 2109.10818 Solution Representations of Solving Problems for the Black-Scholes equations and Application to the Pricing Options on Bond with Credit Risk
by Hyong-Chol O & Tae-Song Kim & Tae-Song Choe
- 2109.10814 Fractional Growth Portfolio Investment
by Anthony E. Brockwell
- 2109.10779 A mean-field extension of the LIBOR market model
by Sascha Desmettre & Simon Hochgerner & Sanela Omerovic & Stefan Thonhauser
- 2109.10676 Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions
by Matthew Read
- 2109.10662 Evaluation of Dynamic Cointegration-Based Pairs Trading Strategy in the Cryptocurrency Market
by Masood Tadi & Irina Kortchmeski
- 2109.10567 Rating transitions forecasting: a filtering approach
by Areski Cousin & J'er^ome Lelong & Tom Picard
- 2109.10517 Does Foreign Debt Contribute to Economic Growth?
by Tomoo Kikuchi & Satoshi Tobe
- 2109.10429 Exploring Coevolutionary Dynamics of Competitive Arms-Races Between Infinitely Diverse Heterogenous Adaptive Automated Trader-Agents
by Nik Alexandrov & Dave Cliff & Charlie Figuero
- 2109.10419 A new look at the anthropogenic global warming consensus: an econometric forecast based on the ARIMA model of paleoclimate series
by Gilmar V. F. Santos & Lucas G. Cordeiro & Claudio A. Rojo & Edison L. Leismann
- 2109.10177 Cryptocurrencies and the Future of Money
by Matheus R. Grasselli & Alexander Lipton
- 2109.10122 Modeling and Analysis of Discrete Response Data: Applications to Public Opinion on Marijuana Legalization in the United States
by Mohit Batham & Soudeh Mirghasemi & Mohammad Arshad Rahman & Manini Ojha
- 2109.10072 Scenario generation for market risk models using generative neural networks
by Solveig Flaig & Gero Junike
- 2109.10058 Evolution of topics in central bank speech communication
by Magnus Hansson
- 2109.10028 Knowledge Accumulation, Privacy, and Growth in a Data Economy
by Lin William Cong & Danxia Xie & Longtian Zhang
- 2109.10027 Endogenous Growth Under Multiple Uses of Data
by Lin William Cong & Wenshi Wei & Danxia Xie & Longtian Zhang
- 2109.10009 An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States
by Lin William Cong & Ke Tang & Bing Wang & Jingyuan Wang
- 2109.09977 On Net Energy Metering X: Optimal Prosumer Decisions, Social Welfare, and Cross-Subsidies
by Ahmed S. Alahmed & Lang Tong
- 2109.09871 Overinference from Weak Signals and Underinference from Strong Signals
by Ned Augenblick & Eben Lazarus & Michael Thaler
- 2109.09816 Deviation-Based Learning: Training Recommender Systems Using Informed User Choice
by Junpei Komiyama & Shunya Noda
- 2109.09633 Non-equilibrium time-dependent solution to discrete choice with social interactions
by James Holehouse & Hector Pollitt
- 2109.09515 She Innovates- Female owner and firm innovation in India
by Shreya Biswas
- 2109.09386 Economic Crises in a Model with Capital Scarcity and Self-Reflexive Confidence
by Federico Guglielmo Morelli & Karl Naumann-Woleske & Michael Benzaquen & Marco Tarzia & Jean-Philippe Bouchaud
- 2109.09302 On the valuation of multiple reset options: integral equation approach
by Nazym Azimbayev & Yerkin Kitapbayev
- 2109.09294 UTXO in Digital Currencies: Account-based or Token-based? Or Both?
by Aldar C-F. Chan
- 2109.09238 A Data-Driven Convergence Bidding Strategy Based on Reverse Engineering of Market Participants' Performance: A Case of California ISO
by Ehsan Samani & Mahdi Kohansal & Hamed Mohsenian-Rad
- 2109.09220 Unifying Design-based Inference: On Bounding and Estimating the Variance of any Linear Estimator in any Experimental Design
by Joel A. Middleton
- 2109.09089 Constrained School Choice with Incomplete Information
by Hugo Gimbert & Claire Mathieu & Simon Mauras
- 2109.09049 Tests for Group-Specific Heterogeneity in High-Dimensional Factor Models
by Antoine Djogbenou & Razvan Sufana
- 2109.09043 Composite Likelihood for Stochastic Migration Model with Unobserved Factor
by Antoine Djogbenou & Christian Gouri'eroux & Joann Jasiak & Maygol Bandehali
- 2109.08939 Decentralized Governance of Stablecoins with Closed Form Valuation
by Lucy Huo & Ariah Klages-Mundt & Andreea Minca & Frederik Christian Munter & Mads Rude Wind
- 2109.08793 Estimations of the Local Conditional Tail Average Treatment Effect
by Le-Yu Chen & Yu-Min Yen
- 2109.08738 SINH-acceleration for B-spline projection with Option Pricing Applications
by Svetlana Boyarchenko & Sergei Levendorskiu{i} & J. Lars Kirkby & Zhenyu Cui
- 2109.08471 Emergent Collaboration in Social Purpose Games
by Robert P. Gilles & Lina Mallozzi & Roberta Messalli
- 2109.08351 Regression Discontinuity Design with Potentially Many Covariates
by Yoichi Arai & Taisuke Otsu & Myung Hwan Seo
- 2109.08242 Trading styles and long-run variance of asset prices
by Lawrence Middleton & James Dodd & Simone Rijavec
- 2109.08229 Policy Choice and Best Arm Identification: Asymptotic Analysis of Exploration Sampling
by Kaito Ariu & Masahiro Kato & Junpei Komiyama & Kenichiro McAlinn & Chao Qin
- 2109.08222 Short and Simple Confidence Intervals when the Directions of Some Effects are Known
by Philipp Ketz & Adam McCloskey
- 2109.08124 Education and Food Consumption Patterns: Quasi-Experimental Evidence from Indonesia
by Dr Mohammad Rafiqul Islam & Dr Nicholas Sim
- 2109.08109 Standard Errors for Calibrated Parameters
by Matthew D. Cocci & Mikkel Plagborg-M{o}ller
- 2109.08099 An Economic Analysis on the Potential and Steady Growth of China: a Practice Based on the Dualistic System Economics in China
by Tianyong Zhou
- 2109.07988 The Enduring Effects of COVID-19 on Travel Behavior in the United States: A Panel Study on Observed and Expected Changes in Telecommuting, Mode Choice, Online Shopping and Air Travel
by Mohammadjavad Javadinasr & Tassio B. Magassy & Ehsan Rahimi & Motahare & Mohammadi & Amir Davatgari & Abolfazl & Mohammadian & Deborah Salon & Matthew Wigginton Bhagat-Conway & Rishabh Singh Chauhan & Ram M. Pendyala & Sybil Derrible & Sara Khoeini
- 2109.07932 Structural Estimation of Matching Markets with Transferable Utility
by Alfred Galichon & Bernard Salani'e
- 2109.07928 BDG inequalities and their applications for model-free continuous price paths with instant enforcement
by Rafa{l} M. {L}ochowski
- 2109.07646 Semi-parametric estimation of the EASI model: Welfare implications of taxes identifying clusters due to unobserved preference heterogeneity
by Andr'es Ram'irez-Hassan & Alejandro L'opez-Vera
- 2109.07406 Geographic Difference-in-Discontinuities
by Kyle Butts
- 2109.07267 JUBILEE: Secure Debt Relief and Forgiveness
by David Cerezo S'anchez
- 2109.07212 Optimising Rolling Stock Planning including Maintenance with Constraint Programming and Quantum Annealing
by Patricia Bickert & Cristian Grozea & Ronny Hans & Matthias Koch & Christina Riehn & Armin Wolf
- 2109.07211 Risk Measurement, Risk Entropy, and Autonomous Driving Risk Modeling
by Jiamin Yu
- 2109.07077 Effect of mobile financial services on financial behavior in developing economies-Evidence from India
by Shreya Biswas
- 2109.07007 The Empirical Content of Bayesianism
by Pooya Molavi
- 2109.07005 WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management
by Saeed Marzban & Erick Delage & Jonathan Yumeng Li & Jeremie Desgagne-Bouchard & Carl Dussault
- 2109.06995 Strategic Inventories in a Supply Chain with Downstream Cournot Duopoly
by Xiaowei Hu & Jaejin Jang & Nabeel Hamoud & Amirsaman Bajgiran
- 2109.06847 Wrapping trust for interoperability. A study of wrapped tokens
by Giulio Caldarelli
- 2109.06759 Bayesian hierarchical analysis of a multifaceted program against extreme poverty
by Louis Charlot
- 2109.06591 The impact of the COVID-19 pandemic on academic productivity
by Andrew R. Casey & Ilya Mandel & Prasun K. Ray
- 2109.06567 Gibbs posterior inference on a Levy density under discrete sampling
by Zhe Wang & Ryan Martin
- 2109.06453 Vaccination strategies and transmission of COVID-19: evidence across advanced countries
by Dongwoo Kim & Young Jun Lee
- 2109.06378 A consumption-investment model with state-dependent lower bound constraint on consumption
by Chonghu Guan & Zuo Quan Xu & Fahuai Yi
- 2109.06368 Policy Optimization Using Semi-parametric Models for Dynamic Pricing
by Jianqing Fan & Yongyi Guo & Mengxin Yu
- 2109.06354 On the meaning of the Critical Cost Efficiency Index
by Federico Echenique
- 2109.06322 Stability of the Weak Martingale Optimal Transport Problem
by Mathias Beiglbock & Benjamin Jourdain & William Margheriti & Gudmund Pammer
- 2109.06169 A General Framework to Forecast the Adoption of Novel Products: A Case of Autonomous Vehicles
by Subodh Dubey & Ishant Sharma & Sabyasachee Mishra & Oded Cats & Prateek Bansal
- 2109.06150 Nonparametric Estimation of Truncated Conditional Expectation Functions
by Tomasz Olma
- 2109.05998 Options Pricing under Bayesian MS-VAR Process
by Battulga Gankhuu
- 2109.05917 The state of health of the Russian population during the pandemic (according to sample surveys)
by Leysan Anvarovna Davletshina & Natalia Alekseevna Sadovnikova & Alexander Valeryevich Bezrukov & Olga Guryevna Lebedinskaya
- 2109.05913 {did2s}: Two-Stage Difference-in-Differences
by Kyle Butts & John Gardner
- 2109.05564 On certain representations of pricing functionals
by Carlo Marinelli
- 2109.05529 Estimating a new panel MSK dataset for comparative analyses of national absorptive capacity systems, economic growth, and development in low and middle income economies
by Muhammad Salar Khan
- 2109.05456 Matching markets with middlemen under transferable utility
by Ata Atay & Eric Bahel & Tam'as Solymosi
- 2109.05431 A note on closed-form spread option valuation under log-normal models
by Nuerxiati Abudurexiti & Kai He & Dongdong Hu & Hasanjan Sayit
- 2109.05421 Willingness to Pay to Prevent Water and Sanitation-Related Diseases Suffered by Slum Dwellers and Beneficiary Households: Evidence from Chittagong, Bangladesh
by Mohammad Nur Nobi
- 2109.05419 Cost-Benefit Analysis of Kaptai Dam in Rangamati District, Chittagong, Bangladesh
by Mohammad Nur Nobi
- 2109.05416 Estimating the Environmental Cost of Shrimp Farming in Coastal Areas of Chittagong and Coxs bazaar in Bangladesh
by Mohammad Nur Nobi & A N M Moinul Islam
- 2109.05283 Financial Trading with Feature Preprocessing and Recurrent Reinforcement Learning
by Lin Li
- 2109.05262 Global dynamics of GDP and trade
by Abhin Kakkad & Arnab K. Ray
- 2109.04920 An Alternative Approach to Evaluate American Options Price Using HJM Approach
by Kushantha Fernando & Vajira Manathunga
- 2109.04913 Adjoint Differentiation for generic matrix functions
by Andrei Goloubentsev & Dmitri Goloubentsev & Evgeny Lakshtanov
- 2109.04888 Auctioning with Strategically Reticent Bidders
by Jibang Wu & Ashwinkumar Badanidiyuru & Haifeng Xu
- 2109.04812 When Two Worlds Collide: Using Particle Physics Tools to Visualize the Limit Order Book
by Marjolein E. Verhulst & Philippe Debie & Stephan Hageboeck & Joost M. E. Pennings & Cornelis Gardebroek & Axel Naumann & Paul van Leeuwen & Andres A. Trujillo-Barrera & Lorenzo Moneta
- 2109.04793 Risk-Adjusted Valuation for Real Option Decisions
by Carol Alexander & Xi Chen & Charles Ward
- 2109.04718 Implicit Copulas: An Overview
by Michael Stanley Smith
- 2109.04583 Fair Compensation
by John E. Stovall
- 2109.04370 Protection of the Rights of Large Families as One of the Key Tasks of the State's Social Policy
by Valery Dolgov & Mattia Masolletti
- 2109.04324 A Tale of Two (and More) Altruists
by B. De Bruyne & J. Randon-Furling & S. Redner
- 2109.04225 A C\`adl\`ag Rough Path Foundation for Robust Finance
by Andrew L. Allan & Chong Liu & David J. Promel
- 2109.04214 Tsallis entropy for cross-shareholding network configurations
by Roy Cerqueti & Giulia Rotundo & Marcel Ausloos
- 2109.04154 Variable Selection for Causal Inference via Outcome-Adaptive Random Forest
by Daniel Jacob
- 2109.04058 SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator
by Benjamin Avanzi & Gregory Clive Taylor & Melantha Wang
- 2109.04001 Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures
by Saeed Marzban & Erick Delage & Jonathan Yumeng Li
- 2109.03977 Portfolio Theory and Security Investment Risk Analysis Using Coefficient of Variation: An Alternative to Mean-Variance Analysis
by Julius O. Campeci~no
- 2109.03971 Some Impossibility Results for Inference With Cluster Dependence with Large Clusters
by Denis Kojevnikov & Kyungchul Song
- 2109.03940 Optimizing timetable and network reopen plans for public transportation networks during a COVID19-like pandemic
by Yiduo Huang & Zuojun Max Shen
- 2109.03930 Matrix Completion of World Trade
by Gnecco Giorgio & Nutarelli Federico & Riccaboni Massimo
- 2109.03882 On the estimation of discrete choice models to capture irrational customer behaviors
by Sanjay Dominik Jena & Andrea Lodi & Claudio Sole
- 2109.03844 On a quantile autoregressive conditional duration model applied to high-frequency financial data
by Helton Saulo & Narayanaswamy Balakrishnan & Roberto Vila
- 2109.03773 Approximate Factor Models with Weaker Loadings
by Jushan Bai & Serena Ng
- 2109.03740 Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets
by Ravi Kashyap
- 2109.03644 Eurasian Economic Union: Current Concept and Prospects
by Larisa Kargina & Mattia Masolletti
- 2109.03546 Principal Agent Problem as a Principled Approach to Electronic Counter-Countermeasures in Radar
by Anurag Gupta & Vikram Krishnamurthy
- 2109.03541 Three fundamental problems in risk modeling on big data: an information theory view
by Jiamin Yu
- 2109.03370 Monotone Equilibrium in Matching Markets with Signaling
by Seungjin Han & Alex Sam & Youngki Shin
- 2109.03179 Contest Design with Threshold Objectives
by Edith Elkind & Abheek Ghosh & Paul Goldberg
- 2109.03061 Persuasion and Welfare
by Laura Doval & Alex Smolin
- 2109.03000 Characterization of flexible electricity in power and energy markets
by Guray Kara & Asgeir Tomasgard & Hossein Farahmand
- 2109.02946 The multilayer architecture of the global input-output network and its properties
by Rosanna Grassi & Paolo Bartesaghi & Gian Paolo Clemente & Duc Thi Luu
- 2109.02933 Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic
by Akihiko Noda
- 2109.02890 Using Satellite Imagery and Machine Learning to Estimate the Livelihood Impact of Electricity Access
by Nathan Ratledge & Gabe Cadamuro & Brandon de la Cuesta & Matthieu Stigler & Marshall Burke
- 2109.02872 Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\'evy Motions
by Dongdong Hu & Hasanjan Sayit & Svetlozar T. Rachev
- 2109.02787 Identifying the Main Factors of Iran's Economic Growth using Growth Accounting Framework
by Mohammadreza Mahmoudi
- 2109.02776 Net Buying Pressure and the Information in Bitcoin Option Trades
by Carol Alexander & Jun Deng & Jianfen Feng & Huning Wan
- 2109.02730 Sorting with Teams
by Job Boerma & Aleh Tsyvinski & Alexander P. Zimin
- 2109.02603 Semiparametric Estimation of Treatment Effects in Randomized Experiments
by Susan Athey & Peter J. Bickel & Aiyou Chen & Guido W. Imbens & Michael Pollmann
- 2109.02597 Extended Relative Maximum Likelihood Updating of Choquet Beliefs
by Xiaoyu Cheng
- 2109.02512 Optimal Lockdown Strategy in a Pandemic: An Exploratory Analysis for Covid-19
by Gopal K. Basak & Chandramauli Chakraborty & Pranab Kumar Das
- 2109.02452 Keep it green, simple and socially fair: a choice experiment on prosumers' preferences for peer to peer electricity trading in the Netherlands
by Elena Georgarakis & Thomas Bauwens & Anne-Marie Pronk & Tarek AlSkaif
- 2109.02405 Positive Stochastic Collocation for the Collocated Local Volatility Model
by Fabien Le Floc'h & Cornelis W. Oosterlee
- 2109.02360 An axiomatization of $\Lambda$-quantiles
by Fabio Bellini & Ilaria Peri
- 2109.02331 Narratives in economics
by Michael Roos & Matthias Reccius
- 2109.02177 Reaping the Rewards Later: How Education Improves Old-Age Cognition in South Africa
by Plamen Nikolov & Steve Yeh
- 2109.02134 Semi-analytical pricing of barrier options in the time-dependent $\lambda$-SABR model
by Andrey Itkin & Dmitry Muravey
- 2109.02129 Future Photovoltaic Electricity Production Targets and The Link to Consumption per Capita on The Policy Level in MENA Region
by Mostafa Abdelrashied & Dikshita Bhattacharya
- 2109.02082 Nonparametric Extrema Analysis in Time Series for Envelope Extraction, Peak Detection and Clustering
by Kaan Gokcesu & Hakan Gokcesu
- 2109.01992 Balanced House Allocation
by Xinghua Long & Rodrigo A. Velez
- 2109.01991 Optimal transport weights for causal inference
by Eric Dunipace
- 2109.01885 Incentives for Collective Innovation
by Gregorio Curello
- 2109.01852 Infinite utility: counterparts and ultimate locations
by Adam Jonsson
- 2109.01843 Model-free Portfolio Theory: A Rough Path Approach
by Andrew L. Allan & Christa Cuchiero & Chong Liu & David J. Promel
- 2109.01822 Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity
by Viktor Stojkoski & Petar Jolakoski & Arnab Pal & Trifce Sandev & Ljupco Kocarev & Ralf Metzler
- 2109.01741 A Framework for Using Value-Added in Regressions
by Antoine Deeb
- 2109.01725 Dynamic Games in Empirical Industrial Organization
by Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan
- 2109.01578 Evacuation Route Planning for Alternative Fuel Vehicles
by Denissa Sari Darmawi Purba & Eleftheria Kontou & Chrysafis Vogiatzis
- 2109.01436 Deliberative Democracy with Dilutive Voting Power Sharing
by Dimitrios Karoukis
- 2109.01214 What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models
by Andr'es Garc'ia-Medina & Toan Luu Duc Huynh3
- 2109.01046 Detection of Structural Regimes and Analyzing the Impact of Crude Oil Market on Canadian Stock Market: Markov Regime-Switching Approach
by Mohammadreza Mahmoudi & Hana Ghaneei
- 2109.01045 Analysis of taste heterogeneity in commuters travel decisions using joint parking and mode choice model: A case from urban India
by Janak Parmar & Gulnazbanu Saiyed & Sanjaykumar Dave
- 2109.01044 Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs
by Lucien Boulet
- 2109.01031 Land use change in agricultural systems: an integrated ecological-social simulation model of farmer decisions and cropping system performance based on a cellular automata approach
by Diego Ferraro & Daniela Blanco & Sebasti'an Pessah & Rodrigo Castro
- 2109.01030 Precise option pricing by the COS method--How to choose the truncation range
by Gero Junike & Konstantin Pankrashkin
- 2109.00983 Bilinear Input Normalization for Neural Networks in Financial Forecasting
by Dat Thanh Tran & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis
- 2109.00923 Auctions and Peer Prediction for Academic Peer Review
by Siddarth Srinivasan & Jamie Morgenstern
- 2109.00719 Multi-agent Bayesian Learning with Best Response Dynamics: Convergence and Stability
by Manxi Wu & Saurabh Amin & Asuman Ozdaglar
- 2109.00643 Using Temperature Sensitivity to Estimate Shiftable Electricity Demand: Implications for power system investments and climate change
by Michael J. Roberts & Sisi Zhang & Eleanor Yuan & James Jones & Matthias Fripp
- 2109.00487 Costly Multidimensional Screening
by Frank Yang
- 2109.00453 The Potential of Sufficiency Measures to Achieve a Fully Renewable Energy System -- A case study for Germany
by Elmar Zozmann & Mirjam Helena Eerma & Dylan Manning & Gro Lill {O}kland & Citlali Rodriguez del Angel & Paul E. Seifert & Johanna Winkler & Alfredo Zamora Blaumann & Seyedsaeed Hosseinioun & Leonard Goke & Mario Kendziorski & Christian von Hirschhausen
- 2109.00446 Decentralized Payment Clearing using Blockchain and Optimal Bidding
by Hamed Amini & Maxim Bichuch & Zachary Feinstein
- 2109.00435 Proceedings of KDD 2020 Workshop on Data-driven Humanitarian Mapping: Harnessing Human-Machine Intelligence for High-Stake Public Policy and Resilience Planning
by Snehalkumar & S. Gaikwad & Shankar Iyer & Dalton Lunga & Yu-Ru Lin
- 2109.00433 Closed-form portfolio optimization under GARCH models
by Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst
- 2109.00408 How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test
by M. Hashem Pesaran & Yimeng Xie
- 2109.00321 Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model
by M. Hashem Pesaran & Cynthia Fan Yang
- 2109.00314 Risk measures induced by efficient insurance contracts
by Qiuqi Wang & Ruodu Wang & Ricardas Zitikis
- 2109.00306 Multiple-prior valuation of cash flows subject to capital requirements
by Hampus Engsner & Filip Lindskog & Julie Thoegersen
- 2109.00297 Nota Sobre Algumas Interpretacoes da Teoria de Tributacao Otima
by Jose Ricardo Bezerra Nogueira
- 2109.00171 A generalized bootstrap procedure of the standard error and confidence interval estimation for inverse probability of treatment weighting
by Tenglong Li & Jordan Lawson
- 2109.00148 Multi Anchor Point Shrinkage for the Sample Covariance Matrix (Extended Version)
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Printed from https://ideas.repec.org/s/arx/papers59.html
