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Content
2025
- 2506.22440 From Model Design to Organizational Design: Complexity Redistribution and Trade-Offs in Generative AI
by Sharique Hasan & Alexander Oettl & Sampsa Samila
- 2506.22142 Optimal Benchmark Design under Costly Manipulation
by 'Angel Hernando-Veciana
- 2506.21987 Optimal Estimation of Two-Way Effects under Limited Mobility
by Xu Cheng & Sheng Chao Ho & Frank Schorfheide
- 2506.21836 Independence Axioms in Social Ranking
by Takahiro Suzuki & Michele Aleandri & Stefano Moretti
- 2506.21809 OpenAlpha: A Community-Led Adversarial Strategy Validation Mechanism for Decentralised Capital Management
by Arman Abgaryan & Utkarsh Sharma
- 2506.21775 On the hidden costs of passive investing
by Iro Tasitsiomi
- 2506.21740 Multi-to one-dimensional screening and semi-discrete optimal transport
by Omar Abdul Halim & Brendan Pass
- 2506.21651 Monetary Macro Accounting Theory
by Ren'eee Men'endez & Viktor Winschel
- 2506.21426 Evolution and determinants of firm-level systemic risk in local production networks
by Anna Mancini & Bal'azs Lengyel & Riccardo Di Clemente & Giulio Cimini
- 2506.21253 Suspense and Surprise in European Football
by Raphael Flepp & Tim Pawlowski & Travis Richardson
- 2506.21246 From On-chain to Macro: Assessing the Importance of Data Source Diversity in Cryptocurrency Market Forecasting
by Giorgos Demosthenous & Chryssis Georgiou & Eliada Polydorou
- 2506.21213 Multilevel Decomposition of Generalized Entropy Measures Using Constrained Bayes Estimation: An Application to Japanese Regional Data
by Yuki Kawakubo & Kazuhiko Kakamu
- 2506.21110 Orthogonality conditions for convex regression
by Sheng Dai & Timo Kuosmanen & Xun Zhou
- 2506.21100 Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach
by Nektarios Aslanidis & Aurelio Bariviera & George Kapetanios & Vasilis Sarafidis
- 2506.20992 Institutional Noise, Strategic Deviation, and Intertemporal Collapse: A Formal Model of Miner Behaviour under Protocol Uncertainty
by Craig Steven Wright
- 2506.20972 Wild Bootstrap Inference for Linear Regressions with Many Covariates
by Wenze Li
- 2506.20965 Rational Miner Behaviour, Protocol Stability, and Time Preference: An Austrian and Game-Theoretic Analysis of Bitcoin's Incentive Environment
by Craig Steven Wright
- 2506.20930 Quantum Reinforcement Learning Trading Agent for Sector Rotation in the Taiwan Stock Market
by Chi-Sheng Chen & Xinyu Zhang & Ya-Chuan Chen
- 2506.20925 Non-Discriminatory Personalized Pricing
by Philipp Strack & Kai Hao Yang
- 2506.20881 Modeling Income Distribution with the Gause-Witt Population Ecology System
by Marcelo B. Ribeiro
- 2506.20749 Analytic inference with two-way clustering
by Laurent Davezies & Xavier D'Haultf{oe}uille & Yannick Guyonvarch
- 2506.20631 Cost-benefit analysis of an AI-driven operational digital platform for integrated electric mobility, renewable energy, and grid management
by Arega Getaneh Abate & Xiaobing Zhang & Xiufeng Liu & Dogan Keles
- 2506.20523 Anytime-Valid Inference in Adaptive Experiments: Covariate Adjustment and Balanced Power
by Daniel Molitor & Samantha Gold
- 2506.20506 An Explicit Solution for the Problem of Optimal Investment with Random Endowment
by Michael Donisch & Christoph Knochenhauer
- 2506.20385 Empirical estimator of diversification quotient
by Xia Han & Liyuan Lin & Mengshi Zhao
- 2506.20292 Exiting National Anti-Poverty Campaign, Social Support, and Improved Mental Health
by Zhengwen Liu & Castiel Chen Zhuang & Yibo Wu
- 2506.20269 Narrative Shift Detection: A Hybrid Approach of Dynamic Topic Models and Large Language Models
by Kai-Robin Lange & Tobias Schmidt & Matthias Reccius & Henrik Muller & Michael Roos & Carsten Jentsch
- 2506.20105 Daily Fluctuations in Weather and Economic Growth at the Subnational Level: Evidence from Thailand
by Sarun Kamolthip
- 2506.20035 A Sharp and Robust Test for Selective Reporting
by Stefan Faridani
- 2506.19958 Introducing RobustiPy: An efficient next generation multiversal library with model selection, averaging, resampling, and explainable artificial intelligence
by Daniel Valdenegro Ibarra & Jiani Yan & Duiyi Dai & Charles Rahal
- 2506.19953 An experiment in price perception error
by Shawn Berry
- 2506.19856 Supervised Similarity for Firm Linkages
by Ryan Samson & Adrian Banner & Luca Candelori & Sebastien Cottrell & Tiziana Di Matteo & Paul Duchnowski & Vahagn Kirakosyan & Jose Marques & Kharen Musaelian & Stefano Pasquali & Ryan Stever & Dario Villani
- 2506.19801 The Effects of Air Pollution on Teenagers' Cognitive Performance: Evidence from School Leaving Examination in Poland
by Agata Galkiewicz
- 2506.19789 A comparative analysis of machine learning algorithms for predicting probabilities of default
by Adrian Iulian Cristescu & Matteo Giordano
- 2506.19737 Reasoning about Bounded Reasoning
by Shuige Liu & Gabriel Ziegler
- 2506.19715 Neural Functionally Generated Portfolios
by Michael Monoyios & Olivia Pricilia
- 2506.19586 Single-Index Quantile Factor Model with Observed Characteristics
by Ruofan Xu & Qingliang Fan
- 2506.19494 Benchmark-Neutral Risk-Minimization for insurance products and nonreplicable claims
by Michael Schmutz & Eckhard Platen & Thorsten Schmidt
- 2506.19450 Asymptotic Equilibrium Analysis of the Boston Mechanism
by Josue Ortega
- 2506.19345 Distributed Interview Selection for Stable Matching in Large Random Markets
by Richard Cole & Pranav Jangir
- 2506.19333 The Autonomy of the Lightning Network: A Mathematical and Economic Proof of Structural Decoupling from BTC
by Craig Steven Wright
- 2506.19294 Duality and Policy Evaluation in Distributionally Robust Bayesian Diffusion Control
by Jose Blanchet & Jiayi Cheng & Hao Liu & Yang Liu
- 2506.19255 From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design
by Jianyong Fang & Sitong Wu & Junfan Tong
- 2506.19200 Making Leveraged Exchange-Traded Funds Work for your Portfolio
by Peter Forsyth & Pieter van Staden & Yuying Li
- 2506.19176 Visibly Fair Mechanisms
by In'acio B'o & Gian Caspari & Manshu Khanna
- 2506.19056 Self-selection of Information and Belief Update: An Experiment on COVID-19 Vaccine Information Acquisition
by ChienHsun Lin & Hans H. Tung
- 2506.18947 The Persistent Effects of Peru's Mining MITA: Double Machine Learning Approach
by Alper Deniz Karakas
- 2506.18942 Advanced Applications of Generative AI in Actuarial Science: Case Studies Beyond ChatGPT
by Simon Hatzesberger & Iris Nonneman
- 2506.18937 Experiential marketing strategy and tourism demand in the contribution of the positioning of the floating islands Los Uros, Puno
by Guina Flores Montalico
- 2506.18929 International Trade and Intellectual Property
by Gaetan de Rassenfosse
- 2506.18895 Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing
by Fallou Niakh & Arthur Charpentier & Caroline Hillairet & Philipp Ratz
- 2506.18873 Broad Validity of the First-Order Approach in Moral Hazard
by Eduardo Azevedo & Ilan Wolff
- 2506.18829 The Theory of Economic Complexity
by C'esar A. Hidalgo & Viktor Stojkoski
- 2506.18794 Fair Allocation with Money: What is Your Objective?
by Noga Klein Elmalem & Rica Gonen & Erel Segal-Halevi
- 2506.18738 100-Day Analysis of USD/IDR Exchange Rate Dynamics Around the 2025 U.S. Presidential Inauguration
by Sandy H. S. Herho & Siti N. Kaban & Cahya Nugraha
- 2506.18505 An AI-powered Tool for Central Bank Business Liaisons: Quantitative Indicators and On-demand Insights from Firms
by Nicholas Gray & Finn Lattimore & Kate McLoughlin & Callan Windsor
- 2506.18426 Interim correlated rationalizability in large games
by Lukasz Balbus & Michael Greinecker & Kevin Reffett & Lukasz Wozny
- 2506.18210 American options valuation in time-dependent jump-diffusion models via integral equations and characteristic functions
by Andrey Itkin
- 2506.18188 Poverty Targeting with Imperfect Information
by Juan C. Yamin
- 2506.18147 Causal Interventions in Bond Multi-Dealer-to-Client Platforms
by Paloma Mar'in & Sergio Ardanza-Trevijano & Javier Sabio
- 2506.18068 Beyond utility: incorporating eye-tracking, skin conductance and heart rate data into cognitive and econometric travel behaviour models
by Thomas O. Hancock & Stephane Hess & Charisma F. Choudhury
- 2506.18001 An Empirical Comparison of Weak-IV-Robust Procedures in Just-Identified Models
by Wenze Li
- 2506.17997 An Axiomatization of the Random Priority Rule
by Christian Basteck
- 2506.17729 Efficient Difference-in-Differences and Event Study Estimators
by Xiaohong Chen & Pedro H. C. Sant'Anna & Haitian Xie
- 2506.17720 Wealth Thermalization Hypothesis and Social Networks
by Klaus M. Frahm & Dima L. Shepelyansky
- 2506.17660 Network Heterogeneity and Value of Information
by Kota Murayama
- 2506.17549 Predicting Stock Market Crash with Bayesian Generalised Pareto Regression
by Sourish Das
- 2506.17511 Empirical Models of the Time Evolution of SPX Option Prices
by Alessio Brini & David A. Hsieh & Patrick Kuiper & Sean Moushegian & David Ye
- 2506.17490 Social Group Bias in AI Finance
by Thomas R. Cook & Sophia Kazinnik
- 2506.17339 AI is the Strategy: From Agentic AI to Autonomous Business Models onto Strategy in the Age of AI
by Ren'e Bohnsack & Mickie de Wet
- 2506.17244 Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data
by Arif Pathan
- 2506.17239 Price equilibria with positive margins in loyal-strategic markets with discrete prices
by Gurkirat Wadhwa & Akansh Verma & Veeraruna Kavitha & Priyank Sinha
- 2506.17176 Capturing Misalignment
by Pierfrancesco Guarino & Gabriel Ziegler
- 2506.16901 Do You Know What I Mean? A Syntactic Representation for Differential Bounded Awareness
by Ani Guerdjikova & Evan Piermont & John Quiggin
- 2506.16671 A new equilibrium: COVID-19 lockdowns and WFH persistence
by Laura Ketter & Todd Morris & Lizi Yu
- 2506.16648 Optimal Regulation and Investment Incentives in Financial Networks
by Matthew O. Jackson & Agathe Pernoud
- 2506.16467 AI Plays? {\delta}-Rationality Games with Nash Equilibrium as Special Case
by Fang-Fang Tang & Yongsheng Xu
- 2506.16465 Two-Person Cooperative Games with delta-Rationality
by Fang-Fang Tang & Yongsheng Xu
- 2506.16430 Leave No One Undermined: Policy Targeting with Regret Aversion
by Toru Kitagawa & Sokbae Lee & Chen Qiu
- 2506.16355 Social Media Can Reduce Misinformation When Public Scrutiny is High
by Gavin Wang & Haofei Qin & Xiao Tang & Lynn Wu
- 2506.16334 Artificial Intelligence, Lean Startup Method, and Product Innovations
by Gavin Wang & Lynn Wu
- 2506.16264 Pricing under the Benchmark Approach
by Eckhard Platen
- 2506.16230 On Design of Representative Distributionally Robust Formulations for Evaluation of Tail Risk Measures
by Anand Deo
- 2506.16162 Long Coalition Leads to Shrink? The Roles of Tipping and Technology-Sharing in Climate Clubs
by Lei Zhu & Zhihao Yan & Hongbo Duan & Yongyang Cai & Xiaobing Zhang
- 2506.16059 The Implementability of Liberalism
by H'ector Hermida-Rivera
- 2506.16030 Learning in Random Utility Models Via Online Decision Problems
by Emerson Melo
- 2506.15723 Modern approaches to building interpretable models of the property market using machine learning on the base of mass cadastral valuation
by Irina G. Tanashkina & Alexey S. Tanashkin & Alexander S. Maksimchuik & Anna Yu. Poshivailo
- 2506.15435 Fast Learning of Optimal Policy Trees
by James Cussens & Julia Hatamyar & Vishalie Shah & Noemi Kreif
- 2506.15354 The Economic Value of Depth
by Pedro Afonso Fernandes
- 2506.15323 Minimal Stable Voting Rules
by H'ector Hermida-Rivera
- 2506.15310 Self-Equivalent Voting Rules
by H'ector Hermida-Rivera
- 2506.15305 Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance
by Qingkai Zhang & L. Jeff Hong & Houmin Yan
- 2506.15265 Binary Self-Selective Voting Rules
by H'ector Hermida-Rivera & Toygar T. Kerman
- 2506.15169 Efficient reallocation of indivisible resources: Pair-efficiency versus Pareto-efficiency
by Pinaki Mandal
- 2506.15103 How does online shopping affect offline price sensitivity?
by Shirsho Biswas & Hema Yoganarasimhan & Haonan Zhang
- 2506.15063 Upstream competition and exclusive content provision in media markets
by Kiho Yoon
- 2506.15041 Identifying economic narratives in large text corpora -- An integrated approach using Large Language Models
by Tobias Schmidt & Kai-Robin Lange & Matthias Reccius & Henrik Muller & Michael Roos & Carsten Jentsch
- 2506.14998 On the relationship between prediction intervals, tests of sharp nulls and inference on realized treatment effects in settings with few treated units
by Luis Alvarez & Bruno Ferman
- 2506.14849 The Pharmaceutical Price Regulation Crisis: Implications on Antidepressant Access for Low-Income Americans
by Nicole Hodrosky & Gabriel Cacho & Faiza Ahmed & Rohana Mudireddy & Yapin Wen & Kymora Nembhard & Michael Yan
- 2506.14664 An advanced reliability reserve incentivizes flexibility investments while safeguarding the electricity market
by Franziska Klaucke & Karsten Neuhoff & Alexander Roth & Wolf-Peter Schill & Leon Stolle
- 2506.14614 Pricing options on the cryptocurrency futures contracts
by Julia Ko'nczal
- 2506.14612 On Quantum BSDE Solver for High-Dimensional Parabolic PDEs
by Howard Su & Huan-Hsin Tseng
- 2506.14553 Robust Hedging of American Options via Aggregated Snell Envelopes
by Marco Rodrigues
- 2506.14413 Smart contracts and reaction-function games
by Jens Gudmundsson & Jens Leth Hougaard
- 2506.14321 Heterogeneous economic growth vulnerability across Euro Area countries under stressed scenarios
by Claudio Lissona & Esther Ruiz
- 2506.14286 Optimal Incentive for Regulated Production
by Benhao Du & Thomas Treillard & Francois Wang
- 2506.14102 Numerical evaluation of deliberative discussions of the UK food system: stimuli, demographics, and opinion reversion
by John Buckell & Thomas Hancock
- 2506.14099 A break from the norm? Parametric representations of preference heterogeneity for discrete choice models in health
by John Buckell & Alice Wreford & Matthew Quaife & Thomas O. Hancock
- 2506.14078 Machine Learning-Based Estimation of Monthly GDP
by Yonggeun Jung
- 2506.14030 The Bones and Shapes of the Phillips Curve
by Hanyuan Jiang
- 2506.14019 Causal Mediation Analysis with Multiple Mediators: A Simulation Approach
by Jesse Zhou & Geoffrey T. Wodtke
- 2506.13967 High-Dimensional Spatial-Plus-Vertical Price Relationships and Price Transmission: A Machine Learning Approach
by Mindy L. Mallory & Rundong Peng & Meilin Ma & H. Holly Wang
- 2506.13936 The Anatomy of Value Creation: Input-Output Linkages, Policy Shifts, and Economic Impact in India's Mobile Phone GVC
by Sourish Dutta
- 2506.13896 Life cycle assessment tools for road design: analysing linearity assumptions
by Nikolaos Kalyviotis
- 2506.13840 High Socioeconomic Status is Associated with Diverse Consumption across Brands and Price Levels
by Yuanmo He & Milena Tsvetkova
- 2506.13839 Towards an Approach for Evaluating the Impact of AI Standards The use case of entity resolution
by Julia Lane
- 2506.13682 Gradient Boosting for Spatial Regression Models with Autoregressive Disturbances
by Michael Balzer
- 2506.13531 Identification of Impulse Response Functions for Nonlinear Dynamic Models
by Christian Gourieroux & Quinlan Lee
- 2506.13520 Production Function Estimation without Invertibility: Imperfectly Competitive Environments and Demand Shocks
by Ulrich Doraszelski & Lixiong Li
- 2506.13435 Choquet rating criteria, risk measures, and risk consistency
by Nan Guo & Ruodu Wang & Chenxi Xia & Jingping Yang
- 2506.13382 Varying reference-point salience
by Alex Krumer & Felix Otto & Tim Pawlowski
- 2506.13313 Large Language Models as 'Hidden Persuaders': Fake Product Reviews are Indistinguishable to Humans and Machines
by Weiyao Meng & John Harvey & James Goulding & Chris James Carter & Evgeniya Lukinova & Andrew Smith & Paul Frobisher & Mina Forrest & Georgiana Nica-Avram
- 2506.13257 Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models
by David Kohns & Tibor Szendrei
- 2506.13113 Dynamic Reinsurance Treaty Bidding via Multi-Agent Reinforcement Learning
by Stella C. Dong & James R. Finlay
- 2506.13016 Inequality's Economic and Social Roots: the Role of Social Networks and Homophily
by Matthew O. Jackson
- 2506.12979 Who and How? Adverse Selection and flexible Moral Hazard
by Henrique Castro-Pires & Deniz Kattwinkel & Jan Knoepfle
- 2506.12976 Does Medicaid Expansion Lead to Income Adjustment? Evidence from the Survey of Income Program Participation
by Mingjian Li
- 2506.12920 Quantile Peer Effect Models
by Aristide Houndetoungan
- 2506.12855 Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
by Erum Iftikhar & Wei Wei & John Cartlidge
- 2506.12792 Prosocial Design in Trust and Safety
by David Gruning & Julia Kamin
- 2506.12765 Rethinking Distributional IVs: KAN-Powered D-IV-LATE & Model Choice
by Charles Shaw
- 2506.12694 Implied Probabilities and Volatility in Credit Risk: A Merton-Based Approach with Binomial Trees
by Jagdish Gnawali & Abootaleb Shirvani & Svetlozar T. Rachev
- 2506.12604 Selling Certification, Content Moderation, and Attention
by Heski Bar-Isaac & Rahul Deb & Matthew Mitchell
- 2506.12587 Dynamic allocation: extremes, tail dependence, and regime Shifts
by Yin Luo & Sheng Wang & Javed Jussa
- 2506.12584 Small Volatility Approximation and Multi-Factor HJM Models
by V. M. Belyaev
- 2506.12575 Who's in? Household-targeted Government Policies and the Role of Financial Literacy in Market Participation
by Maria Elena Filippin
- 2506.12569 Moment Restrictions for Nonlinear Panel Data Models with Feedback
by St'ephane Bonhomme & Kevin Dano & Bryan S. Graham
- 2506.12546 Circular Directional Flow Decomposition of Networks
by Marc Homs-Dones & Robert S. MacKay & Bazil Sansom & Yijie Zhou
- 2506.12510 Credit risk for large portfolios of green and brown loans: extending the ASRF model
by Alessandro Ramponi & Sergio Scarlatti
- 2506.12416 Perfect Secrecy in the Wild: A Characterization
by Costas Cavounidis & Massimiliano Furlan & Alkis Georgiadis-Harris
- 2506.12337 Artificial Intelligence in Team Dynamics: Who Gets Replaced and Why?
by Xienan Cheng & Mustafa Dogan & Pinar Yildirim
- 2506.12318 A House Monotone, Coherent, and Droop Proportional Ranked Candidate Voting Method
by Ross Hyman
- 2506.12281 A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem
by Bixing Qiao & Jianfeng Zhang
- 2506.12225 Optimal treatment assignment rules under capacity constraints
by Keita Sunada & Kohei Izumi
- 2506.12215 Partial identification via conditional linear programs: estimation and policy learning
by Eli Ben-Michael
- 2506.12167 Nondistortionary belief elicitation
by Marcin Pk{e}ski & Colin Stewart
- 2506.12110 EconGym: A Scalable AI Testbed with Diverse Economic Tasks
by Qirui Mi & Qipeng Yang & Zijun Fan & Wentian Fan & Heyang Ma & Chengdong Ma & Siyu Xia & Bo An & Jun Wang & Haifeng Zhang
- 2506.12093 Intelligent Automation for FDI Facilitation: Optimizing Tariff Exemption Processes with OCR And Large Language Models
by Muhammad Sukri Bin Ramli
- 2506.12068 Introducing the PIT-plot -- a new tool in the portfolio manager's toolkit
by Stig-Johan Wiklund & Magnus Ytterstad
- 2506.11960 Evaluating Program Sequences with Double Machine Learning: An Application to Labor Market Policies
by Fabian Muny
- 2506.11921 Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance
by Kai-Yuan Chen & Kai-Hsin Chen & Jyh-Shing Roger Jang
- 2506.11858 Parenthood Penalty in Russia: Evidence from Exogenous Variation in Family Size
by Vadim Ustyuzhanin
- 2506.11843 Multi-dimensional queue-reactive model and signal-driven models: a unified framework
by Emmanouil Sfendourakis
- 2506.11838 Mean Field Games without Rational Expectations
by Benjamin Moll & Lenya Ryzhik
- 2506.11813 Optimal Execution under Liquidity Uncertainty
by Etienne Chevalier & Yadh Hafsi & Vathana Ly Vath & Sergio Pulido
- 2506.11695 Digital payment policy impact analysis on the intention to use QRIS (quick response code Indonesian standard) during COVID-19 pandemic
by Wishnu Badrawani
- 2506.11694 Structural Representations and Identification of Marginal Policy Effects
by Zhixin Wang & Yu Zhang & Zhengyu Zhang
- 2506.11663 Identification and Inference of Partial Effects in Sharp Regression Kink Designs
by Zhixin Wang & Zhengyu Zhang
- 2506.11660 What Pareto-Efficiency Adjustments Cannot Fix
by Josue Ortega & Gabriel Ziegler & R. Pablo Arribillaga & Geng Zhao
- 2506.11551 Let the Tree Decide: FABART A Non-Parametric Factor Model
by Sofia Velasco
- 2506.11405 Rethinking Competition as a Non-Beneficial Mechanism in Economic Systems
by Marcelo S. Tedesco & Gonzalo Marquez
- 2506.11313 Experimenting with Networks
by Arun G. Chandrasekhar & Matthew O. Jackson
- 2506.11061 Probabilistic Assessment of Engineered Timber Reusability after Moisture Exposure
by Yiping Meng & Chulin Jiang & Courtney Jayne Scurr & Farzad Pour Rahimian & David Hughes
- 2506.10864 Rethinking Growth: An Extension of the Solow-Swan Model
by Timothy F. Power & Roman G. Smirnov
- 2506.10817 On the Weak Error for Local Stochastic Volatility Models
by Peter K. Friz & Benjamin Jourdain & Thomas Wagenhofer & Alexandre Zhou
- 2506.10690 Inference on panel data models with a generalized factor structure
by Juan M. Rodriguez-Poo & Alexandra Soberon & Stefan Sperlich
- 2506.10663 Cursed Equilibria and Knightian Uncertainty in a Trading Game
by Jurek Preker
- 2506.10640 Asymmetric price adjustment over the business cycle
by Daniel Levy & Haipeng & Chen & Sourav Ray & Elliot Charette & Xiao Ling & Weihong Zhao & Mark Bergen & Avichai Snir
- 2506.10546 Nowcasting the euro area with social media data
by Konstantin Boss & Luigi Longo & Luca Onorante
- 2506.10537 The pursuit of happiness
by Debora Princepe & Onofrio Mazzarisi & Erol Akcay & Simon A. Levin & Matteo Marsili
- 2506.10480 Getting Explicit Instruction Right
by Richard Holden & Fabio I. Martinenghi
- 2506.10369 An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia
by Wishnu Badrawani
- 2506.10340 Seeding an Uncertain Technology
by Eric Gao
- 2506.10103 S-shaped Utility Maximization with VaR Constraint and Partial Information
by Dongmei Zhu & Ashley Davey & Harry Zheng
- 2506.09915 How much is too much? Measuring divergence from Benford's Law with the Equivalent Contamination Proportion (ECP)
by Manuel Cano-Rodriguez
- 2506.09875 The COVID-19 Inflation Weighting in Israel
by Jonathan Benchimol & Itamar Caspi & Yuval Levin
- 2506.09868 Measuring Communication Quality of Interest Rate Announcements
by Jonathan Benchimol & Itamar Caspi & Sophia Kazinnik
- 2506.09851 Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets
by Md. Yeasin Rahat & Rajan Das Gupta & Nur Raisa Rahman & Sudipto Roy Pritom & Samiur Rahman Shakir & Md Imrul Hasan Showmick & Md. Jakir Hossen
- 2506.09760 The Additive Bachelier model with an application to the oil option market in the Covid period
by Roberto Baviera & Michele Domenico Massaria
- 2506.09666 Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity
by Yu Hao & Hiroyuki Kasahara
- 2506.09664 Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier
by Pascal Michaillat
- 2506.09575 Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections
by Tom Boot & Bart Keijsers
- 2506.09330 TrendFolios: A Portfolio Construction Framework for Utilizing Momentum and Trend-Following In a Multi-Asset Portfolio
by Joseph Lu & Randall R Rojas & Fiona C. Yeung & Patrick D. Convery
- 2506.09311 A causal evaluation of Bogota's cable car illustrates the transformative potential of mobile phone data for policy analysis
by Elena Lutz & Sam Heroy & David Kaufmann & Neave O'Clery
- 2506.09291 Competition Complexity in Multi-Item Auctions: Beyond VCG and Regularity
by Hedyeh Beyhaghi & Linda Cai & Yiding Feng & Yingkai Li & S. Matthew Weinberg
- 2506.09168 Export proceeds repatriation policies: A shield against exchange rate volatility in emerging markets?
by Sondang Marsinta Uli Panggabean & Mahjus Ekananda & Beta Yulianita Gitaharie & Leslie Djuranovik
- 2506.09080 FinHEAR: Human Expertise and Adaptive Risk-Aware Temporal Reasoning for Financial Decision-Making
by Jiaxiang Chen & Mingxi Zou & Zhuo Wang & Qifan Wang & Dongning Sun & Chi Zhang & Zenglin Xu
- 2506.08992 Optimal hedging of an informed broker facing many traders
by Philippe Bergault & Pierre Cardaliaguet & Wenbin Yan
- 2506.08950 Fragility in Average Treatment Effect on the Treated under Limited Covariate Support
by Mengqi Li
- 2506.08914 Testing Shape Restrictions with Continuous Treatment: A Transformation Model Approach
by Arkadiusz Szyd{l}owski
- 2506.08762 EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements
by Issa Sugiura & Takashi Ishida & Taro Makino & Chieko Tazuke & Takanori Nakagawa & Kosuke Nakago & David Ha
- 2506.08718 Price Discovery in Cryptocurrency Markets
by Juan Plazuelo Pascual & Carlos Tardon Rubio & Juan Toro Cebada & Angel Hernando Veciana
- 2506.08656 Can knowledge reclassification accelerate technological innovation?
by Peter Persoon
- 2506.08638 Industrial Flexibility Investment Under Uncertainty: A Multi-Stage Stochastic Framework Considering Energy and Reserve Market Participation
by Amund Norland & Lasse Skare & Ole Jakob Viken & Stian Backe
- 2506.08573 Designing funding rates for perpetual futures in cryptocurrency markets
by Jaehyun Kim & Hyungbin Park
- 2506.08209 Valuing Diffuse Global Public Goods from Satellite Constellations: Evidence from GPS and Airline Delays
by Lev Ricanati
- 2506.08206 Unmasking inequility: socio-economic determinants and gender disparities in Maharashtra and India's health outcomes -- Insights from NFHS-5
by Sharmishtha Raghuvanshi & Supriya Sanjay Nikam & Manisha Karne & Satyanarayan Kishan Kothe
- 2506.08131 Balanced Area Deprivation Index (bADI): Enhancing social determinants of health indices to strengthen their association with healthcare clinical outcomes, utilization and costs
by Mohammad Amin Morid & Robert E Tillman & Eran Halperin