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Content
2026
- 2605.17275 A Hybrid Gaussian Process Regression Framework for Stable Volatility-Covariance Estimation: Evidence from Global Equity Indices
by Ujjwala Vadrevu
- 2605.17142 On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition
by Akmal Xodarev
- 2605.17117 Geometric Observables for Financial Regime Detection
by Will Hammond
- 2605.17100 Distributional Decomposition of Consumption Inequality Change During COVID-19
by Utkarsh Anand & Xin Liu
- 2605.17090 Reputation Effects: Robustness and Fragility
by Allen Vong
- 2605.17086 Global Automation Atlas
by Prashant Garg & Tommaso Crosta & Jasmin Baier
- 2605.17068 Nonparametric Bayesian Policy Learning
by Haonan Ye
- 2605.17052 Asymptotic Variance Theory for Trimmed Least Squares and Trimmed Least Absolute Deviations in Censored Panel Models with Fixed Effects
by Denis Chetverikov & Jesper R. -V. ~S{o}rensen & Bo Honor'e
- 2605.16926 Meta-Bayesian Nash Equilibrium: Existence via Kakutani's Fixed Point Theorem
by Madjid Eshaghi Gordji & Esmaiel Abounoori & Mohamadali Berahman
- 2605.16866 Heavy Tails and Predictive Ability Testing
by Jonas F. Frederiksen & Muneya Matsui & Rasmus S. Pedersen
- 2605.16862 Wage Rigidity, Exchange Rate Regimes, and Inflation Persistence in Transition Economies: A Cohort-Based Institutional Approach
by Stefan Tanevski & Marjan Petreski
- 2605.16808 Dissipation of Debt Financing Privilege on Corporate AI Washing: Evidence from China
by Congluo Xu & Jiuyue Liu & Xiangsheng Zheng & Ziyang Li
- 2605.16703 Designing Persuasive Experiments
by Karun Adusumilli & Abhi Vemulapati
- 2605.16699 Your SaaS Is an Insurance Product: A Modeling Framework
by Caio Gomes
- 2605.16695 Supply Chain Coordination Mechanism Design: Consensus Planning Protocol Meets Vickrey-Clarke-Groves Mechanism
by Dirk Bergemann & Garrett van Ryzin & Jiaxuan Li
- 2605.16613 Beyond Sentiment Classification: A Generative Framework for Emotion Intensity Evaluation in Text
by Francesco A. Fabozzi & Dasol Kim & William N. Goetzmann
- 2605.16593 Policy Learning with Observational Data: The Case of Hepatitis C Treatment for HIV/HCV Co-Infected Patients
by Raphael Langevin
- 2605.16532 Boundedly Rational Meta-Learning in Sequential Consumer Choice
by Mehrzad Khosravi & Max Kleiman-Weiner & Hema Yoganarasimhan
- 2605.16448 On the Expected Maximum Deficit and the Optimal Allocation of Reserves
by Claude Lefevre & Pierre Zuyderhoff
- 2605.16334 How War Distorts International Trade: Gravity-Model Evidence from Europe after the Russia-Ukraine Conflict
by Luigi Capoani & Margarita Shnaider & Piergiorgio Martini
- 2605.16324 Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
by Eshwar Sai Kandimalla & Sravan Chowdary Kankanala & Sumana Bhimineni & Hem Sundhar Korukunda & Vivek Yelleti
- 2605.16064 Misspecified Estimate-then-Optimize Leads to Supra-Competitive Prices
by Jackie Baek & Vivek F. Farias & Farrell Wu
- 2605.15991 Quantum Futures Interactive: A Live Demonstration of Post-Quantum Blockchain Security, Infrastructure Tradeoffs, and Sustainable Distributed Trust
by Dongping Liu & Aoyu Zhang & Luyao Zhang
- 2605.15966 Quasi-Bayesian Local Projection Instrumental-Variables Method: Application to Renewable Energy and Electricity Prices
by Masahiro Tanaka
- 2605.15902 Tweedie's Formula and Score-Driven Updating
by Peter Reinhard Hansen & Chen Tong
- 2605.15778 Clearing in Liability Networks via Sheaves on Directed Hypergraphs
by Robert Ghrist
- 2605.15767 Market Makers and Risk Aversion: A Hamiltonian Approach to the Excess Volatility Puzzle
by Will Hicks
- 2605.15746 The Privacy Subsidy: Kyle's $\lambda$ under Noise-Perturbed Order-Flow Observation
by Yuki Nakamura
- 2605.15644 Dynamic Macroeconomics with Multiple Regimes
by Jorge R. Ch'avez F
- 2605.15614 When Redistribution Becomes a State Variable: Monetary-Fiscal Stabilization with Type-Specific Sticky Wages
by Kenji Miyazaki
- 2605.15405 Estimating Social Norm Complementarities
by Eliana La Ferrara & Cheaheon Lim & Davide Viviano
- 2605.15358 Double Descent and Benign Overfitting in Macroeconomic Forecasting
by Andrea Carriero & Florian Huber & Davide Pettenuzzo
- 2605.15230 EnergyAgentBench: Benchmarking LLM Agents on Live Energy Infrastructure Data
by Eliseo Curcio
- 2605.15217 Fair outputs, Biased Internals: Causal Potency and Asymmetry of Latent Bias in LLMs for High-Stakes Decisions
by Jagdish Tripathy & Marcus Buckmann
- 2605.15210 TradeMech: A Method to Multilaterally Net Trades Without Altering Counterparty Exposure
by Daniel Aronoff & Robert M. Townsend & Madars Virza
- 2605.15119 Identification and Estimation of Staggered Difference-in-Differences with Network Spillovers
by Hayato Tagawa
- 2605.15115 A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects
by Tymon S{l}oczy'nski & Liyang Sun & S. Derya Uysal
- 2605.15092 Monetary Policy in the Media Spotlight: Sentiments, Signals, and Economic Impact
by Firmin Ayivodji & Etienne Briand & Kevin Moran & Dalibor Stevanovic
- 2605.14976 Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields
by Samuel Mod'ee & Yushu Li & Sjur Westgaard & Stein Andreas Bethuelsen
- 2605.14575 The Asset Price Channel of Monetary Policy: Evidence from Regional Stock-Market Developments in the Successor States of Former Yugoslavia
by Stefan Tanevski
- 2605.14493 Deep Learning for Solving and Estimating Dynamic Models in Economics and Finance
by Simon Scheidegger
- 2605.14485 Efficient liability assignment under shock propagation
by Jens Gudmundsson & Jens Leth Hougaard & Kohmei Makihara & Alexandros Rigos
- 2605.14400 Partial Identification of the Valuation Distribution in Sequential English Auctions
by Dongwoo Kim & Kyoo il Kim & Pallavi Pal
- 2605.14019 Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization
by Irene Aldridge
- 2605.13998 Synthetic American Option Pricing via Jump-HMM-Driven Heston Implied Volatility
by Julia Sun & Zheyu Jin & Jiawei Zhang & Jeffrey D. Varner
- 2605.13866 AI Alignment Amplifies the Role of Race, Gender, and Disability in Hiring Decisions
by Ze Wang & Guobin Shen & Michael Thaler
- 2605.13679 How many parents does it take? Parental time allocation and the effectiveness of fertility subsidies
by Jackie Dajin Young & Marwil J. Davila-Fernandez
- 2605.13407 Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by Namhyoung Kim & Jae Wook Song
- 2605.13362 Constitutional Governance in Metric Spaces
by Ehud Shapiro & Nimrod Talmon
- 2605.13320 The fine structure of electricity price volatility
by Thomas K. Kloster & Fred Espen Benth
- 2605.13222 Extended Scenario Bundle Analysis: A Formal Framework for Strategic Scenario Modeling
by Thomas Pitz & Vin'icius Ferraz
- 2605.13039 Pitfall of Precision in Noisy Signaling
by Shuhua Si & Yangfan Zhou
- 2605.12977 Enhancing a Risk Model by Adding Transient Statistical Factors
by Alexandros E. Tzikas & Emmanuel J. Cand`es & Trevor Hastie & Stephen P. Boyd & Mykel J. Kochenderfer & Ronald N. Kahn
- 2605.12802 Strategically Analogous Mechanisms
by Joseph Feffer & Filip Tokarski
- 2605.12764 Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage
by Fusheng Luo & H'elyette Geman
- 2605.12698 Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing population
by Jennifer Alonso-Garcia & Caroline Hillairet & Sarah Kaakai & Mohamed Mrad
- 2605.12676 Ballot Exhaustion in Multiwinner Single Transferable Vote Elections
by David McCune & E. E. Naber
- 2605.12559 Coordination Failures and Stackelberg Leadership in Housing Development with Network Effects
by Vaibhav Rangan
- 2605.12551 Analyzing the Impact of Release Season and Production Budget on Movie Revenue and Profitability
by Mohammad Jalili Torkamani & Pedro Gomes & Amirmohammad Sadeghnejad & Jason Le
- 2605.12547 The Payment Heterogeneity Index: An Integrated Unsupervised Framework for High-Volume Procurement Oversight and Decision Support
by Kyriakos Christodoulides
- 2605.12532 AgenticAITA: A Proof-Of-Concept About Deliberative Multi-Agent Reasoning for Autonomous Trading Systems
by Ivan Letteri
- 2605.12508 Interoperability Effects: Extending DeFi Lending Risk Models to Multi-Chain Environments
by Hasret Ozan Sevim
- 2605.12284 A Grid-Rate Condition for Valid Uniform Inference
by Emmanuel Selorm Tsyawo
- 2605.12250 The P behind Q: Empirical Evidence from Physical Drift in Put-Call Parity
by Useong Shin
- 2605.12189 A deep learning approach for pricing convertible bonds with path-dependent reset and call provisions
by Qinwen Zhu & Wen Chen & Nicolas Langren'e
- 2605.12151 RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
by Arati U. Kamat
- 2605.12142 Nonlinear filtering with stochastic discontinuities
by Thorsten Schmidt & F'elix B. Tambe-Ndonfack
- 2605.12099 Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
by Patrick Woitschig & Mike West
- 2605.12094 Bayesian Persuasion with a Risk-Conscious Receiver
by Yujing Chen
- 2605.11736 Approximate Strategyproofness in Approval-based Budget Division
by Haris Aziz & Patrick Lederer & Jeremy Vollen
- 2605.11717 On convergence of the Mayer problems arising in the theory of financial markets with transaction cost
by Yuri Kabanov & Artur Sidorenko
- 2605.11645 GeomHerd: A Forward-looking Herding Quantification via Ricci Flow Geometry on Agent Interactive Simulations
by Lake Yang & Junwei Su & Jingfeng Zeng & Wenhao Lu & Xingzhi Qian & Weitong Zhang & Chuan Wu & Dunhong Jin
- 2605.11640 Fill-Side Non-Retail Trading on Polymarket: An Empirical Study of Behavioral Tiers and Microstructure Signatures Under Quote-Attribution Constraints
by Maksym Nechepurenko
- 2605.11423 A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
by Mathias Mesfin
- 2605.11350 Human-AI Productivity Paradoxes: Modeling the Interplay of Skill, Effort, and AI Assistance
by Ali Aouad & Thodoris Lykouris & Huiying Zhong
- 2605.11263 Optimal Control of the Ethena Yield-Bearing Stablecoin
by Matthew Lorig
- 2605.11200 The Epistemic Risk of Risk: A Modal Framework for Quantitative Risk Management
by Hirbod Assa
- 2605.11180 The Value of Information: A Puzzle
by Ohad Kadan & Asaf Manela
- 2605.11157 The Price of Proportional Representation in Temporal Voting
by Nicholas Teh
- 2605.10842 Higher-Order Neyman Orthogonality in Moment-Condition Models
by St'ephane Bonhomme & Koen Jochmans & Whitney K. Newey & Martin Weidner
- 2605.10505 A Theory of Multilevel Interactive Equilibrium in NeuroAI
by Zhe Sage Chen & Quanyan Zhu
- 2605.10495 Robust Bayes Acts under Prior Perturbations: Contamination, Stability, and Selection Paths
by Christoph Jansen & Georg Schollmeyer
- 2605.10486 Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
by Maksym Nechepurenko
- 2605.10447 Statistical Model Checking of the Keynes+Schumpeter Model: A Transient Sensitivity Analysis of a Macroeconomic ABM
by Stefano Blando & Giorgio Fagiolo & Mauro Napoletano & Tania Treibich & Andrea Vandin
- 2605.10428 A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
by Maksym Nechepurenko
- 2605.10400 Resolution-Aware Perpetual Futures on Binary Prediction Markets: An Empirical Risk-Design Framework Using Polymarket Data
by Maksym Nechepurenko
- 2605.10291 Generative AI Fuels Solo Entrepreneurship, but Teams Still Lead at the Top
by Hyunso Kim & Hyo Kang & Jaeyong Song
- 2605.10066 On the modeling assumptions of Historical Simulation for Value-at-Risk
by Bjorn Lofdahl Grelsson
- 2605.10060 Skill Premia and Pre-Marital Investments in Marriage Markets
by Aditya Kuvalekar
- 2605.09747 The Matching Function: A Unified Look into the Black Box
by Georgios Angelis & Yann Bramoull'e
- 2605.09740 LGB+: A Macroeconomic Forecasting Road Test
by Philippe Goulet Coulombe
- 2605.09712 Quantifying the Risk-Return Tradeoff in Forecasting
by Philippe Goulet Coulombe
- 2605.09642 From Expansion to Consolidation: Socio-Spatial Contagion Dynamics in Off-Grid PV Adoption
by Roni Blushtein-Livnon & Tal Svoray & Itay Fischhendler & Havatzelet Yahel & Emir Galilee
- 2605.09310 Beyond ESG Scores: Learning Dynamic Constraints for Sequential Portfolio Optimization
by Xin Li & Yan Ke & Longbing Cao
- 2605.09182 On the probability distribution of long-term changes in the growth rate of the global economy: An outside view
by David Roodman
- 2605.09145 Engineering Economy: A New Paradigm for Escaping the Middle-Income Trap
by Mustafa Ergen
- 2605.09136 On the Possibility of Informationally Inefficient Markets Without Noise
by Mattthijs Breugem
- 2605.09123 The Engineering of Skew: A Path-Dependent Framework for Asymmetric Volatility Management
by Gregory A. Fanous
- 2605.09083 Changing the Game: Status-Quo Inertia, Institutional Design, and Equilibrium Transition
by Madjid Eshaghi Gordji & Esmaiel Abounoori & Mohamadali Berahman
- 2605.09061 A Market-Rule-Informed Neural Network for Efficient Imbalance Electricity Price Forecasting
by Runyao Yu & Julia Lin & Derek W. Bunn & Jochen Stiasny & Wentao Wang & Yujie Chen & Tara Esterl & Peter Palensky & Jochen L. Cremer
- 2605.09029 Secret Communication with Plausible Deniability
by Xiaoyu Cheng & Yonggyun Kim & Michael P. H. Tam
- 2605.08991 Sufficient conditions for a Heuristic Rating Estimation Method application
by Jacek Szybowski & Konrad Ku{l}akowski & Jiri Mazurek
- 2605.08989 Aggregating Elo Ratings: An Axiomatization
by Mehmet Mars Seven
- 2605.08812 Little Impact of ChatGPT Availability on High School Student Test Score Performance
by Nick Huntington-Klein
- 2605.08788 The Phase Structure of Metallic Money: An MPTT Framework for the Spanish Price Revolution
by Ran Huang
- 2605.08782 Nowcasting Italian Municipal Income with Nightlights: A Deep Learning Approach
by Massimo Giannini
- 2605.08726 The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States
by Fei Ren & Miao-Miao Yi & Zhang-Hangjian Chen & Xiang Gao
- 2605.08551 Nonparametric Empirical Bayes Confidence Intervals
by Zhen Xie
- 2605.08422 Rolling-Origin Conformal Prediction under Local Stationarity and Weak Dependence
by Stanis{l}aw M. S. Halkiewicz
- 2605.08071 Vibe Econometrics and the Analysis Contract
by Lydia Ashton
- 2605.07996 Nash without Numbers: A Social Choice Approach to Mixed Equilibria in Context-Ordinal Games
by Ian Gemp & Crystal Qian & Marc Lanctot & Kate Larson
- 2605.07671 The Endogeneity of Miscalibration: Impossibility and Escape in Scored Reporting
by Lauri Lov'en & Sasu Tarkoma
- 2605.07558 Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach
by Kuo-Ping Chang
- 2605.07528 Aggregate Stable Matching with Money Burning
by Alfred Galichon & Yu-Wei Hsieh & Antoine Jacquet
- 2605.07469 Coordination Mechanisms with Partially Specified Probabilities
by Francesco Giordano
- 2605.07404 Self-normalized tests for multistep conditional predictive ability
by Qitong Chen & Shuwen Lai
- 2605.07377 Mental Health and Human Capital Composition in a Dynastic OLG Model with PAYG Pensions
by Sushmita Kumari & Siddharth Gavhale
- 2605.07352 Corporate transparency and the disposition effect
by Siliu Chen & Fei Ren
- 2605.07065 Causal EpiNets: Precision-corrected Bounds on Individual Treatment Effects using Epistemic Neural Networks
by Gandharv Patil & Keyi Tang & Raquel Aoki & Leo Guelman
- 2605.06987 Response Time Enhances Alignment with Heterogeneous Preferences
by Federico Echenique & Alireza Fallah & Baihe Huang & Michael I. Jordan
- 2605.06818 Modeling Dynamic Correlation Matrices with Shrinkage Priors
by Daniel Andrew Coulson & David S. Matteson & Martin T. Wells
- 2605.06757 Introducing Feedback Thinking and System Dynamics Modeling in Economics Education
by Oleg V. Pavlov & Robert Y. Cavana & I. David Wheat & Khalid Saeed & Michael J. Radzicki & Brian C. Dangerfield
- 2605.06721 A Simple Method for School Choice Lotteries
by Yasunori Okumura
- 2605.06688 American Options Pricing under Heston Model via Curriculum Learning in Coupled PINNs
by Rohan & Siddanth Shetty & Amit N. Kumar
- 2605.06686 Robustness of Refugee-Matching Gains to Off-Policy Evaluation Choices
by Kirk Bansak & Elisabeth Paulson & Dominik Rothenhausler & Jeremy Ferwerda & Jens Hainmueller & Michael Hotard
- 2605.06678 A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
by Antoine Heranval & Olivier Lopez & Didier Ngatcha & Daniel Nkameni
- 2605.06677 Extrema, Barrier Options, and Semi-Analytic Leverage Corrections in Stochastic-Clock Volatility Models
by Tristan Guillaume
- 2605.06670 Stochastic Policy Gradient Methods in the Uncertain Volatility Model
by Lokman A Abbas-Turki & Jean-Franc{c}ois Chassagneux & Jean-Philippe Lemor & Gr'egoire Loeper & Simon Sananes
- 2605.06604 A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula
by Adil Reghai & Lama Tarsissi & G'erard Biau & Alex Lipton
- 2605.06570 SNAPO: Smooth Neural Adjoint Policy Optimization for Optimal Control via Differentiable Simulation
by Dmitri Goloubentsev & Natalija Karpichina
- 2605.06525 Sustaining Cooperation in Populations Guided by AI: A Folk Theorem for LLMs
by Jonathan Shaki & Eden Hartman & Sarit Kraus & Yonatan Aumann
- 2605.06491 Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
by Hugo Freeman & Dennis Kristensen
- 2605.06482 Scaling the Queue: Reinforcement Learning for Equitable Call Classification Capacity in NYC Municipal Complaint Systems
by Irene Aldridge & Ellie Bae & Siddhesh Darak & Nicholas Donat & Akhil Fernando-Bell & Bella Ge & Nicholas Goguen-Compagnoni & Ishita Gupta & Ali Hasan & Pierce Hoenigman & Imran Isa-Dutse & Jiwon Jeong & Tishya Khanna & Neha Konduru & Yixuan Liu & Kai Maeda & Nolan McKenna & Karl Muller & Farzaan Naeem & Rishabh Patel & Zachary Sheldon & Ammar Syed & Nathan Tai & Michael Twersky & Haoying Wang & Zening Wang & Zexun Yao & Nadav Yochman
- 2605.06451 Counterexamples to EFX for Submodular and Subadditive Valuations
by Simon Mackenzie & Mashbat Suzuki
- 2605.06438 Neural-Actuarial Longevity Forecasting: Anchoring LSTMs for Explainable Risk Management
by Davide Rindori
- 2605.06411 Cascading disruptions in natural gas, fertilizers, and crops drive structural food supply vulnerabilities globally
by Pavel Kiparisov & Christian Folberth
- 2605.06405 Funding-Aware Optimal Market Making for Perpetual DEXs
by Nam Anh Le
- 2605.06386 Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning
by Masahiro Kato
- 2605.06281 INEUS: Iterative Neural Solver for High-Dimensional PIDEs
by Jean-Loup Dupret & Davide Gallon & Patrick Cheridito
- 2605.06220 Numerical methods for lambda quantiles: robust evaluation and portfolio optimisation
by Ilaria Peri & Linus Wunderlich
- 2605.05898 Migration-Driven Demographic Changes: effects on local communities in the canton of Fribourg
by Emma Bacci
- 2605.05814 Does social media information affect individual investor disposition effect? Evidence from Xueqiu
by Siliu Chen & Fei Ren
- 2605.05739 Multi-Dimensional Behavioral Evaluation of Agentic Stock Prediction Systems Using Large Language Model Judges with Closed-Loop Reinforcement Learning Feedback
by Mohammad Al Ridhawi & Mahtab Haj Ali & Hussein Al Osman
- 2605.05609 Optimal Contextual Pricing under Agnostic Non-Lipschitz Demand
by Jianyu Xu & Yu-Xiang Wang
- 2605.05578 Artificial Aesthetics: The Implicit Economics of Valuing AI-Generated Text
by Arbaaz Karim
- 2605.05521 An Axiomatic Foundation for Decisions with Counterfactual Utility
by Benedikt Koch & Kosuke Imai & Tomasz Strzalecki
- 2605.05456 Estimator Averaging of Local Projection and VAR Impulse Responses
by Chaoyi Chen & Elena Pesavento & Balazs Vonnak
- 2605.05404 Causal State-Dependent Local Projections
by Joel M. David & Raffaella Giacomini & Xiyu Jiao & Weining Wang
- 2605.05376 Frustrated Dynamics of Distance Matrices
by Igor Halperin
- 2605.05211 A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective
by Olivia Zhang & Zhilin Zhang
- 2605.05140 A Practical Guide to Strip Caplet Volatilities
by Fabien Le Floc'h
- 2605.05127 The Demand Externality of Automation
by Erhan Bayraktar
- 2605.05089 Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
by Anatoly Krestenko & Mikhail Butov & Rostislav Berezovskiy & Danila Bolotin
- 2605.05056 MSE-Optimal Difference-in-Differences Estimator
by Yamato Igarashi
- 2605.05037 Approximate Operator Inversion for Average Effects in Nonlinear Panel Models
by Jad Beyhum & Geert Dhaene & Cavit Pakel & Martin Weidner
- 2605.04961 Efficient GMM and Weighting Matrix under Misspecification
by Byunghoon Kang
- 2605.04771 It's complicated: A Non-parametric Test of Preference Stability between Singles and Couples
by Stefan Hubner
- 2605.04707 Lithium enrichment threatens to curb fusion deployment
by Samuel H. Ward & Richard J. Pearson & Thomas B. Scott & Niek J. Lopes Cardozo
- 2605.04690 Learning Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterization
by Jan Rovirosa & Jesse Schmolze
- 2605.04592 Scalable Structural Estimation of Networked Infrastructure: Exact Decomposition for Localized Coordination
by L. Kaili Diamond & Ben Gilbert
- 2605.04522 DAO-enabled decentralized physical AI: A new paradigm for human-machine collaboration
by Mark C. Ballandies & Florian Spychiger & Uwe Serdult & Claudio J. Tessone
- 2605.04479 ESG as Priced Crash Insurance: State-Dependent Tail Risk and Deconfounding Evidence
by Jiayu Yi & Minxuan Hu & Wenxi Sun & Ziheng Chen
- 2605.04336 The Adversarial Discount -- AI, Signal Correlation, and the Cybersecurity Arms Race
by James W. Bono
- 2605.04207 Optimal Semiparametric Dynamic Pricing with Feature Diversity
by Jinhang Chai & Yaqi Duan & Jianqing Fan & Kaizheng Wang
- 2605.04124 Design-Based Variance Estimation for Modern Heterogeneity-Robust Difference-in-Differences Estimators
by Isaac Gerber
- 2605.04004 Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
by Mathias Mesfin
- 2605.03997 Uncertainty Quantification in Forecast Comparisons
by Marc-Oliver Pohle & Tanja Zahn & Sebastian Lerch
- 2605.03980 Do Venture Capitalists Beat Random Allocation?
by Max Sina Knicker & Jean-Philippe Bouchaud & Michael Benzaquen
- 2605.03966 The Real Interest Rate as a Control Variable in the Open Economy
by Carlos Esteban Posada & Liz Londo~no-Sierra
- 2605.03881 Fiscal Aggregation and the Limits of IS--LM--BP: Derivations, Aggregation Bias and Reproducible Adversarial Simulations
by Ricardo Alonzo Fernandez Salguero
- 2605.03767 Did US Worker Retraining Reduce Participant Automation Exposure?
by Julian Jacobs & Jordan Canedy
- 2605.03703 Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility
by Sohaib El Karmi
- 2605.03699 Doubly Robust Instrumented Difference-in-Differences
by Jonas Skjold Raaschou-Pedersen
- 2605.03621 Going Public: Communication in Collective Decisions
by Zhicheng Du & Yingkai Li & Boli Xu
- 2605.03310 Coordination as an Architectural Layer for LLM-Based Multi-Agent Systems
by Maksym Nechepurenko & Pavel Shuvalov
- 2605.03307 Unsecured Lending via Delegated Underwriting
by Diego Estevez
- 2605.03210 Human-Provenance Verification should be Treated as Labor Infrastructure in AI-Saturated Markets
by Erin McGurk & David Khachaturov
- 2605.03204 Estimating peer effects in noisy, low-rank networks via network smoothing
by Alex Hayes & Keith Levin
- 2605.03184 Single-Period Portfolio Selection via Information Projection
by Bo-Yu Yang & Michael Gastpar
- 2605.03082 Market-implied time to transition to a low-carbon economy: a stochastic modelling and inference framework
by Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji & Ilaria Stefano
- 2605.02974 PHBench: A Benchmark for Predicting Startup Series A Funding from Product Hunt Launch Signals
by Yagiz Ihlamur & Ben Griffin & Rick Chen
- 2605.02865 Uncountably many conditionally inaccessible decisions exist in every finite probability space
by Zal'an Gyenis & Mikl'os R'edei & Leszek Wro'nski
- 2605.02817 Equilibrium Stability and Uniqueness with a Large Number of Commodities and Patient Consumers
by Xinyang Wang
- 2605.02776 Truthful Communication and Exclusive Information Clubs
by Paolo Pin
- 2605.02756 Misspecified beliefs and the evolution of peer pressure
by Paolo Pin & Roberto Rozzi
- 2605.02681 The Design and Composition of Structural Causal Decision Processes
by Sebastian Benthall & Alan Lujan
- 2605.02680 The Rise of Negative Earnings and Demand Shifting Investment
by Jacob Toner Gosselin & Dalton Rongxuan Zhang
- 2605.02666 Pareto frontier of portfolio investment under volatility uncertainty and short-sale constraints market
by Jing He & Shuzhen Yang
- 2605.02598 What Jobs Can AI Learn? Measuring Exposure by Reinforcement Learning
by Philip Moreira Tomei & Bouke Klein Teeselink
- 2605.02436 Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol
by Tomav{z} Fleischman & Ethan Buchman
- 2605.02414 Prior-Free Sample Size Design for Test-and-Roll Experiments
by Kentaro Kawato & Shosei Sakaguchi
- 2605.02354 Compound Attrition Games: A Unified Model for Inter- and Intra-Coalition Rivalry
by Madjid Eshaghi Gordji & Mohamad Ali Berahman
- 2605.02326 Large-Scale Asset Selection via Metric Dependence with Enriched High Frequency Information
by Yangzhou Chen & Shuaida He & Xin Chen
- 2605.02311 Analysis of interactive fixed effects dynamic linear panel regression with measurement error
by Nayoung Lee & Hyungsik Roger Moon & Martin Weidner
- 2605.02287 Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
by Maksym Nechepurenko
- 2605.02286 Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
by Maksym Nechepurenko
- 2605.02248 Statistics of a multi-factor function from its Fourier transform
by Matthew A. Herman & Stephen Doro
- 2605.02085 Fast Monte-Carlo
by Irene Aldridge
Printed from https://ideas.repec.org/s/arx/papers6.html