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Content
2021
- 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)
by Hubeyb Gurdogan & Alec Kercheval
- 2109.00130 Evaluation of the importance of criteria for the selection of cryptocurrencies
by Natalia A. Van Heerden & Juan B. Cabral & Nadia Luczywo
- 2109.00100 Proceedings of KDD 2021 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 & Elizabeth Bondi
- 2109.00064 Controlled Measure-Valued Martingales: a Viscosity Solution Approach
by Alexander M. G. Cox & Sigrid Kallblad & Martin Larsson & Sara Svaluto-Ferro
- 2108.13914 Look Who's Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default
by Lisa Crosato & Caterina Liberati & Marco Repetto
- 2108.13707 Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters
by Wenjie Wang & Yichong Zhang
- 2108.13687 The Game Theory of Fake News
by Alexander J. Stewart & Antonio A. Arechar & David G. Rand & Joshua B. Plotkin
- 2108.13671 Is happiness u-shaped in age everywhere? A methodological reconsideration for Europe
by David Bartram
- 2108.13552 A Tutorial on Time-Dependent Cohort State-Transition Models in R using a Cost-Effectiveness Analysis Example
by Fernando Alarid-Escudero & Eline M. Krijkamp & Eva A. Enns & Alan Yang & M. G. Myriam Hunink & Petros Pechlivanoglou & Hawre Jalal
- 2108.13506 Submission Fees in Risk-Taking Contests
by Mark Whitmeyer
- 2108.13500 On the link between monetary and star-shaped risk measures
by Marlon Moresco & Marcelo Brutti Righi
- 2108.13474 Fuzzy Conventions
by Marcin Pk{e}ski
- 2108.13356 The global polarisation of remote work
by Fabian Braesemann & Fabian Stephany & Ole Teutloff & Otto Kassi & Mark Graham & Vili Lehdonvirta
- 2108.13315 Economic and environmental impacts of ballast water management on Small Island Developing States and Least Developed Countries
by Zhaojun Wang & Amanda M. Countryman & James J. Corbett & Mandana Saebi
- 2108.13072 Iterated and exponentially weighted moving principal component analysis
by Paul Bilokon & David Finkelstein
- 2108.12910 Dual representations of quasiconvex compositions with applications to systemic risk
by c{C}au{g}{i}n Ararat & Mucahit Aygun
- 2108.12744 Estimating Endogenous Coalitional Mergers: Merger Costs and Assortativeness of Size and Specialization
by Suguru Otani
- 2108.12633 Uncertainty in Mechanism Design
by Giuseppe Lopomo & Luca Rigotti & Chris Shannon
- 2108.12598 Utility indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation
by Pedro Polvora & Daniel Sevcovic
- 2108.12572 Unidirectional substitutes and complements
by Chao Huang
- 2108.12547 Dynamic Selection in Algorithmic Decision-making
by Jin Li & Ye Luo & Xiaowei Zhang
- 2108.12542 Robust PCA Synthetic Control
by Mani Bayani
- 2108.12419 Revisiting Event Study Designs: Robust and Efficient Estimation
by Kirill Borusyak & Xavier Jaravel & Jann Spiess
- 2108.12347 An economic decision-making model of anticipated surprise with dynamic expectation
by Ho Ka Chan & Taro Toyoizumi
- 2108.12217 A continuous space model of new economic geography with a quasi-linear log utility function
by Kensuke Ohtake
- 2108.12042 Price modelling under generalized fractional Brownian motion
by Axel A. Araneda
- 2108.12025 Who Cares More? Allocation with Diverse Preference Intensities
by Pietro Ortoleva & Evgenii Safonov & Leeat Yariv
- 2108.11998 Asymptotically optimal strategies in a diffusion approximation of a repeated betting game
by Mikhail Zhitlukhin
- 2108.11921 A Time-Varying Network for Cryptocurrencies
by Li Guo & Wolfgang Karl Hardle & Yubo Tao
- 2108.11915 Cooling Measures and Housing Wealth: Evidence from Singapore
by Wolfgang Karl Hardle & Rainer Schulz & Taojun Sie
- 2108.11892 Dynamics of Wealth Inequality in Simple Artificial Societies
by John C. Stevenson
- 2108.11755 Market Crash Prediction Model for Markets in A Rational Bubble
by HyeonJun Kim
- 2108.11736 The Continuity Postulate in Economic Theory: A Deconstruction and an Integration
by Metin Uyanik & M. Ali Khan
- 2108.11732 Ensuring Transport Security; Features of Legal Regulation
by Vitaly Khrustalev & Mattia Masolletti
- 2108.11631 Unihedge -- A decentralized market prediction platform
by Marko Corn & Nejc Rov{z}man
- 2108.11545 Identification of Peer Effects using Panel Data
by Marisa Miraldo & Carol Propper & Christiern Rose
- 2108.11344 Refugees and Host State Security: An Empirical Investigation of Rohingya Refuge in Bangladesh
by Sarwar J. Minar
- 2108.11318 Long-term, Short-term and Sudden Event: Trading Volume Movement Prediction with Graph-based Multi-view Modeling
by Liang Zhao & Wei Li & Ruihan Bao & Keiko Harimoto & YunfangWu & Xu Sun
- 2108.11294 Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale
by Paul Hunermund & Beyers Louw & Itamar Caspi
- 2108.11287 Prevention of Terrorist Crimes in the North Caucasus Region
by Ivan Kucherkov & Mattia Masolletti
- 2108.11268 Single-peaked domains with designer uncertainty
by Aroon Narayanan
- 2108.11177 Influential News and Policy-making
by Federico Vaccari
- 2108.11141 Moving average options: Machine Learning and Gauss-Hermite quadrature for a double non-Markovian problem
by Ludovic Gouden`ege & Andrea Molent & Antonino Zanette
- 2108.10984 Crypto Wash Trading
by Lin William Cong & Xi Li & Ke Tang & Yang Yang
- 2108.10982 Financing Entrepreneurship and Innovation in China
by Lin William Cong & Charles M. C. Lee & Yuanyu Qu & Tao Shen
- 2108.10538 Fritz John's equation in mechanism design
by Alfred Galichon
- 2108.10504 Deep Signature FBSDE Algorithm
by Qi Feng & Man Luo & Zhaoyu Zhang
- 2108.10453 Continuous Treatment Recommendation with Deep Survival Dose Response Function
by Jie Zhu & Blanca Gallego
- 2108.10418 On the Efficiency of 5(4) RK-Embedded Pairs with High Order Compact Scheme and Robin Boundary Condition for Options Valuation
by Chinonso Nwankwo & Weizhong Dai
- 2108.10403 Robust Risk-Aware Reinforcement Learning
by Sebastian Jaimungal & Silvana Pesenti & Ye Sheng Wang & Hariom Tatsat
- 2108.10250 Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia
by Sung Hoon Choi
- 2108.10244 Effect of Share Capital on Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange
by David Haritone Shikumo
- 2108.10176 Multivariate self-exciting jump processes with applications to financial data
by Heidar Eyjolfsson & Dag Tj{o}stheim
- 2108.10109 Gender Differences in the Cost of Corrections in Group Work
by Yuki Takahashi
- 2108.10075 Minimizing ruin probability under dependencies for insurance pricing
by Ragnar Levy Gudmundarson & Manuel Guerra & Alexandra Bugalho de Moura
- 2108.10065 Previs\~ao dos pre\c{c}os de abertura, m\'inima e m\'axima de \'indices de mercados financeiros usando a associa\c{c}\~ao de redes neurais LSTM
by Gabriel de Oliveira Guedes Nogueira & Marcel Otoboni de Lima
- 2108.09985 Continuous-time Portfolio Optimization for Absolute Return Funds
by Masashi Ieda
- 2108.09981 Welfare Effects of Labor Income Tax Changes on Married Couples: A Sufficient Statistics Approach
by Egor Malkov
- 2108.09763 Community Detection in Cryptocurrencies with Potential Applications to Portfolio Diversification
by J. Gavin & M. Crane
- 2108.09750 Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets
by Jakob Albers & Mihai Cucuringu & Sam Howison & Alexander Y. Shestopaloff
- 2108.09690 The changing dynamics of HIV/AIDS during the Covid-19 pandemic in the Rohingya refugee camps in Bangladesh a call for action
by Muhammad Anwar Hossain & Iryna Zablotska-Manos
- 2108.09580 Ex-post implementation with interdependent values
by Saurav Goyal & Aroon Narayanan
- 2108.09520 Inference in high-dimensional regression models without the exact or $L^p$ sparsity
by Jooyoung Cha & Harold D. Chiang & Yuya Sasaki
- 2108.09438 A Maximum Entropy Copula Model for Mixed Data: Representation, Estimation, and Applications
by Subhadeep & Mukhopadhyay
- 2108.09400 Regression Discontinuity Designs
by Matias D. Cattaneo & Rocio Titiunik
- 2108.09265 Efficient Online Estimation of Causal Effects by Deciding What to Observe
by Shantanu Gupta & Zachary C. Lipton & David Childers
- 2108.09083 A Theoretical Analysis of the Stationarity of an Unrestricted Autoregression Process
by Varsha S. Kulkarni
- 2108.09035 Sensitivity of Optimal Retirement Problem to Liquidity Constraints
by Guodong Ding & Daniele Marazzina
- 2108.09029 Assessment of waterfront office redevelopment plan on optimal building energy demand and rooftop photovoltaics for urban decarbonization
by Younghun Choi & Takuro Kobashi & Yoshiki Yamagata & Akito Murayama
- 2108.09014 Bermudan option pricing by quantum amplitude estimation and Chebyshev interpolation
by Koichi Miyamoto
- 2108.08999 Deep Sequence Modeling: Development and Applications in Asset Pricing
by Lin William Cong & Ke Tang & Jingyuan Wang & Yang Zhang
- 2108.08818 Discriminating modelling approaches for Point in Time Economic Scenario Generation
by Rui Wang
- 2108.08816 Regional disparities in Social Mobility of India
by Anuradha Singh
- 2108.08465 A Partial Order on Preference Profiles
by Wayne Yuan Gao
- 2108.08366 Risk Preferences in Time Lotteries
by Yonatan Berman & Mark Kirstein
- 2108.08229 Tilted Platforms: Rental Housing Technology and the Rise of Urban Big Data Oligopolies
by Geoff Boeing & Max Besbris & David Wachsmuth & Jake Wegmann
- 2108.08097 Why North Korean Refugees are Reluctant to Compete: The Roles of Cognitive Ability
by Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae Lee
- 2108.07937 The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model
by Ben Boukai
- 2108.07924 Stochastic loss reserving with mixture density neural networks
by Muhammed Taher Al-Mudafer & Benjamin Avanzi & Greg Taylor & Bernard Wong
- 2108.07888 Wealth disparities and economic flow: Assessment using an asset exchange model with the surplus stock of the wealthy
by Takeshi Kato & Yoshinori Hiroi
- 2108.07847 Economists' erroneous estimates of damages from climate change
by Stephen Keen & Timothy M. Lenton & Antoine Godin & Devrim Yilmaz & Matheus Grasselli & Timothy J. Garrett
- 2108.07806 Simulation and estimation of an agent-based market-model with a matching engine
by Ivan Jericevich & Patrick Chang & Tim Gebbie
- 2108.07615 Analysis of Data Mining Process for Improvement of Production Quality in Industrial Sector
by Hamza Saad & Nagendra Nagarur & Abdulrahman Shamsan
- 2108.07455 Causal Inference with Noncompliance and Unknown Interference
by Tadao Hoshino & Takahide Yanagi
- 2108.07424 Choice by Rejection
by Bhavook Bhardwaj & Kriti Manocha
- 2108.07380 InfoGram and Admissible Machine Learning
by Subhadeep Mukhopadhyay
- 2108.07372 Density Sharpening: Principles and Applications to Discrete Data Analysis
by Subhadeep Mukhopadhyay
- 2108.07348 Elephants or Goldfish? An Empirical Analysis of Carrier Reciprocity in Dynamic Freight Markets
by Angela Acocella & Chris Caplice & Yossi Sheffi
- 2108.07218 Strategic Exploration for Innovation
by Shangen Li
- 2108.07163 Causal Impact Of European Union Emission Trading Scheme On Firm Behaviour And Economic Performance: A Study Of German Manufacturing Firms
by Nitish Gupta & Jay Shah & Satwik Gupta & Ruchir Kaul
- 2108.07146 Dynamic Monopoly Pricing With Multiple Varieties: Trading Up
by Stefan Buehler & Nicolas Eschenbaum
- 2108.07116 Study Of German Manufacturing Firms: Causal Impact Of European Union Emission Trading Scheme On Firm Behaviour And Economic Performance
by Nitish Gupta & Ruchir Kaul & Satwik Gupta & Jay Shah
- 2108.07047 Expected Values for Variable Network Games
by Subhadip Chakrabarti & Loyimee Gogoi & Robert P Gilles & Surajit Borkotokey & Rajnish Kumar
- 2108.07035 Adaptive Gradient Descent Methods for Computing Implied Volatility
by Yixiao Lu & Yihong Wang & Tinggan Yang
- 2108.06965 $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs
by Zaineb Mezdoud & Carsten Hartmann & Mohamed Riad Remita & Omar Kebiri
- 2108.06940 Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory
by Zuo Quan Xu
- 2108.06655 Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach
by Yanwei Jia & Xun Yu Zhou
- 2108.06593 G3M Impermanent Loss Dynamics
by Nassib Boueri
- 2108.06587 Stable and extremely unequal
by Alfred Galichon & Octavia Ghelfi & Marc Henry