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Content
2021
- 2104.00029 Models and numbers: Representing the world or imposing order?
by Matthias Kaiser & Tatjana Buklijas & Peter Gluckman
- 2103.17255 Subsidising Inclusive Insurance to Reduce Poverty
by Jos'e Miguel Flores-Contr'o & Kira Henshaw & Sooie-Hoe Loke & S'everine Arnold & Corina Constantinescu
- 2103.17203 Universal Prediction Band via Semi-Definite Programming
by Tengyuan Liang
- 2103.16977 Solving Heterogeneous General Equilibrium Economic Models with Deep Reinforcement Learning
by Edward Hill & Marco Bardoscia & Arthur Turrell
- 2103.16918 A survey of electricity spot and futures price models for risk management applications
by Thomas Deschatre & Olivier F'eron & Pierre Gruet
- 2103.16908 Dimension reduction of open-high-low-close data in candlestick chart based on pseudo-PCA
by Wenyang Huang & Huiwen Wang & Shanshan Wang
- 2103.16894 Mobility Functional Areas and COVID-19 Spread
by Stefano Maria Iacus & Carlos Santamaria & Francesco Sermi & Spyridon Spyratos & Dario Tarchi & Michele Vespe
- 2103.16879 Optimal class assignment problem: a case study at Gunma University
by Akifumi Kira & Kiyohito Nagano & Manabu Sugiyama & Naoyuki Kamiyama
- 2103.16800 Optimal Retirement Time and Consumption with the Variation in Habitual Persistence
by Lin He & Zongxia Liang & Yilun Song & Qi Ye
- 2103.16681 On-Chain Auctions with Deposits
by Jan Christoph Schlegel & Akaki Mamageishvili
- 2103.16452 On a Standard Method for Measuring the Natural Rate of Interest
by Daniel Buncic
- 2103.16451 Robustifying Conditional Portfolio Decisions via Optimal Transport
by Viet Anh Nguyen & Fan Zhang & Shanshan Wang & Jose Blanchet & Erick Delage & Yinyu Ye
- 2103.16409 Deep Hedging of Derivatives Using Reinforcement Learning
by Jay Cao & Jacky Chen & John Hull & Zissis Poulos
- 2103.16388 Text Mining of Stocktwits Data for Predicting Stock Prices
by Mukul Jaggi & Priyanka Mandal & Shreya Narang & Usman Naseem & Matloob Khushi
- 2103.16330 The lattice of worker-quasi-stable matchings
by Agustin G. Bonifacio & Nadia Guinazu & Noelia Juarez & Pablo Neme & Jorge Oviedo
- 2103.16264 On Capital Allocation for a Risk Measure Derived from Ruin Theory
by Guusje Delsing & Michel Mandjes & Peter Spreij & Erik Winands
- 2103.16118 The Formation of Global Free Trade Agreement
by Akira Okada & Yasuhiro Shirata
- 2103.16049 Technological Leapfrogging and Manufacturing Value-added in sub-Saharan African (1990-2018)
by Segun Michael Ojo & Edward Oladipo Ogunleye
- 2103.15790 Star-shaped Risk Measures
by Erio Castagnoli & Giacomo Cattelan & Fabio Maccheroni & Claudio Tebaldi & Ruodu Wang
- 2103.15777 Functional structure in production networks
by Carolina Mattsson & Frank W. Takes & Eelke M. Heemskerk & Cees Diks & Gert Buiten & Albert Faber & Peter M. A. Sloot
- 2103.15544 When to end a lock down? How fast must vaccination campaigns proceed in order to keep health costs in check?
by Claudius Gros & Thomas Czypionka & Daniel Gros
- 2103.15400 Research on Portfolio Liquidation Strategy under Discrete Times
by Qixuan Luo & Yu Shi & Handong Li
- 2103.15310 Monte Carlo algorithm for the extrema of tempered stable processes
by Jorge Ignacio Gonz'alez C'azares & Aleksandar Mijatovi'c
- 2103.15304 A Comparative Evaluation of Predominant Deep Learning Quantified Stock Trading Strategies
by Haohan Zhang
- 2103.15302 Analytic formula for option margin with liquidity costs under dynamic delta hedging
by Kyungsub Lee & Byoung Ki Seo
- 2103.15298 Empirical Welfare Maximization with Constraints
by Liyang Sun
- 2103.15232 Portfolio Optimization with Sparse Multivariate Modelling
by Pier Francesco Procacci & Tomaso Aste
- 2103.15183 How has labour market power evolved? Comparing labour market monopsony in Peru and the United States
by Jorge Davalos & Ekkehard Ernst
- 2103.15096 Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models
by Jaydip Sen & Sidra Mehtab
- 2103.14859 Drivers of academic engagement in public-private research collaboration: an empirical study
by Giovanni Abramo & Ciriaco Andrea D'Angelo
- 2103.14857 Public-private research collaborations: longitudinal field-level analysis of determinants, frequency and impact
by Giovanni Abramo & Francesca Apponi & Ciriaco Andrea D'Angelo
- 2103.14769 Replicating Market Makers
by Guillermo Angeris & Alex Evans & Tarun Chitra
- 2103.14762 Public transport users versus private vehicle users: differences about quality of service, satisfaction and attitudes toward public transport in Madrid (Spain)
by Juan de O~na & Esperanza Est'evez & Rocio de O~na
- 2103.14626 Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data
by Zhaoxing Gao & Ruey S. Tsay
- 2103.14619 Inequality, Identity, and Partisanship: How redistribution can stem the tide of mass polarization
by Alexander J. Stewart & Joshua B. Plotkin & Nolan McCarty
- 2103.14593 Reliability of MST identification in correlation-based market networks
by V. A. Kalyagin & A. P. Koldanov & P. A. Koldanov
- 2103.14592 Isolating the impact of trading on grid frequency fluctuations
by Benjamin Schafer & Marc Timme & Dirk Witthaut
- 2103.14506 Asset Selection via Correlation Blockmodel Clustering
by Wenpin Tang & Xiao Xu & Xun Yu Zhou
- 2103.14379 Evolutionary Strategies with Analogy Partitions in p-guessing Games
by Aymeric Vie
- 2103.14372 A Genetic Algorithm approach to Asymmetrical Blotto Games with Heterogeneous Valuations
by Aymeric Vie
- 2103.14351 A Natural Adaptive Process for Collective Decision-Making
by Florian Brandl & Felix Brandt
- 2103.14298 Superiority of mild interventions against COVID-19 on public health and economic measures
by Makoto Niwa & Yasushi Hara & Yusuke Matsuo & Hodaka Narita & Lim Yeongjoo & Shintaro Sengoku & Kota Kodama
- 2103.14220 Amnesty Policy and Elite Persistence in the Postbellum South: Evidence from a Regression Discontinuity Design
by Jason Poulos
- 2103.14173 Perov's Contraction Principle and Dynamic Programming with Stochastic Discounting
by Alexis Akira Toda
- 2103.14144 Dynamic Posted-Price Mechanisms for the Blockchain Transaction Fee Market
by Matheus V. X. Ferreira & Daniel J. Moroz & David C. Parkes & Mitchell Stern
- 2103.14081 Stock price forecast with deep learning
by Firuz Kamalov & Linda Smail & Ikhlaas Gurrib
- 2103.14080 Forecasting with Deep Learning: S&P 500 index
by Firuz Kamalov & Linda Smail & Ikhlaas Gurrib
- 2103.14079 Domain Specific Concept Drift Detectors for Predicting Financial Time Series
by Filippo Neri
- 2103.14063 Addressing spatial dependence in technical efficiency estimation: A Spatial DEA frontier approach
by Julian Ramajo & Miguel A. Marquez & Geoffrey J. D. Hewings
- 2103.13977 Testing for threshold effects in the TARMA framework
by Greta Goracci & Simone Giannerini & Kung-Sik Chan & Howell Tong
- 2103.13965 Putting a price on tenure
by Thiago Marzagao
- 2103.13806 Robust Portfolio Selection Problems: A Comprehensive Review
by Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi
- 2103.13801 Low emission zones: Effects on alternative-fuel vehicle uptake and fleet CO2 emissions
by Jens F. Peters & Mercedes Burguillo & Jose M. Arranz
- 2103.13789 Spatial-SIR with Network Structure and Behavior: Lockdown Rules and the Lucas Critique
by Alberto Bisin & Andrea Moro
- 2103.13784 A perturbed utility route choice model
by Mogens Fosgerau & Mads Paulsen & Thomas Kj{ae}r Rasmussen
- 2103.13773 Multi-asset optimal execution and statistical arbitrage strategies under Ornstein-Uhlenbeck dynamics
by Philippe Bergault & Fayc{c}al Drissi & Olivier Gu'eant
- 2103.13737 Understanding the Paradox of Primary Health Care Use: Empirical Evidence from India
by Pramod Kumar Sur
- 2103.13712 Efficiency and Stability in a Process of Teams Formation
by Leonardo Boncinelli & Alessio Muscillo & Paolo Pin
- 2103.13507 Intraday trading strategy based on time series and machine learning for Chinese stock market
by Q. Wang & Y. Zhou & J. Shen
- 2103.13369 Phase transition of the monotonicity assumption in learning local average treatment effects
by Yinchu Zhu
- 2103.13297 Making it normal for new enrollments: Effect of institutional and pandemic influence on selecting an engineering institution under the COVID-19 pandemic situation
by Prashant Mahajan & Vaishali Patil
- 2103.13294 Modeling of crisis periods in stock markets
by Apostolos Chalkis & Emmanouil Christoforou & Theodore Dalamagkas & Ioannis Z. Emiris
- 2103.13273 Co-Creation of Innovative Gamification Based Learning: A Case of Synchronous Partnership
by Nicholas Dacre & Vasilis Gkogkidis & Peter Jenkins
- 2103.13259 Mostly electric assisted airplanes (MEAP) for regional aviation: A South Asian perspective
by Vinamra Chaturvedi
- 2103.13252 Pricing Energy Derivatives in Markets Driven by Tempered Stable and CGMY Processes of Ornstein-Uhlenbeck Type
by Piergiacomo Sabino
- 2103.13229 Simple Diagnostics for Two-Way Fixed Effects
by Pamela Jakiela
- 2103.13199 An investigation of higher order moments of empirical financial data and the implications to risk
by Luke De Clerk & Sergey Savel'ev
- 2103.12936 Online Market Equilibrium with Application to Fair Division
by Yuan Gao & Christian Kroer & Alex Peysakhovich
- 2103.12832 How to Motivate and Engage Generation Clash of Clans at Work? Emergent Properties of Business Gamification Elements in the Digital Economy
by Nicholas Dacre & Panos Constantinides & Joe Nandhakumar
- 2103.12812 The Current Chinese Global Supply Chain Monopoly and the Covid-19 Pandemic
by George Rapciewicz Jr. & Donald Buresh
- 2103.12804 Conveying Value via Categories
by Paula Onuchic & Debraj Ray
- 2103.12779 Identification at the Zero Lower Bound
by Sophocles Mavroeidis
- 2103.12732 SoK: Decentralized Exchanges (DEX) with Automated Market Maker (AMM) Protocols
by Jiahua Xu & Krzysztof Paruch & Simon Cousaert & Yebo Feng
- 2103.12648 How Many Online Workers are there in the World? A Data-Driven Assessment
by Otto Kassi & Vili Lehdonvirta & Fabian Stephany
- 2103.12551 Deep Learning for Exotic Option Valuation
by Jay Cao & Jacky Chen & John Hull & Zissis Poulos
- 2103.12503 The international forward guidance transmission under a global liquidity trap
by Daisuke Ida & Hirokuni Iiboshi
- 2103.12461 Cryptocurrency Dynamics: Rodeo or Ascot?
by Konstantin Hausler & Wolfgang Karl Hardle
- 2103.12419 Volume-Centred Range Bars: Novel Interpretable Representation of Financial Markets Designed for Machine Learning Applications
by Artur Sokolovsky & Luca Arnaboldi & Jaume Bacardit & Thomas Gross
- 2103.12374 What Do We Get from Two-Way Fixed Effects Regressions? Implications from Numerical Equivalence
by Shoya Ishimaru
- 2103.12345 The Success of AdaBoost and Its Application in Portfolio Management
by Yijian Chuan & Chaoyi Zhao & Zhenrui He & Lan Wu
- 2103.12193 Understanding Factors that Influence Upskilling
by Eduardo Laguna-Muggenburg & Monica Bhole & Michael Meaney
- 2103.12159 Mental Health and Abortions among Young Women: Time-varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions
by Lena Janys & Bettina Siflinger
- 2103.12138 The Shared Cost of Pursuing Shareholder Value
by Michele Fioretti & Victor Saint-Jean & Simon C. Smith
- 2103.12122 Moving from Linear to Conic Markets for Electricity
by Anubhav Ratha & Pierre Pinson & H'el`ene Le Cadre & Ana Virag & Jalal Kazempour
- 2103.11952 Uncovering Bias in Order Assignment
by Darren Grant
- 2103.11948 Deep Hedging: Learning Risk-Neutral Implied Volatility Dynamics
by Hans Buehler & Phillip Murray & Mikko S. Pakkanen & Ben Wood
- 2103.11933 PatentSBERTa: A Deep NLP based Hybrid Model for Patent Distance and Classification using Augmented SBERT
by Hamid Bekamiri & Daniel S. Hain & Roman Jurowetzki
- 2103.11869 Robust Orthogonal Machine Learning of Treatment Effects
by Yiyan Huang & Cheuk Hang Leung & Qi Wu & Xing Yan
- 2103.11772 The black hole of logistics costs of digitizing commodity money
by Boliang Lin & Ruixi Lin
- 2103.11753 To vote, or not to vote: on the epidemiological impact of electoral campaigns at the time of COVID-19
by Davide Cipullo & Marco Le Moglie
- 2103.11734 American options in the Volterra Heston model
by Etienne Chevalier & Sergio Pulido & Elizabeth Z'u~niga
- 2103.11706 Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles
by M. Merz & R. Richman & T. Tsanakas & M. V. Wuthrich
- 2103.11557 Optimal exit decision of venture capital under time-inconsistent preferences
by Yanzhao Li & Ju'e Guo & Yongwu Li & Xu Zhang
- 2103.11547 Grand challenges and emergent modes of convergence science
by Alexander M. Petersen & Mohammed E. Ahmed & Ioannis Pavlidis
- 2103.11504 Purchase history and product personalization
by Laura Doval & Vasiliki Skreta
- 2103.11459 Support Vector Regression Parameters Optimization using Golden Sine Algorithm and its application in stock market
by Mohammadreza Ghanbari & Mahdi Goldani
- 2103.11458 The Stable Marriage Problem: an Interdisciplinary Review from the Physicist's Perspective
by Enrico Maria Fenoaltea & Izat B. Baybusinov & Jianyang Zhao & Lei Zhou & Yi-Cheng Zhang
- 2103.11455 A Deep Deterministic Policy Gradient-based Strategy for Stocks Portfolio Management
by Huanming Zhang & Zhengyong Jiang & Jionglong Su
- 2103.11435 A deep learning approach to data-driven model-free pricing and to martingale optimal transport
by Ariel Neufeld & Julian Sester
- 2103.11371 A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity
by Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis
- 2103.11341 Parameterised-Response Zero-Intelligence Traders
by Dave Cliff
- 2103.11242 Persistent Strange attractors in 3D Polymatrix Replicators
by Telmo Peixe & Alexandre A. Rodrigues
- 2103.11180 Dynamic Term Structure Models for SOFR Futures
by Jacob Bjerre Skov & David Skovmand
- 2103.11075 Limited Cognitive Abilities and Dominance Hierarchy
by Hanyuan Huang & Jiabin Wu
- 2103.11051 Differentiation in a Two-Dimensional Market with Endogenous Sequential Entry
by Jeffrey D. Michler & Benjamin M. Gramig
- 2103.11047 Risk, Agricultural Production, and Weather Index Insurance in Village India
by Jeffrey D. Michler & Frederi G. Viens & Gerald E. Shively
- 2103.11042 AI Specialization for Pathways of Economic Diversification
by Saurabh Mishra & Robert Koopman & Giuditta De-Prato & Anand Rao & Israel Osorio-Rodarte & Julie Kim & Nikola Spatafora & Keith Strier & Andrea Zaccaria
- 2103.10989 Risk aggregation and capital allocation using a new generalized Archimedean copula
by Fouad Marri & Khouzeima Moutanabbir
- 2103.10986 Real GDP per capita: global redistribution of economic power
by Ivan Kitov
- 2103.10958 Multicriteria asset allocation in practice
by Kerstin Dachert & Ria Grindel & Elisabeth Leoff & Jonas Mahnkopp & Florian Schirra & Jorg Wenzel
- 2103.10938 Quantum propensity in economics
by David Orrell & Monireh Houshmand
- 2103.10937 Locational Marginal Pricing: Towards a Free Market in Power
by Martin Higgins
- 2103.10925 Functional portfolio optimization in stochastic portfolio theory
by Steven Campbell & Ting-Kam Leonard Wong
- 2103.10872 Optimal Clearing Payments in a Financial Contagion Model
by Giuseppe Calafiore & Giulia Fracastoro & Anton V. Proskurnikov
- 2103.10860 Universal Trading for Order Execution with Oracle Policy Distillation
by Yuchen Fang & Kan Ren & Weiqing Liu & Dong Zhou & Weinan Zhang & Jiang Bian & Yong Yu & Tie-Yan Liu
- 2103.10813 Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks
by Xiaoyue Li & A. Sinem Uysal & John M. Mulvey
- 2103.10605 On Spurious Causality, CO2, and Global Temperature
by Philippe Goulet Coulombe & Maximilian Gobel
- 2103.10251 Optimal Targeting in Fundraising: A Causal Machine-Learning Approach
by Tobias Cagala & Ulrich Glogowsky & Johannes Rincke & Anthony Strittmatter
- 2103.10157 Leveraged ETF Investing
by Tal Miller
- 2103.09987 Statistical Arbitrage Risk Premium by Machine Learning
by Raymond C. W. Leung & Yu-Man Tam
- 2103.09813 Do Word Embeddings Really Understand Loughran-McDonald's Polarities?
by Mengda Li & Charles-Albert Lehalle
- 2103.09781 Reviewing methods and assumptions for high-resolution large-scale onshore wind energy potential assessments
by Russell McKenna & Stefan Pfenninger & Heidi Heinrichs & Johannes Schmidt & Iain Staffell & Katharina Gruber & Andrea N. Hahmann & Malte Jansen & Michael Klingler & Natascha Landwehr & Xiaoli Guo Lars'en & Johan Lilliestam & Bryn Pickering & Martin Robinius & Tim Trondle & Olga Turkovska & Sebastian Wehrle & Jann Michael Weinand & Jan Wohland
- 2103.09750 A Survey of Forex and Stock Price Prediction Using Deep Learning
by Zexin Hu & Yiqi Zhao & Matloob Khushi
- 2103.09692 Radical Complexity
by Jean-Philippe Bouchaud
- 2103.09690 Examining norms and social expectations surrounding exclusive breastfeeding: Evidence from Mali
by Cristina Bicchieri & Upasak Das & Samuel Gant & Rachel Sander
- 2103.09621 Feasible IV Regression without Excluded Instruments
by Emmanuel Selorm Tsyawo
- 2103.09614 Should the Endless Frontier of Federal Science be Expanded?
by David Baltimore & Robert Conn & William H Press & Thomas Rosenbaum & David N Spergel & Shirley M Tilghman & Harold Varmus
- 2103.09603 DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R
by Philipp Bach & Victor Chernozhukov & Malte S. Kurz & Martin Spindler & Sven Klaassen
- 2103.09411 Simultaneous Decorrelation of Matrix Time Series
by Yuefeng Han & Rong Chen & Cun-Hui Zhang & Qiwei Yao
- 2103.09164 Screening $p$-Hackers: Dissemination Noise as Bait
by Federico Echenique & Kevin He
- 2103.09121 Robust equilibrium strategies in a defined benefit pension plan game
by Guohui Guan & Jiaqi Hu & Zongxia Liang
- 2103.09107 Randentropy: a software to measure inequality in random systems
by Guglielmo D'Amico & Stefania Scocchera & Loriano Storchi
- 2103.09106 Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating
by Jaideep Singh & Matloob Khushi
- 2103.09098 Predicting the Behavior of Dealers in Over-The-Counter Corporate Bond Markets
by Yusen Lin & Jinming Xue & Louiqa Raschid
- 2103.09059 Risk-dependent centrality in the Brazilian stock market
by Michel Alexandre & Kau^e Lopes de Moraes & Francisco Aparecido Rodrigues
- 2103.08842 The Adoption of Blockchain-based Decentralized Exchanges
by Agostino Capponi & Ruizhe Jia
- 2103.08679 A production function with variable elasticity of substitution greater than one
by Constantin Chilarescu
- 2103.08627 Decentralising the United Kingdom: the Northern Powerhouse strategy and urban ownership links between firms since 2010
by Natalia Zdanowska & Robin Morphet
- 2103.08529 Learning in Markets: Greed Leads to Chaos but Following the Price is Right
by Yun Kuen Cheung & Stefanos Leonardos & Georgios Piliouras
- 2103.08447 Understanding Smart Contracts: Hype or Hope?
by Elizaveta Zinovyeva & Raphael C. G. Reule & Wolfgang Karl Hardle
- 2103.08414 Online Learning with Radial Basis Function Networks
by Gabriel Borrageiro & Nick Firoozye & Paolo Barucca
- 2103.08398 A Microsimulation Analysis of the Distributional Impact over the Three Waves of the COVID-19 Crisis in Ireland
by Cathal O'Donoghue & Denisa M. Sologon & Iryna Kyzyma & John McHale
- 2103.08390 Estimating the Long-Term Effects of Novel Treatments
by Keith Battocchi & Eleanor Dillon & Maggie Hei & Greg Lewis & Miruna Oprescu & Vasilis Syrgkanis
- 2103.08380 Finite element solutions of the nonlinear RAPM Black-Scholes model
by Dongming Wei & Yogi Ahmad Erlangga & Andrey Pak & Laila Zhexembay
- 2103.08321 Territorial differences in the spread of COVID-19 in European regions and US counties
by Fabrizio Natale & Stefano Maria Iacus & Alessandra Conte & Spyridon Spyratos & Francesco Sermi
- 2103.08319 Optimism and Pessimism in Strategic Interactions under Ignorance
by Pierfrancesco Guarino & Gabriel Ziegler
- 2103.08258 On an Irreversible Investment Problem with Two-Factor Uncertainty
by Felix Dammann & Giorgio Ferrari
- 2103.08148 On statistical estimation and inferences in optional regression models
by Mohamed Abdelghani & Alexander Melnikov & Andrey Pak
- 2103.08131 What are the key components of an entrepreneurial ecosystem in a developing economy? A longitudinal empirical study on technology business incubators in China
by Xiangfei Yuan & Haijing Hao & Chenghua Guan & Alex Pentland
- 2103.08048 Risks for Academic Research Projects, An Empirical Study of Perceived Negative Risks and Possible Responses
by P. Alison Paprica
- 2103.07736 On the Approximate Purification of Mixed Strategies in Games with Infinite Action Sets
by Yuhki Hosoya & Chaowen Yu
- 2103.07707 Diffusion of Innovation In Competitive Markets-A Study on the Global Smartphone Diffusion
by Semra Gunduc
- 2103.07651 Delay stochastic interest rate model with jump and strong convergence in Monte Carlo simulations
by Emmanuel Coffie
- 2103.07446 Advisors with Hidden Motives
by Paula Onuchic
- 2103.07440 A closed-form approximation for pricing geometric Istanbul options
by Mohamed Amine Kacef & Kamal Boukhetala
- 2103.07407 Electricity intraday price modeling with marked Hawkes processes
by Thomas Deschatre & Pierre Gruet
- 2103.07214 Price and Fulfillment Strategies in Omnichannel Retailing
by Yasuyuki Kusuda
- 2103.07213 Modern risks of small businesses
by A. R Baghirzade
- 2103.07200 Mixture composite regression models with multi-type feature selection
by Tsz Chai Fung & George Tzougas & Mario Wuthrich
- 2103.07066 Finding Subgroups with Significant Treatment Effects
by Jann Spiess & Vasilis Syrgkanis & Victor Yaneng Wang
- 2103.06991 A new method for identifying what Cupid's invisible hand is doing. Is it spreading color blindness while turning us more "picky'' about spousal education?
by Anna Naszodi & Francisco Mendonca
- 2103.06928 Conditional strategy equilibrium
by Lorenzo Bastianello & Mehmet S. Ismail
- 2103.06740 Estimating the causal effect of an intervention in a time series setting: the C-ARIMA approach
by Fiammetta Menchetti & Fabrizio Cipollini & Fabrizia Mealli
- 2103.06691 Regression based thresholds in principal loading analysis
by J. O. Bauer & B. Drabant
- 2103.06530 Assessment of the Effectiveness of State Participation in Economic Clusters
by A. R. Baghirzade & B. Kushbakov
- 2103.06483 Convergence of Computed Dynamic Models with Unbounded Shock
by Kenichiro McAlinn & Kosaku Takanashi
- 2103.06482 Dual Labor Market and the "Phillips Curve Puzzle"
by Hideaki Aoyama & Corrado Di Guilmi & Yoshi Fujiwara & Hiroshi Yoshikawa
- 2103.06471 Causal inference with misspecified exposure mappings: separating definitions and assumptions
by Fredrik Savje
- 2103.06437 More Robust Estimators for Instrumental-Variable Panel Designs, With An Application to the Effect of Imports from China on US Employment
by Cl'ement de Chaisemartin & Ziteng Lei
- 2103.06227 Sensitivity analysis of an integrated climate-economic model
by Benjamin M. Bolker & Matheus R. Grasselli & Emma Holmes
- 2103.06121 Complex decision-making strategies in a stock market experiment explained as the combination of few simple strategies
by Gael Poux-Medard & Sergio Cobo-Lopez & Jordi Duch & Roger Guimera & Marta Sales-Pardo
- 2103.06107 Cheapest-to-Deliver Collateral: A Common Factor Approach
by Felix L. Wolf & Lech A. Grzelak & Griselda Deelstra
- 2103.06075 Extension of the Lagrange multiplier test for error cross-section independence to large panels with non normal errors
by Zhaoyuan Li & Jianfeng Yao
- 2103.06051 Learning Organization using Conversational Social Network for Social Customer Relationship Management Effort
by Andry Alamsyah & Yahya Peranginangin & Gabriel Nurhadi
- 2103.06020 A Universal Basic Income For Brazil: Fiscal and Distributional Effects of Alternative Schemes
by Rozane Bezerra de Siqueira & Jose Ricardo Bezerra Nogueira
- 2103.06017 Relatedness in the Era of Machine Learning
by Andrea Tacchella & Andrea Zaccaria & Marco Miccheli & Luciano Pietronero
- 2103.05973 Crowdfunding for Independent Parties
by A. R. Baghirzade & B. Kushbakov
- 2103.05957 Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies
by Ulrich Horst & Evgueni Kivman
- 2103.05921 Financial factors selection with knockoffs: fund replication, explanatory and prediction networks
by Damien Challet & Christian Bongiorno & Guillaume Pelletier
- 2103.05899 How to De-Reserves Reserves: Admissions to Technical Colleges in India
by Orhan Aygun & Bertan Turhan
- 2103.05880 A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data
by Sakae Oya
- 2103.05788 Selling Data to an Agent with Endogenous Information
by Yingkai Li
- 2103.05777 Bayesian optimal investment and reinsurance with dependent financial and insurance risks
by Nicole Bauerle & Gregor Leimcke
- 2103.05623 The Physics of Financial Networks
by Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli
- 2103.05556 On the marginal utility of fiat money: insurmountable circularity or not?
by Michael Reiss
- 2103.05455 Portfolio Construction as Linearly Constrained Separable Optimization
by Nicholas Moehle & Jack Gindi & Stephen Boyd & Mykel Kochenderfer
- 2103.05453 Portfolio risk allocation through Shapley value
by Patrick S. Hagan & Andrew Lesniewski & Georgios E. Skoufis & Diana E. Woodward
- 2103.05440 Problems with Risk Matrices Using Ordinal Scales
by Michael Krisper
- 2103.05317 Competition in Costly Talk
by Federico Vaccari
- 2103.05201 Multivariate tail covariance for generalized skew-elliptical distributions
by Baishuai Zuo & Chuancun Yin
- 2103.05189 Urban Epidemic Hazard Index for Chinese Cities: Why Did Small Cities Become Epidemic Hotspots?
by Tianyi Li & Jiawen Luo & Cunrui Huang
- 2103.05136 Core equivalence with large agents
by Aubrey Clark
- 2103.05084 Correlated Choice
by Christopher P. Chambers & Yusufcan Masatlioglu & Christopher Turansick
- 2103.04981 The impact of state capacity on the cross-country variations in COVID-19 vaccination rates
by Dragan Tevdovski & Petar Jolakoski & Viktor Stojkoski
- 2103.04973 Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects
by Hugo Kruiniger
- 2103.04968 A note on local uniqueness of equilibria: How isolated is a local equilibrium?
by Stefano Matta
- 2103.04944 Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs
by Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer
- 2103.04898 On Asymptotic Log-Optimal Buy-and-Hold Strategy
by Chung-Han Hsieh