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Content
2021
- 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
- 2103.04481 Phase Transitions in Kyle's Model with Market Maker Profit Incentives
by Charles-Albert Lehalle & Eyal Neuman & Segev Shlomov
- 2103.04464 Environmental performance of shared micromobility and personal alternatives using integrated modal LCA
by Anne de Bortoli
- 2103.04449 On a log-symmetric quantile tobit model applied to female labor supply data
by Dan'ubia R. Cunha & Jose A. Divino & Helton Saulo
- 2103.04432 Portfolio Optimization Constrained by Performance Attribution
by Yuan Hu & W. Brent Lindquist
- 2103.04375 Optimizing Expected Shortfall under an $\ell_1$ constraint -- an analytic approach
by G'abor Papp & Imre Kondor & Fabio Caccioli
- 2103.04352 Optimal management of DC pension fund under relative performance ratio and VaR constraint
by Guohui Guan & Zongxia Liang & Yi xia
- 2103.04327 The impact of online machine-learning methods on long-term investment decisions and generator utilization in electricity markets
by Alexander J. M. Kell & A. Stephen McGough & Matthew Forshaw
- 2103.04255 The Determinants of Democracy Revisited: An Instrumental Variable Bayesian Model Averaging Approach
by Sajad Rahimian
- 2103.04219 Mean Field Contest with Singularity
by Marcel Nutz & Yuchong Zhang
- 2103.04123 Signaling and Employer Learning with Instruments
by Gaurab Aryal & Manudeep Bhuller & Fabian Lange
- 2103.04111 Automation and Taxation
by Kerstin Hotte & Angelos Theodorakopoulos & Pantelis Koutroumpis
- 2103.04021 Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity
by Jin Li & Ye Luo & Zigan Wang & Xiaowei Zhang
- 2103.03980 Revenue Maximization for Buyers with Costly Participation
by Yannai A. Gonczarowski & Nicole Immorlica & Yingkai Li & Brendan Lucier
- 2103.03913 Deep Hedging, Generative Adversarial Networks, and Beyond
by Hyunsu Kim
- 2103.03911 Contracts for acquiring information
by Aubrey Clark & Giovanni Reggiani
- 2103.03635 Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning
by Michel Denuit & Arthur Charpentier & Julien Trufin
- 2103.03632 Modeling tail risks of inflation using unobserved component quantile regressions
by Michael Pfarrhofer
- 2103.03505 Prediction of financial time series using LSTM and data denoising methods
by Qi Tang & Tongmei Fan & Ruchen Shi & Jingyan Huang & Yidan Ma
- 2103.03442 Sector coupling via hydrogen to lower the cost of energy system decarbonization
by Guannan He & Dharik S. Mallapragada & Abhishek Bose & Clara F. Heuberger & Emre Genc{c}er
- 2103.03418 Stable matching: an integer programming approach
by Chao Huang
- 2103.03403 Mechanism Design under Approximate Incentive Compatibility
by Santiago Balseiro & Omar Besbes & Francisco Castro
- 2103.03300 A nonparametric algorithm for optimal stopping based on robust optimization
by Bradley Sturt
- 2103.03290 Decreasing Impatience
by Christopher P. Chambers & Federico Echenique & Alan D. Miller
- 2103.03286 Extremal points of Lorenz curves and applications to inequality analysis
by Amparo Ba'illo & Javier C'arcamo & Carlos Mora-Corral
- 2103.03275 The Climate Extended Risk Model (CERM)
by Josselin Garnier & Jean-Baptiste Gaudemet & Anne Gruz
- 2103.03237 High-dimensional estimation of quadratic variation based on penalized realized variance
by Kim Christensen & Mikkel Slot Nielsen & Mark Podolskij
- 2103.03234 An Agent-Based Modelling Approach to Brain Drain
by Furkan Gursoy & Bertan Badur
- 2103.03219 The Impact of COVID-19 on Stock Market Volatility in Pakistan
by Ateeb Akhter Shah Syed & Kaneez Fatima
- 2103.03179 Indian Economy and Nighttime Lights
by Jeet Agnihotri & Subhankar Mishra
- 2103.03120 Event-Based Dynamic Banking Network Exploration for Economic Anomaly Detection
by Andry Alamsyah & Dian Puteri Ramadhani & Farida Titik Kristanti
- 2103.03117 Sales Prediction Model Using Classification Decision Tree Approach For Small Medium Enterprise Based on Indonesian E-Commerce Data
by Raden Johannes & Andry Alamsyah
- 2103.03045 Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions
by Ercument Cahan & Jushan Bai & Serena Ng
- 2103.02981 Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models
by Alessandro Casini
- 2103.02948 Pricing Perpetual American put options with asset-dependent discounting
by Jonas Al-Hadad & Zbigniew Palmowski
- 2103.02920 Robust market-adjusted systemic risk measures
by Matteo Burzoni & Marco Frittelli & Federico Zorzi
- 2103.02909 Understanding Vaccine Hesitancy: Empirical Evidence from India
by Pramod Kumar Sur
- 2103.02754 Beyond Unbounded Beliefs: How Preferences and Information Interplay in Social Learning
by Navin Kartik & SangMok Lee & Tianhao Liu & Daniel Rappoport
- 2103.02732 Modeling Macroeconomic Variations After COVID-19
by Serena Ng
- 2103.02658 The Importance of Funding Space-Based Research
by Devan Taylor
- 2103.02526 Global Daily CO$_2$ emissions for the year 2020
by Zhu Liu & Zhu Deng & Philippe Ciais & Jianguang Tan & Biqing Zhu & Steven J. Davis & Robbie Andrew & Olivier Boucher & Simon Ben Arous & Pep Canadel & Xinyu Dou & Pierre Friedlingstein & Pierre Gentine & Rui Guo & Chaopeng Hong & Robert B. Jackson & Daniel M. Kammen & Piyu Ke & Corinne Le Quere & Crippa Monica & Greet Janssens-Maenhout & Glen Peters & Katsumasa Tanaka & Yilong Wang & Bo Zheng & Haiwang Zhong & Taochun Sun & Hans Joachim Schellnhuber
- 2103.02402 Informational Robustness of Common Belief in Rationality
by Gabriel Ziegler
- 2103.02395 Automation-driven innovation management? Toward Innovation-Automation-Strategy cycle
by Piotr Tomasz Makowski & Yuya Kajikawa
- 2103.02345 Multi-level Adaptation of Distributed Decision-Making Agents in Complex Task Environments
by Dar'io Blanco-Fern'andez & Stephan Leitner & Alexandra Rausch
- 2103.02331 The Support and Resistance Line Method: An Analysis via Optimal Stopping
by Vicky Henderson & Saul Jacka & Ruiqi Liu & Jun Maeda
- 2103.02272 Measuring Vacancies: Firm-level Evidence from Two Measures
by Niels-Jakob Harbo Hansen & Hans Henrik Sievertsen
- 2103.02235 Prewhitened Long-Run Variance Estimation Robust to Nonstationarity
by Alessandro Casini & Pierre Perron
- 2103.02042 Extracting Complements and Substitutes from Sales Data: A Network Perspective
by Yu Tian & Sebastian Lautz & Alisdiar O. G. Wallis & Renaud Lambiotte
- 2103.02016 Trading Signals In VIX Futures
by M. Avellaneda & T. N. Li & A. Papanicolaou & G. Wang
- 2103.01934 Pricing high-dimensional Bermudan options with hierarchical tensor formats
by Christian Bayer & Martin Eigel & Leon Sallandt & Philipp Trunschke
- 2103.01926 Slow-Growing Trees
by Philippe Goulet Coulombe
- 2103.01907 Fairness in Credit Scoring: Assessment, Implementation and Profit Implications
by Nikita Kozodoi & Johannes Jacob & Stefan Lessmann
- 2103.01868 Prior-free Dynamic Mechanism Design With Limited Liability
by Mark Braverman & Jon Schneider & S. Matthew Weinberg
- 2103.01824 Commentary on World Development Report 2020: Trading for Development in the Age of Global Value Chains
by Rajkumar Byahut & Sourish Dutta & Chidambaran G. Iyer & Manikantha Nataraj
- 2103.01812 Was there a COVID-19 harvesting effect in Northern Italy?
by Augusto Cerqua & Roberta Di Stefano & Marco Letta & Sara Miccoli
- 2103.01775 No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging
by Shota Imaki & Kentaro Imajo & Katsuya Ito & Kentaro Minami & Kei Nakagawa
- 2103.01670 The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network
by Zijian Shi & Yu Chen & John Cartlidge
- 2103.01669 How good is good? Probabilistic benchmarks and nanofinance+
by Rolando Gonzales Martinez
- 2103.01604 Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference
by Alessandro Casini & Taosong Deng & Pierre Perron
- 2103.01577 Defaultable term structures driven by semimartingales
by Sandrine Gumbel & Thorsten Schmidt
- 2103.01570 SWIFT calibration of the Heston model
by Eudald Romo & Luis Ortiz-Gracia
- 2103.01558 The Origination and Distribution of Money Market Instruments: Sterling Bills of Exchange during the First Globalization
by Olivier Accominotti & Delio Lucena-Piquero & Stefano Ugolini
- 2103.01470 Network Cluster-Robust Inference
by Michael P. Leung
- 2103.01412 Some Finite Sample Properties of the Sign Test
by Yong Cai
- 2103.01368 Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?
by Gary Cornwall & Jeff Chen & Beau Sauley
- 2103.01340 Reducing the Volatility of Cryptocurrencies -- A Survey of Stablecoins
by Ayten Kahya & Bhaskar Krishnamachari & Seokgu Yun
- 2103.01280 Dynamic covariate balancing: estimating treatment effects over time with potential local projections
by Davide Viviano & Jelena Bradic
- 2103.01266 The Kernel Trick for Nonlinear Factor Modeling
by Varlam Kutateladze
- 2103.01201 Can Machine Learning Catch the COVID-19 Recession?
by Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic
- 2103.01126 BERT based patent novelty search by training claims to their own description
by Michael Freunek & Andr'e Bodmer
- 2103.01123 A combinatorial optimization approach to scenario filtering in portfolio selection
by Justo Puerto & Federica Ricca & Mois'es Rodr'iguez-Madrena & Andrea Scozzari
- 2103.01115 Structural models for policy-making: Coping with parametric uncertainty
by Philipp Eisenhauer & Jano's Gabler & Lena Janys & Christopher Walsh
- 2103.00949 Explainable AI in Credit Risk Management
by Branka Hadji Misheva & Joerg Osterrieder & Ali Hirsa & Onkar Kulkarni & Stephen Fung Lin
- 2103.00911 Distortion in Social Choice Problems: The First 15 Years and Beyond
by Elliot Anshelevich & Aris Filos-Ratsikas & Nisarg Shah & Alexandros A. Voudouris
- 2103.00905 Set-Valued Dynamic Risk Measures for Processes and Vectors
by Yanhong Chen & Zachary Feinstein
- 2103.00838 DeepSets and their derivative networks for solving symmetric PDEs
by Maximilien Germain & Mathieu Lauri`ere & Huy^en Pham & Xavier Warin
- 2103.00837 Rate of convergence for particle approximation of PDEs in Wasserstein space
by Maximilien Germain & Huy^en Pham & Xavier Warin
- 2103.00788 Statistical mechanics and Bayesian Inference addressed to the Osborne Paradox
by Geoffrey Ducournau
- 2103.00766 Computing Prices for Target Profits in Contracts
by Ghurumuruhan Ganesan
- 2103.00734 Welfare v. Consent: On the Optimal Penalty for Harassment
by Ratul Das Chaudhury & Birendra Rai & Liang Choon Wang & Dyuti Banerjee
- 2103.00721 Stock market's physical properties description based on Stokes law
by Geoffrey Ducournau
- 2103.00711 Panel semiparametric quantile regression neural network for electricity consumption forecasting
by Xingcai Zhou & Jiangyan Wang
- 2103.00680 Consequential LCA for territorial and multimodal transportation policies: method and application to the free-floating e-scooter disruption in Paris
by Anne de Bortoli & Zoi Christoforou
- 2103.00631 On the Subbagging Estimation for Massive Data
by Tao Zou & Xian Li & Xuan Liang & Hansheng Wang
- 2103.00600 Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders
by Henry Hanifan & Ben Watson & John Cartlidge & Dave Cliff
- 2103.00591 Epidemics with Behavior
by Satoshi Fukuda & Nenad Kos & Christoph Wolf
- 2103.00565 Modelling Optimal Policies of Demand Responsive Transport and Interrelationships between Occupancy Rate and Costs
by Jani-Pekka Jokinen
- 2103.00557 Algorithmic subsampling under multiway clustering
by Harold D. Chiang & Jiatong Li & Yuya Sasaki
- 2103.00395 Scale matters: The daily, weekly and monthly volatility and predictability of Bitcoin, Gold, and the S&P 500
by Nassim Dehouche
- 2103.00366 Confronting Machine Learning With Financial Research
by Kristof Lommers & Ouns El Harzli & Jack Kim
- 2103.00323 Pricing Exchange Rate Options and Quanto Caps in the Cross-Currency Random Field LIBOR Market Model
by Rajinda Wickrama
- 2103.00295 Nash equilibrium mapping vs Hamiltonian dynamics vs Darwinian evolution for some social dilemma games in the thermodynamic limit
by Colin Benjamin & Arjun Krishnan U M
- 2103.00264 Forecasting high-frequency financial time series: an adaptive learning approach with the order book data
by Parley Ruogu Yang
- 2103.00254 How to Issue a Central Bank Digital Currency
by David Chaum & Christian Grothoff & Thomas Moser
- 2103.00231 A Comparison of Indonesia E-Commerce Sentiment Analysis for Marketing Intelligence Effort
by Andry Alamsyah & Fatma Saviera
- 2103.00173 Deciphering Bitcoin Blockchain Data by Cohort Analysis
by Yulin Liu & Luyao Zhang & Yinhong Zhao
- 2103.00095 The Cost of Pollution in the Upper Atoyac River Basin: A Systematic Review
by Maria Eugenia Ibarraran & Romeo A. Saldana-Vazquez & Tamara Perez-Garcia
- 2103.00060 Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings
by Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron
- 2103.00045 Repeated Games with Switching Costs: Stationary vs History Independent Strategies
by Yevgeny Tsodikovich & Xavier Venel & Anna Zseleva
- 2102.13638 Permutation Tests at Nonparametric Rates
by Marinho Bertanha & EunYi Chung
- 2102.13574 A conditional version of the second fundamental theorem of asset pricing in discrete time
by Lars Niemann & Thorsten Schmidt
- 2102.13562 Cross-verification and Persuasive Cheap Talk
by Alp Atakan & Mehmet Ekmekci & Ludovic Renou
- 2102.13539 The use of primary energy factors and CO2 intensities -- reviewing the state of play in academic literature
by Sam Hamels & Eline Himpe & Jelle Laverge & Marc Delghust & Kjartan Van den Brande & Arnold Janssens & Johan Albrecht
- 2102.13538 Priming prosocial behavior and expectations in response to the Covid-19 pandemic -- Evidence from an online experiment
by Valeria Fanghella & Thi-Thanh-Tam Vu & Luigi Mittone
- 2102.13505 Approximation of Stochastic Volterra Equations with kernels of completely monotone type
by Aur'elien Alfonsi & Ahmed Kebaier
- 2102.13503 History-Augmented Collaborative Filtering for Financial Recommendations
by Baptiste Barreau & Laurent Carlier
- 2102.13482 Information Design in Multi-stage Games
by Miltiadis Makris & Ludovic Renou
- 2102.13467 Overnight GARCH-It\^o Volatility Models
by Donggyu Kim & Minseok Shin & Yazhen Wang
- 2102.13464 Granddaughter and voting for a female candidate
by Eiji Yamamura
- 2102.13434 A Quest for Knowledge
by Christoph Carnehl & Johannes Schneider
- 2102.13404 State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data
by Dohyun Chun & Donggyu Kim
- 2102.13393 General Bayesian time-varying parameter VARs for predicting government bond yields
by Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer
- 2102.13309 Discord and Harmony in Networks
by Andrea Galeotti & Benjamin Golub & Sanjeev Goyal & Rithvik Rao
- 2102.13202 Online Multi-Armed Bandits with Adaptive Inference
by Maria Dimakopoulou & Zhimei Ren & Zhengyuan Zhou
- 2102.13157 Does Bankruptcy Protection Affect Asset Prices? Evidence from changes in Homestead Exemptions
by Yildiray Yildirim & Albert Alex Zevelev
- 2102.13150 Scaling of Urban Income Inequality in the United States
by Elisa Heinrich Mora & Jacob J. Jackson & Cate Heine & Geoffrey B. West & Vicky Chuqiao Yang & Christopher P. Kempes
- 2102.13110 The economic impact of weather and climate
by Richard S. J. Tol
- 2102.13047 Maximizing Social Welfare and Agreement via Information Design in Linear-Quadratic-Gaussian Games
by Furkan Sezer & Hossein Khazaei & Ceyhun Eksin
- 2102.12927 A Control Function Approach to Estimate Panel Data Binary Response Model
by Amaresh K Tiwari
- 2102.12811 Matching with Trade-offs: Revealed Preferences over Competing Characteristics
by Alfred Galichon & Bernard Salani'e
- 2102.12809 Vector quantile regression and optimal transport, from theory to numerics
by Guillaume Carlier & Victor Chernozhukov & Gwendoline De Bie & Alfred Galichon
- 2102.12800 The Stochastic Balance Equation for the American Option Value Function and its Gradient
by Malkhaz Shashiashvili
- 2102.12783 Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data
by Kwangmin Jung & Donggyu Kim & Seunghyeon Yu
- 2102.12694 Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments
by Alexandre Carbonneau & Fr'ed'eric Godin
- 2102.12666 Quasi-maximum likelihood estimation of break point in high-dimensional factor models
by Jiangtao Duan & Jushan Bai & Xu Han
- 2102.12658 Deep Stochastic Volatility Model
by Xiuqin Xu & Ying Chen
- 2102.12601 Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model
by Tim Leung & Yang Zhou
- 2102.12454 Regional and Sectoral Structures and Their Dynamics of Chinese Economy: A Network Perspective from Multi-Regional Input-Output Tables
by Tao Wang & Shiying Xiao & Jun Yan & Panpan Zhang
- 2102.12423 Optimal dynamic regulation of carbon emissions market: A variational approach
by Ren'e Aid & Sara Biagini
- 2102.12378 Understanding the Farmers, Environmental Citizenship Behaviors Towards Climate Change. The Moderating Mediating Role of Environmental Knowledge and Ascribed Responsibility
by Immaculate Maumoh & Emmanuel H. Yindi
- 2102.12350 Summarizing Online Conversation of Indonesia Tourism Industry using Network Text Analysis
by Andry Alamsyah & Sheila Shafira & Muhamad Alfin Yudhistira
- 2102.12337 Mapping Organization Knowledge Network and Social Media Based Reputation Management
by Andry Alamsyah & Maribella Syawiluna
- 2102.12320 Measuring Marketing Communications Mix Effort Using Magnitude Of Influence And Influence Rank Metric
by Andry Alamsyah & Endang Sofyan & Tsana Hasti Nabila
- 2102.12309 Interactions between social norms and incentive mechanisms in organizations
by Ravshanbek Khodzhimatov & Stephan Leitner & Friederike Wall
- 2102.12300 Property Business Classification Model Based on Indonesia E-Commerce Data
by Andry Alamsyah & Fariz Denada Sudrajat & Herry Irawan
- 2102.12257 Inference in Incomplete Models
by Alfred Galichon & Marc Henry
- 2102.12249 Set Identification in Models with Multiple Equilibria
by Alfred Galichon & Marc Henry
- 2102.12112 Modeling Price Clustering in High-Frequency Prices
by Vladim'ir Hol'y & Petra Tomanov'a
- 2102.12061 Deep Video Prediction for Time Series Forecasting
by Zhen Zeng & Tucker Balch & Manuela Veloso
- 2102.12051 A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs
by Jean-Franc{c}ois Chassagneux & Junchao Chen & Noufel Frikha & Chao Zhou
- 2102.11968 A Scaling Limit for Utility Indifference Prices in the Discretized Bachelier Model
by Asaf Cohen & Yan Dolinsky
- 2102.11929 PolicySpace2: modeling markets and endogenous public policies
by Bernardo Alves Furtado
- 2102.11834 Finding Stable Matchings in PhD Markets with Consistent Preferences and Cooperative Partners
by Maximilian Mordig & Riccardo Della Vecchia & Nicol`o Cesa-Bianchi & Bernhard Scholkopf
- 2102.11807 Data-driven analysis of central bank digital currency (CBDC) projects drivers
by Toshiko Matsui & Daniel Perez
- 2102.11780 Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
by Alain Hecq & Marie Ternes & Ines Wilms
- 2102.11729 Exploring the role of Awareness, Government Policy, and Infrastructure in adapting B2C E-Commerce to East African Countries
by Emmanuel H. Yindi & Immaculate Maumoh & Prisillah L. Mahavile
- 2102.11714 Multivariate higher order moments in multi-state life insurance
by Jamaal Ahmad
- 2102.11686 New Characterizations of Strategy-Proofness under Single-Peakedness
by Andrew Jennings & Rida Laraki & Clemens Puppe & Estelle Varloot
- 2102.11627 Non-stationary GARCH modelling for fitting higher order moments of financial series within moving time windows
by Luke De Clerk & Sergey Savel'ev
- 2102.11555 Two-sided Singular Control of an Inventory with Unknown Demand Trend (Extended Version)
by Salvatore Federico & Giorgio Ferrari & Neofytos Rodosthenous
- 2102.11429 Ambiguity and Partial Bayesian Updating
by Matthew Kovach
- 2102.11341 Bridging factor and sparse models
by Jianqing Fan & Ricardo Masini & Marcelo C. Medeiros
- 2102.11334 Misguided Use of Observed Covariates to Impute Missing Covariates in Conditional Prediction: A Shrinkage Problem
by Charles F Manski & Michael Gmeiner & Anat Tamburc
- 2102.11150 Estimating Sibling Spillover Effects with Unobserved Confounding Using Gain-Scores
by David C. Mallinson & Felix Elwert
- 2102.11076 Kernel Ridge Riesz Representers: Generalization, Mis-specification, and the Counterfactual Effective Dimension
by Rahul Singh
- 2102.10999 Conditional Value at Risk and Partial Moments for the Metalog Distributions
by Valentyn Khokhlov
- 2102.10925 CoinTossX: An open-source low-latency high-throughput matching engine
by Ivan Jericevich & Dharmesh Sing & Tim Gebbie
- 2102.10909 Optimal Transport of Information
by Semyon Malamud & Anna Cieslak & Andreas Schrimpf
- 2102.10756 Equilibrium Price Formation with a Major Player and its Mean Field Limit
by Masaaki Fujii & Akihiko Takahashi
- 2102.10691 Climate Change Valuation Adjustment (CCVA) using parameterized climate change impacts
by Chris Kenyon & Mourad Berrahoui
- 2102.10626 Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem
by Mario Faliva & Maria Grazia Zoia
- 2102.10528 A Novel Multi-Period and Multilateral Price Index
by Consuelo Rubina Nava & Maria Grazia Zoia
- 2102.10476 Contextual Standard Auctions with Budgets: Revenue Equivalence and Efficiency Guarantees
by Santiago Balseiro & Christian Kroer & Rachitesh Kumar
- 2102.10453 The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis
by Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf
- 2102.10443 Estimation and Inference by Stochastic Optimization: Three Examples
by Jean-Jacques Forneron & Serena Ng
- 2102.10347 Mechanism Design Powered by Social Interactions
by Dengji Zhao
- 2102.10280 Pricing decisions under manufacturer's component open-supply strategy
by Peiya Zhu & Xiaofei Qian & Xinbao Liu & Shaojun Lu
- 2102.10221 Logarithmic Regret in Feature-based Dynamic Pricing
by Jianyu Xu & Yu-Xiang Wang
- 2102.10213 The relations of Choquet Integral and G-Expectation
by Ju Hong Kim
- 2102.10211 M\'etodos Emp\'iricos Aplicados \`a An\'alise Econ\^omica do Direito
by Thomas V. Conti
- 2102.10156 Learning to Persuade on the Fly: Robustness Against Ignorance
by You Zu & Krishnamurthy Iyer & Haifeng Xu
- 2102.10145 Learning Epidemiology by Doing: The Empirical Implications of a Spatial-SIR Model with Behavioral Responses
by Alberto Bisin & Andrea Moro
- 2102.10099 Auction Type Resolution on Smart Derivatives
by Yusuke Ikeno & James Angel & Shin'ichiro Matsuo & Ryosuke Ushida