Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: https://arxiv.org/ .
Content
2026
- 2605.02070 Sharp regret-Hellinger bounds for Gaussian empirical Bayes via polynomial approximation
by Jiafeng Chen & Yihong Wu
- 2605.02040 Analytic approximation for Bachelier option prices and applications
by Elisa Al`os & `Oscar Bur'es
- 2605.01923 Estimation and Inference for the $\tau$-Quantile of Individual Heterogeneous Coefficient
by Antonio F. Galvao & Ulrich Hounyo & Jiahao Lin
- 2605.01850 Is Complexity the Problem? Testing Random Choice with Heterogeneity
by Shuhua Si
- 2605.01763 Integrating equity and productivity in health evaluation
by Kristian S. Hansen & Juan D. Moreno-Ternero & Lars P. {O}sterdal
- 2605.01715 Strategy-proof and Efficient Job Matching with Participation Constraints
by Sushil Bikhchandani & Debasis Mishra
- 2605.01665 Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models
by Peter Reinhard Hansen & Chen Tong
- 2605.01594 Estimation of BLP models with high-dimensional controls
by Hua Jin
- 2605.01561 Hall-Like Transversal Stress and Sandpile Criticality on Real Production Networks
by Diego Vallarino
- 2605.01521 Partition function form games with probabilistic beliefs
by Paraskevas V. Lekeas & Giorgos Stamatopoulos
- 2605.01384 SBCA: Cross-Modal BERT-driven Actor-Critic for Multi-Asset Portfolio Optimization
by Jinfeng Pan & Jiahao Chen
- 2605.01370 Martingale Cohomology, Holonomy, and Homological Arbitrage
by Takanori Adachi
- 2605.01311 The Partial Testimony of Logs: Evaluation of Language Model Generation under Confounded Model Choice
by Jikai Jin & Vasilis Syrgkanis
- 2605.01300 Visibility graphs can make money in financial markets
by Rafa{l} Rak
- 2605.01268 Remote work expands pathways to upward career mobility
by Yunhan Zheng & Jinhua Zhao
- 2605.01178 Modeling Stochastic Multi-Agent Interaction in Intraday Battery Energy Storage Dispatch with Market Power
by Ruimeng Hu & Mike Ludkovski & Hezhong Zhang
- 2605.01176 Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
by Yi Wang & Takashi Hasuike
- 2605.01082 Networked Information Aggregation for Binary Classification
by MohammadHossein Bateni & Zahra Hadizadeh & MohammadTaghi Hajiaghayi & Mahdi JafariRaviz & Shayan Taherijam
- 2605.01080 Principal-agent problems with adverse selection: A stochastic target problem formulation
by Guillermo Alonso Alvarez & Ibrahim Ekren & Liwei Huang
- 2605.00864 Arbitrage Analysis in Polymarket NBA Markets
by Guang Cheng & Jiaxin Yang & Haoxuan Zou
- 2605.00862 Replication-Consistent Liquidity Forecasting for Derivatives -- Forward Funding Sensitivities and a Liquidity Valuation Adjustment for Settlement Lags
by Christian P. Fries
- 2605.00854 Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum
by Naohiro Yoshida
- 2605.00841 AI Agents for Sustainable SMEs: A Green ESG Assessment Framework
by Viet Trinh & Tan Nguyen & Minh-Huyen Phan & Quan Luu
- 2605.00771 Penalized Likelihood for Dyadic Network Formation Models with Degree Heterogeneity
by Zizhong Yan & Jingrong Li & Yi Zhang
- 2605.00709 Bootstrap Inference under General Two-way Clustering with Serially and Spatially Dependent Common Effects
by Ulrich Hounyo & Jiahao Lin
- 2605.00692 Strategy Rescaling and the Stability of Kantian Optimization
by Igor Sloev & Gerasimos Lianos
- 2605.00688 Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps
by Sigui Brice Dro & Emmanuel Gnabeyeu
- 2605.00614 Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
by Hyungsik Roger Moon & Martin Weidner
- 2605.00612 Dynamic Linear Panel Regression Models with Interactive Fixed Effects
by Hyungsik Roger Moon & Martin Weidner
- 2605.00602 Estimation of random coefficients logit demand models with interactive fixed effects
by Hyungsik Roger Moon & Matthew Shum & Martin Weidner
- 2605.00493 ForesightFlow: An Information Leakage Score Framework for Prediction Markets
by Maksym Nechepurenko
- 2605.00459 Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026
by Maksym Nechepurenko
- 2605.00420 Foresight Arena: An On-Chain Benchmark for Evaluating AI Forecasting Agents
by Maksym Nechepurenko & Pavel Shuvalov
- 2605.00340 RSDM: The Consensus Honest Money in the AI Era
by Boliang Lin & Ruixi Lin
- 2605.00247 $2B$ or Not $2B$: A Tale of Three Algorithms for Streaming: Covariance Estimation after Welford and Chan-Golub-LeVeque
by Felix Reichel
- 2605.00196 Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
by Tomasz J. Kozubowski & Andrey Sarantsev & James A. Spiker
- 2605.00131 An Adaptive Variable Neighborhood Search for a Family of Set Covering Routing Problems with an Application in Disaster Relief Operations
by Andreas Hagn & Jan Krause & Moritz Stargalla & Lorenza Moreno
- 2605.00108 Urban Science Beyond Samples: Up-to-Date Street Network Models and Indicators for Every Urban Area in the World
by Geoff Boeing
- 2605.00019 JFR-rg Part II: Dynamic Extensions, Time Constraints, and Investment Design in High-Debt, Low-Growth Economies
by Hirofumi Wakimoto
- 2605.00016 Do Short Exposure and Systematic Risk Exposure Drive Asymmetries in the Disposition Effect?
by Lorenzo Mazzucchelli & Marco Zanotti & Luca Vincenzo Ballestra & Andrea Guizzardi
- 2604.28186 Computing Equilibrium beyond Unilateral Deviation
by Mingyang Liu & Gabriele Farina & Asuman Ozdaglar
- 2604.28124 Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction?
by Pierpaolo Uberti
- 2604.28052 Optimal Consumption and Investment with Energy-Efficiency Adoption
by Anthony Britto & Carlos Oliveira & Max Kleinebrahm
- 2604.27837 Distributionally Robust Insurance under Bregman-Wasserstein Divergence
by Wenjun Jiang & Qingqing Zhang & Yiying Zhang
- 2604.27732 A Note on the Generalized Cape Cod Reserving Method
by Ronald Richman & Mario V. Wuthrich
- 2604.27700 Data-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers
by Chiheb Ben Hammouda & Michael Samet & Ra'ul Tempone
- 2604.27694 The Satoshi Overhang: Why the Bear Case is Bounded
by Karl T. Ulrich
- 2604.27447 Sampler-Robust Optimization under Generative Models
by Ziwei Zhang & Jonathan Yu-Meng Li
- 2604.27287 A Levered ETF Anomaly Explained
by Stephen W. Bianchi & Lisa R. Goldberg
- 2604.27258 Extreme Equilibria: The Benefits of Correlation
by Kirill Rudov & Fedor Sandomirskiy & Leeat Yariv
- 2604.27215 Subsampling Under Two-way Clustering with Serial Correlation
by Haonan Miao
- 2604.27210 Fast-Vollib: A Fast Implied Volatility Library for Pythonwith PyTorch, JAX, and CUDA Fused-Kernel Backends
by Raeid Saqur
- 2604.27187 Treatment-effect heterogeneity and interactive fixed effects: Can we control for too much?
by Murilo Cardoso & Bruno Ferman & Marcelo Fernandes
- 2604.27186 Learning to Spend: Model Predictive Control for Budgeting under Non-Stationary Returns
by Nilavra Pathak & Smriti Shyamal & Prasant Mhasker & Christopher Swartz
- 2604.27041 The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
by Maksym Nechepurenko
- 2604.27035 Doubly robust local projections difference-in-differences
by Daniel de Abreu Pereira Uhr & Guilherme Valle Moura
- 2604.26902 Many-to-many stable matching in large economies
by Michael Greinecker & Karolina Vocke
- 2604.26826 Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects
by Haoyuan Xu & Wei Miao & Geert Dhaene & Jad Beyhum
- 2604.26811 Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
by Fan Wu & Anqi Liu & Jing Chen & Yuhua Li
- 2604.26761 Measuring Choice Difficulty
by Chris Chambers & Yusufcan Masatolioglu & Paulo Natenzon & Collin Raymond
- 2604.26747 From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
by Yikuan Huang & Zheqi Fan & Kaiqi Hu & Yifan Ye
- 2604.26634 Electricity price forecasting across Norway's five bidding zones in the post-crisis era
by My Thi Diem Phan & Trung Tuyen Truong & Hoai Phuong Ha & Dat Thanh Nguyen
- 2604.26563 A simple characterization of single-peaked domains
by Mihir Bhattacharya & Anup Pramanik
- 2604.26546 What Drives Contagion? Identifying and Attributing Cross-Border Transmission Mechanisms
by Avishek Bhandari & Ipsita Parida & Hitesh Kumar Sahu
- 2604.26457 Marshall meets Bartik: Revisiting the mysteries of the trade
by Yasusada Murata & Ryo Nakajima
- 2604.26443 Dynamic Cheap Talk without Feedback
by Atulya Jain
- 2604.26248 The Reservation Inflation of Hard Money: Gold-Standard Deflation and the Real Expansion of Nominal Claims, 1873-1896
by Ran Huang
- 2604.26220 When Agents Shop for You: Role Coherence in AI-Mediated Markets
by Soogand Alavi & Salar Nozari
- 2604.26205 Sequential Estimation of Dynamic Discrete Choice Models with Unobserved Heterogeneity
by Ertian Chen & Hiroyuki Kasahara & Katsumi Shimotsu
- 2604.26169 Budget-Constrained Causal Bandits: Bridging Uplift Modeling and Sequential Decision-Making
by Abhirami Pillai
- 2604.26151 Pricing with Passion: The Local Occupied Volatility (LOV) Model
by Valentin Tissot-Daguette
- 2604.26088 Stochastic Frontier meets Breakdown Frontier
by Santiago Acerenza & Francisco Rosas
- 2604.26076 The Financialization of Proof-of-Stake: Asymptotic Centralization under Exogenous Risk Premiums
by Mikhail Perepelitsa
- 2604.26063 A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
by Luyun Lin & Lixing Lin & Zhen Zhang & Moxuan Zheng & Yiqing Wang
- 2604.25977 Auditing Marketing Budget Allocation with Hindsight Regret
by Nilavra Pathak & Olivier Jeunen & Eric Lambert
- 2604.25954 Fast Core Identification
by Irene Aldridge
- 2604.25826 Technology Fundamentals and False Bubble Detection: Evidence from Dot-Com and AI Episodes
by Haiqiang Chen & Li Chen & Difang Huang & Yuexin Li & Zhengjun Zhang
- 2604.25784 Sequential Equilibria in a Class of Infinite Extensive Form Games
by Michael Greinecker & Martin Meier & Konrad Podczeck
- 2604.25767 The Short- and Long-Term Impacts of Expanding Public Education for Disabled Students
by Laura Caron
- 2604.25761 The Core in a Distributional Economy
by Michael Greinecker & Konrad Podczeck
- 2604.25522 Sources of Inequality at Birth: The Interplay Between Genes and Parental Socioeconomic Status
by Pietro Biroli & Nicolau Martin-Bassols & Andries T. Marees & Hans van Kippersluis & Cornelius A. Rietveld & Pia Arce & Kevin Thom & Stephanie von Hinke & Jeremy Vollen & Titus Galama
- 2604.25507 Identification and Estimation of Consumers' Preferences from Repeated Observations under Nonlinear Pricing
by Samuele Centorrino & Fr'ed'erique F`eve & Jean-Pierre Florens
- 2604.25406 A Motif-Based Framework for Decomposing Risk Spillovers
by Ying-Hui Shao & Yan-Hong Yang & Yun Zhang
- 2604.25403 Corporate Bond Yield Curve Modeling: A Rating-Based Regime-Switching Generalized CIR Approach
by Maochun Xu & Yunqi Liang & Yi Hong
- 2604.25378 Yau's Affine-Normal Descent for Large-Scale Unrestricted Higher-Moment Portfolio Optimization
by Ya-Juan Wang & Yi-Shuai Niu & Artan Sheshmani & Shing-Tung Yau
- 2604.25224 ValueBlindBench: Agreement-Gated Stress Testing of LLM-Judged Investment Rationales Before Returns Are Observable
by Sidi Chang & Peiying Zhu & Yuxiao Chen
- 2604.25123 Implied Volatility Expansions for VIX Options in Forward Variance Models
by Ying Liao & Ankush Agarwal & Florian Bourgey
- 2604.25001 Cylindrical Projections of Occupied Diffusions
by Valentin Tissot-Daguette & Xin Zhang
- 2604.24904 Inference for Linear Systems with Unknown Coefficients
by Yuehao Bai & Kirill Ponomarev & Andres Santos & Azeem M. Shaikh & Max Tabord-Meehan & Alexander Torgovitsky
- 2604.24757 Coordination in complex environments
by Pietro Dall'Ara
- 2604.24723 Efficient Multivariate Kelly Optimization Reveals Sigmoidal Scaling Laws
by Ruslan Tepelyan & Daniel Lam
- 2604.24705 Energy-Arena: A Dynamic Benchmark for Operational Energy Forecasting
by Max Kleinebrahm & Jonathan Berrisch & Philipp Eiser & Wolf Fichtner & Veit Hagenmeyer & Matthias Hertel & Nils Koster & Sebastian Lerch & Ralf Mikut & Jan Priesmann & Melanie Schienle & Benjamin Schaefer & Jann Weinand & Florian Ziel
- 2604.24660 Nonparametric Instrumental Variable Analysis Without Structural Equations: Debiased Inference on Functionals of Inverse Problems with No Solutions
by Zikai Shen & Nathan Kallus & Dimitri Meunier & Houssam Zenati & Arthur Gretton & Aur'elien Bibaut
- 2604.24652 Benefits and Costs of Adaptive Sampling
by Yu-Shiou Willy Lin & Dae Woong Ham & Iavor Bojinov
- 2604.24546 Comonotonic improvement under feasibility constraints
by Christopher Blier-Wong & Jean-Gabriel Lauzier
- 2604.24489 Property, Interest, and Money: Is Heinsohn and Steiger's Property Premium a Determinant of Interest?
by Eric Hillebrand
- 2604.24480 An Explicit Solution to Black-Scholes Implied Volatility
by Wolfgang Schadner
- 2604.24366 The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book
by Philipp D. Dubach
- 2604.24344 Optimal incentive scheme for ESG disclosure
by Imen Ben Tahar & Dylan Possamai & Xiaolu Tan
- 2604.24336 Effects of Genetic Propensity for Education on Labor Market and Health Trajectories across the Working Life
by Stefano Lombardi & Nurfatima Jandarova & Kristina Zguro & Jarkko Harju & Aldo Rustichini & Andrea Ganna
- 2604.24150 Linear estimations of dynamic fixed effects logit models only with time effects
by Yoshitsugu Kitazawa
- 2604.24147 Price as Focal Point: Prediction Markets,Conditional Reflexivity, and the Politics of Common Knowledge
by Maksym Nechepurenko
- 2604.24049 Difference-in-differences with a mediator
by Yuhao Deng & Haoyu Wei & Zhongzhe Ouyang
- 2604.24035 A phase transition in monetary function explains expansion without inflation
by Ran Huang
- 2604.23983 A Geometric Witness Framework for Signed Multivariate Tail-Dependence Compatibility: Asymptotic Structure and Finite-Threshold Synthesis
by Janusz Milek
- 2604.23975 Financial Market as a Self-Organized Ecosystem: Simulation via Learning with Heterogeneous Preferences
by Ryuji Hashimoto & Ryosuke Takata & Masahiro Suzuki & Yuki Tanaka & Kiyoshi Izumi
- 2604.23971 Decomposing Common Agency
by Zhiming Feng
- 2604.23961 Extended State-dependent Hawkes Process for Limit Order Books: Mathematical Foundation and the Reproduction of Volatility Signature Plots
by Akitoshi Kimura
- 2604.23897 MarketBench: Evaluating AI Agents as Market Participants
by Andrey Fradkin & Rohit Krishnan
- 2604.23833 Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios
by Bernd Johannes Wuebben
- 2604.23770 Bootstrapping with AI/ML-generated labels
by Timothy Christensen & Silvia Goncalves & Benoit Perron
- 2604.23645 Buying the Right to Monitor:Editorial Design in AI-Assisted Peer Review
by Zaruhi Hakobyan
- 2604.23608 Non-unique time and market incompleteness
by Chris Angstmann & Tim Gebbie
- 2604.23566 Rigidity and default in production networks
by Giacomo Como & Fabio Fagnani & Elisa Luciano & Alessandro Milazzo & Marco Scarsini
- 2604.23469 Estimation of MIDAS Regressions with Errors-in-the-Variables
by Sukhbir Kaur & Sukhbir Singh & Kanchan Jain & Pooja Soni
- 2604.23315 Multiplicative Contractions, Additive Recoveries: Functional-Form Restrictions on Risk Exposure Dynamics
by Liang Chen
- 2604.23176 Misspecification-Averse Estimation
by Isaiah Andrews & Ricky Li & Yucheng Shang
- 2604.23087 Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
by Yunqi Liang & Hasan Ugur Koyluoglu & Fuat Alican & Yigit Ihlamur
- 2604.23058 The Security Cost of Intelligence: AI Capability, Cyber Risk, and Deployment Paradox
by Sukwoong Choi
- 2604.23023 Realized Regularized Regressions
by Aleksey Kolokolov & Shifan Yu
- 2604.22995 Equations of Motion for an Economy: Capital Deepening, Technology, and Firm Survival
by Robert T. Nachtrieb
- 2604.22982 Stacked Triple Differences
by Meng Hsuan Hsieh
- 2604.22976 Statistical Mechanics of Household Income and Wealth: Derivation from Firm Dynamics via Maximum Entropy and Mixture Aggregation
by Robert T. Nachtrieb
- 2604.22933 Machine Learning Forecasts of Asymmetric Betas Using Firm-Specific Information
by Thomas Conlon & John Cotter & Iason Kynigakis
- 2604.22895 Price Cap vs. Per-Unit Subsidies: Selection, Pricing, and Cross Subsidization
by Ram Sewak Dubey & Maysam Rabbani & Rodrigo Pinto
- 2604.22818 Representation Homogeneity and Systemic Instability in AI-Dominated Financial Markets: A Structural Approach
by Yimeng Qiu & Qiwei Han
- 2604.22801 Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
by Alexis Lazanas & Spyridon Karpouzis
- 2604.22563 Preplay Losing Contracts: Inducing Strong Nash Equilibrium in the $n$-player Prisoner's Dilemma
by Ian Fligler
- 2604.22532 Causal Identification under Interference: The Role of Treatment Assignment Independence
by Julius Owusu & Monika Avila M'arquez
- 2604.22528 Malliavin calculus for signatures with applications to finance
by Eduardo Abi Jaber & Cl'ement Rey & Dimitri Sotnikov
- 2604.22463 Quantum analog-encoding for correlated Gaussian vectors and their exponentiation with application to rough volatility
by Tassa Thaksakronwong & Koichi Miyamoto
- 2604.22445 Inference in Tightly Identified and Large-Scale Sign-Restricted SVARs
by Markku Lanne & Jani Luoto & Adam Rybarczyk
- 2604.22236 Algorithmic Feature Highlighting for Human-AI Decision-Making
by Yifan Guo & Jann Spiess
- 2604.22230 On Benchmark Hacking in ML Contests: Modeling, Insights and Design
by Xiaoyun Qiu & Yang Yu & Haifeng Xu
- 2604.22188 Optimal Investment and Entropy-Regularized Learning Under Stochastic Volatility Models with Portfolio Constraints
by Thai Nguyen & Pertiny Nkuize
- 2604.22069 Liquidity provision in CLMMs: evidence from transactions data
by Andrey Urusov & Rostislav Berezovskiy & Anatoly Krestenko & Andrei Kornilov
- 2604.21893 Revealing Geography-Driven Signals in Zone-Level Claim Frequency Models: An Empirical Study using Environmental and Visual Predictors
by Sherly Alfonso-S'anchez & Cristi'an Bravo & Kristina G. Stankova
- 2604.21734 Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models
by Nikeethan Selvaratnam & Dorinel Bastide & Cl'ement Fernandes & Wojciech Pieczynski
- 2604.21672 Agentic Artificial Intelligence in Finance: A Comprehensive Survey
by Irene Aldridge & Jolie An & Riley Burke & Michael Cao & Chia-Yi Chien & Kexin Deng & Ruipeng Deng & Yichen Gao & Olivia Guo & Shunran He & Zheng Li & George Lin & Weihang Lin & Percy Lyu & Alex Ng & Qi Wang & Hanxi Xiao & Dora Xu & Yuanyuan Xue & Sheng Zhang & Sirui Zhang & Yun Zhang & Sirui Zhao & Xiaolong Zhao & Yihan Zhao & Waner Zheng
- 2604.21604 Mitigate or Fail: How Risk Management Shapes Cybersecurity Competency
by Jeffrey T. Gardiner
- 2604.21581 Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact
by Emilio Barucci & Yuheng Lan & Daniele Marazzina
- 2604.21569 Research Streams in Biodiversity Finance: A Bibliometric Analysis and Research Agenda
by Lennart Ante & Friedrich-Philipp Wazinski & Aman Saggu
- 2604.21548 Nonparametric Point Identification of Treatment Effect Distributions via Rank Stickiness
by Tengyuan Liang
- 2604.21433 ChatGPT as a Time Capsule: The Limits of Price Discovery
by Sebastian Lehner & Alejandro Lopez-Lira
- 2604.21423 Demand Curvature and Pass-Through in Differentiated Oligopoly
by Paul S. Koh
- 2604.21334 Ideological Bias in LLMs' Economic Causal Reasoning
by Donggyu Lee & Hyeok Yun & Jungwon Kim & Junsik Min & Sungwon Park & Sangyoon Park & Jihee Kim
- 2604.21297 Identifying dynamical network markers of financial market instability
by Mariko I. Ito & Hiroyuki Hasada & Yudai Honma & Takaaki Ohnishi & Tsutomu Watanabe & Kazuyuki Aihara
- 2604.21260 Calibeating Prediction-Powered Inference
by Lars van der Laan & Mark Van Der Laan
- 2604.21258 Flexible Bayesian Models for Time-Varying Income Distributions
by David Gunawan
- 2604.21216 Post-AGI Economies: Autonomy and the First Fundamental Theorem of Welfare Economics
by Elija Perrier
- 2604.21202 Participation and Representation in Local Government Speech
by Olivia Martin & Amar Venugopal
- 2604.21103 AI Governance under Political Turnover: The Alignment Surface of Compliance Design
by Andrew J. Peterson
- 2604.20949 Early Detection of Latent Microstructure Regimes in Limit Order Books
by Prakul Sunil Hiremath & Vruksha Arun Hiremath
- 2604.20877 When AAA Satisfies Nothing: Impossibility Theorems for Structured Credit Ratings
by Marco Pollanen
- 2604.20664 Causal Persuasion
by Anastasia Burkovskaya & Egor Starkov
- 2604.20652 Large Language Models Outperform Humans in Fraud Detection and Resistance to Motivated Investor Pressure
by Nattavudh Powdthavee
- 2604.20406 Bond Market Making with a Hit-Ratio Target
by Alexander Barzykin & Axel Ciceri
- 2604.20220 Convex Duality in Perturbed Utility Route Choice
by Mogens Fosgerau & Jesper R. -V. S{o}rensen
- 2604.20192 On Rent Dissipation in Dynamic Multi-battle Contests
by Shanglyu Deng & Qiang Fu & Junchi Li & Zenan Wu
- 2604.20067 Testing replication for an agent-based model of market fragmentation and latency arbitrage
by Ethan Ratliff-Crain & Colin M. Van Oort & Matthew T. K. Koehler & Brian F. Tivnan
- 2604.20050 Information Aggregation with AI Agents
by Spyros Galanis
- 2604.19987 Routine Work, Firm Boundaries, and the Rise of Local Supplier Entry
by Duha T. Altindag & Nabamita Dutta & John M. Nunley & R. Alan Seals & Adam Stivers
- 2604.19969 Educational Mobility Across Multiple Generations in Indonesia
by Sarah Cattan & Antonio Dalla-Zuanna & Jan Stuhler & Po Yin Wong
- 2604.19968 Stochastic Networked Governance: Bridging Econophysics and Institutional Dynamics in a Positive-Sum Agent-Based Model
by Alok Yadav & Saroj Yadav
- 2604.19956 On-chain Peak Shaving
by Irene Aldridge & Gavhar Annaeva & Leyla Beriker & Zhiheng Cai & Samyak Choudhary & Camila Godoy & Kaicheng Gong & Zitao Huang & Jonah Ji & Hetvi Kharvasiya & Heng Li & Yuxuan Li & Tianchi Ma & Qingcheng Meng & Ruiyang Shi & Ananya Shrivastava & Jiaqi Wang & Yifan Wang & Zihua Wu & Jiayang Xu & Yuheng Yan & Zijun Zeng & Bowen Zhang & Francesco Zhang
- 2604.19925 Behavioral Transfer in AI Agents: Evidence and Privacy Implications
by Shilei Luo & Zhiqi Zhang & Hengchen Dai & Dennis Zhang
- 2604.19833 From Clerks to Agentic-AI: How will Technology Change Labor Market in Finance?
by Lu Yu & Xiang Li
- 2604.19819 Decision Traces: What Multi-System Data Fusion Reveals About Institutional Knowledge in Enterprise Hiring
by Saad Bin Shafiq
- 2604.19798 Diagnosing Urban Street Vitality via a Visual-Semantic and Spatiotemporal Framework for Street-Level Economics
by Xinxin Zhuo & Mengyuan Niu & Ruizhe Wang & Junyan Yang & Qiao Wang
- 2604.19796 Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework
by Ana Isabel Castillo Pereda
- 2604.19693 Recent Advances in Causal Analysis of the Stochastic Frontier Model
by Samuele Centorrino & Christopher F. Parmeter
- 2604.19627 Comment on "The Forsaken Road: Reassessing Living Standards Following the Cuban Revolution and the American Embargo"
by Francisco Rodr'iguez
- 2604.19605 Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals
by Useong Shin
- 2604.19604 The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
by Useong Shin
- 2604.19580 Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
by Simon Hirsch & Florian Ziel
- 2604.19476 Cross-Stock Predictability via LLM-Augmented Semantic Networks
by Yikuan Huang & Zheqi Fan & Kaiqi Hu & Yifan Ye
- 2604.19359 How damaging is zero-sum thinking to an agent's interests when the world is positive-sum?
by Shaun Hargreaves Heap & Mehmet Mars Seven
- 2604.19290 Orthogonal reparametrization of the Nelson-Siegel-Svensson interest rate curve model: conditioning, diagnostics, and identifiability
by Robert Flassig & Emrah Gulay & Daniel Guterding
- 2604.19260 Understanding the Mechanism of Altruism in Large Language Models
by Shuhuai Zhang & Shu Wang & Zijun Yao & Chuanhao Li & Xiaozhi Wang & Songfa Zhong & Tracy Xiao Liu
- 2604.19178 A rapid evaluation of Australia's COVID-era apprentice wage subsidy programs
by Peter Bowers & Patrick Rehill & Ethan Slaven
- 2604.19107 Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Complexity Gap Approach
by Kundan Mukhia & Imran Ansari & Md. Nurujjaman
- 2604.19044 Fair Commodity Taxation
by Eric Gao & Daniel Luo
- 2604.18849 From Exposure to Adoption: Generative AI in European Workplaces
by Golo Henseke
- 2604.18821 Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance
by Chang Liu
- 2604.18778 Clustered Local Projections for Time-Varying Models
by Ana Maria Herrera & Elena Pesavento & Alessia Scudiero
- 2604.18767 Maritime Connectivity Vulnerability Index: Construction, Patterns, and Validation Across 185 Economies, 2006-2025
by Mohamed Bouka & Moulaye Abdel Kader Moulaye Ismail
- 2604.18605 Exploring Drivers of Extreme Housing Prices in Australia
by Grace Burtenshaw & Ashley Burtenshaw & Meagan Carney
- 2604.18602 Machine Spirits: Speculation and Adaptation of LLM Agents in Asset Markets
by Maxime Saxena & Marco Pangallo & Cars Hommes & Fabio Caccioli & R. Maria del Rio-Chanona
- 2604.18500 QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance
by Terence Lim & Kumar Muthuraman & Michael Sury
- 2604.18373 Dissecting AI Trading: Behavioral Finance and Market Bubbles
by Shumiao Ouyang & Pengfei Sui
- 2604.18330 Can Institutional Integration of Western Balkans Stock Exchanges Strengthen Monetary Transmission?
by Stefan Tanevski
- 2604.18299 Pseudo-Substitutability: A Maximal Domain for Pairwise Stability in Matching Markets with Contracts
by Nadia Gui~naz'u & Noelia Juarez & Paola Manasero & Pablo Neme & Jorge Oviedo
- 2604.18243 On the market-consistent valuation of health insurance liabilities
by Simon Hochgerner & Jonas Ingmanns & Nicole Kastanek
- 2604.18144 Self-referentiality and asymmetric knowledge flows between journals. The case of economics
by Alberto Baccini & Carlo Debernardi
- 2604.18118 Identifiability of Contagion Components amid Environmental Fluctuations in Aggregated Default Counts
by Shintaro Mori
- 2604.18108 Sharing the proceeds from a hierarchical venture when agents have needs
by R. Pablo Arribillaga & Juan D. Moreno-Ternero & Pablo Neme
- 2604.18078 Factor-Augmented Panel Regressions and Variance-Weighted Treatment Effects
by Art=uras Juodis & Martin Weidner
- 2604.18044 Norm-Relevant Messages under Uncertainty
by Senran Lin
Printed from https://ideas.repec.org/s/arx/papers7.html