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Content
2026
- 2609.08166 AI for AI: Optimizing Additional Infrastructure Build-out to Power Artificial Intelligence Data Centers
by Alexander Crosier & Kyle Onghai & Ronnie Sircar
- 2609.08106 Nystr\"om Attention Matches Full Attention for Cross-Sectional Stock Prediction
by Kunhan Guo
- 2609.08060 Pre-game paired-comparison modeling of professional League of Legends map outcomes
by Min-Ren Guan & Shen-Ning Tung
- 2609.07989 Regimes in the Order Flow
by Ramzi Jebali
- 2609.07958 Historical Reflections on Interest Rates and the Emergence of the Yield Curve
by Olivier Gu'eant
- 2609.07946 Simple Dynamic Stock/Bond/Gold Portfolios
by Nikhil Devanathan & Alexandros E. Tzikas & Stephen P. Boyd
- 2609.07944 CausalVerify: End-to-End Verification of Causal Analyses by Language Models
by Yonghong Zhang & Ricardo Correia & Isabel M. Parra & Yong Xie
- 2609.07902 Measuring DeFi Risk
by Jeremy Bertomeu & Xiumin Martin & Ibrahima Sall
- 2609.07898 Disclosure under Noisy Information Processing
by Jeremy Bertomeu & Edwige Cheynel & Peicong Hu
- 2609.07888 Median-based Splitting Rules for Causal Trees and Forests
by Lennard Ma{ss}mann & Karolina Gliszczy'nska-Schroeder
- 2609.07871 Midterm Review
by Doruk Cetemen & Yonggyun Kim & Fei Li & Curtis R. Taylor
- 2609.07731 The Profit Alignment Problem: How Profit Mandates Induce Alignment Failures in LLMs
by Eric So
- 2609.07682 Very Justified Envy
by Adam Hamdan
- 2609.07633 Robust A/B Decisions
by Max H. Farrell & Malika Korganbekova & Sanjog Misra
- 2609.07486 Simplifying Cyber Cat(astrophe)s with Cyber Kittens: Power Law Plausibility for Cyber Insurance Risks
by Max Henderson & Anton Solomko & Henry Simmons & Nick Jin & Maximilian Kloucek & John Wingate
- 2609.07358 Access to Live AI Advice and Behavior Under Risk: An Incentivized Experiment
by Paul Althaus & Leon Houf & Christiane Schwieren
- 2609.07351 Fixed Points for the $q$-Bass Martingale: Existence, Stability, and Convergence
by Beatrice Acciaio & Antonio Marini
- 2609.07207 Filtering without recursion and some of its uses in financial economics
by Simon Donker van Heel & Neil Shephard
- 2609.07169 Pricing and Hedging of Discretely Monitored Asian Options in the Volterra-Heston Model
by Gijs Custers & Sven Karbach & Martin Friesen
- 2609.07033 Choosing the Dictionary and Penalty for IV-LASSO
by Yukun Ma & Manu Navjeevan & Bogdan Salahub
- 2609.07011 An evidence review of worker retraining
by David Roodman & Maxim Massenkoff
- 2609.06907 Sign Restrictions and Supply-demand Decompositions of Inflation
by Matthew Read
- 2609.06865 School Choice with Appeals
by Claudia Cerrone & Yoan Hermstr{u}wer & Josu'e Ortega
- 2609.06841 Mobile but Miserable: Social comparison networks and social mobility
by Patrick Allmis & Matthew Elliott & Christian Ghiglino & Alastair Langtry
- 2609.06827 Beyond Aggregate VARs: A Bayesian Benchmark for HANK Models
by Florian Huber & Gary Koop & Christian Matthes
- 2609.06739 The profit-bias identity in sports betting: bookmaker profit as the public's prediction error
by Jacek P. Dmochowski
- 2609.06422 Asymmetric Long-Memory GARCH: Sign-Dependent Kernel Injection in a Two-Dimensional Markov Chain
by Kennedy Titus Kayaki & Kyungsub Lee
- 2609.06308 Housing Price Appreciation, Housing Affordability, and the Spatial Restructuring of Toronto Commuting
by Shawn Berry
- 2609.06277 Optimal Transport in Economics
by Amine Fahli & Alfred Galichon
- 2609.06267 From Discrete Trailing Returns to a Continuous Graphical Profile: Return-to-Present Curves
by Lei Liu
- 2609.06151 Ripple Effects: Robust Norms without Punishment
by Alistair Barton
- 2609.06137 Unbiased Monte Carlo Greeks for Discontinuous Payoffs
by Evgeny Lakshtanov
- 2609.06123 Optimal harvesting under annuity and compound interest laws: economic-ecological trade-offs in a logistic growth model
by Anurag Sau & Sujayan Gupta & Uttam Ghosh & Sabyasachi Bhattacharya
- 2609.06118 A Perron-Frobenius comonotonic approximation for sums of lognormals
by Chunle Huang
- 2609.06085 Explainable Deep Learning for Price-Trade Dynamics: From Black-Box Forecasts to Effective Parametric Models
by Manuel Naviglio & Fabrizio Lillo
- 2609.05883 Fixed-smoothing Uniform Inference for Quantile Regression
by Kaicheng Chen & Antonio F. Galvao & Seunghwa Rho & Timothy J. Vogelsang & Jungmo Yoon
- 2609.05804 Why China Succeeds: A Road to Prosperity
by Qingjie Xia
- 2609.05792 Scalable Clustered Network Connectedness with Control Variables: Theory and Application to Global Banking
by Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz
- 2609.05499 A 1.283 Price-of-Anarchy Bound for the Repeated Virtual First-Price Auction
by Endre Cs'oka
- 2609.05491 Asymptotically-informed neural networks for Black-Scholes implied volatility computation
by Samira Amiriyan & Youness Boutaib
- 2609.05485 Are AI Risks Priced in the U.S. Stock Market? Evidence from Financial News Factors
by Yanhui Shen
- 2609.05440 Optimization of capital injections and absolutely continuous dividend payments in a diffusion model
by H'el`ene Gu'erin & Dante Mata & Jean-Franc{c}ois Renaud & Alexandre Roch
- 2609.05434 Deep Learning for Reflected BSDEs: Regularization and Error Analysis
by Ruimeng Hu & Yihan Zou
- 2609.05433 Perpetual Futures for Stocks: The SpaceX Pre-IPO Market
by Aditya Gupta & Nick Polson
- 2609.05372 Does p-Hacking Mitigate or Exacerbate the Effects of Publication Bias?
by Yong Cai & Agathe Pernoud & Boli Xu
- 2609.05318 Optimal Rates for Agentic Networked Information Aggregation
by MohammadHossein Bateni & Zahra Hadizadeh & MohammadTaghi Hajiaghayi & Mahdi JafariRaviz & Shayan Taherijam
- 2609.05162 Quantity, Risk, and Return
by Yu An & Yinan Su & Chen Wang
- 2609.05115 Creators Have Difficulty Abandoning Ideas They Generated
by Jin Kim & George E. Newman
- 2609.05047 Gatheral's Conjecture Revisited
by Vladimir Lucic
- 2609.04994 Identification and Estimation of Intergenerational Income Mobility Measures
by Alejandro Puerta-Cuartas
- 2609.04917 Artificial Intelligence in Equity and Crypto Markets: Progress, Profitability Evidence, and the Limits of Automated Investing
by Linsen Zhu & Mengqing Cai
- 2609.04712 Convex Modeling of Price Cross-Impact over Time
by Vincent Yinjun-Wang & Madeleine Udell
- 2609.04622 Belief Updating without Complete Trust
by Jawwad Noor & Yuzhao Yang
- 2609.04569 Quantum Circuit Learning for Volatility Modeling: Multifractal Analysis of Realized Volatility Time Series
by Tetsuya Takaishi
- 2609.04496 Portfolio Diversification and Concentration under Dependence Uncertainty: A Majorization Approach
by Peng Liu & Yang Liu
- 2609.04420 Optimal Stratified Allocation for Rare-Event Onset Forecasting in Dependent Sequences
by Jaskaran Singh
- 2609.04356 Blockchain-Enabled Secure Logging for Fiscal Electronic Mechanisms: Evaluation of the Greek eSEND and myDATA Tax Systems
by Panagiotis Mavridis & Anargyros Baklezos & Christos Nikolopoulos
- 2609.04136 Natural Disasters and the Nonprofit Sector
by Mayleen Cortez-Rodriguez
- 2609.04087 Global Multi-Maturity SPX-VIX Calibration Beyond Markovian Stitching
by Atithi Acharya & Charlie Che & Yue Sun & Brandon Augustino & Shouvanik Chakrabarti & Shree Hari Sureshbabu
- 2609.04068 Tournaments with Managerial Discretion
by Peiran Xiao & Hashim Zaman
- 2609.03741 Bayesian Confidence Recalibration and Research-Equilibrium Criticality: Temporal Support in Robust Portfolios
by Han Yanc{c}
- 2609.03730 Proof of Steady-State Multiplicity in Aiyagari
by Kieran James Walsh
- 2609.03654 Enhancing Financial Question Answering: A Novel Benchmark Dataset of Banks' financial statements
by Arianna Miola & Bruno Spaccavento & Lorenzo Silotto & Marco Bianchetti & Luca Cagliero
- 2609.03552 An Entropic Factor Model for Robust Portfolio Replication
by Argimiro Arratia & Henryk Gzyl
- 2609.03439 Knowledge-Based Mechanisms
by Yutong Zhang & Yangfan Zhou
- 2609.03227 Randomization Inference for Matched Pairs with Binary Outcomes
by Bob Wilson
- 2609.03218 The Analyst in the Prompt: Role, Retrieval, and Memory Biases in LLM Financial Analysis
by Ahmed Asaad & Amr Mohamed & Yang Zhang & Omneya Abdelsalam
- 2609.03115 Mean-field equilibrium of heterogeneous agents under market impact
by Joseph Lecl`ere & Mathieu Rosenbaum
- 2609.03106 Scaling Laws, Tabular Data and Actuarial Ratemaking Models
by Ronald Richman
- 2609.02992 Tempting the Agent: The Economics of Reputation without Persistent Identity in AI Agent Markets
by Federico Gatta & Manuel Naviglio & Francesco Tarantelli
- 2609.02900 DisclosureBeta: A Measurement-Channel Theory for Regime-Conditioned Betas from LLM-Read Risk Disclosures
by Ping Kuen Wong
- 2609.02797 Dutch Books for Language Models
by Isaiah Andrews & Suproteem Sarkar
- 2609.02773 Sequential Pricing Mechanisms for Surplus Division
by Yukihiko Funaki & Yukio Koriyama & Matias Nunez & Giacomo Rostagno
- 2609.02756 Off-policy causal estimation in networks
by Sahil Loomba & Dean Eckles
- 2609.02677 Eliciting ESG Preferences for Reinforcement Learning-Based Portfolio Optimization
by Giovanni Dispoto & Marcello Restelli & Carmine Ventre
- 2609.02673 Estimation risk in conditional expectiles
by Marcelo Fernandes & Vitor Henriques & Eduardo Fonseca Mendes
- 2609.02660 Modeling Trade Durations under Temporal Granularity Effects in Forex Markets
by Vladim'ir Hol'y
- 2609.02580 Competitive Market Behavior of LLMs
by Pawel Struski & Jakub Swistak & Inez Okulska & Przemyslaw Biecek
- 2609.02535 Uniform Inference and Certified Capacity at a Reflexive Stability Boundary
by Alejandro Rodriguez Dominguez
- 2609.02525 Switching Frictions, Heterogeneous Trading Horizons, and Long-Memory Order Flow
by Alejandro Rodriguez Dominguez
- 2609.02447 Price manipulation in nonlinear transient impact models: rigidity before memory and complete positivity after memory
by Minhyeok Lee
- 2609.02381 Viscosity Supersolution Barriers to a Non-local Free Boundary Problem
by Avetik Arakelyan & Lusine Poghosyan
- 2609.02357 Strategic Centrality and the Emergence of Core-Periphery Networks
by Itai Arieli & Jo~ao Correia-da-Silva & Wade Hann-Caruthers & Anna Rubinchik
- 2609.02031 Equilibrium Architecture in Multi-Battle Contests with Count-Dependent Prizes
by Zhonghong Kuang & Jingfeng Lu
- 2609.02014 Insights on Time-consistent Deep Hedging under Elicitable Dynamic Risk Measures
by Shuyi Zhang & Fr'ed'eric Godin
- 2609.02013 What Would it Cost to End Extreme Poverty?
by Roshni Sahoo & Joshua Blumenstock & Paul Niehaus & Leo Selker & Stefan Wager
- 2609.01943 Headline Estimation with Multiple Research Designs
by Vod Vilfort
- 2609.01804 Robust Variance Estimation in Linear Regression: A Projection-Geometry Perspective
by Yanping Chen
- 2609.01595 Mechanism Design for Alignment and Control
by Dirk Bergemann & Andrew Koh & Stephen Morris
- 2609.01489 Bi-Compositional Division Rules
by Christoph Schlegel
- 2609.01468 Freemium Model for Information Provision
by Igal Milchtaich
- 2609.01467 Which Policy Works, and Where? Estimation and Inference for State-Level Treatment Effects in Difference-in-Differences
by Nichole Austin & Sunny R. Karim & Erin Strumpf & Matthew D. Webb
- 2609.01323 Adaptive singular-point method for pricing and hedging surrenderable equity-linked contracts
by Andrea Molent & Marcellino Gaudenzi
- 2609.01263 AI and the Economy: An Economic Examination of Production, Distribution, Firms, Labor, and Welfare
by Ali Zeytoon-Nejad
- 2609.01183 Harvesting the Variance Risk Premium in Nuclear and Energy Equities: A Short-Put Portfolio Derisking Strategy
by Jilang Miao & Nonna Sorokina
- 2609.01133 Scalable Inversion of Contests with Correlated Performances, Including Softmax and Multinomial Probit
by Peter Cotton
- 2609.00943 Illiquidity at Risk
by Demetrio Lacava & Paolo Santucci de Magistris
- 2609.00911 Pricing the DeFi Tail: Do Protocols or Depositors Price Operational Risk?
by Nils Bundi
- 2609.00799 How outside options are incorporated into payoff distributions
by Takaaki Abe
- 2609.00731 Agentic Empirical Asset Pricing: Methodological Foundations
by Yingjian Pan & Xiaowei Ding & Kay Giesecke
- 2609.00541 Optimal Uniform Pricing for Multi-Interval Dispatch without Make-Whole Uplifts
by Valentina Norambuena-Guzman & Cong Chen & Lang Tong & Timothy D. Mount
- 2609.00438 Single- and Multilevel Quadrature with Error Control for Fourier Pricing under the Rough Heston Model
by Chiheb Ben Hammouda & Abderrahmene Ben Romdhane & Michael Samet & Raul F. Tempone
- 2609.00418 Was Stalin Necessary? Counterfactual Evidence on Soviet Growth
by Fern'andez Salguero & Ricardo Alonzo
- 2609.00414 LPG Subsidy Reform, Energy Compensation, and Social Risk in Bolivia: A Machine-Learning Agent-Based Microsimulation
by Ricardo Alonzo Fern'andez Salguero
- 2609.00380 Communicating About Endogenous Issues
by Elliot Lipnowski & Doron Ravid
- 2609.00375 Residential Price Modeling using Spatially Validated Machine Learning Methods: A Comparison Across Geographic Contexts
by Usman Ahmed & Jason Hawkins
- 2609.00350 Manipulation Testing in Boundary Discontinuity Designs
by Federico A. Bugni & Federico Crippa & Daniel Restrepo
- 2609.00332 Latent-Space No-Arbitrage Geometry of Generative Models for Implied Volatility Surfaces
by Jing Wang & Shuaiqiang Liu & Cornelis Vuik
- 2609.00089 Foundation models for electricity price forecasting and battery arbitrage: Can they replace market-specific forecasting models?
by Arkadiusz Lipiecki & Rafa{l} Weron
- 2608.31085 Moments of Random Coefficients in Short Panels
by Irene Botosaru & James L. Powell
- 2608.31059 When Can We Work in Embedding Space? What Text Embeddings Preserve
by Simon Freyaldenhoven
- 2608.31041 Agentic Quantitative Trading: A Survey of Workflows, Systems, and Evaluation
by Fengrui Hua & Hengyi Yang & Xinlei Hao & Haohan Zhang & Bokai Cao & Yiyan Qi & Jia Li & Jian Guo
- 2608.30999 Metaorder modelling and identification from public data
by Ezra Goliath & Tim Gebbie
- 2608.30867 Neural Calibration of a Complete Market Model
by Andrea Molent & Michel Vellekoop
- 2608.30749 Importance Sampling Enhanced with the COS Method for the Portfolio Risk Allocation
by Fang Fang & Xiaoyu Shen & Qinling Wang
- 2608.30558 A note on markets with semi-static trading strategies
by Mikl'os R'asonyi
- 2608.30522 Tariff Threats, Macroeconomic Expectations, and Policy Communication Strategies: Experiments Based on a Multi-Agent System
by Jianhao Lin & Lexuan Sun & Yixin Yan
- 2608.30519 Authority-Inference Separation in Agentic Finance: First-Line Control, Blockchain Enforcement, and Replayable Assurance
by Hui Gong & Michail Samawi & Francesca Medda
- 2608.30490 Two Kinds of Nothing: What Insignificant Results in Finance Actually Show
by David Tan
- 2608.30446 End-to-End Neural Shrinkage of Indefinite Pairwise Correlation Matrices for Small-Cap-Inclusive Portfolios
by Christian Bongiorno & Lorenzo Villassero
- 2608.30321 Optimal Block Time for AMM Liquidity Providers under Jump-Diffusion Prices
by Nils Bundi
- 2608.30225 Redefining Stablecoins from Nominal to Real Value: A Maximum Likelihood Approach
by Tomonori Kanno & Kensuke Ito & Yushi Yoshimura & Kyohei Shibano
- 2608.29843 The Price of Intelligence: A Quality-Adjusted Price Index for AI Services
by Louis Yiven Zhu
- 2608.29840 On the Complexity of Bayesian Signal Processing
by Yi Liu
- 2608.29818 Decarbonising price formation: unit-level evidence on battery storage and the imbalance price in the GB Balancing Mechanism
by Robert Dalton & Aidan O'Sullivan
- 2608.29786 Recovering Posterior Beliefs in Credit Risk: A Latent-State EM Extension of the Information-Geometric Framework
by Lorenzo Quirini
- 2608.29692 Portfolio Risk Bounds without Cross-Asset Return Covariances: Distributional Fields from Language-Model Representations
by Marcus Gawronsky & Chun-Sung Huang
- 2608.29669 Wasserstein-Barycentric Interaction Fields for Spatial Factor Models: Evidence from Language-Model Representations
by Marcus Gawronsky & Chun-Sung Huang
- 2608.29597 Credibility in school choice
by Camilo J. Sirguiado & Jiarui Xie
- 2608.29506 Pure Risk
by David Dillenberger & Jay Lu
- 2608.29488 Conditional Impatience and Concavity of Consumption Functions
by Alexis Akira Toda
- 2608.29473 Stochastic Optimal Control of Hawkes Jump-Diffusion Systems
by Daria Sakhanda & Joshu'e Hel'i Ricalde-Guerrero
- 2608.29468 The Convergence Rate of Stochastic Tracking with Application to Optimal Execution
by Marcel Nutz & Moritz Voss
- 2608.29430 Content Exploration Beyond the Feed: Creator Supply and the Shared Corpus
by Yuanyuan Shen & Yiren Yan & Wenjie Li & Chunhui Zhu
- 2608.29423 Improving Swaption Calibration in Factor HJM Stochastic Volatility Models: A First-Order Correction to Frozen Swap-Rate Loadings
by Bram Brongers
- 2608.29025 Deep Hedging Under Realistic Market Frictions: A Regime-Conditional Empirical Study of Dynamic Option Hedging on Bitcoin Options
by Sheryan Kumar
- 2608.28866 Scrutiny and Conservatism
by Paul H. Y. Cheung & Zichang Wang
- 2608.28722 From the Social Choice Problem to a Collusion-Proof Tendering Mechanism for Dynamic Stochastic Projects
by Endre Cs'oka
- 2608.28399 RetailAgent: Structured Adverse Timing in Self-Conditioned Multimodal LLM Trading Agents
by Yupeng Zhang & Liuyuan Jiang & Hongyi Huang & Bingheng Li & Lisha Chen
- 2608.28397 Market-Informed Valuation of GMMB Riders with Surrender Options under a Heston Stochastic-Local Volatility Model
by Ludovic Goudenege & Andrea Molent & Xiao Wei & Antonino Zanette
- 2608.28115 Causal Non-causal State Space Models and the Modelling of Financial Bubbles
by Frederik Bjerg Krabbe
- 2608.28087 A Design Concept of Forecasting Software for Normalized Vector Autoregressions with Fat Tails and Stochastic Volatility
by Fei Shang & Xiaolei Wang & Tomasz Wo'zniak
- 2608.27980 The Race for Elite Destinations: Education Competition and Low Fertility in Korea
by Dongwoo Kim
- 2608.27903 Strategic Disclosure and the Design of Attention
by Qian Cao & Yifei Sun
- 2608.27784 Strong Observable Substitutability and the Cumulative Offer Mechanism
by Daisuke Hirata & Yusuke Kasuya
- 2608.27734 What survives honest evaluation? Leakage-safe, search-aware assessment of LLM-driven trading strategy discovery
by Eray Genc{c}ay
- 2608.27598 Do Customer Disclosures Affect Suppliers' Internal Capital Allocation Decisions?
by Sangwook Nam
- 2608.27575 Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model
by Riccardo Caruso
- 2608.27538 Disaffection at Work: Employee Responses to Job-Related Information
by Beatrice Braut & Mariele Macaluso & Vincenzo Mollisi
- 2608.27536 Refundable Deposits: How to Restore Cooperation in Finitely Repeated Games
by Giulio Salizzoni & Domenico Mergoni Cecchelli & Edward Plumb & Maryam Kamgarpour & Galit Ashkenazi-Golan
- 2608.27374 Distribution-constrained optimal multiple stopping: the Root-type solution
by Shuoqing Deng & Daxin Huang
- 2608.27364 Sophistication in GenAI Use: Field Evidence from a Large Firm
by Nicholas J. Hallman & Zachary T. Kowaleski & Anu Puvvada & Jaime J. Schmidt
- 2608.27295 A Temporal Multiplex Graph Neural Network for Systemic Risk Transmission in Global Banking
by Nneka Umeorah & Tolulope Fadina
- 2608.27261 Strategy-Proof and Minimally Wasteful Random Assignment
by Christian Basteck & Lars Ehlers
- 2608.27229 On the approximation of posterior laws in compound loss models by conditional Wasserstein GANs
by Aleksandar Arandjelovic & Pavel V. Shevchenko & George Tzougas
- 2608.27156 Traveling Waves in Equity Markets with Rank-Based Entry and Exit
by Graeme Baker & Caroline Smyth
- 2608.27155 Identification and Estimation in Panel Data Models with Nonparametric Two-Way Fixed Effects
by Hugo Freeman & Dennis Kristensen
- 2608.27076 Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation
by Joshua Le Grice
- 2608.26924 The Pulse Beneath the Job Title: Monthly Readings of Requirements and Tasks from 750 Million Chinese Job Ads
by Qin Chen & Ying Fang & Xiangyu Wang & Leo Yang Yang
- 2608.26837 Interpretable hybrid credit scoring for thin-file and underbanked populations
by Belise Kanziga & Ya'e U. Gaba & Olivier Kanamugire
- 2608.26606 Analyzing Within-Subject Experiments: Identification, Testing, and Sensitivity
by Shiyao Liu & Junni L. Zhang
- 2608.26584 DIRECT: Decomposing Audience Preference and Creative Effect in Visual Content Analytics
by Yizhi Liu & Balaji Padmanabhan & Siva Viswanathan
- 2608.26522 Inference for High-Dimensional Network Data
by Yuya Sasaki & Baoning Zheng
- 2608.26473 DTD-VAE: Disentangled Temporal Dependencies VAE for Credit Risk Prediction
by Xiaobo Guo & Lu-an Dong & Yanbo Wang & Peng Zhang & Cai Zhi & Youru Li
- 2608.26426 The Italian Municipality Equitable and Sustainable Well-being Index (MESWI)
by Nicola Caravaggio & Giuliano Resce & Agapito Emanuele Santangelo
- 2608.26410 Simultaneous Envy and Equitability Guarantees
by Hadi Hosseini & Shraddha Pathak & Lirong Xia & Chengkai Zhang
- 2608.26358 An Anonymized Urn-Based Experimental Dataset on Decision-Making under Risk and Ambiguity
by V'aclav Kratochv'il & Radim Jirouv{s}ek & Kl'ara v{S}imr{u}nkov'a & Simona Bav{z}antov'a
- 2608.26174 Forecasting Economically Significant Bitcoin Moves: A Multi-Scale TCN with Profit-Optimized Thresholds
by Parsa Yousefnezhad & Gholamreza Mansourfar & Mohammadreza Feizi Derakhshi
- 2608.26158 A Frequency-Controlled Comparison of Tick- and Minute-Based Information Bars for Cryptocurrency Markets
by Muhammad Toheed Fayyaz & Abdul Jabbar & Faheem Ahmad Qureshi & Syed Qaisar Jalil
- 2608.26128 Analysis of the Principal Components of Correlation Matrices of S&P 500 Financial Data from an Econophysics Perspective
by Javier G'omez Morales
- 2608.26127 Graph-Based Modeling of Financial Volatility Dynamics
by Chuanzhen Wang & Alice Zhang & Wei Chen & Michael Brown
- 2608.26122 From electricity prices to profits: multidimensional probabilistic forecasting for BESS trading
by Tomasz Weron & Katarzyna Maciejowska
- 2608.26115 Option-Implied Signals and Crash Risk: Predictability and Machine-Learning Evidence from U.S. Equity Options
by Baichuan Li & Mengxiao Wang
- 2608.26114 CIFQA: A Deterministic Tool-Grounded Multi-Agent LLM Framework for Financial Query Answering
by Kunjesh Parekh & Anil Kumar Tiwari & Divya Saxena
- 2608.26106 A Statistical-Finance Benchmark for Same-Day Directional Stock Prediction: Walk-Forward Evidence from SPY
by Alex Chen
- 2608.25972 The Dynamic Trade-Off of Dual-Class Shares
by Hyunseob Kim & Doron Levit & Roni Michaely
- 2608.25966 Potentials and Weak Potentials in Acyclic and Weakly Acyclic Games
by Igal Milchtaich
- 2608.25923 Efficient tensor bases for pairwise comparisons
by Konrad Ku{l}akowski & Ryszard Smarzewski
- 2608.25901 Cross-Section Estimation of Long-Run Relations Using Time-Compressed Data
by Serena Ng & Nikolay Gospodinov
- 2608.25844 Output-Only Identification and Spectral Monitoring of Coupled Feedback Networks with Known Time-Varying Actuation
by Jihwan Woo
- 2608.25814 Nonparametric Bayesian Inference for Partially Identified Discrete Response Models
by Elie Tamer & Christopher D. Walker
- 2608.25731 Agnostic Sequential Rationality
by Igal Milchtaich
- 2608.25720 Endogenous Selection and Spillovers: Bayesian Inference for Policy-Relevant Causal Effects
by Duong Trinh
- 2608.25678 Normative boundaries of AI in scientific work: Evidence from PhD researchers
by Francesco Angelini & Johan Lyrvall
- 2608.25602 The Reverse Big Push: Generative AI and Self-Fulfilling Automation
by Soumen Banerjee & Jianguo Wang
- 2608.25488 Social Network Structure, Wealth, and Wealth Inequality Across Cultures
by Eleanor A. Power & Monique Borgerhoff Mulder & Samuel Bowles & Matthew O. Jackson & Jeremy Koster & Daniel Redhead & Thomas Rutter & Sahana Subramanyam & Justin Weltz & Nurul Alam & Sarah Alami & Alexandra Alvergne & Curtis Atkisson & Michele Barnes & Bret Beheim & Christine M. Beitl & Madeline Brown & Mark Caudell & Wendy Ch'{a}vez-P'{a}ez & Komal Chauhan & Joshua Cinner & Siobh'{a}n Cully & Augusto Dalla Ragione & Angelina L. DeMarco & Ivan Deschenaux & Federico Fernandez & Juan Pablo Ferreiro & Drew Gerkey & Matthew Gervais & Christopher Golden & Gianluca Grimalda & Werner Hertzog & Paul L. Hooper & Karen Kramer & Geoff Kushnick & Banrida Langstieh & Rodrigo Lazo & Sheina Lew-Levy & Shane Macfarlan & Emmanuel Maliti & Karl J. Mertens & Madalena Monteban & Rafael Morais Chiaravalloti & Daniel Murphy & Kathryn Oths & Alejandro P'{e}rez Velilla & Emily Post & Sean Prall & Cody Ross & Anirudh Sankar & Brooke Scelza & Michael Schnegg & Edmond Seabright & Mary K. Shenk & Kathrine E. Starkweather & Chun-Yi Sum & Bram Tucker & Bapu Vaitla & Vivek Venkataraman & John P. Ziker
- 2608.25304 SAUSS: Stochastic Approximation with Unbiased Simulated Scores for Limited Dependent Variable Models
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
- 2608.25223 On the hedging problem in general 1D diffusion markets
by Alexis Anagnostakis & David Criens & Mikhail Urusov
- 2608.25043 Interpersonally Comparable Utility
by Peter Caradonna & Zachary Raines
- 2608.25009 Theory as data compression
by Carlos Cueva
- 2608.24894 Forecasting Weather-Driven Price Dynamics Across Sri Lankan Tea Market Catalogues
by Hesandi Mallawarachchi & Senilka Madurapperumage & Nadil Kulathunge & Thilokya Angeesa & Nethsith Gunaweera & Sandeepa Weerasekara & Patalee Narasinghe & Nisansa de Silva & Sandareka Wickramanayake
- 2608.24871 NatPar: Natural Parametric Modeling
by Hirbod Assa
- 2608.24851 Learning Whom to Trust : Decision-Generated Credibility in Social Learning
by Gabriel Bontemps & Abhishek Banerjee
- 2608.24811 How does hazard exposure influence job choice? Evaluating time-dependent tradeoffs between salary and hazard risks
by Richard Bernknopf & Leila Gonzales & Christopher Keane
- 2608.24786 Harvesting the Volatility Risk Premium: A Learning-to-Rank Approach
by Maciej Wysocki
- 2608.24774 The Paradox of Strategic Altruism
by Foivos Savva & Michele Lombardi & Ritesh Jain
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Printed from https://ideas.repec.org/s/arx/papers7.html