Printed from https://ideas.repec.org/s/arx/papers72.html
Content
2021
- 2111.15204 Estimation of inter-sector asset correlations
by Christian Meyer - 2111.14938 Distribution Shift in Airline Customer Behavior during COVID-19
by Abhinav Garg & Naman Shukla & Lavanya Marla & Sriram Somanchi - 2111.14737 Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights Update
by Georgios Piliouras & Ryann Sim & Stratis Skoulakis - 2111.14708 Ergodic aspects of trading with threshold strategies
by Attila Lovas & Mikl'os R'asonyi - 2111.14665 Ranking of different of investment risk in high-tech projects using TOPSIS method in fuzzy environment based on linguistic variables
by Mohammad Ebrahim Sadeghi & Hamed Nozari & Hadi Khajezadeh Dezfoli & Mehdi Khajezadeh - 2111.14635 A Resolution of St. Petersburg Paradox
by V. I. Yukalov - 2111.14631 Model Risk in Credit Portfolio Models
by Christian Meyer - 2111.14620 An Investigation of the Impact of COVID-19 Non-Pharmaceutical Interventions and Economic Support Policies on Foreign Exchange Markets with Explainable AI Techniques
by Siyuan Liu & Mehmet Orcun Yalcin & Hsuan Fu & Xiuyi Fan - 2111.14613 Do price reductions attract customers in urban public transport? A synthetic control approach
by Hannes Wallimann & Kevin Blattler & Widar von Arx - 2111.14590 The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity
by Alessandro Casini - 2111.14524 From homemakers to breadwinners? How mandatory kindergarten affects maternal labour market outcomes
by Selina Gangl & Martin Huber - 2111.14521 Do soda taxes affect the consumption and health of school-aged children? Evidence from France and Hungary
by Selina Gangl - 2111.14502 Superhedging duality for multi-action options under model uncertainty with information delay
by Anna Aksamit & Ivan Guo & Shidan Liu & Zhou Zhou - 2111.14431 Eliciting and Distinguishing Between Weak and Incomplete Preferences: Theory, Experiment and Computation
by Georgios Gerasimou - 2111.14365 Markovian Persuasion
by Ehud Lehrer & Dimitry Shaiderman - 2111.14000 Factor-augmented tree ensembles
by Filippo Pellegrino - 2111.13901 Fast Sampling from Time-Integrated Bridges using Deep Learning
by Leonardo Perotti & Lech A. Grzelak - 2111.13774 Robust Permutation Tests in Linear Instrumental Variables Regression
by Purevdorj Tuvaandorj - 2111.13744 Yogurts Choose Consumers? Estimation of Random-Utility Models via Two-Sided Matching
by Odran Bonnet & Alfred Galichon & Yu-Wei Hsieh & Keith O'Hara & Matt Shum - 2111.13740 Replicating Monotonic Payoffs Without Oracles
by Guillermo Angeris & Alex Evans & Tarun Chitra - 2111.13692 Minimum Wages in Concentrated Labor Markets
by Martin Popp - 2111.13690 Management of Social and Economic Development of Municipalities
by Maria A. Shishanina & Anatoly A. Sidorov - 2111.13519 Graph Auto-Encoders for Financial Clustering
by Edward Turner - 2111.13443 Flexible forward improvement iteration for infinite time horizon Markovian optimal stopping problems
by Soren Christensen & Albrecht Irle & Julian Peter Lemburg - 2111.13334 The Parameter Sensitivities of a Jump-diffusion Process in Basic Credit Risk Analysis
by Bin Xie & Weiping Li - 2111.13228 Securities Lending Haircuts and Indemnification Pricing
by Wujiang Lou - 2111.13164 Neural network stochastic differential equation models with applications to financial data forecasting
by Luxuan Yang & Ting Gao & Yubin Lu & Jinqiao Duan & Tao Liu - 2111.13109 Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues
by Christian Bongiorno & Damien Challet & Gr'egoire Loeper - 2111.12967 A General Surplus Decomposition Principle in Life Insurance
by Julian Jetses & Marcus C. Christiansen - 2111.12948 Difference in Differences and Ratio in Ratios for Limited Dependent Variables
by Myoung-jae Lee & Sanghyeok Lee - 2111.12921 Network regression and supervised centrality estimation
by Junhui Cai & Dan Yang & Ran Chen & Wu Zhu & Haipeng Shen & Linda Zhao - 2111.12830 TSO-DSOs Stable Cost Allocation for the Joint Procurement of Flexibility: A Cooperative Game Approach
by Anibal Sanjab & H'el`ene Le Cadre & Yuting Mou - 2111.12799 The Macroeconomic Effects of Corporate Tax Reforms
by Francesco Furno - 2111.12767 Coexistence of Centralized and Decentralized Markets
by Berk Idem - 2111.12658 Portfolio optimisation with options
by Jonathan Raimana Chan & Thomas Huckle & Antoine Jacquier & Aitor Muguruza - 2111.12640 Completing correlation matrices
by Olaf Dreyer & Horst Kohler & Thomas Streuer - 2111.12564 Conditional Estimates of Diffusion Processes for Evaluating the Positive Feedback Trading
by Aihua Li - 2111.12532 Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
by Taras Bodnar & Nestor Parolya & Erik Thors'en - 2111.12509 Towards Quantum Advantage in Financial Market Risk using Quantum Gradient Algorithms
by Nikitas Stamatopoulos & Guglielmo Mazzola & Stefan Woerner & William J. Zeng - 2111.12459 The Performance of Recent Methods for Estimating Skill Prices in Panel Data
by Michael J. Bohm & Hans-Martin von Gaudecker - 2111.12397 Maximum Likelihood Estimation of Differentiated Products Demand Systems
by Greg Lewis & Bora Ozaltun & Georgios Zervas - 2111.12258 On Recoding Ordered Treatments as Binary Indicators
by Evan K. Rose & Yotam Shem-Tov - 2111.12248 Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics
by Jiarui Chu & Ludovic Tangpi - 2111.12237 A Game Theoretic Analysis of Liquidity Events in Convertible Instruments
by Ron van der Meyden - 2111.11963 Affirmative Action's Cumulative Fractional Assignments
by Haydar Evren & Manshu Khanna - 2111.11875 Functional Model of Residential Consumption Elasticity under Dynamic Tariffs
by Kamalanathan Ganesan & Jo~ao Tom'e Saraiva & Ricardo J. Bessa - 2111.11630 Aggregation of Models, Choices, Beliefs, and Preferences
by Hamed Hamze Bajgiran & Houman Owhadi - 2111.11609 Pricing cryptocurrencies : Modelling the ETHBTC spot-quotient variation as a diffusion process
by Sidharth Mallik - 2111.11506 Interactive Effects Panel Data Models with General Factors and Regressors
by Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang - 2111.11459 Semi-nonparametric Estimation of Operational Risk Capital with Extreme Loss Events
by Heng Z. Chen & Stephen R. Cosslett - 2111.11315 Investing in crypto: speculative bubbles and cyclic stochastic price pumps
by Misha Perepelitsa - 2111.11286 Portfolio optimization with idiosyncratic and systemic risks for financial networks
by Yajie Yang & Longfeng Zhao & Lin Chen & Chao Wang & Jihui Han - 2111.11256 Drewnowski's index to measure lifespan variation: Revisiting the Gini coefficient of the life table
by Jos'e Manuel Aburto & Ugofilippo Basellini & Annette Baudisch & Francisco Villavicencio - 2111.11232 Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms
by Yanwei Jia & Xun Yu Zhou - 2111.11211 Inequality in the use frequency of patent technology codes
by Jos'e Alejandro Mendoza & Faustino Prieto & Jos'e Mar'ia Sarabia - 2111.11128 Nonparametric estimator of the tail dependence coefficient: balancing bias and variance
by Matthieu Garcin & Maxime L. D. Nicolas - 2111.11022 On the systemic nature of global inflation, its association with equity markets and financial portfolio implications
by Nick James & Kevin Chin - 2111.11016 Quantum algorithms for numerical differentiation of expected values with respect to parameters
by Koichi Miyamoto - 2111.10904 Orthogonal Policy Learning Under Ambiguity
by Riccardo D'Adamo - 2111.10784 Why Synthetic Control estimators are biased and what to do about it: Introducing Relaxed and Penalized Synthetic Controls
by Oscar Engelbrektson - 2111.10721 Identifying Dynamic Discrete Choice Models with Hyperbolic Discounting
by Taiga Tsubota - 2111.10713 Optimized Inference in Regression Kink Designs
by Majed Dodin - 2111.10627 Calculus of Consent via MARL: Legitimating the Collaborative Governance Supplying Public Goods
by Yang Hu & Zhui Zhu & Sirui Song & Xue Liu & Yang Yu - 2111.10554 Observing Actions in Global Games
by Dominik Grafenhofer & Wolfgang Kuhle - 2111.10472 Maximizing revenue in the presence of intermediaries
by Gagan Aggarwal & Kshipra Bhawalkar & Guru Guruganesh & Andres Perlroth - 2111.10335 Whose Bias?
by Vasudha Jain & Mark Whitmeyer - 2111.10301 The roughness exponent and its model-free estimation
by Xiyue Han & Alexander Schied - 2111.10164 Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
by Jens Robben & Katrien Antonio & Sander Devriendt - 2111.10033 Pricing S&P 500 Index Options with L\'evy Jumps
by Bin Xie & Weiping Li & Nan Liang - 2111.09910 Obstacles to Redistribution Through Markets and One Solution
by Roy Allen & John Rehbeck - 2111.09902 A transformer-based model for default prediction in mid-cap corporate markets
by Kamesh Korangi & Christophe Mues & Cristi'an Bravo - 2111.09866 Collaboration in Coworking Spaces: Impact on Firm Innovativeness and Business Models
by M. Moore - 2111.09846 The Curious Case of the 2021 Minneapolis Ward 2 City Council Election
by David McCune & Lori McCune - 2111.09773 Mean-Variance-VaR portfolios: MIQP formulation and performance analysis
by Francesco Cesarone & Manuel L Martino & Fabio Tardella - 2111.09655 Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective
by Minseog Oh & Donggyu Kim - 2111.09458 Stopping Times Occurring Simultaneously
by Philip Protter & Alejandra Quintos - 2111.09442 Monitoring COVID-19-induced gender differences in teleworking rates using Mobile Network Data
by Sara Grubanov-Boskovic & Spyridon Spyratos & Stefano Maria Iacus & Umberto Minora & Francesco Sermi - 2111.09408 Opinion Dynamics with Conflicting Interests
by Patrick Mellacher - 2111.09407 Growth, Inequality and Declining Business Dynamism in a Unified Schumpeter Mark I + II Model
by Patrick Mellacher - 2111.09395 FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance
by Xiao-Yang Liu & Hongyang Yang & Jiechao Gao & Christina Dan Wang - 2111.09192 Impermanent Loss in Uniswap v3
by Stefan Loesch & Nate Hindman & Mark B Richardson & Nicholas Welch - 2111.09170 A Universal End-to-End Approach to Portfolio Optimization via Deep Learning
by Chao Zhang & Zihao Zhang & Mihai Cucuringu & Stefan Zohren - 2111.09111 Forecasting Crude Oil Price Using Event Extraction
by Jiangwei Liu & Xiaohong Huang - 2111.09057 Information dynamics of price and liquidity around the 2017 Bitcoin markets crash
by Vaiva Vasiliauskaite & Fabrizio Lillo & Nino Antulov-Fantulin - 2111.09032 Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints
by Zixin Feng & Dejian Tian - 2111.08805 Online Estimation and Optimization of Utility-Based Shortfall Risk
by Vishwajit Hegde & Arvind S. Menon & L. A. Prashanth & Krishna Jagannathan - 2111.08664 An Empirical Evaluation of the Impact of New York's Bail Reform on Crime Using Synthetic Controls
by Angela Zhou & Andrew Koo & Nathan Kallus & Rene Ropac & Richard Peterson & Stephen Koppel & Tiffany Bergin - 2111.08654 Exploration of the Parameter Space in Macroeconomic Agent-Based Models
by Karl Naumann-Woleske & Max Sina Knicker & Michael Benzaquen & Jean-Philippe Bouchaud - 2111.08631 Spillovers of US Interest Rates: Monetary Policy & Information Effects
by Santiago Camara - 2111.08601 Optimal index insurance and basis risk decomposition: an application to Kenya
by Matthieu Stigler & David Lobell - 2111.08390 Price Stability of Cryptocurrencies as a Medium of Exchange
by Tatsuru Kikuchi & Toranosuke Onishi & Kenichi Ueda - 2111.08359 A change of measure formula for recursive conditional expectations
by Luca Di Persio & Alessandro Gnoatto & Marco Patacca - 2111.08338 Simulating long-term impacts of mortality shocks: learning from the cholera pandemic
by Nicole El Karoui & Kaouther Hadji & Sarah Kaakai - 2111.08311 Optimal bidding strategies for digital advertising
by M'ed'eric Motte & Huy^en Pham - 2111.08294 Risk measures beyond frictionless markets
by Maria Arduca & Cosimo Munari - 2111.08157 Optimal Stratification of Survey Experiments
by Max Cytrynbaum - 2111.08115 A Family of Multi-Asset Automated Market Makers
by Eric Forgy & Leo Lau - 2111.08060 A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting
by Faizal Hafiz & Jan Broekaert & Davide La Torre & Akshya Swain - 2111.08054 Abductive Inference and C. S. Peirce: 150 Years Later
by Deep Mukhopadhyay - 2111.07889 An Outcome Test of Discrimination for Ranked Lists
by Jonathan Roth & Guillaume Saint-Jacques & YinYin Yu - 2111.07844 Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures
by Hans Buehler & Phillip Murray & Mikko S. Pakkanen & Ben Wood - 2111.07633 Dynamic Network Quantile Regression Model
by Xiu Xu & Weining Wang & Yongcheol Shin & Chaowen Zheng - 2111.07508 Public Policymaking for International Agricultural Trade using Association Rules and Ensemble Machine Learning
by Feras A. Batarseh & Munisamy Gopinath & Anderson Monken & Zhengrong Gu - 2111.07465 Decoding Causality by Fictitious VAR Modeling
by Xingwei Hu - 2111.07451 On Risk and Time Pressure: When to Think and When to Do
by Christoph Carnehl & Johannes Schneider - 2111.07388 When Can We Ignore Measurement Error in the Running Variable?
by Yingying Dong & Michal Koles'ar - 2111.07295 Rational AI: A comparison of human and AI responses to triggers of economic irrationality in poker
by C. Grace Haaf & Devansh Singh & Cinny Lin & Scofield Zou - 2111.07225 Large Order-Invariant Bayesian VARs with Stochastic Volatility
by Joshua C. C. Chan & Gary Koop & Xuewen Yu - 2111.07170 Asymmetric Conjugate Priors for Large Bayesian VARs
by Joshua C. C. Chan - 2111.07075 Risk-Free Rate in the Covid-19 Pandemic: Application Mistakes and Conclusions for Traders
by Magomet Yandiev - 2111.06941 Absolute and Relative Bias in Eight Common Observational Study Designs: Evidence from a Meta-analysis
by Jelena Zurovac & Thomas D. Cook & John Deke & Mariel M. Finucane & Duncan Chaplin & Jared S. Coopersmith & Michael Barna & Lauren Vollmer Forrow - 2111.06886 Performance vs Persistence : Assess the alpha to identify outperformers
by Hugo Inzirillo & R'emi Genet - 2111.06837 Can Air Pollution Save Lives? Air Quality and Risky Behaviors on Roads
by Wen Hsu & Bing-Fang Hwang & Chau-Ren Jung & Yau-Huo Jimmy Shr - 2111.06818 Dynamic treatment effects: high-dimensional inference under model misspecification
by Yuqian Zhang & Weijie Ji & Jelena Bradic - 2111.06815 Non-Standard Choice in Matching Markets
by Gian Caspari & Manshu Khanna - 2111.06663 The cavity method for minority games between arbitrageurs on financial markets
by Tim Ritmeester & Hildegard Meyer-Ortmanns - 2111.06655 Profit warnings and stock returns: Evidence from moroccan stock exchange
by Ilyas El Ghordaf & Abdelbari El Khamlichi - 2111.06631 Joint Models for Cause-of-Death Mortality in Multiple Populations
by Nhan Huynh & Mike Ludkovski - 2111.06573 Bounds for Treatment Effects in the Presence of Anticipatory Behavior
by Aibo Gong - 2111.06462 Understanding hesitancy with revealed preferences across COVID-19 vaccine types
by Krist'of Kutasi & J'ulia Koltai & 'Agnes Szab'o-Morvai & Gergely Rost & M'arton Karsai & P'eter Bir'o & Bal'azs Lengyel - 2111.06371 Can you always reap what you sow? Network and functional data analysis of VC investments in health-tech companies
by Christian Esposito & Marco Gortan & Lorenzo Testa & Francesca Chiaromonte & Giorgio Fagiolo & Andrea Mina & Giulio Rossetti - 2111.06365 It's not always about the money, sometimes it's about sending a message: Evidence of Informational Content in Monetary Policy Announcements
by Yong Cai & Santiago Camara & Nicholas Capel - 2111.06253 Grid Tariffs Based on Capacity Subscription: Multi Year Analysis on Metered Consumer Data
by Sigurd Bjarghov & Hossein Farahmand & Gerard Doorman - 2111.06238 Long Run Law and Entropy
by Weidong Tian - 2111.06224 Occupational Income Inequality of Thailand: A Case Study of Exploratory Data Analysis beyond Gini Coefficient
by Wanetha Sudswong & Anon Plangprasopchok & Chainarong Amornbunchornvej - 2111.06062 The Supply of Motivated Beliefs
by Michael Thaler - 2111.06042 Correlation Estimation in Hybrid Systems
by Baron Law - 2111.05935 A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection
by Damian Kisiel & Denise Gorse - 2111.05843 An Integrated Vaccination Site Selection and Dose Allocation Problem with Fairness Concerns
by Mohammad Firouz & Linda Li & Daizy Ahmed & Abdulaziz Ahmed - 2111.05783 The Local Economic Impact of Mineral Mining in Africa: Evidence from Four Decades of Satellite Imagery
by Sandro Provenzano & Hannah Bull - 2111.05686 Going... going... wrong: a test of the level-k (and cognitive hierarchy) models of bidding behaviour
by Itzhak Rasooly - 2111.05600 Incentive-Based Electric Vehicle Charging for Managing Bottleneck Congestion
by Carlo Cenedese & Patrick Stokkink & Nikolas Gerolimins & John Lygeros - 2111.05455 Flood Disasters and Health Among the Urban Poor
by Michelle Escobar Carias & David Johnston & Rachel Knott & Rohan Sweeney - 2111.05277 Generalized Kernel Ridge Regression for Causal Inference with Missing-at-Random Sample Selection
by Rahul Singh - 2111.05272 Do Firearm Markets Comply with Firearm Restrictions? How the Massachusetts Assault Weapons Ban Enforcement Notice Changed Firearm Sales
by Meenakshi Balakrishna & Kenneth C. Wilbur - 2111.05243 Bounding Treatment Effects by Pooling Limited Information across Observations
by Sokbae Lee & Martin Weidner - 2111.05188 FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance
by Zechu Li & Xiao-Yang Liu & Jiahao Zheng & Zhaoran Wang & Anwar Walid & Jian Guo - 2111.05072 The Evolving Causal Structure of Equity Risk Factors
by Gabriele D'Acunto & Paolo Bajardi & Francesco Bonchi & Gianmarco De Francisci Morales - 2111.04976 Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model
by Jaydip Sen & Saikat Mondal & Sidra Mehtab - 2111.04951 American Hate Crime Trends Prediction with Event Extraction
by Songqiao Han & Hailiang Huang & Jiangwei Liu & Shengsheng Xiao - 2111.04926 Optimal Decision Rules Under Partial Identification
by Kohei Yata - 2111.04919 Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions
by Kaveh Salehzadeh Nobari - 2111.04709 Stock Portfolio Optimization Using a Deep Learning LSTM Model
by Jaydip Sen & Abhishek Dutta & Sidra Mehtab - 2111.04702 Concavity and Convexity of Order Statistics in Sample Size
by Mitchell Watt - 2111.04626 Procurements with Bidder Asymmetry in Cost and Risk-Aversion
by Gaurab Aryal & Hanna Charankevich & Seungwon Jeong & Dong-Hyuk Kim - 2111.04483 Revisiting the Properties of Money
by Isaiah Hull & Or Sattath - 2111.04391 A McKean-Vlasov game of commodity production, consumption and trading
by Ren'e Aid & Ofelia Bonesini & Giorgia Callegaro & Luciano Campi - 2111.04311 Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models
by Nuerxiati Abudurexiti & Kai He & Dongdong Hu & Svetlozar T. Rachev & Hasanjan Sayit & Ruoyu Sun - 2111.04267 Exponential GARCH-Ito Volatility Models
by Donggyu Kim - 2111.04219 Rate-Optimal Cluster-Randomized Designs for Spatial Interference
by Michael P. Leung - 2111.04172 The Wrong Kind of Information
by Aditya Kuvalekar & Jo~ao Ramos & Johannes Schneider - 2111.04165 On the Limits of Design: What Are the Conceptual Constraints on Designing Artificial Intelligence for Social Good?
by Jakob Mokander - 2111.04038 Equity-Linked Life Insurances on Maximum of Several Assets
by Battulga Gankhuu - 2111.03995 Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach
by Mao Guan & Xiao-Yang Liu - 2111.03950 Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves
by Rahul Singh & Liyuan Xu & Arthur Gretton - 2111.03825 Marriage through friends
by Ugo Bolletta & Luca Paolo Merlino - 2111.03724 Optimal Dividends under Markov-Modulated Bankruptcy Level
by Giorgio Ferrari & Patrick Schuhmann & Shihao Zhu - 2111.03713 Projection of Functionals and Fast Pricing of Exotic Options
by Valentin Tissot-Daguette - 2111.03662 Predicting Mortality from Credit Reports
by Giacomo De Giorgi & Matthew Harding & Gabriel Vasconcelos - 2111.03626 Bootstrap inference for panel data quantile regression
by Antonio F. Galvao & Thomas Parker & Zhijie Xiao - 2111.03611 Approximately Efficient Bilateral Trade
by Yuan Deng & Jieming Mao & Balasubramanian Sivan & Kangning Wang - 2111.03603 Decrease of capital guarantees in life insurance products: can reinsurance stop it?
by Marcos Escobar-Anel & Yevhen Havrylenko & Michel Kschonnek & Rudi Zagst - 2111.03477 Data-driven Hedging of Stock Index Options via Deep Learning
by Jie Chen & Lingfei Li - 2111.03366 Cyber Risk Frequency, Severity and Insurance Viability
by Matteo Malavasi & Gareth W. Peters & Pavel V. Shevchenko & Stefan Truck & Jiwook Jang & Georgy Sofronov - 2111.03151 Foundations of Transaction Fee Mechanism Design
by Hao Chung & Elaine Shi - 2111.03035 Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
by Yiannis Karavias & Paresh Narayan & Joakim Westerlund - 2111.03010 Fuzzy Arrovian Theorems when preferences are complete
by Armajac Ravent'os-Pujol - 2111.02872 Feasibility trade-offs in decarbonisation of power sector with high coal dependence: A case of Korea
by Minwoo Hyun & Aleh Cherp & Jessica Jewell & Yeong Jae Kim & Jiyong Eom - 2111.02850 Managing Innovation in Technical Education: Revisiting the Developmental Strategies of Politeknik Brunei
by Bashir Ahmed Bhuiyan & Mohammad Shahansha Molla & Masud Alam - 2111.02834 Optimal Pairs Trading with Time-Varying Volatility
by T. N. Li & A. Tourin - 2111.02633 Network analysis regarding international trade network
by Xiufeng Yan & Qi Tang - 2111.02554 Callable convertible bonds under liquidity constraints and hybrid priorities
by David Hobson & Gechun Liang & Edward Wang - 2111.02528 occ2vec: A principal approach to representing occupations using natural language processing
by Nicolaj S{o}ndergaard Muhlbach - 2111.02376 Multiplicative Component GARCH Model of Intraday Volatility
by Xiufeng Yan - 2111.02328 A Linear Model for Distributed Flexibility Markets and DLMPs: A Comparison with the SOCP Formulation
by Anibal Sanjab & Yuting Mou & Ana Virag & Kris Kessels - 2111.02306 Leveraging Causal Graphs for Blocking in Randomized Experiments
by Abhishek Kumar Umrawal - 2111.02304 Quantifying Responsibility with Probabilistic Causation -- The Case of Climate Action
by Sarah Hiller & Jobst Heitzig - 2111.02300 Autoregressive conditional duration modelling of high frequency data
by Xiufeng Yan - 2111.02112 Testing the monocentric standard urban model in a global sample of cities
by Charlotte Liotta & Vincent Vigui'e & Quentin Lepetit - 2111.02092 What drives the accuracy of PV output forecasts?
by Thi Ngoc Nguyen & Felix Musgens - 2111.02067 Testing macroecological theories in cryptocurrency market: neutral models can not describe diversity patterns and their variation
by Edgardo Brigatti & Estevan Augusto Amazonas Mendes - 2111.02023 Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice
by Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu - 2111.01983 Obvious Manipulability of Voting Rules
by Haris Aziz & Alexander Lam - 2111.01957 Multidimensional Kyle-Back model with a risk averse informed trader
by Shreya Bose & Ibrahim Ekren - 2111.01931 Deep Learning Algorithms for Hedging with Frictions
by Xiaofei Shi & Daran Xu & Zhanhao Zhang - 2111.01911 Parameterized Explanations for Investor / Company Matching
by Simerjot Kaur & Ivan Brugere & Andrea Stefanucci & Armineh Nourbakhsh & Sameena Shah & Manuela Veloso - 2111.01874 Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing
by Christian Bayer & Chiheb Ben Hammouda & Ra'ul Tempone - 2111.01783 Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem
by Christa Cuchiero & Christoph Reisinger & Stefan Rigger - 2111.01778 Location inference on social media data for agile monitoring of public health crises: An application to opioid use and abuse during the Covid-19 pandemic
by Angela E. Kilby & Charlie Denhart - 2111.01762 AIRCC-Clim: a user-friendly tool for generating regional probabilistic climate change scenarios and risk measures
by Francisco Estrada & Oscar Calder'on-Bustamante & Wouter Botzen & Juli'an A. Velasco & Richard S. J. Tol - 2111.01678 Central Limit Theory for Models of Strategic Network Formation
by Konrad Menzel - 2111.01647 Information Spillover in Multiple Zero-sum Games
by Lucas Pahl - 2111.01638 A Finite Characterization of Perfect Equilibria
by Ivonne Callejas & Srihari Govindan & Lucas Pahl - 2111.01598 Integrated Assessment Modeling of Korea 2050 Carbon Neutrality Technology Pathways
by Hanwoong Kim & Haewon McJeon & Dawoon Jung & Hanju Lee & Candelaria Bergero & Jiyong Eom - 2111.01566 Strategyproof and Proportionally Fair Facility Location
by Haris Aziz & Alexander Lam & Barton E. Lee & Toby Walsh - 2111.01529 Anticipative information in a Brownian-Poissonmarket: the binary information
by Bernardo D'Auria & Jos'e A. Salmer'on - 2111.01301 Asymptotic in a class of network models with an increasing sub-Gamma degree sequence
by Jing Luo & Haoyu Wei & Xiaoyu Lei & Jiaxin Guo - 2111.01248 A General Revealed Preference Test for Quasilinear Preferences: Theory and Experiments
by Mikhail Freer & Marco Castillo