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Content
2019
- 1902.07447 Eliciting ambiguity with mixing bets
by Patrick Schmidt
- 1902.07355 Combining Outcome-Based and Preference-Based Matching: A Constrained Priority Mechanism
by Avidit Acharya & Kirk Bansak & Jens Hainmueller
- 1902.07343 Estimation and Inference for Synthetic Control Methods with Spillover Effects
by Jianfei Cao & Connor Dowd
- 1902.07260 The preference lattice
by Gregorio Curello & Ludvig Sinander
- 1902.07133 Estimating Network Effects Using Naturally Occurring Peer Notification Queue Counterfactuals
by Craig Tutterow & Guillaume Saint-Jacques
- 1902.06941 Risk Management with Tail Quasi-Linear Means
by Nicole Bauerle & Tomer Shushi
- 1902.06883 Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment
by Jean-Pierre Fouque & Ruimeng Hu
- 1902.06629 Discrete Choice under Risk with Limited Consideration
by Levon Barseghyan & Francesca Molinari & Matthew Thirkettle
- 1902.06623 Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach
by Roberto Baviera & Giulia Bianchi
- 1902.06552 Existence of solutions to principal-agent problems with adverse selection under minimal assumptions
by Guillaume Carlier & Kelvin Shuangjian Zhang
- 1902.06549 Market fragmentation and market consolidation: Multiple steady states in systems of adaptive traders choosing where to trade
by Aleksandra Alori'c & Peter Sollich
- 1902.06505 Options on CPPI with guaranteed minimum equity exposure
by L. Di Persio & I. Oliva. K. Wallbaum
- 1902.06483 Correlation Patterns in Foreign Exchange Markets
by Lasko Basnarkov & Viktor Stojkoski & Zoran Utkovski & Ljupco Kocarev
- 1902.06294 Optimal dividends and capital injection under dividend restrictions
by Kristoffer Lindensjo & Filip Lindskog
- 1902.06286 Semiparametric correction for endogenous truncation bias with Vox Populi based participation decision
by Nir Billfeld & Moshe Kim
- 1902.06175 Optimal Stopping and Utility in a Simple Model of Unemployment Insurance
by Jason S. Anquandah & Leonid V. Bogachev
- 1902.06143 Weak Identification and Estimation of Social Interaction Models
by Guy Tchuente
- 1902.06053 Non-Stationary Dividend-Price Ratios
by Vassilis Polimenis & Ioannis Neokosmidis
- 1902.05938 A Comparison of Economic Agent-Based Model Calibration Methods
by Donovan Platt
- 1902.05810 Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes
by Ali Hirsa & Tugce Karatas & Amir Oskoui
- 1902.05710 Constrained Risk Budgeting Portfolios: Theory, Algorithms, Applications & Puzzles
by Jean-Charles Richard & Thierry Roncalli
- 1902.05622 The Shapley Taylor Interaction Index
by Kedar Dhamdhere & Ashish Agarwal & Mukund Sundararajan
- 1902.05610 Partial Identification in Matching Models for the Marriage Market
by Cristina Gualdani & Shruti Sinha
- 1902.05418 Market Impact: A Systematic Study of the High Frequency Options Market
by Emilio Said & Ahmed Bel Hadj Ayed & Damien Thillou & Jean-Jacques Rabeyrin & Fr'ed'eric Abergel
- 1902.05287 Risk management with machine-learning-based algorithms
by Simon F'ecamp & Joseph Mikael & Xavier Warin
- 1902.04954 Risk Prediction of Peer-to-Peer Lending Market by a LSTM Model with Macroeconomic Factor
by Yan Wang & Xuelei Sherry Ni
- 1902.04940 The fair reward problem: the illusion of success and how to solve it
by Didier Sornette & Spencer Wheatley & Peter Cauwels
- 1902.04691 Scaling of inefficiencies in the U.S. equity markets: Evidence from three market indices and more than 2900 securities
by John H. Ring IV & Colin M. Van Oort & David R. Dewhurst & Tyler J. Gray & Christopher M. Danforth & Brian F. Tivnan
- 1902.04690 Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30
by Brian F. Tivnan & David Rushing Dewhurst & Colin M. Van Oort & John H. Ring IV & Tyler J. Gray & Brendan F. Tivnan & Matthew T. K. Koehler & Matthew T. McMahon & David Slater & Jason Veneman & Christopher M. Danforth
- 1902.04613 Global labor flow network reveals the hierarchical organization and dynamics of geo-industrial clusters in the world economy
by Jaehyuk Park & Ian Wood & Elise Jing & Azadeh Nematzadeh & Souvik Ghosh & Michael Conover & Yong-Yeol Ahn
- 1902.04517 Wikipedia and Digital Currencies: Interplay Between Collective Attention and Market Performance
by Abeer ElBahrawy & Laura Alessandretti & Andrea Baronchelli
- 1902.04489 Evaluating Range Value at Risk Forecasts
by Tobias Fissler & Johanna F. Ziegel
- 1902.04456 Building arbitrage-free implied volatility: Sinkhorn's algorithm and variants
by Hadrien De March & Pierre Henry-Labordere
- 1902.04437 Direct determination approach for the multifractal detrending moving average analysis
by Hai-Chuan Xu & Gao-Feng Gu & Wei-Xing Zhou
- 1902.04367 Low-rank tensor approximation for Chebyshev interpolation in parametric option pricing
by Kathrin Glau & Daniel Kressner & Francesco Statti
- 1902.03982 Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution
by Marco Bottone & Mauro Bernardi & Lea Petrella
- 1902.03797 Phase transition in the Bayesian estimation of the default portfolio
by Masato Hisakado & Shintaro Mori
- 1902.03714 Hawkes processes for credit indices time series analysis: How random are trades arrival times?
by Achraf Bahamou & Maud Doumergue & Philippe Donnat
- 1902.03610 Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities
by Luca Capriotti & Ruggero Vaia
- 1902.03457 Are trading invariants really invariant? Trading costs matter
by Fr'ed'eric Bucci & Fabrizio Lillo & Jean-Philippe Bouchaud & Michael Benzaquen
- 1902.03350 Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series
by Nick James & Roman Marchant & Richard Gerlach & Sally Cripps
- 1902.03327 Censored Quantile Regression Forests
by Alexander Hanbo Li & Jelena Bradic
- 1902.03310 Preserve or retreat? Willingness-to-pay for Coastline Protection in New South Wales
by Ali Ardeshiri & Joffre Swait & Elizabeth C. Heagney & Mladen Kovac
- 1902.03125 High-performance stock index trading: making effective use of a deep LSTM neural network
by Chariton Chalvatzis & Dimitrios Hristu-Varsakelis
- 1902.03041 Modelling Extremal Dependence for Operational Risk by a Bipartite Graph
by Oliver Kley & Claudia Kluppelberg & Sandra Paterlini
- 1902.02935 Expressive mechanisms for equitable rent division on a budget
by Rodrigo A. Velez
- 1902.02920 Testing the Order of Multivariate Normal Mixture Models
by Hiroyuki Kasahara & Katsumi Shimotsu
- 1902.02869 Two-Step market clearing for local energy trading in feeder-based markets
by Mohsen Khorasany & Yateendra Mishra & Gerard Ledwich
- 1902.02854 Static and semi-static hedging as contrarian or conformist bets
by Svetlana Boyarchenko & Sergei Levendorskii
- 1902.02659 Implementation of a Port-graph Model for Finance
by Nneka Ene
- 1902.02628 Persuasion Meets Delegation
by Anton Kolotilin & Andriy Zapechelnyuk
- 1902.02480 Crowdfunding Public Projects: Collaborative Governance for Achieving Citizen Co-funding of Public Goods
by Sounman Hong & Jungmin Ryu
- 1902.02419 Seasonality Effects on Consumers Preferences Over Quality Attributes of Different Beef Products
by Ali Ardeshiri & Spring Sampson & Joffre Swait
- 1902.02418 Conservation or deterioration in heritage sites? Estimating willingness to pay for preservation
by Ali Ardeshiri & Roya Etminani Ghasrodashti & Taha Hossein Rashidi & Mahyar Ardeshiri & Ken Willis
- 1902.02040 Development of an agent-based speculation game for higher reproducibility of financial stylized facts
by Kei Katahira & Yu Chen & Gaku Hashimoto & Hiroshi Okuda
- 1902.01986 A lifestyle-based model of household neighbourhood location and individual travel mode choice behaviours
by Ali Ardeshiri & Akshay Vij
- 1902.01941 Market Manipulation of Bitcoin: Evidence from Mining the Mt. Gox Transaction Network
by Weili Chen & Jun Wu & Zibin Zheng & Chuan Chen & Yuren Zhou
- 1902.01808 A Bootstrap Test for the Existence of Moments for GARCH Processes
by Alexander Heinemann
- 1902.01802 How should you discount your backtest PnL?
by Adam Rej & Philip Seager & Jean-Philippe Bouchaud
- 1902.01673 On spatially irregular ordinary differential equations and a pathwise volatility modelling framework
by Ryan McCrickerd
- 1902.01622 A General Framework for Prediction in Time Series Models
by Eric Beutner & Alexander Heinemann & Stephan Smeekes
- 1902.01497 Asymptotic Theory for Clustered Samples
by Bruce E. Hansen & Seojeong Lee
- 1902.01471 Strong convergence rates for Markovian representations of fractional processes
by Philipp Harms
- 1902.01456 A Sieve-SMM Estimator for Dynamic Models
by Jean-Jacques Forneron
- 1902.01398 How on Earth: Flourishing in a Not-for-Profit World by 2050
by Jennifer Hinton & Donnie Maclurcan
- 1902.01265 Surprised by the Hot Hand Fallacy? A Truth in the Law of Small Numbers
by Joshua B. Miller & Adam Sanjurjo
- 1902.01157 Optimal market making under partial information with general intensities
by Diego Zabaljauregui & Luciano Campi
- 1902.01015 Factor Investing: A Bayesian Hierarchical Approach
by Guanhao Feng & Jingyu He
- 1902.00976 Bayesian Elicitation
by Mark Whitmeyer
- 1902.00924 Approximation of the first passage time distribution for the birth-death processes
by Aleksejus Kononovicius & Vygintas Gontis
- 1902.00786 The Applications of Graph Theory to Investing
by Joseph Attia
- 1902.00766 Multivariate risk measures in the non-convex setting
by Andreas Haier & Ilya Molchanov
- 1902.00706 Rate of Convergence of the Probability of Ruin in the Cram\'er-Lundberg Model to its Diffusion Approximation
by Asaf Cohen & Virginia R. Young
- 1902.00691 A copula based Markov Reward approach to the credit spread in European Union
by Guglielmo D'Amico & Filippo Petroni & Philippe Regnault & Stefania Scocchera & Loriano Storchi
- 1902.00678 Robust Productivity Analysis: An application to German FADN data
by Mathias Kloss & Thomas Kirschstein & Steffen Liebscher & Martin Petrick
- 1902.00432 How do governments determine policy priorities? Studying development strategies through spillover networks
by Omar A. Guerrero & Gonzalo Casta~neda & Florian Ch'avez-Ju'arez
- 1902.00430 Quantifying the Coherence of Development Policy Priorities
by Omar A. Guerrero & Gonzalo Casta~neda
- 1902.00429 The Importance of Social and Government Learning in Ex Ante Policy Evaluation
by Gonzalo Casta~eda & Omar A. Guerrero
- 1902.00428 Does Better Governance Guarantee Less Corruption? Evidence of Loss in Effectiveness of the Rule of Law
by Omar A. Guerrero & Gonzalo Casta~neda
- 1902.00382 Forecasting the Impact of Connected and Automated Vehicles on Energy Use A Microeconomic Study of Induced Travel and Energy Rebound
by Morteza Taiebat & Samuel Stolper & Ming Xu
- 1901.11493 Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model
by Kei Nakagawa & Tomoki Ito & Masaya Abe & Kiyoshi Izumi
- 1901.11491 Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage
by Darjus Hosszejni & Gregor Kastner
- 1901.11435 Modelling transfer profits as externalities in a cooperative game-theoretic model of natural gas networks
by D'avid Csercsik & Franz Hubert & Bal'azs R. Sziklai & L'aszl'o 'A. K'oczy
- 1901.11355 A dynamic factor model approach to incorporate Big Data in state space models for official statistics
by Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel
- 1901.11296 Taxation of a GMWB Variable Annuity in a Stochastic Interest Rate Model
by Andrea Molent
- 1901.11123 Quantitative Cost and Schedule Risk Analysis of Nuclear Waste Storage
by Alexander Budzier & Bent Flyvbjerg & Andi Garavaglia & Andreas Leed
- 1901.11081 Gaussian Process Regression for Derivative Portfolio Modeling and Application to CVA Computations
by St'ephane Cr'epey & Matthew Dixon
- 1901.11013 Top performing stocks recommendation strategy for portfolio
by Kartikay Gupta & Niladri Chatterjee
- 1901.10989 Equilibrium Asset Pricing with Transaction Costs
by Martin Herdegen & Johannes Muhle-Karbe & Dylan Possamai
- 1901.10860 Learning Context-Dependent Choice Functions
by Karlson Pfannschmidt & Pritha Gupta & Bjorn Haddenhorst & Eyke Hullermeier
- 1901.10771 Minimal Investment Risk with Cost and Return Constraints: A Replica Analysis
by Takashi Shinzato
- 1901.10581 A Review on Energy, Environmental, and Sustainability Implications of Connected and Automated Vehicles
by Morteza Taiebat & Austin L. Brown & Hannah R. Safford & Shen Qu & Ming Xu
- 1901.09795 Lost in Diversification
by Marco Bardoscia & Daniele d'Arienzo & Matteo Marsili & Valerio Volpati
- 1901.09729 Estimation and simulation of the transaction arrival process in intraday electricity markets
by Micha{l} Narajewski & Florian Ziel
- 1901.09647 Deep Learning Volatility
by Blanka Horvath & Aitor Muguruza & Mehdi Tomas
- 1901.09629 May's Instability in Large Economies
by Jos'e Moran & Jean-Philippe Bouchaud
- 1901.09469 Tangled String for Multi-Scale Explanation of Contextual Shifts in Stock Market
by Yukio Ohsawa & Teruaki Hayashi & Takaaki Yoshino
- 1901.09309 High-dimensional statistical arbitrage with factor models and stochastic control
by Jorge Guijarro-Ordonez
- 1901.09145 Volatility Models Applied to Geophysics and High Frequency Financial Market Data
by Maria C Mariani & Md Al Masum Bhuiyan & Osei K Tweneboah & Hector Gonzalez-Huizar & Ionut Florescu
- 1901.09143 A Study on Neural Network Architecture Applied to the Prediction of Brazilian Stock Returns
by Leonardo Felizardo & Afonso Pinto
- 1901.09073 Technological Parasitism
by Mario Coccia
- 1901.09036 Orthogonal Statistical Learning
by Dylan J. Foster & Vasilis Syrgkanis
- 1901.08986 How the investor's risk preferences influence the optimal allocation in a credibilistic portfolio problem
by Irina Georgescu & Jani Kinnunen
- 1901.08943 Pricing options and computing implied volatilities using neural networks
by Shuaiqiang Liu & Cornelis W. Oosterlee & Sander M. Bohte
- 1901.08938 Queue-reactive Hawkes models for the order flow
by Peng Wu & Marcello Rambaldi & Jean-Franc{c}ois Muzy & Emmanuel Bacry
- 1901.08932 Theories and Practice of Agent based Modeling: Some practical Implications for Economic Planners
by Hossein Sabzian & Mohammad Ali Shafia & Ali Maleki & Seyeed Mostapha Seyeed Hashemi & Ali Baghaei & Hossein Gharib
- 1901.08826 Supplement to "Erratum: Higher Order Elicitability and Osband's Principle"
by Tobias Fissler & Johanna F. Ziegel
- 1901.08772 Psychological model of the investor and manager behavior in risk
by O. A. Malafeyev & A. N. Malova & A. E. Tsybaeva
- 1901.08764 Lattice investment projects support process model with corruption
by O. A. Malafeyev & S. A. Nemnyugin
- 1901.08356 Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
by Giorgia Callegaro & Claudia Ceci & Giorgio Ferrari
- 1901.08280 Temporal Logistic Neural Bag-of-Features for Financial Time series Forecasting leveraging Limit Order Book Data
by Nikolaos Passalis & Anastasios Tefas & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis
- 1901.08133 The Wisdom of a Kalman Crowd
by Ulrik W. Nash
- 1901.08112 The Economic Complexity of US Metropolitan Areas
by Benedikt S. L. Fritz & Robert A. Manduca
- 1901.07725 Academic Engagement and Commercialization in an Institutional Transition Environment: Evidence from Shanghai Maritime University
by Dongbo Shi & Yeyanran Ge
- 1901.07721 Nonextensive triplets in stock market indices
by Dusan Stosic & Darko Stosic & Tatijana Stosic
- 1901.07605 A Noncooperative Model of Contest Network Formation
by Kenan Huremovic
- 1901.07542 Dancing with Donald: Polarity in the 2016 Presidential Election
by Robert Chuchro & Kyle D'Souza & Darren Mei
- 1901.07450 Adapted Wasserstein Distances and Stability in Mathematical Finance
by Julio Backhoff-Veraguas & Daniel Bartl & Mathias Beiglbock & Manu Eder
- 1901.07241 The spread of a financial virus through Europe and beyond
by Olena Kostylenko & Helena Sofia Rodrigues & Delfim F. M. Torres
- 1901.06855 A closed formula for illiquid corporate bonds and an application to the European market
by Roberto Baviera & Aldo Nassigh & Emanuele Nastasi
- 1901.06715 A Backward Simulation Method for Stochastic Optimal Control Problems
by Zhiyi Shen & Chengguo Weng
- 1901.06680 Optimal redeeming strategy of stock loans under drift uncertainty
by Zuo Quan Xu & Fahuai Yi
- 1901.06609 Preparing millennials as digital citizens and socially and environmentally responsible business professionals in a socially irresponsible climate
by Barbara Burgess-Wilkerson & Clovia Hamilton & Chlotia Garrison & Keith Robbins
- 1901.06467 Option Pricing in Illiquid Markets with Jumps
by Jose Cruz & Daniel Sevcovic
- 1901.06309 On a dividend problem with random funding
by Josef Anton Strini & Stefan Thonhauser
- 1901.06021 A Probabilistic Approach to Nonparametric Local Volatility
by Martin Tegn'er & Stephen Roberts
- 1901.05872 International crop trade networks: The impact of shocks and cascades
by Rebekka Burkholz & Frank Schweitzer
- 1901.05802 Conditional Optimal Stopping: A Time-Inconsistent Optimization
by Marcel Nutz & Yuchong Zhang
- 1901.05672 Pricing path-dependent Bermudan options using Wiener chaos expansion: an embarrassingly parallel approach
by J'er^ome Lelong
- 1901.05645 Relational Communication
by Anton Kolotilin & Hongyi Li
- 1901.05397 lassopack: Model selection and prediction with regularized regression in Stata
by Achim Ahrens & Christian B. Hansen & Mark E. Schaffer
- 1901.05332 Slow decay of impact in equity markets: insights from the ANcerno database
by Fr'ed'eric Bucci & Michael Benzaquen & Fabrizio Lillo & Jean-Philippe Bouchaud
- 1901.05113 Instantaneous Arbitrage and the CAPM
by Lars Tyge Nielsen
- 1901.05053 An Agent-Based Model to Explain the Emergence of Stylised Facts in Log Returns
by Elena Green & Daniel M. Heffernan
- 1901.05024 Econophysics of Asset Price, Return and Multiple Expectations
by Victor Olkhov
- 1901.04995 RPS(1) Preferences
by Misha Perepelitsa
- 1901.04967 Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market
by Higor Y. D. Sigaki & Matjaz Perc & Haroldo V. Ribeiro
- 1901.04945 Financial Portfolios based on Tsallis Relative Entropy as the Risk Measure
by Sandhya Devi
- 1901.04928 PROOF OF VALUE ALIENATION (PoVA) - a concept of a cryptocurrency issuance protocol
by Tim Shuliar & Nikita Goldsmit
- 1901.04861 Inference on Functionals under First Order Degeneracy
by Qihui Chen & Zheng Fang
- 1901.04819 100+ Metrics for Software Startups - A Multi-Vocal Literature Review
by Kai-Kristian Kemell & Xiaofeng Wang & Anh Nguyen-Duc & Jason Grendus & Tuure Tuunanen & Pekka Abrahamsson
- 1901.04770 Empirical forward price distribution from Bitcoin option prices
by Nikolai Zaitsev
- 1901.04689 Systemic Risk: Conditional Distortion Risk Measures
by Jan Dhaene & Roger J. A. Laeven & Yiying Zhang
- 1901.04265 Designing An Industrial Policy For Developing Countries: A New Approach
by Ali Haeri & Abbas Arabmazar
- 1901.04200 Remarks on stochastic automatic adjoint differentiation and financial models calibration
by Dmitri Goloubentsev & Evgeny Lakshtanov
- 1901.04120 Acquisition of Project-Specific Assets with Bayesian Updating
by H. Dharma Kwon & Steven A. Lippman
- 1901.03951 Inequality, mobility and the financial accumulation process: A computational economic analysis
by Simone Righi & Yuri Biondi
- 1901.03889 How many people microwork in France? Estimating the size of a new labor force
by Cl'ement Le Ludec & Paola Tubaro & Antonio A. Casilli
- 1901.03874 A Risk-Sharing Framework of Bilateral Contracts
by Junbeom Lee & Stephan Sturm & Chao Zhou
- 1901.03843 Fuzzy Profit Shifting: A Model for Optimal Tax-induced Transfer Pricing with Fuzzy Arm's Length Parameter
by Alex A. T. Rathke
- 1901.03821 Mastering Panel 'Metrics: Causal Impact of Democracy on Growth
by Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val
- 1901.03719 Non-Parametric Inference Adaptive to Intrinsic Dimension
by Khashayar Khosravi & Greg Lewis & Vasilis Syrgkanis
- 1901.03698 Report for the Commission of Inquiry Respecting the Muskrat Falls Project
by Bent Flyvbjerg & Alexander Budzier
- 1901.03691 Econophysics: Still fringe after 30 years?
by Jean-Philippe Bouchaud
- 1901.03645 Evaluating betting odds and free coupons using desirability
by Nawapon Nakharutai & Camila C. S. Caiado & Matthias C. M. Troffaes
- 1901.03544 Community Matters: Heterogeneous Impacts of a Sanitation Intervention
by Laura Abramovsky & Britta Augsburg & Melanie Luhrmann & Francisco Oteiza & Juan Pablo Rud
- 1901.03478 Deep Learning for Ranking Response Surfaces with Applications to Optimal Stopping Problems
by Ruimeng Hu
- 1901.03356 When does privatization spur entrepreneurial performance? The moderating effect of institutional quality in an emerging market
by Christopher Boudreaux
- 1901.03030 Mean-variance portfolio selection under partial information with drift uncertainty
by Jie Xiong & Zuo quan Xu & Jiayu Zheng
- 1901.03021 On the bail-out dividend problem for spectrally negative Markov additive models
by Kei Noba & Jos'e-Luis P'erez & Xiang Yu
- 1901.02995 Jump-telegraph models for the short rate: pricing and convexity adjustments of zero coupon bonds
by Oscar Lopez & Gerardo E. Oleaga & Alejandra Sanchez
- 1901.02991 Estimating population average treatment effects from experiments with noncompliance
by Kellie Ottoboni & Jason Poulos
- 1901.02715 Blockchain in Global Supply Chains and Cross Border Trade: A Critical Synthesis of the State-of-the-Art, Challenges and Opportunities
by Yanling Chang & Eleftherios Iakovou & Weidong Shi4
- 1901.02691 The Arrival of News and Return Jumps in Stock Markets: A Nonparametric Approach
by Juho Kanniainen & Ye Yue
- 1901.02505 An optional decomposition of $\mathscr{Y}^{g,\xi}-submartingales$ and applications to the hedging of American options in incomplete markets
by Roxana Dumitrescu
- 1901.02480 On Positive Solutions of a Delay Equation Arising When Trading in Financial Markets
by Chung-Han Hsieh & B. Ross Barmish & John A. Gubner
- 1901.02471 Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares
by Alexis Akira Toda & Yulong Wang
- 1901.02419 Dynamic tail inference with log-Laplace volatility
by Gordon V. Chavez
- 1901.02384 Public Health and access to medicine. Pharmaceutical industry's role
by Juan Gonzalez-Blanco
- 1901.02327 Optimal VWAP execution under transient price impact
by Alexander Barzykin & Fabrizio Lillo
- 1901.02254 Evaluation of equity-based debt obligations
by Alexander Fromm
- 1901.02246 Forecasting interest rates through Vasicek and CIR models: a partitioning approach
by Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo
- 1901.02045 Semi-parametric dynamic contextual pricing
by Virag Shah & Jose Blanchet & Ramesh Johari
- 1901.01976 The interconnected wealth of nations: Shock propagation on global trade-investment multiplex networks
by Michele Starnini & Mari'an Bogu~n'a & M. 'Angeles Serrano
- 1901.01970 Decision-making and Fuzzy Temporal Logic
by Jos'e Cl'audio do Nascimento
- 1901.01898 Shrinkage for Categorical Regressors
by Phillip Heiler & Jana Mareckova
- 1901.01832 Timing the market: the economic value of price extremes
by Haibin Xie & Shouyang Wang
- 1901.01751 Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination
by Adriano Koshiyama & Nick Firoozye & Philip Treleaven
- 1901.01486 Invest or Exit? Optimal Decisions in the Face of a Declining Profit Stream
by H. Dharma Kwon
- 1901.01485 Conditions for the uniqueness of the Gately point for cooperative games
by Jochen Staudacher & Johannes Anwander
- 1901.01241 Nonparametric Instrumental Variables Estimation Under Misspecification
by Ben Deaner
- 1901.00834 The market nanostructure origin of asset price time reversal asymmetry
by Marcus Cordi & Damien Challet & Serge Kassibrakis
- 1901.00793 The Impact Of Country Of Origin In Mobile Phone Choice Of Generation Y And Z
by Szabolcs Nagy
- 1901.00769 Modeling Dynamic Transport Network with Matrix Factor Models: with an Application to International Trade Flow
by Elynn Y. Chen & Rong Chen
- 1901.00617 Optimal execution with dynamic risk adjustment
by Xue Cheng & Marina Di Giacinto & Tai-Ho Wang
- 1901.00495 The Institutional Economics of Collective Waste Recovery Systems: an empirical investigation
by Shteryo Nozharov
- 1901.00424 Consumption, Investment, and Healthcare with Aging
by Paolo Guasoni & Yu-Jui Huang
- 1901.00345 Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory
by Ben-zhang Yang & Xinjiang He & Nan-jing Huang
- 1901.00283 Digital Economy And Society. A Cross Country Comparison Of Hungary And Ukraine
by Szabolcs Nagy
- 1901.00227 Multitask Learning Deep Neural Networks to Combine Revealed and Stated Preference Data
by Shenhao Wang & Qingyi Wang & Jinhua Zhao
- 1901.00191 Methodological provisions for conducting empirical research of the availability and implementation of the consumers socially responsible intentions
by Lyudmyla Potrashkova & Diana Raiko & Leonid Tseitlin & Olga Savchenko & Szabolcs Nagy
- 1901.00177 Credit Cycles, Securitization, and Credit Default Swaps
by Juan Ignacio Pe~na
2018