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Content
2020
- 2011.03310 Socio-demographic goals within digitalization environment: a gender aspect
by Olga A. Zolotareva & Aleksandr V. Bezrukov
- 2011.03297 Agent-based Computational Economics in Management Accounting Research: Opportunities and Difficulties
by Friederike Wall & Stephan Leitner
- 2011.03153 Robust Forecasting
by Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide
- 2011.03120 How the Availability of Higher Education Affects Incentives? Evidence from Federal University Openings in Brazil
by Guilherme Jardim
- 2011.03073 Bias correction for quantile regression estimators
by Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich
- 2011.02924 Social Media and Political Contributions: The Impact of New Technology on Political Competition
by Maria Petrova & Ananya Sen & Pinar Yildirim
- 2011.02899 Auctioning Annuities
by Gaurab Aryal & Eduardo Fajnzylber & Maria F. Gabrielli & Manuel Willington
- 2011.02870 Model-free Analysis of Dynamic Trading Strategies
by Anna Ananova & Rama Cont & Renyuan Xu
- 2011.02776 Fast and exact audit scheduling optimization
by Jan Motl & Pavel Kord'ik
- 2011.02740 Evolution of Risk-Taking Behaviour and Status Preferences in Anti-Coordination Games
by Manuel Staab
- 2011.02739 Asymmetric games on networks: towards an Ising-model representation
by A. D. Correia & L. L. Leestmaker & H. T. C. Stoof
- 2011.02612 Bitcoin's future carbon footprint
by Shize Qin & Lena Klaa{ss}en & Ulrich Gallersdorfer & Christian Stoll & Da Zhang
- 2011.02596 Rule-based Strategies for Dynamic Life Cycle Investment
by T. R. B. den Haan & K. W. Chau & M. van der Schans & C. W. Oosterlee
- 2011.02407 Debiasing classifiers: is reality at variance with expectation?
by Ashrya Agrawal & Florian Pfisterer & Bernd Bischl & Francois Buet-Golfouse & Srijan Sood & Jiahao Chen & Sameena Shah & Sebastian Vollmer
- 2011.02362 The polarizing impact of numeracy, economic literacy, and science literacy on attitudes toward immigration
by Lucia Savadori & Giuseppe Espa & Maria Michela Dickson
- 2011.02330 Adaptive Combinatorial Allocation
by Maximilian Kasy & Alexander Teytelboym
- 2011.02290 How do the Covid-19 Prevention Measures Interact with Sustainable Development Goals?
by Shima Beigi
- 2011.02165 Quantum Speedup of Monte Carlo Integration with respect to the Number of Dimensions and its Application to Finance
by Kazuya Kaneko & Koichi Miyamoto & Naoyuki Takeda & Kazuyoshi Yoshino
- 2011.02077 Learning from Forecast Errors: A New Approach to Forecast Combinations
by Tae-Hwy Lee & Ekaterina Seregina
- 2011.02026 Comparing the collective behavior of banking industry
by Hanie. Vahabi & Ali Namaki & Reza Raei
- 2011.01961 Insights into Fairness through Trust: Multi-scale Trust Quantification for Financial Deep Learning
by Alexander Wong & Andrew Hryniowski & Xiao Yu Wang
- 2011.01712 Economic Principles of PoPCoin, a Democratic Time-based Cryptocurrency
by Haoqian Zhang & Cristina Basescu & Bryan Ford
- 2011.01508 Greetings from a Triparental Planet
by Gizem Bacaksizlar & Stefani Crabtree & Joshua Garland & Natalie Grefenstette & Albert Kao & David Kinney & Artemy Kolchinsky & Tyler Marghetis & Michael Price & Maria Riolo & Hajime Shimao & Ashley Teufel & Tamara van der Does & Vicky Chuqiao Yang
- 2011.01417 Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry
by Igor Halperin
- 2011.01380 Instrumental Variable Identification of Dynamic Variance Decompositions
by Mikkel Plagborg-M{o}ller & Christian K. Wolf
- 2011.01374 Synthetic Data Generation for Economists
by Allison Koenecke & Hal Varian
- 2011.01308 Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers
by Jeffrey Cohen & Clark Alexander
- 2011.01219 Estimating County-Level COVID-19 Exponential Growth Rates Using Generalized Random Forests
by Zhaowei She & Zilong Wang & Turgay Ayer & Asmae Toumi & Jagpreet Chhatwal
- 2011.01178 Constrained Serial Rule on the Full Preference Domain
by Priyanka Shende
- 2011.01092 Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework
by Philipp Bach & Victor Chernozhukov & Martin Spindler
- 2011.01052 The Frequency of Convergent Games under Best-Response Dynamics
by Samuel C. Wiese & Torsten Heinrich
- 2011.01010 Causal Campbell-Goodhart's law and Reinforcement Learning
by Hal Ashton
- 2011.00981 Coresets for Regressions with Panel Data
by Lingxiao Huang & K. Sudhir & Nisheeth K. Vishnoi
- 2011.00938 Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model
by David Kohns & Arnab Bhattacharjee
- 2011.00909 Adaptive Bernstein Copulas and Risk Management
by Dietmar Pfeifer & Olena Ragulina
- 2011.00838 Competition in Fund Management and Forward Relative Performance Criteria
by Michail Anthropelos & Tianran Geng & Thaleia Zariphopoulou
- 2011.00732 Duality for optimal consumption with randomly terminating income
by Ashley Davey & Michael Monoyios & Harry Zheng
- 2011.00572 Asset Allocation via Machine Learning and Applications to Equity Portfolio Management
by Qing Yang & Zhenning Hong & Ruyan Tian & Tingting Ye & Liangliang Zhang
- 2011.00557 A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics'
by Jaehyuk Choi & Lixin Wu
- 2011.00552 Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall
by Vincenzo Candila & Giampiero M. Gallo & Lea Petrella
- 2011.00520 Social networks, confirmation bias and shock elections
by Edoardo Gallo & Alastair Langtry
- 2011.00498 Price of Anarchy of Simple Auctions with Interdependent Values
by Alon Eden & Michal Feldman & Inbal Talgam-Cohen & Ori Zviran
- 2011.00435 Optimal Portfolio Using Factor Graphical Lasso
by Tae-Hwy Lee & Ekaterina Seregina
- 2011.00432 Gamblers Learn from Experience
by Joshua E. Blumenstock & Matthew Olckers
- 2011.00373 Causal Inference for Spatial Treatments
by Michael Pollmann
- 2011.00366 Presence of Women in Economics Academia: Evidence from India
by Ambrish Dongre & Karan Singhal & Upasak Das
- 2011.00312 Generalised geometric Brownian motion: Theory and applications to option pricing
by Viktor Stojkoski & Trifce Sandev & Lasko Basnarkov & Ljupco Kocarev & Ralf Metzler
- 2011.00239 When "Better" is better than "Best"
by Ben Amiet & Andrea Collevecchio & Kais Hamza
- 2011.00143 Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data
by Hiroyuki Kasahara & Yoichi Sugita
- 2010.16384 Strategy-proof and Envy-free Mechanisms for House Allocation
by Priyanka Shende & Manish Purohit
- 2010.16369 Distributionally Robust Newsvendor with Moment Constraints
by Derek Singh & Shuzhong Zhang
- 2010.16102 Optimal control of multiple Markov switching stochastic system with application to portfolio decision
by Jianmin Shi
- 2010.16084 Discrimination in the Venture Capital Industry: Evidence from Field Experiments
by Ye Zhang
- 2010.16009 Quantifying the trade-off between income stability and the number of members in a pooled annuity fund
by Thomas Bernhardt & Catherine Donnelly
- 2010.15966 Machine Learning for Experimental Design: Methods for Improved Blocking
by Brian Quistorff & Gentry Johnson
- 2010.15960 Preference Estimation in Deferred Acceptance with Partial School Rankings
by Shanjukta Nath
- 2010.15907 The implications of large-scale containment policies on global maritime trade during the COVID-19 pandemic
by Jasper Verschuur & Elco Koks & Jim Hall
- 2010.15889 Disparities in ridesourcing demand for mobility resilience: A multilevel analysis of neighborhood effects in Chicago, Illinois
by Elisa Borowski & Jason Soria & Joseph Schofer & Amanda Stathopoulos
- 2010.15864 Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: An Unconditional MTE Approach
by Julian Martinez-Iriarte & Yixiao Sun
- 2010.15810 Naive analytics equilibrium
by Ron Berman & Yuval Heller
- 2010.15779 Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution
by Carmine De Franco & Johann Nicolle & Huy^en Pham
- 2010.15757 A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics
by Stefan Kremsner & Alexander Steinicke & Michaela Szolgyenyi
- 2010.15736 Are randomness of behavior and information flow important to opinion forming in organization?
by Agnieszka Kowalska-Stycze'n & Krzysztof Malarz
- 2010.15709 Modelling and simulation of dependence structures in nonlife insurance with Bernstein copulas
by Dietmar Pfeifer & Doreen Strassburger & Joerg Philipps
- 2010.15611 Fear and Volatility in Digital Assets
by Faizaan Pervaiz & Christopher Goh & Ashley Pennington & Samuel Holt & James West & Shaun Ng
- 2010.15586 Event-Driven Learning of Systematic Behaviours in Stock Markets
by Xianchao Wu
- 2010.15484 Anticipated impacts of Brexit scenarios on UK food prices and implications for policies on poverty and health: a structured expert judgement update
by Martine J Barons & Willy Aspinall
- 2010.15403 Multiscale characteristics of the emerging global cryptocurrency market
by Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek
- 2010.15263 Preventing COVID-19 Fatalities: State versus Federal Policies
by Jean-Paul Renne & Guillaume Roussellet & Gustavo Schwenkler
- 2010.15254 Dynamic Default Contagion in Heterogeneous Interbank Systems
by Zachary Feinstein & Andreas Sojmark
- 2010.15223 Design Diversity for Improving Efficiency and Reducing Risk in Oil and Gas Well Stimulation under Uncertain Reservoir Conditions
by Cheng Cheng
- 2010.15165 The public debt multiplier
by Alice Albonico & Guido Ascari & Alessandro Gobbi
- 2010.15111 Evaluating data augmentation for financial time series classification
by Elizabeth Fons & Paula Dawson & Xiao-jun Zeng & John Keane & Alexandros Iosifidis
- 2010.15105 Price response functions and spread impact in correlated financial markets
by Juan C. Henao-Londono & Sebastian M. Krause & Thomas Guhr
- 2010.14979 Monetary-fiscal interactions under price level targeting
by Guido Ascari & Anna Florio & Alessandro Gobbi
- 2010.14856 Modeling European regional FDI flows using a Bayesian spatial Poisson interaction model
by Tam'as Krisztin & Philipp Piribauer
- 2010.14695 On the Continuity of the Root Barrier
by Erhan Bayraktar & Thomas Bernhardt
- 2010.14694 Deep Learning for Individual Heterogeneity
by Max H. Farrell & Tengyuan Liang & Sanjog Misra
- 2010.14673 Maximum Spectral Measures of Risk with given Risk Factor Marginal Distributions
by Mario Ghossoub & Jesse Hall & David Saunders
- 2010.14669 Minimum Wage, Labor Equilibrium, and the Productivity Horizon: A Visual Examination
by John R. Moser
- 2010.14668 Sectoral Labor Mobility and Optimal Monetary Policy
by Alessandro Cantelmo & Giovanni Melina
- 2010.14651 Liquidity Constraints and Demand for Healthcare: Evidence from Danish Welfare Recipients
by Frederik Plesner Lyngse
- 2010.14646 McKean-Vlasov equations involving hitting times: blow-ups and global solvability
by Erhan Bayraktar & Gaoyue Guo & Wenpin Tang & Yuming Zhang
- 2010.14375 E-Commerce Delivery Demand Modeling Framework for An Agent-Based Simulation Platform
by Takanori Sakai & Yusuke Hara & Ravi Seshadri & Andr'e Alho & Md Sami Hasnine & Peiyu Jing & ZhiYuan Chua & Moshe Ben-Akiva
- 2010.14146 The Efficiency Gap
by Timo Dimitriadis & Tobias Fissler & Johanna Ziegel
- 2010.14113 Evaluating the impact of next generation broadband on local business creation
by Philip Chen & Edward J Oughton & Pete Tyler & Mo Jia & Jakub Zagdanski
- 2010.13937 Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity
by Christopher Dobronyi & Christian Gouri'eroux
- 2010.13928 Risk Preferences and Efficiency of Household Portfolios
by Agostino Capponi & Zhaoyu Zhang
- 2010.13915 The investor problem based on the HJM model
by Szymon Peszat & Dariusz Zawisza
- 2010.13892 Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction
by Amir Mukeri & Habibullah Shaikh & D. P. Gaikwad
- 2010.13891 Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models
by Sidra Mehtab & Jaydip Sen
- 2010.13877 Modeling Long Cycles
by Natasha Kang & Vadim Marmer
- 2010.13843 Deep learning for CVA computations of large portfolios of financial derivatives
by Kristoffer Andersson & Cornelis W. Oosterlee
- 2010.13630 Derivatives Pricing in Non-Arbitrage Market
by N. S. Gonchar
- 2010.13554 Off-Policy Evaluation of Bandit Algorithm from Dependent Samples under Batch Update Policy
by Masahiro Kato & Yusuke Kaneko
- 2010.13541 A Finite Element Approach to the Numerical Solutions of Leland's Mode
by Dongming Wei & Yogi Ahmad Erlangga & Gulzat Zhumakhanova
- 2010.13471 Deep reinforced learning enables solving rich discrete-choice life cycle models to analyze social security reforms
by Antti J. Tanskanen
- 2010.13438 Pooling for First and Last Mile: Integrating Carpooling and Transit
by Andrea Araldo & Andr'e de Palma & Souhila Arib & Vincent Gauthier & Romain Sere & Youssef Chaabouni & Oussama Kharouaa & Ado Adamou Abba Ari
- 2010.13411 Options Pricing for Two Stocks by Black Sholes Time Fractional Order NonLinear Partial Differential Equation
by Kamran Zakaria & Saeed Hafeez
- 2010.13397 Robust Optimization Approaches for Portfolio Selection: A Computational and Comparative Analysis
by A. Georgantas
- 2010.13340 What can be learned from satisfaction assessments?
by Naftali Cohen & Simran Lamba & Prashant Reddy
- 2010.13259 A Systematic Comparison of Forecasting for Gross Domestic Product in an Emergent Economy
by Kleyton da Costa & Felipe Leite Coelho da Silva & Josiane da Silva Cordeiro Coelho & Andr'e de Melo Modenesi
- 2010.13245 Endogenous Representation of Asset Returns
by Zhipu Zhou & Alexander Shkolnik & Sang-Yun Oh
- 2010.13061 Recurrent Conditional Heteroskedasticity
by T. -N. Nguyen & M. -N. Tran & R. Kohn
- 2010.13038 Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity
by Isao Yagi & Yuji Masuda & Takanobu Mizuta
- 2010.13036 Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation
by Isao Yagi & Shunya Maruyama & Takanobu Mizuta
- 2010.12736 Conditional beta and uncertainty factor in the cryptocurrency pricing model
by Khanh Q. Nguyen
- 2010.12651 Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests
by Aur'elien Alfonsi & Adel Cherchali & Jose Arturo Infante Acevedo
- 2010.12596 Effect of Long-Term Debt on the Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange
by David Haritone Shikumo & Oluoch Oluoch & Joshua Matanda Wepukhulu
- 2010.12577 On the profitability of selfish blockchain mining under consideration of ruin
by Hansjoerg Albrecher & Pierre-Olivier Goffard
- 2010.12569 Determinants of Financial Performance of Microfinance Banks in Kenya
by King'ori S. Ngumo & Kioko W. Collins & Shikumo H. David
- 2010.12550 Determinants of Lending to Small and Medium Enterprises by Commercial Banks in Kenya
by David Haritone Shikumo & Mwangi Mirie
- 2010.12470 A Practical Guide of Off-Policy Evaluation for Bandit Problems
by Masahiro Kato & Kenshi Abe & Kaito Ariu & Shota Yasui
- 2010.12439 Low-Rank Approximations of Nonseparable Panel Models
by Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner
- 2010.12415 Exploring investor behavior in Bitcoin: a study of the disposition effect
by Jurgen E. Schatzmann & Bernhard Haslhofer
- 2010.12351 Modeling the US-China trade conflict: a utility theory approach
by Yuhan Zhang & Cheng Chang
- 2010.12350 Love Thy Neighbor? Perceived Community Abidance and Private Compliance to COVID-19 Norms in India
by Upasak Das & Prasenjit Sarkhel & Sania Ashraf
- 2010.12270 Model of continuous random cascade processes in financial markets
by Jun-ichi Maskawa & Koji Kuroda
- 2010.12263 Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach
by Anthoulla Phella
- 2010.12245 Option Hedging with Risk Averse Reinforcement Learning
by Edoardo Vittori & Michele Trapletti & Marcello Restelli
- 2010.12158 Optimal per-loss reinsurance and investment to minimize the probability of drawdown
by Xia Han & Zhibin Liang
- 2010.12043 Trade-offs and synergies in managing coastal flood risk: A case study for New York City
by Robert L. Ceres & Chris E. Forest & Klaus Keller
- 2010.12038 Supporting Tool for The Transition of Existing Small and Medium Enterprises Towards Industry 4.0
by Miguel Baritto & Md Mashum Billal & S. M. Muntasir Nasim & Rumana Afroz Sultana & Mohammad Arani & Ahmed Jawad Qureshi
- 2010.12017 Harnessing Ambient Sensing & Naturalistic Driving Systems to Understand Links Between Driving Volatility and Crash Propensity in School Zones: A generalized hierarchical mixed logit framework
by Behram Wali & Asad Khattak
- 2010.12002 On the impact of publicly available news and information transfer to financial markets
by Metod Jazbec & Barna P'asztor & Felix Faltings & Nino Antulov-Fantulin & Petter N. Kolm
- 2010.11912 An assessment of European electricity arbitrage using storage systems
by Fernando N'u~nez & David Canca & 'Angel Arcos-Vargas
- 2010.11841 When Does it Pay Off to Learn a New Skill? Revealing the Complementary Benefit of Cross-Skilling
by Fabian Stephany
- 2010.11644 Theory-based residual neural networks: A synergy of discrete choice models and deep neural networks
by Shenhao Wang & Baichuan Mo & Jinhua Zhao
- 2010.11515 Conditional Systemic Risk Measures
by Alessandro Doldi & Marco Frittelli
- 2010.11482 Approximation-Robust Inference in Dynamic Discrete Choice
by Ben Deaner
- 2010.11460 Duration of exposure to inheritance law in India: Examining the heterogeneous effects on empowerment
by Shreya Biswas & Upasak Das & Prasenjit Sarkhel
- 2010.11388 Adversarial Attacks on Deep Algorithmic Trading Policies
by Yaser Faghan & Nancirose Piazza & Vahid Behzadan & Ali Fathi
- 2010.11261 Quantifying Uncertainties in Estimates of Income and Wealth Inequality
by Marta Boczon
- 2010.11030 Fire Sales, the LOLR and Bank Runs with Continuous Asset Liquidity
by Ulrich Bindseil & Edoardo Lanari
- 2010.10961 A Test for Kronecker Product Structure Covariance Matrix
by Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis
- 2010.10901 On Information Asymmetry in Competitive Multi-Agent Reinforcement Learning: Convergence and Optimality
by Ezra Tampubolon & Haris Ceribasic & Holger Boche
- 2010.10794 Worst-case sensitivity
by Jun-ya Gotoh & Michael Jong Kim & Andrew E. B. Lim
- 2010.10703 Cancellation of principal in banking: Four radical ideas emerge from deep examination of double entry bookkeeping in banking
by Brian P. Hanley
- 2010.10625 Analysis of Regional Cluster Structure By Principal Components Modelling in Russian Federation
by Alexander V. Bezrukov
- 2010.10484 A Simple, Short, but Never-Empty Confidence Interval for Partially Identified Parameters
by Jorg Stoye
- 2010.10435 Time-varying Forecast Combination for High-Dimensional Data
by Bin Chen & Kenwin Maung
- 2010.10260 Thermodynamics of markets
by Sergey Rashkovskiy
- 2010.10208 Impact of crop diversification on tribal farmer's income: A case study from Eastern ghats of India
by Sadasiba Tripathy & Sandhyarani Das
- 2010.10132 Are Crises Predictable? A Review of the Early Warning Systems in Currency and Stock Markets
by Peiwan Wang & Lu Zong
- 2010.10086 Identifying Crisis-Critical Intellectual Property Challenges during the Covid-19 Pandemic: A scenario analysis and conceptual extrapolation of innovation ecosystem dynamics using a visual mapping approach
by Alexander Moerchel & Frank Tietze & Leonidas Aristodemou & Pratheeba Vimalnath
- 2010.09937 Estimating and backtesting risk under heavy tails
by Marcin Pitera & Thorsten Schmidt
- 2010.09477 L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
by Zhentao Shi & Liangjun Su & Tian Xie
- 2010.09285 Equilibrium price in intraday electricity markets
by Ren'e Aid & Andrea Cosso & Huy^en Pham
- 2010.09246 Taking Over the Stock Market: Adversarial Perturbations Against Algorithmic Traders
by Elior Nehemya & Yael Mathov & Asaf Shabtai & Yuval Elovici
- 2010.09227 Influencing Competition Through Shelf Design
by Francisco Cisternas & Wee Chaimanowong & Alan Montgomery & Timothy Derdenger
- 2010.09186 Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium
by Masaaki Fujii & Akihiko Takahashi
- 2010.09108 Bridging the gap between Markowitz planning and deep reinforcement learning
by Eric Benhamou & David Saltiel & Sandrine Ungari & Abhishek Mukhopadhyay
- 2010.09074 The Duopoly Analysis of Graphics Card Market
by Nan Miles Xi
- 2010.09068 Differentiation of subjects of the Russian Federation according to the main parameters of socio-economic development
by Natalia A. Sadovnikova & Leysan A. Davletshina & Olga A. Zolotareva & Olga O. Lebedinskaya
- 2010.08992 Analysis of the impact of maker-taker fees on the stock market using agent-based simulation
by Isao Yagi & Mahiro Hoshino & Takanobu Mizuta
- 2010.08990 Information Design in Optimal Auctions
by Yi-Chun Chen & Xiangqian Yang
- 2010.08985 Scenario-decomposition Solution Framework for Nonseparable Stochastic Control Problems
by Xin Huang & Duan Li & Daniel Zhuoyu Long
- 2010.08962 Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance
by Wen-Juan Xu & Chen-Yang Zhong & Fei Ren & Tian Qiu & Rong-Da Chen & Yun-Xin He & Li-Xin Zhong
- 2010.08900 Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk
by Tetsuo Kurosaki & Young Shin Kim
- 2010.08890 The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool
by Ioannis P. Antoniades & Giuseppe Brandi & L. G. Magafas & T. Di Matteo
- 2010.08868 A Decomposition Approach to Counterfactual Analysis in Game-Theoretic Models
by Nathan Canen & Kyungchul Song
- 2010.08838 Empirical likelihood and uniform convergence rates for dyadic kernel density estimation
by Harold D. Chiang & Bing Yang Tan
- 2010.08835 Regional Synchronization during Economic Contraction: The Case of the U.S. and Japan
by Makoto Muto & Tamotsu Onozaki & Yoshitaka Saiki
- 2010.08825 Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform
by Makoto Muto & Yoshitaka Saiki
- 2010.08771 A Model of Choice with Minimal Compromise
by Mario Vazquez Corte
- 2010.08698 Is Image Encoding Beneficial for Deep Learning in Finance? An Analysis of Image Encoding Methods for the Application of Convolutional Neural Networks in Finance
by Dan Wang & Tianrui Wang & Ionuc{t} Florescu
- 2010.08631 The Large Core of College Admission Markets: Theory and Evidence
by P'eter Bir'o & Avinatan Hassidim & Assaf Romm & Ran I. Shorrer & S'andor S'ov'ag'o
- 2010.08601 Information Coefficient as a Performance Measure of Stock Selection Models
by Feng Zhang & Ruite Guo & Honggao Cao
- 2010.08497 AAMDRL: Augmented Asset Management with Deep Reinforcement Learning
by Eric Benhamou & David Saltiel & Sandrine Ungari & Abhishek Mukhopadhyay & Jamal Atif
- 2010.08463 Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice
by Andrii Babii & Xi Chen & Eric Ghysels & Rohit Kumar
- 2010.08407 KrigHedge: Gaussian Process Surrogates for Delta Hedging
by Mike Ludkovski & Yuri Saporito
- 2010.08400 Hybrid Modelling Approaches for Forecasting Energy Spot Prices in EPEC market
by Tahir Miriyev & Alessandro Contu & Kevin Schafers & Ion Gabriel Ion
- 2010.08386 Individual Heterogeneity and Cultural Attitudes in Credence Goods Provision
by Johnny Tang
- 2010.08263 Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning
by Xing Yan & Weizhong Zhang & Lin Ma & Wei Liu & Qi Wu
- 2010.08259 Unconventional Policies Effects on Stock Market Volatility: A MAP Approach
by Demetrio Lacava & Giampiero M. Gallo & Edoardo Otranto
- 2010.08122 An Application of H\"older's Inequality to Economics
by James Otterson
- 2010.08113 Measures of Model Risk in Continuous-time Finance Models
by Emese Lazar & Shuyuan Qi & Radu Tunaru
- 2010.08102 Estimating Sleep & Work Hours from Alternative Data by Segmented Functional Classification Analysis (SFCA)
by Klaus Ackermann & Simon D. Angus & Paul A. Raschky
- 2010.08037 How to Sell Hard Information
by S. Nageeb Ali & Nima Haghpanah & Xiao Lin & Ron Siegel
- 2010.08033 Background risk and small-stakes risk aversion
by Xiaosheng Mu & Luciano Pomatto & Philipp Strack & Omer Tamuz
- 2010.08028 The measure of model risk in credit capital requirements
by Roberto Baviera
- 2010.07826 Mass Flow Analysis of SARS-CoV-2 for quantified COVID-19 Risk Analysis
by Gjalt Huppes & Ruben Huele
- 2010.07659 Heteroscedasticity test of high-frequency data with jumps and microstructure noise
by Qiang Liu & Zhi Liu & Chuanhai Zhang
- 2010.07656 Comment: Individualized Treatment Rules Under Endogeneity
by Sukjin & Han
- 2010.07404 A Deep Learning Framework for Predicting Digital Asset Price Movement from Trade-by-trade Data
by Qi Zhao
- 2010.07403 The application of multivariate classification in evaluating the regional differentiation by population income in Russia
by Natalia A. Sadovnikova & Olga A. Zolotareva
- 2010.07402 A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets
by Yeguang Chi & Wenyan Hao
- 2010.07383 Optimal Insurance under Maxmin Expected Utility
by Corina Birghila & Tim J. Boonen & Mario Ghossoub
- 2010.07289 Choosing News Topics to Explain Stock Market Returns
by Paul Glasserman & Kriste Krstovski & Paul Laliberte & Harry Mamaysky
- 2010.07220 Markov Decision Processes with Recursive Risk Measures
by Nicole Bauerle & Alexander Glauner
- 2010.06954 Long term dynamics of poverty transitions in India
by Anand Sahasranaman
- 2010.06856 Catastrophic health expenditure and inequalities -- a district level study of West Bengal
by Pijush Kanti Das
- 2010.06842 Non-Additive Axiologies in Large Worlds
by Christian Tarsney & Teruji Thomas
- 2010.06747 An Application of Dirac's Interaction Picture to Option Pricing
by Mauricio Contreras G
- 2010.06723 The role of negative emissions in meeting China's 2060 carbon neutrality goal
by Jay Fuhrman & Andres F. Clarens & Haewon McJeon & Pralit Patel & Scott C. Doney & William M. Shobe & Shreekar Pradhan
- 2010.06700 Should the Ransomware be Paid?
by Rui Fang & Maochao Xu & Peng Zhao
- 2010.06568 A bi-directional approach to comparing the modular structure of networks
by Daniel Straulino & Mattie Landman & Neave O'Clery
- 2010.06452 Competition versus Cooperation: A class of solvable mean field impulse control problems
by Soren Christensen & Berenice Anne Neumann & Tobias Sohr
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