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Content
2022
- 2202.10678 Sequential Information Design: Markov Persuasion Process and Its Efficient Reinforcement Learning
by Jibang Wu & Zixuan Zhang & Zhe Feng & Zhaoran Wang & Zhuoran Yang & Michael I. Jordan & Haifeng Xu
- 2202.10623 On financial market correlation structures and diversification benefits across and within equity sectors
by Nick James & Max Menzies & Georg A. Gottwald
- 2202.10588 Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity
by Gareth W. Peters & Matteo Malavasi & Georgy Sofronov & Pavel V. Shevchenko & Stefan Truck & Jiwook Jang
- 2202.10414 Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return
by Felix Dammann & Giorgio Ferrari
- 2202.10413 Weak approximations and VIX option price expansions in forward variance curve models
by Florian Bourgey & Stefano De Marco & Emmanuel Gobet
- 2202.10391 Nonparametric Adaptive Robust Control Under Model Uncertainty
by Erhan Bayraktar & Tao Chen
- 2202.10378 Selling to a principal and a budget-constrained agent
by Debasis Mishra & Kolagani Paramahamsa
- 2202.10347 The geographic proximity effect on domestic cross-sector vis-a-vis intra-sector research collaborations
by Giovanni Abramo & Francesca Apponi & Ciriaco Andrea D'Angelo
- 2202.10344 Commuting to work and gender-conforming social norms: evidence from same-sex couples
by Sonia Oreffice & Dario Sansone
- 2202.10340 Darwin Among the Cryptocurrencies
by Bernhard K. Meister & Henry C. W. Price
- 2202.10265 Yields: The Galapagos Syndrome Of Cryptofinance
by Bernhard K. Meister & Henry C. W. Price
- 2202.10189 The Nature of Losses from Cyber-Related Events: Risk Categories and Business Sectors
by Pavel V. Shevchenko & Jiwook Jang & Matteo Malavasi & Gareth W. Peters & Georgy Sofronov & Stefan Truck
- 2202.10135 The Good Shepherd: An Oracle Agent for Mechanism Design
by Jan Balaguer & Raphael Koster & Christopher Summerfield & Andrea Tacchetti
- 2202.10122 HCMD-zero: Learning Value Aligned Mechanisms from Data
by Jan Balaguer & Raphael Koster & Ari Weinstein & Lucy Campbell-Gillingham & Christopher Summerfield & Matthew Botvinick & Andrea Tacchetti
- 2202.10121 A Dutch-Book Trap for Misspecification
by Emiliano Catonini & Giacomo Lanzani
- 2202.10072 Equilibria of Attacker-Defender Games
by Zsombor Z. M'eder & Carsten K. W. de Dreu & Jorg Gross
- 2202.10030 Multivariate Tie-breaker Designs
by Tim P. Morrison & Art B. Owen
- 2202.09985 Monopoly, Product Quality, and Flexible Learning
by Jeffrey Mensch & Doron Ravid
- 2202.09970 Extremal Dependence in Australian Electricity Markets
by Lin Han & Ivor Cribben & Stefan Trueck
- 2202.09939 Schr\"{o}dinger Risk Diversification Portfolio
by Yusuke Uchiyama & Kei Nakagawa
- 2202.09877 On proportionality in multi-issue problems with crossed claims
by Rick K. Acosta-Vega & Encarnaci'on Algaba & Joaqu'in S'anchez-Soriano
- 2202.09854 Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks
by Domenico Di Gangi & Giacomo Bormetti & Fabrizio Lillo
- 2202.09845 On the Dynamics of Solid, Liquid and Digital Gold Futures
by Toshiko Matsui & Ali Al-Ali & William J. Knottenbelt
- 2202.09780 Fast high-dimensional integration using tensor networks
by Sebastian Cassel
- 2202.09770 Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
by Matyas Barczy & Fanni K. Ned'enyi & L'aszl'o SutH{o}
- 2202.09480 Reciprocity in Machine Learning
by Mukund Sundararajan & Walid Krichene
- 2202.09473 Long Run Risk in Stationary Structural Vector Autoregressive Models
by Christian Gourieroux & Joann Jasiak
- 2202.09391 Counterfactual Analysis of the Impact of the IMF Program on Child Poverty in the Global-South Region using Causal-Graphical Normalizing Flows
by Sourabh Balgi & Jose M. Pe~na & Adel Daoud
- 2202.09359 Machine Learning Models in Stock Market Prediction
by Gurjeet Singh
- 2202.09323 Market-Based Price Autocorrelation
by Victor Olkhov
- 2202.09225 A multivariate extension of the Misspecification-Resistant Information Criterion
by Gery Andr'es D'iaz Rubio & Simone Giannerini & Greta Goracci
- 2202.09116 Caplet pricing in affine models for alternative risk-free rates
by Claudio Fontana
- 2202.08977 Fairness constraint in Structural Econometrics and Application to fair estimation using Instrumental Variables
by Samuele Centorrino & Jean-Pierre Florens & Jean-Michel Loubes
- 2202.08968 Stock Embeddings: Learning Distributed Representations for Financial Assets
by Rian Dolphin & Barry Smyth & Ruihai Dong
- 2202.08967 Beyond Trading Data: The Hidden Influence of Public Awareness and Interest on Cryptocurrency Volatility
by Zeyd Boukhers & Azeddine Bouabdallah & Cong Yang & Jan Jurjens
- 2202.08966 Constructing a NFT Price Index and Applications
by Hugo Schnoering & Hugo Inzirillo
- 2202.08962 Volatility forecasting with machine learning and intraday commonality
by Chao Zhang & Yihuang Zhang & Mihai Cucuringu & Zhongmin Qian
- 2202.08921 Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers
by Alejandro Rodriguez Dominguez
- 2202.08822 Objectives of platform research: A co-citation and systematic literature review analysis
by Fabian Schueler & Dimitri Petrik
- 2202.08656 Robust Sparse Voting
by Youssef Allouah & Rachid Guerraoui & L^e-Nguy^en Hoang & Oscar Villemaud
- 2202.08590 Emerging trends in soybean industry
by Siddhartha Paul Tiwari
- 2202.08564 A 3D index for measuring economic resilience with application to the modern international and global financial crises
by Dimitrios Tsiotas
- 2202.08426 Synthetic Control As Online Linear Regression
by Jiafeng Chen
- 2202.08415 Continuity Postulates and Solvability Axioms in Economic Theory and in Mathematical Psychology: A Consolidation of the Theory of Individual Choice
by Aniruddha Ghosh & M. Ali Khan & Metin Uyanik
- 2202.08370 CAREER: A Foundation Model for Labor Sequence Data
by Keyon Vafa & Emil Palikot & Tianyu Du & Ayush Kanodia & Susan Athey & David M. Blei
- 2202.08366 Preference Learning in School Choice Problems
by SangMok Lee
- 2202.08148 Optimal market completion through financial derivatives with applications to volatility risk
by Matt Davison & Marcos Escobar-Anel & Yichen Zhu
- 2202.08117 Fair Division with Money and Prices
by Anna Bogomolnaia & Herve Moulin
- 2202.08102 A note on hospital financing: local financing vs. central financing
by Raffaele Mosca
- 2202.07944 On the optimality of full disclosure
by Emiliano Catonini & Sergey Stepanov
- 2202.07863 Agricultural Windfalls and the Seasonality of Political Violence in Africa
by David Ubilava & Justin V. Hastings & Kadir Atalay
- 2202.07849 Toward an efficient hybrid method for pricing barrier options on assets with stochastic volatility
by Alexander Lipton & Artur Sepp
- 2202.07771 An SMP-Based Algorithm for Solving the Constrained Utility Maximization Problem via Deep Learning
by Kristof Wiedermann
- 2202.07742 A Short Survey on Business Models of Decentralized Finance (DeFi) Protocols
by Teng Andrea Xu & Jiahua Xu
- 2202.07734 Solving Multi-Period Financial Planning Models: Combining Monte Carlo Tree Search and Neural Networks
by Afc{s}ar Onat Ayd{i}nhan & Xiaoyue Li & John M. Mulvey
- 2202.07689 Transparency principle for carbon emissions drives sustainable finance
by Chris Kenyon & Mourad Berrahoui & Andrea Macrina
- 2202.07610 $\rho$-arbitrage and $\rho$-consistent pricing for star-shaped risk measures
by Martin Herdegen & Nazem Khan
- 2202.07609 The Evolution of U.S. Retail Concentration
by Dominic A. Smith & Sergio Ocampo
- 2202.07564 Stablecoins and Central Bank Digital Currencies: Policy and Regulatory Challenges
by Barry Eichengreen & Ganesh Viswanath-Natraj
- 2202.07542 The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility
by Frido Rolloos
- 2202.07517 An Equilibrium Model of the First-Price Auction with Strategic Uncertainty: Theory and Empirics
by Bernhard Kasberger
- 2202.07478 Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals
by Fayc{c}al Drissi
- 2202.07442 The Economics of Orbit Use: Open Access, External Costs, and Runaway Debris Growth
by Akhil Rao & Giacomo Rondina
- 2202.07378 Computing Black Scholes with Uncertain Volatility-A Machine Learning Approach
by Kathrin Hellmuth & Christian Klingenberg
- 2202.07300 Choosing an algorithmic fairness metric for an online marketplace: Detecting and quantifying algorithmic bias on LinkedIn
by YinYin Yu & Guillaume Saint-Jacques
- 2202.07269 Media Slant is Contagious
by Philine Widmer & Cl'ementine Abed Meraim & Sergio Galletta & Elliott Ash
- 2202.07234 Long-term Causal Inference Under Persistent Confounding via Data Combination
by Guido Imbens & Nathan Kallus & Xiaojie Mao & Yuhao Wang
- 2202.07174 Forecasting Stock Options Prices via the Solution of an Ill-Posed Problem for the Black-Scholes Equation
by Michael V. Klibanov & Aleksander A. Shananin & Kirill V. Golubnichiy & Sergey M. Kravchenko
- 2202.07150 Asymptotics of Cointegration Tests for High-Dimensional VAR($k$)
by Anna Bykhovskaya & Vadim Gorin
- 2202.07148 Estimating risks of option books using neural-SDE market models
by Samuel N. Cohen & Christoph Reisinger & Sheng Wang
- 2202.07128 International Co-Branding and Firms Finance Performance
by Hengameh Fakhravar & Hesamoddin Tahami
- 2202.07070 Sequential Monte Carlo With Model Tempering
by Marko Mlikota & Frank Schorfheide
- 2202.06921 Simple Models and Biased Forecasts
by Pooya Molavi
- 2202.06782 Wasserstein Solution Quality and the Quantum Approximate Optimization Algorithm: A Portfolio Optimization Case Study
by Jack S. Baker & Santosh Kumar Radha
- 2202.06666 Two is better than one: Regularized shrinkage of large minimum variance portfolio
by Taras Bodnar & Nestor Parolya & Erik Thors'en
- 2202.06637 Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations
by Ziheng Wang & Justin Sirignano
- 2202.06555 High-Dimensional Dynamic Stochastic Model Representation
by Aryan Eftekhari & Simon Scheidegger
- 2202.06534 Super-replication prices with multiple-priors in discrete time
by Romain Blanchard & Laurence Carassus
- 2202.06479 Order of Commitments in Bayesian Persuasion with Partial-informed Senders
by Shih-Tang Su & Vijay G. Subramanian
- 2202.06425 Observational Learning with Competitive Prices
by Zikai Xu
- 2202.06411 The Impact of a Coalition: Assessing the Likelihood of Voter Influence in Large Elections
by Lirong Xia
- 2202.06245 Reduced-Form Allocations with Complementarity: A 2-Person Case
by Xu Lang
- 2202.06191 Exploration and Incentivizing Participation in Randomized Trials
by Yingkai Li & Aleksandrs Slivkins
- 2202.06177 Semi-analytical pricing of barrier options in the time-dependent Heston model
by P. Carr & A. Itkin & D. Muravey
- 2202.05984 scpi: Uncertainty Quantification for Synthetic Control Methods
by Matias D. Cattaneo & Yingjie Feng & Filippo Palomba & Rocio Titiunik
- 2202.05947 Artificial Intelligence and Auction Design
by Martino Banchio & Andrzej Skrzypacz
- 2202.05946 Artificial Intelligence and Spontaneous Collusion
by Martino Banchio & Giacomo Mantegazza
- 2202.05885 Equilibrium Defaultable Corporate Debt and Investment
by Hong Chen & Murray Zed Frank
- 2202.05789 A constraint on the dynamics of wealth concentration
by Valerio Astuti
- 2202.05779 The Evolution of Blockchain: from Lit to Dark
by Agostino Capponi & Ruizhe Jia & Ye Wang
- 2202.05743 Inflation and income inequality: Does the level of income inequality matter?
by Edmond Berisha & Ram Sewak Dubey & Orkideh Gharehgozli
- 2202.05702 Machine Learning for Stock Prediction Based on Fundamental Analysis
by Yuxuan Huang & Luiz Fernando Capretz & Danny Ho
- 2202.05674 Cashing Out: Assessing the risk of localised financial exclusion as the UK moves towards a cashless society
by George Sullivan & Luke Burns
- 2202.05671 Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw?
by Mark Mink & Frans J. de Weert
- 2202.05484 Strong core and Pareto-optimal solutions for the multiple partners matching problem under lexicographic preferences
by P'eter Bir'o & Gergely Cs'aji
- 2202.05452 Information Design for Differential Privacy
by Ian M. Schmutte & Nathan Yoder
- 2202.05374 An Epidemic Compartment Model for Economic Policy Directions for Managing Future Pandemic
by Zachariah Sinkala & Vajira Manathunga & Bichaka Fayissa
- 2202.05339 Closure operators: Complexity and applications to classification and decision-making
by Hamed Hamze Bajgiran & Federico Echenique
- 2202.05326 Robust Policy Selection and Harvest Risk Quantification for Natural Resources Management under Model Uncertainty
by Georgios I. Papayiannis
- 2202.05249 Buying Opinions
by Mark Whitmeyer & Kun Zhang
- 2202.05245 Benign-Overfitting in Conditional Average Treatment Effect Prediction with Linear Regression
by Masahiro Kato & Masaaki Imaizumi
- 2202.05232 Matching with Transfers under Distributional Constraints
by Devansh Jalota & Michael Ostrovsky & Marco Pavone
- 2202.05229 How rare are the properties of binary relations?
by Ram Sewak Dubey & Giorgio Laguzzi
- 2202.05220 Privacy Protection, Measurement Error, and the Integration of Remote Sensing and Socioeconomic Survey Data
by Jeffrey D. Michler & Anna Josephson & Talip Kilic & Siobhan Murray
- 2202.05192 von Mises-Fisher distributions and their statistical divergence
by Toru Kitagawa & Jeff Rowley
- 2202.05186 Fair allocation of a multiset of indivisible items
by Pranay Gorantla & Kunal Marwaha & Santhoshini Velusamy
- 2202.04931 Vaccination nudges: A study of pre-booked COVID-19 vaccinations in Sweden
by Carl Bonander & Mats Ekman & Niklas Jakobsson
- 2202.04885 Rationalizable Implementation of Social Choice Functions: Complete Characterization
by Siyang Xiong
- 2202.04811 Creating an institutional ecosystem for cash transfer programming: Lessons from post-disaster governance in Indonesia
by Jonatan A. Lassa & Gisela Emanuela Nappoe & Susilo Budhi Sulistyo
- 2202.04796 The Transfer Performance of Economic Models
by Isaiah Andrews & Drew Fudenberg & Lihua Lei & Annie Liang & Chaofeng Wu
- 2202.04706 Stable allocations in discrete exchange economies
by Federico Echenique & Sumit Goel & SangMok Lee
- 2202.04616 Sequentially Optimal Pricing under Informational Robustness
by Zihao Li & Jonathan Libgober & Xiaosheng Mu
- 2202.04591 Are Fairness Perceptions Shaped by Income Inequality? Evidence from Latin America
by Leonardo Gasparini & Germ'an Reyes
- 2202.04573 On the Uniqueness and Stability of the Equilibrium Price in Quasi-Linear Economies
by Yuhki Hosoya
- 2202.04339 Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models
by Andriy Norets & Kenichi Shimizu
- 2202.04245 Regulatory Instruments for Fair Personalized Pricing
by Renzhe Xu & Xingxuan Zhang & Peng Cui & Bo Li & Zheyan Shen & Jiazheng Xu
- 2202.04220 Optimal annuitization post-retirement with labor income
by Xiang Gao & Cody Hyndman & Traian A. Pirvu & Petar Jevti'c
- 2202.04218 Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings?
by Matthew Harding & Gabriel F. R. Vasconcelos
- 2202.04208 Validating Causal Inference Methods
by Harsh Parikh & Carlos Varjao & Louise Xu & Eric Tchetgen Tchetgen
- 2202.04201 Efficiency with(out) intermediation in repeated bilateral trade
by Rohit Lamba
- 2202.04174 Behavioral epidemiology: An economic model to evaluate optimal policy in the midst of a pandemic
by Shomak Chakrabarti & Ilia Krasikov & Rohit Lamba
- 2202.04154 Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
by Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella
- 2202.04146 A Neural Phillips Curve and a Deep Output Gap
by Philippe Goulet Coulombe
- 2202.04131 Facebook Shadow Profiles
by Luis Aguiar & Christian Peukert & Maximilian Schafer & Hannes Ullrich
- 2202.03960 Continuous permanent unobserved heterogeneity in dynamic discrete choice models
by Jackson Bunting
- 2202.03927 On the Asymptotic Performance of Affirmative Actions in School Choice
by Di Feng & Yun Liu
- 2202.03874 Combining Intra-Risk and Contagion Risk for Enterprise Bankruptcy Prediction Using Graph Neural Networks
by Yu Zhao & Shaopeng Wei & Yu Guo & Qing Yang & Xingyan Chen & Qing Li & Fuzhen Zhuang & Ji Liu & Gang Kou
- 2202.03858 On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach
by Chung-Han Hsieh
- 2202.03806 Cuierzhuang Phenomenon: A model of rural industrialization in north China
by Jinghan Tian & Jianhua Wang
- 2202.03682 The Legacy of Authoritarianism in a Democracy
by Pramod Kumar Sur
- 2202.03602 US Salary History Bans -- Strategic Disclosure by Job Applicants and the Gender Pay Gap
by Sourav Sinha
- 2202.03413 The Marginal Labor Supply Disincentives of Welfare: Evidence from Administrative Barriers to Participation
by Robert A. Moffitt & Matthew V. Zahn
- 2202.03406 Dependence model assessment and selection with DecoupleNets
by Marius Hofert & Avinash Prasad & Mu Zhu
- 2202.03351 Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model
by Isuru Ratnayake & V. A. Samaranayake
- 2202.03332 Forecasting Environmental Data: An example to ground-level ozone concentration surfaces
by Alexander Gleim & Nazarii Salish
- 2202.03248 Derivatives Risks as Costs in a One-Period Network Model
by Dorinel Bastide & St'ephane Cr'epey & Samuel Drapeau & Mekonnen Tadese
- 2202.03198 Financial Crisis in the Framework of Non-zero Temperature Balance Theory
by MohammadReza Zahedian & Mahsa Bagherikalhor & Andrey Trufanov & G. Reza Jafari
- 2202.03158 Dual-CLVSA: a Novel Deep Learning Approach to Predict Financial Markets with Sentiment Measurements
by Jia Wang & Hongwei Zhu & Jiancheng Shen & Yu Cao & Benyuan Liu
- 2202.03156 Comparative Study of Machine Learning Models for Stock Price Prediction
by Ogulcan E. Orsel & Sasha S. Yamada
- 2202.03146 Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data
by Minheng Xiao
- 2202.03110 Predicting Default Probabilities for Stress Tests: A Comparison of Models
by Martin Guth
- 2202.03081 Is Metaverse LAND a good investment? It depends on your unit of account!
by Voraprapa Nakavachara & Kanis Saengchote
- 2202.02994 Withdrawal Success Estimation
by Hayden Brown
- 2202.02988 Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique
by Mikio Ito
- 2202.02903 Difference in Differences with Time-Varying Covariates
by Carolina Caetano & Brantly Callaway & Stroud Payne & Hugo Sant'Anna Rodrigues
- 2202.02872 Differentiable Economics for Randomized Affine Maximizer Auctions
by Michael Curry & Tuomas Sandholm & John Dickerson
- 2202.02787 Stable cooperation emerges in stochastic multiplicative growth
by Lorenzo Fant & Onofrio Mazzarisi & Emanuele Panizon & Jacopo Grilli
- 2202.02728 Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks
by Jaydip Sen & Sidra Mehtab & Abhishek Dutta & Saikat Mondal
- 2202.02723 Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model
by Jaydip Sen & Saikat Mondal & Sidra Mehtab
- 2202.02579 The economics of malnutrition: Dietary transition and food system transformation
by William A. Masters & Amelia B. Finaret & Steven A. Block
- 2202.02532 Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
by H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor
- 2202.02488 A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models
by Hasanjan Sayit
- 2202.02462 Sequential Veto Bargaining with Incomplete Information
by S. Nageeb Ali & Navin Kartik & Andreas Kleiner
- 2202.02367 The end of 'set it and forget it' pricing? Opportunities for market-based freight contracts
by Angela Acocella & Chris Caplice & Yossi Sheffi
- 2202.02300 From Semi-Infinite Constraints to Structured Robust Policies: Optimal Gain Selection for Financial Systems
by Chung-Han Hsieh
- 2202.02280 Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain
by Sergio Mayordomo & Mar'ia Rodriguez-Moreno & Juan Ignacio Pe~na
- 2202.02276 Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects
by Wan-Chien Chiu & Juan Ignacio Pe~na & Chih-Wei Wang
- 2202.02273 Are all Credit Default Swap Databases equal?
by Sergio Mayordomo & Juan Ignacio Pe~na & Eduardo S. Schwartz
- 2202.02268 StonkBERT: Can Language Models Predict Medium-Run Stock Price Movements?
by Stefan Pasch & Daniel Ehnes
- 2202.02263 Industry Characteristics and Financial Risk Spillovers
by Wan-Chien Chiua & Juan Ignacio Pe~na & Chih-Wei Wang
- 2202.02254 Derivatives Holdings and Systemic Risk in the U.S. Banking Sector
by Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe~na
- 2202.02209 On Sustainability and Survivability in the Matchbox Two-Sector Model: A Complete Characterization of Optimal Extinction
by Liuchun Deng & Minako Fujio & M. Ali Khan
- 2202.02199 ABSNFT: Securitization and Repurchase Scheme for Non-Fungible Tokens Based on Game Theoretical Analysis
by Hongyin Chen & Yukun Cheng & Xiaotie Deng & Wenhan Huang & Linxuan Rong
- 2202.02197 Evaluating conditional covariance estimates via a new targeting approach and a networks-based analysis
by Carlo Drago & Andrea Scozzari
- 2202.02029 First-order integer-valued autoregressive processes with Generalized Katz innovations
by Ovielt Baltodano Lopez & Federico Bassetti & Giulia Carallo & Roberto Casarin
- 2202.01844 The welfare effects of unemployment insurance in Argentina. New estimates using changes in the schedule of transfers
by Martin Gonzalez-Rozada & Hernan Ruffo
- 2202.01804 The different structure of economic ecosystems at the scales of companies and countries
by Dario Laudati & Manuel S. Mariani & Luciano Pietronero & Andrea Zaccaria
- 2202.01743 Default Supply Auctions in Electricity Markets: Challenges and Proposals
by Juan Ignacio Pe~na & Rosa Rodriguez
- 2202.01737 Time-zero Efficiency of European Power Derivatives Markets
by Juan Ignacio Pe~na & Rosa Rodriguez
- 2202.01732 Tail Risk of Electricity Futures
by Juan Ignacio Pe~na & Rosa Rodriguez & Silvia Mayoral
- 2202.01720 Are EU Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices
by Juan Ignacio Pe~na & Rosa Rodriguez
- 2202.01661 Selection in the Presence of Implicit Bias: The Advantage of Intersectional Constraints
by Anay Mehrotra & Bary S. R. Pradelski & Nisheeth K. Vishnoi
- 2202.01423 Do new investment strategies take existing strategies' returns -- An investigation into agent-based models
by Takanobu Mizuta
- 2202.01080 Understanding European Integration with Bipartite Networks of Comparative Advantage
by Riccardo Di Clemente & Bal'azs Lengyel & Lars F. Andersson & Rikard Eriksson
- 2202.01043 2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models
by Matthew F. Tomlinson & David Greenwood & Marcin Mucha-Kruczynski
- 2202.01027 A semi-static replication approach to efficient hedging and pricing of callable IR derivatives
by Jori Hoencamp & Shashi Jain & Drona Kandhai
- 2202.00941 CTMSTOU driven markets: simulated environment for regime-awareness in trading policies
by Selim Amrouni & Aymeric Moulin & Tucker Balch
- 2202.00929 Term structure modelling with overnight rates beyond stochastic continuity
by Claudio Fontana & Zorana Grbac & Thorsten Schmidt
- 2202.00917 A quantitative method for benchmarking fair income distribution
by Thitithep Sitthiyot & Kanyarat Holasut
- 2202.00877 Efficient Volatility Estimation for L\'evy Processes with Jumps of Unbounded Variation
by B. Cooper Boniece & Jos'e E. Figueroa-L'opez & Yuchen Han
- 2202.00871 Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff
by Jose Blanchet & Fernando Hernandez & Viet Anh Nguyen & Markus Pelger & Xuhui Zhang
- 2202.00839 Minimum Wages and Optimal Redistribution
by Dami'an Vergara
- 2202.00831 Instability of financial markets by optimizing investment strategies investigated by an agent-based model
by Takanobu Mizuta & Isao Yagi & Kosei Takashima
- 2202.00793 Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes
by Meng-Chen Hsieh & Clifford Hurvich & Philippe Soulier
- 2202.00785 Option Pricing and CVA Calculations using the Monte Carlo-Tree (MC-Tree) Method
by Yen Thuan Trinh & Bernard Hanzon
- 2202.00729 The Impact of Connectivity on the Production and Diffusion of Knowledge
by Gustavo Manso & Farzad Pourbabaee
- 2202.00713 Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data
by Robert Moffitt & John Abowd & Christopher Bollinger & Michael Carr & Charles Hokayem & Kevin McKinney & Emily Wiemers & Sisi Zhang & James Ziliak
- 2202.00662 Systemic Risk Models for Disjoint and Overlapping Groups with Equilibrium Strategies
by Yichen Feng & Jean-Pierre Fouque & Ruimeng Hu & Tomoyuki Ichiba
- 2202.00631 FiNCAT: Financial Numeral Claim Analysis Tool
by Sohom Ghosh & Sudip Kumar Naskar
- 2202.00625 Black-box Bayesian inference for economic agent-based models
by Joel Dyer & Patrick Cannon & J. Doyne Farmer & Sebastian Schmon
- 2202.00619 New Characterizations of Core Imputations of Matching and $b$-Matching Games
by Vijay V. Vazirani
- 2202.00556 Building a Dynamic System of Advanced Risk Management and Risk Assessment of the Company
by Denis S. Gusev & Elena G. Demidova & Olga A. Novikova
- 2202.00409 Mapping intra firm trade in the automotive sector: a network approach
by Matthew Smith & Yasaman Sarabi
- 2202.00310 Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization
by Juho Koistinen & Bernd Funovits
- 2202.00297 New Collectivity Measures for Financial Covariances and Correlations
by Anton J. Heckens & Thomas Guhr
- 2202.00229 Protection or Peril of Following the Crowd in a Pandemic-Concurrent Flood Evacuation
by Elisa Borowski & Amanda Stathopoulos
- 2202.00141 Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models
by Christis Katsouris
- 2202.00125 Top Ten Behavioral Biases in Project Management: An Overview
by Bent Flyvbjerg
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