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Content
2020
- 2006.09542 iConViz: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans
by Zhibin Niu & Runlin Li & Junqi Wu & Dawei Cheng & Jiawan Zhang
- 2006.09518 Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading
by Kerry Back & Francois Cocquemas & Ibrahim Ekren & Abraham Lioui
- 2006.09493 Stopper-Controller Games embedded in Single-Player Control Problems
by Martin Larsson & Marvin S. Mueller & Josef Teichmann
- 2006.09474 A demographic microsimulation model with an integrated household alignment method
by Amarin Siripanich & Taha Rashidi
- 2006.09455 Consistent Recalibration Models and Deep Calibration
by Matteo Gambara & Josef Teichmann
- 2006.09247 Prior knowledge distillation based on financial time series
by Jie Fang & Jianwu Lin
- 2006.09154 Multifractal temporally weighted detrended partial cross-correlation analysis to quantify intrinsic power-law cross-correlation of two non-stationary time series affected by common external factors
by Bao-Gen Li & Dian-Yi Ling & Zu-Guo Yu
- 2006.09007 Measuring Macroeconomic Uncertainty: The Labor Channel of Uncertainty from a Cross-Country Perspective
by Andreas Dibiasi & Samad Sarferaz
- 2006.08976 Analysing the resilience of the European commodity production system with PyResPro, the Python Production Resilience package
by Matteo Zampieri & Andrea Toreti & Andrej Ceglar & Pierluca De Palma & Thomas Chatzopoulos
- 2006.08806 Liquidity Provider Returns in Geometric Mean Markets
by Alex Evans
- 2006.08682 The Importance of Low Latency to Order Book Imbalance Trading Strategies
by David Byrd & Sruthi Palaparthi & Maria Hybinette & Tucker Hybinette Balch
- 2006.08469 V-, U-, L-, or W-shaped economic recovery after COVID: Insights from an Agent Based Model
by Dhruv Sharma & Jean-Philippe Bouchaud & Stanislao Gualdi & Marco Tarzia & Francesco Zamponi
- 2006.08446 Modeling Joint Lives within Families
by Olivier Cabrignac & Arthur Charpentier & Ewen Gallic
- 2006.08375 Modeling and Controlling the Spread of Epidemic with Various Social and Economic Scenarios
by S. P. Lukyanets & I. S. Gandzha & O. V. Kliushnichenko
- 2006.08307 Hidden Markov Models Applied To Intraday Momentum Trading With Side Information
by Hugh Christensen & Simon Godsill & Richard E Turner
- 2006.08110 Suffocating Fire Sales
by Nils Detering & Thilo Meyer-Brandis & Konstantinos Panagiotou & Daniel Ritter
- 2006.08071 Trust and Betrayals: Reputational Payoffs and Behaviors without Commitment
by Harry Pei
- 2006.08069 Repeated Communication with Private Lying Cost
by Harry Pei
- 2006.08068 Reputation Building under Observational Learning
by Harry Pei
- 2006.08055 Multi-Purchase Behavior: Modeling, Estimation and Optimization
by Theja Tulabandhula & Deeksha Sinha & Saketh Reddy Karra & Prasoon Patidar
- 2006.08009 The Cost of Undisturbed Landscapes
by Sebastian Wehrle & Johannes Schmidt & Christian Mikovits
- 2006.08004 The Gauss2++ Model -- A Comparison of Different Measure Change Specifications for a Consistent Risk Neutral and Real World Calibration
by Christoph Berninger & Julian Pfeiffer
- 2006.07938 The energy representation of world GDP
by Boris M. Dolgonosov
- 2006.07911 Loss Rate Forecasting Framework Based on Macroeconomic Changes: Application to US Credit Card Industry
by Sajjad Taghiyeh & David C Lengacher & Robert B Handfield
- 2006.07847 Trends, Reversion, and Critical Phenomena in Financial Markets
by Christof Schmidhuber
- 2006.07837 Representative Committees of Peers
by Reshef Meir & Fedor Sandomirskiy & Moshe Tennenholtz
- 2006.07780 Nonparametric Tests of Tail Behavior in Stochastic Frontier Models
by William & C. Horrace & Yulong Wang
- 2006.07771 Numerical Simulation of Exchange Option with Finite Liquidity: Controlled Variate Model
by Kevin S. Zhang & Traian A. Pirvu
- 2006.07729 Optimal Attention Management: A Tractable Framework
by Elliot Lipnowski & Laurent Mathevet & Dong Wei
- 2006.07691 Synthetic Interventions
by Anish Agarwal & Devavrat Shah & Dennis Shen
- 2006.07690 Carbon Monitor: a near-real-time daily dataset of global CO2 emission from fossil fuel and cement production
by Zhu Liu & Philippe Ciais & Zhu Deng & Steven J. Davis & Bo Zheng & Yilong Wang & Duo Cui & Biqing Zhu & Xinyu Dou & Piyu Ke & Taochun Sun & Rui Guo & Olivier Boucher & Francois-Marie Breon & Chenxi Lu & Runtao Guo & Eulalie Boucher & Frederic Chevallier
- 2006.07684 Mean Field Exponential Utility Game: A Probabilistic Approach
by Guanxing Fu & Xizhi Su & Chao Zhou
- 2006.07669 Tempered Stable Processes with Time Varying Exponential Tails
by Young Shin Kim & Kum-Hwan Roh & Raphael Douady
- 2006.07655 Horseshoe Prior Bayesian Quantile Regression
by David Kohns & Tibor Szendrei
- 2006.07635 Backward Deep BSDE Methods and Applications to Nonlinear Problems
by Yajie Yu & Bernhard Hientzsch & Narayan Ganesan
- 2006.07457 Detangling robustness in high dimensions: composite versus model-averaged estimation
by Jing Zhou & Gerda Claeskens & Jelena Bradic
- 2006.07456 Evidence of Crowding on Russell 3000 Reconstitution Events
by Alessandro Micheli & Eyal Neuman
- 2006.07443 Algorithm for Computing Approximate Nash Equilibrium in Continuous Games with Application to Continuous Blotto
by Sam Ganzfried
- 2006.07341 Addressing the Herd Immunity Paradox Using Symmetry, Convexity Adjustments and Bond Prices
by Peter Cotton
- 2006.07329 Effects of Regional Trade Agreement to Local and Global Trade Purity Relationships
by Siyu Huang & Wensha Gou & Hongbo Cai & Xiaomeng Li & Qinghua Chen
- 2006.07311 Predicting cell phone adoption metrics using satellite imagery
by Edward J. Oughton & Jatin Mathur
- 2006.07223 Optimal Consumption with Reference to Past Spending Maximum
by Shuoqing Deng & Xun Li & Huyen Pham & Xiang Yu
- 2006.07204 COVID-19 and Digital Resilience: Evidence from Uber Eats
by Manav Raj & Arun Sundararajan & Calum You
- 2006.07201 Minimax Estimation of Conditional Moment Models
by Nishanth Dikkala & Greg Lewis & Lester Mackey & Vasilis Syrgkanis
- 2006.07167 First exit-time analysis for an approximate Barndorff-Nielsen and Shephard model with stationary self-decomposable variance process
by Shantanu Awasthi & Indranil SenGupta
- 2006.07074 Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation
by Georges Bresson & Anoop Chaturvedi & Mohammad Arshad Rahman & Shalabh
- 2006.06982 Confidence Interval for Off-Policy Evaluation from Dependent Samples via Bandit Algorithm: Approach from Standardized Martingales
by Masahiro Kato
- 2006.06776 Incentives and Efficiency in Constrained Allocation Mechanisms
by Joseph Root & David S. Ahn
- 2006.06773 Delegation in Veto Bargaining
by Navin Kartik & Andreas Kleiner & Richard Van Weelden
- 2006.06674 Corona Games: Masks, Social Distancing and Mechanism Design
by Balazs Pejo & Gergely Biczok
- 2006.06642 The Epidemic-Driven Collapse in a System with Limited Economic Resource
by I. S. Gandzha & O. V. Kliushnichenko & S. P. Lukyanets
- 2006.06595 Confidence sets for dynamic poverty indexes
by Guglielmo D'Amico & Riccardo De Blasis & Philippe Regnault
- 2006.06548 Efficient democratic decisions via nondeterministic proportional consensus
by Jobst Heitzig & Forest W. Simmons
- 2006.06543 Data and Incentives
by Annie Liang & Erik Madsen
- 2006.06519 Reserve Price Optimization for First Price Auctions
by Zhe Feng & S'ebastien Lahaie & Jon Schneider & Jinchao Ye
- 2006.06457 Text as data: a machine learning-based approach to measuring uncertainty
by Rickard Nyman & Paul Ormerod
- 2006.06395 Path-dependent Kyle equilibrium model
by Jos'e M. Corcuera & Giulia Di Nunno
- 2006.06315 Innovation and imitation
by Jess Benhabib & 'Eric Brunet & Mildred Hager
- 2006.06274 What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC
by Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann
- 2006.06237 Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors
by Tim Schmitz & Ingo Hoffmann
- 2006.06217 SECure: A Social and Environmental Certificate for AI Systems
by Abhishek Gupta & Camylle Lanteigne & Sara Kingsley
- 2006.06123 IMF Programs and Economic Growth in the DRC
by Matata Ponyo Mapon & Jean-Paul K. Tsasa
- 2006.06078 Risk Attitudes and Human Mobility during the COVID-19 Pandemic
by Ho Fai Chan & Ahmed Skali & David Savage & David Stadelmann & Benno Torgler
- 2006.06076 Black to Negative: Embedded optionalities in commodities markets
by Richard J. Martin & Aldous Birchall
- 2006.06035 Optimal Group Size in Microlending
by Philip Protter & Alejandra Quintos
- 2006.05863 C\`adl\`ag semimartingale strategies for optimal trade execution in stochastic order book models
by Julia Ackermann & Thomas Kruse & Mikhail Urusov
- 2006.05859 Trading Privacy for the Greater Social Good: How Did America React During COVID-19?
by Anindya Ghose & Beibei Li & Meghanath Macha & Chenshuo Sun & Natasha Ying Zhang Foutz
- 2006.05845 Public-Private Partnership in the Management of Natural Disasters: A Review
by Selene Perazzini
- 2006.05843 Optimal trade execution in an order book model with stochastic liquidity parameters
by Julia Ackermann & Thomas Kruse & Mikhail Urusov
- 2006.05840 A Public-Private Insurance Model for Natural Risk Management: an Application to Seismic and Flood Risks on Residential Buildings in Italy
by Selene Perazzini & Giorgio Stefano Gnecco & Fabio Pammolli
- 2006.05784 An Artificial Intelligence Solution for Electricity Procurement in Forward Markets
by Thibaut Th'eate & S'ebastien Mathieu & Damien Ernst
- 2006.05750 A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction
by Christoph Berninger & Almond Stocker & David Rugamer
- 2006.05678 A framework for modeling interdependencies among households, businesses, and infrastructure systems; and their response to disruptions
by Mateusz Iwo Dubaniowski & Hans R. Heinimann
- 2006.05640 Bailout Stigma
by Yeon-Koo Che & Chongwoo Choe & Keeyoung Rhee
- 2006.05632 Quant Bust 2020
by Zura Kakushadze
- 2006.05574 Multi-Agent Reinforcement Learning in a Realistic Limit Order Book Market Simulation
by Michael Karpe & Jin Fang & Zhongyao Ma & Chen Wang
- 2006.05515 An overall view of key problems in algorithmic trading and recent progress
by Michael Karpe
- 2006.05460 Designing Stable Elections: A Survey
by Steven Heilman
- 2006.05330 Are weighted games sufficiently good for binary voting?
by Sascha Kurz
- 2006.05308 Ensemble Learning with Statistical and Structural Models
by Jiaming Mao & Jingzhi Xu
- 2006.05260 An elementary approach to the Merton problem
by Martin Herdegen & David Hobson & Joseph Jerome
- 2006.05204 Relative utility bounds for empirically optimal portfolios
by Dmitry B. Rokhlin
- 2006.05192 An Optimal Distributionally Robust Auction
by Alex Suzdaltsev
- 2006.04992 Deep Stock Predictions
by Akash Doshi & Alexander Issa & Puneet Sachdeva & Sina Rafati & Somnath Rakshit
- 2006.04968 Heterogeneous Effects of Job Displacement on Earnings
by Afrouz Azadikhah Jahromi & Brantly Callaway
- 2006.04727 Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering
by Calypso Herrera & Florian Krach & Josef Teichmann
- 2006.04687 Duality for optimal consumption under no unbounded profit with bounded risk
by Michael Monoyios
- 2006.04659 Explicit option valuation in the exponential NIG model
by Jean-Philippe Aguilar
- 2006.04639 Dynamic Network Risk
by Jozef Barunik & Michael Ellington
- 2006.04624 Vertical vs. Horizontal Policy in a Capabilities Model of Economic Development
by Alje van Dam & Koen Frenken
- 2006.04428 Envy-free Relaxations for Goods, Chores, and Mixed Items
by Krist'of B'erczi & Erika R. B'erczi-Kov'acs & Endre Boros & Fekadu Tolessa Gedefa & Naoyuki Kamiyama & Telikepalli Kavitha & Yusuke Kobayashi & Kazuhisa Makino
- 2006.04382 An Impulse-Regime Switching Game Model of Vertical Competition
by Ren'e Aid & Luciano Campi & Liangchen Li & Mike Ludkovski
- 2006.04280 On forward invariance in Lyapunov stability theorem for local stability
by Dai Zusai
- 2006.04269 False (and Missed) Discoveries in Financial Economics
by Campbell R. Harvey & Yan Liu
- 2006.04212 Generating Realistic Stock Market Order Streams
by Junyi Li & Xitong Wang & Yaoyang Lin & Arunesh Sinha & Micheal P. Wellman
- 2006.03723 What Factors Drive Individual Misperceptions of the Returns to Schooling in Tanzania? Some Lessons for Education Policy
by Plamen Nikolov & Nusrat Jimi
- 2006.03718 Past production constrains current energy demands: persistent scaling in global energy consumption and implications for climate change mitigation
by Timothy J. Garrett & Matheus R. Grasselli & Stephen Keen
- 2006.03686 Adversarial Robustness of Deep Convolutional Candlestick Learner
by Jun-Hao Chen & Samuel Yen-Chi Chen & Yun-Cheng Tsai & Chih-Shiang Shur
- 2006.03650 The Effects of Access to Credit on Productivity Among Microenterprises: Separating Technological Changes from Changes in Technical Efficiency
by Nusrat Abedin Jimi & Plamen Nikolov & Mohammad Abdul Malek & Subal Kumbhakar
- 2006.03618 Coordinated Transaction Scheduling in Multi-Area Electricity Markets: Equilibrium and Learning
by Mariola Ndrio & Subhonmesh Bose & Lang Tong & Ye Guo
- 2006.03592 Sovereign Default Risk and Credit Supply: Evidence from the Euro Area
by Olli Palm'en
- 2006.03498 Commuting Variability by Wage Groups in Baton Rouge 1990-2010
by Yujie Hu & Fahui Wang & Chester Wilmot
- 2006.03467 Economic Properties of Multi-Product Supply Chains
by Philip A. Tominac & Victor M. Zavala
- 2006.03458 Doubly Multiplicative Error Models with Long- and Short-run Components
by Alessandra Amendola & Vincenzo Candila & Fabrizio Cipollini & Giampiero M. Gallo
- 2006.03441 Capital and Labor Income Pareto Exponents across Time and Space
by Tjeerd de Vries & Alexis Akira Toda
- 2006.03301 Inflation Dynamics of Financial Shocks
by Olli Palm'en
- 2006.03132 Earnings Prediction with Deep Learning
by Lars Elend & Sebastian A. Tideman & Kerstin Lopatta & Oliver Kramer
- 2006.03023 Digital Currency and Economic Crises: Helping States Respond
by Geoffrey Goodell & Hazem Danny Al-Nakib & Paolo Tasca
- 2006.03016 The importance of being discrete: on the inaccuracy of continuous approximations in auction theory
by Itzhak Rasooly & Carlos Gavidia-Calderon
- 2006.03014 Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
by Ioannis Anagnostou & Tiziano Squartini & Drona Kandhai & Diego Garlaschelli
- 2006.02987 Evaluating the Effectiveness of Regional Lockdown Policies in the Containment of Covid-19: Evidence from Pakistan
by Hamza Umer & Muhammad Salar Khan
- 2006.02977 Coastal Flood Risk in the Mortgage Market: Storm Surge Models' Predictions vs. Flood Insurance Maps
by Amine Ouazad
- 2006.02900 Short-Run Health Consequences of Retirement and Pension Benefits: Evidence from China
by Plamen Nikolov & Alan Adelman
- 2006.02857 Optimal Control of Investment for an Insurer in Two Currency Markets
by Qianqian Zhou & Junyi Guo
- 2006.02846 The pain of a new idea: Do Late Bloomers response to Extension Service in Rural Ethiopia?
by Alexander Jordan & Marco Guerzoni
- 2006.02611 Tensor Factor Model Estimation by Iterative Projection
by Yuefeng Han & Rong Chen & Dan Yang & Cun-Hui Zhang
- 2006.02596 Option Pricing in Markets with Informed Traders
by Yuan Hu & Abootaleb Shirvani & Stoyan Stoyanov & Young Shin Kim & Frank J. Fabozzi & Svetlozar T. Rachev
- 2006.02541 Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators
by Yuya Sasaki & Yulong Wang
- 2006.02467 A New Look to Three-Factor Fama-French Regression Model using Sample Innovations
by Javad Shaabani & Ali Akbar Jafari
- 2006.02460 Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes
by Sobin Joseph & Lekhapriya Dheeraj Kashyap & Shashi Jain
- 2006.02423 A Negative Correlation Strategy for Bracketing in Difference-in-Differences
by Ting Ye & Luke Keele & Raiden Hasegawa & Dylan S. Small
- 2006.02173 Notes on Backward Stochastic Differential Equations for Computing XVA
by Jun Sekine & Akihiro Tanaka
- 2006.02143 Time Delay and Investment Decisions: Evidence from an Experiment in Tanzania
by Plamen Nikolov
- 2006.02077 AdaVol: An Adaptive Recursive Volatility Prediction Method
by Nicklas Werge & Olivier Wintenberger
- 2006.02048 Reaping the Informational Surplus in Bayesian Persuasion
by Ronen Gradwohl & Niklas Hahn & Martin Hoefer & Rann Smorodinsky
- 2006.01979 Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time
by Ying Hu & Hanqing Jin & Xun Yu Zhou
- 2006.01911 Accuracy of Deep Learning in Calibrating HJM Forward Curves
by Fred Espen Benth & Nils Detering & Silvia Lavagnini
- 2006.01880 Evaluating Public Supports to the Investment Activities of Business Firms: A Multilevel Meta-Regression Analysis of Italian Studies
by Chiara Bocci & Annalisa Caloffi & Marco Mariani & Alessandro Sterlacchini
- 2006.01852 Subjective Complexity Under Uncertainty
by Quitz'e Valenzuela-Stookey
- 2006.01808 Extractive contest design
by Tomohiko Kawamori
- 2006.01802 Robust Multiple Stopping -- A Pathwise Duality Approach
by Roger J. A. Laeven & John G. M. Schoenmakers & Nikolaus F. F. Schweizer & Mitja Stadje
- 2006.01703 On the plausibility of the latent ignorability assumption
by Martin Huber
- 2006.01672 Explaining the distribution of energy consumption at slow charging infrastructure for electric vehicles from socio-economic data
by Milan Straka & Rui Carvalho & Gijs van der Poel & v{L}ubov{s} Buzna
- 2006.01572 Existence of equivalent local martingale deflators in semimartingale market models
by Eckhard Platen & Stefan Tappe
- 2006.01542 Explicit approximations of option prices via Malliavin calculus in a general stochastic volatility framework
by Kaustav Das & Nicolas Langren'e
- 2006.01386 One Step at a Time: Does Gradualism Build Coordination?
by Maoliang Ye & Jie Zheng & Plamen Nikolov & Sam Asher
- 2006.01328 Estimates of derivatives of (log) densities and related objects
by Joris Pinkse & Karl Schurter
- 2006.01290 Revisiting money and labor for valuing environmental goods and services in developing countries
by Habtamu Tilahun Kassahun & Jette Bredahl Jacobsen & Charles F. Nicholson
- 2006.01212 New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence
by Rustam Ibragimov & Rasmus Pedersen & Anton Skrobotov
- 2006.01191 New robust inference for predictive regressions
by Rustam Ibragimov & Jihyun Kim & Anton Skrobotov
- 2006.01185 Do Private Household Transfers to the Elderly Respond to Public Pension Benefits? Evidence from Rural China
by Plamen Nikolov & Alan Adelman
- 2006.01178 Variational Inequality Type Formulations of General Market Equilibrium Problems with Local Information
by Igor Konnov
- 2006.01037 Contingent Convertible Obligations and Financial Stability
by Zachary Feinstein & T. R. Hurd
- 2006.00949 Changes in Household Net Financial Assets After the Great Recession: Did Financial Planners Make a Difference?
by Joseph W. Goetz & Lance Palmer & Lini Zhang & Swarn Chatterjee
- 2006.00916 Renewable Power Trades and Network Congestion Externalities
by Nayara Aguiar & Indraneel Chakraborty & Vijay Gupta
- 2006.00775 A Theory of 'Auction as a Search' in speculative markets
by Sudhanshu Pani
- 2006.00754 Optimal Equilibria for Multi-dimensional Time-inconsistent Stopping Problems
by Yu-Jui Huang & Zhenhua Wang
- 2006.00739 The Importance of Cognitive Domains and the Returns to Schooling in South Africa: Evidence from Two Labor Surveys
by Plamen Nikolov & Nusrat Jimi
- 2006.00737 Do Public Program Benefits Crowd Out Private Transfers in Developing Countries? A Critical Review of Recent Evidence
by Plamen Nikolov & Matthew Bonci
- 2006.00717 On the optimality of joint periodic and extraordinary dividend strategies
by Benjamin Avanzi & Hayden Lau & Bernard Wong
- 2006.00707 Influence via Ethos: On the Persuasive Power of Reputation in Deliberation Online
by Emaad Manzoor & George H. Chen & Dokyun Lee & Michael D. Smith
- 2006.00596 Long-range memory test by the burst and inter-burst duration distribution
by Vygintas Gontis
- 2006.00581 Shared value economics: an axiomatic approach
by Francisco Salas-Molina & Juan Antonio Rodr'iguez Aguilar & Filippo Bistaffa
- 2006.00531 Lockdown Strategies, Mobility Patterns and COVID-19
by Nikos Askitas & Konstantinos Tatsiramos & Bertrand Verheyden
- 2006.00368 Evaluating the Properties of a First Choice Weighted Approval Voting System
by Peter Butler & Jerry Lin
- 2006.00343 Statistical Decision Properties of Imprecise Trials Assessing COVID-19 Drugs
by Charles F. Manski & Aleksey Tetenov
- 2006.00282 When to sell an asset amid anxiety about drawdowns
by Neofytos Rodosthenous & Hongzhong Zhang
- 2006.00279 The impact of COVID-19 on the UK fresh food supply chain
by Rebecca Mitchell & Roger Maull & Simon Pearson & Steve Brewer & Martin Collison
- 2006.00268 Measuring and Visualizing Place-Based Space-Time Job Accessibility
by Yujie Hu & Joni Downs
- 2006.00218 Sig-SDEs model for quantitative finance
by Imanol Perez Arribas & Cristopher Salvi & Lukasz Szpruch
- 2006.00160 Parametric Modeling of Quantile Regression Coefficient Functions with Longitudinal Data
by Paolo Frumento & Matteo Bottai & Iv'an Fern'andez-Val
- 2006.00158 The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets
by Daiki Maki & Yasushi Ota
- 2006.00123 Machine Learning Fund Categorizations
by Dhagash Mehta & Dhruv Desai & Jithin Pradeep
- 2006.00085 Mortality containment vs. economics opening: optimal policies in a SEIARD model
by Andrea Aspri & Elena Beretta & Alberto Gandolfi & Etienne Wasmer
- 2005.14670 The energy distance for ensemble and scenario reduction
by Florian Ziel
- 2005.14659 Value relevance of the components of oil and gas reserve quantity change disclosures of upstream oil and gas companies in the london stock exchange
by Tega Anighoro
- 2005.14658 Super-App Behavioral Patterns in Credit Risk Models: Financial, Statistical and Regulatory Implications
by Luisa Roa & Alejandro Correa-Bahnsen & Gabriel Suarez & Fernando Cort'es-Tejada & Mar'ia A. Luque & Cristi'an Bravo
- 2005.14631 Egalitarian and Just Digital Currency Networks
by Gal Shahaf & Ehud Shapiro & Nimrod Talmon
- 2005.14442 Competition among Large and Heterogeneous Small Firms
by Lijun Pan & Yongjin Wang
- 2005.14361 Pricing Energy Contracts under Regime Switching Time-Changed models
by Konrad Gajewski & Sebastian Ferrando & Pablo Olivares
- 2005.14350 Pricing Temperature Derivatives under a Time-Changed Levy Model
by Pablo Olivares
- 2005.14168 Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S
by Victor Chernozhukov & Hiroyuki Kasaha & Paul Schrimpf
- 2005.14126 On bid and ask side-specific tick sizes
by Bastien Baldacci & Philippe Bergault & Joffrey Derchu & Mathieu Rosenbaum
- 2005.14094 On Sustainable Equilibria
by Srihari Govindan & Rida Laraki & Lucas Pahl
- 2005.14063 A moment matching method for option pricing under stochastic interest rates
by Fabio Antonelli & Alessandro Ramponi & Sergio Scarlatti
- 2005.14057 Machine Learning Time Series Regressions with an Application to Nowcasting
by Andrii Babii & Eric Ghysels & Jonas Striaukas
- 2005.13995 Using Machine Learning to Forecast Future Earnings
by Xinyue Cui & Zhaoyu Xu & Yue Zhou
- 2005.13974 On the Bound of Cumulative Return in Trading Series and the Verification Using Technical Trading Rules
by Can Yang & Junjie Zhai & Helong Li
- 2005.13921 A Complete Characterization of Infinitely Repeated Two-Player Games having Computable Strategies with no Computable Best Response under Limit-of-Means Payoff
by Jakub Dargaj & Jakob Grue Simonsen
- 2005.13890 Equivalence between forward rate interpolations and discount factor interpolations for the yield curve construction
by Jherek Healy
- 2005.13831 Non-concave expected utility optimization with uncertain time horizon
by Christian Dehm & Thai Nguyen & Mitja Stadje
- 2005.13741 A Portfolio Choice Problem Under Risk Capacity Constraint
by Weidong Tian & Zimu Zhu
- 2005.13722 COVID-19 and Global Economic Growth: Policy Simulations with a Pandemic-Enabled Neoclassical Growth Model
by Ian M. Trotter & Lu'is A. C. Schmidt & Bruno C. M. Pinto & Andrezza L. Batista & J'essica Pellenz & Maritza Isidro & Aline Rodrigues & Attawan G. S. Suela & Loredany Rodrigues
- 2005.13665 Deep Learning for Portfolio Optimization
by Zihao Zhang & Stefan Zohren & Stephen Roberts
- 2005.13621 Dynamic Coupling and Market Instability
by Christopher D. Clack & Elias Court & Dmitrijs Zaparanuks
- 2005.13596 Breiman's "Two Cultures" Revisited and Reconciled
by Subhadeep & Mukhopadhyay & Kaijun Wang
- 2005.13417 Probabilistic multivariate electricity price forecasting using implicit generative ensemble post-processing
by Tim Janke & Florian Steinke
- 2005.13416 Bibliometric indices as a measure of performance and competitive balance in the knockout stage of the UEFA Champions League
by L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy
- 2005.13252 Notes on the SWIFT method based on Shannon Wavelets for Option Pricing
by Fabien Le Floc'h
- 2005.13248 More Robust Pricing of European Options Based on Fourier Cosine Series Expansions
by Fabien Le Floc'h
- 2005.13228 Oligopoly Dynamics
by Bernardo Melo Pimentel
- 2005.13138 Strengthening science, technology, and innovation-based incubators to help achieve Sustainable Development Goals: Lessons from India
by Kavita Surana & Anuraag Singh & Ambuj D Sagar
- 2005.13033 Stocks and Cryptocurrencies: Anti-fragile or Robust?
by Dar'io Alatorre & Carlos Gershenson & Jos'e L. Mateos
- 2005.13008 Impact of the State of Emergency Declaration for COVID-19 on Preventive Behaviors and Mental Conditions in Japan: Difference in Difference Analysis using Panel Data
by Eiji Yamamura. & Yoshiro Tsutsui
- 2005.13005 Daily Middle-Term Probabilistic Forecasting of Power Consumption in North-East England
by Roberto Baviera & Giuseppe Messuti
- 2005.12949 From Tether to Libra: Stablecoins, Digital Currency and the Future of Money
by Alexander Lipton & Aetienne Sardon & Fabian Schar & Christian Schupbach
- 2005.12832 Periodic Strategies II: Generalizations and Extensions
by V. K. Oikonomou & J. Jost
- 2005.12784 The probability of a robust inference for internal validity and its applications in regression models
by Tenglong Li & Kenneth A. Frank
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