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Content
2026
- 2608.24600 Fair Allocation with Optional Selling
by Uriel Feige & Yotam Gafni
- 2608.24582 $\texttt{findr}$: Transparent and Fair Credit Risk Decisions through Semi-Structured Regressions
by Victor Medina-Olivares & Stefan Lessmann & Jonathan Crook
- 2608.24560 Contagious Ambiguity
by Mira Frick & Ryota Iijima & Daisuke Oyama
- 2608.24468 Dynamics of the Currency Composition of Central Bank Reserves
by Deborah Gefang & Stephen G. Hall & George S. Tavlas
- 2608.24457 Participation, selection and indicative bidding in auctions with costly entry
by Changxia Ke & Greg Kubitz & Yang Liu
- 2608.24449 Generalizing Markowitz Portfolio Optimization by a Quadratic Risk Measure
by Ignas Gasparaviv{c}ius & Andrius Grigutis
- 2608.24362 Dynamic Discrete Choice and Inverse Reinforcement Learning: Inferring Preferences and Beliefs From Human Behavior
by Pranjal Rawat & John Rust
- 2608.24206 Capital allocation on decentralized lending platforms
by Bastien Baude & Vincent Danos & Hamza El Khalloufi
- 2608.24129 A Case for Competition in Information Provision
by Bianca Sanesi & Federico Vaccari
- 2608.24062 Suspicious Perfection: Rating Rewards, Credibility Inversion, and Information Loss
by Van-Quy Nguyen
- 2608.23988 Estimation of Random-Coefficient Dynamic Panel Data Models with a Fixed T
by Xun Tang & Pei Yu
- 2608.23944 Bulk Phase Transition and Edge Behavior in Temporally Correlated Random Matrices
by Masato Hisakado & Takuya Kaneko
- 2608.23925 Repairing Locally Misspecified GMM: An Empirical Bayes Approach
by Patrick Kline
- 2608.23915 Equilibrium in closed constant-function market maker economies
by Muqiao Huang & Ruodu Wang & Yiyun Wang
- 2608.23914 Groundwater Management: Combating the Sinking Feeling
by Igor Cialenco & Mike Ludkovski
- 2608.23808 Equity Strategy Backtesting: Luck or Edge? The MinervaScore as a Statistical Robustness Grade
by Maria Laura Santoni & Vincent Jouanne & Matthew L. Scullin
- 2608.23796 Accelerating the Adoption of Residential Solar Power Systems: Policy Analysis using a Dynamic Structural Model
by Sebasti'an Souyris & Jason A. Duan & Anantaram Balakrishnan & Varun Rai
- 2608.23781 Directional Revision under Two-Horizon Deliberation: A Revealed-Preference Analysis
by Sinan Ertemel
- 2608.23732 Principal Component Analysis for a Mix of Stationary and Nonstationary Variables
by James D. Hamilton & Xinwei Ma & Jin Xi
- 2608.23577 Where Does Ethereum Validators' Money Go? A Spectral Analysis
by Irene Aldridge
- 2608.23576 Minimum-Distortion Wealth Taxation, I: Information-Theoretic versus Transport-Geometric Optimality on the Proportional Class
by Anders G Fr{o}seth
- 2608.23524 The Measurement Revolution? Credible Measurement and Inference in the Age of AI
by Melissa Dell & Ashesh Rambachan
- 2608.23508 Testing selection on observables in parametric models with refreshment samples
by Grigory Franguridi & Arie Kapteyn
- 2608.23420 Systematic Bias in Green Patent Classification: Silent Green and False Green
by Hamid Bekamiri & Jan Auernhammer & Milad Abbasiharofteh & Jesper Lindgaard Christensen
- 2608.23416 The Axiomatic Trader: Latent Regularity, Information Budgets, and the Canonical Form of a Quantitative Investment System
by Jiayu Li
- 2608.23407 Optimal Grading: A Unified Approach
by Bin Liu & Jingfeng Lu
- 2608.23393 KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Boosted Trees
by Jiayu Li
- 2608.23369 Culture and constitutional compliance
by Jerg Gutmann & Anna Lewczuk-Czerwi'nska & Jacek Lewkowicz & Stefan Voigt
- 2608.23315 Classification testing: A new framework for drawing qualitative conclusions from quantitative estimates
by Andrew C. Eggers & Zikai Li
- 2608.23274 The Physical Crash Frontier: What Finite Option Quotes Can and Cannot Reveal
by Jirong Zhuang
- 2608.23257 How Replicable Are Statistically Significant Findings?
by Patrick Vu & Stefan Faridani
- 2608.23064 Sequentially valid inference for probabilistic inflation forecasts
by Amadeo Grob & Maurizio Daniele & Johanna Ziegel
- 2608.23053 tse_tick: A Python Library for Parsing and Querying Nikkei NEEDS Tick Data from the Tokyo Stock Exchange
by Kazumi Li & Masataka Hayashi & Teruo Nakatsuma & Peter Romero
- 2608.23051 Female Nomination and Party Vote Share in US Gubernatorial Elections
by Paolo Verme
- 2608.22957 Identification and Inference for Causal Effects in Extremes under General Conditions
by Lisa Leimenstoll & Melanie Schienle
- 2608.22890 Randomization tests for model specification in causal inference under network interference
by Supriya Tiwari & Pallavi Basu
- 2608.22864 From Exponential to Polynomial: An Exact Filter for High-Dimensional MSM Models
by Daniyal Ali Hameedi
- 2608.22852 Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron
by Sahong Park & Suhwan Park & Hoyoung Lee & Gakyung Kwon & Wonbin Ahn & Jaewon Choi & Alejandro Lopez-Lira & Yoon Kim & Chanyeol Choi & Hyeongwoo Kong & Yongjae Lee
- 2608.22768 The Loop-Gain Matrix: Coupled Rebalancing Feedback and the Blind Spots of Scalar Stability Monitoring
by Jihwan Woo
- 2608.22706 Double/Debiased Machine Learning for Functional-Form-Robust Spatial Autoregression
by Jieun Lee
- 2608.22703 Diagonal Frog meets ADI: trading matrix exponentials for rational maps in the Fokker--Planck equation
by Andrey Itkin & Rakhymzhan Kazbek
- 2608.22697 Does Rank Still Matter? Position Bias When AI Agents Shop on Our Behalf
by Davood Wadi & Yu Ma
- 2608.22694 Outcome Disclosure and Temporal Refinement in Multi-Battle Team Contests
by Bo Chen & Rui Gao & Jingfeng Lu & Zhewei Wang
- 2608.22620 WSVI: A Dimensionless Shape Family for Implied Volatility and Its Static No-Arbitrage Structure
by Charles Clevenger & Xiang Wan
- 2608.22608 Estimating Pathway Treatment Effects in the Presence of Intermediate Events with Multi-State Data
by Yuhao Deng & Haoyu Wei & Donglin Zeng & Rui Song & Xiao-Hua Zhou
- 2608.22605 Closed-form estimation and uniform inference in additively separable triangular models with a nonseparable first stage
by Keita Sunada
- 2608.22499 Fixed-$T$ Dynamic Spatial Panel Model with Common Shocks
by Jushan Bai & Jesse Chieh Chen
- 2608.22497 Reflexivity from Hierarchical Causality
by Tim Gebbie
- 2608.22478 Arbitrage-Aware Probabilistic Multi-Step Forecasting of Implied Volatility Surfaces: Joint Generation of Surface-Return Trajectories Using Latent Diffusion
by Dominik Manuel Buchegger & Lukas Gonon
- 2608.22371 On Deterministic Optimal Mechanisms in a Two-Item Setting for Distributions with Nondecreasing Density
by Thirumulanathan D
- 2608.22286 Uniform Inference on Quantile Effects under Network Interference
by Zequn Jin & Gaoqian Xu & Zixin Yang & Zhengyu Zhang
- 2608.22234 Learning to Agree under Pseudo-Reciprocity
by Shinya Sugiura
- 2608.22002 Uniformly Valid Inference Under Interactive and High-Dimensional Constraints
by Joseph Fry
- 2608.21888 Short-horizon mean reversion in cryptocurrency markets: a matched cross-market measurement
by Nadav A. Kitron & Jonathan M. Wengrowicz
- 2608.21873 Discrete asset pricing under transaction costs and model uncertainty with and without short-sale constraints
by Wenqing Zhang
- 2608.21843 Debt relief and remittances can offset foreign aid cuts for most countries, but some remain locked out
by Andrea Vismara & Rafael Prieto-Curiel & Rosie Hayward
- 2608.21691 Contextual Visual Distinctiveness in Online Product Search
by Felicia Nguyen
- 2608.21619 Exact Rejection Sampling for Non-Gaussian State Space Models
by Joshua C. C. Chan
- 2608.21506 What Quantitative Risk Modellers Can Learn from Durkheim's Study of Suicide
by Mahmood Alaghmandan
- 2608.21498 Beyond Lognormal Sums: A Four-Moment Probability Framework for Basket and Spread Option Pricing
by Dongdong Hu & Hasanjan Sayit & Steve Tchoneteck & Frederi Viens
- 2608.21334 Across-Design Uncertainty in Short Pricing Panels: Inference and Identification
by Pedro Cadahia Delgado
- 2608.21274 Recommendation Quality and the Concentration of Consumption: Experimental Evidence from Netflix
by Guy Aridor & Winston Chou & Nathan Kallus & Antoine Scheid & Allen Tren & Kevin Zielincki
- 2608.21130 A Synthetic Benchmark Dataset with Endogenous Marketing Spend for Validating Marketing Mix Models
by Niklas Heusch
- 2608.21128 Structural Estimation of Marketing Mix Model Parameters from Geo-Experiments
by Niklas Heusch
- 2608.20982 Surrender runs
by Andreas Loffler & Stefan Steins
- 2608.20842 Rethinking Synthetic Scenario Realism: Compatibility, Not Fidelity, Drives Hedging Performance
by Ryuji Hashimoto & Masanori Hirano & Ryota Ozaki & Kentaro Imajo
- 2608.20779 Candidate Set Size and Voting Behavior: A Front-Door Approach to Causal Moderation
by Masayuki Haruhara
- 2608.20766 Certified Learning and Equilibrium Implementation under Opaque Partial Commitment
by Shuyang Zhang & Xiangtian Li
- 2608.20727 A Multiscale Ball Test for Conditional Mean Independence
by Simon Rudkin & Wanling Rudkin
- 2608.20698 Priority Transparency, Admission Chances, and Information Acquisition in School Choice
by Georgy Artemov & Siqi Pan
- 2608.20589 Calibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin Equation
by Andrey Itkin
- 2608.20377 If It Walks Like an Arbitrage: Protocol-Agnostic Detection with Decidable Structural Equivalence
by Adam Khayam & Hamid Kolli & Mohamed Iguernlala & c{C}agdas Bozman
- 2608.20304 Calibration-Induced Degeneracy in LLM Financial Forecasting: An Audit-Trailed Case Study on Next-Day Market Risk
by Arin Mohanty
- 2608.20179 Dynamic Portfolio Optimization under CVaR Constraints
by Anran Hu & Silvana M. Pesenti & Xiaofei Shi
- 2608.20074 Characterizations of continuous adequate objective functions for ordinal or interval scaled data
by Gianni Bosi & Gabriele Sbaiz & Magal`i Zuanon
- 2608.20020 The Reconfiguration Premium: Co-movement Structure as an Unspanned Dimension of the Variance Risk Premium
by Lucas Carvalho
- 2608.19944 A Privacy Budgeting Framework for Online Experimentation
by Gilian R. Ponte & Alina Ferecatu
- 2608.19897 Ranking Experiments under Sequential Sampling
by Zihao Li & Tianhao Liu
- 2608.19846 Random Cap: Optimal Informationally Robust Delegation
by Zhiyuan Jia
- 2608.19634 Curvature-Calibrated Quasi-Bayesian Updating for Moment-Restricted Models
by Masahiro Tanaka
- 2608.19474 Monotone Allocations without Single-Crossing: When to Bunch and When to Jump
by Aloisio Araujo & Carolina Parra & Sergei Vieira
- 2608.19394 Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation
by Samer El Boustany & Th'eo Basseras & Samy Mekkaoui & Alexandre Alouadi & Yadh Hafsi & Huy^en Pham
- 2608.19389 Concentrated Liquidity Provision: a Reinforcement Learning Perspective
by Georgios Chionas & Charalampos Kleitsikas & Stefanos Leonardos & Leandro S'anchez-Betancourt & Carmine Ventre
- 2608.19227 M3: A State-Event Generative Foundation Model for Market Microstructure Dynamics
by Yanzhi Zhang & Yu Ma & Yilin Cheng & Jian Li & Yitong Duan
- 2608.19223 Henstock--Kurzweil Path Integral in Financial Mathematics: A Machine-Verified Pricing of European and Barrier Options
by Alexander S. Ushakov & Yury N. Berdinsky
- 2608.19221 Filtering Credit Risk with Stochastic Discontinuities
by F'elix B. Tambe-Ndonfack
- 2608.19217 CAT Bond Pricing with Kolmogorov--Arnold Networks
by Sean Seow Cheng Hong
- 2608.18981 Conformity Traps and the Formation of Independent Judgment
by Hector Galindo-Silva
- 2608.18973 Don't Drop the Singletons: Efficient Inference for Pairwise Experiments with Independent Attrition
by Simon He{ss} & Patrick W. Schmidt
- 2608.18798 Characterizing the Plurality Rule via Clone Invariance
by Leo Goto
- 2608.18783 When to Sell an Asset? - A Distribution Builder Approach
by Peter Carr & Stephan Sturm
- 2608.18739 Coalitional Manipulation and Target Set Correspondences
by Toshiya Yoshimura
- 2608.18690 Europe's Climate Ambition Under Scrutiny: Evidence from Deep Learning Emission Projections
by Jacopo Ghirri & Carlos Rodriguez-Pardo & Lara Aleluia Reis & Massimo Tavoni
- 2608.18657 Accounting for intra-household joint travel in agent-based transport simulations
by Javaudin Lucas & Araldo Andrea & Coulombel Nicolas
- 2608.18554 CentaurBench: Benchmarking LLM Capabilities on Augmenting vs. Automating Real-World Work Tasks
by Pattaraphon Kenny Wongchamcharoen & Kris Gulati & Min Min Fong & Abhishek Nagaraj
- 2608.18443 Limit Theory for U-Statistics under Clustered and Weakly Dependent Data
by Emmanuel Selorm Tsyawo
- 2608.18381 Stable Matching with Peer-Dependent Preferences: Existence and Cutoff Characterization
by Jacob D. Leshno
- 2608.18375 Difference-in-Differences Models in the Presence of Time-Varying Mediators and Lagged outcomes
by Kyunghoon Ban & Zhengrun Chen & D'esir'e K'edagni
- 2608.18299 The Market's Conditioning Representation: Equilibrium, Crowding, and Convention Multiplicity
by Alejandro Rodriguez Dominguez
- 2608.18283 The Fragility of Social Learning with Noisy Messages
by Matthew O. Jackson & Suraj Malladi & David McAdams
- 2608.18265 Modeling Human Behavior with Type Vectors Using AI
by Matthew O. Jackson & Benjamin S. Manning & Yutong Xie & Walter Yuan & Qiaozhu Mei
- 2608.18195 Multi-Level Market Making with Reinforcement Learning
by Patrick Cheridito & Moritz Weiss
- 2608.18120 Tradable It\^o Signatures: A Model-Free, Interpretable Framework for Dynamic Hedging
by Xin Guo & Binnan Wang & Ruixun Zhang
- 2608.18119 Shifting Social Dispositions, Stable Prosocial Traits: A Global Age-Period-Cohort Analysis of Human Personality
by Paul X. McCarthy & Xian Gong & John A. Johnson & Marian-Andrei Rizoiu & Margaret L. Kern & Jean M. Twenge
- 2608.18117 Position: AI Leaderboards Are Underserving the Global South: A Case Study from India
by Sourav Banerjee & Saikat Saha
- 2608.18113 Optimal Loss Allocation and Reflected Free Boundaries in Systemic Risk
by Yucheng Guo & Qinxin Yan
- 2608.18099 FinSkillBench: Evaluating AI Agents and Domain Skills for Investment Management
by Jermyn Zhen Yong Bek & Zhuang Qiang Bok & Zhongtian Sun
- 2608.18069 Revisiting the Intra-Team Communication Method to Elicit Level-k Reasoning in Beauty Contests and 11-20 Games
by Zitian Wang & Istiak Ahmed & Patarasate Unjitwattana & Emily Yunxi Xie & Meng-Jhang Fong & Po-Hsuan Lin
- 2608.18057 The Limits of Experimental Design: Covariate Balance Beyond Low Dimension
by Max Cytrynbaum
- 2608.18022 Entropic Value-at-Risk portfolio optimization for tempered stable L\'evy processes
by Jaehyung Choi
- 2608.17808 Self-Consistent Adjoint Policy Iteration for Constrained Dynamic Portfolio Choice
by Jeonggyu Huh & Yeoneung Kim & Seungwon Jeong
- 2608.17766 Does the grand coalition form? Persistence, arrival, and the role of the sharing rule in a dynamic process of nested binding agreements
by Jobst Heitzig
- 2608.17715 Communicating Credit Risk with Large Language Models: Evaluation of Explanations from Standard and Alternative Data-Based Models
by Sahab Zandi & Noah Kostesku & Christophe Mues & Mar'ia 'Oskarsd'ottir & Cristi'an Bravo
- 2608.17636 COS-TT-CHF: A Tensor-Train Characteristic-Function COS Method for Multi-Asset Option Pricing
by Lucas Arenstein & Michael Kastoryano
- 2608.17624 Governing Delegation to Generative Artificial Intelligence: Human Direction, Work-Related Orientation, and Modes of Use
by Jorge F'abrega
- 2608.17481 A generic nonparametric value-at-risk estimator for high dimensions
by Siyuan Sun
- 2608.17446 Searchable Menus
by Frank Yang & Piotr Dworczak
- 2608.17436 The Long-Term Effects of British and French Colonization in Africa on Trust in Traditional Leaders
by Brice Romuald Gueyap Kounga
- 2608.17363 Conservation of Short-term Flows: Signed Optimal Transport
by Jiaxing Weng
- 2608.17312 Reputation and institutional certification as complementary trust mechanisms in a single online market
by Yuta Kido & Yohsuke Ohtsubo
- 2608.17273 Bayesian Signaling and Entry Decisions under Uncertain Market Conditions
by Mustapha Nyenye Issah & Paramahansa Pramanik
- 2608.17111 Stranded Credentials: Keeping Online Reputation Systems Informative in the AI Era
by Song Yao
- 2608.16869 The New Mathematics of Democracy
by Bailey Flanigan & Ismar Volic
- 2608.16867 Trading Scope for Credibility in Difference-in-Differences
by Parush Arora & Abhishek Chand
- 2608.16856 zLend: A Dual-Scope Cash-Flow Reconstruction Framework for On-Chain Credit Underwriting
by Girish G N & Ashutosh Sahoo & Akshay SP & Gurukiran S & Dhanashekar Kandaswamy
- 2608.16849 Targeting Support Using Job Seekers' Biases: A Randomized Experiment
by Bruno Cr'epon & Aur'elien Frot & Christophe Gaillac
- 2608.16842 When ratios fall: A dynamic approach to contingent convertibles
by Li Chen & Liang Wang & Weixuan Xia
- 2608.16827 Biases-Informed Job Search Guidance: Characterization, Implications, and Targeting Support
by Bruno Cr'epon & Aur'elien Frot & Christophe Gaillac
- 2608.16749 Rough Volatility Across Assets
by Saad Mouti
- 2608.16708 Quantile restrictions, revealed rankings, and the limits of multinomial choice
by Tatiana Komarova
- 2608.16699 Learning to Price with Persuasion
by Maria-Florina Balcan & Tejas Pagare & Karan Singh
- 2608.16599 Social Learning with Selective Sampling
by Zihan Zhao
- 2608.16468 Estimation and Inference for Peer Effects under Conditional Random Assignment
by Ying Zeng
- 2608.16325 The Best Are Always the Best: COVID-19 Lockdown Stringency and the Dispersion of Olympic Medal Outcomes
by Fernando Delbianco & Federico Fioravanti & Fernando Tohm'e
- 2608.16312 Regional advantage in rugby sevens: Is there a home effect when nobody is home?
by Fernando Delbianco & Federico Fioravanti & Fernando Tohm'e & Mart'in Trombetta
- 2608.15981 The Geography of Research: The Trade-Off Between Knowledge Production and Access
by Sitian Liu & Yichen Su
- 2608.15876 The Yeoman's Portfolio: Measuring Historical Risk Preferences Using Crop Choice
by Remy Levin & Daniela Vidart
- 2608.15841 Self-Supervised Auxiliary Task Discovery for Stable Reinforcement Learning in Stock Trading
by Arishi Orra & Himanshu Choudhary & Manoj Thakur
- 2608.15840 How Many Samples Are Needed to Determine Causal Direction? Sharp Minimax Bounds for Bivariate LiNGAM
by Jikai Jin
- 2608.15743 Behavioral Participating Insurance: Optimal Investment under Probability Distortion and Aspiration Constraints
by Hao Liu & Yang Liu & Zhenyu Shen
- 2608.15667 Scalable Pontryagin-Guided Adjoint-to-Control Recovery for Constrained Dynamic Portfolio Choice
by Jaegi Jeon & Jeonggyu Huh & Hyeng Keun Koo & Byung Hwa Lim
- 2608.15640 A contribution to the critique of blockchain censorship
by Ruichao Jiang & Michelle Yeo & Long Wen
- 2608.15631 Non-obvious Manipulability with Groups in Shapley-Scarf Housing Markets
by Louise Demoor & Mart'i Jan'e-Ballar'in & Pierre Nunn & Subhajit Pramanik & Antoine Pr'evotat & Makoto Yokoo
- 2608.15597 Toward Decentralized Carbon Trading in Indonesia: A Public-Blockchain Architecture for Tokenized Real-World Assets
by Rischan Mafrur & Fadli Ikhsan Pratama & Khadijah
- 2608.15447 Detecting Money Laundering in Rwandan Mobile Money: A Machine Learning Framework
by Emmanuel Nahimana & Ya'e Ulrich Gaba
- 2608.15339 Learning Sequential Mobility Choice: A Review of Route and Activity Choice through Inverse Reinforcement Learning and Imitation Learning
by Hung Tran & Viet Bui & Tien Mai
- 2608.15333 Optimal Control Variates for Survey Sampling and Causal Inference
by Jinglong Zhao
- 2608.15212 Is the medium the message? Social disclosure channels and firm risk
by Andreas G. F. Hoepner & Blerita Korca & Frank Schiemann & Fabiola I. Schneider
- 2608.15097 Pricing Temperature-Index Insurance under Long Memory and Stochastic Time Change
by Nader Karimi & Foad Shokrollahi
- 2608.14930 A Neurofinance Framework for Subjective Temporal Perception, Risk, and Investment Behavior
by Pascal Stiefenhofer
- 2608.14859 Disclosed Human-Capital Disruption and Firm-Specific Risk
by Ang Zhang
- 2608.14760 The Price of Submission
by Johan Fourie
- 2608.14528 Handover of In-Context Learning State Across Session Boundaries
by Masahiro Kato & Taka Kato
- 2608.14464 A distance-based theory of lottery complexity
by Giulio Principi
- 2608.14426 The Dynamics of Intelligence Explosions
by Toby Ord
- 2608.14326 Bayesian Sequential Search with Censored Observations
by Ehud Lehrer & Daniel Z. Li
- 2608.14323 Dependence-Informed Sparse Neural Architecture for Stock Return Prediction
by Hongyu Lin & Yulin Chen & Yuanrong Wang & Antonio Briola & Tomaso Aste
- 2608.14307 Macroprudential Policy and Downside Risk: Regime-Dependent Effects of Capital Regulation
by Vivien Czofa & Tibor Szendrei & Katalin Varga
- 2608.14256 An ergodic theorem for multi-period mutual insurance
by John Armstrong
- 2608.14173 Acquiring irrelevant information as a commitment
by Wataru Kitano & Shohei Yanagita
- 2608.14164 Science under Threat? A Natural Experiment in Economics
by Dominic Rohner & Oliver Vanden Eynde & Philine Widmer
- 2608.14141 Who Owns the Online Media?
by Ulrich Matter & Philine Widmer
- 2608.14134 Photonic Quantum Computing vs. Classical Solvers in Constrained Factor Portfolio Optimization
by Nirvik Sahoo & Chyng Wen Tee & Paul Robert Griffin
- 2608.14017 An axiomatic model of robust Bayesian persuasion
by Wataru Kitano & Shohei Yanagita
- 2608.14014 Buy the Rumor, Sell the News: When Is News Priced In?
by Alireza Kargarzadeh & Nariman Khaledian & Navid Parvini & Sid Ghatak & Arman Khaledian
- 2608.13979 Systemic Risk in Financial Networks Revisited: Debt Dilution as a Backdoor Bail-in
by Jason Roderick Donaldson & Giorgia Piacentino & Xiaobo Yu
- 2608.13953 Limited-Information Estimation of Heterogeneous Agent Models
by Laura Liu & Mikkel Plagborg-M{o}ller & Nelson Matthew P. Tan
- 2608.13871 Financial Technologies, Labor Markets, and Wage Inequality: Evidence from Instant Payment Systems
by Carlos Burga & Jacelly Cespedes & Carlos Parra & Bernardo Ricca
- 2608.13851 Scalable likelihood-based inference for limited dependent variable models
by David T. Frazier & Ruben Loaiza-Maya & Didier Nibbering
- 2608.13822 Sharp Minimax Theory for Randomized Experiments
by Timothy Sudijono & Edgar Dobriban & Eric Tchetgen Tchetgen
- 2608.13775 Structured Payment in Pawnshop Borrowing: Mandates vs. Choice
by Francis J. DiTraglia & Craig McIntosh & Isaac Meza & Joyce Sadka & Enrique Seira
- 2608.13745 Dynamic Physical Hedging amid Jump Losses, Reconstruction-Price Uncertainty, Population Interactions
by Paramahansa Pramanik & Michael Bowdin
- 2608.13732 On the First Hitting Time Problems for Diffusion Processes: Local Time-Space Approach
by Jerome Detemple & Yerkin Kitapbayev & Danila Shabalin
- 2608.13618 AI Model Design and Physician Liability
by Shujie Luan & Shubhranshu Singh & Tinglong Dai
- 2608.13466 Learning about Treatment Effects in Panels under Unknown Interference
by Shengbin Wei
- 2608.13431 Measuring the Arrow of Time: Identification, Estimation, and Inference for Directional Structure in Multivariate Time Series
by Avishek Bhandari
- 2608.13340 Fee Implied Volatility on Uniswap v3: A DEX Native Proxy and Its Limits
by Amy Oumayma Khaldoun
- 2608.13327 Breaking the Chain: Division Norms and Criminal Deterrence
by Constantine Sorokin & Alexander Nesterov & Alexei Savvateev
- 2608.13224 Parameter Identification and Inference in Discretely Sampled or Temporally Aggregated Autoregressions
by Marko Mlikota
- 2608.13152 Estimation of distribution functions, their jumps and interval probabilities under measurement error
by Kairat Mynbaev & Carlos Martins-Filho & Chad Brown
- 2608.13096 FlowLOB: Efficient and Controllable Limit Order Book Generation with Flow Matching
by Zhuohan Wang & Andreea Bacalum & Ollie Olby & Carmine Ventre & Namid Stillman
- 2608.13082 LOB-ID: Evaluating Synthetic Market Data by Inception Distances
by Andreea Bacalum & Zhuohan Wang & Ollie Olby & Martin Garaj & Namid Stillman
- 2608.13056 Simulating Stress Laws under Extremal Dependence: Characterizing What Generative Models Must Preserve
by Mantu Gupta & Anand Deo
- 2608.13001 Incidence Bimatrix Games
by R. B. Bapat & Debapriya Sen
- 2608.12818 Schedule equilibria
by Harry Kleyer
- 2608.12777 Physical Extinction and Long-Run Pricing under Time-Varying Beliefs
by Sourav Majumdar
- 2608.12667 Does life-satisfaction inequality measure societal inequality? A focal-value-rounding critique
by C. P. Barrington-Leigh
- 2608.12634 The Price of Permission: Classification Uncertainty in Constrained Capital Markets
by Abdulrahman Qadi & Akash Sharma & Francesca Medda
- 2608.12594 What Makes a Peer? Valuation-Anchored Similarity in Private Markets
by Sebastian Frank & Jingrao Lyu & Max Jarmey & Preetha Saha & Mingshu Li & Sweet Kaur & Sola Akinola & Dhagash Mehta
- 2608.12589 Supervised Mixed-Frequency Learning for Macro-Financial Forecasting When Factors are Weak
by Ulrich Hounyo & Zhendong Li
- 2608.12587 DYSANOS Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces
by Hans Buehler & Blanka Horvath & Anastasis Kratsios & Magnus Wiese
- 2608.12583 Diffusion Models in Finance: A Survey
by Zhuohan Wang & Carmine Ventre
- 2608.12558 Algorithm Transparency and Search Manipulation: Steering vs. Persuasion
by Raphael Boleslavsky & Thomas Jungbauer & Mehdi Shadmehr
- 2608.12538 Training AI For When Humans Will Use It
by Kevin A. Bryan & Joshua S. Gans
- 2608.12493 Beyond the Skew-Stickiness Ratio: Transport Geometry of Spot-Driven Variance Surface Dynamics
by Charlie Che & Pradeepta Das
- 2608.12424 AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management
by Ekkehardt Bauer & Dirk Hollander & David Scholz & Linus Wolff & Christoph Ostermair & Kyrillus Aiad & Joachim Hasebrook
- 2608.12411 Theory of Household Portfolio Choice: Pitfalls in Applications of the Collective Model
by Azar Aliyev
- 2608.12363 EU-ETS under attack? The impact of carbon price suppression on the decarbonization of the power sector
by Javier Gonzalez-Ruiz & Carlos Rodriguez-Pardo & Alice Di Bella & Paolo Mastropietro & Jose Pablo Chavez-Avila & Massimo Tavoni
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