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Content
2020
- 2005.09066 Multi-Period Liability Clearing via Convex Optimal Control
by Shane Barratt & Stephen Boyd
- 2005.09036 Non-Extensive Value-at-Risk Estimation During Times of Crisis
by Ahmad Hajihasani & Ali Namaki & Nazanin Asadi & Reza Tehrani
- 2005.08961 Patterns in demand side financial inclusion in India -- An inquiry using IHDS Panel Data
by Vinay Reddy Venumuddala
- 2005.08929 Disaster Resilience and Asset Prices
by Marco Pagano & Christian Wagner & Josef Zechner
- 2005.08763 The Distributional Short-Term Impact of the COVID-19 Crisis on Wages in the United States
by Yonatan Berman
- 2005.08762 Inequality Measures: The Kolkata index in comparison with other measures
by Suchismita Banerjee & Bikas K. Chakrabarti & Manipushpak Mitra & Suresh Mutuswami
- 2005.08759 Determinants of Profitability of Banks: Evidence from Islamic Banks of Bangladesh
by Nusrat Jahan
- 2005.08735 Application of Nonlinear Autoregressive with Exogenous Input (NARX) neural network in macroeconomic forecasting, national goal setting and global competitiveness assessment
by Liyang Tang
- 2005.08734 Evaluation of Accounting and Market Performance: A Study on Listed Islamic Banks of Bangladesh
by Nusrat Jahan & M. Ayub Islam
- 2005.08703 Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning
by Christian Bongiorno & Damien Challet
- 2005.08611 Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity
by Juan Carlos Escanciano
- 2005.08584 Two-Sided Random Matching Markets: Ex-Ante Equivalence of the Deferred Acceptance Procedures
by Simon Mauras
- 2005.08568 The Natural Capital Indicator Framework (NCIF): A framework of indicators for national natural capital reporting
by Alison Fairbrass & Georgina Mace & Paul Ekins & Ben Milligan
- 2005.08293 How sustainable environments have reduced the diffusion of coronavirus disease 2019: the interaction between spread of COVID-19 infection, polluting industrialization, wind (renewable) energy
by Mario Coccia
- 2005.08273 Sustaining the economy under partial lockdown: A pandemic centric approach
by Saket Saurabh & Ayush Trivedi & Nithilaksh P. Lokesh & Bhagyashree Gaikwad
- 2005.08057 Nested Model Averaging on Solution Path for High-dimensional Linear Regression
by Yang Feng & Qingfeng Liu
- 2005.07997 Funding Public Projects: A Case for the Nash Product Rule
by Florian Brandl & Felix Brandt & Matthias Greger & Dominik Peters & Christian Stricker & Warut Suksompong
- 2005.07972 Conformal Prediction: a Unified Review of Theory and New Challenges
by Matteo Fontana & Gianluca Zeni & Simone Vantini
- 2005.07967 Parameter estimation of default portfolios using the Merton model and Phase transition
by Masato Hisakado & Shintaro Mori
- 2005.07732 Parameters of Profitability: Evidence From Conventional and Islamic Banks of Bangladesh
by K. M. Golam Muhiuddin & Nusrat Jahan
- 2005.07590 Optimal Trade-Off Between Economic Activity and Health During an Epidemic
by Tommy Andersson & Albin Erlanson & Daniel Spiro & Robert Ostling
- 2005.07575 Application of Facebook's Prophet Algorithm for Successful Sales Forecasting Based on Real-world Data
by Emir Zunic & Kemal Korjenic & Kerim Hodzic & Dzenana Donko
- 2005.07538 Farmers' situation in agriculture markets and role of public interventions in India
by Vinay Reddy Venumuddala
- 2005.07521 Exploring Weak Strategy-Proofness in Voting Theory
by Anne Carlstein
- 2005.07430 Fast and Accurate Variational Inference for Models with Many Latent Variables
by Rub'en Loaiza-Maya & Michael Stanley Smith & David J. Nott & Peter J. Danaher
- 2005.07393 Al\`os type decomposition formula for Barndorff-Nielsen and Shephard model
by Takuji Arai
- 2005.07346 Mercury-related health benefits from retrofitting coal-fired power plants in China
by Jiashuo Li & Sili Zhou & Wendong Wei & Jianchuan Qi & Yumeng Li & Bin Chen & Ning Zhang & Dabo Guan & Haoqi Qian & Xiaohui Wu & Jiawen Miao & Long Chen & Sai Liang & Kuishuang Feng
- 2005.07267 Dynamic information design
by Deepanshu Vasal
- 2005.07253 Information Design for Congested Social Services: Optimal Need-Based Persuasion
by Jerry Anunrojwong & Krishnamurthy Iyer & Vahideh Manshadi
- 2005.07094 Approval-Based Shortlisting
by Martin Lackner & Jan Maly
- 2005.07067 Existence and Uniqueness of Recursive Utility Models in $L_p$
by Flint O'Neil
- 2005.06878 Efficient and fair trading algorithms in market design environments
by Jingsheng Yu & Jun Zhang
- 2005.06851 Dynamic shrinkage in time-varying parameter stochastic volatility in mean models
by Florian Huber & Michael Pfarrhofer
- 2005.06840 How Does the Adoption of Ad Blockers Affect News Consumption?
by Shunyao Yan & Klaus M. Miller & Bernd Skiera
- 2005.06812 Fault Tolerant Equilibria in Anonymous Games: best response correspondences and fixed points
by Deepanshu Vasal & Randall Berry
- 2005.06802 Determinants of occupational mobility within the social stratification structure in India
by Vinay Reddy Venumuddala
- 2005.06796 Public Concern and the Financial Markets during the COVID-19 outbreak
by Michele Costola & Matteo Iacopini & Carlo R. M. A. Santagiustina
- 2005.06795 Informal Labour in India
by Vinay Reddy Venumuddala
- 2005.06782 Continuous time mean-variance-utility portfolio problem and its equilibrium strategy
by Ben-Zhang Yang & Xin-Jiang He & Song-Ping Zhu
- 2005.06771 Patterns of social mobility across social groups in India
by Vinay Reddy Venumuddala
- 2005.06769 Combining Population and Study Data for Inference on Event Rates
by Christoph Rothe
- 2005.06664 Turing's Children: Representation of Sexual Minorities in STEM
by Dario Sansone & Christopher S. Carpenter
- 2005.06636 Infinite-Duration All-Pay Bidding Games
by Guy Avni & Ismael Jecker & {DJ}or{dj}e v{Z}ikeli'c
- 2005.06610 Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations
by Massimo La Morgia & Alessandro Mei & Francesco Sassi & Julinda Stefa
- 2005.06576 Short-Term Investments and Indices of Risk
by Yuval Heller & Amnon Schreiber
- 2005.06461 India Growth Forecast for 2020-21
by Amarendra Das & Subhankar Mishra
- 2005.06390 Multivariate non-Gaussian models for financial applications
by Michele Leonardo Bianchi & Asmerilda Hitaj & Gian Luca Tassinari
- 2005.06386 Which bills are lobbied? Predicting and interpreting lobbying activity in the US
by Ivan Slobozhan & Peter Ormosi & Rajesh Sharma
- 2005.06171 Inference on Achieved Signal Noise Ratio
by Steven E. Pav
- 2005.06106 Inequality, a scourge of the XXI century
by Jos'e Roberto Iglesias & Ben-Hur Francisco Cardoso & Sebasti'an Gonc{c}alves
- 2005.06093 Stabilizing Congestion in Decentralized Record-Keepers
by Assimakis Kattis & Fabian Trottner
- 2005.06015 Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time
by Jun Deng & Bin Zou
- 2005.05945 Socio-Economic Impacts of COVID-19 on Household Consumption and Poverty
by Amory Martin & Maryia Markhvida & St'ephane Hallegatte & Brian Walsh
- 2005.05942 Moment Conditions for Dynamic Panel Logit Models with Fixed Effects
by Bo E. Honor'e & Martin Weidner
- 2005.05779 Instability of Defection in the Prisoner's Dilemma Under Best Experienced Payoff Dynamics
by Srinivas Arigapudi & Yuval Heller & Igal Milchtaich
- 2005.05772 Evolution, Heritable Risk, and Skewness Loving
by Yuval Heller & Arthur Robson
- 2005.05730 Non-parametric Estimation of Quadratic Hawkes Processes for Order Book Events
by Antoine Fosset & Jean-Philippe Bouchaud & Michael Benzaquen
- 2005.05714 Information Validates the Prior: A Theorem on Bayesian Updating and Applications
by Navin Kartik & Frances Lee & Wing Suen
- 2005.05713 Communication, Renegotiation and Coordination with Private Values
by Yuval Heller & Christoph Kuzmics
- 2005.05586 Existence of structured perfect Bayesian equilibrium in dynamic games of asymmetric information
by Deepanshu Vasal
- 2005.05575 No arbitrage and multiplicative special semimartingales
by Eckhard Platen & Stefan Tappe
- 2005.05549 Staggered Release Policies for COVID-19 Control: Costs and Benefits of Sequentially Relaxing Restrictions by Age
by Henry Zhao & Zhilan Feng & Carlos Castillo-Chavez & Simon A. Levin
- 2005.05530 Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility
by Orcan Ogetbil & Bernhard Hientzsch
- 2005.05469 Causal Estimation of Stay-at-Home Orders on SARS-CoV-2 Transmission
by M. Keith Chen & Yilin Zhuo & Malena de la Fuente & Ryne Rohla & Elisa F. Long
- 2005.05459 Semi-closed form prices of barrier options in the time-dependent CEV and CIR models
by Peter Carr & Andrey Itkin & Dmitry Muravey
- 2005.05428 Value-at-Risk substitute for non-ruin capital is fallacious and redundant
by Vsevolod Malinovskii
- 2005.05364 A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms
by Maxim Bichuch & Zachary Feinstein
- 2005.05310 Rational Finance Approach to Behavioral Option Pricing
by Jiexin Dai & Abootaleb Shirvani & Frank J. Fabozzi
- 2005.05266 Fractional trends and cycles in macroeconomic time series
by Tobias Hartl & Rolf Tschernig & Enzo Weber
- 2005.05244 Energy Limits to the Gross Domestic Product on Earth
by Andreas M. Hein & Jean-Baptiste Rudelle
- 2005.05202 Bounded topologies on Banach spaces and some of their uses in economic theory: a review
by Andrew J. Wrobel
- 2005.05196 Choice with Endogenous Categorization
by Andrew Ellis & Yusufcan Masatlioglu
- 2005.05154 Functional Decision Theory in an Evolutionary Environment
by Noah Topper
- 2005.04955 Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction
by Jiexia Ye & Juanjuan Zhao & Kejiang Ye & Chengzhong Xu
- 2005.04923 No-arbitrage concepts in topological vector lattices
by Eckhard Platen & Stefan Tappe
- 2005.04897 Macroeconomic Forecasting with Fractional Factor Models
by Tobias Hartl
- 2005.04870 Posterior Probabilities for Lorenz and Stochastic Dominance of Australian Income Distributions
by David Gunawan & William E. Griffiths & Duangkamon Chotikapanich
- 2005.04868 Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles
by Giuseppe Storti & Chao Wang
- 2005.04761 Statistical inference for the EU portfolio in high dimensions
by Taras Bodnar & Solomiia Dmytriv & Yarema Okhrin & Nestor Parolya & Wolfgang Schmid
- 2005.04630 Pandemic, Shutdown and Consumer Spending: Lessons from Scandinavian Policy Responses to COVID-19
by Asger Lau Andersen & Emil Toft Hansen & Niels Johannesen & Adam Sheridan
- 2005.04522 Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with Lasso
by Jens Kley-Holsteg & Florian Ziel
- 2005.04312 Utility maximization under endogenous pricing
by Thai Nguyen & Mitja Stadje
- 2005.04297 Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: a Malliavin Representation
by Yuri F. Saporito
- 2005.04141 Critical Values Robust to P-hacking
by Adam McCloskey & Pascal Michaillat
- 2005.04089 How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
by Benedikt M. Potscher & David Preinerstorfer
- 2005.03988 Fractional trends in unobserved components models
by Tobias Hartl & Rolf Tschernig & Enzo Weber
- 2005.03969 Methods for forecasting the effect of exogenous risk on stock markets
by Karina Arias-Calluari & Fernando Alonso-Marroquin & Morteza Nattagh-Najafi & Michael Harr'e
- 2005.03963 Construction of Minimum Spanning Trees from Financial Returns using Rank Correlation
by Tristan Millington & Mahesan Niranjan
- 2005.03906 Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
by Niko Hauzenberger & Florian Huber & Gary Koop
- 2005.03843 An Emissions Trading System to reach NDC targets in the Chilean electric sector
by P'ia Amigo & Sebasti'an Cea-Echenique & Felipe Feijoo
- 2005.03698 Proving prediction prudence
by Dirk Tasche
- 2005.03693 Belief-Averaged Relative Utilitarianism
by Florian Brandl
- 2005.03625 Know Your Clients' behaviours: a cluster analysis of financial transactions
by John R. J. Thompson & Longlong Feng & R. Mark Reesor & Chuck Grace
- 2005.03554 Mortgage Contracts and Underwater Default
by Yerkin Kitapbayev & Scott Robertson
- 2005.03513 Diffusion Copulas: Identification and Estimation
by Ruijun Bu & Kaddour Hadri & Dennis Kristensen
- 2005.03500 On unbalanced data and common shock models in stochastic loss reserving
by Benjamin Avanzi & Gregory Clive Taylor & Phuong Anh Vu & Bernard Wong
- 2005.03496 Modeling High-Dimensional Unit-Root Time Series
by Zhaoxing Gao & Ruey S. Tsay
- 2005.03491 Are the COVID19 restrictions really worth the cost? A comparison of estimated mortality in Australia from COVID19 and economic recession
by Neil W Bailey & Daniel West
- 2005.03464 Optimal supply chains and power sector benefits of green hydrogen
by Fabian Stockl & Wolf-Peter Schill & Alexander Zerrahn
- 2005.03353 Distributional robustness of K-class estimators and the PULSE
by Martin Emil Jakobsen & Jonas Peters
- 2005.03340 No arbitrage SVI
by Claude Martini & Arianna Mingone
- 2005.03226 Detecting Latent Communities in Network Formation Models
by Shujie Ma & Liangjun Su & Yichong Zhang
- 2005.03204 Can Volatility Solve the Naive Portfolio Puzzle?
by Michael Curran & Patrick O'Sullivan & Ryan Zalla
- 2005.03010 Quantifying the Economic Impact of COVID-19 in Mainland China Using Human Mobility Data
by Jizhou Huang & Haifeng Wang & Haoyi Xiong & Miao Fan & An Zhuo & Ying Li & Dejing Dou
- 2005.02953 The Pricing of Quanto Options: An empirical copula approach
by Rafael Felipe Carmargo Prudencio & Christian D. Jakel
- 2005.02950 Modality for Scenario Analysis and Maximum Likelihood Allocation
by Takaaki Koike & Marius Hofert
- 2005.02836 Spatial dependence in the rank-size distribution of cities
by Rolf Bergs
- 2005.02814 The Information Content of Taster's Valuation in Tea Auctions of India
by Abhinandan Dalal & Diganta Mukherjee & Subhrajyoty Roy
- 2005.02633 Deep xVA solver -- A neural network based counterparty credit risk management framework
by Alessandro Gnoatto & Athena Picarelli & Christoph Reisinger
- 2005.02535 Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis
by Philippe Goulet Coulombe & Maximilian Gobel
- 2005.02527 ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction
by Tian Guo & Nicolas Jamet & Valentin Betrix & Louis-Alexandre Piquet & Emmanuel Hauptmann
- 2005.02505 A generative adversarial network approach to calibration of local stochastic volatility models
by Christa Cuchiero & Wahid Khosrawi & Josef Teichmann
- 2005.02482 Uncovering the hierarchical structure of the international FOREX market by using similarity metric between the fluctuation distributions of currencies
by Abhijit Chakraborty & Soumya Easwaran & Sitabhra Sinha
- 2005.02379 A Theory of the Saving Rate of the Rich
by Qingyin Ma & Alexis Akira Toda
- 2005.02351 Defining an intrinsic stickiness parameter of stock price returns
by Naji Massad & J{o}rgen Vitting Andersen
- 2005.02347 Differential Machine Learning
by Brian Huge & Antoine Savine
- 2005.02337 Heuristics in experiments with infinitely large strategy spaces
by J{o}rgen Vitting Andersen & Philippe de Peretti
- 2005.02318 A neural network model for solvency calculations in life insurance
by Lucio Fernandez-Arjona
- 2005.02283 How to manage the post pandemic opening? A Pontryagin Maximum Principle approach
by R. Mansilla
- 2005.02217 Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box
by Manuel Nunes & Enrico Gerding & Frank McGroarty & Mahesan Niranjan
- 2005.02034 Stocks Vote with Their Feet: Can a Piece of Paper Document Fights the COVID-19 Pandemic?
by J. Su & Q. Zhong
- 2005.02010 Identifying Preferences when Households are Financially Constrained
by Andreas Tryphonides
- 2005.01997 Sequential decomposition of stochastic Stackelberg games
by Deepanshu Vasal
- 2005.01904 Bellman type strategy for the continuous time mean-variance model
by Shuzhen Yang
- 2005.01882 Levels of structural change: An analysis of China's development push 1998-2014
by Torsten Heinrich & Jangho Yang & Shuanping Dai
- 2005.01839 Equilibria of nonatomic anonymous games
by Simone Cerreia-Vioglio & Fabio Maccheroni & David Schmeidler
- 2005.01835 The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation
by Marc-Oliver Pohle
- 2005.01710 Issues In Disintermediation In The Real Estate Brokerage Sector
by Michael C. Nwogugu
- 2005.01709 Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences
by Michael Nwogugu
- 2005.01708 Decision-Making, Sub-Additive Recursive "Matching" Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences
by Michael C. Nwogugu
- 2005.01707 On The Choice Between A Sale-Leaseback And Debt
by Michael C. Nwogugu
- 2005.01706 Some Issues In Securitization And Disintermediation
by Michael C. Nwogugu
- 2005.01692 On Track for Retirement?
by Matthew Olckers
- 2005.01686 Neural Networks and Value at Risk
by Alexander Arimond & Damian Borth & Andreas Hoepner & Michael Klawunn & Stefan Weisheit
- 2005.01365 Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories
by Micha{l} Narajewski & Florian Ziel
- 2005.01327 Optimal epidemic suppression under an ICU constraint
by Laurent Miclo & Daniel Spiro & Jorgen Weibull
- 2005.01273 Exponential-growth prediction bias and compliance with safety measures in the times of COVID-19
by Ritwik Banerjee & Joydeep Bhattacharya & Priyama Majumdar
- 2005.01160 Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages
by Piero Mazzarisi & Silvia Zaoli & Carlo Campajola & Fabrizio Lillo
- 2005.01103 Dynamic Reserves in Matching Markets
by Orhan Aygun & Bertan Turhan
- 2005.01081 Multialternative Neural Decision Processes
by Carlo Baldassi & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Marco Pirazzini
- 2005.00715 Closed-form Solutions for an Explicit Modern Ideal Tontine with Bequest Motive
by John Dagpunar
- 2005.00510 On the Equivalence of Neural and Production Networks
by Roy Gernhardt & Bjorn Persson
- 2005.00399 The hyperbolic geometry of financial networks
by Martin Keller-Ressel & Stephanie Nargang
- 2005.00137 How average is average? Temporal patterns in human behaviour as measured by mobile phone data -- or why chose Thursdays
by Marina Toger & Ian Shuttleworth & John Osth
- 2005.00114 Bitcoin Transaction Networks: an overview of recent results
by Nicol`o Vallarano & Claudio Tessone & Tiziano Squartini
- 2005.00072 Two Burning Questions on COVID-19: Did shutting down the economy help? Can we (partially) reopen the economy without risking the second wave?
by Anish Agarwal & Abdullah Alomar & Arnab Sarker & Devavrat Shah & Dennis Shen & Cindy Yang
- 2005.00056 What are we weighting for? A mechanistic model for probability weighting
by Ole Peters & Alexander Adamou & Mark Kirstein & Yonatan Berman
- 2004.14953 Soft Affirmative Action and Minority Recruitment
by Daniel Fershtman & Alessandro Pavan
- 2004.14898 Spruce budworm and oil price: a biophysical analogy
by Luciano Celi & Claudio Della Volpe & Luca Pardi & Stefano Siboni
- 2004.14862 Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model
by Humayra Shoshi & Indranil SenGupta
- 2004.14736 Long-Range Dependence in Financial Markets: a Moving Average Cluster Entropy Approach
by Pietro Murialdo & Linda Ponta & Anna Carbone
- 2004.14719 The Interaction Between Credit Constraints and Uncertainty Shocks
by Pratiti Chatterjee & David Gunawan & Robert Kohn
- 2004.14640 Stable Roommate Problem with Diversity Preferences
by Niclas Boehmer & Edith Elkind
- 2004.14627 The convergence rate from discrete to continuous optimal investment stopping problem
by Dingqian Sun
- 2004.14533 Virus Dynamics with Behavioral Responses
by Krishna Dasaratha
- 2004.14485 Distress propagation on production networks: Coarse-graining and modularity of linkages
by Ashish Kumar & Anindya S. Chakrabarti & Anirban Chakraborti & Tushar Nandi
- 2004.14149 A machine learning approach to portfolio pricing and risk management for high-dimensional problems
by Lucio Fernandez-Arjona & Damir Filipovi'c
- 2004.14048 On Feedback Control in Kelly Betting: An Approximation Approach
by Chung-Han Hsieh
- 2004.13919 Technological improvement rate estimates for all technologies: Use of patent data and an extended domain description
by Anuraag Singh & Giorgio Triulzi & Christopher L. Magee
- 2004.13871 US Equity Risk Premiums during the COVID-19 Pandemic
by Alan L. Lewis
- 2004.13797 A Stochastic LQR Model for Child Order Placement in Algorithmic Trading
by Jackie Jianhong Shen
- 2004.13708 Classical Option Pricing and Some Steps Further
by Victor Olkhov
- 2004.13696 Engineering Economics in the Conflux Network
by Yuxi Cai & Fan Long & Andreas Park & Andreas Veneris
- 2004.13620 Wealth distribution under the spread of infectious diseases
by G. Dimarco & L. Pareschi & G. Toscani & M. Zanella
- 2004.13614 COVID-19 causes record decline in global CO2 emissions
by Zhu Liu & Philippe Ciais & Zhu Deng & Ruixue Lei & Steven J. Davis & Sha Feng & Bo Zheng & Duo Cui & Xinyu Dou & Pan He & Biqing Zhu & Chenxi Lu & Piyu Ke & Taochun Sun & Yuan Wang & Xu Yue & Yilong Wang & Yadong Lei & Hao Zhou & Zhaonan Cai & Yuhui Wu & Runtao Guo & Tingxuan Han & Jinjun Xue & Olivier Boucher & Eulalie Boucher & Frederic Chevallier & Yimin Wei & Haiwang Zhong & Chongqing Kang & Ning Zhang & Bin Chen & Fengming Xi & Franc{c}ois Marie & Qiang Zhang & Dabo Guan & Peng Gong & Daniel M. Kammen & Kebin He & Hans Joachim Schellnhuber
- 2004.13612 Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices
by Calypso Herrera & Florian Krach & Anastasis Kratsios & Pierre Ruyssen & Josef Teichmann
- 2004.13601 Ruin probability in a two-dimensional model with correlated Brownian motions
by Peter Grandits & Maike Klein
- 2004.13536 Mapping Coupled Time-series Onto Complex Network
by Jamshid Ardalankia & Jafar Askari & Somaye Sheykhali & Emmanuel Haven & G. Reza Jafari
- 2004.13463 How do online consumers review negatively?
by Menghan Sun & Jichang Zhao
- 2004.13459 Causal Inference on Networks under Continuous Treatment Interference
by Laura Forastiere & Davide Del Prete & Valerio Leone Sciabolazza
- 2004.13376 Multinomial logit processes and preference discovery: inside and outside the black box
by Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini
- 2004.13347 RM-CVaR: Regularized Multiple $\beta$-CVaR Portfolio
by Kei Nakagawa & Shuhei Noma & Masaya Abe
- 2004.13332 The AI Economist: Improving Equality and Productivity with AI-Driven Tax Policies
by Stephan Zheng & Alexander Trott & Sunil Srinivasa & Nikhil Naik & Melvin Gruesbeck & David C. Parkes & Richard Socher
- 2004.13265 Slot-specific Priorities with Capacity Transfers
by Michelle Avataneo & Bertan Turhan
- 2004.13264 Designing Direct Matching Mechanism for India with Comprehensive Affirmative Action
by Orhan Aygun & Bertan Turhan
- 2004.13261 Matching with Generalized Lexicographic Choice Rules
by Orhan Aygun & Bertan Turhan
- 2004.13235 Avoiding zero probability events when computing Value at Risk contributions
by Takaaki Koike & Yuri F. Saporito & Rodrigo S. Targino
- 2004.13135 Local Lipschitz Bounds of Deep Neural Networks
by Calypso Herrera & Florian Krach & Josef Teichmann
- 2004.13008 Econophysics Approach and Model on Mixed Economy
by Ion Spanulescu & Anca Gheorghiu
- 2004.13000 Integrated Design of Unmanned Aerial Mobility Network: A Data-Driven Risk-Averse Approach
by Wenjuan Hou & Tao Fang & Zhi Pei & Qiao-Chu He
- 2004.12856 Measuring wage inequality under right censoring
by Jo~ao Nicolau & Pedro Raposo & Paulo M. M. Rodrigues
- 2004.12848 Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders
by Chung-Han Hsieh
- 2004.12791 Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks
by Claudiu Albulescu
- 2004.12655 State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade
by Julian Hinz & Amrei Stammann & Joschka Wanner
- 2004.12601 Structural Regularization
by Jiaming Mao & Zhesheng Zheng
- 2004.12489 Reducing Interference Bias in Online Marketplace Pricing Experiments
by David Holtz & Ruben Lobel & Inessa Liskovich & Sinan Aral
- 2004.12445 Inference with Many Weak Instruments
by Anna Mikusheva & Liyang Sun
- 2004.12400 A dynamic conditional approach to portfolio weights forecasting
by Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri
- 2004.12394 A constraint-based notion of illiquidity
by Thomas Krabichler & Josef Teichmann
- 2004.12392 The Jarrow & Turnbull setting revisited
by Thomas Krabichler & Josef Teichmann
- 2004.12369 Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity
by Samuele Centorrino & Mar'ia P'erez-Urdiales
- 2004.12347 Dynamically Consistent Objective and Subjective Rationality
by Lorenzo Bastianello & Jos'e Heleno Faro & Ana Santos
- 2004.12336 Uncovering the Dynamics of Correlation Structures Relative to the Collective Market Motion
by Anton J. Heckens & Sebastian M. Krause & Thomas Guhr
- 2004.12162 Limiting Bias from Test-Control Interference in Online Marketplace Experiments
by David Holtz & Sinan Aral
- 2004.12100 Sensitivity to Calibrated Parameters
by Thomas H. J{o}rgensen
- 2004.12099 Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio
by Chung-Han Hsieh
- 2004.12022 Bayesian Clustered Coefficients Regression with Auxiliary Covariates Assistant Random Effects
by Guanyu Hu & Yishu Xue & Zhihua Ma
- 2004.12011 Trading Foreign Exchange Triplets
by 'Alvaro Cartea & Sebastian Jaimungal & Tianyi Jia
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