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Content
2020
- 2002.08092 Cointegration without Unit Roots
by James A. Duffy & Jerome R. Simons
- 2002.08021 Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach
by Shaolong Suna & Dan Bi & Ju-e Guo & Shouyang Wang
- 2002.07964 Tourism Demand Forecasting: An Ensemble Deep Learning Approach
by Shaolong Sun & Yanzhao Li & Ju-e Guo & Shouyang Wang
- 2002.07880 The interconnectedness of the economic content in the speeches of the US Presidents
by Matteo Cinelli & Valerio Ficcadenti & Jessica Riccioni
- 2002.07862 VAT Compliance Incentives
by Maria-Augusta Miceli
- 2002.07741 Default Ambiguity: Finding the Best Solution to the Clearing Problem
by P'al Andr'as Papp & Roger Wattenhofer
- 2002.07595 Market Power in Convex Hull Pricing
by Jian Sun & Chenye Wu
- 2002.07566 Network-Aware Strategies in Financial Systems
by P'al Andr'as Papp & Roger Wattenhofer
- 2002.07561 The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
by Annika Kemper & Maren D. Schmeck & Anna Kh. Balci
- 2002.07479 Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy
by Jean-Bernard Chatelain & Kirsten Ralf
- 2002.07477 ESG investments: Filtering versus machine learning approaches
by Carmine de Franco & Christophe Geissler & Vincent Margot & Bruno Monnier
- 2002.07389 Quantum Implementation of Risk Analysis-relevant Copulas
by Janusz Milek
- 2002.07331 Dynamic Reserve Prices for Repeated Auctions: Learning from Bids
by Yash Kanoria & Hamid Nazerzadeh
- 2002.07285 Double/Debiased Machine Learning for Dynamic Treatment Effects via g-Estimation
by Greg Lewis & Vasilis Syrgkanis
- 2002.07229 How Do Expectations Affect Learning About Fundamentals? Some Experimental Evidence
by Kieran Marray & Nikhil Krishna & Jarel Tang
- 2002.07163 Satellite reveals age and extent of oil palm plantations in Southeast Asia
by Olha Danylo & Johannes Pirker & Guido Lemoine & Guido Ceccherini & Linda See & Ian McCallum & Hadi & Florian Kraxner & Fr'ed'eric Achard & Steffen Fritz
- 2002.07147 Fair Prediction with Endogenous Behavior
by Christopher Jung & Sampath Kannan & Changhwa Lee & Mallesh M. Pai & Aaron Roth & Rakesh Vohra
- 2002.07117 Pricing Bitcoin Derivatives under Jump-Diffusion Models
by Pablo Olivares
- 2002.07116 A New Pricing Theory That Solves the St. Petersburg Paradox
by Dahang Li
- 2002.07100 Crisis contagion in the world trade network
by C'elestin Coquid'e & Jos'e Lages & Dima L. Shepelyansky
- 2002.06975 Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management
by Masaya Abe & Kei Nakagawa
- 2002.06878 Trimming the Sail: A Second-order Learning Paradigm for Stock Prediction
by Chi Chen & Li Zhao & Wei Cao & Jiang Bian & Chunxiao Xing
- 2002.06748 From Matching with Diversity Constraints to Matching with Regional Quotas
by Haris Aziz & Serge Gaspers & Zhaohong Sun & Toby Walsh
- 2002.06702 Multi-item Non-truthful Auctions Achieve Good Revenue
by Constantinos Daskalakis & Maxwell Fishelson & Brendan Lucier & Vasilis Syrgkanis & Santhoshini Velusamy
- 2002.06555 Synchronization of endogenous business cycles
by Marco Pangallo
- 2002.06554 Convex Combinatorial Auction of Pipeline Network Capacities
by D'avid Csercsik
- 2002.06533 An optimal mechanism charging for priority in a queue
by Moshe Haviv & Eyal Winter
- 2002.06405 Deep Learning for Asset Bubbles Detection
by Oksana Bashchenko & Alexis Marchal
- 2002.06341 The structure of two-valued strategy-proof social choice functions with indifference
by Achille Basile & Surekha Rao & K. P. S. Bhaskara Rao
- 2002.06253 Polytopes associated with lattices of subsets and maximising expectation of random variables
by Assaf Libman
- 2002.06243 TPLVM: Portfolio Construction by Student's $t$-process Latent Variable Model
by Yusuke Uchiyama & Kei Nakagawa
- 2002.06227 Detection of arbitrage opportunities in multi-asset derivatives markets
by Antonis Papapantoleon & Paulo Yanez Sarmiento
- 2002.05819 Fairness through Experimentation: Inequality in A/B testing as an approach to responsible design
by Guillaume Saint-Jacques & Amir Sepehri & Nicole Li & Igor Perisic
- 2002.05791 The Effect of Network Adoption Subsidies: Evidence from Digital Traces in Rwanda
by Daniel Bjorkegren & Burak Ceyhun Karaca
- 2002.05789 Gaussian process imputation of multiple financial series
by Taco de Wolff & Alejandro Cuevas & Felipe Tobar
- 2002.05786 Deep Learning for Financial Applications : A Survey
by Ahmet Murat Ozbayoglu & Mehmet Ugur Gudelek & Omer Berat Sezer
- 2002.05785 Economic complexity of prefectures in Japan
by Abhijit Chakraborty & Hiroyasu Inoue & Yoshi Fujiwara
- 2002.05784 Improving S&P stock prediction with time series stock similarity
by Lior Sidi
- 2002.05780 Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States
by Yunan Ye & Hengzhi Pei & Boxin Wang & Pin-Yu Chen & Yada Zhu & Jun Xiao & Bo Li
- 2002.05697 Analysis of intra-day fluctuations in the Mexican financial market index
by L'ester Alfonso & Danahe E. Garcia-Ramirez & Ricardo Mansilla & C'esar A. Terrero-Escalante
- 2002.05670 Experimental Design in Two-Sided Platforms: An Analysis of Bias
by Ramesh Johari & Hannah Li & Inessa Liskovich & Gabriel Weintraub
- 2002.05571 Are American options European after all?
by Soren Christensen & Jan Kallsen & Matthias Lenga
- 2002.05384 Long-term prediction intervals of economic time series
by Marek Chudy & Sayar Karmakar & Wei Biao Wu
- 2002.05323 Top of the Batch: Interviews and the Match
by Federico Echenique & Ruy Gonzalez & Alistair Wilson & Leeat Yariv
- 2002.05319 A study on the leverage effect on financial series using a TAR model: a Bayesian approach
by Oscar Espinosa & Fabio Nieto
- 2002.05308 Efficient Adaptive Experimental Design for Average Treatment Effect Estimation
by Masahiro Kato & Takuya Ishihara & Junya Honda & Yusuke Narita
- 2002.05253 Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition
by Martin Huber & Luk'av{s} Laff'ers
- 2002.05240 The Multiplayer Colonel Blotto Game
by Enric Boix-Adser`a & Benjamin L. Edelman & Siddhartha Jayanti
- 2002.05232 Sharing of longevity basis risk in pension schemes with income-drawdown guarantees
by Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang
- 2002.05209 Decreasing market value of variable renewables can be avoided by policy action
by T. Brown & L. Reichenberg
- 2002.05193 A Hierarchy of Limitations in Machine Learning
by Momin M. Malik
- 2002.05153 Efficient Policy Learning from Surrogate-Loss Classification Reductions
by Andrew Bennett & Nathan Kallus
- 2002.05143 Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness
by Archil Gulisashvili
- 2002.05016 Bifurcations in economic growth model with distributed time delay transformed to ODE
by Luca Guerrini & Adam Krawiec & Marek Szydlowski
- 2002.04886 Guiding the guiders: Foundations of a market-driven theory of disclosure
by M. Gietzmann & A. J. Ostaszewski & M. H. G. Schroder
- 2002.04832 Invariant measures for multidimensional fractional stochastic volatility models
by Bal'azs Gerencs'er & Mikl'os R'asonyi
- 2002.04734 Fast Complete Algorithm for Multiplayer Nash Equilibrium
by Sam Ganzfried
- 2002.04675 Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps
by Walter Farkas & Ludovic Mathys & Nikola Vasiljevi'c
- 2002.04563 Mathematical Foundations of Regression Methods for the approximation of the Forward Initial Margin
by Lucia Cipolina Kun & Simone Caenazzo & Ksenia Ponomareva
- 2002.04508 Ramsey Optimal Policy versus Multiple Equilibria with Fiscal and Monetary Interactions
by Jean-Bernard Chatelain & Kirsten Ralf
- 2002.04470 Generalized Poisson Difference Autoregressive Processes
by Giulia Carallo & Roberto Casarin & Christian P. Robert
- 2002.04369 The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models
by Bernd Funovits
- 2002.04346 Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation
by Bernd Funovits
- 2002.04304 Timing Excess Returns A cross-universe approach to alpha
by Marc Rohloff & Alexander Vogt
- 2002.04212 Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity
by Jack Sarkissian
- 2002.04164 On the statistics of scaling exponents and the Multiscaling Value at Risk
by Giuseppe Brandi & T. Di Matteo
- 2002.04101 Sequential Monitoring of Changes in Housing Prices
by Lajos Horv'ath & Zhenya Liu & Shanglin Lu
- 2002.04068 Optimization by Hybridization of a Genetic Algorithm with the PROMOTHEE Method: Management of Multicriteria Localization
by Myriem Alijo & Otman Abdoun & Mostafa Bachran & Amal Bergam
- 2002.04067 Knowledge Diffusion Process & Common Islamic Banking Governance Principles: Integrative Perspective (s) of Managers and Shariah Scholars
by Adnan Malik & Karim Ullah & Shakir Ullah
- 2002.03922 The Effect of Weather Conditions on Fertilizer Applications: A Spatial Dynamic Panel Data Analysis
by Anna Gloria Bill`e & Marco Rogna
- 2002.03598 Markov Switching
by Yong Song & Tomasz Wo'zniak
- 2002.03569 Notes on a Social Transmission Model with a Continuum of Agents
by Benjamin Golub
- 2002.03492 All-Pay Auctions as Models for Trade Wars and Military Annexation
by Benjamin Kang & James Unwin
- 2002.03448 Kelly Criterion: From a Simple Random Walk to L\'{e}vy Processes
by Sergey Lototsky & Austin Pollok
- 2002.03379 Optimal liquidation for a risk averse investor in a one-sided limit order book driven by a Levy process
by Arne Lokka & Junwei Xu
- 2002.03376 Optimal liquidation trajectories for the Almgren-Chriss model with Levy processes
by Arne Lokka & Junwei Xu
- 2002.03319 Crowded trades, market clustering, and price instability
by Marc van Kralingen & Diego Garlaschelli & Karolina Scholtus & Iman van Lelyveld
- 2002.03295 Stochastic optimization of the Dividend strategy with reinsurance in correlated multiple insurance lines of business
by Khaled Masoumifard & Mohammad Zokaei
- 2002.03286 Stability and asymptotic analysis of the F\"ollmer-Schweizer decomposition on a finite probability space
by Sarah Boese & Tracy Cui & Samuel Johnston & Gianmarco Molino & Oleksii Mostovyi
- 2002.03235 An internal fraud model for operational losses in retail banking
by Roc'io Paredes & Marco Vega
- 2002.03205 Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities
by Jose H. Blanchet & Martin I. Reiman & Viragh Shah & Lawrence M. Wein & Linjia Wu
- 2002.03174 Fairness and Efficiency in Cake-Cutting with Single-Peaked Preferences
by Bhavook Bhardwaj & Rajnish Kumar & Josue Ortega
- 2002.02966 A polynomial algorithm for maxmin and minmax envy-free rent division on a soft budget
by Rodrigo A. Velez
- 2002.02876 Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures
by Saeed Marzban & Erick Delage & Jonathan Yumeng Li
- 2002.02675 Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process
by Idris Kharroubi & Thomas Lim & Xavier Warin
- 2002.02604 Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
by Tomasz R. Bielecki & Tao Chen & Igor Cialenco
- 2002.02599 All-Pay Auctions with Different Forfeits
by Benjamin Kang & James Unwin
- 2002.02583 The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets
by Alberto Ciacci & Takumi Sueshige & Hideki Takayasu & Kim Christensen & Misako Takayasu
- 2002.02493 On Ridership and Frequency
by Simon Berrebi & Sanskruti Joshi & Kari E Watkins
- 2002.02481 Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow
by Francois Belletti & Davis King & James Lottes & Yi-Fan Chen & John Anderson
- 2002.02271 Using generative adversarial networks to synthesize artificial financial datasets
by Dmitry Efimov & Di Xu & Luyang Kong & Alexey Nefedov & Archana Anandakrishnan
- 2002.02229 On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization
by An Chen & Mitja Stadje & Fangyuan Zhang
- 2002.02107 Feed-in Tariff Contract Schemes and Regulatory Uncertainty
by Luciana Barbosa & Cl'audia Nunes & Artur Rodrigues & Alberto Sardinha
- 2002.02097 Dependence-Robust Inference Using Resampled Statistics
by Michael P. Leung
- 2002.02011 Predicting Bank Loan Default with Extreme Gradient Boosting
by Rising Odegua
- 2002.02010 Crude oil price forecasting incorporating news text
by Yun Bai & Xixi Li & Hao Yu & Suling Jia
- 2002.02008 Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio
by Bryan Lim & Stefan Zohren & Stephen Roberts
- 2002.01800 Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models
by Mehmet Caner & Marcelo Medeiros & Gabriel Vasconcelos
- 2002.01798 Risk Loadings in Classification Ratemaking
by Liang Yang & Zhengxiao Li & Shengwang Meng
- 2002.01578 Rental Housing Spot Markets: How Online Information Exchanges Can Supplement Transacted-Rents Data
by Geoff Boeing & Jake Wegmann & Junfeng Jiao
- 2002.01528 On Shortfall Risk Minimization for Game Options
by Yan Dolinsky
- 2002.00953 Quid Pro Quo allocations in Production-Inventory games
by Luis Guardiola & Ana Meca & Justo Puerto
- 2002.00949 Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective
by Tine Van Calster & Filip Van den Bossche & Bart Baesens & Wilfried Lemahieu
- 2002.00948 Can one hear the shape of a target zone?
by Jean-Louis Arcand & Max-Olivier Hongler & Shekhar Hari Kumar & Daniele Rinaldo
- 2002.00922 A Neural-embedded Choice Model: TasteNet-MNL Modeling Taste Heterogeneity with Flexibility and Interpretability
by Yafei Han & Francisco Camara Pereira & Moshe Ben-Akiva & Christopher Zegras
- 2002.00816 Randomized optimal stopping algorithms and their convergence analysis
by Christian Bayer & Denis Belomestny & Paul Hager & Paolo Pigato & John Schoenmakers
- 2002.00724 NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data
by Katsuya Ito & Kei Nakagawa
- 2002.00507 Efficient representation of supply and demand curves on day-ahead electricity markets
by Mariia Soloviova & Tiziano Vargiolu
- 2002.00225 Insights on the Theory of Robust Games
by Giovanni Paolo Crespi & Davide Radi & Matteo Rocca
- 2002.00208 Variable-lag Granger Causality and Transfer Entropy for Time Series Analysis
by Chainarong Amornbunchornvej & Elena Zheleva & Tanya Berger-Wolf
- 2002.00202 Natural Experiments
by Rocio Titiunik
- 2002.00201 Optimal portfolio choice with path dependent labor income: the infinite horizon case
by Enrico Biffis & Fausto Gozzi & Cecilia Prosdocimi
- 2002.00103 Estimating Welfare Effects in a Nonparametric Choice Model: The Case of School Vouchers
by Vishal Kamat & Samuel Norris
- 2002.00085 PCA for Implied Volatility Surfaces
by Marco Avellaneda & Brian Healy & Andrew Papanicolaou & George Papanicolaou
- 2001.11891 Structured climate financing: valuation of CDOs on inhomogeneous asset pools
by N. Packham
- 2001.11861 Revisiting integral functionals of geometric Brownian motion
by Elena Boguslavskaya & Lioudmila Vostrikova
- 2001.11843 An Interacting Agent Model of Economic Crisis
by Yuichi Ikeda
- 2001.11786 On Calibration Neural Networks for extracting implied information from American options
by Shuaiqiang Liu & 'Alvaro Leitao & Anastasia Borovykh & Cornelis W. Oosterlee
- 2001.11624 Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes
by Simon Clinet
- 2001.11585 Housing Search in the Age of Big Data: Smarter Cities or the Same Old Blind Spots?
by Geoff Boeing & Max Besbris & Ariela Schachter & John Kuk
- 2001.11422 Spatial competition with unit-demand functions
by Gaetan Fournier & Karine Van Der Straeten & Jorgen Weibull
- 2001.11395 Kelly Betting with Quantum Payoff: a continuous variable approach
by Salvatore Tirone & Maddalena Ghio & Giulia Livieri & Vittorio Giovannetti & Stefano Marmi
- 2001.11341 Agenda-manipulation in ranking
by Gregorio Curello & Ludvig Sinander
- 2001.11301 Robust Optimal Investment and Reinsurance Problems with Learning
by Nicole Bauerle & Gregor Leimcke
- 2001.11275 The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach
by Amir T. Payandeh Najafabadi & Marjan Qazvini & Reza Ofoghi
- 2001.11249 How Safe are European Safe Bonds? An Analysis from the Perspective of Modern Portfolio Credit Risk Models
by Rudiger Frey & Kevin Kurt & Camilla Damian
- 2001.11247 Deep combinatorial optimisation for optimal stopping time problems : application to swing options pricing
by Thomas Deschatre & Joseph Mikael
- 2001.11214 Nonparametric sign prediction of high-dimensional correlation matrix coefficients
by Christian Bongiorno & Damien Challet
- 2001.11165 Empirical Analysis of Fictitious Play for Nash Equilibrium Computation in Multiplayer Games
by Sam Ganzfried
- 2001.11130 Blocked Clusterwise Regression
by Max Cytrynbaum
- 2001.11012 Cross Currency Valuation and Hedging in the Multiple Curve Framework
by Alessandro Gnoatto & Nicole Seiffert
- 2001.10996 Functional Sequential Treatment Allocation with Covariates
by Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev
- 2001.10627 Stable and Efficient Structures in Multigroup Network Formation
by Shadi Mohagheghi & Jingying Ma & Francesco Bullo
- 2001.10586 Frequentist Shrinkage under Inequality Constraints
by Edvard Bakhitov
- 2001.10561 Who presents and where? An analysis of research seminars in US economics departments
by Asier Minondo
- 2001.10519 Skills to not fall behind in school
by Felipe Maia Polo
- 2001.10488 Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications
by Nassim Nicholas Taleb
- 2001.10432 Investment behavior and firms' financial performance: A comparative analysis using firm-level data from the wine industry
by Claudiu Albulescu
- 2001.10393 A random forest based approach for predicting spreads in the primary catastrophe bond market
by Despoina Makariou & Pauline Barrieu & Yining Chen
- 2001.10384 Change of measure under the hard-to-borrow model
by Peng Liu
- 2001.10377 Saddlepoint approximations for spatial panel data models
by Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & Olivier Scaillet
- 2001.10278 Hyperparameter Optimization for Forecasting Stock Returns
by Sang Il Lee
- 2001.10173 Smart City Governance in Developing Countries: A Systematic Literature Review
by Si Ying Tan & Araz Taeihagh
- 2001.10108 Stochastic control of optimized certainty equivalents
by Julio Backhoff Veraguas & A. Max Reppen & Ludovic Tangpi
- 2001.10092 Objective Social Choice: Using Auxiliary Information to Improve Voting Outcomes
by Silviu Pitis & Michael R. Zhang
- 2001.09850 Asymptotics of the time-discretized log-normal SABR model: The implied volatility surface
by Dan Pirjol & Lingjiong Zhu
- 2001.09798 Risk Fluctuation Characteristics of Internet Finance: Combining Industry Characteristics with Ecological Value
by Runjie Xu & Chuanmin Mi & Nan Ye & Tom Marshall & Yadong Xiao & Hefan Shuai
- 2001.09769 Stock Price Prediction Using Convolutional Neural Networks on a Multivariate Timeseries
by Sidra Mehtab & Jaydip Sen
- 2001.09666 Regional airports in Greece, their characteristics and their importance for the local economic development
by Serafeim Polyzos & Dimitrios Tsiotas
- 2001.09664 The network paradigm as a modeling tool in regional economy: the case of interregional commuting in Greece
by Dimitrios Tsiotas & Labros Sdrolias & Dimitrios Belias
- 2001.09579 Asymptotic expansion for the Hartman-Watson distribution
by Dan Pirjol
- 2001.09560 Estimating Marginal Treatment Effects under Unobserved Group Heterogeneity
by Tadao Hoshino & Takahide Yanagi
- 2001.09446 Finance from the viewpoint of physics
by A. Jakovac
- 2001.09443 Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes
by Gechun Liang & Xingchun Wang
- 2001.09404 Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks
by Nick James & Max Menzies & Jennifer Chan
- 2001.09387 In Simple Communication Games, When Does Ex Ante Fact-Finding Benefit the Receiver?
by Mark Whitmeyer
- 2001.09295 Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada
by Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman
- 2001.09151 Integrated ridesharing services with chance-constrained dynamic pricing and demand learning
by Tai-Yu Ma & Sylvain Klein
- 2001.08979 Forecasting NIFTY 50 benchmark Index using Seasonal ARIMA time series models
by Amit Tewari
- 2001.08935 Social Cost of Carbon: What Do the Numbers Really Mean?
by Nikolay Khabarov & Alexey Smirnov & Michael Obersteiner
- 2001.08926 Big Data based Research on Mechanisms of Sharing Economy Restructuring the World
by Dingju Zhu
- 2001.08911 Refined model of the covariance/correlation matrix between securities
by Sebastien Valeyre
- 2001.08906 Pricing commodity swing options
by Roberto Daluiso & Emanuele Nastasi & Andrea Pallavicini & Giulio Sartorelli
- 2001.08865 Choosing the Right Return Distribution and the Excess Volatility Puzzle
by Abootaleb Shirvani & Frank J. Fabozzi
- 2001.08615 Knowledge Graphs for Innovation Ecosystems
by Alberto Tejero & Victor Rodriguez-Doncel & Ivan Pau
- 2001.08442 Marked point processes and intensity ratios for limit order book modeling
by Ioane Muni Toke & Nakahiro Yoshida
- 2001.08432 Effects of the institutional change based on democratization on origin and diffusion of technological innovation
by Mario Coccia
- 2001.08376 Comments are welcome
by Asier Minondo
- 2001.08374 A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting
by Zhengkun Li & Minh-Ngoc Tran & Chao Wang & Richard Gerlach & Junbin Gao
- 2001.08240 A growth adjusted price-earnings ratio
by Graham Baird & James Dodd & Lawrence Middleton
- 2001.08192 Complexity, Stability Properties of Mixed Games and Dynamic Algorithms, and Learning in the Sharing Economy
by Michael C. Nwogugu
- 2001.08003 Measuring the Input Rank in Global Supply Networks
by Armando Rungi & Loredana Fattorini & Kenan Huremovic
- 2001.07949 Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions
by Karsten Schweikert
- 2001.07790 Investor Experiences and International Capital Flows
by Ulrike Malmendier & Demian Pouzo & Victoria Vanasco
- 2001.07042 Fundamental Limits of Testing the Independence of Irrelevant Alternatives in Discrete Choice
by Arjun Seshadri & Johan Ugander
- 2001.06975 Incentive-Compatible Diffusion Auctions
by Bin Li & Dong Hao & Dengji Zhao
- 2001.06914 Permutation-Weighted Portfolios and the Efficiency of Commodity Futures Markets
by Ricardo T. Fernholz & Robert Fernholz
- 2001.06895 Markov risk mappings and risk-sensitive optimal prediction
by Tomasz Kosmala & Randall Martyr & John Moriarty
- 2001.06889 Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers
by Thiago C. Silva & Diego R. Amancio & Benjamin M. Tabak
- 2001.06746 Efficient and Robust Estimation of the Generalized LATE Model
by Haitian Xie
- 2001.06567 A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector
by Anna Denkowska & Stanis{l}aw Wanat
- 2001.06548 Who voted for a No Deal Brexit? A Composition Model of Great Britains 2019 European Parliamentary Elections
by Stephen Clark
- 2001.06457 Neglecting Uncertainties Biases House-Elevation Decisions to Manage Riverine Flood Risks
by Mahkameh Zarekarizi & Vivek Srikrishnan & Klaus Keller
- 2001.06445 Trading on the Floor after Sweeping the Book
by Vassilis Polimenis
- 2001.06412 The sub-fractional CEV model
by Axel A. Araneda & Nils Bertschinger
- 2001.06356 Community structure in the World Trade Network based on communicability distances
by Paolo Bartesaghi & Gian Paolo Clemente & Rosanna Grassi
- 2001.06281 Entropy Balancing for Continuous Treatments
by Stefan Tubbicke
- 2001.06275 Corporate Governance, Noise Trading and Liquidity of Stocks
by Jianhao Su
- 2001.06166 Comparing School Choice and College Admission Mechanisms By Their Immunity to Strategic Admissions
by Somouaoga Bonkoungou & Alexander S. Nesterov
- 2001.06118 Distributional synthetic controls
by Florian Gunsilius
- 2001.06052 Recovering Network Structure from Aggregated Relational Data using Penalized Regression
by Hossein Alidaee & Eric Auerbach & Michael P. Leung
- 2001.06003 Examining the correlation of the level of wage inequality with labor market institutions
by Virginia Tsoukatou
- 2001.05906 Supermartingale deflators in the absence of a num\'eraire
by Philipp Harms & Chong Liu & Ariel Neufeld
- 2001.05788 Quadratic Hedging and Optimization of Option Exercise Policies
by Nicola Secomandi
- 2001.05575 Ownership Structure Variation and Firm Efficiency
by Sallahuddin Hassan & Zalila Othman & Mukaramah Harun
- 2001.05248 A theoretical analysis of Guyon's toy volatility model
by Ofelia Bonesini & Antoine Jacquier & Chloe Lacombe
- 2001.05124 Rational Kernel on Pricing Models of Inflation Derivatives
by Yue Zhou
- 2001.05095 Production externalities and dispersion process in a multi-region economy
by Minoru Osawa & Jos'e M. Gaspar
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