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Content
2020
- 2003.11221 Susceptible-Infected-Recovered (SIR) Dynamics of COVID-19 and Economic Impact
by Alexis Akira Toda
- 2003.11181 Missing at Random or Not: A Semiparametric Testing Approach
by Rui Duan & C. Jason Liang & Pamela Shaw & Cheng Yong Tang & Yong Chen
- 2003.11027 Turn-of-the Year Affect in Gold Prices: Decomposition Analysis
by Osman Gulseven
- 2003.11021 Exploring the Effects of COVID-19 Containment Policies on Crime: An Empirical Analysis of the Short-term Aftermath in Los Angeles
by Gian Maria Campedelli & Alberto Aziani & Serena Favarin
- 2003.10998 The Second Worldwide Wave of Interest in Coronavirus since the COVID-19 Outbreaks in South Korea, Italy and Iran: A Google Trends Study
by Artur Strzelecki
- 2003.10978 Bemerkungen zum paarweisen Vergleich
by Stefan Lorcks
- 2003.10922 Market structure dynamics during COVID-19 outbreak
by Pier Francesco Procacci & Carolyn E. Phelan & Tomaso Aste
- 2003.10674 Towards Explainability of Machine Learning Models in Insurance Pricing
by Kevin Kuo & Daniel Lupton
- 2003.10525 Modelling Network Interference with Multi-valued Treatments: the Causal Effect of Immigration Policy on Crime Rates
by C. Tort`u & I. Crimaldi & F. Mealli & L. Forastiere
- 2003.10502 A closed-form solution for optimal mean-reverting trading strategies
by Alexander Lipton & Marcos Lopez de Prado
- 2003.10479 Non-asymptotic convergence rates for the plug-in estimation of risk measures
by Daniel Bartl & Ludovic Tangpi
- 2003.10419 Equity Factors: To Short Or Not To Short, That Is The Question
by Florent Benaych-Georges & Jean-Philippe Bouchaud & Stefano Ciliberti
- 2003.10353 Effects of MiFID II on stock price formation
by Mike Derksen & Bas Kleijn & Robin de Vilder
- 2003.10234 Determining feature importance for actionable climate change mitigation policies
by Romit Maulik & Junghwa Choi & Wesley Wehde & Prasanna Balaprakash
- 2003.10121 Market Efficient Portfolios in a Systemic Economy
by Kerstin Awiszus & Agostino Capponi & Stefan Weber
- 2003.10059 Egalitarian solution for games with discrete side payment
by Takafumi Otsuka
- 2003.10014 Reinforcement Learning in Economics and Finance
by Arthur Charpentier & Romuald Elie & Carl Remlinger
- 2003.10001 Improved Price Oracles: Constant Function Market Makers
by Guillermo Angeris & Tarun Chitra
- 2003.09943 Reanimating a Dead Economy: Financial and Economic Analysis of a Zombie Outbreak
by Zachary Feinstein
- 2003.09940 Optional projection under equivalent local martingale measures
by Francesca Biagini & Andrea Mazzon & Ari-Pekka Perkkio
- 2003.09723 Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis
by Aurelio F. Bariviera & Ignasi Merediz-Sol`a
- 2003.09720 One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles
by Aurelio F. Bariviera
- 2003.09367 A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity
by Louise Laage
- 2003.09300 Graham's Formula for Valuing Growth Stocks
by Andreas A. Aigner & Walter Schrabmair
- 2003.09298 Power Assisted Trend Following
by Andreas A. Aigner & Walter Schrabmair
- 2003.09276 Kernel density decomposition with an application to the social cost of carbon
by Richard S. J. Tol
- 2003.09255 Complex risk statistics with scenario analysis
by Fei Sun & Yichuan Dong
- 2003.09225 Entropy-Norm space for geometric selection of strict Nash equilibria in n-person games
by A. B. Leoneti & G. A. Prataviera
- 2003.09167 Gender bias in the Erasmus students network
by Luca De Benedictis & Silvia Leoni
- 2003.08853 Semi-closed form solutions for barrier and American options written on a time-dependent Ornstein Uhlenbeck process
by Peter Carr & Andrey Itkin
- 2003.08810 Gamma Related Ornstein-Uhlenbeck Processes and their Simulation
by Nicola Cufaro Petroni & Piergiacomo Sabino
- 2003.08450 A Variational Analysis Approach to Solving the Merton Problem
by Ali Al-Aradi & Sebastian Jaimungal
- 2003.08449 Causal Simulation Experiments: Lessons from Bias Amplification
by Tyrel Stokes & Russell Steele & Ian Shrier
- 2003.08421 Experimental Design under Network Interference
by Davide Viviano
- 2003.08302 The Low-volatility Anomaly and the Adaptive Multi-Factor Model
by Robert A. Jarrow & Rinald Murataj & Martin T. Wells & Liao Zhu
- 2003.08137 A Novel Twitter Sentiment Analysis Model with Baseline Correlation for Financial Market Prediction with Improved Efficiency
by Xinyi Guo & Jinfeng Li
- 2003.08096 The commuting phenomenon as a complex network: The case of Greece
by Dimitrios Tsiotas & Konstantinos Raptopoulos
- 2003.08094 Transportation networks and their significance to economic development
by Dimitrios Tsiotas & Martha Geraki & Spyros Niavis
- 2003.08091 Modeling of the Greek road transportation network using complex network analysis
by Dimitrios Tsiotas
- 2003.08064 Ethnic Groups' Access to State Power and Group Size
by Hector Galindo-Silva
- 2003.07992 Options on infectious diseases
by Andrew Lesniewski & Nicholas Lesniewski
- 2003.07967 Pricing with Variance Gamma Information
by Lane P. Hughston & Leandro S'anchez-Betancourt
- 2003.07860 NISE Estimation of an Economic Model of Crime
by Eric Blankmeyer
- 2003.07736 Anomalous supply shortages from dynamic pricing in on-demand mobility
by Malte Schroder & David-Maximilian Storch & Philip Marszal & Marc Timme
- 2003.07648 Convex Risk Measures based on Divergence
by Paul Dommel & Alois Pichler
- 2003.07591 Do COVID-19 and crude oil prices drive the US economic policy uncertainty?
by Claudiu Albulescu
- 2003.07545 Interpretable Personalization via Policy Learning with Linear Decision Boundaries
by Zhaonan Qu & Isabella Qian & Zhengyuan Zhou
- 2003.07338 Keeping the Listener Engaged: a Dynamic Model of Bayesian Persuasion
by Yeon-Koo Che & Kyungmin Kim & Konrad Mierendorff
- 2003.07320 Testing Many Restrictions Under Heteroskedasticity
by Stanislav Anatolyev & Mikkel S{o}lvsten
- 2003.07205 Game Theoretic Consequences of Resident Matching
by Yue Wu
- 2003.07197 A Hedonic Metric Approach to Estimating the Demand for Differentiated Products: An Application to Retail Milk Demand
by Osman Gulseven & Michael Wohlgenant
- 2003.07150 Stochastic Frontier Analysis with Generalized Errors: inference, model comparison and averaging
by Kamil Makie{l}a & B{l}a.zej Mazur
- 2003.07106 Exact capacitated domination: on the computational complexity of uniqueness
by Gregory Gutin & Philip R Neary & Anders Yeo
- 2003.07058 Market states: A new understanding
by Hirdesh K. Pharasi & Eduard Seligman & Thomas H. Seligman
- 2003.06987 Degrees of displacement: The impact of household PV battery prosumage on utility generation and storage
by Kelvin Say & Wolf-Peter Schill & Michele John
- 2003.06903 Old Problems, Classical Methods, New Solutions
by Alexander Lipton
- 2003.06844 A Model of Justification
by Sarah Ridout
- 2003.06497 Deep Deterministic Portfolio Optimization
by Ayman Chaouki & Stephen Hardiman & Christian Schmidt & Emmanuel S'eri'e & Joachim de Lataillade
- 2003.06365 Application of Deep Q-Network in Portfolio Management
by Ziming Gao & Yuan Gao & Yi Hu & Zhengyong Jiang & Jionglong Su
- 2003.06271 Targeting customers under response-dependent costs
by Johannes Haupt & Stefan Lessmann
- 2003.06249 Optimal hedging of a perpetual American put with a single trade
by Cheng Cai & Tiziano De Angelis & Jan Palczewski
- 2003.06218 Asymptotic expansion for the transition densities of stochastic differential equations driven by the gamma processes
by Fan Jiang & Xin Zang & Jingping Yang
- 2003.06184 Coronavirus and oil price crash
by Claudiu Albulescu
- 2003.06119 A Risk Aware Two-Stage Market Mechanism for Electricity with Renewable Generation
by Nathan Dahlin & Rahul Jain
- 2003.06023 Causal Spillover Effects Using Instrumental Variables
by Gonzalo Vazquez-Bare
- 2003.06019 Disturbing the Peace: Anatomy of the Hostile Takeover of China Vanke Co
by Taurai Muvunza & Terrill Frantz
- 2003.05958 Optimal market making with persistent order flow
by Paul Jusselin
- 2003.05913 Escaping Cannibalization? Correlation-Robust Pricing for a Unit-Demand Buyer
by Moshe Babaioff & Michal Feldman & Yannai A. Gonczarowski & Brendan Lucier & Inbal Talgam-Cohen
- 2003.05895 Investigating the influence Brexit had on Financial Markets, in particular the GBP/EUR exchange rate
by Michael Filletti
- 2003.05807 Covariance matrix filtering with bootstrapped hierarchies
by Christian Bongiorno & Damien Challet
- 2003.05797 Inf-convolution and optimal risk sharing with countable sets of risk measures
by Marcelo Brutti Righi & Marlon Ruoso Moresco
- 2003.05750 Multidimensional Analysis of Monthly Stock Market Returns
by Osman Gulseven
- 2003.05726 Indemnity Payments in Agricultural Insurance: Risk Exposure of EU States
by Osman Gulseven & Kasirga Yildirak
- 2003.05725 Electoral systems and international trade policy
by Serkan Kucuksenel & Osman Gulseven
- 2003.05708 Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities
by Christian Bayer & Chiheb Ben Hammouda & Raul Tempone
- 2003.05441 Can Society Function Without Ethical Agents? An Informational Perspective
by Bruno Strulovici
- 2003.05358 A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model
by Grzegorz Krzy.zanowski & Marcin Magdziarz
- 2003.05221 A mixture autoregressive model based on Gaussian and Student's $t$-distributions
by Savi Virolainen
- 2003.05204 On the structure of the world economy: An absorbing Markov chain approach
by Olivera Kostoska & Viktor Stojkoski & Ljupco Kocarev
- 2003.05114 A price on warming with a supply chain directed market
by John F. Raffensperger
- 2003.05095 Machine Learning Treasury Yields
by Zura Kakushadze & Willie Yu
- 2003.04967 KryptoOracle: A Real-Time Cryptocurrency Price Prediction Platform Using Twitter Sentiments
by Shubhankar Mohapatra & Nauman Ahmed & Paulo Alencar
- 2003.04938 A Mean-Field Game Approach to Equilibrium Pricing in Solar Renewable Energy Certificate Markets
by Arvind Shrivats & Dena Firoozi & Sebastian Jaimungal
- 2003.04646 Equations and Shape of the Optimal Band Strategy
by Joachim de Lataillade & Ayman Chaouki
- 2003.04620 Multilayer Network Analysis of the Drug Pipeline in the Global Pharmaceutical Industry
by Hiromitsu Goto & Wataru Souma & Mari Jibu & Yuichi Ikeda
- 2003.04606 Pricing Interest Rate Derivatives under Volatility Uncertainty
by Julian Holzermann
- 2003.04459 A New Approach for Macroscopic Analysis to Improve the Technical and Economic Impacts of Urban Interchanges on Traffic Networks
by Seyed Hassan Hosseini & Ahmad Mehrabian & Zhila Dehdari Ebrahimi & Mohsen Momenitabar & Mohammad Arani
- 2003.04452 A Systematic and Analytical Review of the Socioeconomic and Environmental Impact of the Deployed High-Speed Rail (HSR) Systems on the World
by Mohsen Momenitabar & Zhila Dehdari Ebrahimi & Mohammad Arani
- 2003.04425 Informed trading, limit order book and implementation shortfall: equilibrium and asymptotics
by Umut c{C}etin & Henri Waelbroeck
- 2003.04337 Identification and Estimation of Weakly Separable Models Without Monotonicity
by Songnian Chen & Shakeeb Khan & Xun Tang
- 2003.04307 Optimal trade strategy of a regional economy by food exports
by M. Okimoto
- 2003.04263 Mechanism Design for Large Scale Network Utility Maximization
by Meng Zhang & Deepanshu Vasal
- 2003.04238 Fast Bayesian Record Linkage With Record-Specific Disagreement Parameters
by Thomas Stringham
- 2003.04129 Effect of segregation on inequality in kinetic models of wealth exchange
by Lennart Fernandes & Jacques Tempere
- 2003.04066 Unit Root Testing with Slowly Varying Trends
by Sven Otto
- 2003.04060 Favoritism in Research Assistantship Selection in Turkish Academia
by Osman Gulseven
- 2003.04007 Copula-based local dependence between energy, agriculture and metal commodity markets
by Claudiu Albulescu & Aviral Tiwari & Qiang Ji
- 2003.04005 Coronavirus and financial volatility: 40 days of fasting and fear
by Claudiu Albulescu
- 2003.03876 How much is your Strangle worth? On the relative value of the $\delta-$Symmetric Strangle under the Black-Scholes model
by Ben Boukai
- 2003.03851 On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models
by Jose Cruz & Daniel Sevcovic
- 2003.03848 Coronavirus Perceptions And Economic Anxiety
by Thiemo Fetzer & Lukas Hensel & Johannes Hermle & Christopher Roth
- 2003.03540 SkillCheck: An Incentive-based Certification System using Blockchains
by Jay Gupta & Swaprava Nath
- 2003.03403 Model independent WWR for regulatory CVA and for accounting CVA and FVA
by Chris Kenyon & Mourad Berrahoui & Benjamin Poncet
- 2003.03299 Complete Subset Averaging for Quantile Regressions
by Ji Hyung Lee & Youngki Shin
- 2003.03191 Double Machine Learning based Program Evaluation under Unconfoundedness
by Michael C. Knaus
- 2003.03173 Implementability of Honest Multi-Agent Sequential Decision-Making with Dynamic Population
by Tao Zhang & Quanyan Zhu
- 2003.03076 Predicting Stock Returns with Batched AROW
by Rachid Guennouni Hassani & Alexis Gilles & Emmanuel Lassalle & Arthur D'enouveaux
- 2003.03035 A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
by Masaaki Fujii & Akihiko Takahashi
- 2003.02990 Conflict externalization and the quest for peace: theory and case evidence from Colombia
by Hector Galindo-Silva
- 2003.02878 Convex Optimization Over Risk-Neutral Probabilities
by Shane Barratt & Jonathan Tuck & Stephen Boyd
- 2003.02842 Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms
by Patrick Chang & Etienne Pienaar & Tim Gebbie
- 2003.02803 Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts
by Oguzhan Akgun & Alain Pirotte & Giovanni Urga & Zhenlin Yang
- 2003.02682 Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data
by Sven Otto & Jorg Breitung
- 2003.02550 Impact of Congestion Charge and Minimum Wage on TNCs: A Case Study for San Francisco
by Sen Li & Kameshwar Poolla & Pravin Varaiya
- 2003.02539 Compromise, Don't Optimize: Generalizing Perfect Bayesian Equilibrium to Allow for Ambiguity
by Karl Schlag & Andriy Zapechelnyuk
- 2003.02515 Time-varying neural network for stock return prediction
by Steven Y. K. Wong & Jennifer Chan & Lamiae Azizi & Richard Y. D. Xu
- 2003.02343 Bow-tie structure and community identification of global supply chain network
by Abhijit Chakraborty & Yuichi Ikeda
- 2003.02334 Application of Deep Neural Networks to assess corporate Credit Rating
by Parisa Golbayani & Dan Wang & Ionut Florescu
- 2003.02313 Joint Estimation of Discrete Choice Model and Arrival Rate with Unobserved Stock-out Events
by Hongzhang Shao & Anton J. Kleywegt
- 2003.02208 Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation
by Philipp F. M. Baumann & Michael Schomaker & Enzo Rossi
- 2003.02173 Dynamics of state-wise prospective reserves in the presence of non-monotone information
by Marcus C. Christiansen & Christian Furrer
- 2003.02149 Adaptive exponential power distribution with moving estimator for nonstationary time series
by Jarek Duda
- 2003.02035 PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations
by Yuri F. Saporito & Zhaoyu Zhang
- 2003.01977 A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options
by Kristoffer Andersson & Cornelis Oosterlee
- 2003.01859 Applications of deep learning in stock market prediction: recent progress
by Weiwei Jiang
- 2003.01855 Equity-Based Incentives, Production/Service Functions And Game Theory
by Michael C. Nwogugu
- 2003.01820 Robust Market Making via Adversarial Reinforcement Learning
by Thomas Spooner & Rahul Savani
- 2003.01809 Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
by Yongyang Cai & Kenneth Judd & Rong Xu
- 2003.01783 Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences
by Joshua Aurand & Yu-Jui Huang
- 2003.01615 The Role of Uncertainty in Controlling Climate Change
by Yongyang Cai
- 2003.01536 A Note on Solving Discretely-Constrained Nash-Cournot Games via Complementarity
by Dimitri J. Papageorgiou & Francisco Trespalacios & Stuart Harwood
- 2003.01270 Influence Of Climate Change On The Corn Yield In Ontario And Its Impact On Corn Farms Income At The 2068 Horizon
by Antoine Kornprobst & Matt Davison
- 2003.01206 A Scalar Parameterized Mechanism for Two-Sided Markets
by Mariola Ndrio & Khaled Alshehri & Subhonmesh Bose
- 2003.01055 Complete and competitive financial markets in a complex world
by Gianluca Cassese
- 2003.00930 Continuum and thermodynamic limits for a simple random-exchange model
by Bertram During & Nicos Georgiou & Sara Merino-Aceituno & Enrico Scalas
- 2003.00886 Financial replicator dynamics: emergence of systemic-risk-averting strategies
by Indrajit Saha & Veeraruna Kavitha
- 2003.00884 Cleaner Production in Optimized Multivariate Networks: Operations Management through a Roll of Dice
by Amit K Chattopadhyay & Biswajit Debnath & Rihab El-Hassani & Sadhan Kumar Ghosh & Rahul Baidya
- 2003.00812 An AGI Modifying Its Utility Function in Violation of the Orthogonality Thesis
by James D. Miller & Roman Yampolskiy & Olle Haggstrom
- 2003.00803 Ascertaining price formation in cryptocurrency markets with DeepLearning
by Fan Fang & Waichung Chung & Carmine Ventre & Michail Basios & Leslie Kanthan & Lingbo Li & Fan Wu
- 2003.00656 Machine Learning Portfolio Allocation
by Michael Pinelis & David Ruppert
- 2003.00598 Data Normalization for Bilinear Structures in High-Frequency Financial Time-series
by Dat Thanh Tran & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis
- 2003.00580 Technological interdependencies predict innovation dynamics
by Anton Pichler & Franc{c}ois Lafond & J. Doyne Farmer
- 2003.00545 Simple Mechanisms for Agents with Non-linear Utilities
by Yiding Feng & Jason Hartline & Yingkai Li
- 2003.00334 Asymptotic Smiles for an Affine Jump-Diffusion Model
by Nian Yao & Zhiqiu Li & Zhichao Ling & Junfeng Lin
- 2003.00276 Identification of Random Coefficient Latent Utility Models
by Roy Allen & John Rehbeck
- 2003.00130 Transformers for Limit Order Books
by James Wallbridge
- 2003.00129 Determination of Latent Dimensionality in International Trade Flow
by Duc P. Truong & Erik Skau & Vladimir I. Valtchinov & Boian S. Alexandrov
- 2003.00033 Dynamic Beveridge Curve Accounting
by Hie Joo Ahn & Leland D. Crane
- 2002.12857 Equilibrium Model of Limit Order Books: A Mean-field Game View
by Jin Ma & Eunjung Noh
- 2002.12710 Causal mediation analysis with double machine learning
by Helmut Farbmacher & Martin Huber & Luk'av{s} Laff'ers & Henrika Langen & Martin Spindler
- 2002.12572 Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents
by Camilo Hern'andez & Dylan Possamai
- 2002.12274 Empirical Analysis of Indirect Internal Conversions in Cryptocurrency Exchanges
by Paz Grimberg & Tobias Lauinger & Damon McCoy
- 2002.11976 Model order reduction for parametric high dimensional models in the analysis of financial risk
by Andreas Binder & Onkar Jadhav & Volker Mehrmann
- 2002.11865 On the extension property of dilatation monotone risk measures
by Massoomeh Rahsepar & Foivos Xanthos
- 2002.11705 Firms Default Prediction with Machine Learning
by Tesi Aliaj & Aris Anagnostopoulos & Stefano Piersanti
- 2002.11650 Contextual Search in the Presence of Adversarial Corruptions
by Akshay Krishnamurthy & Thodoris Lykouris & Chara Podimata & Robert Schapire
- 2002.11642 Off-Policy Evaluation and Learning for External Validity under a Covariate Shift
by Masahiro Kato & Masatoshi Uehara & Shota Yasui
- 2002.11583 Econometric issues with Laubach and Williams' estimates of the natural rate of interest
by Daniel Buncic
- 2002.11523 Using Reinforcement Learning in the Algorithmic Trading Problem
by Evgeny Ponomarev & Ivan Oseledets & Andrzej Cichocki
- 2002.11362 Feasible Joint Posterior Beliefs
by Itai Arieli & Yakov Babichenko & Fedor Sandomirskiy & Omer Tamuz
- 2002.11258 Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale
by Nicolas Essis-Breton & Patrice Gaillardetz
- 2002.11211 Hours Worked and the U.S. Distribution of Real Annual Earnings 1976-2019
by Iv'an Fern'andez-Val & Franco Peracchi & Aico van Vuuren & Francis Vella
- 2002.11158 SHIFT: A Highly Realistic Financial Market Simulation Platform
by Thiago W. Alves & Ionut Florescu & George Calhoun & Dragos Bozdog
- 2002.11017 A Practical Approach to Social Learning
by Amir Ban & Moran Koren
- 2002.10990 G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning
by Matthew Dixon & Igor Halperin
- 2002.10982 Random horizon principal-agent problems
by Yiqing Lin & Zhenjie Ren & Nizar Touzi & Junjian Yang
- 2002.10566 Forecasting the Intra-Day Spread Densities of Electricity Prices
by Ekaterina Abramova & Derek Bunn
- 2002.10415 Estimating Economic Models with Testable Assumptions: Theory and Applications
by Moyu Liao
- 2002.10385 Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning
by Ben Moews & Gbenga Ibikunle
- 2002.10274 Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations
by Florian Huber & Gary Koop & Michael Pfarrhofer
- 2002.10247 Forecasting Foreign Exchange Rate: A Multivariate Comparative Analysis between Traditional Econometric, Contemporary Machine Learning & Deep Learning Techniques
by Manav Kaushik & A K Giri
- 2002.10222 Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model
by Maximilian Beikirch & Torsten Trimborn
- 2002.10206 The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model
by C'onall Kelly & Gabriel Lord & Heru Maulana
- 2002.10202 Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics
by Gerald H. L. Cheang & Len Patrick Dominic M. Garces
- 2002.10194 A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics
by Len Patrick Dominic M. Garces & Gerald H. L. Cheang
- 2002.10135 Modelling volatile time series with v-transforms and copulas
by Alexander J. McNeil
- 2002.10045 Optimal Advertising for Information Products
by Shuran Zheng & Yiling Chen
- 2002.09982 Estimation and Inference about Tail Features with Tail Censored Data
by Yulong Wang & Zhijie Xiao
- 2002.09968 Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis
by Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong
- 2002.09911 Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing
by Walter Farkas & Ludovic Mathys
- 2002.09881 An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies
by Taurai Muvunza
- 2002.09814 Survey Bandits with Regret Guarantees
by Sanath Kumar Krishnamurthy & Susan Athey
- 2002.09656 A new hybrid approach for crude oil price forecasting: Evidence from multi-scale data
by Yang Yifan & Guo Ju'e & Sun Shaolong & Li Yixin
- 2002.09598 A characterization of proportionally representative committees
by Haris Aziz & Barton E. Lee
- 2002.09578 Scores for Multivariate Distributions and Level Sets
by Xiaochun Meng & James W. Taylor & Souhaib Ben Taieb & Siran Li
- 2002.09565 Adversarial Attacks on Machine Learning Systems for High-Frequency Trading
by Micah Goldblum & Avi Schwarzschild & Ankit B. Patel & Tom Goldstein
- 2002.09549 Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact
by Eyal Neuman & Moritz Vo{ss}
- 2002.09445 Stability of the indirect utility process
by Oleksii Mostovyi
- 2002.09394 Optimization of a Dynamic Profit Function using Euclidean Path Integral
by P. Pramanik & A. M. Polansky
- 2002.09272 Regional Inequality Simulations Based on Asset Exchange Models with Exchange Range and Local Support Bias
by Takeshi Kato & Yasuyuki Kudo & Hiroyuki Mizuno & Yoshinori Hiroi
- 2002.09225 Kernel Conditional Moment Test via Maximum Moment Restriction
by Krikamol Muandet & Wittawat Jitkrittum & Jonas Kubler
- 2002.09215 Volatility has to be rough
by Masaaki Fukasawa
- 2002.09201 A New Decomposition Ensemble Approach for Tourism Demand Forecasting: Evidence from Major Source Countries
by Chengyuan Zhang & Fuxin Jiang & Shouyang Wang & Shaolong Sun
- 2002.09108 Asymptotic Linearity of Consumption Functions and Computational Efficiency
by Qingyin Ma & Alexis Akira Toda
- 2002.09097 Sector connectedness in the Chinese stock markets
by Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou
- 2002.09037 Sustainability and Fairness Simulations Based on Decision-Making Model of Utility Function and Norm Function
by Takeshi Kato & Yasuyuki Kudo & Junichi Miyakoshi & Jun Otsuka & Hayato Saigo & Kaori Karasawa & Hiroyuki Yamaguchi & Yoshinori Hiroi & Yasuo Deguchi
- 2002.09036 Rational Choice Hypothesis as X-point of Utility Function and Norm Function
by Takeshi Kato & Yasuyuki Kudo & Junichi Miyakoshi & Jun Otsuka & Hayato Saigo & Kaori Karasawa & Hiroyuki Yamaguchi & Yasuo Deguchi
- 2002.09014 Heavy Tails Make Happy Buyers
by Eric Bax
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