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Content
2019
- 1909.02474 An arbitrage-free conic martingale model with application to credit risk
by Cheikh Mbaye & Fr'ed'eric Vrins
- 1909.02220 An Experiment on Network Density and Sequential Learning
by Krishna Dasaratha & Kevin He
- 1909.02210 Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations
by Susan Athey & Guido Imbens & Jonas Metzger & Evan Munro
- 1909.02182 Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies
by Anne-Sophie Krah & Zoran Nikoli'c & Ralf Korn
- 1909.01970 Conditional survival probabilities under partial information: a recursive quantization approach with applications
by Cheikh Mbaye & Abass Sagna & Fr'ed'eric Vrins
- 1909.01936 State Drug Policy Effectiveness: Comparative Policy Analysis of Drug Overdose Mortality
by Jarrod Olson & Po-Hsu Allen Chen & Marissa White & Nicole Brennan & Ning Gong
- 1909.01889 Illiquid Financial Markets and Monetary Policy
by Athanasios Geromichalos & Juan M. Licari & Jose Suarez-Lledo
- 1909.01888 Scoring Strategic Agents
by Ian Ball
- 1909.01830 Robust Utility Maximizing Strategies under Model Uncertainty and their Convergence
by Jorn Sass & Dorothee Westphal
- 1909.01782 Inference in Difference-in-Differences: How Much Should We Trust in Independent Clusters?
by Bruno Ferman
- 1909.01739 Nash Equilibria in Optimal Reinsurance Bargaining
by Michail Anthropelos & Tim J. Boonen
- 1909.01675 Testing nonparametric shape restrictions
by Tatiana Komarova & Javier Hidalgo
- 1909.01664 Stochastic perturbations and fisheries management
by Patrice Loisel
- 1909.01413 An analytical perturbative solution to the Merton Garman model using symmetries
by Xavier Calmet & Nathaniel Wiesendanger Shaw
- 1909.01327 Bias and Consistency in Three-way Gravity Models
by Martin Weidner & Thomas Zylkin
- 1909.01268 Are Bitcoins price predictable? Evidence from machine learning techniques using technical indicators
by Samuel Asante Gyamerah
- 1909.01249 CO2 mitigation model for China's residential building sector
by Minda Ma & Weiguang Cai
- 1909.01121 Lifetime Ruin under High-watermark Fees and Drift Uncertainty
by Junbeom Lee & Xiang Yu & Chao Zhou
- 1909.01112 Equilibrium concepts for time-inconsistent stopping problems in continuous time
by Erhan Bayraktar & Jingjie Zhang & Zhou Zhou
- 1909.00888 Rational Inattention and Perceptual Distance
by David Walker-Jones
- 1909.00836 SortedEffects: Sorted Causal Effects in R
by Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val & Ye Luo
- 1909.00822 Buy-Online-and-Pick-up-in-Store in Omnichannel Retailing
by Yasuyuki Kusuda
- 1909.00748 Portfolio liquidation under factor uncertainty
by Ulrich Horst & Xiaonyu Xia & Chao Zhou
- 1909.00698 Fourier transform MCMC, heavy tailed distributions and geometric ergodicity
by Denis Belomestny & Leonid Iosipoi
- 1909.00570 A Relation between Short-Term and Long-Term Arbitrage
by P. Liebrich
- 1909.00508 Two-Stage Electricity Markets with Renewable Energy Integration: Market Mechanisms and Equilibrium Analysis
by Nathan Dahlin & Rahul Jain
- 1909.00386 Vector Autoregressive Moving Average Model with Scalar Moving Average
by Du Nguyen
- 1909.00354 Robust no arbitrage and the solvability of vector-valued utility maximization problems
by Andreas H Hamel & Birgit Rudloff & Zhou Zhou
- 1909.00344 Interdependency between the Stock Market and Financial News
by EunJeong Hwang & Yong-Hyuk Kim
- 1909.00294 Fixed-k Inference for Conditional Extremal Quantiles
by Yuya Sasaki & Yulong Wang
- 1909.00257 Mapping Firms' Locations in Technological Space: A Topological Analysis of Patent Statistics
by Emerson G. Escolar & Yasuaki Hiraoka & Mitsuru Igami & Yasin Ozcan
- 1909.00154 Rethinking travel behavior modeling representations through embeddings
by Francisco C. Pereira
- 1909.00024 Racial Disparities in Voting Wait Times: Evidence from Smartphone Data
by M. Keith Chen & Kareem Haggag & Devin G. Pope & Ryne Rohla
- 1908.11604 The economics of minority language use: theory and empirical evidence for a language game model
by Stefan Sperlich & Jose-Ramon Uriarte
- 1908.11498 Predicting Consumer Default: A Deep Learning Approach
by Stefania Albanesi & Domonkos F. Vamossy
- 1908.11492 Culture and the disposition effect
by Bastian Breitmayer & Tim Hasso & Matthias Pelster
- 1908.11433 Growth Dynamics of Value and Cost Trade-off in Temporal Networks
by Sheida Hasani & Razieh Masoomi & Jamshid Ardalankia & Mohammadbashir Sedighi & Hamid Jafari
- 1908.11212 Stock Price Forecasting and Hypothesis Testing Using Neural Networks
by Kerda Varaku
- 1908.11204 A multi-scale symmetry analysis of uninterrupted trends returns of daily financial indices
by C. M. Rodr'iguez-Mart'inez & H. F. Coronel-Brizio & A. R. Hern'andez-Montoya
- 1908.11099 Centrality-oriented Causality -- A Study of EU Agricultural Subsidies and Digital Developement in Poland
by Kosiorowski Daniel & Jerzy P. Rydlewski
- 1908.10916 MFGs for partially reversible investment
by Haoyang Cao & Xin Guo
- 1908.10771 Reinforcement Learning: Prediction, Control and Value Function Approximation
by Haoqian Li & Thomas Lau
- 1908.10680 Publish and Perish: Creative Destruction and Macroeconomic Theory
by Jean-Bernard Chatelain & Kirsten Ralf
- 1908.10649 A Cardinal Comparison of Experts
by Itay Kavaler & Rann Smorodinsky
- 1908.10636 Infinitely Stochastic Micro Forecasting
by Mat'uv{s} Maciak & Ostap Okhrin & Michal Pev{s}ta
- 1908.10557 Coase Meets Bellman: Dynamic Programming for Production Networks
by Tomoo Kikuchi & Kazuo Nishimura & John Stachurski & Junnan Zhang
- 1908.10478 Theory of Weak Identification in Semiparametric Models
by Tetsuya Kaji
- 1908.10330 Improving Information from Manipulable Data
by Alex Frankel & Navin Kartik
- 1908.10242 Martingale transport with homogeneous stock movements
by Stephan Eckstein & Michael Kupper
- 1908.10119 Interaction of a Hydrogen Refueling Station Network for Heavy-Duty Vehicles and the Power System in Germany for 2050
by Philipp Kluschke & Fabian Neumann
- 1908.10065 Future competitive bioenergy technologies in the German heat sector: Findings from an economic optimization approach
by Matthias Jordan & Volker Lenz & Markus Millinger & Katja Oehmichen & Daniela Thran
- 1908.10014 Christmas Jump in LIBOR
by Vikenty Mikheev & Serge E. Miheev
- 1908.09976 Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
by Andreas Lichtenstern & Pavel V. Shevchenko & Rudi Zagst
- 1908.09857 Construction of Martingale Measure in the Hazard Process Model of Credit Risk
by Marek Capi'nski & Tomasz Zastawniak
- 1908.09706 Spatial pattern and city size distribution
by Tomoya Mori
- 1908.09686 Industrial Concentration of the Brazilian Automobile Market and Positioning in the World Market
by Zionam E. L. Rolim & Rafael R. de Oliveira & H'elio M. de Oliveira
- 1908.09640 Expansion method for pricing foreign exchange options under stochastic volatility and interest rates
by Kenji Nagami
- 1908.09609 Sorting on the Used-Car Market After the Volkswagen Emission Scandal
by Anthony Strittmatter & Michael Lechner
- 1908.09580 Revenue Sharing in the Internet: A Moral Hazard Approach and a Net-neutrality Perspective
by Fehmina Malik & Manjesh K. ~Hanawal & Yezekael Hayel & Jayakrishnan Nair
- 1908.09237 The Ridge Path Estimator for Linear Instrumental Variables
by Nandana Sengupta & Fallaw Sowell
- 1908.09173 Welfare Analysis in Dynamic Models
by Victor Chernozhukov & Whitney Newey & Vira Semenova
- 1908.09103 Constraint Qualifications in Partial Identification
by Hiroaki Kaido & Francesca Molinari & Jorg Stoye
- 1908.09029 Dyadic Regression
by Bryan S. Graham
- 1908.08954 A multi-factor polynomial framework for long-term electricity forwards with delivery period
by Xi Kleisinger-Yu & Vlatka Komaric & Martin Larsson & Markus Regez
- 1908.08823 Revealed Preferences for Matching with Contracts
by Daniel Lehmann
- 1908.08806 On deep calibration of (rough) stochastic volatility models
by Christian Bayer & Blanka Horvath & Aitor Muguruza & Benjamin Stemper & Mehdi Tomas
- 1908.08800 Dynamic Programming with State-Dependent Discounting
by John Stachurski & Junnan Zhang
- 1908.08786 Government Expenditure on Research Plans and their Diversity
by Ryosuke Ishii & Kuninori Nakagawa
- 1908.08779 Nonparametric estimation of causal heterogeneity under high-dimensional confounding
by Michael Zimmert & Michael Lechner
- 1908.08777 Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker
by Knut Aase & Bernt {O}ksendal
- 1908.08721 Heterogeneous Earnings Effects of the Job Corps by Gender Earnings: A Translated Quantile Approach
by Anthony Strittmatter
- 1908.08702 A simple model suggesting economically rational sample-size choice drives irreproducibility
by Oliver Braganza
- 1908.08684 A nonlinear optimisation model for constructing minimal drawdown portfolios
by C. A. Valle & J. E. Beasley
- 1908.08600 Online Causal Inference for Advertising in Real-Time Bidding Auctions
by Caio Waisman & Harikesh S. Nair & Carlos Carrion
- 1908.08474 The many Shapley values for model explanation
by Mukund Sundararajan & Amir Najmi
- 1908.08442 Quantitative portfolio selection: using density forecasting to find consistent portfolios
by N. Meade & J. E. Beasley & C. J. Adcock
- 1908.08264 `Regression Anytime' with Brute-Force SVD Truncation
by Christian Bender & Nikolaus Schweizer
- 1908.08219 Implementing result-based agri-environmental payments by means of modelling
by Bartosz Bartkowski & Nils Droste & Mareike Lie{ss} & William Sidemo-Holm & Ulrich Weller & Mark V. Brady
- 1908.08208 Equilibrium in Production Chains with Multiple Upstream Partners
by Meng Yu & Junnan Zhang
- 1908.08203 Outgroup Homogeneity Bias Causes Ingroup Favoritism
by Marcel Montrey & Thomas R. Shultz
- 1908.08168 Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency
by David Byrd & Tucker Hybinette Balch
- 1908.08127 Forecasting e-scooter substitution of direct and access trips by mode and distance
by Mina Lee & Joseph Y. J. Chow & Gyugeun Yoon & Brian Yueshuai He
- 1908.08040 Quantum Algorithms for Portfolio Optimization
by Iordanis Kerenidis & Anupam Prakash & D'aniel Szil'agyi
- 1908.08036 Deep Reinforcement Learning for Foreign Exchange Trading
by Yun-Cheng Tsai & Chun-Chieh Wang
- 1908.07999 HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction
by Raehyun Kim & Chan Ho So & Minbyul Jeong & Sanghoon Lee & Jinkyu Kim & Jaewoo Kang
- 1908.07998 Decision-facilitating information in hidden-action setups: An agent-based approach
by Stephan Leitner & Friederike Wall
- 1908.07978 Quantile Convolutional Neural Networks for Value at Risk Forecasting
by G'abor Petneh'azi
- 1908.07870 A complex net of intertwined complements: Measuring interdimensional dependence among the poor
by Felipe Del Canto M
- 1908.07821 A Doubly Corrected Robust Variance Estimator for Linear GMM
by Jungbin Hwang & Byunghoon Kang & Seojeong Lee
- 1908.07813 Relationship between optimal portfolios which can maximize and minimize the expected return
by Takashi Shinzato
- 1908.07798 Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility
by Tore Selland Kleppe & Roman Liesenfeld & Guilherme Valle Moura & Atle Oglend
- 1908.07659 Myopic robust index tracking with Bregman divergence
by Spiridon Penev & Pavel Shevchenko & Wei Wu
- 1908.07626 Optimal Investment with Correlated Stochastic Volatility Factors
by Maxim Bichuch & Jean-Pierre Fouque
- 1908.07581 Realistic versus Rational Secret Sharing
by Yvo Desmedt & Arkadii Slinko
- 1908.07561 New developments in revealed preference theory: decisions under risk, uncertainty, and intertemporal choice
by Federico Echenique
- 1908.07489 Optimal Search Segmentation Mechanisms for Online Platform Markets
by Zhenzhe Zheng & R. Srikant
- 1908.07479 Sabrina: Modeling and Visualization of Economy Data with Incremental Domain Knowledge
by Alessio Arleo & Christos Tsigkanos & Chao Jia & Roger A. Leite & Ilir Murturi & Manfred Klaffenboeck & Schahram Dustdar & Michael Wimmer & Silvia Miksch & Johannes Sorger
- 1908.07417 A lognormal type stochastic volatility model with quadratic drift
by Peter Carr & Sander Willems
- 1908.07393 Robonomics: The Study of Robot-Human Peer-to-Peer Financial Transactions and Agreements
by Irvin Steve Cardenas & Jong-Hoon Kim
- 1908.07244 The emergence of critical stocks in market crash
by Shan Lu & Jichang Zhao & Huiwen Wang
- 1908.07136 A Review of Changepoint Detection Models
by Yixiao Li & Gloria Lin & Thomas Lau & Ruochen Zeng
- 1908.07102 Explosion in the quasi-Gaussian HJM model
by Dan Pirjol & Lingjiong Zhu
- 1908.07098 Small-noise limit of the quasi-Gaussian log-normal HJM model
by Dan Pirjol & Lingjiong Zhu
- 1908.06971 ChainNet: Learning on Blockchain Graphs with Topological Features
by Nazmiye Ceren Abay & Cuneyt Gurcan Akcora & Yulia R. Gel & Umar D. Islambekov & Murat Kantarcioglu & Yahui Tian & Bhavani Thuraisingham
- 1908.06927 Expected utility operators and coinsurance problem
by Irina Georgescu
- 1908.06890 Advanced Mathematical Business Strategy Formulation Design
by Song-Kyoo Kim
- 1908.06731 Enhancing the Demand for Labour survey by including skills from online job advertisements using model-assisted calibration
by Maciej Berk{e}sewicz & Greta Bia{l}kowska & Krzysztof Marcinkowski & Magdalena Ma'slak & Piotr Opiela & Robert Pater & Katarzyna Zadroga
- 1908.06506 Positional Voting and Doubly Stochastic Matrices
by Jacqueline Anderson & Brian Camara & John Pike
- 1908.06438 Spectral inference for large Stochastic Blockmodels with nodal covariates
by Angelo Mele & Lingxin Hao & Joshua Cape & Carey E. Priebe
- 1908.06398 The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Value
by Bar Light & Andres Perlroth
- 1908.06358 Entropic Dynamics of Exchange Rates and Options
by Mohammad Abedi & Daniel Bartolomeo
- 1908.06355 Entropic Dynamics of Stocks and European Options
by Mohammad Abedi & Daniel Bartolomeo
- 1908.06325 Measuring international uncertainty using global vector autoregressions with drifting parameters
by Michael Pfarrhofer
- 1908.06207 On non-uniqueness in mean field games
by Erhan Bayraktar & Xin Zhang
- 1908.06133 A model of discrete choice based on reinforcement learning under short-term memory
by Misha Perepelitsa
- 1908.05894 Forward-Selected Panel Data Approach for Program Evaluation
by Zhentao Shi & Jingyi Huang
- 1908.05850 Linear Stochastic Dividend Model
by Sander Willems
- 1908.05824 Testing the Drift-Diffusion Model
by Drew Fudenberg & Whitney K. Newey & Philipp Strack & Tomasz Strzalecki
- 1908.05811 Counting Defiers
by Amanda Kowalski
- 1908.05810 A Model of a Randomized Experiment with an Application to the PROWESS Clinical Trial
by Amanda Kowalski
- 1908.05752 Isotonic Regression Discontinuity Designs
by Andrii Babii & Rohit Kumar
- 1908.05714 Injectivity and the Law of Demand
by Roy Allen
- 1908.05556 Probabilistic Verification in Mechanism Design
by Ian Ball & Deniz Kattwinkel
- 1908.05534 Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model
by Frank Bosserhoff & Mitja Stadje
- 1908.05530 The inverted U-shaped effect of urban hotspots spatial compactness on urban economic growth
by Weipan Xu & Haohui'Caron' Chen & Enrique Frias-Martinez & Manuel Cebrian & Xun Li
- 1908.05518 Automation Impacts on China's Polarized Job Market
by Haohui 'Caron' Chen & Xun Li & Morgan Frank & Xiaozhen Qin & Weipan Xu & Manuel Cebrian & Iyad Rahwan
- 1908.05476 Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework
by Emmanuel Guerre & Yao Luo
- 1908.05443 Why Finnish polytechnics reject top applicants
by Kristian Koerselman
- 1908.05419 Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation
by Yuan Hu & Svetlozar T. Rachev & Frank J. Fabozzi
- 1908.05405 Risk-neutral option pricing under GARCH intensity model
by Kyungsub Lee
- 1908.05255 On rank estimators in increasing dimensions
by Yanqin Fan & Fang Han & Wei Li & Xiao-Hua Zhou
- 1908.05200 Nonparametric modeling cash flows of insurance company
by Valery Baskakov & Nikolay Sheparnev & Evgeny Yanenko
- 1908.05130 Dynamic Dependence Modeling in financial time series
by Yali Dou & Haiyan Liu & Georgios Aivaliotis
- 1908.05105 Performance of tail hedged portfolio with third moment variation swap
by Kyungsub Lee & Byoung Ki Seo
- 1908.05089 Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
by Kyungsub Lee & Byoung Ki Seo
- 1908.05002 Is being `Robust' beneficial?: A perspective from the Indian market
by Mohammed Bilal Girach & Shashank Oberoi & Siddhartha P. Chakrabarty
- 1908.04971 Third person enforcement in a prisoner's dilemma game
by Tatsuhiro Shichijo
- 1908.04962 Can robust optimization offer improved portfolio performance?: An empirical study of Indian market
by Shashank Oberoi & Mohammed Bilal Girach & Siddhartha P. Chakrabarty
- 1908.04959 Computational method for probability distribution on recursive relationships in financial applications
by Jong Jun Park & Kyungsub Lee
- 1908.04900 Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model
by Chinonso Nwankwo & Weizhong Dai & Ruihua Liu
- 1908.04852 Forecasting U.S. Textile Comparative Advantage Using Autoregressive Integrated Moving Average Models and Time Series Outlier Analysis
by Zahra Saki & Lori Rothenberg & Marguerite Moor & Ivan Kandilov & A. Blanton Godfrey
- 1908.04837 The implied Sharpe ratio
by Ankush Agarwal & Matthew Lorig
- 1908.04756 A scalable verification solution for blockchains
by Jason Teutsch & Christian Reitwie{ss}ner
- 1908.04697 Critical Decisions for Asset Allocation via Penalized Quantile Regression
by Giovanni Bonaccolto
- 1908.04667 The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach
by Martin Keller-Ressel
- 1908.04569 Forecast Encompassing Tests for the Expected Shortfall
by Timo Dimitriadis & Julie Schnaitmann
- 1908.04401 Zero Black-Derman-Toy interest rate model
by Grzegorz Krzy.zanowski & Ernesto Mordecki & Andr'es Sosa
- 1908.04369 Wasserstein Index Generation Model: Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty
by Fangzhou Xie
- 1908.04336 Fairness and efficiency for probabilistic allocations with participation constraints
by Federico Echenique & Antonio Miralles & Jun Zhang
- 1908.04333 Random walk model from the point of view of algorithmic trading
by Oleh Danyliv & Bruce Bland & Alexandre Argenson
- 1908.04295 Interactive coin offerings
by Jason Teutsch & Vitalik Buterin & Christopher Brown
- 1908.04243 Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions
by Taras Bodnar & Holger Dette & Nestor Parolya & Erik Thors'en
- 1908.04110 Maximum Approximated Likelihood Estimation
by Michael Griebel & Florian Heiss & Jens Oettershagen & Constantin Weiser
- 1908.03999 Retrofitting a two-way peg between blockchains
by Jason Teutsch & Michael Straka & Dan Boneh
- 1908.03995 Temporally Discounted Differential Privacy for Evolving Datasets on an Infinite Horizon
by Farhad Farokhi
- 1908.03946 Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to Mathematical Finance
by Constantinos Kardaras
- 1908.03907 Discrete time portfolio optimisation managing value at risk under heavy tail return distribution
by Subhojit Biswas & Diganta Mukherjee
- 1908.03905 Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle
by Subhojit Biswas & Mrinal K. Ghosh & Diganta Mukherjee
- 1908.03899 A Proposal for Multi-asset Generalised Variance Swaps
by Subhojit Biswas & Diganta Mukherjee
- 1908.03446 Privacy-Aware Distributed Mobility Choice Modelling over Blockchain
by David Lopez & Bilal Farooq
- 1908.03407 On the Compound Beta-Binomial Risk Model with Delayed Claims and Randomized Dividends
by Aparna B. S & Neelesh S Upadhye
- 1908.03287 Ordinal Tax To Sustain a Digital Economy
by Nate Dwyer & Sandro Claudio Lera & Alex Sandy Pentland
- 1908.03281 Latency and Liquidity Risk
by 'Alvaro Cartea & Sebastian Jaimungal & Leandro S'anchez-Betancourt
- 1908.03233 The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance
by Ravi Kashyap
- 1908.03206 Managing the Complexity of Processing Financial Data at Scale -- an Experience Report
by Sebastian Frischbier & Mario Paic & Alexander Echler & Christian Roth
- 1908.03152 Analysis of Networks via the Sparse $\beta$-Model
by Mingli Chen & Kengo Kato & Chenlei Leng
- 1908.03137 Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes
by Nicola Cufaro Petroni & Piergiacomo Sabino
- 1908.03007 Anomalous diffusions in option prices: connecting trade duration and the volatility term structure
by Antoine Jacquier & Lorenzo Torricelli
- 1908.02988 Obvious Manipulations in Cake-Cutting
by Josue Ortega & Erel Segal-Halevi
- 1908.02946 Bootstrapping a stable computation token
by Jason Teutsch & Sami Makela & Surya Bakshi
- 1908.02847 An instantaneous market volatility estimation
by Oleh Danyliv & Bruce Bland
- 1908.02793 Noncooperative dynamics in election interference
by David Rushing Dewhurst & Christopher M. Danforth & Peter Sheridan Dodds
- 1908.02646 AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks
by Jingyuan Wang & Yang Zhang & Ke Tang & Junjie Wu & Zhang Xiong
- 1908.02591 Anti-Money Laundering in Bitcoin: Experimenting with Graph Convolutional Networks for Financial Forensics
by Mark Weber & Giacomo Domeniconi & Jie Chen & Daniel Karl I. Weidele & Claudio Bellei & Tom Robinson & Charles E. Leiserson
- 1908.02552 Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve
by Yicong Lin & Hanno Reuvers
- 1908.02545 Quantile-Frequency Analysis and Spectral Divergence Metrics for Diagnostic Checks of Time Series With Nonlinear Dynamics
by Ta-Hsin Li
- 1908.02430 Review of the Plan for Integrating Big Data Analytics Program for the Electronic Marketing System and Customer Relationship Management: A Case Study XYZ Institution
by Idha Sudianto
- 1908.02399 Estimation of Conditional Average Treatment Effects with High-Dimensional Data
by Qingliang Fan & Yu-Chin Hsu & Robert P. Lieli & Yichong Zhang
- 1908.02347 Tail Option Pricing Under Power Laws
by Nassim Nicholas Taleb & Brandon Yarckin & Chitpuneet Mann & Damir Delic & Mark Spitznagel
- 1908.02228 Risk-Control Strategies
by Patrice Gaillardetz & Saeb Hachem
- 1908.02166 Semiparametric Wavelet-based JPEG IV Estimator for endogenously truncated data
by Nir Billfeld & Moshe Kim
- 1908.02164 Statistical Arbitrage for Multiple Co-Integrated Stocks
by T. N. Li & A. Papanicolaou
- 1908.02101 Analysing Global Fixed Income Markets with Tensors
by Bruno Scalzo Dees
- 1908.01943 Stochastic ordering of Gini indexes for multivariate elliptical random variables
by Chuancun Yin
- 1908.01808 Evaluating Pest Management Strategies: A Robust Method and its Application to Strawberry Disease Management
by Ariel Soto-Caro & Feng Wu & Zhengfei Guan & Natalia Peres
- 1908.01718 Discovery of Bias and Strategic Behavior in Crowdsourced Performance Assessment
by Yifei Huang & Matt Shum & Xi Wu & Jason Zezhong Xiao
- 1908.01714 Flow Allocation Games
by Nils Bertschinger & Martin Hoefer & Daniel Schmand
- 1908.01709 Behavioral Biases and Nonadditive Dynamics in Risk Taking: An Experimental Investigation
by Jos'e Cl'audio do Nascimento
- 1908.01669 Efficient Fair Division with Minimal Sharing
by Fedor Sandomirskiy & Erel Segal-Halevi
- 1908.01602 Solving high-dimensional optimal stopping problems using deep learning
by Sebastian Becker & Patrick Cheridito & Arnulf Jentzen & Timo Welti
- 1908.01406 Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences
by David M. Ritzwoller & Joseph P. Romano
- 1908.01272 Estimating Unobserved Individual Heterogeneity Using Pairwise Comparisons
by Elena Krasnokutskaya & Kyungchul Song & Xun Tang
- 1908.01256 Creation of knowledge through exchanges of knowledge: Evidence from Japanese patent data
by Tomoya Mori & Shosei Sakaguchi
- 1908.01171 Relative growth optimal strategies in an asset market game
by Yaroslav Drokin & Mikhail Zhitlukhin
- 1908.01142 Linkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees
by Anna Denkowska & Stanis{l}aw Wanat
- 1908.01135 Multiplayer Bandit Learning, from Competition to Cooperation
by Simina Br^anzei & Yuval Peres
- 1908.01112 Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction
by Xinyi Li & Yinchuan Li & Xiao-Yang Liu & Christina Dan Wang
- 1908.01109 The Use of Binary Choice Forests to Model and Estimate Discrete Choices
by Ningyuan Chen & Guillermo Gallego & Zhuodong Tang
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