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Content
2019
- 1909.10679 Structural Change Analysis of Active Cryptocurrency Market
by C. Y. Tan & Y. B. Koh & K. H. Ng & K. H. Ng
- 1909.10660 Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis
by Daiki Matsunaga & Toyotaro Suzumura & Toshihiro Takahashi
- 1909.10578 PAGAN: Portfolio Analysis with Generative Adversarial Networks
by Giovanni Mariani & Yada Zhu & Jianbo Li & Florian Scheidegger & Roxana Istrate & Costas Bekas & A. Cristiano I. Malossi
- 1909.10502 Weighted Envy-Freeness in Indivisible Item Allocation
by Mithun Chakraborty & Ayumi Igarashi & Warut Suksompong & Yair Zick
- 1909.10464 Mechanics of good trade execution in the framework of linear temporary market impact
by Claudio Bellani & Damiano Brigo
- 1909.10272 Dynamics of symmetric SSVI smiles and implied volatility bubbles
by Mehdi El Amrani & Antoine Jacquier & Claude Martini
- 1909.10233 Machine Learning Optimization Algorithms & Portfolio Allocation
by Sarah Perrin & Thierry Roncalli
- 1909.10187 Consistent and Efficient Pricing of SPX and VIX Options under Multiscale Stochastic Volatility
by Jaegi Jeon & Geonwoo Kim & Jeonggyu Huh
- 1909.10133 Goodness-of-Fit Tests based on Series Estimators in Nonparametric Instrumental Regression
by Christoph Breunig
- 1909.10129 Specification Testing in Nonparametric Instrumental Quantile Regression
by Christoph Breunig
- 1909.10062 Inference for Linear Conditional Moment Inequalities
by Isaiah Andrews & Jonathan Roth & Ariel Pakes
- 1909.10060 Meaningful causal decompositions in health equity research: definition, identification, and estimation through a weighting framework
by John W. Jackson
- 1909.10035 Using Machine Learning to Predict Realized Variance
by Peter Carr & Liuren Wu & Zhibai Zhang
- 1909.10017 What do adoption patterns of solar panels observed so far tell about governments' incentive? insight from diffusion models
by Anita M. Bunea & Pietro Manfredi & Pompeo Della Posta & Mariangela Guidolin
- 1909.09928 Subspace Clustering for Panel Data with Interactive Effects
by Jiangtao Duan & Wei Gao & Hao Qu & Hon Keung Tony
- 1909.09824 Desperate times call for desperate measures: government spending multipliers in hard times
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin
- 1909.09641 Productivity propagation with networks transformation
by Satoshi Nakano & Kazuhiko Nishimura
- 1909.09571 Reinforcement Learning for Portfolio Management
by Angelos Filos
- 1909.09563 Gradient Boost with Convolution Neural Network for Stock Forecast
by Jialin Liu & Chih-Min Lin & Fei Chao
- 1909.09511 Optimal Dividend Strategy for an Insurance Group with Contagious Default Risk
by Zhuo Jin & Huafu Liao & Yue Yang & Xiang Yu
- 1909.09495 CME Iceberg Order Detection and Prediction
by Dmitry Zotikov & Anton Antonov
- 1909.09412 Doubly Robust Identification for Causal Panel Data Models
by Dmitry Arkhangelsky & Guido W. Imbens
- 1909.09320 Discerning Solution Concepts
by Nail Kashaev & Bruno Salcedo
- 1909.09257 How to design a derivatives market?
by Bastien Baldacci & Paul Jusselin & Mathieu Rosenbaum
- 1909.09239 Systemic Cascades On Inhomogeneous Random Financial Networks
by T. R. Hurd
- 1909.09198 Methods, Models, and the Evolution of Moral Psychology
by Cailin O'Connor
- 1909.09061 The Design and Operation of Rules of Origin in Greater Arab Free Trade Area: Challenges of Implementation and Reform
by Bashar H. Malkawi & Mohammad I. El-Shafie
- 1909.09057 The Effect of Oil Price on United Arab Emirates Goods Trade Deficit with the United States
by Osama D. Sweidan & Bashar H. Malkawi
- 1909.08964 To Detect Irregular Trade Behaviors In Stock Market By Using Graph Based Ranking Methods
by Loc Tran & Linh Tran
- 1909.08798 Legal Architecture and Design for Gulf Cooperation Council Economic Integration
by Bashar H. Malkawi
- 1909.08706 Generational political dynamics of retirement pensions systems: An agent based model
by S'ergio Bacelar & Luis Antunes
- 1909.08664 Corruption Risk in Contracting Markets: A Network Science Perspective
by Johannes Wachs & Mih'aly Fazekas & J'anos Kert'esz
- 1909.08662 Does the leverage effect affect the return distribution?
by Dangxing Chen
- 1909.08648 New Policy Design for Food Accessibility to the People in Need
by Rahul Srinivas Sucharitha & Seokcheon Lee
- 1909.08564 Informe-pais Brasil
by Juan Gonzalez-Blanco
- 1909.08497 Overconfidence and Prejudice
by Paul Heidhues & Botond KH{o}szegi & Philipp Strack
- 1909.08434 Nonparametric Estimation of the Random Coefficients Model: An Elastic Net Approach
by Florian Heiss & Stephan Hetzenecker & Maximilian Osterhaus
- 1909.08308 An Empirical Study on Arrival Rates of Limit Orders and Order Cancellation Rates in Borsa Istanbul
by Can Yilmaz Altinigne & Harun Ozkan & Veli Can Kupeli & Zehra Cataltepe
- 1909.08299 How have German University Tuition Fees Affected Enrollment Rates: Robust Model Selection and Design-based Inference in High-Dimensions
by Konstantin Gorgen & Melanie Schienle
- 1909.08141 Adjusted QMLE for the spatial autoregressive parameter
by Federico Martellosio & Grant Hillier
- 1909.08047 Option pricing under normal dynamics with stochastic volatility
by Matta Uma Maheswara Reddy
- 1909.08021 Strategic Formation and Reliability of Supply Chain Networks
by Victor Amelkin & Rakesh Vohra
- 1909.07896 No-Arbitrage Commodity Option Pricing with Market Manipulation
by Ren'e Aid & Giorgia Callegaro & Luciano Campi
- 1909.07889 Distributional conformal prediction
by Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu
- 1909.07837 The value of knowing the market price of risk
by Katia Colaneri & Stefano Herzel & Marco Nicolosi
- 1909.07771 Arrow, Hausdorff, and Ambiguities in the Choice of Preferred States in Complex Systems
by T. Erber & M. J. Frank
- 1909.07748 Stock market microstructure inference via multi-agent reinforcement learning
by J. Lussange & I. Lazarevich & S. Bourgeois-Gironde & S. Palminteri & B. Gutkin
- 1909.07481 Deep Neural Networks for Choice Analysis: Architectural Design with Alternative-Specific Utility Functions
by Shenhao Wang & Baichuan Mo & Jinhua Zhao
- 1909.07319 An SFP--FCC Method for Pricing and Hedging Early-exercise Options under L\'evy Processes
by Tat Lung & Chan
- 1909.07288 EvaSylv: A user-friendly software to evaluate forestry scenarii including natural risk
by Patrice Loisel & Guillerme Duvilli'e & Denis Barbeau & Brigitte Charnomordic
- 1909.07139 Additive normal tempered stable processes for equity derivatives and power law scaling
by Michele Azzone & Roberto Baviera
- 1909.06854 Optimal management of pumped hydroelectric production with state constrained optimal control
by Athena Picarelli & Tiziano Vargiolu
- 1909.06853 Statistical inference for statistical decisions
by Charles F. Manski
- 1909.06759 Personal Finance Decisions with Untruthful Advisors: an Agent-Based Model
by Loretta Mastroeni & Maurizio Naldi & Pierluigi Vellucci
- 1909.06648 Relation between non-exchangeability and measures of concordance of copulas
by Damjana Kokol Bukovv{s}ek & Tomav{z} Kov{s}ir & Blav{z} Mojv{s}kerc & Matjav{z} Omladiv{c}
- 1909.06599 Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models
by Rick Bohte & Luca Rossini
- 1909.06509 The Optimal Deterrence of Crime: A Focus on the Time Preference of DWI Offenders
by Yuqing Wang & Yan Ru Pei
- 1909.06332 Comparative Companies' Stock Valuation through Financial Metrics and its Social Implications
by Jack Colleran & Harris K. Kim & Benny C. Pickle & John Sun
- 1909.06260 Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
by Alet Roux & Zhikang Xu
- 1909.06108 Shallow Self-Learning for Reject Inference in Credit Scoring
by Nikita Kozodoi & Panagiotis Katsas & Stefan Lessmann & Luis Moreira-Matias & Konstantinos Papakonstantinou
- 1909.06036 Generalized Duality for Model-Free Superhedging given Marginals
by Arash Fahim & Yu-Jui Huang & Saeed Khalili
- 1909.05986 Constrained Pseudo-market Equilibrium
by Federico Echenique & Antonio Miralles & Jun Zhang
- 1909.05782 Fast Algorithms for the Quantile Regression Process
by Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly
- 1909.05761 Pricing Reliability Options under different electricity prices' regimes
by Luisa Andreis & Maria Flora & Fulvio Fontini & Tiziano Vargiolu
- 1909.05689 A new concept of technology with systemic-purposeful perpsective: theory, examples and empirical application
by Mario Coccia
- 1909.05649 A Consistent LM Type Specification Test for Semiparametric Panel Data Models
by Ivan Korolev
- 1909.05604 The Emergence of Innovation Complexity at Different Geographical and Technological Scales
by Emanuele Pugliese & Lorenzo Napolitano & Matteo Chinazzi & Guido Chiarotti
- 1909.05591 Discrete choice prox-functions on the simplex
by David Muller & Yurii Nesterov & Vladimir Shikhman
- 1909.05560 Estimation and Applications of Quantile Regression for Binary Longitudinal Data
by Mohammad Arshad Rahman & Angela Vossmeyer
- 1909.05542 Quantile regression methods for first-price auctions
by Nathalie Gimenes & Emmanuel Guerre
- 1909.05501 Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?
by G'abor Petneh'azi & J'ozsef G'all
- 1909.05457 Recovering Preferences from Finite Data
by Christopher P. Chambers & Federico Echenique & Nicolas Lambert
- 1909.05335 Robust Utility Maximization with Drift and Volatility Uncertainty
by Kerem Ugurlu
- 1909.05289 Deep Prediction of Investor Interest: a Supervised Clustering Approach
by Baptiste Barreau & Laurent Carlier & Damien Challet
- 1909.05244 Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics
by Rahul Singh & Liyang Sun
- 1909.05151 Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning
by Samuel Showalter & Jeffrey Gropp
- 1909.05093 Matching Estimators with Few Treated and Many Control Observations
by Bruno Ferman
- 1909.04986 Continuous Time Random Walk with correlated waiting times. The crucial role of inter-trade times in volatility clustering
by Jaros{l}aw Klamut & Tomasz Gubiec
- 1909.04981 Direct and Indirect Effects based on Changes-in-Changes
by Martin Huber & Mark Schelker & Anthony Strittmatter
- 1909.04903 Estimating the volatility of Bitcoin using GARCH models
by Samuel Asante Gyamerah
- 1909.04853 Bayesian Inference on Volatility in the Presence of Infinite Jump Activity and Microstructure Noise
by Qi Wang & Jos'e E. Figueroa-L'opez & Todd Kuffner
- 1909.04834 Linear Equilibria for Dynamic LQG Games with Asymmetric Information and Dependent Types
by Nasimeh Heydaribeni & Achilleas Anastasopoulos
- 1909.04767 Distorted stochastic dominance: a generalized family of stochastic orders
by Tommaso Lando & Lucio Bertoli-Barsotti
- 1909.04706 Regression to the Mean's Impact on the Synthetic Control Method: Bias and Sensitivity Analysis
by Nicholas Illenberger & Dylan S. Small & Pamela A. Shaw
- 1909.04661 Virtual Historical Simulation for estimating the conditional VaR of large portfolios
by Christian Francq & Jean-Michel Zakoian
- 1909.04602 Arbitrage-free modeling under Knightian Uncertainty
by Matteo Burzoni & Marco Maggis
- 1909.04521 Is culture related to strong science? An empirical investigation
by Mahmood Khosrowjerdi & Lutz Bornmann
- 1909.04497 Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing
by Qiong Wu & Christopher G. Brinton & Zheng Zhang & Andrea Pizzoferrato & Zhenming Liu & Mihai Cucuringu
- 1909.04452 Dynamics of reallocation within India's income distribution
by Anand Sahasranaman & Henrik Jeldtoft Jensen
- 1909.04354 Value adjustments and dynamic hedging of reinsurance counterparty risk
by Claudia Ceci & Katia Colaneri & Rdiger Frey & Verena Kock
- 1909.04327 Empirical investigation of state-of-the-art mean reversion strategies for equity markets
by Seung-Hyun Moon & Yong-Hyuk Kim & Byung-Ro Moon
- 1909.04107 Taxing dissent: The impact of a social media tax in Uganda
by Levi Boxell & Zachary Steinert-Threlkeld
- 1909.04009 Climate Policy under Spatial Heat Transport: Cooperative and Noncooperative Regional Outcomes
by Yongyang Cai & William Brock & Anastasios Xepapadeas & Kenneth Judd
- 1909.03968 Tree-based Synthetic Control Methods: Consequences of moving the US Embassy
by Nicolaj S{o}ndergaard Muhlbach & Mikkel Slot Nielsen
- 1909.03870 Robust pricing and hedging of options on multiple assets and its numerics
by Stephan Eckstein & Gaoyue Guo & Tongseok Lim & Jan Obloj
- 1909.03808 Systemic Risk Clustering of China Internet Financial Based on t-SNE Machine Learning Algorithm
by Mi Chuanmin & Xu Runjie & Lin Qingtong
- 1909.03792 Tehran Stock Exchange Prediction Using Sentiment Analysis of Online Textual Opinions
by Arezoo Hatefi Ghahfarrokhi & Mehrnoush Shamsfard
- 1909.03574 A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games
by Diego Zabaljauregui
- 1909.03490 An Economic Topology of the Brexit vote
by Pawel Dlotko & Lucy Minford & Simon Rudkin & Wanling Qiu
- 1909.03489 Multiway Cluster Robust Double/Debiased Machine Learning
by Harold D. Chiang & Kengo Kato & Yukun Ma & Yuya Sasaki
- 1909.03430 Insider information and its relation with the arbitrage condition and the utility maximization problem
by Bernardo D'Auria & Jos'e Antonio Salmer'on
- 1909.03429 Education Projects for Sustainable Development: Evidence from Ural Federal University
by Marina Volkova & Jol Stoffers & Dmitry Kochetkov
- 1909.03379 Modular structure in labour networks reveals skill basins
by Neave O'Clery & Stephen Kinsella
- 1909.03348 Identifying Different Definitions of Future in the Assessment of Future Economic Conditions: Application of PU Learning and Text Mining
by Masahiro Kato
- 1909.03278 Automatic Financial Trading Agent for Low-risk Portfolio Management using Deep Reinforcement Learning
by Wonsup Shin & Seok-Jun Bu & Sung-Bae Cho
- 1909.03185 Heterogeneous wealth distribution, round-trip trading and the emergence of volatility clustering in Speculation Game
by Kei Katahira & Yu Chen
- 1909.03070 Modelling Cooperation in a Dynamic Healthcare System
by Zainab Alalawi & Yifeng Zeng & The Anh Han & Aiman Elragig
- 1909.02972 Portfolio optimisation under rough Heston models
by Benjamin James Duthie
- 1909.02899 An extended Speculation Game for the recovery of Hurst exponent of financial time series
by Kei Katahira & Yu Chen
- 1909.02823 Shrinkage Estimation of Network Spillovers with Factor Structured Errors
by Ayden Higgins & Federico Martellosio
- 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
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